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.

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

The Linked Neighbour List (LNL) method for fast off-lattice Monte Carlo simulations of fluids

NASA Astrophysics Data System (ADS)

Mazzeo, M. D.; Ricci, M.; Zannoni, C.

2010-03-01

We present a new algorithm, called linked neighbour list (LNL), useful to substantially speed up off-lattice Monte Carlo simulations of fluids by avoiding the computation of the molecular energy before every attempted move. We introduce a few variants of the LNL method targeted to minimise memory footprint or augment memory coherence and cache utilisation. Additionally, we present a few algorithms which drastically accelerate neighbour finding. We test our methods on the simulation of a dense off-lattice Gay-Berne fluid subjected to periodic boundary conditions observing a speedup factor of about 2.5 with respect to a well-coded implementation based on a conventional link-cell. We provide several implementation details of the different key data structures and algorithms used in this work.

Fast and accurate quantum molecular dynamics of dense plasmas across temperature regimes

DOE PAGES

Sjostrom, Travis; Daligault, Jerome

2014-10-10

Here, we develop and implement a new quantum molecular dynamics approximation that allows fast and accurate simulations of dense plasmas from cold to hot conditions. The method is based on a carefully designed orbital-free implementation of density functional theory. The results for hydrogen and aluminum are in very good agreement with Kohn-Sham (orbital-based) density functional theory and path integral Monte Carlo calculations for microscopic features such as the electron density as well as the equation of state. The present approach does not scale with temperature and hence extends to higher temperatures than is accessible in the Kohn-Sham method and lowermore » temperatures than is accessible by path integral Monte Carlo calculations, while being significantly less computationally expensive than either of those two methods.« less

Path integral Monte Carlo ground state approach: formalism, implementation, and applications

NASA Astrophysics Data System (ADS)

Yan, Yangqian; Blume, D.

2017-11-01

Monte Carlo techniques have played an important role in understanding strongly correlated systems across many areas of physics, covering a wide range of energy and length scales. Among the many Monte Carlo methods applicable to quantum mechanical systems, the path integral Monte Carlo approach with its variants has been employed widely. Since semi-classical or classical approaches will not be discussed in this review, path integral based approaches can for our purposes be divided into two categories: approaches applicable to quantum mechanical systems at zero temperature and approaches applicable to quantum mechanical systems at finite temperature. While these two approaches are related to each other, the underlying formulation and aspects of the algorithm differ. This paper reviews the path integral Monte Carlo ground state (PIGS) approach, which solves the time-independent Schrödinger equation. Specifically, the PIGS approach allows for the determination of expectation values with respect to eigen states of the few- or many-body Schrödinger equation provided the system Hamiltonian is known. The theoretical framework behind the PIGS algorithm, implementation details, and sample applications for fermionic systems are presented.

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

PubMed

Haubein, Ned C; McMillan, Scott A; Broadbelt, Linda J

2003-01-01

Advances in computing power have made it possible to study solvated molecules using ab initio quantum chemistry. Inclusion of discrete solvent molecules is required to determine geometric information about solute/solvent clusters. Monte Carlo methods are well suited to finding minima in many-body systems, and ab initio methods are applicable to the widest range of systems. A first principles Monte Carlo (FPMC) method was developed to find minima in many-body systems, and emphasis was placed on implementing moves that increase the likelihood of finding minimum energy structures. Partial optimization and molecular interchange moves aid in finding minima and overcome the incomplete sampling that is unavoidable when using ab initio methods. FPMC was validated by studying the boron trifluoride-water system, and then the method was used to examine the methyl carbenium ion in water to demonstrate its application to solvation problems.

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

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

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

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

NRMC - A GPU code for N-Reverse Monte Carlo modeling of fluids in confined media

NASA Astrophysics Data System (ADS)

Sánchez-Gil, Vicente; Noya, Eva G.; Lomba, Enrique

2017-08-01

NRMC is a parallel code for performing N-Reverse Monte Carlo modeling of fluids in confined media [V. Sánchez-Gil, E.G. Noya, E. Lomba, J. Chem. Phys. 140 (2014) 024504]. This method is an extension of the usual Reverse Monte Carlo method to obtain structural models of confined fluids compatible with experimental diffraction patterns, specifically designed to overcome the problem of slow diffusion that can appear under conditions of tight confinement. Most of the computational time in N-Reverse Monte Carlo modeling is spent in the evaluation of the structure factor for each trial configuration, a calculation that can be easily parallelized. Implementation of the structure factor evaluation in NVIDIA® CUDA so that the code can be run on GPUs leads to a speed up of up to two orders of magnitude.

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

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

Giuseppe Palmiotti

In this work, the implementation of a collision history-based approach to sensitivity/perturbation calculations in the Monte Carlo code SERPENT is discussed. The proposed methods allow the calculation of the eects of nuclear data perturbation on several response functions: the eective multiplication factor, reaction rate ratios and bilinear ratios (e.g., eective kinetics parameters). SERPENT results are compared to ERANOS and TSUNAMI Generalized Perturbation Theory calculations for two fast metallic systems and for a PWR pin-cell benchmark. New methods for the calculation of sensitivities to angular scattering distributions are also presented, which adopts fully continuous (in energy and angle) Monte Carlo estimators.

Optimizing the implementation of the target motion sampling temperature treatment technique - How fast can it get?

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

Tuomas, V.; Jaakko, L.

This article discusses the optimization of the target motion sampling (TMS) temperature treatment method, previously implemented in the Monte Carlo reactor physics code Serpent 2. The TMS method was introduced in [1] and first practical results were presented at the PHYSOR 2012 conference [2]. The method is a stochastic method for taking the effect of thermal motion into account on-the-fly in a Monte Carlo neutron transport calculation. It is based on sampling the target velocities at collision sites and then utilizing the 0 K cross sections at target-at-rest frame for reaction sampling. The fact that the total cross section becomesmore » a distributed quantity is handled using rejection sampling techniques. The original implementation of the TMS requires 2.0 times more CPU time in a PWR pin-cell case than a conventional Monte Carlo calculation relying on pre-broadened effective cross sections. In a HTGR case examined in this paper the overhead factor is as high as 3.6. By first changing from a multi-group to a continuous-energy implementation and then fine-tuning a parameter affecting the conservativity of the majorant cross section, it is possible to decrease the overhead factors to 1.4 and 2.3, respectively. Preliminary calculations are also made using a new and yet incomplete optimization method in which the temperature of the basis cross section is increased above 0 K. It seems that with the new approach it may be possible to decrease the factors even as low as 1.06 and 1.33, respectively, but its functionality has not yet been proven. Therefore, these performance measures should be considered preliminary. (authors)« less

Adaptive time-stepping Monte Carlo integration of Coulomb collisions

NASA Astrophysics Data System (ADS)

Särkimäki, K.; Hirvijoki, E.; Terävä, J.

2018-01-01

We report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell-Jüttner statistics. The implementation is based on the Beliaev-Budker collision integral which allows both the test particle and the background plasma to be relativistic. The integration method supports adaptive time stepping, which is shown to greatly improve the computational efficiency. The Monte Carlo method is implemented for both the three-dimensional particle momentum space and the five-dimensional guiding center phase space. Detailed description is provided for both the physics and implementation of the operator. The focus is in adaptive integration of stochastic differential equations, which is an overlooked aspect among existing Monte Carlo implementations of Coulomb collision operators. We verify that our operator converges to known analytical results and demonstrate that careless implementation of the adaptive time step can lead to severely erroneous results. The operator is provided as a self-contained Fortran 95 module and can be included into existing orbit-following tools that trace either the full Larmor motion or the guiding center dynamics. The adaptive time-stepping algorithm is expected to be useful in situations where the collision frequencies vary greatly over the course of a simulation. Examples include the slowing-down of fusion products or other fast ions, and the Dreicer generation of runaway electrons as well as the generation of fast ions or electrons with ion or electron cyclotron resonance heating.

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

DOE PAGES

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

2016-01-23

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

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

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

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

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

Çatlı, Serap, E-mail: serapcatli@hotmail.com; Tanır, Güneş

2013-10-01

The present study aimed to investigate the effects of titanium, titanium alloy, and stainless steel hip prostheses on dose distribution based on the Monte Carlo simulation method, as well as the accuracy of the Eclipse treatment planning system (TPS) at 6 and 18 MV photon energies. In the present study the pencil beam convolution (PBC) method implemented in the Eclipse TPS was compared to the Monte Carlo method and ionization chamber measurements. The present findings show that if high-Z material is used in prosthesis, large dose changes can occur due to scattering. The variance in dose observed in the presentmore » study was dependent on material type, density, and atomic number, as well as photon energy; as photon energy increased back scattering decreased. The dose perturbation effect of hip prostheses was significant and could not be predicted accurately by the PBC method for hip prostheses. The findings show that for accurate dose calculation the Monte Carlo-based TPS should be used in patients with hip prostheses.« less

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

NASA Astrophysics Data System (ADS)

Sundqvist, Kyle

2010-03-01

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

LMC: Logarithmantic Monte Carlo

NASA Astrophysics Data System (ADS)

Mantz, Adam B.

2017-06-01

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

Implementation and verification of nuclear interactions in a Monte-Carlo code for the Procom-ProGam proton therapy planning system

NASA Astrophysics Data System (ADS)

Kostyuchenko, V. I.; Makarova, A. S.; Ryazantsev, O. B.; Samarin, S. I.; Uglov, A. S.

2014-06-01

A great breakthrough in proton therapy has happened in the new century: several tens of dedicated centers are now operated throughout the world and their number increases every year. An important component of proton therapy is a treatment planning system. To make calculations faster, these systems usually use analytical methods whose reliability and accuracy do not allow the advantages of this method of treatment to implement to the full extent. Predictions by the Monte Carlo (MC) method are a "gold" standard for the verification of calculations with these systems. At the Institute of Experimental and Theoretical Physics (ITEP) which is one of the eldest proton therapy centers in the world, an MC code is an integral part of their treatment planning system. This code which is called IThMC was developed by scientists from RFNC-VNIITF (Snezhinsk) under ISTC Project 3563.

Constant-pressure nested sampling with atomistic dynamics

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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.

Implementation, capabilities, and benchmarking of Shift, a massively parallel Monte Carlo radiation transport code

DOE PAGES

Pandya, Tara M.; Johnson, Seth R.; Evans, Thomas M.; ...

2015-12-21

This paper discusses the implementation, capabilities, and validation of Shift, a massively parallel Monte Carlo radiation transport package developed and maintained at Oak Ridge National Laboratory. It has been developed to scale well from laptop to small computing clusters to advanced supercomputers. Special features of Shift include hybrid capabilities for variance reduction such as CADIS and FW-CADIS, and advanced parallel decomposition and tally methods optimized for scalability on supercomputing architectures. Shift has been validated and verified against various reactor physics benchmarks and compares well to other state-of-the-art Monte Carlo radiation transport codes such as MCNP5, CE KENO-VI, and OpenMC. Somemore » specific benchmarks used for verification and validation include the CASL VERA criticality test suite and several Westinghouse AP1000 ® problems. These benchmark and scaling studies show promising results.« less

The Metropolis Monte Carlo method with CUDA enabled Graphic Processing Units

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

Hall, Clifford; School of Physics, Astronomy, and Computational Sciences, George Mason University, 4400 University Dr., Fairfax, VA 22030; Ji, Weixiao

2014-02-01

We present a CPU–GPU system for runtime acceleration of large molecular simulations using GPU computation and memory swaps. The memory architecture of the GPU can be used both as container for simulation data stored on the graphics card and as floating-point code target, providing an effective means for the manipulation of atomistic or molecular data on the GPU. To fully take advantage of this mechanism, efficient GPU realizations of algorithms used to perform atomistic and molecular simulations are essential. Our system implements a versatile molecular engine, including inter-molecule interactions and orientational variables for performing the Metropolis Monte Carlo (MMC) algorithm,more » which is one type of Markov chain Monte Carlo. By combining memory objects with floating-point code fragments we have implemented an MMC parallel engine that entirely avoids the communication time of molecular data at runtime. Our runtime acceleration system is a forerunner of a new class of CPU–GPU algorithms exploiting memory concepts combined with threading for avoiding bus bandwidth and communication. The testbed molecular system used here is a condensed phase system of oligopyrrole chains. A benchmark shows a size scaling speedup of 60 for systems with 210,000 pyrrole monomers. Our implementation can easily be combined with MPI to connect in parallel several CPU–GPU duets. -- Highlights: •We parallelize the Metropolis Monte Carlo (MMC) algorithm on one CPU—GPU duet. •The Adaptive Tempering Monte Carlo employs MMC and profits from this CPU—GPU implementation. •Our benchmark shows a size scaling-up speedup of 62 for systems with 225,000 particles. •The testbed involves a polymeric system of oligopyrroles in the condensed phase. •The CPU—GPU parallelization includes dipole—dipole and Mie—Jones classic potentials.« less

ICF target 2D modeling using Monte Carlo SNB electron thermal transport in DRACO

NASA Astrophysics Data System (ADS)

Chenhall, Jeffrey; Cao, Duc; Moses, Gregory

2016-10-01

The iSNB (implicit Schurtz Nicolai Busquet multigroup diffusion electron thermal transport method is adapted into a Monte Carlo (MC) transport method to better model angular and long mean free path non-local effects. The MC model was first implemented in the 1D LILAC code to verify consistency with the iSNB model. Implementation of the MC SNB model in the 2D DRACO code enables higher fidelity non-local thermal transport modeling in 2D implosions such as polar drive experiments on NIF. The final step is to optimize the MC model by hybridizing it with a MC version of the iSNB diffusion method. The hybrid method will combine the efficiency of a diffusion method in intermediate mean free path regions with the accuracy of a transport method in long mean free path regions allowing for improved computational efficiency while maintaining accuracy. Work to date on the method will be presented. This work was supported by Sandia National Laboratories and the Univ. of Rochester Laboratory for Laser Energetics.

Importance Sampling Variance Reduction in GRESS ATMOSIM

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

Wakeford, Daniel Tyler

This document is intended to introduce the importance sampling method of variance reduction to a Geant4 user for application to neutral particle Monte Carlo transport through the atmosphere, as implemented in GRESS ATMOSIM.

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.

Heterogeneous Hardware Parallelism Review of the IN2P3 2016 Computing School

NASA Astrophysics Data System (ADS)

Lafage, Vincent

2017-11-01

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

Monte Carlo errors with less errors

NASA Astrophysics Data System (ADS)

Wolff, Ulli; Alpha Collaboration

2004-01-01

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

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

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

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

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

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

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

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

PubMed

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

2015-10-21

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

Monte Carlo verification of radiotherapy treatments with CloudMC.

PubMed

Miras, Hector; Jiménez, Rubén; Perales, Álvaro; Terrón, José Antonio; Bertolet, Alejandro; Ortiz, Antonio; Macías, José

2018-06-27

A new implementation has been made on CloudMC, a cloud-based platform presented in a previous work, in order to provide services for radiotherapy treatment verification by means of Monte Carlo in a fast, easy and economical way. A description of the architecture of the application and the new developments implemented is presented together with the results of the tests carried out to validate its performance. CloudMC has been developed over Microsoft Azure cloud. It is based on a map/reduce implementation for Monte Carlo calculations distribution over a dynamic cluster of virtual machines in order to reduce calculation time. CloudMC has been updated with new methods to read and process the information related to radiotherapy treatment verification: CT image set, treatment plan, structures and dose distribution files in DICOM format. Some tests have been designed in order to determine, for the different tasks, the most suitable type of virtual machines from those available in Azure. Finally, the performance of Monte Carlo verification in CloudMC is studied through three real cases that involve different treatment techniques, linac models and Monte Carlo codes. Considering computational and economic factors, D1_v2 and G1 virtual machines were selected as the default type for the Worker Roles and the Reducer Role respectively. Calculation times up to 33 min and costs of 16 € were achieved for the verification cases presented when a statistical uncertainty below 2% (2σ) was required. The costs were reduced to 3-6 € when uncertainty requirements are relaxed to 4%. Advantages like high computational power, scalability, easy access and pay-per-usage model, make Monte Carlo cloud-based solutions, like the one presented in this work, an important step forward to solve the long-lived problem of truly introducing the Monte Carlo algorithms in the daily routine of the radiotherapy planning process.

SCALE Continuous-Energy Eigenvalue Sensitivity Coefficient Calculations

DOE PAGES

Perfetti, Christopher M.; Rearden, Bradley T.; Martin, William R.

2016-02-25

Sensitivity coefficients describe the fractional change in a system response that is induced by changes to system parameters and nuclear data. The Tools for Sensitivity and UNcertainty Analysis Methodology Implementation (TSUNAMI) code within the SCALE code system makes use of eigenvalue sensitivity coefficients for an extensive number of criticality safety applications, including quantifying the data-induced uncertainty in the eigenvalue of critical systems, assessing the neutronic similarity between different critical systems, and guiding nuclear data adjustment studies. The need to model geometrically complex systems with improved fidelity and the desire to extend TSUNAMI analysis to advanced applications has motivated the developmentmore » of a methodology for calculating sensitivity coefficients in continuous-energy (CE) Monte Carlo applications. The Contributon-Linked eigenvalue sensitivity/Uncertainty estimation via Tracklength importance CHaracterization (CLUTCH) and Iterated Fission Probability (IFP) eigenvalue sensitivity methods were recently implemented in the CE-KENO framework of the SCALE code system to enable TSUNAMI-3D to perform eigenvalue sensitivity calculations using continuous-energy Monte Carlo methods. This work provides a detailed description of the theory behind the CLUTCH method and describes in detail its implementation. This work explores the improvements in eigenvalue sensitivity coefficient accuracy that can be gained through the use of continuous-energy sensitivity methods and also compares several sensitivity methods in terms of computational efficiency and memory requirements.« less

Multiple-time-stepping generalized hybrid Monte Carlo methods

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

Escribano, Bruno, E-mail: bescribano@bcamath.org; Akhmatskaya, Elena; IKERBASQUE, Basque Foundation for Science, E-48013 Bilbao

2015-01-01

Performance of the generalized shadow hybrid Monte Carlo (GSHMC) method [1], which proved to be superior in sampling efficiency over its predecessors [2–4], molecular dynamics and hybrid Monte Carlo, can be further improved by combining it with multi-time-stepping (MTS) and mollification of slow forces. We demonstrate that the comparatively simple modifications of the method not only lead to better performance of GSHMC itself but also allow for beating the best performed methods, which use the similar force splitting schemes. In addition we show that the same ideas can be successfully applied to the conventional generalized hybrid Monte Carlo method (GHMC).more » The resulting methods, MTS-GHMC and MTS-GSHMC, provide accurate reproduction of thermodynamic and dynamical properties, exact temperature control during simulation and computational robustness and efficiency. MTS-GHMC uses a generalized momentum update to achieve weak stochastic stabilization to the molecular dynamics (MD) integrator. MTS-GSHMC adds the use of a shadow (modified) Hamiltonian to filter the MD trajectories in the HMC scheme. We introduce a new shadow Hamiltonian formulation adapted to force-splitting methods. The use of such Hamiltonians improves the acceptance rate of trajectories and has a strong impact on the sampling efficiency of the method. Both methods were implemented in the open-source MD package ProtoMol and were tested on a water and a protein systems. Results were compared to those obtained using a Langevin Molly (LM) method [5] on the same systems. The test results demonstrate the superiority of the new methods over LM in terms of stability, accuracy and sampling efficiency. This suggests that putting the MTS approach in the framework of hybrid Monte Carlo and using the natural stochasticity offered by the generalized hybrid Monte Carlo lead to improving stability of MTS and allow for achieving larger step sizes in the simulation of complex systems.« less

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

SCALE 6.2 Continuous-Energy TSUNAMI-3D Capabilities

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

Perfetti, Christopher M; Rearden, Bradley T

2015-01-01

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

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

Density matrix Monte Carlo modeling of quantum cascade lasers

NASA Astrophysics Data System (ADS)

Jirauschek, Christian

2017-10-01

By including elements of the density matrix formalism, the semiclassical ensemble Monte Carlo method for carrier transport is extended to incorporate incoherent tunneling, known to play an important role in quantum cascade lasers (QCLs). In particular, this effect dominates electron transport across thick injection barriers, which are frequently used in terahertz QCL designs. A self-consistent model for quantum mechanical dephasing is implemented, eliminating the need for empirical simulation parameters. Our modeling approach is validated against available experimental data for different types of terahertz QCL designs.

Importance Sampling of Word Patterns in DNA and Protein Sequences

PubMed Central

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

2010-01-01

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

Fast analytical scatter estimation using graphics processing units.

PubMed

Ingleby, Harry; Lippuner, Jonas; Rickey, Daniel W; Li, Yue; Elbakri, Idris

2015-01-01

To develop a fast patient-specific analytical estimator of first-order Compton and Rayleigh scatter in cone-beam computed tomography, implemented using graphics processing units. The authors developed an analytical estimator for first-order Compton and Rayleigh scatter in a cone-beam computed tomography geometry. The estimator was coded using NVIDIA's CUDA environment for execution on an NVIDIA graphics processing unit. Performance of the analytical estimator was validated by comparison with high-count Monte Carlo simulations for two different numerical phantoms. Monoenergetic analytical simulations were compared with monoenergetic and polyenergetic Monte Carlo simulations. Analytical and Monte Carlo scatter estimates were compared both qualitatively, from visual inspection of images and profiles, and quantitatively, using a scaled root-mean-square difference metric. Reconstruction of simulated cone-beam projection data of an anthropomorphic breast phantom illustrated the potential of this method as a component of a scatter correction algorithm. The monoenergetic analytical and Monte Carlo scatter estimates showed very good agreement. The monoenergetic analytical estimates showed good agreement for Compton single scatter and reasonable agreement for Rayleigh single scatter when compared with polyenergetic Monte Carlo estimates. For a voxelized phantom with dimensions 128 × 128 × 128 voxels and a detector with 256 × 256 pixels, the analytical estimator required 669 seconds for a single projection, using a single NVIDIA 9800 GX2 video card. Accounting for first order scatter in cone-beam image reconstruction improves the contrast to noise ratio of the reconstructed images. The analytical scatter estimator, implemented using graphics processing units, provides rapid and accurate estimates of single scatter and with further acceleration and a method to account for multiple scatter may be useful for practical scatter correction schemes.

Direct simulation Monte Carlo modeling of relaxation processes in polyatomic gases

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

Consistent Adjoint Driven Importance Sampling using Space, Energy and Angle

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

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

2012-08-01

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

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

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

Müller, Florian, E-mail: florian.mueller@sam.math.ethz.ch; Jenny, Patrick, E-mail: jenny@ifd.mavt.ethz.ch; Meyer, Daniel W., E-mail: meyerda@ethz.ch

2013-10-01

Monte Carlo (MC) is a well known method for quantifying uncertainty arising for example in subsurface flow problems. Although robust and easy to implement, MC suffers from slow convergence. Extending MC by means of multigrid techniques yields the multilevel Monte Carlo (MLMC) method. MLMC has proven to greatly accelerate MC for several applications including stochastic ordinary differential equations in finance, elliptic stochastic partial differential equations and also hyperbolic problems. In this study, MLMC is combined with a streamline-based solver to assess uncertain two phase flow and Buckley–Leverett transport in random heterogeneous porous media. The performance of MLMC is compared tomore » MC for a two dimensional reservoir with a multi-point Gaussian logarithmic permeability field. The influence of the variance and the correlation length of the logarithmic permeability on the MLMC performance is studied.« less

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

NASA Astrophysics Data System (ADS)

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

2016-03-01

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

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

NASA Astrophysics Data System (ADS)

Chenhall, Jeffrey; Moses, Gregory

2017-10-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Improving multivariate Horner schemes with Monte Carlo tree search

NASA Astrophysics Data System (ADS)

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

2013-11-01

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

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

NASA Astrophysics Data System (ADS)

Nieciąg, Halina

2015-10-01

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

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

PubMed

Schaefer, C; Jansen, A P J

2013-02-07

We have developed a method to couple kinetic Monte Carlo simulations of surface reactions at a molecular scale to transport equations at a macroscopic scale. This method is applicable to steady state reactors. We use a finite difference upwinding scheme and a gap-tooth scheme to efficiently use a limited amount of kinetic Monte Carlo simulations. In general the stochastic kinetic Monte Carlo results do not obey mass conservation so that unphysical accumulation of mass could occur in the reactor. We have developed a method to perform mass balance corrections that is based on a stoichiometry matrix and a least-squares problem that is reduced to a non-singular set of linear equations that is applicable to any surface catalyzed reaction. The implementation of these methods is validated by comparing numerical results of a reactor simulation with a unimolecular reaction to an analytical solution. Furthermore, the method is applied to two reaction mechanisms. The first is the ZGB model for CO oxidation in which inevitable poisoning of the catalyst limits the performance of the reactor. The second is a model for the oxidation of NO on a Pt(111) surface, which becomes active due to lateral interaction at high coverages of oxygen. This reaction model is based on ab initio density functional theory calculations from literature.

A new low-energy bremsstrahlung generator for GEANT4.

PubMed

Peralta, L; Rodrigues, P; Trindade, A; Pia, M G

2005-01-01

The 2BN bremsstrahlung cross section is a well-adapted distribution to describe the radiative processes at low-electron kinetic energy (E(k) < 500 keV). In this work a method to implement this distribution in a Monte Carlo generator is developed.

Corruption of accuracy and efficiency of Markov chain Monte Carlo simulation by inaccurate numerical implementation of conceptual hydrologic models

NASA Astrophysics Data System (ADS)

Schoups, G.; Vrugt, J. A.; Fenicia, F.; van de Giesen, N. C.

2010-10-01

Conceptual rainfall-runoff models have traditionally been applied without paying much attention to numerical errors induced by temporal integration of water balance dynamics. Reliance on first-order, explicit, fixed-step integration methods leads to computationally cheap simulation models that are easy to implement. Computational speed is especially desirable for estimating parameter and predictive uncertainty using Markov chain Monte Carlo (MCMC) methods. Confirming earlier work of Kavetski et al. (2003), we show here that the computational speed of first-order, explicit, fixed-step integration methods comes at a cost: for a case study with a spatially lumped conceptual rainfall-runoff model, it introduces artificial bimodality in the marginal posterior parameter distributions, which is not present in numerically accurate implementations of the same model. The resulting effects on MCMC simulation include (1) inconsistent estimates of posterior parameter and predictive distributions, (2) poor performance and slow convergence of the MCMC algorithm, and (3) unreliable convergence diagnosis using the Gelman-Rubin statistic. We studied several alternative numerical implementations to remedy these problems, including various adaptive-step finite difference schemes and an operator splitting method. Our results show that adaptive-step, second-order methods, based on either explicit finite differencing or operator splitting with analytical integration, provide the best alternative for accurate and efficient MCMC simulation. Fixed-step or adaptive-step implicit methods may also be used for increased accuracy, but they cannot match the efficiency of adaptive-step explicit finite differencing or operator splitting. Of the latter two, explicit finite differencing is more generally applicable and is preferred if the individual hydrologic flux laws cannot be integrated analytically, as the splitting method then loses its advantage.

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

Direct simulation Monte Carlo modeling of relaxation processes in polyatomic gases

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

Pfeiffer, M., E-mail: mpfeiffer@irs.uni-stuttgart.de; Nizenkov, P., E-mail: nizenkov@irs.uni-stuttgart.de; Mirza, A., E-mail: mirza@irs.uni-stuttgart.de

2016-02-15

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

Monte Carlo algorithms for Brownian phylogenetic models.

PubMed

Horvilleur, Benjamin; Lartillot, Nicolas

2014-11-01

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

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.

DUAL STATE-PARAMETER UPDATING SCHEME ON A CONCEPTUAL HYDROLOGIC MODEL USING SEQUENTIAL MONTE CARLO FILTERS

NASA Astrophysics Data System (ADS)

Noh, Seong Jin; Tachikawa, Yasuto; Shiiba, Michiharu; Kim, Sunmin

Applications of data assimilation techniques have been widely used to improve upon the predictability of hydrologic modeling. Among various data assimilation techniques, sequential Monte Carlo (SMC) filters, known as "particle filters" provide the capability to handle non-linear and non-Gaussian state-space models. This paper proposes a dual state-parameter updating scheme (DUS) based on SMC methods to estimate both state and parameter variables of a hydrologic model. We introduce a kernel smoothing method for the robust estimation of uncertain model parameters in the DUS. The applicability of the dual updating scheme is illustrated using the implementation of the storage function model on a middle-sized Japanese catchment. We also compare performance results of DUS combined with various SMC methods, such as SIR, ASIR and RPF.

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

NASA Astrophysics Data System (ADS)

Jacques, Robert; McNutt, Todd

2014-03-01

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

Accelerated event-by-event Monte Carlo microdosimetric calculations of electrons and protons tracks on a multi-core CPU and a CUDA-enabled GPU.

PubMed

Kalantzis, Georgios; Tachibana, Hidenobu

2014-01-01

For microdosimetric calculations event-by-event Monte Carlo (MC) methods are considered the most accurate. The main shortcoming of those methods is the extensive requirement for computational time. In this work we present an event-by-event MC code of low projectile energy electron and proton tracks for accelerated microdosimetric MC simulations on a graphic processing unit (GPU). Additionally, a hybrid implementation scheme was realized by employing OpenMP and CUDA in such a way that both GPU and multi-core CPU were utilized simultaneously. The two implementation schemes have been tested and compared with the sequential single threaded MC code on the CPU. Performance comparison was established on the speed-up for a set of benchmarking cases of electron and proton tracks. A maximum speedup of 67.2 was achieved for the GPU-based MC code, while a further improvement of the speedup up to 20% was achieved for the hybrid approach. The results indicate the capability of our CPU-GPU implementation for accelerated MC microdosimetric calculations of both electron and proton tracks without loss of accuracy. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

Accelerating Monte Carlo simulations with an NVIDIA ® graphics processor

NASA Astrophysics Data System (ADS)

Martinsen, Paul; Blaschke, Johannes; Künnemeyer, Rainer; Jordan, Robert

2009-10-01

Modern graphics cards, commonly used in desktop computers, have evolved beyond a simple interface between processor and display to incorporate sophisticated calculation engines that can be applied to general purpose computing. The Monte Carlo algorithm for modelling photon transport in turbid media has been implemented on an NVIDIA ® 8800 GT graphics card using the CUDA toolkit. The Monte Carlo method relies on following the trajectory of millions of photons through the sample, often taking hours or days to complete. The graphics-processor implementation, processing roughly 110 million scattering events per second, was found to run more than 70 times faster than a similar, single-threaded implementation on a 2.67 GHz desktop computer. Program summaryProgram title: Phoogle-C/Phoogle-G Catalogue identifier: AEEB_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEEB_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 51 264 No. of bytes in distributed program, including test data, etc.: 2 238 805 Distribution format: tar.gz Programming language: C++ Computer: Designed for Intel PCs. Phoogle-G requires a NVIDIA graphics card with support for CUDA 1.1 Operating system: Windows XP Has the code been vectorised or parallelized?: Phoogle-G is written for SIMD architectures RAM: 1 GB Classification: 21.1 External routines: Charles Karney Random number library. Microsoft Foundation Class library. NVIDA CUDA library [1]. Nature of problem: The Monte Carlo technique is an effective algorithm for exploring the propagation of light in turbid media. However, accurate results require tracing the path of many photons within the media. The independence of photons naturally lends the Monte Carlo technique to implementation on parallel architectures. Generally, parallel computing can be expensive, but recent advances in consumer grade graphics cards have opened the possibility of high-performance desktop parallel-computing. Solution method: In this pair of programmes we have implemented the Monte Carlo algorithm described by Prahl et al. [2] for photon transport in infinite scattering media to compare the performance of two readily accessible architectures: a standard desktop PC and a consumer grade graphics card from NVIDIA. Restrictions: The graphics card implementation uses single precision floating point numbers for all calculations. Only photon transport from an isotropic point-source is supported. The graphics-card version has no user interface. The simulation parameters must be set in the source code. The desktop version has a simple user interface; however some properties can only be accessed through an ActiveX client (such as Matlab). Additional comments: The random number library used has a LGPL ( http://www.gnu.org/copyleft/lesser.html) licence. Running time: Runtime can range from minutes to months depending on the number of photons simulated and the optical properties of the medium. References:http://www.nvidia.com/object/cuda_home.html. S. Prahl, M. Keijzer, Sl. Jacques, A. Welch, SPIE Institute Series 5 (1989) 102.

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

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

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

2013-07-01

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

Problems with the random number generator RANF implemented on the CDC cyber 205

NASA Astrophysics Data System (ADS)

Kalle, Claus; Wansleben, Stephan

1984-10-01

We show that using RANF may lead to wrong results when lattice models are simulated by Monte Carlo methods. We present a shift-register sequence random number generator which generates two random numbers per cycle on a two pipe CDC Cyber 205.

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.

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

NASA Astrophysics Data System (ADS)

Ma, C.-M.; Li, Jinsheng

2011-05-01

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

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

NASA Astrophysics Data System (ADS)

Errington, Jeffrey R.

2003-06-01

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

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

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

Liu, T; Lin, H; Xu, X

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

Continuous Energy Photon Transport Implementation in MCATK

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

Adams, Terry R.; Trahan, Travis John; Sweezy, Jeremy Ed

2016-10-31

The Monte Carlo Application ToolKit (MCATK) code development team has implemented Monte Carlo photon transport into the MCATK software suite. The current particle transport capabilities in MCATK, which process the tracking and collision physics, have been extended to enable tracking of photons using the same continuous energy approximation. We describe the four photoatomic processes implemented, which are coherent scattering, incoherent scattering, pair-production, and photoelectric absorption. The accompanying background, implementation, and verification of these processes will be presented.

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

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

PubMed

Inglis, Stephen; Melko, Roger G

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

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

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

Hart, Shane W. D.; Maldonado, G. Ivan

The Monte Carlo code KENO contains thermal scattering data for a wide variety of thermal moderators. These data are processed from Evaluated Nuclear Data Files (ENDF) by AMPX and stored as double differential probability distribution functions. The method examined in this study uses S(α,β) probability distribution functions derived from the ENDF data files directly instead of being converted to double differential cross sections. This allows the size of the cross section data on the disk to be reduced substantially amount. KENO has also been updated to allow interpolation in temperature on these data so that problems can be run atmore » any temperature. Results are shown for several simplified problems for a variety of moderators. In addition, benchmark models based on the KRITZ reactor in Sweden were run, and the results are compared with the previous versions of KENO without the direct S(α,β) method. Results from the direct S(α,β) method compare favorably with the original results obtained using the double differential cross sections. Finally, sampling the data increases the run-time of the Monte Carlo calculation, but memory usage is decreased substantially.« less

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

DOE PAGES

Hart, Shane W. D.; Maldonado, G. Ivan

2016-11-25

The Monte Carlo code KENO contains thermal scattering data for a wide variety of thermal moderators. These data are processed from Evaluated Nuclear Data Files (ENDF) by AMPX and stored as double differential probability distribution functions. The method examined in this study uses S(α,β) probability distribution functions derived from the ENDF data files directly instead of being converted to double differential cross sections. This allows the size of the cross section data on the disk to be reduced substantially amount. KENO has also been updated to allow interpolation in temperature on these data so that problems can be run atmore » any temperature. Results are shown for several simplified problems for a variety of moderators. In addition, benchmark models based on the KRITZ reactor in Sweden were run, and the results are compared with the previous versions of KENO without the direct S(α,β) method. Results from the direct S(α,β) method compare favorably with the original results obtained using the double differential cross sections. Finally, sampling the data increases the run-time of the Monte Carlo calculation, but memory usage is decreased substantially.« less

A Monte Carlo simulation based inverse propagation method for stochastic model updating

NASA Astrophysics Data System (ADS)

Bao, Nuo; Wang, Chunjie

2015-08-01

This paper presents an efficient stochastic model updating method based on statistical theory. Significant parameters have been selected implementing the F-test evaluation and design of experiments, and then the incomplete fourth-order polynomial response surface model (RSM) has been developed. Exploiting of the RSM combined with Monte Carlo simulation (MCS), reduces the calculation amount and the rapid random sampling becomes possible. The inverse uncertainty propagation is given by the equally weighted sum of mean and covariance matrix objective functions. The mean and covariance of parameters are estimated synchronously by minimizing the weighted objective function through hybrid of particle-swarm and Nelder-Mead simplex optimization method, thus the better correlation between simulation and test is achieved. Numerical examples of a three degree-of-freedom mass-spring system under different conditions and GARTEUR assembly structure validated the feasibility and effectiveness of the proposed method.

Exact stochastic unraveling of an optical coherence dynamics by cumulant expansion

NASA Astrophysics Data System (ADS)

Olšina, Jan; Kramer, Tobias; Kreisbeck, Christoph; Mančal, Tomáš

2014-10-01

A numerically exact Monte Carlo scheme for calculation of open quantum system dynamics is proposed and implemented. The method consists of a Monte Carlo summation of a perturbation expansion in terms of trajectories in Liouville phase-space with respect to the coupling between the excited states of the molecule. The trajectories are weighted by a complex decoherence factor based on the second-order cumulant expansion of the environmental evolution. The method can be used with an arbitrary environment characterized by a general correlation function and arbitrary coupling strength. It is formally exact for harmonic environments, and it can be used with arbitrary temperature. Time evolution of an optically excited Frenkel exciton dimer representing a molecular exciton interacting with a charge transfer state is calculated by the proposed method. We calculate the evolution of the optical coherence elements of the density matrix and linear absorption spectrum, and compare them with the predictions of standard simulation methods.

SU-E-T-467: Implementation of Monte Carlo Dose Calculation for a Multileaf Collimator Equipped Robotic Radiotherapy System

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

Li, JS; Fan, J; Ma, C-M

Purpose: To improve the treatment efficiency and capabilities for full-body treatment, a robotic radiosurgery system has equipped with a multileaf collimator (MLC) to extend its accuracy and precision to radiation therapy. To model the MLC and include it in the Monte Carlo patient dose calculation is the goal of this work. Methods: The radiation source and the MLC were carefully modeled to consider the effects of the source size, collimator scattering, leaf transmission and leaf end shape. A source model was built based on the output factors, percentage depth dose curves and lateral dose profiles measured in a water phantom.more » MLC leaf shape, leaf end design and leaf tilt for minimizing the interleaf leakage and their effects on beam fluence and energy spectrum were all considered in the calculation. Transmission/leakage was added to the fluence based on the transmission factors of the leaf and the leaf end. The transmitted photon energy was tuned to consider the beam hardening effects. The calculated results with the Monte Carlo implementation was compared with measurements in homogeneous water phantom and inhomogeneous phantoms with slab lung or bone material for 4 square fields and 9 irregularly shaped fields. Results: The calculated output factors are compared with the measured ones and the difference is within 1% for different field sizes. The calculated dose distributions in the phantoms show good agreement with measurements using diode detector and films. The dose difference is within 2% inside the field and the distance to agreement is within 2mm in the penumbra region. The gamma passing rate is more than 95% with 2%/2mm criteria for all the test cases. Conclusion: Implementation of Monte Carlo dose calculation for a MLC equipped robotic radiosurgery system is completed successfully. The accuracy of Monte Carlo dose calculation with MLC is clinically acceptable. This work was supported by Accuray Inc.« less

A Finite Element Projection Method for the Solution of Particle Transport Problems with Anisotropic Scattering.

DTIC Science & Technology

1984-07-01

piecewise constant energy dependence. This is a seven-dimensional problem with time dependence, three spatial and two angular or directional variables and...in extending the computer implementation of the method to time and energy dependent problems, and to solving and validating this technique on a...problems they have severe limitations. The Monte Carlo method, usually requires the use of many hours of expensive computer time , and for deep

Continuous-time quantum Monte Carlo impurity solvers

NASA Astrophysics Data System (ADS)

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

2011-04-01

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

Accuracy of remotely sensed data: Sampling and analysis procedures

NASA Technical Reports Server (NTRS)

Congalton, R. G.; Oderwald, R. G.; Mead, R. A.

1982-01-01

A review and update of the discrete multivariate analysis techniques used for accuracy assessment is given. A listing of the computer program written to implement these techniques is given. New work on evaluating accuracy assessment using Monte Carlo simulation with different sampling schemes is given. The results of matrices from the mapping effort of the San Juan National Forest is given. A method for estimating the sample size requirements for implementing the accuracy assessment procedures is given. A proposed method for determining the reliability of change detection between two maps of the same area produced at different times is given.

Atomistic Monte Carlo Simulation of Lipid Membranes

PubMed Central

Wüstner, Daniel; Sklenar, Heinz

2014-01-01

Biological membranes are complex assemblies of many different molecules of which analysis demands a variety of experimental and computational approaches. In this article, we explain challenges and advantages of atomistic Monte Carlo (MC) simulation of lipid membranes. We provide an introduction into the various move sets that are implemented in current MC methods for efficient conformational sampling of lipids and other molecules. In the second part, we demonstrate for a concrete example, how an atomistic local-move set can be implemented for MC simulations of phospholipid monomers and bilayer patches. We use our recently devised chain breakage/closure (CBC) local move set in the bond-/torsion angle space with the constant-bond-length approximation (CBLA) for the phospholipid dipalmitoylphosphatidylcholine (DPPC). We demonstrate rapid conformational equilibration for a single DPPC molecule, as assessed by calculation of molecular energies and entropies. We also show transition from a crystalline-like to a fluid DPPC bilayer by the CBC local-move MC method, as indicated by the electron density profile, head group orientation, area per lipid, and whole-lipid displacements. We discuss the potential of local-move MC methods in combination with molecular dynamics simulations, for example, for studying multi-component lipid membranes containing cholesterol. PMID:24469314

Space Object Collision Probability via Monte Carlo on the Graphics Processing Unit

NASA Astrophysics Data System (ADS)

Vittaldev, Vivek; Russell, Ryan P.

2017-09-01

Fast and accurate collision probability computations are essential for protecting space assets. Monte Carlo (MC) simulation is the most accurate but computationally intensive method. A Graphics Processing Unit (GPU) is used to parallelize the computation and reduce the overall runtime. Using MC techniques to compute the collision probability is common in literature as the benchmark. An optimized implementation on the GPU, however, is a challenging problem and is the main focus of the current work. The MC simulation takes samples from the uncertainty distributions of the Resident Space Objects (RSOs) at any time during a time window of interest and outputs the separations at closest approach. Therefore, any uncertainty propagation method may be used and the collision probability is automatically computed as a function of RSO collision radii. Integration using a fixed time step and a quartic interpolation after every Runge Kutta step ensures that no close approaches are missed. Two orders of magnitude speedups over a serial CPU implementation are shown, and speedups improve moderately with higher fidelity dynamics. The tool makes the MC approach tractable on a single workstation, and can be used as a final product, or for verifying surrogate and analytical collision probability methods.

Frozen-Orbital and Downfolding Calculations with Auxiliary-Field Quantum Monte Carlo.

PubMed

Purwanto, Wirawan; Zhang, Shiwei; Krakauer, Henry

2013-11-12

We describe the implementation of the frozen-orbital and downfolding approximations in the auxiliary-field quantum Monte Carlo (AFQMC) method. These approaches can provide significant computational savings, compared to fully correlating all of the electrons. While the many-body wave function is never explicit in AFQMC, its random walkers are Slater determinants, whose orbitals may be expressed in terms of any one-particle orbital basis. It is therefore straightforward to partition the full N-particle Hilbert space into active and inactive parts to implement the frozen-orbital method. In the frozen-core approximation, for example, the core electrons can be eliminated in the correlated part of the calculations, greatly increasing the computational efficiency, especially for heavy atoms. Scalar relativistic effects are easily included using the Douglas-Kroll-Hess theory. Using this method, we obtain a way to effectively eliminate the error due to single-projector, norm-conserving pseudopotentials in AFQMC. We also illustrate a generalization of the frozen-orbital approach that downfolds high-energy basis states to a physically relevant low-energy sector, which allows a systematic approach to produce realistic model Hamiltonians to further increase efficiency for extended systems.

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

NASA Astrophysics Data System (ADS)

Hoogenboom, J. Eduard

2014-06-01

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

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

PubMed

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

2018-06-20

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

A Monte Carlo software for the 1-dimensional simulation of IBIC experiments

NASA Astrophysics Data System (ADS)

Forneris, J.; Jakšić, M.; Pastuović, Ž.; Vittone, E.

2014-08-01

The ion beam induced charge (IBIC) microscopy is a valuable tool for the analysis of the electronic properties of semiconductors. In this work, a recently developed Monte Carlo approach for the simulation of IBIC experiments is presented along with a self-standing software equipped with graphical user interface. The method is based on the probabilistic interpretation of the excess charge carrier continuity equations and it offers to the end-user the full control not only of the physical properties ruling the induced charge formation mechanism (i.e., mobility, lifetime, electrostatics, device's geometry), but also of the relevant experimental conditions (ionization profiles, beam dispersion, electronic noise) affecting the measurement of the IBIC pulses. Moreover, the software implements a novel model for the quantitative evaluation of the radiation damage effects on the charge collection efficiency degradation of ion-beam-irradiated devices. The reliability of the model implementation is then validated against a benchmark IBIC experiment.

Parallelization of KENO-Va Monte Carlo code

NASA Astrophysics Data System (ADS)

Ramón, Javier; Peña, Jorge

1995-07-01

KENO-Va is a code integrated within the SCALE system developed by Oak Ridge that solves the transport equation through the Monte Carlo Method. It is being used at the Consejo de Seguridad Nuclear (CSN) to perform criticality calculations for fuel storage pools and shipping casks. Two parallel versions of the code: one for shared memory machines and other for distributed memory systems using the message-passing interface PVM have been generated. In both versions the neutrons of each generation are tracked in parallel. In order to preserve the reproducibility of the results in both versions, advanced seeds for random numbers were used. The CONVEX C3440 with four processors and shared memory at CSN was used to implement the shared memory version. A FDDI network of 6 HP9000/735 was employed to implement the message-passing version using proprietary PVM. The speedup obtained was 3.6 in both cases.

Bayesian modelling of uncertainties of Monte Carlo radiative-transfer simulations

NASA Astrophysics Data System (ADS)

Beaujean, Frederik; Eggers, Hans C.; Kerzendorf, Wolfgang E.

2018-04-01

One of the big challenges in astrophysics is the comparison of complex simulations to observations. As many codes do not directly generate observables (e.g. hydrodynamic simulations), the last step in the modelling process is often a radiative-transfer treatment. For this step, the community relies increasingly on Monte Carlo radiative transfer due to the ease of implementation and scalability with computing power. We show how to estimate the statistical uncertainty given the output of just a single radiative-transfer simulation in which the number of photon packets follows a Poisson distribution and the weight (e.g. energy or luminosity) of a single packet may follow an arbitrary distribution. Our Bayesian approach produces a posterior distribution that is valid for any number of packets in a bin, even zero packets, and is easy to implement in practice. Our analytic results for large number of packets show that we generalise existing methods that are valid only in limiting cases. The statistical problem considered here appears in identical form in a wide range of Monte Carlo simulations including particle physics and importance sampling. It is particularly powerful in extracting information when the available data are sparse or quantities are small.

Bayesian modelling of uncertainties of Monte Carlo radiative-transfer simulations

NASA Astrophysics Data System (ADS)

Beaujean, Frederik; Eggers, Hans C.; Kerzendorf, Wolfgang E.

2018-07-01

One of the big challenges in astrophysics is the comparison of complex simulations to observations. As many codes do not directly generate observables (e.g. hydrodynamic simulations), the last step in the modelling process is often a radiative-transfer treatment. For this step, the community relies increasingly on Monte Carlo radiative transfer due to the ease of implementation and scalability with computing power. We consider simulations in which the number of photon packets is Poisson distributed, while the weight assigned to a single photon packet follows any distribution of choice. We show how to estimate the statistical uncertainty of the sum of weights in each bin from the output of a single radiative-transfer simulation. Our Bayesian approach produces a posterior distribution that is valid for any number of packets in a bin, even zero packets, and is easy to implement in practice. Our analytic results for large number of packets show that we generalize existing methods that are valid only in limiting cases. The statistical problem considered here appears in identical form in a wide range of Monte Carlo simulations including particle physics and importance sampling. It is particularly powerful in extracting information when the available data are sparse or quantities are small.

Combining the Complete Active Space Self-Consistent Field Method and the Full Configuration Interaction Quantum Monte Carlo within a Super-CI Framework, with Application to Challenging Metal-Porphyrins.

PubMed

Li Manni, Giovanni; Smart, Simon D; Alavi, Ali

2016-03-08

A novel stochastic Complete Active Space Self-Consistent Field (CASSCF) method has been developed and implemented in the Molcas software package. A two-step procedure is used, in which the CAS configuration interaction secular equations are solved stochastically with the Full Configuration Interaction Quantum Monte Carlo (FCIQMC) approach, while orbital rotations are performed using an approximated form of the Super-CI method. This new method does not suffer from the strong combinatorial limitations of standard MCSCF implementations using direct schemes and can handle active spaces well in excess of those accessible to traditional CASSCF approaches. The density matrix formulation of the Super-CI method makes this step independent of the size of the CI expansion, depending exclusively on one- and two-body density matrices with indices restricted to the relatively small number of active orbitals. No sigma vectors need to be stored in memory for the FCIQMC eigensolver--a substantial gain in comparison to implementations using the Davidson method, which require three or more vectors of the size of the CI expansion. Further, no orbital Hessian is computed, circumventing limitations on basis set expansions. Like the parent FCIQMC method, the present technique is scalable on massively parallel architectures. We present in this report the method and its application to the free-base porphyrin, Mg(II) porphyrin, and Fe(II) porphyrin. In the present study, active spaces up to 32 electrons and 29 orbitals in orbital expansions containing up to 916 contracted functions are treated with modest computational resources. Results are quite promising even without accounting for the correlation outside the active space. The systems here presented clearly demonstrate that large CASSCF calculations are possible via FCIQMC-CASSCF without limitations on basis set size.

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

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

Bates, Cameron Russell; Mckigney, Edward Allen

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

Annealed Importance Sampling Reversible Jump MCMC algorithms

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

Karagiannis, Georgios; Andrieu, Christophe

2013-03-20

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

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

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

Generating Nonnormal Multivariate Data Using Copulas: Applications to SEM.

PubMed

Mair, Patrick; Satorra, Albert; Bentler, Peter M

2012-07-01

This article develops a procedure based on copulas to simulate multivariate nonnormal data that satisfy a prespecified variance-covariance matrix. The covariance matrix used can comply with a specific moment structure form (e.g., a factor analysis or a general structural equation model). Thus, the method is particularly useful for Monte Carlo evaluation of structural equation models within the context of nonnormal data. The new procedure for nonnormal data simulation is theoretically described and also implemented in the widely used R environment. The quality of the method is assessed by Monte Carlo simulations. A 1-sample test on the observed covariance matrix based on the copula methodology is proposed. This new test for evaluating the quality of a simulation is defined through a particular structural model specification and is robust against normality violations.

TH-A-19A-08: Intel Xeon Phi Implementation of a Fast Multi-Purpose Monte Carlo Simulation for Proton Therapy

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

Souris, K; Lee, J; Sterpin, E

2014-06-15

Purpose: Recent studies have demonstrated the capability of graphics processing units (GPUs) to compute dose distributions using Monte Carlo (MC) methods within clinical time constraints. However, GPUs have a rigid vectorial architecture that favors the implementation of simplified particle transport algorithms, adapted to specific tasks. Our new, fast, and multipurpose MC code, named MCsquare, runs on Intel Xeon Phi coprocessors. This technology offers 60 independent cores, and therefore more flexibility to implement fast and yet generic MC functionalities, such as prompt gamma simulations. Methods: MCsquare implements several models and hence allows users to make their own tradeoff between speed andmore » accuracy. A 200 MeV proton beam is simulated in a heterogeneous phantom using Geant4 and two configurations of MCsquare. The first one is the most conservative and accurate. The method of fictitious interactions handles the interfaces and secondary charged particles emitted in nuclear interactions are fully simulated. The second, faster configuration simplifies interface crossings and simulates only secondary protons after nuclear interaction events. Integral depth-dose and transversal profiles are compared to those of Geant4. Moreover, the production profile of prompt gammas is compared to PENH results. Results: Integral depth dose and transversal profiles computed by MCsquare and Geant4 are within 3%. The production of secondaries from nuclear interactions is slightly inaccurate at interfaces for the fastest configuration of MCsquare but this is unlikely to have any clinical impact. The computation time varies between 90 seconds for the most conservative settings to merely 59 seconds in the fastest configuration. Finally prompt gamma profiles are also in very good agreement with PENH results. Conclusion: Our new, fast, and multi-purpose Monte Carlo code simulates prompt gammas and calculates dose distributions in less than a minute, which complies with clinical time constraints. It has been successfully validated with Geant4. This work has been financialy supported by InVivoIGT, a public/private partnership between UCL and IBA.« less

TH-A-19A-11: Validation of GPU-Based Monte Carlo Code (gPMC) Versus Fully Implemented Monte Carlo Code (TOPAS) for Proton Radiation Therapy: Clinical Cases Study

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

Giantsoudi, D; Schuemann, J; Dowdell, S

Purpose: For proton radiation therapy, Monte Carlo simulation (MCS) methods are recognized as the gold-standard dose calculation approach. Although previously unrealistic due to limitations in available computing power, GPU-based applications allow MCS of proton treatment fields to be performed in routine clinical use, on time scales comparable to that of conventional pencil-beam algorithms. This study focuses on validating the results of our GPU-based code (gPMC) versus fully implemented proton therapy based MCS code (TOPAS) for clinical patient cases. Methods: Two treatment sites were selected to provide clinical cases for this study: head-and-neck cases due to anatomical geometrical complexity (air cavitiesmore » and density heterogeneities), making dose calculation very challenging, and prostate cases due to higher proton energies used and close proximity of the treatment target to sensitive organs at risk. Both gPMC and TOPAS methods were used to calculate 3-dimensional dose distributions for all patients in this study. Comparisons were performed based on target coverage indices (mean dose, V90 and D90) and gamma index distributions for 2% of the prescription dose and 2mm. Results: For seven out of eight studied cases, mean target dose, V90 and D90 differed less than 2% between TOPAS and gPMC dose distributions. Gamma index analysis for all prostate patients resulted in passing rate of more than 99% of voxels in the target. Four out of five head-neck-cases showed passing rate of gamma index for the target of more than 99%, the fifth having a gamma index passing rate of 93%. Conclusion: Our current work showed excellent agreement between our GPU-based MCS code and fully implemented proton therapy based MC code for a group of dosimetrically challenging patient cases.« less

Random number generators for large-scale parallel Monte Carlo simulations on FPGA

NASA Astrophysics Data System (ADS)

Lin, Y.; Wang, F.; Liu, B.

2018-05-01

Through parallelization, field programmable gate array (FPGA) can achieve unprecedented speeds in large-scale parallel Monte Carlo (LPMC) simulations. FPGA presents both new constraints and new opportunities for the implementations of random number generators (RNGs), which are key elements of any Monte Carlo (MC) simulation system. Using empirical and application based tests, this study evaluates all of the four RNGs used in previous FPGA based MC studies and newly proposed FPGA implementations for two well-known high-quality RNGs that are suitable for LPMC studies on FPGA. One of the newly proposed FPGA implementations: a parallel version of additive lagged Fibonacci generator (Parallel ALFG) is found to be the best among the evaluated RNGs in fulfilling the needs of LPMC simulations on FPGA.

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

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Sequential Monte Carlo for inference of latent ARMA time-series with innovations correlated in time

NASA Astrophysics Data System (ADS)

Urteaga, Iñigo; Bugallo, Mónica F.; Djurić, Petar M.

2017-12-01

We consider the problem of sequential inference of latent time-series with innovations correlated in time and observed via nonlinear functions. We accommodate time-varying phenomena with diverse properties by means of a flexible mathematical representation of the data. We characterize statistically such time-series by a Bayesian analysis of their densities. The density that describes the transition of the state from time t to the next time instant t+1 is used for implementation of novel sequential Monte Carlo (SMC) methods. We present a set of SMC methods for inference of latent ARMA time-series with innovations correlated in time for different assumptions in knowledge of parameters. The methods operate in a unified and consistent manner for data with diverse memory properties. We show the validity of the proposed approach by comprehensive simulations of the challenging stochastic volatility model.

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.

Parallel CARLOS-3D code development

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

Putnam, J.M.; Kotulski, J.D.

1996-02-01

CARLOS-3D is a three-dimensional scattering code which was developed under the sponsorship of the Electromagnetic Code Consortium, and is currently used by over 80 aerospace companies and government agencies. The code has been extensively validated and runs on both serial workstations and parallel super computers such as the Intel Paragon. CARLOS-3D is a three-dimensional surface integral equation scattering code based on a Galerkin method of moments formulation employing Rao- Wilton-Glisson roof-top basis for triangular faceted surfaces. Fully arbitrary 3D geometries composed of multiple conducting and homogeneous bulk dielectric materials can be modeled. This presentation describes some of the extensions tomore » the CARLOS-3D code, and how the operator structure of the code facilitated these improvements. Body of revolution (BOR) and two-dimensional geometries were incorporated by simply including new input routines, and the appropriate Galerkin matrix operator routines. Some additional modifications were required in the combined field integral equation matrix generation routine due to the symmetric nature of the BOR and 2D operators. Quadrilateral patched surfaces with linear roof-top basis functions were also implemented in the same manner. Quadrilateral facets and triangular facets can be used in combination to more efficiently model geometries with both large smooth surfaces and surfaces with fine detail such as gaps and cracks. Since the parallel implementation in CARLOS-3D is at high level, these changes were independent of the computer platform being used. This approach minimizes code maintenance, while providing capabilities with little additional effort. Results are presented showing the performance and accuracy of the code for some large scattering problems. Comparisons between triangular faceted and quadrilateral faceted geometry representations will be shown for some complex scatterers.« less

Generating moment matching scenarios using optimization techniques

DOE PAGES

Mehrotra, Sanjay; Papp, Dávid

2013-05-16

An optimization based method is proposed to generate moment matching scenarios for numerical integration and its use in stochastic programming. The main advantage of the method is its flexibility: it can generate scenarios matching any prescribed set of moments of the underlying distribution rather than matching all moments up to a certain order, and the distribution can be defined over an arbitrary set. This allows for a reduction in the number of scenarios and allows the scenarios to be better tailored to the problem at hand. The method is based on a semi-infinite linear programming formulation of the problem thatmore » is shown to be solvable with polynomial iteration complexity. A practical column generation method is implemented. The column generation subproblems are polynomial optimization problems; however, they need not be solved to optimality. It is found that the columns in the column generation approach can be efficiently generated by random sampling. The number of scenarios generated matches a lower bound of Tchakaloff's. The rate of convergence of the approximation error is established for continuous integrands, and an improved bound is given for smooth integrands. Extensive numerical experiments are presented in which variants of the proposed method are compared to Monte Carlo and quasi-Monte Carlo methods on both numerical integration problems and stochastic optimization problems. The benefits of being able to match any prescribed set of moments, rather than all moments up to a certain order, is also demonstrated using optimization problems with 100-dimensional random vectors. Here, empirical results show that the proposed approach outperforms Monte Carlo and quasi-Monte Carlo based approaches on the tested problems.« less

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

NASA Astrophysics Data System (ADS)

Umezawa, Naoto; Tsuneyuki, Shinji; Ohno, Takahisa; Shiraishi, Kenji; Chikyow, Toyohiro

2005-03-01

The transcorrelated (TC) method is a useful approach to optimize the Jastrow-Slater-type many-body wave function FD. The basic idea of the TC method [1] is based on the similarity transformation of a many-body Hamiltonian H with respect to the Jastrow factor F: HTC=frac1F H F in order to incorporate the correlation effect into HTC. Both the F and D are optimized by minimizing the variance ^2=|Hrm TCD - E D |^2 d^3N x. The optimization for F is implemented by the variational Monte Carlo calculation, and D is determined by the TC self-consistent-field equation for the one-body wave functions φμ(x), which is derived from the functional derivative of ^2 with respect to φmu(x). In this talk, we will present the results given by the transcorrelated variational Monte Carlo (TC-VMC) method for the ground state [2] and the excited states of atoms [3]. [1]S. F. Boys and N. C. Handy, Proc. Roy. Soc. A, 309, 209; 310, 43; 310, 63; 311, 309 (1969). [2]N. Umezawa and S. Tsuneyuki, J. Chem. Phys. 119, 10015 (2003). [3]N. Umezawa and S. Tsuneyuki, J. Chem. Phys. 121, 7070 (2004).

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

NASA Technical Reports Server (NTRS)

Gastellu-Etchegorry, Jean-Philippe; Yin, Tiangang; Lauret, Nicolas; Grau, Eloi; Rubio, Jeremy; Cook, Bruce D.; Morton, Douglas C.; Sun, Guoqing

2016-01-01

Light Detection And Ranging (LiDAR) provides unique data on the 3-D structure of atmosphere constituents and the Earth's surface. Simulating LiDAR returns for different laser technologies and Earth scenes is fundamental for evaluating and interpreting signal and noise in LiDAR data. Different types of models are capable of simulating LiDAR waveforms of Earth surfaces. Semi-empirical and geometric models can be imprecise because they rely on simplified simulations of Earth surfaces and light interaction mechanisms. On the other hand, Monte Carlo ray tracing (MCRT) models are potentially accurate but require long computational time. Here, we present a new LiDAR waveform simulation tool that is based on the introduction of a quasi-Monte Carlo ray tracing approach in the Discrete Anisotropic Radiative Transfer (DART) model. Two new approaches, the so-called "box method" and "Ray Carlo method", are implemented to provide robust and accurate simulations of LiDAR waveforms for any landscape, atmosphere and LiDAR sensor configuration (view direction, footprint size, pulse characteristics, etc.). The box method accelerates the selection of the scattering direction of a photon in the presence of scatterers with non-invertible phase function. The Ray Carlo method brings traditional ray-tracking into MCRT simulation, which makes computational time independent of LiDAR field of view (FOV) and reception solid angle. Both methods are fast enough for simulating multi-pulse acquisition. Sensitivity studies with various landscapes and atmosphere constituents are presented, and the simulated LiDAR signals compare favorably with their associated reflectance images and Laser Vegetation Imaging Sensor (LVIS) waveforms. The LiDAR module is fully integrated into DART, enabling more detailed simulations of LiDAR sensitivity to specific scene elements (e.g., atmospheric aerosols, leaf area, branches, or topography) and sensor configuration for airborne or satellite LiDAR sensors.

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…

Marginal Maximum A Posteriori Item Parameter Estimation for the Generalized Graded Unfolding Model

ERIC Educational Resources Information Center

Roberts, James S.; Thompson, Vanessa M.

2011-01-01

A marginal maximum a posteriori (MMAP) procedure was implemented to estimate item parameters in the generalized graded unfolding model (GGUM). Estimates from the MMAP method were compared with those derived from marginal maximum likelihood (MML) and Markov chain Monte Carlo (MCMC) procedures in a recovery simulation that varied sample size,…

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

DOEpatents

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

2009-03-03

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

Gray: a ray tracing-based Monte Carlo simulator for PET

NASA Astrophysics Data System (ADS)

Freese, David L.; Olcott, Peter D.; Buss, Samuel R.; Levin, Craig S.

2018-05-01

Monte Carlo simulation software plays a critical role in PET system design. Performing complex, repeated Monte Carlo simulations can be computationally prohibitive, as even a single simulation can require a large amount of time and a computing cluster to complete. Here we introduce Gray, a Monte Carlo simulation software for PET systems. Gray exploits ray tracing methods used in the computer graphics community to greatly accelerate simulations of PET systems with complex geometries. We demonstrate the implementation of models for positron range, annihilation acolinearity, photoelectric absorption, Compton scatter, and Rayleigh scatter. For validation, we simulate the GATE PET benchmark, and compare energy, distribution of hits, coincidences, and run time. We show a speedup using Gray, compared to GATE for the same simulation, while demonstrating nearly identical results. We additionally simulate the Siemens Biograph mCT system with both the NEMA NU-2 scatter phantom and sensitivity phantom. We estimate the total sensitivity within % when accounting for differences in peak NECR. We also estimate the peak NECR to be kcps, or within % of published experimental data. The activity concentration of the peak is also estimated within 1.3%.

Finite element model updating using the shadow hybrid Monte Carlo technique

NASA Astrophysics Data System (ADS)

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

2015-02-01

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

Three-dimensional implementation of the Low Diffusion method for continuum flow simulations

NASA Astrophysics Data System (ADS)

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

2017-11-01

Concepts of a particle-based continuum method have existed for many years. The ultimate goal is to couple such a method with the Direct Simulation Monte Carlo (DSMC) in order to bridge the gap of numerical tools in the treatment of the transitional flow regime between near-equilibrium and rarefied gas flows. For this purpose, the Low Diffusion (LD) method, introduced first by Burt and Boyd, offers a promising solution. In this paper, the LD method is revisited and the implementation in a modern particle solver named PICLas is given. The modifications of the LD routines enable three-dimensional continuum flow simulations. The implementation is successfully verified through a series of test cases: simple stationary shock, oblique shock simulation and thermal Couette flow. Additionally, the capability of this method is demonstrated by the simulation of a hypersonic nitrogen flow around a 70°-blunted cone. Overall results are in very good agreement with experimental data. Finally, the scalability of PICLas using LD on a high performance cluster is presented.

Modeling of Radiotherapy Linac Source Terms Using ARCHER Monte Carlo Code: Performance Comparison for GPU and MIC Parallel Computing Devices

NASA Astrophysics Data System (ADS)

Lin, Hui; Liu, Tianyu; Su, Lin; Bednarz, Bryan; Caracappa, Peter; Xu, X. George

2017-09-01

Monte Carlo (MC) simulation is well recognized as the most accurate method for radiation dose calculations. For radiotherapy applications, accurate modelling of the source term, i.e. the clinical linear accelerator is critical to the simulation. The purpose of this paper is to perform source modelling and examine the accuracy and performance of the models on Intel Many Integrated Core coprocessors (aka Xeon Phi) and Nvidia GPU using ARCHER and explore the potential optimization methods. Phase Space-based source modelling for has been implemented. Good agreements were found in a tomotherapy prostate patient case and a TrueBeam breast case. From the aspect of performance, the whole simulation for prostate plan and breast plan cost about 173s and 73s with 1% statistical error.

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

DOE PAGES

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

2018-04-30

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

Multiscale Mathematics for Biomass Conversion to Renewable Hydrogen

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

Katsoulakis, Markos

2014-08-09

Our two key accomplishments in the first three years were towards the development of, (1) a mathematically rigorous and at the same time computationally flexible framework for parallelization of Kinetic Monte Carlo methods, and its implementation on GPUs, and (2) spatial multilevel coarse-graining methods for Monte Carlo sampling and molecular simulation. A common underlying theme in both these lines of our work is the development of numerical methods which are at the same time both computationally efficient and reliable, the latter in the sense that they provide controlled-error approximations for coarse observables of the simulated molecular systems. Finally, our keymore » accomplishment in the last year of the grant is that we started developing (3) pathwise information theory-based and goal-oriented sensitivity analysis and parameter identification methods for complex high-dimensional dynamics and in particular of nonequilibrium extended (high-dimensional) systems. We discuss these three research directions in some detail below, along with the related publications.« less

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

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

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

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

Calibration of the Top-Quark Monte Carlo Mass.

PubMed

Kieseler, Jan; Lipka, Katerina; Moch, Sven-Olaf

2016-04-22

We present a method to establish, experimentally, the relation between the top-quark mass m_{t}^{MC} as implemented in Monte Carlo generators and the Lagrangian mass parameter m_{t} in a theoretically well-defined renormalization scheme. We propose a simultaneous fit of m_{t}^{MC} and an observable sensitive to m_{t}, which does not rely on any prior assumptions about the relation between m_{t} and m_{t}^{MC}. The measured observable is independent of m_{t}^{MC} and can be used subsequently for a determination of m_{t}. The analysis strategy is illustrated with examples for the extraction of m_{t} from inclusive and differential cross sections for hadroproduction of top quarks.

bhlight: General Relativistic Radiation Magnetohydrodynamics with Monte Carlo Transport

DOE PAGES

Ryan, Benjamin R; Dolence, Joshua C.; Gammie, Charles F.

2015-06-25

We present bhlight, a numerical scheme for solving the equations of general relativistic radiation magnetohydrodynamics using a direct Monte Carlo solution of the frequency-dependent radiative transport equation. bhlight is designed to evolve black hole accretion flows at intermediate accretion rate, in the regime between the classical radiatively efficient disk and the radiatively inefficient accretion flow (RIAF), in which global radiative effects play a sub-dominant but non-negligible role in disk dynamics. We describe the governing equations, numerical method, idiosyncrasies of our implementation, and a suite of test and convergence results. We also describe example applications to radiative Bondi accretion and tomore » a slowly accreting Kerr black hole in axisymmetry.« less

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…

Slice sampling technique in Bayesian extreme of gold price modelling

NASA Astrophysics Data System (ADS)

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

2013-09-01

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

Development, validation, and implementation of a patient-specific Monte Carlo 3D internal dosimetry platform

NASA Astrophysics Data System (ADS)

Besemer, Abigail E.

Targeted radionuclide therapy is emerging as an attractive treatment option for a broad spectrum of tumor types because it has the potential to simultaneously eradicate both the primary tumor site as well as the metastatic disease throughout the body. Patient-specific absorbed dose calculations for radionuclide therapies are important for reducing the risk of normal tissue complications and optimizing tumor response. However, the only FDA approved software for internal dosimetry calculates doses based on the MIRD methodology which estimates mean organ doses using activity-to-dose scaling factors tabulated from standard phantom geometries. Despite the improved dosimetric accuracy afforded by direct Monte Carlo dosimetry methods these methods are not widely used in routine clinical practice because of the complexity of implementation, lack of relevant standard protocols, and longer dose calculation times. The main goal of this work was to develop a Monte Carlo internal dosimetry platform in order to (1) calculate patient-specific voxelized dose distributions in a clinically feasible time frame, (2) examine and quantify the dosimetric impact of various parameters and methodologies used in 3D internal dosimetry methods, and (3) develop a multi-criteria treatment planning optimization framework for multi-radiopharmaceutical combination therapies. This platform utilizes serial PET/CT or SPECT/CT images to calculate voxelized 3D internal dose distributions with the Monte Carlo code Geant4. Dosimetry can be computed for any diagnostic or therapeutic radiopharmaceutical and for both pre-clinical and clinical applications. In this work, the platform's dosimetry calculations were successfully validated against previously published reference doses values calculated in standard phantoms for a variety of radionuclides, over a wide range of photon and electron energies, and for many different organs and tumor sizes. Retrospective dosimetry was also calculated for various pre-clinical and clinical patients and large dosimetric differences resulted when using conventional organ-level methods and the patient-specific voxelized methods described in this work. The dosimetric impact of various steps in the 3D voxelized dosimetry process were evaluated including quantitative imaging acquisition, image coregistration, voxel resampling, ROI contouring, CT-based material segmentation, and pharmacokinetic fitting. Finally, a multi-objective treatment planning optimization framework was developed for multi-radiopharmaceutical combination therapies.

Asteroid mass estimation using Markov-chain Monte Carlo

NASA Astrophysics Data System (ADS)

Siltala, Lauri; Granvik, Mikael

2017-11-01

Estimates for asteroid masses are based on their gravitational perturbations on the orbits of other objects such as Mars, spacecraft, or other asteroids and/or their satellites. In the case of asteroid-asteroid perturbations, this leads to an inverse problem in at least 13 dimensions where the aim is to derive the mass of the perturbing asteroid(s) and six orbital elements for both the perturbing asteroid(s) and the test asteroid(s) based on astrometric observations. We have developed and implemented three different mass estimation algorithms utilizing asteroid-asteroid perturbations: the very rough 'marching' approximation, in which the asteroids' orbital elements are not fitted, thereby reducing the problem to a one-dimensional estimation of the mass, an implementation of the Nelder-Mead simplex method, and most significantly, a Markov-chain Monte Carlo (MCMC) approach. We describe each of these algorithms with particular focus on the MCMC algorithm, and present example results using both synthetic and real data. Our results agree with the published mass estimates, but suggest that the published uncertainties may be misleading as a consequence of using linearized mass-estimation methods. Finally, we discuss remaining challenges with the algorithms as well as future plans.

The development of GPU-based parallel PRNG for Monte Carlo applications in CUDA Fortran

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

Kargaran, Hamed, E-mail: h-kargaran@sbu.ac.ir; Minuchehr, Abdolhamid; Zolfaghari, Ahmad

The implementation of Monte Carlo simulation on the CUDA Fortran requires a fast random number generation with good statistical properties on GPU. In this study, a GPU-based parallel pseudo random number generator (GPPRNG) have been proposed to use in high performance computing systems. According to the type of GPU memory usage, GPU scheme is divided into two work modes including GLOBAL-MODE and SHARED-MODE. To generate parallel random numbers based on the independent sequence method, the combination of middle-square method and chaotic map along with the Xorshift PRNG have been employed. Implementation of our developed PPRNG on a single GPU showedmore » a speedup of 150x and 470x (with respect to the speed of PRNG on a single CPU core) for GLOBAL-MODE and SHARED-MODE, respectively. To evaluate the accuracy of our developed GPPRNG, its performance was compared to that of some other commercially available PPRNGs such as MATLAB, FORTRAN and Miller-Park algorithm through employing the specific standard tests. The results of this comparison showed that the developed GPPRNG in this study can be used as a fast and accurate tool for computational science applications.« less

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

NASA Astrophysics Data System (ADS)

Hoogenboom, J. Eduard; Sjenitzer, Bart L.

2014-06-01

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

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components

NASA Technical Reports Server (NTRS)

1991-01-01

The fourth year of technical developments on the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) system for Probabilistic Structural Analysis Methods is summarized. The effort focused on the continued expansion of the Probabilistic Finite Element Method (PFEM) code, the implementation of the Probabilistic Boundary Element Method (PBEM), and the implementation of the Probabilistic Approximate Methods (PAppM) code. The principal focus for the PFEM code is the addition of a multilevel structural dynamics capability. The strategy includes probabilistic loads, treatment of material, geometry uncertainty, and full probabilistic variables. Enhancements are included for the Fast Probability Integration (FPI) algorithms and the addition of Monte Carlo simulation as an alternate. Work on the expert system and boundary element developments continues. The enhanced capability in the computer codes is validated by applications to a turbine blade and to an oxidizer duct.

Many-integrated core (MIC) technology for accelerating Monte Carlo simulation of radiation transport: A study based on the code DPM

NASA Astrophysics Data System (ADS)

Rodriguez, M.; Brualla, L.

2018-04-01

Monte Carlo simulation of radiation transport is computationally demanding to obtain reasonably low statistical uncertainties of the estimated quantities. Therefore, it can benefit in a large extent from high-performance computing. This work is aimed at assessing the performance of the first generation of the many-integrated core architecture (MIC) Xeon Phi coprocessor with respect to that of a CPU consisting of a double 12-core Xeon processor in Monte Carlo simulation of coupled electron-photonshowers. The comparison was made twofold, first, through a suite of basic tests including parallel versions of the random number generators Mersenne Twister and a modified implementation of RANECU. These tests were addressed to establish a baseline comparison between both devices. Secondly, through the p DPM code developed in this work. p DPM is a parallel version of the Dose Planning Method (DPM) program for fast Monte Carlo simulation of radiation transport in voxelized geometries. A variety of techniques addressed to obtain a large scalability on the Xeon Phi were implemented in p DPM. Maximum scalabilities of 84 . 2 × and 107 . 5 × were obtained in the Xeon Phi for simulations of electron and photon beams, respectively. Nevertheless, in none of the tests involving radiation transport the Xeon Phi performed better than the CPU. The disadvantage of the Xeon Phi with respect to the CPU owes to the low performance of the single core of the former. A single core of the Xeon Phi was more than 10 times less efficient than a single core of the CPU for all radiation transport simulations.

SU-E-T-590: Optimizing Magnetic Field Strengths with Matlab for An Ion-Optic System in Particle Therapy Consisting of Two Quadrupole Magnets for Subsequent Simulations with the Monte-Carlo Code FLUKA

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

Baumann, K; Weber, U; Simeonov, Y

Purpose: Aim of this study was to optimize the magnetic field strengths of two quadrupole magnets in a particle therapy facility in order to obtain a beam quality suitable for spot beam scanning. Methods: The particle transport through an ion-optic system of a particle therapy facility consisting of the beam tube, two quadrupole magnets and a beam monitor system was calculated with the help of Matlab by using matrices that solve the equation of motion of a charged particle in a magnetic field and field-free region, respectively. The magnetic field strengths were optimized in order to obtain a circular andmore » thin beam spot at the iso-center of the therapy facility. These optimized field strengths were subsequently transferred to the Monte-Carlo code FLUKA and the transport of 80 MeV/u C12-ions through this ion-optic system was calculated by using a user-routine to implement magnetic fields. The fluence along the beam-axis and at the iso-center was evaluated. Results: The magnetic field strengths could be optimized by using Matlab and transferred to the Monte-Carlo code FLUKA. The implementation via a user-routine was successful. Analyzing the fluence-pattern along the beam-axis the characteristic focusing and de-focusing effects of the quadrupole magnets could be reproduced. Furthermore the beam spot at the iso-center was circular and significantly thinner compared to an unfocused beam. Conclusion: In this study a Matlab tool was developed to optimize magnetic field strengths for an ion-optic system consisting of two quadrupole magnets as part of a particle therapy facility. These magnetic field strengths could subsequently be transferred to and implemented in the Monte-Carlo code FLUKA to simulate the particle transport through this optimized ion-optic system.« less

Dose response of alanine detectors irradiated with carbon ion beams

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

Herrmann, Rochus; Jaekel, Oliver; Palmans, Hugo

Purpose: The dose response of the alanine detector shows a dependence on particle energy and type when irradiated with ion beams. The purpose of this study is to investigate the response behavior of the alanine detector in clinical carbon ion beams and compare the results to model predictions. Methods: Alanine detectors have been irradiated with carbon ions with an energy range of 89-400 MeV/u. The relative effectiveness of alanine has been measured in this regime. Pristine and spread out Bragg peak depth-dose curves have been measured with alanine dosimeters. The track structure based alanine response model developed by Hansen andmore » Olsen has been implemented in the Monte Carlo code FLUKA and calculations were compared to experimental results. Results: Calculations of the relative effectiveness deviate less than 5% from the measured values for monoenergetic beams. Measured depth-dose curves deviate from predictions in the peak region, most pronounced at the distal edge of the peak. Conclusions: The used model and its implementation show a good overall agreement for quasimonoenergetic measurements. Deviations in depth-dose measurements are mainly attributed to uncertainties of the detector geometry implemented in the Monte Carlo simulations.« less

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.

Stochastic sampling of quadrature grids for the evaluation of vibrational expectation values

NASA Astrophysics Data System (ADS)

López Ríos, Pablo; Monserrat, Bartomeu; Needs, Richard J.

2018-02-01

The thermal lines method for the evaluation of vibrational expectation values of electronic observables [B. Monserrat, Phys. Rev. B 93, 014302 (2016), 10.1103/PhysRevB.93.014302] was recently proposed as a physically motivated approximation offering balance between the accuracy of direct Monte Carlo integration and the low computational cost of using local quadratic approximations. In this paper we reformulate thermal lines as a stochastic implementation of quadrature-grid integration, analyze the analytical form of its bias, and extend the method to multiple-point quadrature grids applicable to any factorizable harmonic or anharmonic nuclear wave function. The bias incurred by thermal lines is found to depend on the local form of the expectation value, and we demonstrate that the use of finer quadrature grids along selected modes can eliminate this bias, while still offering an ˜30 % lower computational cost than direct Monte Carlo integration in our tests.

SPAMCART: a code for smoothed particle Monte Carlo radiative transfer

NASA Astrophysics Data System (ADS)

Lomax, O.; Whitworth, A. P.

2016-10-01

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

NOTE: Acceleration of Monte Carlo-based scatter compensation for cardiac SPECT

NASA Astrophysics Data System (ADS)

Sohlberg, A.; Watabe, H.; Iida, H.

2008-07-01

Single proton emission computed tomography (SPECT) images are degraded by photon scatter making scatter compensation essential for accurate reconstruction. Reconstruction-based scatter compensation with Monte Carlo (MC) modelling of scatter shows promise for accurate scatter correction, but it is normally hampered by long computation times. The aim of this work was to accelerate the MC-based scatter compensation using coarse grid and intermittent scatter modelling. The acceleration methods were compared to un-accelerated implementation using MC-simulated projection data of the mathematical cardiac torso (MCAT) phantom modelling 99mTc uptake and clinical myocardial perfusion studies. The results showed that when combined the acceleration methods reduced the reconstruction time for 10 ordered subset expectation maximization (OS-EM) iterations from 56 to 11 min without a significant reduction in image quality indicating that the coarse grid and intermittent scatter modelling are suitable for MC-based scatter compensation in cardiac SPECT.

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.

Monte Carlo based approach to the LS-NaI 4πβ-γ anticoincidence extrapolation and uncertainty

PubMed Central

Fitzgerald, R.

2016-01-01

The 4πβ-γ anticoincidence method is used for the primary standardization of β−, β+, electron capture (EC), α, and mixed-mode radionuclides. Efficiency extrapolation using one or more γ ray coincidence gates is typically carried out by a low-order polynomial fit. The approach presented here is to use a Geant4-based Monte Carlo simulation of the detector system to analyze the efficiency extrapolation. New code was developed to account for detector resolution, direct γ ray interaction with the PMT, and implementation of experimental β-decay shape factors. The simulation was tuned to 57Co and 60Co data, then tested with 99mTc data, and used in measurements of 18F, 129I, and 124I. The analysis method described here offers a more realistic activity value and uncertainty than those indicated from a least-squares fit alone. PMID:27358944

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

PubMed Central

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

2018-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2016-01-01

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

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

PubMed

Norris, Peter M; da Silva, Arlindo M

2016-07-01

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

(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.

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

NASA Astrophysics Data System (ADS)

Khosravi, Ebrahim

1998-12-01

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

Markov Chain Monte Carlo: an introduction for epidemiologists

PubMed Central

Hamra, Ghassan; MacLehose, Richard; Richardson, David

2013-01-01

Markov Chain Monte Carlo (MCMC) methods are increasingly popular among epidemiologists. The reason for this may in part be that MCMC offers an appealing approach to handling some difficult types of analyses. Additionally, MCMC methods are those most commonly used for Bayesian analysis. However, epidemiologists are still largely unfamiliar with MCMC. They may lack familiarity either with he implementation of MCMC or with interpretation of the resultant output. As with tutorials outlining the calculus behind maximum likelihood in previous decades, a simple description of the machinery of MCMC is needed. We provide an introduction to conducting analyses with MCMC, and show that, given the same data and under certain model specifications, the results of an MCMC simulation match those of methods based on standard maximum-likelihood estimation (MLE). In addition, we highlight examples of instances in which MCMC approaches to data analysis provide a clear advantage over MLE. We hope that this brief tutorial will encourage epidemiologists to consider MCMC approaches as part of their analytic tool-kit. PMID:23569196

THE DiskMass SURVEY. III. STELLAR KINEMATICS VIA CROSS-CORRELATION

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

Westfall, Kyle B.; Bershady, Matthew A.; Verheijen, Marc A. W., E-mail: westfall@astro.rug.nl, E-mail: mab@astro.wisc.edu, E-mail: verheyen@astro.rug.nl

2011-03-15

We describe a new cross-correlation (CC) approach used by our survey to derive stellar kinematics from galaxy-continuum spectroscopy. This approach adopts the formal error analysis derived by Statler, but properly handles spectral masks. Thus, we address the primary concerns regarding application of the CC method to censored data, while maintaining its primary advantage by consolidating kinematic and template-mismatch information toward different regions of the CC function. We identify a systematic error in the nominal CC method of approximately 10% in velocity dispersion incurred by a mistreatment of detector-censored data, which is eliminated by our new method. We derive our approachmore » from first principles, and we use Monte Carlo simulations to demonstrate its efficacy. An identical set of Monte Carlo simulations performed using the well-established penalized-pixel-fitting code of Cappellari and Emsellem compares favorably with the results from our newly implemented software. Finally, we provide a practical demonstration of this software by extracting stellar kinematics from SparsePak spectra of UGC 6918.« less

Comparison of effects of copropagated and precomputed atmosphere profiles on Monte Carlo trajectory simulation

NASA Technical Reports Server (NTRS)

Queen, Eric M.; Omara, Thomas M.

1990-01-01

A realization of a stochastic atmosphere model for use in simulations is presented. The model provides pressure, density, temperature, and wind velocity as a function of latitude, longitude, and altitude, and is implemented in a three degree of freedom simulation package. This implementation is used in the Monte Carlo simulation of an aeroassisted orbital transfer maneuver and results are compared to those of a more traditional approach.

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

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

Egan, A; Laub, W

2014-06-15

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

Integration of OpenMC methods into MAMMOTH and Serpent

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

Kerby, Leslie; DeHart, Mark; Tumulak, Aaron

OpenMC, a Monte Carlo particle transport simulation code focused on neutron criticality calculations, contains several methods we wish to emulate in MAMMOTH and Serpent. First, research coupling OpenMC and the Multiphysics Object-Oriented Simulation Environment (MOOSE) has shown promising results. Second, the utilization of Functional Expansion Tallies (FETs) allows for a more efficient passing of multiphysics data between OpenMC and MOOSE. Both of these capabilities have been preliminarily implemented into Serpent. Results are discussed and future work recommended.

Monte-Carlo-based uncertainty propagation with hierarchical models—a case study in dynamic torque

NASA Astrophysics Data System (ADS)

Klaus, Leonard; Eichstädt, Sascha

2018-04-01

For a dynamic calibration, a torque transducer is described by a mechanical model, and the corresponding model parameters are to be identified from measurement data. A measuring device for the primary calibration of dynamic torque, and a corresponding model-based calibration approach, have recently been developed at PTB. The complete mechanical model of the calibration set-up is very complex, and involves several calibration steps—making a straightforward implementation of a Monte Carlo uncertainty evaluation tedious. With this in mind, we here propose to separate the complete model into sub-models, with each sub-model being treated with individual experiments and analysis. The uncertainty evaluation for the overall model then has to combine the information from the sub-models in line with Supplement 2 of the Guide to the Expression of Uncertainty in Measurement. In this contribution, we demonstrate how to carry this out using the Monte Carlo method. The uncertainty evaluation involves various input quantities of different origin and the solution of a numerical optimisation problem.

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

NASA Astrophysics Data System (ADS)

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

2008-07-01

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

Parallel Algorithms for Monte Carlo Particle Transport Simulation on Exascale Computing Architectures

NASA Astrophysics Data System (ADS)

Romano, Paul Kollath

Monte Carlo particle transport methods are being considered as a viable option for high-fidelity simulation of nuclear reactors. While Monte Carlo methods offer several potential advantages over deterministic methods, there are a number of algorithmic shortcomings that would prevent their immediate adoption for full-core analyses. In this thesis, algorithms are proposed both to ameliorate the degradation in parallel efficiency typically observed for large numbers of processors and to offer a means of decomposing large tally data that will be needed for reactor analysis. A nearest-neighbor fission bank algorithm was proposed and subsequently implemented in the OpenMC Monte Carlo code. A theoretical analysis of the communication pattern shows that the expected cost is O( N ) whereas traditional fission bank algorithms are O(N) at best. The algorithm was tested on two supercomputers, the Intrepid Blue Gene/P and the Titan Cray XK7, and demonstrated nearly linear parallel scaling up to 163,840 processor cores on a full-core benchmark problem. An algorithm for reducing network communication arising from tally reduction was analyzed and implemented in OpenMC. The proposed algorithm groups only particle histories on a single processor into batches for tally purposes---in doing so it prevents all network communication for tallies until the very end of the simulation. The algorithm was tested, again on a full-core benchmark, and shown to reduce network communication substantially. A model was developed to predict the impact of load imbalances on the performance of domain decomposed simulations. The analysis demonstrated that load imbalances in domain decomposed simulations arise from two distinct phenomena: non-uniform particle densities and non-uniform spatial leakage. The dominant performance penalty for domain decomposition was shown to come from these physical effects rather than insufficient network bandwidth or high latency. The model predictions were verified with measured data from simulations in OpenMC on a full-core benchmark problem. Finally, a novel algorithm for decomposing large tally data was proposed, analyzed, and implemented/tested in OpenMC. The algorithm relies on disjoint sets of compute processes and tally servers. The analysis showed that for a range of parameters relevant to LWR analysis, the tally server algorithm should perform with minimal overhead. Tests were performed on Intrepid and Titan and demonstrated that the algorithm did indeed perform well over a wide range of parameters. (Copies available exclusively from MIT Libraries, libraries.mit.edu/docs - docs mit.edu)

Gray: a ray tracing-based Monte Carlo simulator for PET.

PubMed

Freese, David L; Olcott, Peter D; Buss, Samuel R; Levin, Craig S

2018-05-21

Monte Carlo simulation software plays a critical role in PET system design. Performing complex, repeated Monte Carlo simulations can be computationally prohibitive, as even a single simulation can require a large amount of time and a computing cluster to complete. Here we introduce Gray, a Monte Carlo simulation software for PET systems. Gray exploits ray tracing methods used in the computer graphics community to greatly accelerate simulations of PET systems with complex geometries. We demonstrate the implementation of models for positron range, annihilation acolinearity, photoelectric absorption, Compton scatter, and Rayleigh scatter. For validation, we simulate the GATE PET benchmark, and compare energy, distribution of hits, coincidences, and run time. We show a [Formula: see text] speedup using Gray, compared to GATE for the same simulation, while demonstrating nearly identical results. We additionally simulate the Siemens Biograph mCT system with both the NEMA NU-2 scatter phantom and sensitivity phantom. We estimate the total sensitivity within [Formula: see text]% when accounting for differences in peak NECR. We also estimate the peak NECR to be [Formula: see text] kcps, or within [Formula: see text]% of published experimental data. The activity concentration of the peak is also estimated within 1.3%.

Parallel Monte Carlo transport modeling in the context of a time-dependent, three-dimensional multi-physics code

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

Procassini, R.J.

1997-12-31

The fine-scale, multi-space resolution that is envisioned for accurate simulations of complex weapons systems in three spatial dimensions implies flop-rate and memory-storage requirements that will only be obtained in the near future through the use of parallel computational techniques. Since the Monte Carlo transport models in these simulations usually stress both of these computational resources, they are prime candidates for parallelization. The MONACO Monte Carlo transport package, which is currently under development at LLNL, will utilize two types of parallelism within the context of a multi-physics design code: decomposition of the spatial domain across processors (spatial parallelism) and distribution ofmore » particles in a given spatial subdomain across additional processors (particle parallelism). This implementation of the package will utilize explicit data communication between domains (message passing). Such a parallel implementation of a Monte Carlo transport model will result in non-deterministic communication patterns. The communication of particles between subdomains during a Monte Carlo time step may require a significant level of effort to achieve a high parallel efficiency.« less

Continuous-energy eigenvalue sensitivity coefficient calculations in TSUNAMI-3D

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

Perfetti, C. M.; Rearden, B. T.

2013-07-01

Two methods for calculating eigenvalue sensitivity coefficients in continuous-energy Monte Carlo applications were implemented in the KENO code within the SCALE code package. The methods were used to calculate sensitivity coefficients for several test problems and produced sensitivity coefficients that agreed well with both reference sensitivities and multigroup TSUNAMI-3D sensitivity coefficients. The newly developed CLUTCH method was observed to produce sensitivity coefficients with high figures of merit and a low memory footprint, and both continuous-energy sensitivity methods met or exceeded the accuracy of the multigroup TSUNAMI-3D calculations. (authors)

Development of a SCALE Tool for Continuous-Energy Eigenvalue Sensitivity Coefficient Calculations

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

Perfetti, Christopher M; Rearden, Bradley T

2013-01-01

Two methods for calculating eigenvalue sensitivity coefficients in continuous-energy Monte Carlo applications were implemented in the KENO code within the SCALE code package. The methods were used to calculate sensitivity coefficients for several criticality safety problems and produced sensitivity coefficients that agreed well with both reference sensitivities and multigroup TSUNAMI-3D sensitivity coefficients. The newly developed CLUTCH method was observed to produce sensitivity coefficients with high figures of merit and low memory requirements, and both continuous-energy sensitivity methods met or exceeded the accuracy of the multigroup TSUNAMI-3D calculations.

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

NASA Astrophysics Data System (ADS)

Yan, Qiliang; de Pablo, Juan

2000-03-01

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

SU-F-T-281: Monte Carlo Investigation of Sources of Dosimetric Discrepancies with 2D Arrays

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

Afifi, M; Deiab, N; El-Farrash, A

2016-06-15

Purpose: Intensity modulated radiation therapy (IMRT) poses a number of challenges for properly measuring commissioning data and quality assurance (QA). Understanding the limitations and use of dosimeters to measure these dose distributions is critical to safe IMRT implementation. In this work, we used Monte Carlo simulations to investigate the possible sources of discrepancy between our measurement with 2D array system and our dose calculation using our treatment planning system (TPS). Material and Methods: MCBEAM and MCSIM Monte Carlo codes were used for treatment head simulation and phantom dose calculation. Accurate modeling of a 6MV beam from Varian trilogy machine wasmore » verified by comparing simulated and measured percentage depth doses and profiles. Dose distribution inside the 2D array was calculated using Monte Carlo simulations and our TPS. Then Cross profiles for different field sizes were compared with actual measurements for zero and 90° gantry angle setup. Through the analysis and comparison, we tried to determine the differences and quantify a possible angular calibration factor. Results: Minimum discrepancies was seen in the comparison between the simulated and the measured profiles for the zero gantry angles at all studied field sizes (4×4cm{sup 2}, 10×10cm{sup 2}, 15×15cm{sup 2}, and 20×20cm{sup 2}). Discrepancies between our measurements and calculations increased dramatically for the cross beam profiles at the 90° gantry angle. This could ascribe mainly to the different attenuation caused by the layer of electronics at the base behind the ion chambers in the 2D array. The degree of attenuation will vary depending on the angle of beam incidence. Correction factors were implemented to correct the errors. Conclusion: Monte Carlo modeling of the 2D arrays and the derivation of angular dependence correction factors will allow for improved accuracy of the device for IMRT QA.« less

Quantum interference and Monte Carlo simulations of multiparticle production

NASA Astrophysics Data System (ADS)

Bialas, A.; Krzywicki, A.

1995-02-01

We show that the effects of quantum interference can be implemented in Monte Carlo generators by modelling the generalized Wigner functions. A specific prescription for an appropriate modification of the weights of events produced by standard generators is proposed.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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.

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

NASA Astrophysics Data System (ADS)

Alexander, Andrew William

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

The radiation fields around a proton therapy facility: A comparison of Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Ottaviano, G.; Picardi, L.; Pillon, M.; Ronsivalle, C.; Sandri, S.

2014-02-01

A proton therapy test facility with a beam current lower than 10 nA in average, and an energy up to 150 MeV, is planned to be sited at the Frascati ENEA Research Center, in Italy. The accelerator is composed of a sequence of linear sections. The first one is a commercial 7 MeV proton linac, from which the beam is injected in a SCDTL (Side Coupled Drift Tube Linac) structure reaching the energy of 52 MeV. Then a conventional CCL (coupled Cavity Linac) with side coupling cavities completes the accelerator. The linear structure has the important advantage that the main radiation losses during the acceleration process occur to protons with energy below 20 MeV, with a consequent low production of neutrons and secondary radiation. From the radiation protection point of view the source of radiation for this facility is then almost completely located at the final target. Physical and geometrical models of the device have been developed and implemented into radiation transport computer codes based on the Monte Carlo method. The scope is the assessment of the radiation field around the main source for supporting the safety analysis. For the assessment independent researchers used two different Monte Carlo computer codes named FLUKA (FLUktuierende KAskade) and MCNPX (Monte Carlo N-Particle eXtended) respectively. Both are general purpose tools for calculations of particle transport and interactions with matter, covering an extended range of applications including proton beam analysis. Nevertheless each one utilizes its own nuclear cross section libraries and uses specific physics models for particle types and energies. The models implemented into the codes are described and the results are presented. The differences between the two calculations are reported and discussed pointing out disadvantages and advantages of each code in the specific application.

Structural Reliability and Monte Carlo Simulation.

ERIC Educational Resources Information Center

Laumakis, P. J.; Harlow, G.

2002-01-01

Analyzes a simple boom structure and assesses its reliability using elementary engineering mechanics. Demonstrates the power and utility of Monte-Carlo simulation by showing that such a simulation can be implemented more readily with results that compare favorably to the theoretical calculations. (Author/MM)

Monte Carlo calculation of skyshine'' neutron dose from ALS (Advanced Light Source)

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

Moin-Vasiri, M.

1990-06-01

This report discusses the following topics on skyshine'' neutron dose from ALS: Sources of radiation; ALS modeling for skyshine calculations; MORSE Monte-Carlo; Implementation of MORSE; Results of skyshine calculations from storage ring; and Comparison of MORSE shielding calculations.

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

NASA Astrophysics Data System (ADS)

Al-Yahya, Khalid

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

LATTE Linking Acoustic Tests and Tagging Using Statistical Estimation

DTIC Science & Technology

2015-09-30

the complexity of the model: (from simplest to most complex) Kalman filter , Markov chain Monte-Carlo (MCMC) and ABC. Many of these methods have been...using SMMs fitted using Kalman filters . Therefore, using the DTAG data, we can estimate the distributions associated with 2D horizontal displacement...speed (a key problem in the previous Kalman filter implementation). This new approach also allows the animal’s horizontal movement direction to differ

Tests of Fit for Asymmetric Laplace Distributions with Applications on Financial Data

NASA Astrophysics Data System (ADS)

Fragiadakis, Kostas; Meintanis, Simos G.

2008-11-01

New goodness-of-fit tests for the family of asymmetric Laplace distributions are constructed. The proposed tests are based on a weighted integral incorporating the empirical characteristic function of suitably standardized data, and can be written in a closed form appropriate for computer implementation. Monte Carlo results show that the new procedure are competitive with classical goodness-of-fit methods. Applications with financial data are also included.

Valuation of financial models with non-linear state spaces

NASA Astrophysics Data System (ADS)

Webber, Nick

2001-02-01

A common assumption in valuation models for derivative securities is that the underlying state variables take values in a linear state space. We discuss numerical implementation issues in an interest rate model with a simple non-linear state space, formulating and comparing Monte Carlo, finite difference and lattice numerical solution methods. We conclude that, at least in low dimensional spaces, non-linear interest rate models may be viable.

Asteroid mass estimation using Markov-Chain Monte Carlo techniques

NASA Astrophysics Data System (ADS)

Siltala, Lauri; Granvik, Mikael

2016-10-01

Estimates for asteroid masses are based on their gravitational perturbations on the orbits of other objects such as Mars, spacecraft, or other asteroids and/or their satellites. In the case of asteroid-asteroid perturbations, this leads to a 13-dimensional inverse problem where the aim is to derive the mass of the perturbing asteroid and six orbital elements for both the perturbing asteroid and the test asteroid using astrometric observations. We have developed and implemented three different mass estimation algorithms utilizing asteroid-asteroid perturbations into the OpenOrb asteroid-orbit-computation software: the very rough 'marching' approximation, in which the asteroid orbits are fixed at a given epoch, reducing the problem to a one-dimensional estimation of the mass, an implementation of the Nelder-Mead simplex method, and most significantly, a Markov-Chain Monte Carlo (MCMC) approach. We will introduce each of these algorithms with particular focus on the MCMC algorithm, and present example results for both synthetic and real data. Our results agree with the published mass estimates, but suggest that the published uncertainties may be misleading as a consequence of using linearized mass-estimation methods. Finally, we discuss remaining challenges with the algorithms as well as future plans, particularly in connection with ESA's Gaia mission.

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

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

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

2017-01-01

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

Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations

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

Arampatzis, Georgios, E-mail: garab@math.uoc.gr; Department of Mathematics and Statistics, University of Massachusetts, Amherst, Massachusetts 01003; Katsoulakis, Markos A., E-mail: markos@math.umass.edu

2014-03-28

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo (KMC). Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-“coupled”- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that themore » new coupled process depends on the targeted observables, e.g., coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore, the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz–Kalos–Lebowitz algorithm's philosophy, where events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption, and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach. We also provide a complete implementation of the proposed sensitivity analysis algorithms, including various spatial KMC examples, in a supplementary MATLAB source code.« less

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

NASA Astrophysics Data System (ADS)

Nelson, Adam

Multi-group scattering moment matrices are critical to the solution of the multi-group form of the neutron transport equation, as they are responsible for describing the change in direction and energy of neutrons. These matrices, however, are difficult to correctly calculate from the measured nuclear data with both deterministic and stochastic methods. Calculating these parameters when using deterministic methods requires a set of assumptions which do not hold true in all conditions. These quantities can be calculated accurately with stochastic methods, however doing so is computationally expensive due to the poor efficiency of tallying scattering moment matrices. This work presents an improved method of obtaining multi-group scattering moment matrices from a Monte Carlo neutron transport code. This improved method of tallying the scattering moment matrices is based on recognizing that all of the outgoing particle information is known a priori and can be taken advantage of to increase the tallying efficiency (therefore reducing the uncertainty) of the stochastically integrated tallies. In this scheme, the complete outgoing probability distribution is tallied, supplying every one of the scattering moment matrices elements with its share of data. In addition to reducing the uncertainty, this method allows for the use of a track-length estimation process potentially offering even further improvement to the tallying efficiency. Unfortunately, to produce the needed distributions, the probability functions themselves must undergo an integration over the outgoing energy and scattering angle dimensions. This integration is too costly to perform during the Monte Carlo simulation itself and therefore must be performed in advance by way of a pre-processing code. The new method increases the information obtained from tally events and therefore has a significantly higher efficiency than the currently used techniques. The improved method has been implemented in a code system containing a new pre-processor code, NDPP, and a Monte Carlo neutron transport code, OpenMC. This method is then tested in a pin cell problem and a larger problem designed to accentuate the importance of scattering moment matrices. These tests show that accuracy was retained while the figure-of-merit for generating scattering moment matrices and fission energy spectra was significantly improved.

Using Stan for Item Response Theory Models

ERIC Educational Resources Information Center

Ames, Allison J.; Au, Chi Hang

2018-01-01

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

Data decomposition of Monte Carlo particle transport simulations via tally servers

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

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

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

GGEMS-Brachy: GPU GEant4-based Monte Carlo simulation for brachytherapy applications

NASA Astrophysics Data System (ADS)

Lemaréchal, Yannick; Bert, Julien; Falconnet, Claire; Després, Philippe; Valeri, Antoine; Schick, Ulrike; Pradier, Olivier; Garcia, Marie-Paule; Boussion, Nicolas; Visvikis, Dimitris

2015-07-01

In brachytherapy, plans are routinely calculated using the AAPM TG43 formalism which considers the patient as a simple water object. An accurate modeling of the physical processes considering patient heterogeneity using Monte Carlo simulation (MCS) methods is currently too time-consuming and computationally demanding to be routinely used. In this work we implemented and evaluated an accurate and fast MCS on Graphics Processing Units (GPU) for brachytherapy low dose rate (LDR) applications. A previously proposed Geant4 based MCS framework implemented on GPU (GGEMS) was extended to include a hybrid GPU navigator, allowing navigation within voxelized patient specific images and analytically modeled 125I seeds used in LDR brachytherapy. In addition, dose scoring based on track length estimator including uncertainty calculations was incorporated. The implemented GGEMS-brachy platform was validated using a comparison with Geant4 simulations and reference datasets. Finally, a comparative dosimetry study based on the current clinical standard (TG43) and the proposed platform was performed on twelve prostate cancer patients undergoing LDR brachytherapy. Considering patient 3D CT volumes of 400  × 250  × 65 voxels and an average of 58 implanted seeds, the mean patient dosimetry study run time for a 2% dose uncertainty was 9.35 s (≈500 ms 10-6 simulated particles) and 2.5 s when using one and four GPUs, respectively. The performance of the proposed GGEMS-brachy platform allows envisaging the use of Monte Carlo simulation based dosimetry studies in brachytherapy compatible with clinical practice. Although the proposed platform was evaluated for prostate cancer, it is equally applicable to other LDR brachytherapy clinical applications. Future extensions will allow its application in high dose rate brachytherapy applications.

Significance testing of clinical data using virus dynamics models with a Markov chain Monte Carlo method: application to emergence of lamivudine-resistant hepatitis B virus.

PubMed Central

Burroughs, N J; Pillay, D; Mutimer, D

1999-01-01

Bayesian analysis using a virus dynamics model is demonstrated to facilitate hypothesis testing of patterns in clinical time-series. Our Markov chain Monte Carlo implementation demonstrates that the viraemia time-series observed in two sets of hepatitis B patients on antiviral (lamivudine) therapy, chronic carriers and liver transplant patients, are significantly different, overcoming clinical trial design differences that question the validity of non-parametric tests. We show that lamivudine-resistant mutants grow faster in transplant patients than in chronic carriers, which probably explains the differences in emergence times and failure rates between these two sets of patients. Incorporation of dynamic models into Bayesian parameter analysis is of general applicability in medical statistics. PMID:10643081

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

PubMed

Kawrakow, I

2000-03-01

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

Light-Nuclei Spectra from Chiral Dynamics

NASA Astrophysics Data System (ADS)

Piarulli, M.; Baroni, A.; Girlanda, L.; Kievsky, A.; Lovato, A.; Lusk, Ewing; Marcucci, L. E.; Pieper, Steven C.; Schiavilla, R.; Viviani, M.; Wiringa, R. B.

2018-02-01

In recent years local chiral interactions have been derived and implemented in quantum Monte Carlo methods in order to test to what extent the chiral effective field theory framework impacts our knowledge of few- and many-body systems. In this Letter, we present Green's function Monte Carlo calculations of light nuclei based on the family of local two-body interactions presented by our group in a previous paper in conjunction with chiral three-body interactions fitted to bound- and scattering-state observables in the three-nucleon sector. These interactions include Δ intermediate states in their two-pion-exchange components. We obtain predictions for the energy levels and level ordering of nuclei in the mass range A =4 - 12 , accurate to ≤2 % of the binding energy, in very satisfactory agreement with experimental data.

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.

The Wang-Landau Sampling Algorithm

NASA Astrophysics Data System (ADS)

Landau, David P.

2003-03-01

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

Use of SCALE Continuous-Energy Monte Carlo Tools for Eigenvalue Sensitivity Coefficient Calculations

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

Perfetti, Christopher M; Rearden, Bradley T

2013-01-01

The TSUNAMI code within the SCALE code system makes use of eigenvalue sensitivity coefficients for an extensive number of criticality safety applications, such as quantifying the data-induced uncertainty in the eigenvalue of critical systems, assessing the neutronic similarity between different critical systems, and guiding nuclear data adjustment studies. The need to model geometrically complex systems with improved fidelity and the desire to extend TSUNAMI analysis to advanced applications has motivated the development of a methodology for calculating sensitivity coefficients in continuous-energy (CE) Monte Carlo applications. The CLUTCH and Iterated Fission Probability (IFP) eigenvalue sensitivity methods were recently implemented in themore » CE KENO framework to generate the capability for TSUNAMI-3D to perform eigenvalue sensitivity calculations in continuous-energy applications. This work explores the improvements in accuracy that can be gained in eigenvalue and eigenvalue sensitivity calculations through the use of the SCALE CE KENO and CE TSUNAMI continuous-energy Monte Carlo tools as compared to multigroup tools. The CE KENO and CE TSUNAMI tools were used to analyze two difficult models of critical benchmarks, and produced eigenvalue and eigenvalue sensitivity coefficient results that showed a marked improvement in accuracy. The CLUTCH sensitivity method in particular excelled in terms of efficiency and computational memory requirements.« less

Parallel and Portable Monte Carlo Particle Transport

NASA Astrophysics Data System (ADS)

Lee, S. R.; Cummings, J. C.; Nolen, S. D.; Keen, N. D.

1997-08-01

We have developed a multi-group, Monte Carlo neutron transport code in C++ using object-oriented methods and the Parallel Object-Oriented Methods and Applications (POOMA) class library. This transport code, called MC++, currently computes k and α eigenvalues of the neutron transport equation on a rectilinear computational mesh. It is portable to and runs in parallel on a wide variety of platforms, including MPPs, clustered SMPs, and individual workstations. It contains appropriate classes and abstractions for particle transport and, through the use of POOMA, for portable parallelism. Current capabilities are discussed, along with physics and performance results for several test problems on a variety of hardware, including all three Accelerated Strategic Computing Initiative (ASCI) platforms. Current parallel performance indicates the ability to compute α-eigenvalues in seconds or minutes rather than days or weeks. Current and future work on the implementation of a general transport physics framework (TPF) is also described. This TPF employs modern C++ programming techniques to provide simplified user interfaces, generic STL-style programming, and compile-time performance optimization. Physics capabilities of the TPF will be extended to include continuous energy treatments, implicit Monte Carlo algorithms, and a variety of convergence acceleration techniques such as importance combing.

Population Synthesis of Radio and Y-ray Normal, Isolated Pulsars Using Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Billman, Caleb; Gonthier, P. L.; Harding, A. K.

2013-04-01

We present preliminary results of a population statistics study of normal pulsars (NP) from the Galactic disk using Markov Chain Monte Carlo techniques optimized according to two different methods. The first method compares the detected and simulated cumulative distributions of series of pulsar characteristics, varying the model parameters to maximize the overall agreement. The advantage of this method is that the distributions do not have to be binned. The other method varies the model parameters to maximize the log of the maximum likelihood obtained from the comparisons of four-two dimensional distributions of radio and γ-ray pulsar characteristics. The advantage of this method is that it provides a confidence region of the model parameter space. The computer code simulates neutron stars at birth using Monte Carlo procedures and evolves them to the present assuming initial spatial, kick velocity, magnetic field, and period distributions. Pulsars are spun down to the present and given radio and γ-ray emission characteristics, implementing an empirical γ-ray luminosity model. A comparison group of radio NPs detected in ten-radio surveys is used to normalize the simulation, adjusting the model radio luminosity to match a birth rate. We include the Fermi pulsars in the forthcoming second pulsar catalog. We present preliminary results comparing the simulated and detected distributions of radio and γ-ray NPs along with a confidence region in the parameter space of the assumed models. We express our gratitude for the generous support of the National Science Foundation (REU and RUI), Fermi Guest Investigator Program and the NASA Astrophysics Theory and Fundamental Program.

A simple methodology for characterization of germanium coaxial detectors by using Monte Carlo simulation and evolutionary algorithms.

PubMed

Guerra, J G; Rubiano, J G; Winter, G; Guerra, A G; Alonso, H; Arnedo, M A; Tejera, A; Gil, J M; Rodríguez, R; Martel, P; Bolivar, J P

2015-11-01

The determination in a sample of the activity concentration of a specific radionuclide by gamma spectrometry needs to know the full energy peak efficiency (FEPE) for the energy of interest. The difficulties related to the experimental calibration make it advisable to have alternative methods for FEPE determination, such as the simulation of the transport of photons in the crystal by the Monte Carlo method, which requires an accurate knowledge of the characteristics and geometry of the detector. The characterization process is mainly carried out by Canberra Industries Inc. using proprietary techniques and methodologies developed by that company. It is a costly procedure (due to shipping and to the cost of the process itself) and for some research laboratories an alternative in situ procedure can be very useful. The main goal of this paper is to find an alternative to this costly characterization process, by establishing a method for optimizing the parameters of characterizing the detector, through a computational procedure which could be reproduced at a standard research lab. This method consists in the determination of the detector geometric parameters by using Monte Carlo simulation in parallel with an optimization process, based on evolutionary algorithms, starting from a set of reference FEPEs determined experimentally or computationally. The proposed method has proven to be effective and simple to implement. It provides a set of characterization parameters which it has been successfully validated for different source-detector geometries, and also for a wide range of environmental samples and certified materials. Copyright © 2015 Elsevier Ltd. All rights reserved.

Implementing Shared Memory Parallelism in MCBEND

NASA Astrophysics Data System (ADS)

Bird, Adam; Long, David; Dobson, Geoff

2017-09-01

MCBEND is a general purpose radiation transport Monte Carlo code from AMEC Foster Wheelers's ANSWERS® Software Service. MCBEND is well established in the UK shielding community for radiation shielding and dosimetry assessments. The existing MCBEND parallel capability effectively involves running the same calculation on many processors. This works very well except when the memory requirements of a model restrict the number of instances of a calculation that will fit on a machine. To more effectively utilise parallel hardware OpenMP has been used to implement shared memory parallelism in MCBEND. This paper describes the reasoning behind the choice of OpenMP, notes some of the challenges of multi-threading an established code such as MCBEND and assesses the performance of the parallel method implemented in MCBEND.

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.

A novel hybrid scattering order-dependent variance reduction method for Monte Carlo simulations of radiative transfer in cloudy atmosphere

NASA Astrophysics Data System (ADS)

Wang, Zhen; Cui, Shengcheng; Yang, Jun; Gao, Haiyang; Liu, Chao; Zhang, Zhibo

2017-03-01

We present a novel hybrid scattering order-dependent variance reduction method to accelerate the convergence rate in both forward and backward Monte Carlo radiative transfer simulations involving highly forward-peaked scattering phase function. This method is built upon a newly developed theoretical framework that not only unifies both forward and backward radiative transfer in scattering-order-dependent integral equation, but also generalizes the variance reduction formalism in a wide range of simulation scenarios. In previous studies, variance reduction is achieved either by using the scattering phase function forward truncation technique or the target directional importance sampling technique. Our method combines both of them. A novel feature of our method is that all the tuning parameters used for phase function truncation and importance sampling techniques at each order of scattering are automatically optimized by the scattering order-dependent numerical evaluation experiments. To make such experiments feasible, we present a new scattering order sampling algorithm by remodeling integral radiative transfer kernel for the phase function truncation method. The presented method has been implemented in our Multiple-Scaling-based Cloudy Atmospheric Radiative Transfer (MSCART) model for validation and evaluation. The main advantage of the method is that it greatly improves the trade-off between numerical efficiency and accuracy order by order.

Inventory Uncertainty Quantification using TENDL Covariance Data in Fispact-II

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

Eastwood, J.W.; Morgan, J.G.; Sublet, J.-Ch., E-mail: jean-christophe.sublet@ccfe.ac.uk

2015-01-15

The new inventory code Fispact-II provides predictions of inventory, radiological quantities and their uncertainties using nuclear data covariance information. Central to the method is a novel fast pathways search algorithm using directed graphs. The pathways output provides (1) an aid to identifying important reactions, (2) fast estimates of uncertainties, (3) reduced models that retain important nuclides and reactions for use in the code's Monte Carlo sensitivity analysis module. Described are the methods that are being implemented for improving uncertainty predictions, quantification and propagation using the covariance data that the recent nuclear data libraries contain. In the TENDL library, above themore » upper energy of the resolved resonance range, a Monte Carlo method in which the covariance data come from uncertainties of the nuclear model calculations is used. The nuclear data files are read directly by FISPACT-II without any further intermediate processing. Variance and covariance data are processed and used by FISPACT-II to compute uncertainties in collapsed cross sections, and these are in turn used to predict uncertainties in inventories and all derived radiological data.« less

The next GUM and its proposals: a comparison study

NASA Astrophysics Data System (ADS)

Damasceno, J. C.; Couto, P. R. G.

2018-03-01

The Guide to the Expression of Uncertainty in Measurement (GUM) is currently under revision. New proposals for its implementation were circulated in the form of a draft document. Two of the main changes are explored in this work using a Brinell hardness model example. Changes in the evaluation of uncertainty for repeated indications and in the construction of coverage intervals are compared with the classic GUM and with Monte Carlo simulation method.

Quantum Monte Carlo studies of solvated systems

NASA Astrophysics Data System (ADS)

Schwarz, Kathleen; Letchworth Weaver, Kendra; Arias, T. A.; Hennig, Richard G.

2011-03-01

Solvation qualitatively alters the energetics of diverse processes from protein folding to reactions on catalytic surfaces. An explicit description of the solvent in quantum-mechanical calculations requires both a large number of electrons and exploration of a large number of configurations in the phase space of the solvent. These problems can be circumvented by including the effects of solvent through a rigorous classical density-functional description of the liquid environment, thereby yielding free energies and thermodynamic averages directly, while eliminating the need for explicit consideration of the solvent electrons. We have implemented and tested this approach within the CASINO Quantum Monte Carlo code. Our method is suitable for calculations in any basis within CASINO, including b-spline and plane wave trial wavefunctions, and is equally applicable to molecules, surfaces, and crystals. For our preliminary test calculations, we use a simplified description of the solvent in terms of an isodensity continuum dielectric solvation approach, though the method is fully compatible with more reliable descriptions of the solvent we shall employ in the future.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2014-06-01

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

[Prevalence of breastfeeding in the city of São Carlos, São Paulo

PubMed

Montrone, V G; Arantes, C I

2000-01-01

OBJECTIVE: To verify the prevalence of breastfeeding in the city of São Carlos. METHOD: For the collection and treatment of data regarding prevalence of breastfeeding we used the LACMAT 3.3 program. During Vacination National Day (1998, August 15) 3,326 persons responsible for children 2 years old or younger were interviewed. RESULTS: It was verified that 52.4% of the children under a month old were on exclusive breastfeeding. Out of 532 children under 4 months old, 73.3% were being breast fed: 37.8% exclusively breast fed and 17.3% under predominant breastfeeding. It was observed that 31.7% of the children under 4 months received some other form of nourishment, such as fruit and mush, and on the fifth month, this percentage went to 62.3%. CONCLUSIONS: The results of this study demonstrated that the situation of breastfeeding in São Carlos is far from what the WHO recommends, this confirming the need to implement actions of promotion, protection, and support to breastfeeding in the health public services of the municipality.

Discrete Diffusion Monte Carlo for Electron Thermal Transport

NASA Astrophysics Data System (ADS)

Chenhall, Jeffrey; Cao, Duc; Wollaeger, Ryan; Moses, Gregory

2014-10-01

The iSNB (implicit Schurtz Nicolai Busquet electron thermal transport method of Cao et al. is adapted to a Discrete Diffusion Monte Carlo (DDMC) solution method for eventual inclusion in a hybrid IMC-DDMC (Implicit Monte Carlo) method. The hybrid method will combine the efficiency of a diffusion method in short mean free path regions with the accuracy of a transport method in long mean free path regions. The Monte Carlo nature of the approach allows the algorithm to be massively parallelized. Work to date on the iSNB-DDMC method will be presented. This work was supported by Sandia National Laboratory - Albuquerque.

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

PubMed

Beentjes, Casper H L; Baker, Ruth E

2018-05-25

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

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

PubMed

Ng, C M

2013-10-01

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

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

On coupling fluid plasma and kinetic neutral physics models

DOE PAGES

Joseph, I.; Rensink, M. E.; Stotler, D. P.; ...

2017-03-01

The coupled fluid plasma and kinetic neutral physics equations are analyzed through theory and simulation of benchmark cases. It is shown that coupling methods that do not treat the coupling rates implicitly are restricted to short time steps for stability. Fast charge exchange, ionization and recombination coupling rates exist, even after constraining the solution by requiring that the neutrals are at equilibrium. For explicit coupling, the present implementation of Monte Carlo correlated sampling techniques does not allow for complete convergence in slab geometry. For the benchmark case, residuals decay with particle number and increase with grid size, indicating that theymore » scale in a manner that is similar to the theoretical prediction for nonlinear bias error. Progress is reported on implementation of a fully implicit Jacobian-free Newton–Krylov coupling scheme. The present block Jacobi preconditioning method is still sensitive to time step and methods that better precondition the coupled system are under investigation.« less

Three-dimensional Monte Carlo calculation of atmospheric thermal heating rates

NASA Astrophysics Data System (ADS)

Klinger, Carolin; Mayer, Bernhard

2014-09-01

We present a fast Monte Carlo method for thermal heating and cooling rates in three-dimensional atmospheres. These heating/cooling rates are relevant particularly in broken cloud fields. We compare forward and backward photon tracing methods and present new variance reduction methods to speed up the calculations. For this application it turns out that backward tracing is in most cases superior to forward tracing. Since heating rates may be either calculated as the difference between emitted and absorbed power per volume or alternatively from the divergence of the net flux, both approaches have been tested. We found that the absorption/emission method is superior (with respect to computational time for a given uncertainty) if the optical thickness of the grid box under consideration is smaller than about 5 while the net flux divergence may be considerably faster for larger optical thickness. In particular, we describe the following three backward tracing methods: the first and most simple method (EMABS) is based on a random emission of photons in the grid box of interest and a simple backward tracing. Since only those photons which cross the grid box boundaries contribute to the heating rate, this approach behaves poorly for large optical thicknesses which are common in the thermal spectral range. For this reason, the second method (EMABS_OPT) uses a variance reduction technique to improve the distribution of the photons in a way that more photons are started close to the grid box edges and thus contribute to the result which reduces the uncertainty. The third method (DENET) uses the flux divergence approach where - in backward Monte Carlo - all photons contribute to the result, but in particular for small optical thickness the noise becomes large. The three methods have been implemented in MYSTIC (Monte Carlo code for the phYSically correct Tracing of photons In Cloudy atmospheres). All methods are shown to agree within the photon noise with each other and with a discrete ordinate code for a one-dimensional case. Finally a hybrid method is built using a combination of EMABS_OPT and DENET, and application examples are shown. It should be noted that for this application, only little improvement is gained by EMABS_OPT compared to EMABS.

Status of the Monte Carlo library least-squares (MCLLS) approach for non-linear radiation analyzer problems

NASA Astrophysics Data System (ADS)

Gardner, Robin P.; Xu, Libai

2009-10-01

The Center for Engineering Applications of Radioisotopes (CEAR) has been working for over a decade on the Monte Carlo library least-squares (MCLLS) approach for treating non-linear radiation analyzer problems including: (1) prompt gamma-ray neutron activation analysis (PGNAA) for bulk analysis, (2) energy-dispersive X-ray fluorescence (EDXRF) analyzers, and (3) carbon/oxygen tool analysis in oil well logging. This approach essentially consists of using Monte Carlo simulation to generate the libraries of all the elements to be analyzed plus any other required background libraries. These libraries are then used in the linear library least-squares (LLS) approach with unknown sample spectra to analyze for all elements in the sample. Iterations of this are used until the LLS values agree with the composition used to generate the libraries. The current status of the methods (and topics) necessary to implement the MCLLS approach is reported. This includes: (1) the Monte Carlo codes such as CEARXRF, CEARCPG, and CEARCO for forward generation of the necessary elemental library spectra for the LLS calculation for X-ray fluorescence, neutron capture prompt gamma-ray analyzers, and carbon/oxygen tools; (2) the correction of spectral pulse pile-up (PPU) distortion by Monte Carlo simulation with the code CEARIPPU; (3) generation of detector response functions (DRF) for detectors with linear and non-linear responses for Monte Carlo simulation of pulse-height spectra; and (4) the use of the differential operator (DO) technique to make the necessary iterations for non-linear responses practical. In addition to commonly analyzed single spectra, coincidence spectra or even two-dimensional (2-D) coincidence spectra can also be used in the MCLLS approach and may provide more accurate results.

Light-Nuclei Spectra from Chiral Dynamics

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

Piarulli, M.; Baroni, A.; Girlanda, L.

In recent years local chiral interactions have been derived and implemented in quantum Monte Carlo methods in order to test to what extent the chiral effective field theory framework impacts our knowledge of few- and many-body systems. Here in this Letter, we present Green’s function Monte Carlo calculations of light nuclei based on the family of local two-body interactions presented by our group in a previous paper in conjunction with chiral three-body interactions fitted to bound- and scattering-state observables in the three-nucleon sector. These interactions include Δ intermediate states in their two-pion-exchange components. We obtain predictions for the energy levelsmore » and level ordering of nuclei in the mass range A=4–12, accurate to ≤2% of the binding energy, in very satisfactory agreement with experimental data.« less

Exploring Neutrino Oscillation Parameter Space with a Monte Carlo Algorithm

NASA Astrophysics Data System (ADS)

Espejel, Hugo; Ernst, David; Cogswell, Bernadette; Latimer, David

2015-04-01

The χ2 (or likelihood) function for a global analysis of neutrino oscillation data is first calculated as a function of the neutrino mixing parameters. A computational challenge is to obtain the minima or the allowed regions for the mixing parameters. The conventional approach is to calculate the χ2 (or likelihood) function on a grid for a large number of points, and then marginalize over the likelihood function. As the number of parameters increases with the number of neutrinos, making the calculation numerically efficient becomes necessary. We implement a new Monte Carlo algorithm (D. Foreman-Mackey, D. W. Hogg, D. Lang and J. Goodman, Publications of the Astronomical Society of the Pacific, 125 306 (2013)) to determine its computational efficiency at finding the minima and allowed regions. We examine a realistic example to compare the historical and the new methods.

Light-Nuclei Spectra from Chiral Dynamics

DOE PAGES

Piarulli, M.; Baroni, A.; Girlanda, L.; ...

2018-02-01

In recent years local chiral interactions have been derived and implemented in quantum Monte Carlo methods in order to test to what extent the chiral effective field theory framework impacts our knowledge of few- and many-body systems. Here in this Letter, we present Green’s function Monte Carlo calculations of light nuclei based on the family of local two-body interactions presented by our group in a previous paper in conjunction with chiral three-body interactions fitted to bound- and scattering-state observables in the three-nucleon sector. These interactions include Δ intermediate states in their two-pion-exchange components. We obtain predictions for the energy levelsmore » and level ordering of nuclei in the mass range A=4–12, accurate to ≤2% of the binding energy, in very satisfactory agreement with experimental data.« less

Kinetic Monte Carlo simulation of dopant-defect systems under submicrosecond laser thermal processes

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

Fisicaro, G.; Pelaz, Lourdes; Lopez, P.

2012-11-06

An innovative Kinetic Monte Carlo (KMC) code has been developed, which rules the post-implant kinetics of the defects system in the extremely far-from-the equilibrium conditions caused by the laser irradiation close to the liquid-solid interface. It considers defect diffusion, annihilation and clustering. The code properly implements, consistently to the stochastic formalism, the fast varying local event rates related to the thermal field T(r,t) evolution. This feature of our numerical method represents an important advancement with respect to current state of the art KMC codes. The reduction of the implantation damage and its reorganization in defect aggregates are studied as amore » function of the process conditions. Phosphorus activation efficiency, experimentally determined in similar conditions, has been related to the emerging damage scenario.« less

Monte Carlo closure for moment-based transport schemes in general relativistic radiation hydrodynamic simulations

NASA Astrophysics Data System (ADS)

Foucart, Francois

2018-04-01

General relativistic radiation hydrodynamic simulations are necessary to accurately model a number of astrophysical systems involving black holes and neutron stars. Photon transport plays a crucial role in radiatively dominated accretion discs, while neutrino transport is critical to core-collapse supernovae and to the modelling of electromagnetic transients and nucleosynthesis in neutron star mergers. However, evolving the full Boltzmann equations of radiative transport is extremely expensive. Here, we describe the implementation in the general relativistic SPEC code of a cheaper radiation hydrodynamic method that theoretically converges to a solution of Boltzmann's equation in the limit of infinite numerical resources. The algorithm is based on a grey two-moment scheme, in which we evolve the energy density and momentum density of the radiation. Two-moment schemes require a closure that fills in missing information about the energy spectrum and higher order moments of the radiation. Instead of the approximate analytical closure currently used in core-collapse and merger simulations, we complement the two-moment scheme with a low-accuracy Monte Carlo evolution. The Monte Carlo results can provide any or all of the missing information in the evolution of the moments, as desired by the user. As a first test of our methods, we study a set of idealized problems demonstrating that our algorithm performs significantly better than existing analytical closures. We also discuss the current limitations of our method, in particular open questions regarding the stability of the fully coupled scheme.

Advanced Computational Methods for Monte Carlo Calculations

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

Brown, Forrest B.

This course is intended for graduate students who already have a basic understanding of Monte Carlo methods. It focuses on advanced topics that may be needed for thesis research, for developing new state-of-the-art methods, or for working with modern production Monte Carlo codes.

Vectorized Monte Carlo methods for reactor lattice analysis

NASA Technical Reports Server (NTRS)

Brown, F. B.

1984-01-01

Some of the new computational methods and equivalent mathematical representations of physics models used in the MCV code, a vectorized continuous-enery Monte Carlo code for use on the CYBER-205 computer are discussed. While the principal application of MCV is the neutronics analysis of repeating reactor lattices, the new methods used in MCV should be generally useful for vectorizing Monte Carlo for other applications. For background, a brief overview of the vector processing features of the CYBER-205 is included, followed by a discussion of the fundamentals of Monte Carlo vectorization. The physics models used in the MCV vectorized Monte Carlo code are then summarized. The new methods used in scattering analysis are presented along with details of several key, highly specialized computational routines. Finally, speedups relative to CDC-7600 scalar Monte Carlo are discussed.

A new class of accelerated kinetic Monte Carlo algorithms

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

Bulatov, V V; Oppelstrup, T; Athenes, M

2011-11-30

Kinetic (aka dynamic) Monte Carlo (KMC) is a powerful method for numerical simulations of time dependent evolution applied in a wide range of contexts including biology, chemistry, physics, nuclear sciences, financial engineering, etc. Generally, in a KMC the time evolution takes place one event at a time, where the sequence of events and the time intervals between them are selected (or sampled) using random numbers. While details of the method implementation vary depending on the model and context, there exist certain common issues that limit KMC applicability in almost all applications. Among such is the notorious 'flicker problem' where themore » same states of the systems are repeatedly visited but otherwise no essential evolution is observed. In its simplest form the flicker problem arises when two states are connected to each other by transitions whose rates far exceed the rates of all other transitions out of the same two states. In such cases, the model will endlessly hop between the two states otherwise producing no meaningful evolution. In most situation of practical interest, the trapping cluster includes more than two states making the flicker somewhat more difficult to detect and to deal with. Several methods have been proposed to overcome or mitigate the flicker problem, exactly [1-3] or approximately [4,5]. Of the exact methods, the one proposed by Novotny [1] is perhaps most relevant to our research. Novotny formulates the problem of escaping from a trapping cluster as a Markov system with absorbing states. Given an initial state inside the cluster, it is in principle possible to solve the Master Equation for the time dependent probabilities to find the walker in a given state (transient or absorbing) of the cluster at any time in the future. Novotny then proceeds to demonstrate implementation of his general method to trapping clusters containing the initial state plus one or two transient states and all of their absorbing states. Similar methods have been subsequently proposed in [refs] but applied in a different context. The most serious deficiency of the earlier methods is that size of the trapping cluster size is fixed and often too small to bring substantial simulation speedup. Furthermore, the overhead associated with solving for the probability distribution on the trapping cluster sometimes makes such simulations less efficient than the standard KMC. Here we report on a general and exact accelerated kinetic Monte Carlo algorithm generally applicable to arbitrary Markov models1. Two different implementations are attempted both based on incremental expansion of trapping sub-set of Markov states: (1) numerical solution of the Master Equation with absorbing states and (2) incremental graph reduction followed by randomization. Of the two implementations, the 2nd one performs better allowing, for the first time, to overcome trapping basins spanning several million Markov states. The new method is used for simulations of anomalous diffusion on a 2D substrate and of the kinetics of diffusive 1st order phase transformations in binary alloys. Depending on temperature and (alloy) super-saturation conditions, speedups of 3 to 7 orders of magnitude are demonstrated, with no compromise of simulation accuracy.« less

Hybrid Parallelization of Adaptive MHD-Kinetic Module in Multi-Scale Fluid-Kinetic Simulation Suite

DOE PAGES

Borovikov, Sergey; Heerikhuisen, Jacob; Pogorelov, Nikolai

2013-04-01

The Multi-Scale Fluid-Kinetic Simulation Suite has a computational tool set for solving partially ionized flows. In this paper we focus on recent developments of the kinetic module which solves the Boltzmann equation using the Monte-Carlo method. The module has been recently redesigned to utilize intra-node hybrid parallelization. We describe in detail the redesign process, implementation issues, and modifications made to the code. Finally, we conduct a performance analysis.

A Concise Analysis of Argentina’s Post-Junta Reform of Its Major Security Services

DTIC Science & Technology

2006-12-01

Carlos Menem (1989–99), respectively a radical and a Peronist, implemented civil-military reform of the security forces. Initially, the reforms...purging the ranks, while Menem used indirect methods, while pointing to the on-going economic crisis to legitimize continuation of his reforms. In all...Politics 35, no. 1 (October 2002): 1. 93 Ibid., 2 94 David Pion-Berlin, 110. 39 civilian government, whereas Menem took advantage of the general

Dosimetric evaluation of the clinical implementation of the first commercial IMRT Monte Carlo treatment planning system at 6 MV

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

Heath, Emily; Seuntjens, Jan; Sheikh-Bagheri, Daryoush

2004-10-01

In this work we dosimetrically evaluated the clinical implementation of a commercial Monte Carlo treatment planning software (PEREGRINE, North American Scientific, Cranberry Township, PA) intended for quality assurance (QA) of intensity modulated radiation therapy treatment plans. Dose profiles calculated in homogeneous and heterogeneous phantoms using this system were compared to both measurements and simulations using the EGSnrc Monte Carlo code for the 6 MV beam of a Varian CL21EX linear accelerator. For simple jaw-defined fields, calculations agree within 2% of the dose at d{sub max} with measurements in homogeneous phantoms with the exception of the buildup region where the calculationsmore » overestimate the dose by up to 8%. In heterogeneous lung and bone phantoms the agreement is within 3%, on average, up to 5% for a 1x1 cm{sup 2} field. We tested two consecutive implementations of the MLC model. After matching the calculated and measured MLC leakage, simulations of static and dynamic MLC-defined fields using the most recent MLC model agreed to within 2% with measurements.« less

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…

Systematic evaluation of a time-domain Monte Carlo fitting routine to estimate the adult brain optical properties

NASA Astrophysics Data System (ADS)

Selb, Juliette; Ogden, Tyler M.; Dubb, Jay; Fang, Qianqian; Boas, David A.

2013-03-01

Time-domain near-infrared spectroscopy (TD-NIRS) offers the ability to measure the absolute baseline optical properties of a tissue. Specifically, for brain imaging, the robust assessment of cerebral blood volume and oxygenation based on measurement of cerebral hemoglobin concentrations is essential for reliable cross-sectional and longitudinal studies. In adult heads, these baseline measurements are complicated by the presence of thick extra-cerebral tissue (scalp, skull, CSF). A simple semi-infinite homogeneous model of the head has proven to have limited use because of the large errors it introduces in the recovered brain absorption. Analytical solutions for layered media have shown improved performance on Monte-Carlo simulated data and layered phantom experiments, but their validity on real adult head data has never been demonstrated. With the advance of fast Monte Carlo approaches based on GPU computation, numerical methods to solve the radiative transfer equation become viable alternatives to analytical solutions of the diffusion equation. Monte Carlo approaches provide the additional advantage to be adaptable to any geometry, in particular more realistic head models. The goals of the present study were twofold: (1) to implement a fast and flexible Monte Carlo-based fitting routine to retrieve the brain optical properties; (2) to characterize the performances of this fitting method on realistic adult head data. We generated time-resolved data at various locations over the head, and fitted them with different models of light propagation: the homogeneous analytical model, and Monte Carlo simulations for three head models: a two-layer slab, the true subject's anatomy, and that of a generic atlas head. We found that the homogeneous model introduced a median 20 to 25% error on the recovered brain absorption, with large variations over the range of true optical properties. The two-layer slab model only improved moderately the results over the homogeneous one. On the other hand, using a generic atlas head registered to the subject's head surface decreased the error by a factor of 2. When the information is available, using the true subject anatomy offers the best performance.

Adaptive measurement selection for progressive damage estimation

NASA Astrophysics Data System (ADS)

Zhou, Wenfan; Kovvali, Narayan; Papandreou-Suppappola, Antonia; Chattopadhyay, Aditi; Peralta, Pedro

2011-04-01

Noise and interference in sensor measurements degrade the quality of data and have a negative impact on the performance of structural damage diagnosis systems. In this paper, a novel adaptive measurement screening approach is presented to automatically select the most informative measurements and use them intelligently for structural damage estimation. The method is implemented efficiently in a sequential Monte Carlo (SMC) setting using particle filtering. The noise suppression and improved damage estimation capability of the proposed method is demonstrated by an application to the problem of estimating progressive fatigue damage in an aluminum compact-tension (CT) sample using noisy PZT sensor measurements.

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.

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

NASA Astrophysics Data System (ADS)

Crevillén-García, D.; Power, H.

2017-08-01

In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen-Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error.

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

PubMed

Crevillén-García, D; Power, H

2017-08-01

In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen-Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error.

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

PubMed Central

Power, H.

2017-01-01

In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen–Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error. PMID:28878974

A method for converting dose-to-medium to dose-to-tissue in Monte Carlo studies of gold nanoparticle-enhanced radiotherapy

NASA Astrophysics Data System (ADS)

Koger, B.; Kirkby, C.

2016-03-01

Gold nanoparticles (GNPs) have shown potential in recent years as a means of therapeutic dose enhancement in radiation therapy. However, a major challenge in moving towards clinical implementation is the exact characterisation of the dose enhancement they provide. Monte Carlo studies attempt to explore this property, but they often face computational limitations when examining macroscopic scenarios. In this study, a method of converting dose from macroscopic simulations, where the medium is defined as a mixture containing both gold and tissue components, to a mean dose-to-tissue on a microscopic scale was established. Monte Carlo simulations were run for both explicitly-modeled GNPs in tissue and a homogeneous mixture of tissue and gold. A dose ratio was obtained for the conversion of dose scored in a mixture medium to dose-to-tissue in each case. Dose ratios varied from 0.69 to 1.04 for photon sources and 0.97 to 1.03 for electron sources. The dose ratio is highly dependent on the source energy as well as GNP diameter and concentration, though this effect is less pronounced for electron sources. By appropriately weighting the monoenergetic dose ratios obtained, the dose ratio for any arbitrary spectrum can be determined. This allows complex scenarios to be modeled accurately without explicitly simulating each individual GNP.

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

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components

NASA Technical Reports Server (NTRS)

1991-01-01

This annual report summarizes the work completed during the third year of technical effort on the referenced contract. Principal developments continue to focus on the Probabilistic Finite Element Method (PFEM) which has been under development for three years. Essentially all of the linear capabilities within the PFEM code are in place. Major progress in the application or verifications phase was achieved. An EXPERT module architecture was designed and partially implemented. EXPERT is a user interface module which incorporates an expert system shell for the implementation of a rule-based interface utilizing the experience and expertise of the user community. The Fast Probability Integration (FPI) Algorithm continues to demonstrate outstanding performance characteristics for the integration of probability density functions for multiple variables. Additionally, an enhanced Monte Carlo simulation algorithm was developed and demonstrated for a variety of numerical strategies.

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…

FluorWPS: A Monte Carlo ray-tracing model to compute sun-induced chlorophyll fluorescence of three-dimensional canopy

USDA-ARS?s Scientific Manuscript database

A model to simulate radiative transfer (RT) of sun-induced chlorophyll fluorescence (SIF) of three-dimensional (3-D) canopy, FluorWPS, was proposed and evaluated. The inclusion of fluorescence excitation was implemented with the ‘weight reduction’ and ‘photon spread’ concepts based on Monte Carlo ra...

Markov Chain Monte Carlo Estimation of Item Parameters for the Generalized Graded Unfolding Model

ERIC Educational Resources Information Center

de la Torre, Jimmy; Stark, Stephen; Chernyshenko, Oleksandr S.

2006-01-01

The authors present a Markov Chain Monte Carlo (MCMC) parameter estimation procedure for the generalized graded unfolding model (GGUM) and compare it to the marginal maximum likelihood (MML) approach implemented in the GGUM2000 computer program, using simulated and real personality data. In the simulation study, test length, number of response…

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

Noise in Neuronal and Electronic Circuits: A General Modeling Framework and Non-Monte Carlo Simulation Techniques.

PubMed

Kilinc, Deniz; Demir, Alper

2017-08-01

The brain is extremely energy efficient and remarkably robust in what it does despite the considerable variability and noise caused by the stochastic mechanisms in neurons and synapses. Computational modeling is a powerful tool that can help us gain insight into this important aspect of brain mechanism. A deep understanding and computational design tools can help develop robust neuromorphic electronic circuits and hybrid neuroelectronic systems. In this paper, we present a general modeling framework for biological neuronal circuits that systematically captures the nonstationary stochastic behavior of ion channels and synaptic processes. In this framework, fine-grained, discrete-state, continuous-time Markov chain models of both ion channels and synaptic processes are treated in a unified manner. Our modeling framework features a mechanism for the automatic generation of the corresponding coarse-grained, continuous-state, continuous-time stochastic differential equation models for neuronal variability and noise. Furthermore, we repurpose non-Monte Carlo noise analysis techniques, which were previously developed for analog electronic circuits, for the stochastic characterization of neuronal circuits both in time and frequency domain. We verify that the fast non-Monte Carlo analysis methods produce results with the same accuracy as computationally expensive Monte Carlo simulations. We have implemented the proposed techniques in a prototype simulator, where both biological neuronal and analog electronic circuits can be simulated together in a coupled manner.

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

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.

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

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

Perfetti, Christopher M; Rearden, Bradley T

2014-01-01

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

Bayesian statistics and Monte Carlo methods

NASA Astrophysics Data System (ADS)

Koch, K. R.

2018-03-01

The Bayesian approach allows an intuitive way to derive the methods of statistics. Probability is defined as a measure of the plausibility of statements or propositions. Three rules are sufficient to obtain the laws of probability. If the statements refer to the numerical values of variables, the so-called random variables, univariate and multivariate distributions follow. They lead to the point estimation by which unknown quantities, i.e. unknown parameters, are computed from measurements. The unknown parameters are random variables, they are fixed quantities in traditional statistics which is not founded on Bayes' theorem. Bayesian statistics therefore recommends itself for Monte Carlo methods, which generate random variates from given distributions. Monte Carlo methods, of course, can also be applied in traditional statistics. The unknown parameters, are introduced as functions of the measurements, and the Monte Carlo methods give the covariance matrix and the expectation of these functions. A confidence region is derived where the unknown parameters are situated with a given probability. Following a method of traditional statistics, hypotheses are tested by determining whether a value for an unknown parameter lies inside or outside the confidence region. The error propagation of a random vector by the Monte Carlo methods is presented as an application. If the random vector results from a nonlinearly transformed vector, its covariance matrix and its expectation follow from the Monte Carlo estimate. This saves a considerable amount of derivatives to be computed, and errors of the linearization are avoided. The Monte Carlo method is therefore efficient. If the functions of the measurements are given by a sum of two or more random vectors with different multivariate distributions, the resulting distribution is generally not known. TheMonte Carlo methods are then needed to obtain the covariance matrix and the expectation of the sum.

[Medical Applications of the PHITS Code I: Recent Improvements and Biological Dose Estimation Model].

PubMed

Sato, Tatsuhiko; Furuta, Takuya; Hashimoto, Shintaro; Kuga, Naoya

2015-01-01

PHITS is a general purpose Monte Carlo particle transport simulation code developed through the collaboration of several institutes mainly in Japan. It can analyze the motion of nearly all radiations over wide energy ranges in 3-dimensional matters. It has been used for various applications including medical physics. This paper reviews the recent improvements of the code, together with the biological dose estimation method developed on the basis of the microdosimetric function implemented in PHITS.

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

PubMed

Seoane, Luís F; Ruttor, Andreas

2012-02-01

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

First-principles-based kinetic Monte Carlo studies of diffusion of hydrogen in Ni–Al and Ni–Fe binary alloys

DOE PAGES

Tafen, De Nyago

2015-02-14

The diffusion of dilute hydrogen in fcc Ni–Al and Ni–Fe binary alloys was examined using kinetic Monte Carlo method with input kinetic parameters obtained from first-principles density functional theory. The simulation involves the implementation of computationally efficient energy barrier model that describes the configuration dependence of the hydrogen hopping. The predicted hydrogen diffusion coefficients in Ni and Ni 89.4Fe 10.6 are compared well with the available experimental data. In Ni–Al, the model predicts lower hydrogen diffusivity compared to that in Ni. Overall, diffusion prefactors and the effective activation energies of H in Ni–Fe and Ni–Al are concentration dependent of themore » alloying element. Furthermore, the changes in their values are the results of the short-range order (nearest-neighbor) effect on the interstitial diffusion of hydrogen in fcc Ni-based alloys.« less

Elastic constants of hcp 4He: Path-integral Monte Carlo results versus experiment

NASA Astrophysics Data System (ADS)

Ardila, Luis Aldemar Peña; Vitiello, Silvio A.; de Koning, Maurice

2011-09-01

The elastic constants of hcp 4He are computed using the path-integral Monte Carlo (PIMC) method. The stiffness coefficients are obtained by imposing different distortions to a periodic cell containing 180 atoms, followed by measurement of the elements of the corresponding stress tensor. For this purpose an appropriate path-integral expression for the stress tensor observable is derived and implemented into the pimc++ package. In addition to allowing the determination of the elastic stiffness constants, this development also opens the way to an explicit atomistic determination of the Peierls stress for dislocation motion using the PIMC technique. A comparison of the results to available experimental data shows an overall good agreement of the density dependence of the elastic constants, with the single exception of C13. Additional calculations for the bcc phase, on the other hand, show good agreement for all elastic constants.

A technique for generating phase-space-based Monte Carlo beamlets in radiotherapy applications.

PubMed

Bush, K; Popescu, I A; Zavgorodni, S

2008-09-21

As radiotherapy treatment planning moves toward Monte Carlo (MC) based dose calculation methods, the MC beamlet is becoming an increasingly common optimization entity. At present, methods used to produce MC beamlets have utilized a particle source model (PSM) approach. In this work we outline the implementation of a phase-space-based approach to MC beamlet generation that is expected to provide greater accuracy in beamlet dose distributions. In this approach a standard BEAMnrc phase space is sorted and divided into beamlets with particles labeled using the inheritable particle history variable. This is achieved with the use of an efficient sorting algorithm, capable of sorting a phase space of any size into the required number of beamlets in only two passes. Sorting a phase space of five million particles can be achieved in less than 8 s on a single-core 2.2 GHz CPU. The beamlets can then be transported separately into a patient CT dataset, producing separate dose distributions (doselets). Methods for doselet normalization and conversion of dose to absolute units of Gy for use in intensity modulated radiation therapy (IMRT) plan optimization are also described.

Markov chain Monte Carlo linkage analysis: effect of bin width on the probability of linkage.

PubMed

Slager, S L; Juo, S H; Durner, M; Hodge, S E

2001-01-01

We analyzed part of the Genetic Analysis Workshop (GAW) 12 simulated data using Monte Carlo Markov chain (MCMC) methods that are implemented in the computer program Loki. The MCMC method reports the "probability of linkage" (PL) across the chromosomal regions of interest. The point of maximum PL can then be taken as a "location estimate" for the location of the quantitative trait locus (QTL). However, Loki does not provide a formal statistical test of linkage. In this paper, we explore how the bin width used in the calculations affects the max PL and the location estimate. We analyzed age at onset (AO) and quantitative trait number 5, Q5, from 26 replicates of the general simulated data in one region where we knew a major gene, MG5, is located. For each trait, we found the max PL and the corresponding location estimate, using four different bin widths. We found that bin width, as expected, does affect the max PL and the location estimate, and we recommend that users of Loki explore how their results vary with different bin widths.

Development of accelerated Raman and fluorescent Monte Carlo method

NASA Astrophysics Data System (ADS)

Dumont, Alexander P.; Patil, Chetan

2018-02-01

Monte Carlo (MC) modeling of photon propagation in turbid media is an essential tool for understanding optical interactions between light and tissue. Insight gathered from outputs of MC models assists in mapping between detected optical signals and bulk tissue optical properties, and as such, has proven useful for inverse calculations of tissue composition and optimization of the design of optical probes. MC models of Raman scattering have previously been implemented without consideration to background autofluorescence, despite its presence in raw measurements. Modeling both Raman and fluorescence profiles at high spectral resolution requires a significant increase in computation, but is more appropriate for investigating issues such as detection limits. We present a new Raman Fluorescence MC model developed atop an existing GPU parallelized MC framework that can run more than 300x times faster than CPU methods. The robust acceleration allows for the efficient production of both Raman and fluorescence outputs from the MC model. In addition, this model can handle arbitrary sample morphologies of excitation and collection geometries to more appropriately mimic experimental settings. We will present the model framework and initial results.

Surface tension and phase coexistence properties of the lattice fluid from a virtual site removal Monte Carlo strategy

NASA Astrophysics Data System (ADS)

Provata, Astero; Prassas, Vassilis D.; Theodorou, Doros N.

1997-10-01

A thin liquid film of lattice fluid in equilibrium with its vapor is studied in 2 and 3 dimensions with canonical Monte Carlo simulation (MC) and Self-Consistent Field Theory (SCF) in the temperature range 0.45Tc to Tc, where Tc the liquid-gas critical temperature. Extending the approach of Oates et al. [Philos. Mag. B 61, 337 (1990)] to anisotropic systems, we develop a method for the MC computation of the transverse and normal pressure profiles, hence of the surface tension, based on virtual removals of individual sites or blocks of sites from the system. Results from implementation of this new method, obtained at very modest computational cost, are in reasonable agreement with exact values and other MC estimates of the surface tension of the 2-d and 3-d model systems, respectively. SCF estimates of the interfacial density profiles, the surface tension, the vapor pressure curve and the binodal curve compare well with MC results away from Tc, but show the expected deviations at high temperatures.

Performance analysis of EM-based blind detection for ON-OFF keying modulation over atmospheric optical channels

NASA Astrophysics Data System (ADS)

Dabiri, Mohammad Taghi; Sadough, Seyed Mohammad Sajad

2018-04-01

In the free-space optical (FSO) links, atmospheric turbulence lead to scintillation in the received signal. Due to its ease of implementation, intensity modulation with direct detection (IM/DD) based on ON-OFF keying (OOK) is a popular signaling scheme in these systems. Over turbulence channel, to detect OOK symbols in a blind way, i.e., without sending pilot symbols, an expectation-maximization (EM)-based detection method was recently proposed in the literature related to free-space optical (FSO) communication. However, the performance of EM-based detection methods severely depends on the length of the observation interval (Ls). To choose the optimum values of Ls at target bit error rates (BER)s of FSO communications which are commonly lower than 10-9, Monte-Carlo simulations would be very cumbersome and require a very long processing time. To facilitate performance evaluation, in this letter we derive the analytic expressions for BER and outage probability. Numerical results validate the accuracy of our derived analytic expressions. Our results may serve to evaluate the optimum value for Ls without resorting to time-consuming Monte-Carlo simulations.

QMC Goes BOINC: Using Public Resource Computing to Perform Quantum Monte Carlo Calculations

NASA Astrophysics Data System (ADS)

Rainey, Cameron; Engelhardt, Larry; Schröder, Christian; Hilbig, Thomas

2008-10-01

Theoretical modeling of magnetic molecules traditionally involves the diagonalization of quantum Hamiltonian matrices. However, as the complexity of these molecules increases, the matrices become so large that this process becomes unusable. An additional challenge to this modeling is that many repetitive calculations must be performed, further increasing the need for computing power. Both of these obstacles can be overcome by using a quantum Monte Carlo (QMC) method and a distributed computing project. We have recently implemented a QMC method within the Spinhenge@home project, which is a Public Resource Computing (PRC) project where private citizens allow part-time usage of their PCs for scientific computing. The use of PRC for scientific computing will be described in detail, as well as how you can contribute to the project. See, e.g., L. Engelhardt, et. al., Angew. Chem. Int. Ed. 47, 924 (2008). C. Schröoder, in Distributed & Grid Computing - Science Made Transparent for Everyone. Principles, Applications and Supporting Communities. (Weber, M.H.W., ed., 2008). Project URL: http://spin.fh-bielefeld.de

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

Haugen, Carl C.; Forget, Benoit; Smith, Kord S.

Most high performance computing systems being deployed currently and envisioned for the future are based on making use of heavy parallelism across many computational nodes and many concurrent cores. These types of heavily parallel systems often have relatively little memory per core but large amounts of computing capability. This places a significant constraint on how data storage is handled in many Monte Carlo codes. This is made even more significant in fully coupled multiphysics simulations, which requires simulations of many physical phenomena be carried out concurrently on individual processing nodes, which further reduces the amount of memory available for storagemore » of Monte Carlo data. As such, there has been a move towards on-the-fly nuclear data generation to reduce memory requirements associated with interpolation between pre-generated large nuclear data tables for a selection of system temperatures. Methods have been previously developed and implemented in MIT’s OpenMC Monte Carlo code for both the resolved resonance regime and the unresolved resonance regime, but are currently absent for the thermal energy regime. While there are many components involved in generating a thermal neutron scattering cross section on-the-fly, this work will focus on a proposed method for determining the energy and direction of a neutron after a thermal incoherent inelastic scattering event. This work proposes a rejection sampling based method using the thermal scattering kernel to determine the correct outgoing energy and angle. The goal of this project is to be able to treat the full S (a, ß) kernel for graphite, to assist in high fidelity simulations of the TREAT reactor at Idaho National Laboratory. The method is, however, sufficiently general to be applicable in other thermal scattering materials, and can be initially validated with the continuous analytic free gas model.« less

Fission matrix-based Monte Carlo criticality analysis of fuel storage pools

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

Farlotti, M.; Ecole Polytechnique, Palaiseau, F 91128; Larsen, E. W.

2013-07-01

Standard Monte Carlo transport procedures experience difficulties in solving criticality problems in fuel storage pools. Because of the strong neutron absorption between fuel assemblies, source convergence can be very slow, leading to incorrect estimates of the eigenvalue and the eigenfunction. This study examines an alternative fission matrix-based Monte Carlo transport method that takes advantage of the geometry of a storage pool to overcome this difficulty. The method uses Monte Carlo transport to build (essentially) a fission matrix, which is then used to calculate the criticality and the critical flux. This method was tested using a test code on a simplemore » problem containing 8 assemblies in a square pool. The standard Monte Carlo method gave the expected eigenfunction in 5 cases out of 10, while the fission matrix method gave the expected eigenfunction in all 10 cases. In addition, the fission matrix method provides an estimate of the error in the eigenvalue and the eigenfunction, and it allows the user to control this error by running an adequate number of cycles. Because of these advantages, the fission matrix method yields a higher confidence in the results than standard Monte Carlo. We also discuss potential improvements of the method, including the potential for variance reduction techniques. (authors)« less

Random Numbers and Monte Carlo Methods

NASA Astrophysics Data System (ADS)

Scherer, Philipp O. J.

Many-body problems often involve the calculation of integrals of very high dimension which cannot be treated by standard methods. For the calculation of thermodynamic averages Monte Carlo methods are very useful which sample the integration volume at randomly chosen points. After summarizing some basic statistics, we discuss algorithms for the generation of pseudo-random numbers with given probability distribution which are essential for all Monte Carlo methods. We show how the efficiency of Monte Carlo integration can be improved by sampling preferentially the important configurations. Finally the famous Metropolis algorithm is applied to classical many-particle systems. Computer experiments visualize the central limit theorem and apply the Metropolis method to the traveling salesman problem.

Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification

NASA Astrophysics Data System (ADS)

Arnst, M.; Abello Álvarez, B.; Ponthot, J.-P.; Boman, R.

2017-11-01

This paper is concerned with the characterization and the propagation of errors associated with data limitations in polynomial-chaos-based stochastic methods for uncertainty quantification. Such an issue can arise in uncertainty quantification when only a limited amount of data is available. When the available information does not suffice to accurately determine the probability distributions that must be assigned to the uncertain variables, the Bayesian method for assigning these probability distributions becomes attractive because it allows the stochastic model to account explicitly for insufficiency of the available information. In previous work, such applications of the Bayesian method had already been implemented by using the Metropolis-Hastings and Gibbs Markov Chain Monte Carlo (MCMC) methods. In this paper, we present an alternative implementation, which uses an alternative MCMC method built around an Itô stochastic differential equation (SDE) that is ergodic for the Bayesian posterior. We draw together from the mathematics literature a number of formal properties of this Itô SDE that lend support to its use in the implementation of the Bayesian method, and we describe its discretization, including the choice of the free parameters, by using the implicit Euler method. We demonstrate the proposed methodology on a problem of uncertainty quantification in a complex nonlinear engineering application relevant to metal forming.

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.

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

PubMed

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

2007-12-01

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

Development of an effective dose coefficient database using a computational human phantom and Monte Carlo simulations to evaluate exposure dose for the usage of NORM-added consumer products.

PubMed

Yoo, Do Hyeon; Shin, Wook-Geun; Lee, Jaekook; Yeom, Yeon Soo; Kim, Chan Hyeong; Chang, Byung-Uck; Min, Chul Hee

2017-11-01

After the Fukushima accident in Japan, the Korean Government implemented the "Act on Protective Action Guidelines Against Radiation in the Natural Environment" to regulate unnecessary radiation exposure to the public. However, despite the law which came into effect in July 2012, an appropriate method to evaluate the equivalent and effective doses from naturally occurring radioactive material (NORM) in consumer products is not available. The aim of the present study is to develop and validate an effective dose coefficient database enabling the simple and correct evaluation of the effective dose due to the usage of NORM-added consumer products. To construct the database, we used a skin source method with a computational human phantom and Monte Carlo (MC) simulation. For the validation, the effective dose was compared between the database using interpolation method and the original MC method. Our result showed a similar equivalent dose across the 26 organs and a corresponding average dose between the database and the MC calculations of < 5% difference. The differences in the effective doses were even less, and the result generally show that equivalent and effective doses can be quickly calculated with the database with sufficient accuracy. Copyright © 2017 Elsevier Ltd. All rights reserved.

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.

Monte Carlo Modeling of Non-Local Electron Conduction in High Energy Density Plasmas

NASA Astrophysics Data System (ADS)

Chenhall, Jeffrey John

The implicit SNB (iSNB) non-local multigroup thermal electron conduction method of Schurtz et. al. [Phys. Plasmas 7, 4238 (2000)] and Cao et. al. [Phys. Plasmas 22, 082308 (2015)] is adapted into an electron thermal transport Monte Carlo (ETTMC) transport method to better model higher order angular and long mean free path non-local effects. The ETTMC model is used to simulate the electron thermal transport within inertial confinement fusion (ICF) type problems. The new model aims to improve upon the currently used iSNB, in particular by using finite particle ranges in comparison to the exponential solution of a diffusion method and by improved higher order angular modeling. The new method has been implemented in the 1D LILAC and 2D DRACO multiphysics production codes developed by the University of Rochester Laboratory for Laser Energetics. The ETTMC model is compared to iSNB for several direct drive ICF type simulations: Omega shot 60303 a shock timing experiment, Omega shot 59529 a shock timing experiment, Omega shot 68951 a cryogenic target implosion and a NIF polar direct drive phase plate design. Overall, the ETTMC method performs at least as well as the iSNB method and predicts lower preheating ahead of the shock fronts. This research was supported by University of Rochester Laboratory for Laser Energetics, Sandia National Laboratories and the University of Wisconsin-Madison Foundation.

Accelerated Monte Carlo Simulation for Safety Analysis of the Advanced Airspace Concept

NASA Technical Reports Server (NTRS)

Thipphavong, David

2010-01-01

Safe separation of aircraft is a primary objective of any air traffic control system. An accelerated Monte Carlo approach was developed to assess the level of safety provided by a proposed next-generation air traffic control system. It combines features of fault tree and standard Monte Carlo methods. It runs more than one order of magnitude faster than the standard Monte Carlo method while providing risk estimates that only differ by about 10%. It also preserves component-level model fidelity that is difficult to maintain using the standard fault tree method. This balance of speed and fidelity allows sensitivity analysis to be completed in days instead of weeks or months with the standard Monte Carlo method. Results indicate that risk estimates are sensitive to transponder, pilot visual avoidance, and conflict detection failure probabilities.

Physical Principle for Generation of Randomness

NASA Technical Reports Server (NTRS)

Zak, Michail

2009-01-01

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

Coded-aperture Compton camera for gamma-ray imaging

NASA Astrophysics Data System (ADS)

Farber, Aaron M.

This dissertation describes the development of a novel gamma-ray imaging system concept and presents results from Monte Carlo simulations of the new design. Current designs for large field-of-view gamma cameras suitable for homeland security applications implement either a coded aperture or a Compton scattering geometry to image a gamma-ray source. Both of these systems require large, expensive position-sensitive detectors in order to work effectively. By combining characteristics of both of these systems, a new design can be implemented that does not require such expensive detectors and that can be scaled down to a portable size. This new system has significant promise in homeland security, astronomy, botany and other fields, while future iterations may prove useful in medical imaging, other biological sciences and other areas, such as non-destructive testing. A proof-of-principle study of the new gamma-ray imaging system has been performed by Monte Carlo simulation. Various reconstruction methods have been explored and compared. General-Purpose Graphics-Processor-Unit (GPGPU) computation has also been incorporated. The resulting code is a primary design tool for exploring variables such as detector spacing, material selection and thickness and pixel geometry. The advancement of the system from a simple 1-dimensional simulation to a full 3-dimensional model is described. Methods of image reconstruction are discussed and results of simulations consisting of both a 4 x 4 and a 16 x 16 object space mesh have been presented. A discussion of the limitations and potential areas of further study is also presented.

emcee: The MCMC Hammer

NASA Astrophysics Data System (ADS)

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

2013-03-01

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

OpenMC In Situ Source Convergence Detection

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

Aldrich, Garrett Allen; Dutta, Soumya; Woodring, Jonathan Lee

2016-05-07

We designed and implemented an in situ version of particle source convergence for the OpenMC particle transport simulator. OpenMC is a Monte Carlo based-particle simulator for neutron criticality calculations. For the transport simulation to be accurate, source particles must converge on a spatial distribution. Typically, convergence is obtained by iterating the simulation by a user-settable, fixed number of steps, and it is assumed that convergence is achieved. We instead implement a method to detect convergence, using the stochastic oscillator for identifying convergence of source particles based on their accumulated Shannon Entropy. Using our in situ convergence detection, we are ablemore » to detect and begin tallying results for the full simulation once the proper source distribution has been confirmed. Our method ensures that the simulation is not started too early, by a user setting too optimistic parameters, or too late, by setting too conservative a parameter.« less

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.

A simple low-computation-intensity model for approximating the distribution function of a sum of non-identical lognormals for financial applications

NASA Astrophysics Data System (ADS)

Messica, A.

2016-10-01

The probability distribution function of a weighted sum of non-identical lognormal random variables is required in various fields of science and engineering and specifically in finance for portfolio management as well as exotic options valuation. Unfortunately, it has no known closed form and therefore has to be approximated. Most of the approximations presented to date are complex as well as complicated for implementation. This paper presents a simple, and easy to implement, approximation method via modified moments matching and a polynomial asymptotic series expansion correction for a central limit theorem of a finite sum. The method results in an intuitively-appealing and computation-efficient approximation for a finite sum of lognormals of at least ten summands and naturally improves as the number of summands increases. The accuracy of the method is tested against the results of Monte Carlo simulationsand also compared against the standard central limit theorem andthe commonly practiced Markowitz' portfolio equations.

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.

SU-F-T-149: Development of the Monte Carlo Simulation Platform Using Geant4 for Designing Heavy Ion Therapy Beam Nozzle

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

Shin, Jae-ik; Yoo, SeungHoon; Cho, Sungho

Purpose: The significant issue of particle therapy such as proton and carbon ion was a accurate dose delivery from beam line to patient. For designing the complex delivery system, Monte Carlo simulation can be used for the simulation of various physical interaction in scatters and filters. In this report, we present the development of Monte Carlo simulation platform to help design the prototype of particle therapy nozzle and performed the Monte Carlo simulation using Geant4. Also we show the prototype design of particle therapy beam nozzle for Korea Heavy Ion Medical Accelerator (KHIMA) project in Korea Institute of Radiological andmore » Medical Science(KIRAMS) at Republic of Korea. Methods: We developed a simulation platform for particle therapy beam nozzle using Geant4. In this platform, the prototype nozzle design of Scanning system for carbon was simply designed. For comparison with theoretic beam optics, the beam profile on lateral distribution at isocenter is compared with Mont Carlo simulation result. From the result of this analysis, we can expected the beam spot property of KHIMA system and implement the spot size optimization for our spot scanning system. Results: For characteristics study of scanning system, various combination of the spot size from accerlator with ridge filter and beam monitor was tested as simple design for KHIMA dose delivery system. Conclusion: In this report, we presented the part of simulation platform and the characteristics study. This study is now on-going in order to develop the simulation platform including the beam nozzle and the dose verification tool with treatment planning system. This will be presented as soon as it is become available.« 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

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.

The finite element model for the propagation of light in scattering media: a direct method for domains with nonscattering regions.

PubMed

Arridge, S R; Dehghani, H; Schweiger, M; Okada, E

2000-01-01

We present a method for handling nonscattering regions within diffusing domains. The method develops from an iterative radiosity-diffusion approach using Green's functions that was computationally slow. Here we present an improved implementation using a finite element method (FEM) that is direct. The fundamental idea is to introduce extra equations into the standard diffusion FEM to represent nondiffusive light propagation across a nonscattering region. By appropriate mesh node ordering the computational time is not much greater than for diffusion alone. We compare results from this method with those from a discrete ordinate transport code, and with Monte Carlo calculations. The agreement is very good, and, in addition, our scheme allows us to easily model time-dependent and frequency domain problems.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Accurate Monte Carlo simulations for nozzle design, commissioning and quality assurance for a proton radiation therapy facility.

PubMed

Paganetti, H; Jiang, H; Lee, S Y; Kooy, H M

2004-07-01

Monte Carlo dosimetry calculations are essential methods in radiation therapy. To take full advantage of this tool, the beam delivery system has to be simulated in detail and the initial beam parameters have to be known accurately. The modeling of the beam delivery system itself opens various areas where Monte Carlo calculations prove extremely helpful, such as for design and commissioning of a therapy facility as well as for quality assurance verification. The gantry treatment nozzles at the Northeast Proton Therapy Center (NPTC) at Massachusetts General Hospital (MGH) were modeled in detail using the GEANT4.5.2 Monte Carlo code. For this purpose, various novel solutions for simulating irregular shaped objects in the beam path, like contoured scatterers, patient apertures or patient compensators, were found. The four-dimensional, in time and space, simulation of moving parts, such as the modulator wheel, was implemented. Further, the appropriate physics models and cross sections for proton therapy applications were defined. We present comparisons between measured data and simulations. These show that by modeling the treatment nozzle with millimeter accuracy, it is possible to reproduce measured dose distributions with an accuracy in range and modulation width, in the case of a spread-out Bragg peak (SOBP), of better than 1 mm. The excellent agreement demonstrates that the simulations can even be used to generate beam data for commissioning treatment planning systems. The Monte Carlo nozzle model was used to study mechanical optimization in terms of scattered radiation and secondary radiation in the design of the nozzles. We present simulations on the neutron background. Further, the Monte Carlo calculations supported commissioning efforts in understanding the sensitivity of beam characteristics and how these influence the dose delivered. We present the sensitivity of dose distributions in water with respect to various beam parameters and geometrical misalignments. This allows the definition of tolerances for quality assurance and the design of quality assurance procedures.

CUDA programs for the GPU computing of the Swendsen-Wang multi-cluster spin flip algorithm: 2D and 3D Ising, Potts, and XY models

NASA Astrophysics Data System (ADS)

Komura, Yukihiro; Okabe, Yutaka

2014-03-01

We present sample CUDA programs for the GPU computing of the Swendsen-Wang multi-cluster spin flip algorithm. We deal with the classical spin models; the Ising model, the q-state Potts model, and the classical XY model. As for the lattice, both the 2D (square) lattice and the 3D (simple cubic) lattice are treated. We already reported the idea of the GPU implementation for 2D models (Komura and Okabe, 2012). We here explain the details of sample programs, and discuss the performance of the present GPU implementation for the 3D Ising and XY models. We also show the calculated results of the moment ratio for these models, and discuss phase transitions. Catalogue identifier: AERM_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AERM_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 5632 No. of bytes in distributed program, including test data, etc.: 14688 Distribution format: tar.gz Programming language: C, CUDA. Computer: System with an NVIDIA CUDA enabled GPU. Operating system: System with an NVIDIA CUDA enabled GPU. Classification: 23. External routines: NVIDIA CUDA Toolkit 3.0 or newer Nature of problem: Monte Carlo simulation of classical spin systems. Ising, q-state Potts model, and the classical XY model are treated for both two-dimensional and three-dimensional lattices. Solution method: GPU-based Swendsen-Wang multi-cluster spin flip Monte Carlo method. The CUDA implementation for the cluster-labeling is based on the work by Hawick et al. [1] and that by Kalentev et al. [2]. Restrictions: The system size is limited depending on the memory of a GPU. Running time: For the parameters used in the sample programs, it takes about a minute for each program. Of course, it depends on the system size, the number of Monte Carlo steps, etc. References: [1] K.A. Hawick, A. Leist, and D. P. Playne, Parallel Computing 36 (2010) 655-678 [2] O. Kalentev, A. Rai, S. Kemnitzb, and R. Schneider, J. Parallel Distrib. Comput. 71 (2011) 615-620

Monte Carlo simulation for kinetic chemotaxis model: An application to the traveling population wave

NASA Astrophysics Data System (ADS)

Yasuda, Shugo

2017-02-01

A Monte Carlo simulation of chemotactic bacteria is developed on the basis of the kinetic model and is applied to a one-dimensional traveling population wave in a microchannel. In this simulation, the Monte Carlo method, which calculates the run-and-tumble motions of bacteria, is coupled with a finite volume method to calculate the macroscopic transport of the chemical cues in the environment. The simulation method can successfully reproduce the traveling population wave of bacteria that was observed experimentally and reveal the microscopic dynamics of bacterium coupled with the macroscopic transports of the chemical cues and bacteria population density. The results obtained by the Monte Carlo method are also compared with the asymptotic solution derived from the kinetic chemotaxis equation in the continuum limit, where the Knudsen number, which is defined by the ratio of the mean free path of bacterium to the characteristic length of the system, vanishes. The validity of the Monte Carlo method in the asymptotic behaviors for small Knudsen numbers is numerically verified.

Monte Carlo Calculations of Polarized Microwave Radiation Emerging from Cloud Structures

NASA Technical Reports Server (NTRS)

Kummerow, Christian; Roberti, Laura

1998-01-01

The last decade has seen tremendous growth in cloud dynamical and microphysical models that are able to simulate storms and storm systems with very high spatial resolution, typically of the order of a few kilometers. The fairly realistic distributions of cloud and hydrometeor properties that these models generate has in turn led to a renewed interest in the three-dimensional microwave radiative transfer modeling needed to understand the effect of cloud and rainfall inhomogeneities upon microwave observations. Monte Carlo methods, and particularly backwards Monte Carlo methods have shown themselves to be very desirable due to the quick convergence of the solutions. Unfortunately, backwards Monte Carlo methods are not well suited to treat polarized radiation. This study reviews the existing Monte Carlo methods and presents a new polarized Monte Carlo radiative transfer code. The code is based on a forward scheme but uses aliasing techniques to keep the computational requirements equivalent to the backwards solution. Radiative transfer computations have been performed using a microphysical-dynamical cloud model and the results are presented together with the algorithm description.

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.

Crystal-structure prediction via the Floppy-Box Monte Carlo algorithm: Method and application to hard (non)convex particles

NASA Astrophysics Data System (ADS)

de Graaf, Joost; Filion, Laura; Marechal, Matthieu; van Roij, René; Dijkstra, Marjolein

2012-12-01

In this paper, we describe the way to set up the floppy-box Monte Carlo (FBMC) method [L. Filion, M. Marechal, B. van Oorschot, D. Pelt, F. Smallenburg, and M. Dijkstra, Phys. Rev. Lett. 103, 188302 (2009), 10.1103/PhysRevLett.103.188302] to predict crystal-structure candidates for colloidal particles. The algorithm is explained in detail to ensure that it can be straightforwardly implemented on the basis of this text. The handling of hard-particle interactions in the FBMC algorithm is given special attention, as (soft) short-range and semi-long-range interactions can be treated in an analogous way. We also discuss two types of algorithms for checking for overlaps between polyhedra, the method of separating axes and a triangular-tessellation based technique. These can be combined with the FBMC method to enable crystal-structure prediction for systems composed of highly shape-anisotropic particles. Moreover, we present the results for the dense crystal structures predicted using the FBMC method for 159 (non)convex faceted particles, on which the findings in [J. de Graaf, R. van Roij, and M. Dijkstra, Phys. Rev. Lett. 107, 155501 (2011), 10.1103/PhysRevLett.107.155501] were based. Finally, we comment on the process of crystal-structure prediction itself and the choices that can be made in these simulations.

Study of multi-dimensional radiative energy transfer in molecular gases

NASA Technical Reports Server (NTRS)

Liu, Jiwen; Tiwari, S. N.

1993-01-01

The Monte Carlo method (MCM) is applied to analyze radiative heat transfer in nongray gases. The nongray model employed is based on the statistical arrow band model with an exponential-tailed inverse intensity distribution. Consideration of spectral correlation results in some distinguishing features of the Monte Carlo formulations. Validation of the Monte Carlo formulations has been conducted by comparing results of this method with other solutions. Extension of a one-dimensional problem to a multi-dimensional problem requires some special treatments in the Monte Carlo analysis. Use of different assumptions results in different sets of Monte Carlo formulations. The nongray narrow band formulations provide the most accurate results.

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.

Design and implementation of coded aperture coherent scatter spectral imaging of cancerous and healthy breast tissue samples

PubMed Central

Lakshmanan, Manu N.; Greenberg, Joel A.; Samei, Ehsan; Kapadia, Anuj J.

2016-01-01

Abstract. A scatter imaging technique for the differentiation of cancerous and healthy breast tissue in a heterogeneous sample is introduced in this work. Such a technique has potential utility in intraoperative margin assessment during lumpectomy procedures. In this work, we investigate the feasibility of the imaging method for tumor classification using Monte Carlo simulations and physical experiments. The coded aperture coherent scatter spectral imaging technique was used to reconstruct three-dimensional (3-D) images of breast tissue samples acquired through a single-position snapshot acquisition, without rotation as is required in coherent scatter computed tomography. We perform a quantitative assessment of the accuracy of the cancerous voxel classification using Monte Carlo simulations of the imaging system; describe our experimental implementation of coded aperture scatter imaging; show the reconstructed images of the breast tissue samples; and present segmentations of the 3-D images in order to identify the cancerous and healthy tissue in the samples. From the Monte Carlo simulations, we find that coded aperture scatter imaging is able to reconstruct images of the samples and identify the distribution of cancerous and healthy tissues (i.e., fibroglandular, adipose, or a mix of the two) inside them with a cancerous voxel identification sensitivity, specificity, and accuracy of 92.4%, 91.9%, and 92.0%, respectively. From the experimental results, we find that the technique is able to identify cancerous and healthy tissue samples and reconstruct differential coherent scatter cross sections that are highly correlated with those measured by other groups using x-ray diffraction. Coded aperture scatter imaging has the potential to provide scatter images that automatically differentiate cancerous and healthy tissue inside samples within a time on the order of a minute per slice. PMID:26962543

Design and implementation of coded aperture coherent scatter spectral imaging of cancerous and healthy breast tissue samples.

PubMed

Lakshmanan, Manu N; Greenberg, Joel A; Samei, Ehsan; Kapadia, Anuj J

2016-01-01

A scatter imaging technique for the differentiation of cancerous and healthy breast tissue in a heterogeneous sample is introduced in this work. Such a technique has potential utility in intraoperative margin assessment during lumpectomy procedures. In this work, we investigate the feasibility of the imaging method for tumor classification using Monte Carlo simulations and physical experiments. The coded aperture coherent scatter spectral imaging technique was used to reconstruct three-dimensional (3-D) images of breast tissue samples acquired through a single-position snapshot acquisition, without rotation as is required in coherent scatter computed tomography. We perform a quantitative assessment of the accuracy of the cancerous voxel classification using Monte Carlo simulations of the imaging system; describe our experimental implementation of coded aperture scatter imaging; show the reconstructed images of the breast tissue samples; and present segmentations of the 3-D images in order to identify the cancerous and healthy tissue in the samples. From the Monte Carlo simulations, we find that coded aperture scatter imaging is able to reconstruct images of the samples and identify the distribution of cancerous and healthy tissues (i.e., fibroglandular, adipose, or a mix of the two) inside them with a cancerous voxel identification sensitivity, specificity, and accuracy of 92.4%, 91.9%, and 92.0%, respectively. From the experimental results, we find that the technique is able to identify cancerous and healthy tissue samples and reconstruct differential coherent scatter cross sections that are highly correlated with those measured by other groups using x-ray diffraction. Coded aperture scatter imaging has the potential to provide scatter images that automatically differentiate cancerous and healthy tissue inside samples within a time on the order of a minute per slice.

Lens implementation on the GATE Monte Carlo toolkit for optical imaging simulation

NASA Astrophysics Data System (ADS)

Kang, Han Gyu; Song, Seong Hyun; Han, Young Been; Kim, Kyeong Min; Hong, Seong Jong

2018-02-01

Optical imaging techniques are widely used for in vivo preclinical studies, and it is well known that the Geant4 Application for Emission Tomography (GATE) can be employed for the Monte Carlo (MC) modeling of light transport inside heterogeneous tissues. However, the GATE MC toolkit is limited in that it does not yet include optical lens implementation, even though this is required for a more realistic optical imaging simulation. We describe our implementation of a biconvex lens into the GATE MC toolkit to improve both the sensitivity and spatial resolution for optical imaging simulation. The lens implemented into the GATE was validated against the ZEMAX optical simulation using an US air force 1951 resolution target. The ray diagrams and the charge-coupled device images of the GATE optical simulation agreed with the ZEMAX optical simulation results. In conclusion, the use of a lens on the GATE optical simulation could improve the image quality of bioluminescence and fluorescence significantly as compared with pinhole optics.

A Massively Parallel Code for Polarization Calculations

NASA Astrophysics Data System (ADS)

Akiyama, Shizuka; Höflich, Peter

2001-03-01

We present an implementation of our Monte-Carlo radiation transport method for rapidly expanding, NLTE atmospheres for massively parallel computers which utilizes both the distributed and shared memory models. This allows us to take full advantage of the fast communication and low latency inherent to nodes with multiple CPUs, and to stretch the limits of scalability with the number of nodes compared to a version which is based on the shared memory model. Test calculations on a local 20-node Beowulf cluster with dual CPUs showed an improved scalability by about 40%.

DSMC modeling of flows with recombination reactions

NASA Astrophysics Data System (ADS)

Gimelshein, Sergey; Wysong, Ingrid

2017-06-01

An empirical microscopic recombination model is developed for the direct simulation Monte Carlo method that complements the extended weak vibrational bias model of dissociation. The model maintains the correct equilibrium reaction constant in a wide range of temperatures by using the collision theory to enforce the number of recombination events. It also strictly follows the detailed balance requirement for equilibrium gas. The model and its implementation are verified with oxygen and nitrogen heat bath relaxation and compared with available experimental data on atomic oxygen recombination in argon and molecular nitrogen.

Determination of effective atomic number of biomedical samples using Gamma ray back-scattering

NASA Astrophysics Data System (ADS)

Singh, Inderjeet; Singh, Bhajan; Sandhu, B. S.; Sabharwal, Arvind D.

2018-05-01

The study of effective atomic number of biomedical sample has been carried out by using a non-destructive multiple back-scattering technique. Also radiation characterization method is used to compare the tissue equivalent material as human tissue. Response function of 3″ × 3″ NaI(Tl) scintillation detector is implemented on recorded pulse-height distribution to boost the counts under the photo-peak and help to reduce the uncertainty in the experimental result. Monte Carlo calculation for multiple back-scattered events supports the reported experimental work.

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.

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

DOE PAGES

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

2013-02-08

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

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

Wollaeger, Ryan T.; Van Rossum, Daniel R., E-mail: wollaeger@wisc.edu, E-mail: daan@flash.uchicago.edu

Implicit Monte Carlo (IMC) and Discrete Diffusion Monte Carlo (DDMC) are methods used to stochastically solve the radiative transport and diffusion equations, respectively. These methods combine into a hybrid transport-diffusion method we refer to as IMC-DDMC. We explore a multigroup IMC-DDMC scheme that in DDMC, combines frequency groups with sufficient optical thickness. We term this procedure ''opacity regrouping''. Opacity regrouping has previously been applied to IMC-DDMC calculations for problems in which the dependence of the opacity on frequency is monotonic. We generalize opacity regrouping to non-contiguous groups and implement this in SuperNu, a code designed to do radiation transport inmore » high-velocity outflows with non-monotonic opacities. We find that regrouping of non-contiguous opacity groups generally improves the speed of IMC-DDMC radiation transport. We present an asymptotic analysis that informs the nature of the Doppler shift in DDMC groups and summarize the derivation of the Gentile-Fleck factor for modified IMC-DDMC. We test SuperNu using numerical experiments including a quasi-manufactured analytic solution, a simple 10 group problem, and the W7 problem for Type Ia supernovae. We find that opacity regrouping is necessary to make our IMC-DDMC implementation feasible for the W7 problem and possibly Type Ia supernova simulations in general. We compare the bolometric light curves and spectra produced by the SuperNu and PHOENIX radiation transport codes for the W7 problem. The overall shape of the bolometric light curves are in good agreement, as are the spectra and their evolution with time. However, for the numerical specifications we considered, we find that the peak luminosity of the light curve calculated using SuperNu is ∼10% less than that calculated using PHOENIX.« less

Radiation Transport for Explosive Outflows: Opacity Regrouping

NASA Astrophysics Data System (ADS)

Wollaeger, Ryan T.; van Rossum, Daniel R.

2014-10-01

Implicit Monte Carlo (IMC) and Discrete Diffusion Monte Carlo (DDMC) are methods used to stochastically solve the radiative transport and diffusion equations, respectively. These methods combine into a hybrid transport-diffusion method we refer to as IMC-DDMC. We explore a multigroup IMC-DDMC scheme that in DDMC, combines frequency groups with sufficient optical thickness. We term this procedure "opacity regrouping." Opacity regrouping has previously been applied to IMC-DDMC calculations for problems in which the dependence of the opacity on frequency is monotonic. We generalize opacity regrouping to non-contiguous groups and implement this in SuperNu, a code designed to do radiation transport in high-velocity outflows with non-monotonic opacities. We find that regrouping of non-contiguous opacity groups generally improves the speed of IMC-DDMC radiation transport. We present an asymptotic analysis that informs the nature of the Doppler shift in DDMC groups and summarize the derivation of the Gentile-Fleck factor for modified IMC-DDMC. We test SuperNu using numerical experiments including a quasi-manufactured analytic solution, a simple 10 group problem, and the W7 problem for Type Ia supernovae. We find that opacity regrouping is necessary to make our IMC-DDMC implementation feasible for the W7 problem and possibly Type Ia supernova simulations in general. We compare the bolometric light curves and spectra produced by the SuperNu and PHOENIX radiation transport codes for the W7 problem. The overall shape of the bolometric light curves are in good agreement, as are the spectra and their evolution with time. However, for the numerical specifications we considered, we find that the peak luminosity of the light curve calculated using SuperNu is ~10% less than that calculated using PHOENIX.

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…

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.

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.

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

PubMed

Bexelius, Tobias; Sohlberg, Antti

2018-06-01

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

An improved random walk algorithm for the implicit Monte Carlo method

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

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

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

An angular biasing method using arbitrary convex polyhedra for Monte Carlo radiation transport calculations

DOE PAGES

Kulesza, Joel A.; Solomon, Clell J.; Kiedrowski, Brian C.

2018-01-02

This paper presents a new method for performing angular biasing in Monte Carlo radiation transport codes using arbitrary convex polyhedra to define regions of interest toward which to project particles (DXTRAN regions). The method is derived and is implemented using axis-aligned right parallelepipeds (AARPPs) and arbitrary convex polyhedra. Attention is also paid to possible numerical complications and areas for future refinement. A series of test problems are executed with void, purely absorbing, purely scattering, and 50% absorbing/50% scattering materials. For all test problems tally results using AARPP and polyhedral DXTRAN regions agree with analog and/or spherical DXTRAN results within statisticalmore » uncertainties. In cases with significant scattering the figure of merit (FOM) using AARPP or polyhedral DXTRAN regions is lower than with spherical regions despite the ability to closely fit the tally region. This is because spherical DXTRAN processing is computationally less expensive than AARPP or polyhedral DXTRAN processing. Thus, it is recommended that the speed of spherical regions be considered versus the ability to closely fit the tally region with an AARPP or arbitrary polyhedral region. It is also recommended that short calculations be made prior to final calculations to compare the FOM for the various DXTRAN geometries because of the influence of the scattering behavior.« less

Combining Monte Carlo methods with coherent wave optics for the simulation of phase-sensitive X-ray imaging

PubMed Central

Peter, Silvia; Modregger, Peter; Fix, Michael K.; Volken, Werner; Frei, Daniel; Manser, Peter; Stampanoni, Marco

2014-01-01

Phase-sensitive X-ray imaging shows a high sensitivity towards electron density variations, making it well suited for imaging of soft tissue matter. However, there are still open questions about the details of the image formation process. Here, a framework for numerical simulations of phase-sensitive X-ray imaging is presented, which takes both particle- and wave-like properties of X-rays into consideration. A split approach is presented where we combine a Monte Carlo method (MC) based sample part with a wave optics simulation based propagation part, leading to a framework that takes both particle- and wave-like properties into account. The framework can be adapted to different phase-sensitive imaging methods and has been validated through comparisons with experiments for grating interferometry and propagation-based imaging. The validation of the framework shows that the combination of wave optics and MC has been successfully implemented and yields good agreement between measurements and simulations. This demonstrates that the physical processes relevant for developing a deeper understanding of scattering in the context of phase-sensitive imaging are modelled in a sufficiently accurate manner. The framework can be used for the simulation of phase-sensitive X-ray imaging, for instance for the simulation of grating interferometry or propagation-based imaging. PMID:24763652

Monte Carlo modeling and simulations of the High Definition (HD120) micro MLC and validation against measurements for a 6 MV beam

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

Borges, C.; Zarza-Moreno, M.; Heath, E.

2012-01-15

Purpose: The most recent Varian micro multileaf collimator (MLC), the High Definition (HD120) MLC, was modeled using the BEAMNRC Monte Carlo code. This model was incorporated into a Varian medical linear accelerator, for a 6 MV beam, in static and dynamic mode. The model was validated by comparing simulated profiles with measurements. Methods: The Varian Trilogy (2300C/D) accelerator model was accurately implemented using the state-of-the-art Monte Carlo simulation program BEAMNRC and validated against off-axis and depth dose profiles measured using ionization chambers, by adjusting the energy and the full width at half maximum (FWHM) of the initial electron beam. Themore » HD120 MLC was modeled by developing a new BEAMNRC component module (CM), designated HDMLC, adapting the available DYNVMLC CM and incorporating the specific characteristics of this new micro MLC. The leaf dimensions were provided by the manufacturer. The geometry was visualized by tracing particles through the CM and recording their position when a leaf boundary is crossed. The leaf material density and abutting air gap between leaves were adjusted in order to obtain a good agreement between the simulated leakage profiles and EBT2 film measurements performed in a solid water phantom. To validate the HDMLC implementation, additional MLC static patterns were also simulated and compared to additional measurements. Furthermore, the ability to simulate dynamic MLC fields was implemented in the HDMLC CM. The simulation results of these fields were compared with EBT2 film measurements performed in a solid water phantom. Results: Overall, the discrepancies, with and without MLC, between the opened field simulations and the measurements using ionization chambers in a water phantom, for the off-axis profiles are below 2% and in depth-dose profiles are below 2% after the maximum dose depth and below 4% in the build-up region. On the conditions of these simulations, this tungsten-based MLC has a density of 18.7 g cm{sup -3} and an overall leakage of about 1.1 {+-} 0.03%. The discrepancies between the film measured and simulated closed and blocked fields are below 2% and 8%, respectively. Other measurements were performed for alternated leaf patterns and the agreement is satisfactory (to within 4%). The dynamic mode for this MLC was implemented and the discrepancies between film measurements and simulations are within 4%. Conclusions: The Varian Trilogy (2300 C/D) linear accelerator including the HD120 MLC was successfully modeled and simulated using the Monte Carlo BEAMNRC code by developing an independent CM, the HDMLC CM, either in static and dynamic modes.« less

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.

Ares I Flight Control System Overview

NASA Technical Reports Server (NTRS)

Hall, Charles; Lee, Chong; Jackson, Mark; Whorton, Mark; West, mark; Brandon, Jay; Hall, Rob A.; Jang, Jimmy; Bedrossian, Naz; Compton, Jimmy;

Chemical application of diffusion quantum Monte Carlo

NASA Technical Reports Server (NTRS)

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

1984-01-01

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

Self-consistent Monte Carlo study of high-field carrier transport in graded heterostructures

NASA Astrophysics Data System (ADS)

Al-Omar, A.; Krusius, J. P.

1987-11-01

Hot-electron transport over graded heterostructures was investigated. A new formulation of the carrier transport, based on the effective mass theorem, a position-dependent Hamiltonian, scattering rates that included overlap integrals with correct symmetry, and ohmic contact models preserving the stochastic nature of carrier injection, was developed and implemented into the self-consistent ensemble Monte Carlo method. Hot-carrier transport in a graded Al(x)Ga(1-x)As device was explored with the following results: (1) the transport across compositionally graded semiconductor structures cannot be described with drift and diffusion concepts; (2) although heterostructure launchers generate a ballistic electron fraction as high as 15 percent and 40 percent of the total electron population for 300 and 77 K, respectively, they simultaneously reduce macroscopic average currents and carrier velocities; and (3) the width of the ballistic electron distribution and the magnitude of the ballistic fraction are primarily determined by material parameters and operating voltages rather than details of the device structure.

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.

An Approach in Radiation Therapy Treatment Planning: A Fast, GPU-Based Monte Carlo Method.

PubMed

Karbalaee, Mojtaba; Shahbazi-Gahrouei, Daryoush; Tavakoli, Mohammad B

2017-01-01

An accurate and fast radiation dose calculation is essential for successful radiation radiotherapy. The aim of this study was to implement a new graphic processing unit (GPU) based radiation therapy treatment planning for accurate and fast dose calculation in radiotherapy centers. A program was written for parallel running based on GPU. The code validation was performed by EGSnrc/DOSXYZnrc. Moreover, a semi-automatic, rotary, asymmetric phantom was designed and produced using a bone, the lung, and the soft tissue equivalent materials. All measurements were performed using a Mapcheck dosimeter. The accuracy of the code was validated using the experimental data, which was obtained from the anthropomorphic phantom as the gold standard. The findings showed that, compared with those of DOSXYZnrc in the virtual phantom and for most of the voxels (>95%), <3% dose-difference or 3 mm distance-to-agreement (DTA) was found. Moreover, considering the anthropomorphic phantom, compared to the Mapcheck dose measurements, <5% dose-difference or 5 mm DTA was observed. Fast calculation speed and high accuracy of GPU-based Monte Carlo method in dose calculation may be useful in routine radiation therapy centers as the core and main component of a treatment planning verification system.

Neutron dose estimation in a zero power nuclear reactor

NASA Astrophysics Data System (ADS)

Triviño, S.; Vedelago, J.; Cantargi, F.; Keil, W.; Figueroa, R.; Mattea, F.; Chautemps, A.; Santibañez, M.; Valente, M.

2016-10-01

This work presents the characterization and contribution of neutron and gamma components to the absorbed dose in a zero power nuclear reactor. A dosimetric method based on Fricke gel was implemented to evaluate the separation between dose components in the mixed field. The validation of this proposed method was performed by means of direct measurements of neutron flux in different positions using Au and Mg-Ni activation foils. Monte Carlo simulations were conversely performed using the MCNP main code with a dedicated subroutine to incorporate the exact complete geometry of the nuclear reactor facility. Once nuclear fuel elements were defined, the simulations computed the different contributions to the absorbed dose in specific positions inside the core. Thermal/epithermal contributions of absorbed dose were assessed by means of Fricke gel dosimetry using different isotopic compositions aimed at modifying the sensitivity of the dosimeter for specific dose components. Clear distinctions between gamma and neutron capture dose were obtained. Both Monte Carlo simulations and experimental results provided reliable estimations about neutron flux rate as well as dose rate during the reactor operation. Simulations and experimental results are in good agreement in every positions measured and simulated in the core.

exprso: an R-package for the rapid implementation of machine learning algorithms.

PubMed

Quinn, Thomas; Tylee, Daniel; Glatt, Stephen

2016-01-01

Machine learning plays a major role in many scientific investigations. However, non-expert programmers may struggle to implement the elaborate pipelines necessary to build highly accurate and generalizable models. We introduce exprso , a new R package that is an intuitive machine learning suite designed specifically for non-expert programmers. Built initially for the classification of high-dimensional data, exprso uses an object-oriented framework to encapsulate a number of common analytical methods into a series of interchangeable modules. This includes modules for feature selection, classification, high-throughput parameter grid-searching, elaborate cross-validation schemes (e.g., Monte Carlo and nested cross-validation), ensemble classification, and prediction. In addition, exprso also supports multi-class classification (through the 1-vs-all generalization of binary classifiers) and the prediction of continuous outcomes.

Ascertainment correction for Markov chain Monte Carlo segregation and linkage analysis of a quantitative trait.

PubMed

Ma, Jianzhong; Amos, Christopher I; Warwick Daw, E

2007-09-01

Although extended pedigrees are often sampled through probands with extreme levels of a quantitative trait, Markov chain Monte Carlo (MCMC) methods for segregation and linkage analysis have not been able to perform ascertainment corrections. Further, the extent to which ascertainment of pedigrees leads to biases in the estimation of segregation and linkage parameters has not been previously studied for MCMC procedures. In this paper, we studied these issues with a Bayesian MCMC approach for joint segregation and linkage analysis, as implemented in the package Loki. We first simulated pedigrees ascertained through individuals with extreme values of a quantitative trait in spirit of the sequential sampling theory of Cannings and Thompson [Cannings and Thompson [1977] Clin. Genet. 12:208-212]. Using our simulated data, we detected no bias in estimates of the trait locus location. However, in addition to allele frequencies, when the ascertainment threshold was higher than or close to the true value of the highest genotypic mean, bias was also found in the estimation of this parameter. When there were multiple trait loci, this bias destroyed the additivity of the effects of the trait loci, and caused biases in the estimation all genotypic means when a purely additive model was used for analyzing the data. To account for pedigree ascertainment with sequential sampling, we developed a Bayesian ascertainment approach and implemented Metropolis-Hastings updates in the MCMC samplers used in Loki. Ascertainment correction greatly reduced biases in parameter estimates. Our method is designed for multiple, but a fixed number of trait loci. Copyright (c) 2007 Wiley-Liss, Inc.

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.

Monte Carlo MP2 on Many Graphical Processing Units.

PubMed

Doran, Alexander E; Hirata, So

2016-10-11

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

SU-G-TeP3-14: Three-Dimensional Cluster Model in Inhomogeneous Dose Distribution

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

Wei, J; Penagaricano, J; Narayanasamy, G

2016-06-15

Purpose: We aim to investigate 3D cluster formation in inhomogeneous dose distribution to search for new models predicting radiation tissue damage and further leading to new optimization paradigm for radiotherapy planning. Methods: The aggregation of higher dose in the organ at risk (OAR) than a preset threshold was chosen as the cluster whose connectivity dictates the cluster structure. Upon the selection of the dose threshold, the fractional density defined as the fraction of voxels in the organ eligible to be part of the cluster was determined according to the dose volume histogram (DVH). A Monte Carlo method was implemented tomore » establish a case pertinent to the corresponding DVH. Ones and zeros were randomly assigned to each OAR voxel with the sampling probability equal to the fractional density. Ten thousand samples were randomly generated to ensure a sufficient number of cluster sets. A recursive cluster searching algorithm was developed to analyze the cluster with various connectivity choices like 1-, 2-, and 3-connectivity. The mean size of the largest cluster (MSLC) from the Monte Carlo samples was taken to be a function of the fractional density. Various OARs from clinical plans were included in the study. Results: Intensive Monte Carlo study demonstrates the inverse relationship between the MSLC and the cluster connectivity as anticipated and the cluster size does not change with fractional density linearly regardless of the connectivity types. An initially-slow-increase to exponential growth transition of the MSLC from low to high density was observed. The cluster sizes were found to vary within a large range and are relatively independent of the OARs. Conclusion: The Monte Carlo study revealed that the cluster size could serve as a suitable index of the tissue damage (percolation cluster) and the clinical outcome of the same DVH might be potentially different.« less

KMCLib 1.1: Extended random number support and technical updates to the KMCLib general framework for kinetic Monte-Carlo simulations

NASA Astrophysics Data System (ADS)

Leetmaa, Mikael; Skorodumova, Natalia V.

2015-11-01

We here present a revised version, v1.1, of the KMCLib general framework for kinetic Monte-Carlo (KMC) simulations. The generation of random numbers in KMCLib now relies on the C++11 standard library implementation, and support has been added for the user to choose from a set of C++11 implemented random number generators. The Mersenne-twister, the 24 and 48 bit RANLUX and a 'minimal-standard' PRNG are supported. We have also included the possibility to use true random numbers via the C++11 std::random_device generator. This release also includes technical updates to support the use of an extended range of operating systems and compilers.

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

Markovian Monte Carlo program EvolFMC v.2 for solving QCD evolution equations

NASA Astrophysics Data System (ADS)

Jadach, S.; Płaczek, W.; Skrzypek, M.; Stokłosa, P.

2010-02-01

We present the program EvolFMC v.2 that solves the evolution equations in QCD for the parton momentum distributions by means of the Monte Carlo technique based on the Markovian process. The program solves the DGLAP-type evolution as well as modified-DGLAP ones. In both cases the evolution can be performed in the LO or NLO approximation. The quarks are treated as massless. The overall technical precision of the code has been established at 5×10. This way, for the first time ever, we demonstrate that with the Monte Carlo method one can solve the evolution equations with precision comparable to the other numerical methods. New version program summaryProgram title: EvolFMC v.2 Catalogue identifier: AEFN_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFN_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including binary test data, etc.: 66 456 (7407 lines of C++ code) No. of bytes in distributed program, including test data, etc.: 412 752 Distribution format: tar.gz Programming language: C++ Computer: PC, Mac Operating system: Linux, Mac OS X RAM: Less than 256 MB Classification: 11.5 External routines: ROOT ( http://root.cern.ch/drupal/) Nature of problem: Solution of the QCD evolution equations for the parton momentum distributions of the DGLAP- and modified-DGLAP-type in the LO and NLO approximations. Solution method: Monte Carlo simulation of the Markovian process of a multiple emission of partons. Restrictions:Limited to the case of massless partons. Implemented in the LO and NLO approximations only. Weighted events only. Unusual features: Modified-DGLAP evolutions included up to the NLO level. Additional comments: Technical precision established at 5×10. Running time: For the 10 6 events at 100 GeV: DGLAP NLO: 27s; C-type modified DGLAP NLO: 150s (MacBook Pro with Mac OS X v.10.5.5, 2.4 GHz Intel Core 2 Duo, gcc 4.2.4, single thread).

A parallel Monte Carlo code for planar and SPECT imaging: implementation, verification and applications in (131)I SPECT.

PubMed

Dewaraja, Yuni K; Ljungberg, Michael; Majumdar, Amitava; Bose, Abhijit; Koral, Kenneth F

2002-02-01

This paper reports the implementation of the SIMIND Monte Carlo code on an IBM SP2 distributed memory parallel computer. Basic aspects of running Monte Carlo particle transport calculations on parallel architectures are described. Our parallelization is based on equally partitioning photons among the processors and uses the Message Passing Interface (MPI) library for interprocessor communication and the Scalable Parallel Random Number Generator (SPRNG) to generate uncorrelated random number streams. These parallelization techniques are also applicable to other distributed memory architectures. A linear increase in computing speed with the number of processors is demonstrated for up to 32 processors. This speed-up is especially significant in Single Photon Emission Computed Tomography (SPECT) simulations involving higher energy photon emitters, where explicit modeling of the phantom and collimator is required. For (131)I, the accuracy of the parallel code is demonstrated by comparing simulated and experimental SPECT images from a heart/thorax phantom. Clinically realistic SPECT simulations using the voxel-man phantom are carried out to assess scatter and attenuation correction.

A Monte Carlo model for 3D grain evolution during welding

NASA Astrophysics Data System (ADS)

Rodgers, Theron M.; Mitchell, John A.; Tikare, Veena

2017-09-01

Welding is one of the most wide-spread processes used in metal joining. However, there are currently no open-source software implementations for the simulation of microstructural evolution during a weld pass. Here we describe a Potts Monte Carlo based model implemented in the SPPARKS kinetic Monte Carlo computational framework. The model simulates melting, solidification and solid-state microstructural evolution of material in the fusion and heat-affected zones of a weld. The model does not simulate thermal behavior, but rather utilizes user input parameters to specify weld pool and heat-affect zone properties. Weld pool shapes are specified by Bézier curves, which allow for the specification of a wide range of pool shapes. Pool shapes can range from narrow and deep to wide and shallow representing different fluid flow conditions within the pool. Surrounding temperature gradients are calculated with the aide of a closest point projection algorithm. The model also allows simulation of pulsed power welding through time-dependent variation of the weld pool size. Example simulation results and comparisons with laboratory weld observations demonstrate microstructural variation with weld speed, pool shape, and pulsed-power.

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

NASA Astrophysics Data System (ADS)

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

2012-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

GATE Monte Carlo simulation of dose distribution using MapReduce in a cloud computing environment.

PubMed

Liu, Yangchuan; Tang, Yuguo; Gao, Xin

2017-12-01

The GATE Monte Carlo simulation platform has good application prospects of treatment planning and quality assurance. However, accurate dose calculation using GATE is time consuming. The purpose of this study is to implement a novel cloud computing method for accurate GATE Monte Carlo simulation of dose distribution using MapReduce. An Amazon Machine Image installed with Hadoop and GATE is created to set up Hadoop clusters on Amazon Elastic Compute Cloud (EC2). Macros, the input files for GATE, are split into a number of self-contained sub-macros. Through Hadoop Streaming, the sub-macros are executed by GATE in Map tasks and the sub-results are aggregated into final outputs in Reduce tasks. As an evaluation, GATE simulations were performed in a cubical water phantom for X-ray photons of 6 and 18 MeV. The parallel simulation on the cloud computing platform is as accurate as the single-threaded simulation on a local server and the simulation correctness is not affected by the failure of some worker nodes. The cloud-based simulation time is approximately inversely proportional to the number of worker nodes. For the simulation of 10 million photons on a cluster with 64 worker nodes, time decreases of 41× and 32× were achieved compared to the single worker node case and the single-threaded case, respectively. The test of Hadoop's fault tolerance showed that the simulation correctness was not affected by the failure of some worker nodes. The results verify that the proposed method provides a feasible cloud computing solution for GATE.

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.

Tool for Rapid Analysis of Monte Carlo Simulations

NASA Technical Reports Server (NTRS)

Restrepo, Carolina; McCall, Kurt E.; Hurtado, John E.

2011-01-01

Designing a spacecraft, or any other complex engineering system, requires extensive simulation and analysis work. Oftentimes, the large amounts of simulation data generated are very di cult and time consuming to analyze, with the added risk of overlooking potentially critical problems in the design. The authors have developed a generic data analysis tool that can quickly sort through large data sets and point an analyst to the areas in the data set that cause specific types of failures. The Tool for Rapid Analysis of Monte Carlo simulations (TRAM) has been used in recent design and analysis work for the Orion vehicle, greatly decreasing the time it takes to evaluate performance requirements. A previous version of this tool was developed to automatically identify driving design variables in Monte Carlo data sets. This paper describes a new, parallel version, of TRAM implemented on a graphical processing unit, and presents analysis results for NASA's Orion Monte Carlo data to demonstrate its capabilities.

Near-Field Source Localization by Using Focusing Technique

NASA Astrophysics Data System (ADS)

He, Hongyang; Wang, Yide; Saillard, Joseph

2008-12-01

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

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.

SU-E-T-121: Analyzing the Broadening Effect On the Bragg Peak Due to Heterogeneous Geometries and Implementing User-Routines in the Monte-Carlo Code FLUKA in Order to Reduce Computation Time

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

Baumann, K; Weber, U; Simeonov, Y

2015-06-15

Purpose: Aim of this study was to analyze the modulating, broadening effect on the Bragg Peak due to heterogeneous geometries like multi-wire chambers in the beam path of a particle therapy beam line. The effect was described by a mathematical model which was implemented in the Monte-Carlo code FLUKA via user-routines, in order to reduce the computation time for the simulations. Methods: The depth dose curve of 80 MeV/u C12-ions in a water phantom was calculated using the Monte-Carlo code FLUKA (reference curve). The modulating effect on this dose distribution behind eleven mesh-like foils (periodicity ∼80 microns) occurring in amore » typical set of multi-wire and dose chambers was mathematically described by optimizing a normal distribution so that the reverence curve convoluted with this distribution equals the modulated dose curve. This distribution describes a displacement in water and was transferred in a probability distribution of the thickness of the eleven foils using the water equivalent thickness of the foil’s material. From this distribution the distribution of the thickness of one foil was determined inversely. In FLUKA the heterogeneous foils were replaced by homogeneous foils and a user-routine was programmed that varies the thickness of the homogeneous foils for each simulated particle using this distribution. Results: Using the mathematical model and user-routine in FLUKA the broadening effect could be reproduced exactly when replacing the heterogeneous foils by homogeneous ones. The computation time was reduced by 90 percent. Conclusion: In this study the broadening effect on the Bragg Peak due to heterogeneous structures was analyzed, described by a mathematical model and implemented in FLUKA via user-routines. Applying these routines the computing time was reduced by 90 percent. The developed tool can be used for any heterogeneous structure in the dimensions of microns to millimeters, in principle even for organic materials like lung tissue.« less

TestDose: A nuclear medicine software based on Monte Carlo modeling for generating gamma camera acquisitions and dosimetry

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

Garcia, Marie-Paule, E-mail: marie-paule.garcia@univ-brest.fr; Villoing, Daphnée; McKay, Erin

Purpose: The TestDose platform was developed to generate scintigraphic imaging protocols and associated dosimetry by Monte Carlo modeling. TestDose is part of a broader project (www.dositest.com) whose aim is to identify the biases induced by different clinical dosimetry protocols. Methods: The TestDose software allows handling the whole pipeline from virtual patient generation to resulting planar and SPECT images and dosimetry calculations. The originality of their approach relies on the implementation of functional segmentation for the anthropomorphic model representing a virtual patient. Two anthropomorphic models are currently available: 4D XCAT and ICRP 110. A pharmacokinetic model describes the biodistribution of amore » given radiopharmaceutical in each defined compartment at various time-points. The Monte Carlo simulation toolkit GATE offers the possibility to accurately simulate scintigraphic images and absorbed doses in volumes of interest. The TestDose platform relies on GATE to reproduce precisely any imaging protocol and to provide reference dosimetry. For image generation, TestDose stores user’s imaging requirements and generates automatically command files used as input for GATE. Each compartment is simulated only once and the resulting output is weighted using pharmacokinetic data. Resulting compartment projections are aggregated to obtain the final image. For dosimetry computation, emission data are stored in the platform database and relevant GATE input files are generated for the virtual patient model and associated pharmacokinetics. Results: Two samples of software runs are given to demonstrate the potential of TestDose. A clinical imaging protocol for the Octreoscan™ therapeutical treatment was implemented using the 4D XCAT model. Whole-body “step and shoot” acquisitions at different times postinjection and one SPECT acquisition were generated within reasonable computation times. Based on the same Octreoscan™ kinetics, a dosimetry computation performed on the ICRP 110 model is also presented. Conclusions: The proposed platform offers a generic framework to implement any scintigraphic imaging protocols and voxel/organ-based dosimetry computation. Thanks to the modular nature of TestDose, other imaging modalities could be supported in the future such as positron emission tomography.« less

Biasing anisotropic scattering kernels for deep-penetration Monte Carlo calculations

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

Carter, L.L.; Hendricks, J.S.

1983-01-01

The exponential transform is often used to improve the efficiency of deep-penetration Monte Carlo calculations. This technique is usually implemented by biasing the distance-to-collision kernel of the transport equation, but leaving the scattering kernel unchanged. Dwivedi obtained significant improvements in efficiency by biasing an isotropic scattering kernel as well as the distance-to-collision kernel. This idea is extended to anisotropic scattering, particularly the highly forward Klein-Nishina scattering of gamma rays.

Instrumental resolution of the chopper spectrometer 4SEASONS evaluated by Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Kajimoto, Ryoichi; Sato, Kentaro; Inamura, Yasuhiro; Fujita, Masaki

2018-05-01

We performed simulations of the resolution function of the 4SEASONS spectrometer at J-PARC by using the Monte Carlo simulation package McStas. The simulations showed reasonably good agreement with analytical calculations of energy and momentum resolutions by using a simplified description. We implemented new functionalities in Utsusemi, the standard data analysis tool used in 4SEASONS, to enable visualization of the simulated resolution function and predict its shape for specific experimental configurations.

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.

Implementation of unsteady sampling procedures for the parallel direct simulation Monte Carlo method

NASA Astrophysics Data System (ADS)

Cave, H. M.; Tseng, K.-C.; Wu, J.-S.; Jermy, M. C.; Huang, J.-C.; Krumdieck, S. P.

2008-06-01

An unsteady sampling routine for a general parallel direct simulation Monte Carlo method called PDSC is introduced, allowing the simulation of time-dependent flow problems in the near continuum range. A post-processing procedure called DSMC rapid ensemble averaging method (DREAM) is developed to improve the statistical scatter in the results while minimising both memory and simulation time. This method builds an ensemble average of repeated runs over small number of sampling intervals prior to the sampling point of interest by restarting the flow using either a Maxwellian distribution based on macroscopic properties for near equilibrium flows (DREAM-I) or output instantaneous particle data obtained by the original unsteady sampling of PDSC for strongly non-equilibrium flows (DREAM-II). The method is validated by simulating shock tube flow and the development of simple Couette flow. Unsteady PDSC is found to accurately predict the flow field in both cases with significantly reduced run-times over single processor code and DREAM greatly reduces the statistical scatter in the results while maintaining accurate particle velocity distributions. Simulations are then conducted of two applications involving the interaction of shocks over wedges. The results of these simulations are compared to experimental data and simulations from the literature where there these are available. In general, it was found that 10 ensembled runs of DREAM processing could reduce the statistical uncertainty in the raw PDSC data by 2.5-3.3 times, based on the limited number of cases in the present study.

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…

A Squeezed Artificial Neural Network for the Symbolic Network Reliability Functions of Binary-State Networks.

PubMed

Yeh, Wei-Chang

Network reliability is an important index to the provision of useful information for decision support in the modern world. There is always a need to calculate symbolic network reliability functions (SNRFs) due to dynamic and rapid changes in network parameters. In this brief, the proposed squeezed artificial neural network (SqANN) approach uses the Monte Carlo simulation to estimate the corresponding reliability of a given designed matrix from the Box-Behnken design, and then the Taguchi method is implemented to find the appropriate number of neurons and activation functions of the hidden layer and the output layer in ANN to evaluate SNRFs. According to the experimental results of the benchmark networks, the comparison appears to support the superiority of the proposed SqANN method over the traditional ANN-based approach with at least 16.6% improvement in the median absolute deviation in the cost of extra 2 s on average for all experiments.Network reliability is an important index to the provision of useful information for decision support in the modern world. There is always a need to calculate symbolic network reliability functions (SNRFs) due to dynamic and rapid changes in network parameters. In this brief, the proposed squeezed artificial neural network (SqANN) approach uses the Monte Carlo simulation to estimate the corresponding reliability of a given designed matrix from the Box-Behnken design, and then the Taguchi method is implemented to find the appropriate number of neurons and activation functions of the hidden layer and the output layer in ANN to evaluate SNRFs. According to the experimental results of the benchmark networks, the comparison appears to support the superiority of the proposed SqANN method over the traditional ANN-based approach with at least 16.6% improvement in the median absolute deviation in the cost of extra 2 s on average for all experiments.

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

Merging W W and W W + jet with Minlo

DOE PAGES

Hamilton, Keith; Melia, Tom; Monni, Pier Francesco; ...

2016-09-12

We present a simulation program for the production of a pair of W bosons in association with a jet, that can be used in conjunction with general-purpose shower Monte Carlo generators, according to the Powheg method. We have further adapted and implemented the Minlo ' method on top of the NLO calculation underlying our W + W - + jet generator. Thus, the resulting simulation achieves NLO accuracy not only for inclusive distributions in W + W - + jet production but also W + W - production, i.e. when the associated jet is not resolved, without the introduction ofmore » any unphysical merging scale. This work represents the first extension of the Minlo ' method, in its original form, to the case of a genuine underlying 2 → 2 process, with non-trivial virtual corrections.« less

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.

Lens implementation on the GATE Monte Carlo toolkit for optical imaging simulation.

PubMed

Kang, Han Gyu; Song, Seong Hyun; Han, Young Been; Kim, Kyeong Min; Hong, Seong Jong

2018-02-01

Optical imaging techniques are widely used for in vivo preclinical studies, and it is well known that the Geant4 Application for Emission Tomography (GATE) can be employed for the Monte Carlo (MC) modeling of light transport inside heterogeneous tissues. However, the GATE MC toolkit is limited in that it does not yet include optical lens implementation, even though this is required for a more realistic optical imaging simulation. We describe our implementation of a biconvex lens into the GATE MC toolkit to improve both the sensitivity and spatial resolution for optical imaging simulation. The lens implemented into the GATE was validated against the ZEMAX optical simulation using an US air force 1951 resolution target. The ray diagrams and the charge-coupled device images of the GATE optical simulation agreed with the ZEMAX optical simulation results. In conclusion, the use of a lens on the GATE optical simulation could improve the image quality of bioluminescence and fluorescence significantly as compared with pinhole optics. (2018) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE).

Implementation of a vibrationally linked chemical reaction model for DSMC

NASA Technical Reports Server (NTRS)

Carlson, A. B.; Bird, Graeme A.

1994-01-01

A new procedure closely linking dissociation and exchange reactions in air to the vibrational levels of the diatomic molecules has been implemented in both one- and two-dimensional versions of Direct Simulation Monte Carlo (DSMC) programs. The previous modeling of chemical reactions with DSMC was based on the continuum reaction rates for the various possible reactions. The new method is more closely related to the actual physics of dissociation and is more appropriate to the particle nature of DSMC. Two cases are presented: the relaxation to equilibrium of undissociated air initially at 10,000 K, and the axisymmetric calculation of shuttle forebody heating during reentry at 92.35 km and 7500 m/s. Although reaction rates are not used in determining the dissociations or exchange reactions, the new method produces rates which agree astonishingly well with the published rates derived from experiment. The results for gas properties and surface properties also agree well with the results produced by earlier DSMC models, equilibrium air calculations, and experiment.

Calculating Potential Energy Curves with Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Powell, Andrew D.; Dawes, Richard

2014-06-01

Quantum Monte Carlo (QMC) is a computational technique that can be applied to the electronic Schrödinger equation for molecules. QMC methods such as Variational Monte Carlo (VMC) and Diffusion Monte Carlo (DMC) have demonstrated the capability of capturing large fractions of the correlation energy, thus suggesting their possible use for high-accuracy quantum chemistry calculations. QMC methods scale particularly well with respect to parallelization making them an attractive consideration in anticipation of next-generation computing architectures which will involve massive parallelization with millions of cores. Due to the statistical nature of the approach, in contrast to standard quantum chemistry methods, uncertainties (error-bars) are associated with each calculated energy. This study focuses on the cost, feasibility and practical application of calculating potential energy curves for small molecules with QMC methods. Trial wave functions were constructed with the multi-configurational self-consistent field (MCSCF) method from GAMESS-US.[1] The CASINO Monte Carlo quantum chemistry package [2] was used for all of the DMC calculations. An overview of our progress in this direction will be given. References: M. W. Schmidt et al. J. Comput. Chem. 14, 1347 (1993). R. J. Needs et al. J. Phys.: Condensed Matter 22, 023201 (2010).

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

PubMed Central

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

2011-01-01

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

Implementation of new physics models for low energy electrons in liquid water in Geant4-DNA.

PubMed

Bordage, M C; Bordes, J; Edel, S; Terrissol, M; Franceries, X; Bardiès, M; Lampe, N; Incerti, S

2016-12-01

A new alternative set of elastic and inelastic cross sections has been added to the very low energy extension of the Geant4 Monte Carlo simulation toolkit, Geant4-DNA, for the simulation of electron interactions in liquid water. These cross sections have been obtained from the CPA100 Monte Carlo track structure code, which has been a reference in the microdosimetry community for many years. They are compared to the default Geant4-DNA cross sections and show better agreement with published data. In order to verify the correct implementation of the CPA100 cross section models in Geant4-DNA, simulations of the number of interactions and ranges were performed using Geant4-DNA with this new set of models, and the results were compared with corresponding results from the original CPA100 code. Good agreement is observed between the implementations, with relative differences lower than 1% regardless of the incident electron energy. Useful quantities related to the deposited energy at the scale of the cell or the organ of interest for internal dosimetry, like dose point kernels, are also calculated using these new physics models. They are compared with results obtained using the well-known Penelope Monte Carlo code. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Multi-Dimensional, Mesoscopic Monte Carlo Simulations of Inhomogeneous Reaction-Drift-Diffusion Systems on Graphics-Processing Units

PubMed Central

Vigelius, Matthias; Meyer, Bernd

2012-01-01

For many biological applications, a macroscopic (deterministic) treatment of reaction-drift-diffusion systems is insufficient. Instead, one has to properly handle the stochastic nature of the problem and generate true sample paths of the underlying probability distribution. Unfortunately, stochastic algorithms are computationally expensive and, in most cases, the large number of participating particles renders the relevant parameter regimes inaccessible. In an attempt to address this problem we present a genuine stochastic, multi-dimensional algorithm that solves the inhomogeneous, non-linear, drift-diffusion problem on a mesoscopic level. Our method improves on existing implementations in being multi-dimensional and handling inhomogeneous drift and diffusion. The algorithm is well suited for an implementation on data-parallel hardware architectures such as general-purpose graphics processing units (GPUs). We integrate the method into an operator-splitting approach that decouples chemical reactions from the spatial evolution. We demonstrate the validity and applicability of our algorithm with a comprehensive suite of standard test problems that also serve to quantify the numerical accuracy of the method. We provide a freely available, fully functional GPU implementation. Integration into Inchman, a user-friendly web service, that allows researchers to perform parallel simulations of reaction-drift-diffusion systems on GPU clusters is underway. PMID:22506001

Analysis of the photoneutron activation effects generated by 9 MeV X-ray in a container cargo inspection facility.

PubMed

Cho, Young Ho; Kang, Bo Sun

2010-06-01

The X-ray container cargo inspection facility is extensively implemented with the key objective to counter international terrorism and illicit smuggling of the contraband items via the ports. However, activation products are generated from photoneutron capture reactions in the high-energy X-ray container cargo inspection facility. The activation products release inherent delayed radiations which occupational workers are exposed to. In this study, the activation products are estimated using Monte Carlo method and radiation safety of the facility in terms of occupational dose is reviewed.

Stochastic solution to quantum dynamics

NASA Technical Reports Server (NTRS)

John, Sarah; Wilson, John W.

1994-01-01

The quantum Liouville equation in the Wigner representation is solved numerically by using Monte Carlo methods. For incremental time steps, the propagation is implemented as a classical evolution in phase space modified by a quantum correction. The correction, which is a momentum jump function, is simulated in the quasi-classical approximation via a stochastic process. The technique, which is developed and validated in two- and three- dimensional momentum space, extends an earlier one-dimensional work. Also, by developing a new algorithm, the application to bound state motion in an anharmonic quartic potential shows better agreement with exact solutions in two-dimensional phase space.

Latent uncertainties of the precalculated track Monte Carlo method

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

Renaud, Marc-André; Seuntjens, Jan; Roberge, David

Purpose: While significant progress has been made in speeding up Monte Carlo (MC) dose calculation methods, they remain too time-consuming for the purpose of inverse planning. To achieve clinically usable calculation speeds, a precalculated Monte Carlo (PMC) algorithm for proton and electron transport was developed to run on graphics processing units (GPUs). The algorithm utilizes pregenerated particle track data from conventional MC codes for different materials such as water, bone, and lung to produce dose distributions in voxelized phantoms. While PMC methods have been described in the past, an explicit quantification of the latent uncertainty arising from the limited numbermore » of unique tracks in the pregenerated track bank is missing from the paper. With a proper uncertainty analysis, an optimal number of tracks in the pregenerated track bank can be selected for a desired dose calculation uncertainty. Methods: Particle tracks were pregenerated for electrons and protons using EGSnrc and GEANT4 and saved in a database. The PMC algorithm for track selection, rotation, and transport was implemented on the Compute Unified Device Architecture (CUDA) 4.0 programming framework. PMC dose distributions were calculated in a variety of media and compared to benchmark dose distributions simulated from the corresponding general-purpose MC codes in the same conditions. A latent uncertainty metric was defined and analysis was performed by varying the pregenerated track bank size and the number of simulated primary particle histories and comparing dose values to a “ground truth” benchmark dose distribution calculated to 0.04% average uncertainty in voxels with dose greater than 20% of D{sub max}. Efficiency metrics were calculated against benchmark MC codes on a single CPU core with no variance reduction. Results: Dose distributions generated using PMC and benchmark MC codes were compared and found to be within 2% of each other in voxels with dose values greater than 20% of the maximum dose. In proton calculations, a small (≤1 mm) distance-to-agreement error was observed at the Bragg peak. Latent uncertainty was characterized for electrons and found to follow a Poisson distribution with the number of unique tracks per energy. A track bank of 12 energies and 60000 unique tracks per pregenerated energy in water had a size of 2.4 GB and achieved a latent uncertainty of approximately 1% at an optimal efficiency gain over DOSXYZnrc. Larger track banks produced a lower latent uncertainty at the cost of increased memory consumption. Using an NVIDIA GTX 590, efficiency analysis showed a 807 × efficiency increase over DOSXYZnrc for 16 MeV electrons in water and 508 × for 16 MeV electrons in bone. Conclusions: The PMC method can calculate dose distributions for electrons and protons to a statistical uncertainty of 1% with a large efficiency gain over conventional MC codes. Before performing clinical dose calculations, models to calculate dose contributions from uncharged particles must be implemented. Following the successful implementation of these models, the PMC method will be evaluated as a candidate for inverse planning of modulated electron radiation therapy and scanned proton beams.« less

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.

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

DOE PAGES

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

2016-10-21

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

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 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.

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.

Probabilistic finite elements for transient analysis in nonlinear continua

NASA Technical Reports Server (NTRS)

Liu, W. K.; Belytschko, T.; Mani, A.

1985-01-01

The probabilistic finite element method (PFEM), which is a combination of finite element methods and second-moment analysis, is formulated for linear and nonlinear continua with inhomogeneous random fields. Analogous to the discretization of the displacement field in finite element methods, the random field is also discretized. The formulation is simplified by transforming the correlated variables to a set of uncorrelated variables through an eigenvalue orthogonalization. Furthermore, it is shown that a reduced set of the uncorrelated variables is sufficient for the second-moment analysis. Based on the linear formulation of the PFEM, the method is then extended to transient analysis in nonlinear continua. The accuracy and efficiency of the method is demonstrated by application to a one-dimensional, elastic/plastic wave propagation problem. The moments calculated compare favorably with those obtained by Monte Carlo simulation. Also, the procedure is amenable to implementation in deterministic FEM based computer programs.

Trans-dimensional MCMC methods for fully automatic motion analysis in tagged MRI.

PubMed

Smal, Ihor; Carranza-Herrezuelo, Noemí; Klein, Stefan; Niessen, Wiro; Meijering, Erik

2011-01-01

Tagged magnetic resonance imaging (tMRI) is a well-known noninvasive method allowing quantitative analysis of regional heart dynamics. Its clinical use has so far been limited, in part due to the lack of robustness and accuracy of existing tag tracking algorithms in dealing with low (and intrinsically time-varying) image quality. In this paper, we propose a novel probabilistic method for tag tracking, implemented by means of Bayesian particle filtering and a trans-dimensional Markov chain Monte Carlo (MCMC) approach, which efficiently combines information about the imaging process and tag appearance with prior knowledge about the heart dynamics obtained by means of non-rigid image registration. Experiments using synthetic image data (with ground truth) and real data (with expert manual annotation) from preclinical (small animal) and clinical (human) studies confirm that the proposed method yields higher consistency, accuracy, and intrinsic tag reliability assessment in comparison with other frequently used tag tracking methods.

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

Recommender engine for continuous-time quantum Monte Carlo methods

NASA Astrophysics Data System (ADS)

Huang, Li; Yang, Yi-feng; Wang, Lei

2017-03-01

Recommender systems play an essential role in the modern business world. They recommend favorable items such as books, movies, and search queries to users based on their past preferences. Applying similar ideas and techniques to Monte Carlo simulations of physical systems boosts their efficiency without sacrificing accuracy. Exploiting the quantum to classical mapping inherent in the continuous-time quantum Monte Carlo methods, we construct a classical molecular gas model to reproduce the quantum distributions. We then utilize powerful molecular simulation techniques to propose efficient quantum Monte Carlo updates. The recommender engine approach provides a general way to speed up the quantum impurity solvers.

Quantum annealing of the traveling-salesman problem.

PubMed

Martonák, Roman; Santoro, Giuseppe E; Tosatti, Erio

2004-11-01

We propose a path-integral Monte Carlo quantum annealing scheme for the symmetric traveling-salesman problem, based on a highly constrained Ising-like representation, and we compare its performance against standard thermal simulated annealing. The Monte Carlo moves implemented are standard, and consist in restructuring a tour by exchanging two links (two-opt moves). The quantum annealing scheme, even with a drastically simple form of kinetic energy, appears definitely superior to the classical one, when tested on a 1002-city instance of the standard TSPLIB.

SU-F-I-53: Coded Aperture Coherent Scatter Spectral Imaging of the Breast: A Monte Carlo Evaluation of Absorbed Dose

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

Morris, R; Lakshmanan, M; Fong, G

Purpose: Coherent scatter based imaging has shown improved contrast and molecular specificity over conventional digital mammography however the biological risks have not been quantified due to a lack of accurate information on absorbed dose. This study intends to characterize the dose distribution and average glandular dose from coded aperture coherent scatter spectral imaging of the breast. The dose deposited in the breast from this new diagnostic imaging modality has not yet been quantitatively evaluated. Here, various digitized anthropomorphic phantoms are tested in a Monte Carlo simulation to evaluate the absorbed dose distribution and average glandular dose using clinically feasible scanmore » protocols. Methods: Geant4 Monte Carlo radiation transport simulation software is used to replicate the coded aperture coherent scatter spectral imaging system. Energy sensitive, photon counting detectors are used to characterize the x-ray beam spectra for various imaging protocols. This input spectra is cross-validated with the results from XSPECT, a commercially available application that yields x-ray tube specific spectra for the operating parameters employed. XSPECT is also used to determine the appropriate number of photons emitted per mAs of tube current at a given kVp tube potential. With the implementation of the XCAT digital anthropomorphic breast phantom library, a variety of breast sizes with differing anatomical structure are evaluated. Simulations were performed with and without compression of the breast for dose comparison. Results: Through the Monte Carlo evaluation of a diverse population of breast types imaged under real-world scan conditions, a clinically relevant average glandular dose for this new imaging modality is extrapolated. Conclusion: With access to the physical coherent scatter imaging system used in the simulation, the results of this Monte Carlo study may be used to directly influence the future development of the modality to keep breast dose to a minimum while still maintaining clinically viable image quality.« 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

The Monte Carlo code MCPTV--Monte Carlo dose calculation in radiation therapy with carbon ions.

PubMed

Karg, Juergen; Speer, Stefan; Schmidt, Manfred; Mueller, Reinhold

2010-07-07

The Monte Carlo code MCPTV is presented. MCPTV is designed for dose calculation in treatment planning in radiation therapy with particles and especially carbon ions. MCPTV has a voxel-based concept and can perform a fast calculation of the dose distribution on patient CT data. Material and density information from CT are taken into account. Electromagnetic and nuclear interactions are implemented. Furthermore the algorithm gives information about the particle spectra and the energy deposition in each voxel. This can be used to calculate the relative biological effectiveness (RBE) for each voxel. Depth dose distributions are compared to experimental data giving good agreement. A clinical example is shown to demonstrate the capabilities of the MCPTV dose calculation.

A radiometric model of an earth radiation budget radiometer optical system with diffuse-specular surfaces

NASA Technical Reports Server (NTRS)

Luther, M. R.

1981-01-01

The Earth Radiation Budget Experiment (ERBE) is to fly on NASA's Earth Radiation Budget Satellite (ERBS) and on NOAA F and NOAA G. Large spatial scale earth energy budget data will be derived primarily from measurements made by the ERBE nonscanning instrument (ERBE-NS). A description is given of a mathematical model capable of simulating the radiometric response of any of the ERBE-NS earth viewing channels. The model uses a Monte Carlo method to accurately account for directional distributions of emission and reflection from optical surfaces which are neither strictly diffuse nor strictly specular. The model computes radiation exchange factors among optical system components, and determines the distribution in the optical system of energy from an outside source. Attention is also given to an approach for implementing the model and results obtained from the implementation.

Vapor–Liquid Equilibrium and Polarization Behavior of the GCP Water Model: Gaussian Charge-on-Spring versus Dipole Self-Consistent Field Approaches to Induced Polarization

DOE PAGES

Chialvo, Ariel A.; Moucka, Filip; Vlcek, Lukas; ...

2015-03-24

Here we implemented the Gaussian charge-on-spring (GCOS) version of the original self-consistent field implementation of the Gaussian Charge Polarizable water model and test its accuracy to represent the polarization behavior of the original model involving smeared charges and induced dipole moments. Moreover, for that purpose we adapted the recently developed multiple-particle-move (MPM) within the Gibbs and isochoric-isothermal ensembles Monte Carlo methods for the efficient simulation of polarizable fluids. We also assessed the accuracy of the GCOS representation by a direct comparison of the resulting vapor-liquid phase envelope, microstructure, and relevant microscopic descriptors of water polarization along the orthobaric curve againstmore » the corresponding quantities from the actual GCP water model.« less

Comparison of DAC and MONACO DSMC Codes with Flat Plate Simulation

NASA Technical Reports Server (NTRS)

Padilla, Jose F.

2010-01-01

Various implementations of the direct simulation Monte Carlo (DSMC) method exist in academia, government and industry. By comparing implementations, deficiencies and merits of each can be discovered. This document reports comparisons between DSMC Analysis Code (DAC) and MONACO. DAC is NASA's standard DSMC production code and MONACO is a research DSMC code developed in academia. These codes have various differences; in particular, they employ distinct computational grid definitions. In this study, DAC and MONACO are compared by having each simulate a blunted flat plate wind tunnel test, using an identical volume mesh. Simulation expense and DSMC metrics are compared. In addition, flow results are compared with available laboratory data. Overall, this study revealed that both codes, excluding grid adaptation, performed similarly. For parallel processing, DAC was generally more efficient. As expected, code accuracy was mainly dependent on physical models employed.

Reliability evaluation of microgrid considering incentive-based demand response

NASA Astrophysics Data System (ADS)

Huang, Ting-Cheng; Zhang, Yong-Jun

2017-07-01

Incentive-based demand response (IBDR) can guide customers to adjust their behaviour of electricity and curtail load actively. Meanwhile, distributed generation (DG) and energy storage system (ESS) can provide time for the implementation of IBDR. The paper focus on the reliability evaluation of microgrid considering IBDR. Firstly, the mechanism of IBDR and its impact on power supply reliability are analysed. Secondly, the IBDR dispatch model considering customer’s comprehensive assessment and the customer response model are developed. Thirdly, the reliability evaluation method considering IBDR based on Monte Carlo simulation is proposed. Finally, the validity of the above models and method is studied through numerical tests on modified RBTS Bus6 test system. Simulation results demonstrated that IBDR can improve the reliability of microgrid.

Optimal boarding method for airline passengers

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

Steffen, Jason H.; /Fermilab

2008-02-01

Using a Markov Chain Monte Carlo optimization algorithm and a computer simulation, I find the passenger ordering which minimizes the time required to board the passengers onto an airplane. The model that I employ assumes that the time that a passenger requires to load his or her luggage is the dominant contribution to the time needed to completely fill the aircraft. The optimal boarding strategy may reduce the time required to board and airplane by over a factor of four and possibly more depending upon the dimensions of the aircraft. I explore some features of the optimal boarding method andmore » discuss practical modifications to the optimal. Finally, I mention some of the benefits that could come from implementing an improved passenger boarding scheme.« less

Simple, efficient allocation of modelling runs on heterogeneous clusters with MPI

USGS Publications Warehouse

Donato, David I.

2017-01-01

In scientific modelling and computation, the choice of an appropriate method for allocating tasks for parallel processing depends on the computational setting and on the nature of the computation. The allocation of independent but similar computational tasks, such as modelling runs or Monte Carlo trials, among the nodes of a heterogeneous computational cluster is a special case that has not been specifically evaluated previously. A simulation study shows that a method of on-demand (that is, worker-initiated) pulling from a bag of tasks in this case leads to reliably short makespans for computational jobs despite heterogeneity both within and between cluster nodes. A simple reference implementation in the C programming language with the Message Passing Interface (MPI) is provided.

On Fitting a Multivariate Two-Part Latent Growth Model

PubMed Central

Xu, Shu; Blozis, Shelley A.; Vandewater, Elizabeth A.

2017-01-01

A 2-part latent growth model can be used to analyze semicontinuous data to simultaneously study change in the probability that an individual engages in a behavior, and if engaged, change in the behavior. This article uses a Monte Carlo (MC) integration algorithm to study the interrelationships between the growth factors of 2 variables measured longitudinally where each variable can follow a 2-part latent growth model. A SAS macro implementing Mplus is developed to estimate the model to take into account the sampling uncertainty of this simulation-based computational approach. A sample of time-use data is used to show how maximum likelihood estimates can be obtained using a rectangular numerical integration method and an MC integration method. PMID:29333054

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

PubMed

Tao, Guohua; Miller, William H

2012-09-28

An efficient time-dependent (TD) Monte Carlo (MC) importance sampling method has recently been developed [G. Tao and W. H. Miller, J. Chem. Phys. 135, 024104 (2011)] for the evaluation of time correlation functions using the semiclassical (SC) initial value representation (IVR) methodology. In this TD-SC-IVR method, the MC sampling uses information from both time-evolved phase points as well as their initial values, and only the "important" trajectories are sampled frequently. Even though the TD-SC-IVR was shown in some benchmark examples to be much more efficient than the traditional time-independent sampling method (which uses only initial conditions), the calculation of the SC prefactor-which is computationally expensive, especially for large systems-is still required for accepted trajectories. In the present work, we present an approximate implementation of the TD-SC-IVR method that is completely prefactor-free; it gives the time correlation function as a classical-like magnitude function multiplied by a phase function. Application of this approach to flux-flux correlation functions (which yield reaction rate constants) for the benchmark H + H(2) system shows very good agreement with exact quantum results. Limitations of the approximate approach are also discussed.

Hybrid Microgrid Configuration Optimization with Evolutionary Algorithms

NASA Astrophysics Data System (ADS)

Lopez, Nicolas

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

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

Development of modern approach to absorbed dose assessment in radionuclide therapy, based on Monte Carlo method simulation of patient scintigraphy

NASA Astrophysics Data System (ADS)

Lysak, Y. V.; Klimanov, V. A.; Narkevich, B. Ya

2017-01-01

One of the most difficult problems of modern radionuclide therapy (RNT) is control of the absorbed dose in pathological volume. This research presents new approach based on estimation of radiopharmaceutical (RP) accumulated activity value in tumor volume, based on planar scintigraphic images of the patient and calculated radiation transport using Monte Carlo method, including absorption and scattering in biological tissues of the patient, and elements of gamma camera itself. In our research, to obtain the data, we performed modeling scintigraphy of the vial with administered to the patient activity of RP in gamma camera, the vial was placed at the certain distance from the collimator, and the similar study was performed in identical geometry, with the same values of activity of radiopharmaceuticals in the pathological target in the body of the patient. For correct calculation results, adapted Fisher-Snyder human phantom was simulated in MCNP program. In the context of our technique, calculations were performed for different sizes of pathological targets and various tumors deeps inside patient’s body, using radiopharmaceuticals based on a mixed β-γ-radiating (131I, 177Lu), and clear β- emitting (89Sr, 90Y) therapeutic radionuclides. Presented method can be used for adequate implementing in clinical practice estimation of absorbed doses in the regions of interest on the basis of planar scintigraphy of the patient with sufficient accuracy.

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

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

Lu, Dan; Ricciuto, Daniel; Walker, Anthony

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

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

DOE PAGES

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

2017-02-22

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

The use of simple reparameterizations to improve the efficiency of Markov chain Monte Carlo estimation for multilevel models with applications to discrete time survival models.

PubMed

Browne, William J; Steele, Fiona; Golalizadeh, Mousa; Green, Martin J

2009-06-01

We consider the application of Markov chain Monte Carlo (MCMC) estimation methods to random-effects models and in particular the family of discrete time survival models. Survival models can be used in many situations in the medical and social sciences and we illustrate their use through two examples that differ in terms of both substantive area and data structure. A multilevel discrete time survival analysis involves expanding the data set so that the model can be cast as a standard multilevel binary response model. For such models it has been shown that MCMC methods have advantages in terms of reducing estimate bias. However, the data expansion results in very large data sets for which MCMC estimation is often slow and can produce chains that exhibit poor mixing. Any way of improving the mixing will result in both speeding up the methods and more confidence in the estimates that are produced. The MCMC methodological literature is full of alternative algorithms designed to improve mixing of chains and we describe three reparameterization techniques that are easy to implement in available software. We consider two examples of multilevel survival analysis: incidence of mastitis in dairy cattle and contraceptive use dynamics in Indonesia. For each application we show where the reparameterization techniques can be used and assess their performance.

A Simple "Boxed Molecular Kinetics" Approach To Accelerate Rare Events in the Stochastic Kinetic Master Equation.

PubMed

Shannon, Robin; Glowacki, David R

2018-02-15

The chemical master equation is a powerful theoretical tool for analyzing the kinetics of complex multiwell potential energy surfaces in a wide range of different domains of chemical kinetics spanning combustion, atmospheric chemistry, gas-surface chemistry, solution phase chemistry, and biochemistry. There are two well-established methodologies for solving the chemical master equation: a stochastic "kinetic Monte Carlo" approach and a matrix-based approach. In principle, the results yielded by both approaches are identical; the decision of which approach is better suited to a particular study depends on the details of the specific system under investigation. In this Article, we present a rigorous method for accelerating stochastic approaches by several orders of magnitude, along with a method for unbiasing the accelerated results to recover the "true" value. The approach we take in this paper is inspired by the so-called "boxed molecular dynamics" (BXD) method, which has previously only been applied to accelerate rare events in molecular dynamics simulations. Here we extend BXD to design a simple algorithmic strategy for accelerating rare events in stochastic kinetic simulations. Tests on a number of systems show that the results obtained using the BXD rare event strategy are in good agreement with unbiased results. To carry out these tests, we have implemented a kinetic Monte Carlo approach in MESMER, which is a cross-platform, open-source, and freely available master equation solver.

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.

Characterizing Epistemic Uncertainty for Launch Vehicle Designs

NASA Technical Reports Server (NTRS)

Novack, Steven D.; Rogers, Jim; Al Hassan, Mohammad; Hark, Frank

2016-01-01

NASA Probabilistic Risk Assessment (PRA) has the task of estimating the aleatory (randomness) and epistemic (lack of knowledge) uncertainty of launch vehicle loss of mission and crew risk, and communicating the results. Launch vehicles are complex engineered systems designed with sophisticated subsystems that are built to work together to accomplish mission success. Some of these systems or subsystems are in the form of heritage equipment, while some have never been previously launched. For these cases, characterizing the epistemic uncertainty is of foremost importance, and it is anticipated that the epistemic uncertainty of a modified launch vehicle design versus a design of well understood heritage equipment would be greater. For reasons that will be discussed, standard uncertainty propagation methods using Monte Carlo simulation produce counter intuitive results, and significantly underestimate epistemic uncertainty for launch vehicle models. Furthermore, standard PRA methods, such as Uncertainty-Importance analyses used to identify components that are significant contributors to uncertainty, are rendered obsolete, since sensitivity to uncertainty changes are not reflected in propagation of uncertainty using Monte Carlo methods. This paper provides a basis of the uncertainty underestimation for complex systems and especially, due to nuances of launch vehicle logic, for launch vehicles. It then suggests several alternative methods for estimating uncertainty and provides examples of estimation results. Lastly, the paper describes how to implement an Uncertainty-Importance analysis using one alternative approach, describes the results, and suggests ways to reduce epistemic uncertainty by focusing on additional data or testing of selected components.

Characterizing Epistemic Uncertainty for Launch Vehicle Designs

NASA Technical Reports Server (NTRS)

Novack, Steven D.; Rogers, Jim; Hark, Frank; Al Hassan, Mohammad

2016-01-01

NASA Probabilistic Risk Assessment (PRA) has the task of estimating the aleatory (randomness) and epistemic (lack of knowledge) uncertainty of launch vehicle loss of mission and crew risk and communicating the results. Launch vehicles are complex engineered systems designed with sophisticated subsystems that are built to work together to accomplish mission success. Some of these systems or subsystems are in the form of heritage equipment, while some have never been previously launched. For these cases, characterizing the epistemic uncertainty is of foremost importance, and it is anticipated that the epistemic uncertainty of a modified launch vehicle design versus a design of well understood heritage equipment would be greater. For reasons that will be discussed, standard uncertainty propagation methods using Monte Carlo simulation produce counter intuitive results and significantly underestimate epistemic uncertainty for launch vehicle models. Furthermore, standard PRA methods such as Uncertainty-Importance analyses used to identify components that are significant contributors to uncertainty are rendered obsolete since sensitivity to uncertainty changes are not reflected in propagation of uncertainty using Monte Carlo methods.This paper provides a basis of the uncertainty underestimation for complex systems and especially, due to nuances of launch vehicle logic, for launch vehicles. It then suggests several alternative methods for estimating uncertainty and provides examples of estimation results. Lastly, the paper shows how to implement an Uncertainty-Importance analysis using one alternative approach, describes the results, and suggests ways to reduce epistemic uncertainty by focusing on additional data or testing of selected components.

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

Cost-Effectiveness of Capping Freeways for Use as Parks: The New York Cross-Bronx Expressway Case Study

PubMed Central

Zafari, Zafar; Bellanger, Martine; Muennig, Peter Alexander

2018-01-01

Objectives. To examine health benefits and cost-effectiveness of implementing a freeway deck park to increase urban green space. Methods. Using the Cross-Bronx Expressway in New York City as a case study, we explored the cost-effectiveness of implementing deck parks. We built a microsimulation model that included increased exercise, fewer accidents, and less pollution as well as the cost of implementation and maintenance of the park. We estimated both the quality-adjusted life years gained and the societal costs for 2017. Results. Implementation of a deck park over sunken parts of Cross-Bronx Expressway appeared to save both lives and money. Savings were realized for 84% of Monte Carlo simulations. Conclusions. In a rapidly urbanizing world, reclaiming green space through deck parks can bring health benefits alongside economic savings over the long term. Public Health Implications. Policymakers are seeking ways to create cross-sectorial synergies that might improve both quality of urban life and health. However, such projects are very expensive, and there is little information on their return of investment. Our analysis showed that deck parks produce exceptional value when implemented over below-grade sections of road. PMID:29345999

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

Can streamlined multi-criteria decision analysis be used to implement shared decision making for colorectal cancer screening?

PubMed Central

Dolan, James G.; Boohaker, Emily; Allison, Jeroan; Imperiale, Thomas F.

2013-01-01

Background Current US colorectal cancer screening guidelines that call for shared decision making regarding the choice among several recommended screening options are difficult to implement. Multi-criteria decision analysis (MCDA) is an established methodology well suited for supporting shared decision making. Our study goal was to determine if a streamlined form of MCDA using rank order based judgments can accurately assess patients’ colorectal cancer screening priorities. Methods We converted priorities for four decision criteria and three sub-criteria regarding colorectal cancer screening obtained from 484 average risk patients using the Analytic Hierarchy Process (AHP) in a prior study into rank order-based priorities using rank order centroids. We compared the two sets of priorities using Spearman rank correlation and non-parametric Bland-Altman limits of agreement analysis. We assessed the differential impact of using the rank order-based versus the AHP-based priorities on the results of a full MCDA comparing three currently recommended colorectal cancer screening strategies. Generalizability of the results was assessed using Monte Carlo simulation. Results Correlations between the two sets of priorities for the seven criteria ranged from 0.55 to 0.92. The proportions of absolute differences between rank order-based and AHP-based priorities that were more than ± 0.15 ranged from 1% to 16%. Differences in the full MCDA results were minimal and the relative rankings of the three screening options were identical more than 88% of the time. The Monte Carlo simulation results were similar. Conclusion Rank order-based MCDA could be a simple, practical way to guide individual decisions and assess population decision priorities regarding colorectal cancer screening strategies. Additional research is warranted to further explore the use of these methods for promoting shared decision making. PMID:24300851

Identification of potential sewer mining locations: a Monte-Carlo based approach.

PubMed

Tsoukalas, I K; Makropoulos, C K; Michas, S N

2017-12-01

Rapid urbanization affecting demand patterns, coupled with potential water shortages due to supply side impacts of climatic changes, has led to the emergence of new technologies for water and wastewater reuse. Sewer mining (SM) is a novel decentralized option that could potentially provide non-potable water for urban uses, including for example the irrigation of urban green spaces, providing a mid-scale solution to effective wastewater reuse. SM is based on extracting wastewater from local sewers and treatment at the point of demand and entails in some cases the return of treatment residuals back to the sewer system. Several challenges are currently in the way of such applications in Europe, including public perception, inadequate regulatory frameworks and engineering issues. In this paper we consider some of these engineering challenges, looking at the sewer network as a system where multiple physical, biological and chemical processes take place. We argue that prior to implementing SM, the dynamics of the sewer system should be investigated in order to identify optimum ways of deploying SM without endangering the reliability of the system. Specifically, both wastewater extraction and sludge return could result in altering the biochemical process of the network, thus unintentionally leading to degradation of the sewer infrastructure. We propose a novel Monte-Carlo based method that takes into account both spatial properties and water demand characteristics of a given area of SM deployment while simultaneously accounting for the variability of sewer network dynamics in order to identify potential locations for SM implementation. The outcomes of this study suggest that the method can provide rational results and useful guidelines for upscale SM technologies at a city level.

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

PubMed

Asselineau, Charles-Alexis; Zapata, Jose; Pye, John

2015-06-01

A stochastic optimisation method adapted to illumination and radiative heat transfer problems involving Monte-Carlo ray-tracing is presented. A solar receiver shape optimisation case study illustrates the advantages of the method and its potential: efficient receivers are identified using a moderate computational cost.

Self-learning Monte Carlo method

DOE PAGES

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

2017-01-04

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

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

Yang, Y. M., E-mail: ymingy@gmail.com; Bednarz, B.; Svatos, M.

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 withinmore » 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.« less

A Monte Carlo model for 3D grain evolution during welding

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

Rodgers, Theron M.; Mitchell, John A.; Tikare, Veena

Welding is one of the most wide-spread processes used in metal joining. However, there are currently no open-source software implementations for the simulation of microstructural evolution during a weld pass. Here we describe a Potts Monte Carlo based model implemented in the SPPARKS kinetic Monte Carlo computational framework. The model simulates melting, solidification and solid-state microstructural evolution of material in the fusion and heat-affected zones of a weld. The model does not simulate thermal behavior, but rather utilizes user input parameters to specify weld pool and heat-affect zone properties. Weld pool shapes are specified by Bezier curves, which allow formore » the specification of a wide range of pool shapes. Pool shapes can range from narrow and deep to wide and shallow representing different fluid flow conditions within the pool. Surrounding temperature gradients are calculated with the aide of a closest point projection algorithm. Furthermore, the model also allows simulation of pulsed power welding through time-dependent variation of the weld pool size. Example simulation results and comparisons with laboratory weld observations demonstrate microstructural variation with weld speed, pool shape, and pulsed-power.« less

A Monte Carlo model for 3D grain evolution during welding

DOE PAGES

Rodgers, Theron M.; Mitchell, John A.; Tikare, Veena

2017-08-04

Welding is one of the most wide-spread processes used in metal joining. However, there are currently no open-source software implementations for the simulation of microstructural evolution during a weld pass. Here we describe a Potts Monte Carlo based model implemented in the SPPARKS kinetic Monte Carlo computational framework. The model simulates melting, solidification and solid-state microstructural evolution of material in the fusion and heat-affected zones of a weld. The model does not simulate thermal behavior, but rather utilizes user input parameters to specify weld pool and heat-affect zone properties. Weld pool shapes are specified by Bezier curves, which allow formore » the specification of a wide range of pool shapes. Pool shapes can range from narrow and deep to wide and shallow representing different fluid flow conditions within the pool. Surrounding temperature gradients are calculated with the aide of a closest point projection algorithm. Furthermore, the model also allows simulation of pulsed power welding through time-dependent variation of the weld pool size. Example simulation results and comparisons with laboratory weld observations demonstrate microstructural variation with weld speed, pool shape, and pulsed-power.« less

Efficient Simulation of Secondary Fluorescence Via NIST DTSA-II Monte Carlo.

PubMed

Ritchie, Nicholas W M

2017-06-01

Secondary fluorescence, the final term in the familiar matrix correction triumvirate Z·A·F, is the most challenging for Monte Carlo models to simulate. In fact, only two implementations of Monte Carlo models commonly used to simulate electron probe X-ray spectra can calculate secondary fluorescence-PENEPMA and NIST DTSA-II a (DTSA-II is discussed herein). These two models share many physical models but there are some important differences in the way each implements X-ray emission including secondary fluorescence. PENEPMA is based on PENELOPE, a general purpose software package for simulation of both relativistic and subrelativistic electron/positron interactions with matter. On the other hand, NIST DTSA-II was designed exclusively for simulation of X-ray spectra generated by subrelativistic electrons. NIST DTSA-II uses variance reduction techniques unsuited to general purpose code. These optimizations help NIST DTSA-II to be orders of magnitude more computationally efficient while retaining detector position sensitivity. Simulations execute in minutes rather than hours and can model differences that result from detector position. Both PENEPMA and NIST DTSA-II are capable of handling complex sample geometries and we will demonstrate that both are of similar accuracy when modeling experimental secondary fluorescence data from the literature.

TU-H-CAMPUS-IeP1-01: Bias and Computational Efficiency of Variance Reduction Methods for the Monte Carlo Simulation of Imaging Detectors

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

Sharma, D; Badano, A; Sempau, J

Purpose: Variance reduction techniques (VRTs) are employed in Monte Carlo simulations to obtain estimates with reduced statistical uncertainty for a given simulation time. In this work, we study the bias and efficiency of a VRT for estimating the response of imaging detectors. Methods: We implemented Directed Sampling (DS), preferentially directing a fraction of emitted optical photons directly towards the detector by altering the isotropic model. The weight of each optical photon is appropriately modified to maintain simulation estimates unbiased. We use a Monte Carlo tool called fastDETECT2 (part of the hybridMANTIS open-source package) for optical transport, modified for VRT. Themore » weight of each photon is calculated as the ratio of original probability (no VRT) and the new probability for a particular direction. For our analysis of bias and efficiency, we use pulse height spectra, point response functions, and Swank factors. We obtain results for a variety of cases including analog (no VRT, isotropic distribution), and DS with 0.2 and 0.8 optical photons directed towards the sensor plane. We used 10,000, 25-keV primaries. Results: The Swank factor for all cases in our simplified model converged fast (within the first 100 primaries) to a stable value of 0.9. The root mean square error per pixel for DS VRT for the point response function between analog and VRT cases was approximately 5e-4. Conclusion: Our preliminary results suggest that DS VRT does not affect the estimate of the mean for the Swank factor. Our findings indicate that it may be possible to design VRTs for imaging detector simulations to increase computational efficiency without introducing bias.« less

A New Equivalence Theory Method for Treating Doubly Heterogeneous Fuel - II. Verifications

DOE PAGES

Choi, Sooyoung; Kong, Chidong; Lee, Deokjung; ...

2015-03-09

A new methodology has been developed recently to treat resonance self-shielding in systems for which the fuel compact region of a reactor lattice consists of small fuel grains dispersed in a graphite matrix. The theoretical development adopts equivalence theory in both micro- and macro-level heterogeneities to provide approximate analytical expressions for the shielded cross sections, which may be interpolated from a table of resonance integrals or Bondarenko factors using a modified background cross section as the interpolation parameter. This paper describes the first implementation of the theoretical equations in a reactor analysis code. In order to reduce discrepancies caused bymore » use of the rational approximation for collision probabilities in the original derivation, a new formulation for a doubly heterogeneous Bell factor is developed in this paper to improve the accuracy of doubly heterogeneous expressions. This methodology is applied to a wide range of pin cell and assembly test problems with varying geometry parameters, material compositions, and temperatures, and the results are compared with continuous-energy Monte Carlo simulations to establish the accuracy and range of applicability of the new approach. It is shown that the new doubly heterogeneous self-shielding method including the Bell factor correction gives good agreement with reference Monte Carlo results.« less

Dose rate calculations around 192Ir brachytherapy sources using a Sievert integration model

NASA Astrophysics Data System (ADS)

Karaiskos, P.; Angelopoulos, A.; Baras, P.; Rozaki-Mavrouli, H.; Sandilos, P.; Vlachos, L.; Sakelliou, L.

2000-02-01

The classical Sievert integral method is a valuable tool for dose rate calculations around brachytherapy sources, combining simplicity with reasonable computational times. However, its accuracy in predicting dose rate anisotropy around 192 Ir brachytherapy sources has been repeatedly put into question. In this work, we used a primary and scatter separation technique to improve an existing modification of the Sievert integral (Williamson's isotropic scatter model) that determines dose rate anisotropy around commercially available 192 Ir brachytherapy sources. The proposed Sievert formalism provides increased accuracy while maintaining the simplicity and computational time efficiency of the Sievert integral method. To describe transmission within the materials encountered, the formalism makes use of narrow beam attenuation coefficients which can be directly and easily calculated from the initially emitted 192 Ir spectrum. The other numerical parameters required for its implementation, once calculated with the aid of our home-made Monte Carlo simulation code, can be used for any 192 Ir source design. Calculations of dose rate and anisotropy functions with the proposed Sievert expression, around commonly used 192 Ir high dose rate sources and other 192 Ir elongated source designs, are in good agreement with corresponding accurate Monte Carlo results which have been reported by our group and other authors.

Adaptive polynomial chaos techniques for uncertainty quantification of a gas cooled fast reactor transient

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

Perko, Z.; Gilli, L.; Lathouwers, D.

2013-07-01

Uncertainty quantification plays an increasingly important role in the nuclear community, especially with the rise of Best Estimate Plus Uncertainty methodologies. Sensitivity analysis, surrogate models, Monte Carlo sampling and several other techniques can be used to propagate input uncertainties. In recent years however polynomial chaos expansion has become a popular alternative providing high accuracy at affordable computational cost. This paper presents such polynomial chaos (PC) methods using adaptive sparse grids and adaptive basis set construction, together with an application to a Gas Cooled Fast Reactor transient. Comparison is made between a new sparse grid algorithm and the traditionally used techniquemore » proposed by Gerstner. An adaptive basis construction method is also introduced and is proved to be advantageous both from an accuracy and a computational point of view. As a demonstration the uncertainty quantification of a 50% loss of flow transient in the GFR2400 Gas Cooled Fast Reactor design was performed using the CATHARE code system. The results are compared to direct Monte Carlo sampling and show the superior convergence and high accuracy of the polynomial chaos expansion. Since PC techniques are easy to implement, they can offer an attractive alternative to traditional techniques for the uncertainty quantification of large scale problems. (authors)« less

Latent uncertainties of the precalculated track Monte Carlo method.

PubMed

Renaud, Marc-André; Roberge, David; Seuntjens, Jan

2015-01-01

While significant progress has been made in speeding up Monte Carlo (MC) dose calculation methods, they remain too time-consuming for the purpose of inverse planning. To achieve clinically usable calculation speeds, a precalculated Monte Carlo (PMC) algorithm for proton and electron transport was developed to run on graphics processing units (GPUs). The algorithm utilizes pregenerated particle track data from conventional MC codes for different materials such as water, bone, and lung to produce dose distributions in voxelized phantoms. While PMC methods have been described in the past, an explicit quantification of the latent uncertainty arising from the limited number of unique tracks in the pregenerated track bank is missing from the paper. With a proper uncertainty analysis, an optimal number of tracks in the pregenerated track bank can be selected for a desired dose calculation uncertainty. Particle tracks were pregenerated for electrons and protons using EGSnrc and geant4 and saved in a database. The PMC algorithm for track selection, rotation, and transport was implemented on the Compute Unified Device Architecture (cuda) 4.0 programming framework. PMC dose distributions were calculated in a variety of media and compared to benchmark dose distributions simulated from the corresponding general-purpose MC codes in the same conditions. A latent uncertainty metric was defined and analysis was performed by varying the pregenerated track bank size and the number of simulated primary particle histories and comparing dose values to a "ground truth" benchmark dose distribution calculated to 0.04% average uncertainty in voxels with dose greater than 20% of Dmax. Efficiency metrics were calculated against benchmark MC codes on a single CPU core with no variance reduction. Dose distributions generated using PMC and benchmark MC codes were compared and found to be within 2% of each other in voxels with dose values greater than 20% of the maximum dose. In proton calculations, a small (≤ 1 mm) distance-to-agreement error was observed at the Bragg peak. Latent uncertainty was characterized for electrons and found to follow a Poisson distribution with the number of unique tracks per energy. A track bank of 12 energies and 60000 unique tracks per pregenerated energy in water had a size of 2.4 GB and achieved a latent uncertainty of approximately 1% at an optimal efficiency gain over DOSXYZnrc. Larger track banks produced a lower latent uncertainty at the cost of increased memory consumption. Using an NVIDIA GTX 590, efficiency analysis showed a 807 × efficiency increase over DOSXYZnrc for 16 MeV electrons in water and 508 × for 16 MeV electrons in bone. The PMC method can calculate dose distributions for electrons and protons to a statistical uncertainty of 1% with a large efficiency gain over conventional MC codes. Before performing clinical dose calculations, models to calculate dose contributions from uncharged particles must be implemented. Following the successful implementation of these models, the PMC method will be evaluated as a candidate for inverse planning of modulated electron radiation therapy and scanned proton beams.

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.

The response analysis of fractional-order stochastic system via generalized cell mapping method.

PubMed

Wang, Liang; Xue, Lili; Sun, Chunyan; Yue, Xiaole; Xu, Wei

2018-01-01

This paper is concerned with the response of a fractional-order stochastic system. The short memory principle is introduced to ensure that the response of the system is a Markov process. The generalized cell mapping method is applied to display the global dynamics of the noise-free system, such as attractors, basins of attraction, basin boundary, saddle, and invariant manifolds. The stochastic generalized cell mapping method is employed to obtain the evolutionary process of probability density functions of the response. The fractional-order ϕ 6 oscillator and the fractional-order smooth and discontinuous oscillator are taken as examples to give the implementations of our strategies. Studies have shown that the evolutionary direction of the probability density function of the fractional-order stochastic system is consistent with the unstable manifold. The effectiveness of the method is confirmed using Monte Carlo results.

Fast Reliability Assessing Method for Distribution Network with Distributed Renewable Energy Generation

NASA Astrophysics Data System (ADS)

Chen, Fan; Huang, Shaoxiong; Ding, Jinjin; Ding, Jinjin; Gao, Bo; Xie, Yuguang; Wang, Xiaoming

2018-01-01

This paper proposes a fast reliability assessing method for distribution grid with distributed renewable energy generation. First, the Weibull distribution and the Beta distribution are used to describe the probability distribution characteristics of wind speed and solar irradiance respectively, and the models of wind farm, solar park and local load are built for reliability assessment. Then based on power system production cost simulation probability discretization and linearization power flow, a optimal power flow objected with minimum cost of conventional power generation is to be resolved. Thus a reliability assessment for distribution grid is implemented fast and accurately. The Loss Of Load Probability (LOLP) and Expected Energy Not Supplied (EENS) are selected as the reliability index, a simulation for IEEE RBTS BUS6 system in MATLAB indicates that the fast reliability assessing method calculates the reliability index much faster with the accuracy ensured when compared with Monte Carlo method.

A Control Variate Method for Probabilistic Performance Assessment. Improved Estimates for Mean Performance Quantities of Interest

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

MacKinnon, Robert J.; Kuhlman, Kristopher L

2016-05-01

We present a method of control variates for calculating improved estimates for mean performance quantities of interest, E(PQI) , computed from Monte Carlo probabilistic simulations. An example of a PQI is the concentration of a contaminant at a particular location in a problem domain computed from simulations of transport in porous media. To simplify the presentation, the method is described in the setting of a one- dimensional elliptical model problem involving a single uncertain parameter represented by a probability distribution. The approach can be easily implemented for more complex problems involving multiple uncertain parameters and in particular for application tomore » probabilistic performance assessment of deep geologic nuclear waste repository systems. Numerical results indicate the method can produce estimates of E(PQI)having superior accuracy on coarser meshes and reduce the required number of simulations needed to achieve an acceptable estimate.« less

Full-Envelope Launch Abort System Performance Analysis Methodology

NASA Technical Reports Server (NTRS)

Aubuchon, Vanessa V.

2014-01-01

The implementation of a new dispersion methodology is described, which dis-perses abort initiation altitude or time along with all other Launch Abort System (LAS) parameters during Monte Carlo simulations. In contrast, the standard methodology assumes that an abort initiation condition is held constant (e.g., aborts initiated at altitude for Mach 1, altitude for maximum dynamic pressure, etc.) while dispersing other LAS parameters. The standard method results in large gaps in performance information due to the discrete nature of initiation conditions, while the full-envelope dispersion method provides a significantly more comprehensive assessment of LAS abort performance for the full launch vehicle ascent flight envelope and identifies performance "pinch-points" that may occur at flight conditions outside of those contained in the discrete set. The new method has significantly increased the fidelity of LAS abort simulations and confidence in the results.

In-Medium Similarity Renormalization Group Approach to the Nuclear Many-Body Problem

NASA Astrophysics Data System (ADS)

Hergert, Heiko; Bogner, Scott K.; Lietz, Justin G.; Morris, Titus D.; Novario, Samuel J.; Parzuchowski, Nathan M.; Yuan, Fei

We present a pedagogical discussion of Similarity Renormalization Group (SRG) methods, in particular the In-Medium SRG (IMSRG) approach for solving the nuclear many-body problem. These methods use continuous unitary transformations to evolve the nuclear Hamiltonian to a desired shape. The IMSRG, in particular, is used to decouple the ground state from all excitations and solve the many-body Schrödinger equation. We discuss the IMSRG formalism as well as its numerical implementation, and use the method to study the pairing model and infinite neutron matter. We compare our results with those of Coupled cluster theory (Chap. 8), Configuration-Interaction Monte Carlo (Chap. 9), and the Self-Consistent Green's Function approach discussed in Chap. 11 The chapter concludes with an expanded overview of current research directions, and a look ahead at upcoming developments.

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.

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

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.

Detecting seasonal variations of soil parameters via field measurements and stochastic simulations in the hillslope

NASA Astrophysics Data System (ADS)

Noh, Seong Jin; An, Hyunuk; Kim, Sanghyun

2015-04-01

Soil moisture, a critical factor in hydrologic systems, plays a key role in synthesizing interactions among soil, climate, hydrological response, solute transport and ecosystem dynamics. The spatial and temporal distribution of soil moisture at a hillslope scale is essential for understanding hillslope runoff generation processes. In this study, we implement Monte Carlo simulations in the hillslope scale using a three-dimensional surface-subsurface integrated model (3D model). Numerical simulations are compared with multiple soil moistures which had been measured using TDR(Mini_TRASE) for 22 locations in 2 or 3 depths during a whole year at a hillslope (area: 2100 square meters) located in Bongsunsa Watershed, South Korea. In stochastic simulations via Monte Carlo, uncertainty of the soil parameters and input forcing are considered and model ensembles showing good performance are selected separately for several seasonal periods. The presentation will be focused on the characterization of seasonal variations of model parameters based on simulations with field measurements. In addition, structural limitations of the contemporary modeling method will be discussed.

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

PubMed

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

2016-08-01

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

Diagnosing Undersampling Biases in Monte Carlo Eigenvalue and Flux Tally Estimates

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

Perfetti, Christopher M.; Rearden, Bradley T.; Marshall, William J.

2017-02-08

Here, this study focuses on understanding the phenomena in Monte Carlo simulations known as undersampling, in which Monte Carlo tally estimates may not encounter a sufficient number of particles during each generation to obtain unbiased tally estimates. Steady-state Monte Carlo simulations were performed using the KENO Monte Carlo tools within the SCALE code system for models of several burnup credit applications with varying degrees of spatial and isotopic complexities, and the incidence and impact of undersampling on eigenvalue and flux estimates were examined. Using an inadequate number of particle histories in each generation was found to produce a maximum bias of ~100 pcm in eigenvalue estimates and biases that exceeded 10% in fuel pin flux tally estimates. Having quantified the potential magnitude of undersampling biases in eigenvalue and flux tally estimates in these systems, this study then investigated whether Markov Chain Monte Carlo convergence metrics could be integrated into Monte Carlo simulations to predict the onset and magnitude of undersampling biases. Five potential metrics for identifying undersampling biases were implemented in the SCALE code system and evaluated for their ability to predict undersampling biases by comparing the test metric scores with the observed undersampling biases. Finally, of the five convergence metrics that were investigated, three (the Heidelberger-Welch relative half-width, the Gelman-Rubin more » $$\\hat{R}_c$$ diagnostic, and tally entropy) showed the potential to accurately predict the behavior of undersampling biases in the responses examined.« less

IMPLEMENTATION OF FIRST-PASSAGE TIME APPROACH FOR OBJECT KINETIC MONTE CARLO SIMULATIONS OF IRRADIATION

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

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

2014-06-30

The objective of the work is to implement a first-passage time (FPT) approach to deal with very fast 1D diffusing SIA clusters in KSOME (kinetic simulations of microstructural evolution) [1] to achieve longer time-scales during irradiation damage simulations. The goal is to develop FPT-KSOME, which has the same flexibility as KSOME.

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

NASA Astrophysics Data System (ADS)

Qian, Lin-Feng; Shi, Guo-Dong; Huang, Yong; Xing, Yu-Ming

2017-10-01

In vector radiative transfer, backward ray tracing is seldom used. We present a backward and forward Monte Carlo method to simulate vector radiative transfer in a two-dimensional graded index medium, which is new and different from the conventional Monte Carlo method. The backward and forward Monte Carlo method involves dividing the ray tracing into two processes backward tracing and forward tracing. In multidimensional graded index media, the trajectory of a ray is usually a three-dimensional curve. During the transport of a polarization ellipse, the curved ray trajectory will induce geometrical effects and cause Stokes parameters to continuously change. The solution processes for a non-scattering medium and an anisotropic scattering medium are analysed. We also analyse some parameters that influence the Stokes vector in two-dimensional graded index media. The research shows that the Q component of the Stokes vector cannot be ignored. However, the U and V components of the Stokes vector are very small.

Applying Quantum Monte Carlo to the Electronic Structure Problem

NASA Astrophysics Data System (ADS)

Powell, Andrew D.; Dawes, Richard

2016-06-01

Two distinct types of Quantum Monte Carlo (QMC) calculations are applied to electronic structure problems such as calculating potential energy curves and producing benchmark values for reaction barriers. First, Variational and Diffusion Monte Carlo (VMC and DMC) methods using a trial wavefunction subject to the fixed node approximation were tested using the CASINO code.[1] Next, Full Configuration Interaction Quantum Monte Carlo (FCIQMC), along with its initiator extension (i-FCIQMC) were tested using the NECI code.[2] FCIQMC seeks the FCI energy for a specific basis set. At a reduced cost, the efficient i-FCIQMC method can be applied to systems in which the standard FCIQMC approach proves to be too costly. Since all of these methods are statistical approaches, uncertainties (error-bars) are introduced for each calculated energy. This study tests the performance of the methods relative to traditional quantum chemistry for some benchmark systems. References: [1] R. J. Needs et al., J. Phys.: Condensed Matter 22, 023201 (2010). [2] G. H. Booth et al., J. Chem. Phys. 131, 054106 (2009).

Dynamic Monte Carlo description of thermal desorption processes

NASA Astrophysics Data System (ADS)

Weinketz, Sieghard

1994-07-01

The applicability of the dynamic Monte Carlo method of Fichthorn and Weinberg, in which the time evolution of a system is described in terms of the absolute number of different microscopic possible events and their associated transition rates, is discussed for the case of thermal desorption simulations. It is shown that the definition of the time increment at each successful event leads naturally to the macroscopic differential equation of desorption, in the case of simple first- and second-order processes in which the only possible events are desorption and diffusion. This equivalence is numerically demonstrated for a second-order case. In the sequence, the equivalence of this method with the Monte Carlo method of Sales and Zgrablich for more complex desorption processes, allowing for lateral interactions between adsorbates, is shown, even though the dynamic Monte Carlo method does not bear their limitation of a rapid surface diffusion condition, thus being able to describe a more complex ``kinetics'' of surface reactive processes, and therefore be applied to a wider class of phenomena, such as surface catalysis.

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

NASA Astrophysics Data System (ADS)

Schröder, Markus; Meyer, Hans-Dieter

2017-08-01

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

A Monte Carlo Evaluation of Estimated Parameters of Five Shrinkage Estimate Formuli.

ERIC Educational Resources Information Center

Newman, Isadore; And Others

A Monte Carlo study was conducted to estimate the efficiency of and the relationship between five equations and the use of cross validation as methods for estimating shrinkage in multiple correlations. Two of the methods were intended to estimate shrinkage to population values and the other methods were intended to estimate shrinkage from sample…

A method for the estimation of the significance of cross-correlations in unevenly sampled red-noise time series

NASA Astrophysics Data System (ADS)

Max-Moerbeck, W.; Richards, J. L.; Hovatta, T.; Pavlidou, V.; Pearson, T. J.; Readhead, A. C. S.

2014-11-01

We present a practical implementation of a Monte Carlo method to estimate the significance of cross-correlations in unevenly sampled time series of data, whose statistical properties are modelled with a simple power-law power spectral density. This implementation builds on published methods; we introduce a number of improvements in the normalization of the cross-correlation function estimate and a bootstrap method for estimating the significance of the cross-correlations. A closely related matter is the estimation of a model for the light curves, which is critical for the significance estimates. We present a graphical and quantitative demonstration that uses simulations to show how common it is to get high cross-correlations for unrelated light curves with steep power spectral densities. This demonstration highlights the dangers of interpreting them as signs of a physical connection. We show that by using interpolation and the Hanning sampling window function we are able to reduce the effects of red-noise leakage and to recover steep simple power-law power spectral densities. We also introduce the use of a Neyman construction for the estimation of the errors in the power-law index of the power spectral density. This method provides a consistent way to estimate the significance of cross-correlations in unevenly sampled time series of data.

A New Aerodynamic Data Dispersion Method for Launch Vehicle Design

NASA Technical Reports Server (NTRS)

Pinier, Jeremy T.

2011-01-01

A novel method for implementing aerodynamic data dispersion analysis is herein introduced. A general mathematical approach combined with physical modeling tailored to the aerodynamic quantity of interest enables the generation of more realistically relevant dispersed data and, in turn, more reasonable flight simulation results. The method simultaneously allows for the aerodynamic quantities and their derivatives to be dispersed given a set of non-arbitrary constraints, which stresses the controls model in more ways than with the traditional bias up or down of the nominal data within the uncertainty bounds. The adoption and implementation of this new method within the NASA Ares I Crew Launch Vehicle Project has resulted in significant increases in predicted roll control authority, and lowered the induced risks for flight test operations. One direct impact on launch vehicles is a reduced size for auxiliary control systems, and the possibility of an increased payload. This technique has the potential of being applied to problems in multiple areas where nominal data together with uncertainties are used to produce simulations using Monte Carlo type random sampling methods. It is recommended that a tailored physics-based dispersion model be delivered with any aerodynamic product that includes nominal data and uncertainties, in order to make flight simulations more realistic and allow for leaner spacecraft designs.

Variational approach to probabilistic finite elements

NASA Technical Reports Server (NTRS)

Belytschko, T.; Liu, W. K.; Mani, A.; Besterfield, G.

1991-01-01

Probabilistic finite element methods (PFEM), synthesizing the power of finite element methods with second-moment techniques, are formulated for various classes of problems in structural and solid mechanics. Time-invariant random materials, geometric properties and loads are incorporated in terms of their fundamental statistics viz. second-moments. Analogous to the discretization of the displacement field in finite element methods, the random fields are also discretized. Preserving the conceptual simplicity, the response moments are calculated with minimal computations. By incorporating certain computational techniques, these methods are shown to be capable of handling large systems with many sources of uncertainties. By construction, these methods are applicable when the scale of randomness is not very large and when the probabilistic density functions have decaying tails. The accuracy and efficiency of these methods, along with their limitations, are demonstrated by various applications. Results obtained are compared with those of Monte Carlo simulation and it is shown that good accuracy can be obtained for both linear and nonlinear problems. The methods are amenable to implementation in deterministic FEM based computer codes.

Variational approach to probabilistic finite elements

NASA Astrophysics Data System (ADS)

Belytschko, T.; Liu, W. K.; Mani, A.; Besterfield, G.

1991-08-01

Probabilistic finite element methods (PFEM), synthesizing the power of finite element methods with second-moment techniques, are formulated for various classes of problems in structural and solid mechanics. Time-invariant random materials, geometric properties and loads are incorporated in terms of their fundamental statistics viz. second-moments. Analogous to the discretization of the displacement field in finite element methods, the random fields are also discretized. Preserving the conceptual simplicity, the response moments are calculated with minimal computations. By incorporating certain computational techniques, these methods are shown to be capable of handling large systems with many sources of uncertainties. By construction, these methods are applicable when the scale of randomness is not very large and when the probabilistic density functions have decaying tails. The accuracy and efficiency of these methods, along with their limitations, are demonstrated by various applications. Results obtained are compared with those of Monte Carlo simulation and it is shown that good accuracy can be obtained for both linear and nonlinear problems. The methods are amenable to implementation in deterministic FEM based computer codes.

Variational approach to probabilistic finite elements

NASA Technical Reports Server (NTRS)

Belytschko, T.; Liu, W. K.; Mani, A.; Besterfield, G.

1987-01-01

Probabilistic finite element method (PFEM), synthesizing the power of finite element methods with second-moment techniques, are formulated for various classes of problems in structural and solid mechanics. Time-invariant random materials, geometric properties, and loads are incorporated in terms of their fundamental statistics viz. second-moments. Analogous to the discretization of the displacement field in finite element methods, the random fields are also discretized. Preserving the conceptual simplicity, the response moments are calculated with minimal computations. By incorporating certain computational techniques, these methods are shown to be capable of handling large systems with many sources of uncertainties. By construction, these methods are applicable when the scale of randomness is not very large and when the probabilistic density functions have decaying tails. The accuracy and efficiency of these methods, along with their limitations, are demonstrated by various applications. Results obtained are compared with those of Monte Carlo simulation and it is shown that good accuracy can be obtained for both linear and nonlinear problems. The methods are amenable to implementation in deterministic FEM based computer codes.

A new method for designing dual foil electron beam forming systems. II. Feasibility of practical implementation of the method

NASA Astrophysics Data System (ADS)

Adrich, Przemysław

2016-05-01

In Part I of this work a new method for designing dual foil electron beam forming systems was introduced. In this method, an optimal configuration of the dual foil system is found by means of a systematic, automatized scan of system performance in function of its parameters. At each point of the scan, Monte Carlo method is used to calculate the off-axis dose profile in water taking into account detailed and complete geometry of the system. The new method, while being computationally intensive, minimizes the involvement of the designer. In this Part II paper, feasibility of practical implementation of the new method is demonstrated. For this, a prototype software tools were developed and applied to solve a real life design problem. It is demonstrated that system optimization can be completed within few hours time using rather moderate computing resources. It is also demonstrated that, perhaps for the first time, the designer can gain deep insight into system behavior, such that the construction can be simultaneously optimized in respect to a number of functional characteristics besides the flatness of the off-axis dose profile. In the presented example, the system is optimized in respect to both, flatness of the off-axis dose profile and the beam transmission. A number of practical issues related to application of the new method as well as its possible extensions are discussed.

Modeling dust growth in protoplanetary disks: The breakthrough case

NASA Astrophysics Data System (ADS)

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

2014-07-01

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

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

Li, Y; Liu, B; Liang, B

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

Off-diagonal expansion quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a decomposition of the quantum partition function that can be viewed as a series expansion about its classical part. We argue that the algorithm not only provides a theoretical advancement in the field of quantum Monte Carlo simulations, but is optimally suited to tackle quantum many-body systems that exhibit a range of behaviors from "fully quantum" to "fully classical," in contrast to many existing methods. We demonstrate the advantages, sometimes by orders of magnitude, of the technique by comparing it against existing state-of-the-art schemes such as path integral quantum Monte Carlo and stochastic series expansion. We also illustrate how our method allows for the unification of quantum and classical thermal parallel tempering techniques into a single algorithm and discuss its practical significance.

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

PubMed

Jiang, Yi-fan; Chen, Chang-shui; Liu, Xiao-mei; Liu, Rong-ting; Liu, Song-hao

2015-04-01

To explore the characteristics of light propagation along the Pericardium Meridian and its surrounding areas at human wrist by using optical experiment and Monte Carlo method. An experiment was carried out to obtain the distribution of diffuse light on Pericardium Meridian line and its surrounding areas at the wrist, and then a simplified model based on the anatomical structure was proposed to simulate the light transportation within the same area by using Monte Carlo method. The experimental results showed strong accordance with the Monte Carlo simulation that the light propagation along the Pericardium Meridian had an advantage over its surrounding areas at the wrist. The advantage of light transport along Pericardium Merdian line was related to components and structure of tissue, also the anatomical structure of the area that the Pericardium Meridian line runs.

Optimised Iteration in Coupled Monte Carlo - Thermal-Hydraulics Calculations

NASA Astrophysics Data System (ADS)

Hoogenboom, J. Eduard; Dufek, Jan

2014-06-01

This paper describes an optimised iteration scheme for the number of neutron histories and the relaxation factor in successive iterations of coupled Monte Carlo and thermal-hydraulic reactor calculations based on the stochastic iteration method. The scheme results in an increasing number of neutron histories for the Monte Carlo calculation in successive iteration steps and a decreasing relaxation factor for the spatial power distribution to be used as input to the thermal-hydraulics calculation. The theoretical basis is discussed in detail and practical consequences of the scheme are shown, among which a nearly linear increase per iteration of the number of cycles in the Monte Carlo calculation. The scheme is demonstrated for a full PWR type fuel assembly. Results are shown for the axial power distribution during several iteration steps. A few alternative iteration method are also tested and it is concluded that the presented iteration method is near optimal.

Geometry and Dynamics for Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Barp, Alessandro; Briol, François-Xavier; Kennedy, Anthony D.; Girolami, Mark

2018-03-01

Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of building chains which can explore probability densities efficiently. The method emerges from physics and geometry and these links have been extensively studied by a series of authors through the last thirty years. However, there is currently a gap between the intuitions and knowledge of users of the methodology and our deep understanding of these theoretical foundations. The aim of this review is to provide a comprehensive introduction to the geometric tools used in Hamiltonian Monte Carlo at a level accessible to statisticians, machine learners and other users of the methodology with only a basic understanding of Monte Carlo methods. This will be complemented with some discussion of the most recent advances in the field which we believe will become increasingly relevant to applied scientists.

Off-diagonal expansion quantum Monte Carlo.

PubMed

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a decomposition of the quantum partition function that can be viewed as a series expansion about its classical part. We argue that the algorithm not only provides a theoretical advancement in the field of quantum Monte Carlo simulations, but is optimally suited to tackle quantum many-body systems that exhibit a range of behaviors from "fully quantum" to "fully classical," in contrast to many existing methods. We demonstrate the advantages, sometimes by orders of magnitude, of the technique by comparing it against existing state-of-the-art schemes such as path integral quantum Monte Carlo and stochastic series expansion. We also illustrate how our method allows for the unification of quantum and classical thermal parallel tempering techniques into a single algorithm and discuss its practical significance.

Monte Carlo simulation of liver cancer treatment with 166Ho-loaded glass microspheres

NASA Astrophysics Data System (ADS)

da Costa Guimarães, Carla; Moralles, Maurício; Roberto Martinelli, José

2014-02-01

Microspheres loaded with pure beta-emitter radioisotopes are used in the treatment of some types of liver cancer. The Instituto de Pesquisas Energéticas e Nucleares (IPEN) is developing 166Ho-loaded glass microspheres as an alternative to the commercially available 90Y microspheres. This work describes the implementation of a Monte Carlo code to simulate both the irradiation effects and the imaging of 166Ho and 90Y sources localized in different parts of the liver. Results obtained with the code and perspectives for the future are discussed.

Geodesic Monte Carlo on Embedded Manifolds

PubMed Central

Byrne, Simon; Girolami, Mark

2013-01-01

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

Probabilistic power flow using improved Monte Carlo simulation method with correlated wind sources

NASA Astrophysics Data System (ADS)

Bie, Pei; Zhang, Buhan; Li, Hang; Deng, Weisi; Wu, Jiasi

2017-01-01

Probabilistic Power Flow (PPF) is a very useful tool for power system steady-state analysis. However, the correlation among different random injection power (like wind power) brings great difficulties to calculate PPF. Monte Carlo simulation (MCS) and analytical methods are two commonly used methods to solve PPF. MCS has high accuracy but is very time consuming. Analytical method like cumulants method (CM) has high computing efficiency but the cumulants calculating is not convenient when wind power output does not obey any typical distribution, especially when correlated wind sources are considered. In this paper, an Improved Monte Carlo simulation method (IMCS) is proposed. The joint empirical distribution is applied to model different wind power output. This method combines the advantages of both MCS and analytical method. It not only has high computing efficiency, but also can provide solutions with enough accuracy, which is very suitable for on-line analysis.

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

NASA Technical Reports Server (NTRS)

Deepak, A.; Fluellen, A.

1978-01-01

An efficient numerical method of multiple quadratures, the Conroy method, is applied to the problem of computing multiple scattering contributions in the radiative transfer through realistic planetary atmospheres. A brief error analysis of the method is given and comparisons are drawn with the more familiar Monte Carlo method. Both methods are stochastic problem-solving models of a physical or mathematical process and utilize the sampling scheme for points distributed over a definite region. In the Monte Carlo scheme the sample points are distributed randomly over the integration region. In the Conroy method, the sample points are distributed systematically, such that the point distribution forms a unique, closed, symmetrical pattern which effectively fills the region of the multidimensional integration. The methods are illustrated by two simple examples: one, of multidimensional integration involving two independent variables, and the other, of computing the second order scattering contribution to the sky radiance.

Electromagnetic PIC modeling with a background gas

NASA Astrophysics Data System (ADS)

Verboncoeur, J. P.; Cooperberg, D.

1997-02-01

Modeling the interaction of relativistic electromagnetic plasmas with a background gas is described. The timescales range over many orders of magnitude, from the electromagnetic Courant condition (˜10-12 sec) to electron-neutral collision times (˜10-7 sec) to ion transit times (˜10-5 sec). For this work, the traditional Monte Carlo algorithm [1] is described for relativistic electrons. Subcycling is employed to improve efficiency, and smoothing is employed to reduce particle noise. Applications include plasma-focused electron guns, gas-filled microwave tubes, surface wave discharges driven at microwave frequencies, and electron-cyclotron resonance discharges. The method is implemented in the OOPIC code [2].

GPU Accelerated DG-FDF Large Eddy Simulator

NASA Astrophysics Data System (ADS)

Inkarbekov, Medet; Aitzhan, Aidyn; Sammak, Shervin; Givi, Peyman; Kaltayev, Aidarkhan

2017-11-01

A GPU accelerated simulator is developed and implemented for large eddy simulation (LES) of turbulent flows. The filtered density function (FDF) is utilized for modeling of the subgrid scale quantities. The filtered transport equations are solved via a discontinuous Galerkin (DG) and the FDF is simulated via particle based Lagrangian Monte-Carlo (MC) method. It is demonstrated that the GPUs simulations are of the order of 100 times faster than the CPU-based calculations. This brings LES of turbulent flows to a new level, facilitating efficient simulation of more complex problems. The work at Al-Faraby Kazakh National University is sponsored by MoES of RK under Grant 3298/GF-4.

Direct simulation with vibration-dissociation coupling

NASA Technical Reports Server (NTRS)

Hash, David B.; Hassan, H. A.

1992-01-01

The majority of implementations of the Direct Simulation Monte Carlo (DSMC) method of Bird do not account for vibration-dissociation coupling. Haas and Boyd have proposed the vibrationally-favored dissociation model to accomplish this task. This model requires measurements of induction distance to determine model constants. A more general expression has been derived that does not require any experimental input. The model is used to calculate one-dimensional shock waves in nitrogen and the flow past a lunar transfer vehicle (LTV). For the conditions considered in the simulation, the influence of vibration-dissociation coupling on heat transfer in the stagnation region of the LTV can be significant.

Studies of jet mass in dijet and W/Z + jet events

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

Chatrchyan, S.; Khachatryan, V.; Sirunyan, A. M.

Invariant mass spectra for jets reconstructed using the anti-kt and Cambridge-Aachen algorithms are studied for different jet "grooming" techniques in data corresponding to an integrated luminosity of 5 inverse femtobarns, recorded with the CMS detector in proton-proton collisions at the LHC at a center-of-mass energy of 7 TeV. Leading-order QCD predictions for inclusive dijet and W/Z+jet production combined with parton-shower Monte Carlo models are found to agree overall with the data, and the agreement improves with the implementation of jet grooming methods used to distinguish merged jets of large transverse momentum from softer QCD gluon radiation.

Composite load spectra for select space propulsion structural components

NASA Technical Reports Server (NTRS)

Newell, J. F.; Ho, H. W.; Kurth, R. E.

1991-01-01

The work performed to develop composite load spectra (CLS) for the Space Shuttle Main Engine (SSME) using probabilistic methods. The three methods were implemented to be the engine system influence model. RASCAL was chosen to be the principal method as most component load models were implemented with the method. Validation of RASCAL was performed. High accuracy comparable to the Monte Carlo method can be obtained if a large enough bin size is used. Generic probabilistic models were developed and implemented for load calculations using the probabilistic methods discussed above. Each engine mission, either a real fighter or a test, has three mission phases: the engine start transient phase, the steady state phase, and the engine cut off transient phase. Power level and engine operating inlet conditions change during a mission. The load calculation module provides the steady-state and quasi-steady state calculation procedures with duty-cycle-data option. The quasi-steady state procedure is for engine transient phase calculations. In addition, a few generic probabilistic load models were also developed for specific conditions. These include the fixed transient spike model, the poison arrival transient spike model, and the rare event model. These generic probabilistic load models provide sufficient latitude for simulating loads with specific conditions. For SSME components, turbine blades, transfer ducts, LOX post, and the high pressure oxidizer turbopump (HPOTP) discharge duct were selected for application of the CLS program. They include static pressure loads and dynamic pressure loads for all four components, centrifugal force for the turbine blade, temperatures of thermal loads for all four components, and structural vibration loads for the ducts and LOX posts.

Design of a finger base-type pulse oximeter

NASA Astrophysics Data System (ADS)

Lin, Bor-Shyh; Huang, Cheng-Yang; Chen, Chien-Yue; Lin, Jiun-Hung

2016-01-01

A pulse oximeter is a common medical instrument used for noninvasively monitoring arterial oxygen saturation (SpO2). Currently, the fingertip-type pulse oximeter is the prevalent type of pulse oximeter used. However, it is inconvenient for long-term monitoring, such as that under motion. In this study, a wearable and wireless finger base-type pulse oximeter was designed and implemented using the tissue optical simulation technique and the Monte Carlo method. The results revealed that a design involving placing the light source at 135°-165° and placing the detector at 75°-90° or 90°-105° yields the optimal conditions for measuring SpO2. Finally, the wearable and wireless finger base-type pulse oximeter was implemented and compared with the commercial fingertip-type pulse oximeter. The experimental results showed that the proposed optimal finger base-type pulse oximeter design can facilitate precise SpO2 measurement.

Design of a finger base-type pulse oximeter.

PubMed

Lin, Bor-Shyh; Huang, Cheng-Yang; Chen, Chien-Yue; Lin, Jiun-Hung

2016-01-01

A pulse oximeter is a common medical instrument used for noninvasively monitoring arterial oxygen saturation (SpO2). Currently, the fingertip-type pulse oximeter is the prevalent type of pulse oximeter used. However, it is inconvenient for long-term monitoring, such as that under motion. In this study, a wearable and wireless finger base-type pulse oximeter was designed and implemented using the tissue optical simulation technique and the Monte Carlo method. The results revealed that a design involving placing the light source at 135°-165° and placing the detector at 75°-90° or 90°-105° yields the optimal conditions for measuring SpO2. Finally, the wearable and wireless finger base-type pulse oximeter was implemented and compared with the commercial fingertip-type pulse oximeter. The experimental results showed that the proposed optimal finger base-type pulse oximeter design can facilitate precise SpO2 measurement.

A default Bayesian hypothesis test for mediation.

PubMed

Nuijten, Michèle B; Wetzels, Ruud; Matzke, Dora; Dolan, Conor V; Wagenmakers, Eric-Jan

2015-03-01

In order to quantify the relationship between multiple variables, researchers often carry out a mediation analysis. In such an analysis, a mediator (e.g., knowledge of a healthy diet) transmits the effect from an independent variable (e.g., classroom instruction on a healthy diet) to a dependent variable (e.g., consumption of fruits and vegetables). Almost all mediation analyses in psychology use frequentist estimation and hypothesis-testing techniques. A recent exception is Yuan and MacKinnon (Psychological Methods, 14, 301-322, 2009), who outlined a Bayesian parameter estimation procedure for mediation analysis. Here we complete the Bayesian alternative to frequentist mediation analysis by specifying a default Bayesian hypothesis test based on the Jeffreys-Zellner-Siow approach. We further extend this default Bayesian test by allowing a comparison to directional or one-sided alternatives, using Markov chain Monte Carlo techniques implemented in JAGS. All Bayesian tests are implemented in the R package BayesMed (Nuijten, Wetzels, Matzke, Dolan, & Wagenmakers, 2014).

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

PubMed

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

2016-12-01

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

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

DPEMC: A Monte Carlo for double diffraction

NASA Astrophysics Data System (ADS)

Boonekamp, M.; Kúcs, T.

2005-05-01

We extend the POMWIG Monte Carlo generator developed by B. Cox and J. Forshaw, to include new models of central production through inclusive and exclusive double Pomeron exchange in proton-proton collisions. Double photon exchange processes are described as well, both in proton-proton and heavy-ion collisions. In all contexts, various models have been implemented, allowing for comparisons and uncertainty evaluation and enabling detailed experimental simulations. Program summaryTitle of the program:DPEMC, version 2.4 Catalogue identifier: ADVF Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADVF Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Computer: any computer with the FORTRAN 77 compiler under the UNIX or Linux operating systems Operating system: UNIX; Linux Programming language used: FORTRAN 77 High speed storage required:<25 MB No. of lines in distributed program, including test data, etc.: 71 399 No. of bytes in distributed program, including test data, etc.: 639 950 Distribution format: tar.gz Nature of the physical problem: Proton diffraction at hadron colliders can manifest itself in many forms, and a variety of models exist that attempt to describe it [A. Bialas, P.V. Landshoff, Phys. Lett. B 256 (1991) 540; A. Bialas, W. Szeremeta, Phys. Lett. B 296 (1992) 191; A. Bialas, R.A. Janik, Z. Phys. C 62 (1994) 487; M. Boonekamp, R. Peschanski, C. Royon, Phys. Rev. Lett. 87 (2001) 251806; Nucl. Phys. B 669 (2003) 277; R. Enberg, G. Ingelman, A. Kissavos, N. Timneanu, Phys. Rev. Lett. 89 (2002) 081801; R. Enberg, G. Ingelman, L. Motyka, Phys. Lett. B 524 (2002) 273; R. Enberg, G. Ingelman, N. Timneanu, Phys. Rev. D 67 (2003) 011301; B. Cox, J. Forshaw, Comput. Phys. Comm. 144 (2002) 104; B. Cox, J. Forshaw, B. Heinemann, Phys. Lett. B 540 (2002) 26; V. Khoze, A. Martin, M. Ryskin, Phys. Lett. B 401 (1997) 330; Eur. Phys. J. C 14 (2000) 525; Eur. Phys. J. C 19 (2001) 477; Erratum, Eur. Phys. J. C 20 (2001) 599; Eur. Phys. J. C 23 (2002) 311]. This program implements some of the more significant ones, enabling the simulation of central particle production through color singlet exchange between interacting protons or antiprotons. Method of solution: The Monte Carlo method is used to simulate all elementary 2→2 and 2→1 processes available in HERWIG. The color singlet exchanges implemented in DPEMC are implemented as functions reweighting the photon flux already present in HERWIG. Restriction on the complexity of the problem: The program relying extensively on HERWIG, the limitations are the same as in [G. Marchesini, B.R. Webber, G. Abbiendi, I.G. Knowles, M.H. Seymour, L. Stanco, Comput. Phys. Comm. 67 (1992) 465; G. Corcella, I.G. Knowles, G. Marchesini, S. Moretti, K. Odagiri, P. Richardson, M. Seymour, B. Webber, JHEP 0101 (2001) 010]. Typical running time: Approximate times on a 800 MHz Pentium III: 5-20 min per 10 000 unweighted events, depending on the process under consideration.

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

DSMC simulation of two-phase plume flow with UV radiation

NASA Astrophysics Data System (ADS)

Li, Jie; Liu, Ying; Wang, Ning; Jin, Ling

2014-12-01

Rarefied gas-particle two-phase plume in which the phase of particles is liquid or solid flows from a solid propellant rocket of hypersonic vehicle flying at high altitudes, the aluminum oxide particulates not only impact the rarefied gas flow properties, but also make a great difference to plume radiation signature, so the radiation prediction of the rarefied gas-particle two-phase plume flow is very important for space target detection of hypersonic vehicles. Accordingly, this project aims to study the rarefied gas-particle two-phase flow and ultraviolet radiation (UV) characteristics. Considering a two-way interphase coupling of momentum and energy, the direct simulation Monte Carlo (DSMC) method is developed for particle phase change and the particle flow, including particulate collision, coalescence as well as separation, and a Monte Carlo ray trace model is implemented for the particulate UV radiation. A program for the numerical simulation of the gas-particle two-phase flow and radiation in which the gas flow nonequilibrium is strong is implemented as well. Ultraviolet radiation characteristics of the particle phase is studied based on the calculation of the flow field coupled with the radiation calculation, the radiation model for different size particles is analyzed, focusing on the effects of particle emission, absorption, scattering as well as the searchlight emission of the nozzle. A new approach may be proposed to describe the rarefied gas-particle two-phase plume flow and radiation transfer characteristics in this project.

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.

Fast Biological Modeling for Voxel-based Heavy Ion Treatment Planning Using the Mechanistic Repair-Misrepair-Fixation Model and Nuclear Fragment Spectra

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

Kamp, Florian; Department of Radiation Oncology, Technische Universität München, Klinikum Rechts der Isar, München; Physik-Department, Technische Universität München, Garching

2015-11-01

Purpose: The physical and biological differences between heavy ions and photons have not been fully exploited and could improve treatment outcomes. In carbon ion therapy, treatment planning must account for physical properties, such as the absorbed dose and nuclear fragmentation, and for differences in the relative biological effectiveness (RBE) of ions compared with photons. We combined the mechanistic repair-misrepair-fixation (RMF) model with Monte Carlo-generated fragmentation spectra for biological optimization of carbon ion treatment plans. Methods and Materials: Relative changes in double-strand break yields and radiosensitivity parameters with particle type and energy were determined using the independently benchmarked Monte Carlo damagemore » simulation and the RMF model to estimate the RBE values for primary carbon ions and secondary fragments. Depth-dependent energy spectra were generated with the Monte Carlo code FLUKA for clinically relevant initial carbon ion energies. The predicted trends in RBE were compared with the published experimental data. Biological optimization for carbon ions was implemented in a 3-dimensional research treatment planning tool. Results: We compared the RBE and RBE-weighted dose (RWD) distributions of different carbon ion treatment scenarios with and without nuclear fragments. The inclusion of fragments in the simulations led to smaller RBE predictions. A validation of RMF against measured cell survival data reported in published studies showed reasonable agreement. We calculated and optimized the RWD distributions on patient data and compared the RMF predictions with those from other biological models. The RBE values in an astrocytoma tumor ranged from 2.2 to 4.9 (mean 2.8) for a RWD of 3 Gy(RBE) assuming (α/β){sub X} = 2 Gy. Conclusions: These studies provide new information to quantify and assess uncertainties in the clinically relevant RBE values for carbon ion therapy based on biophysical mechanisms. We present results from the first biological optimization of carbon ion radiation therapy beams on patient data using a combined RMF and Monte Carlo damage simulation modeling approach. The presented method is advantageous for fast biological optimization.« less

Parallel DSMC Solution of Three-Dimensional Flow Over a Finite Flat Plate

NASA Technical Reports Server (NTRS)

Nance, Robert P.; Wilmoth, Richard G.; Moon, Bongki; Hassan, H. A.; Saltz, Joel

1994-01-01

This paper describes a parallel implementation of the direct simulation Monte Carlo (DSMC) method. Runtime library support is used for scheduling and execution of communication between nodes, and domain decomposition is performed dynamically to maintain a good load balance. Performance tests are conducted using the code to evaluate various remapping and remapping-interval policies, and it is shown that a one-dimensional chain-partitioning method works best for the problems considered. The parallel code is then used to simulate the Mach 20 nitrogen flow over a finite-thickness flat plate. It is shown that the parallel algorithm produces results which compare well with experimental data. Moreover, it yields significantly faster execution times than the scalar code, as well as very good load-balance characteristics.

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

Fast animation of lightning using an adaptive mesh.

PubMed

Kim, Theodore; Lin, Ming C

2007-01-01

We present a fast method for simulating, animating, and rendering lightning using adaptive grids. The "dielectric breakdown model" is an elegant algorithm for electrical pattern formation that we extend to enable animation of lightning. The simulation can be slow, particularly in 3D, because it involves solving a large Poisson problem. Losasso et al. recently proposed an octree data structure for simulating water and smoke, and we show that this discretization can be applied to the problem of lightning simulation as well. However, implementing the incomplete Cholesky conjugate gradient (ICCG) solver for this problem can be daunting, so we provide an extensive discussion of implementation issues. ICCG solvers can usually be accelerated using "Eisenstat's trick," but the trick cannot be directly applied to the adaptive case. Fortunately, we show that an "almost incomplete Cholesky" factorization can be computed so that Eisenstat's trick can still be used. We then present a fast rendering method based on convolution that is competitive with Monte Carlo ray tracing but orders of magnitude faster, and we also show how to further improve the visual results using jittering.

Implementation of the pyramid wavefront sensor as a direct phase detector for large amplitude aberrations

NASA Astrophysics Data System (ADS)

Kupke, Renate; Gavel, Don; Johnson, Jess; Reinig, Marc

2008-07-01

We investigate the non-modulating pyramid wave-front sensor's (P-WFS) implementation in the context of Lick Observatory's Villages visible light AO system on the Nickel 1-meter telescope. A complete adaptive optics correction, using a non-modulated P-WFS in slope sensing mode as a boot-strap to a regime in which the P-WFS can act as a direct phase sensor is explored. An iterative approach to reconstructing the wave-front phase, given the pyramid wave-front sensor's non-linear signal, is developed. Using Monte Carlo simulations, the iterative reconstruction method's photon noise propagation behavior is compared to both the pyramid sensor used in slope-sensing mode, and the traditional Shack Hartmann sensor's theoretical performance limits. We determine that bootstrapping using the P-WFS as a slope sensor does not offer enough correction to bring the phase residuals into a regime in which the iterative algorithm can provide much improvement in phase measurement. It is found that both the iterative phase reconstructor and the slope reconstruction methods offer an advantage in noise propagation over Shack Hartmann sensors.

Variability of Valuation of Non-Monetary Incentives: Motivating and Implementing the Combinatorial Retention Auction Mechanism

DTIC Science & Technology

2009-03-01

homeport, geographic stability for two tours and compressed work week; homeport, lump sum SRB, and telecommuting ). The Monte Carlo simulation...Geographic stability 2 tours, and compressed work week). The Add 2 combination includes home port choice, lump sum SRB, and telecommuting ...VALUATION OF NON-MONETARY INCENTIVES: MOTIVATING AND IMPLEMENTING THE COMBINATORIAL RETENTION AUCTION MECHANISM by Jason Blake Ellis March 2009

Monte Carlo study and design of system for implementation of Rotational Total Skin Electron Irradiation technique

NASA Astrophysics Data System (ADS)

Ansari, M.; Abbasi Davani, F.; Lamehi Rashti, M.; Monadi, Sh.; Emami, H.

2018-05-01

Total skin electron irradiation technique is used in treatment of the mycosis fungoid. The implementation of this technique requires non-standard measurements and complex dosimetry methods. Depending on the linear accelerator (Linac) type, bunker size, room dimensions and dosimetry equipment, the design of instruments for appropriate set up and implementation of TSEI in different radiation therapy centers varies. The studies which have been done in this article provide an introduction to the implementing of this method for the first time in Iran and its results can be used for the centers with similar specifications in the world. This article determined the electron beam characteristic of TSEI for the only electron accelerator, located at the radiation center of the Seyed Alshohada Hospital of Isfahan (NEPTUN 10PC), by performing Monte Carlo simulations and using EGSnrc-based codes (BEAMnrc and DOSXYZnrc). For the best uniformity of the vertical profile, the optimal angle of gantry was defined at SSD=350 cm. The effect of the degrader plane that is located at a distance of 20 cm from the patient surface, was evaluated on the amount of energy reduction of the beam, the opening of the electron beam field and the homogeneity of the dose distribution. The transversal dose distribution from the whole treatment with Stanford technique (six dual fields) and Rotational technique was simulated in a CT-based anthropomorphic phantom. Also, the percentage depth dose in the head, neck, thorax, abdomen and legs was obtained for both methods. The simulation results show that the 20o angle between the horizontal and the beam central axis is optimal in order to provide the best vertical dose uniformity. The mean energy decreases from 6.1 MeV (the exit window) to 3 MeV (the treatment surface) by placing a degrader with 0.8 cm thickness in front of the treatment plane. FWHM of the angular distribution of the electron beam increased from 15o at SSD=100 cm to more than 30o on the treatment surface by traversing the PMMA degrader. The MC calculated percentage depth dose curves in different organs of anthropomorphic phantom for RTSEI indicates that the depth of maximum dose is on the surface of the phantom and Isodose curve of 80% is formed at a depth less than 4 mm. the results also show, with the degrader plane in front of the patient, the degree of homogeneity of the dose distribution for both Stanford and rotational techniques is the same.

GPU accelerated population annealing algorithm

NASA Astrophysics Data System (ADS)

Barash, Lev Yu.; Weigel, Martin; Borovský, Michal; Janke, Wolfhard; Shchur, Lev N.

2017-11-01

Population annealing is a promising recent approach for Monte Carlo simulations in statistical physics, in particular for the simulation of systems with complex free-energy landscapes. It is a hybrid method, combining importance sampling through Markov chains with elements of sequential Monte Carlo in the form of population control. While it appears to provide algorithmic capabilities for the simulation of such systems that are roughly comparable to those of more established approaches such as parallel tempering, it is intrinsically much more suitable for massively parallel computing. Here, we tap into this structural advantage and present a highly optimized implementation of the population annealing algorithm on GPUs that promises speed-ups of several orders of magnitude as compared to a serial implementation on CPUs. While the sample code is for simulations of the 2D ferromagnetic Ising model, it should be easily adapted for simulations of other spin models, including disordered systems. Our code includes implementations of some advanced algorithmic features that have only recently been suggested, namely the automatic adaptation of temperature steps and a multi-histogram analysis of the data at different temperatures. Program Files doi:http://dx.doi.org/10.17632/sgzt4b7b3m.1 Licensing provisions: Creative Commons Attribution license (CC BY 4.0) Programming language: C, CUDA External routines/libraries: NVIDIA CUDA Toolkit 6.5 or newer Nature of problem: The program calculates the internal energy, specific heat, several magnetization moments, entropy and free energy of the 2D Ising model on square lattices of edge length L with periodic boundary conditions as a function of inverse temperature β. Solution method: The code uses population annealing, a hybrid method combining Markov chain updates with population control. The code is implemented for NVIDIA GPUs using the CUDA language and employs advanced techniques such as multi-spin coding, adaptive temperature steps and multi-histogram reweighting. Additional comments: Code repository at https://github.com/LevBarash/PAising. The system size and size of the population of replicas are limited depending on the memory of the GPU device used. For the default parameter values used in the sample programs, L = 64, θ = 100, β0 = 0, βf = 1, Δβ = 0 . 005, R = 20 000, a typical run time on an NVIDIA Tesla K80 GPU is 151 seconds for the single spin coded (SSC) and 17 seconds for the multi-spin coded (MSC) program (see Section 2 for a description of these parameters).

SU-F-T-370: A Fast Monte Carlo Dose Engine for Gamma Knife

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

Song, T; Zhou, L; Li, Y

2016-06-15

Purpose: To develop a fast Monte Carlo dose calculation algorithm for Gamma Knife. Methods: To make the simulation more efficient, we implemented the track repeating technique on GPU. We first use EGSnrc to pre-calculate the photon and secondary electron tracks in water from two mono-energy photons of 60Co. The total photon mean free paths for different materials and energies are obtained from NIST. During simulation, each entire photon track was first loaded to shared memory for each block, the incident original photon was then splitted to Nthread sub-photons, each thread transport one sub-photon, the Russian roulette technique was applied formore » scattered and bremsstrahlung photons. The resultant electrons from photon interactions are simulated by repeating the recorded electron tracks. The electron step length is stretched/shrunk proportionally based on the local density and stopping power ratios of the local material. Energy deposition in a voxel is proportional to the fraction of the equivalent step length in that voxel. To evaluate its accuracy, dose deposition in a 300mm*300mm*300mm water phantom is calculated, and compared to EGSnrc results. Results: Both PDD and OAR showed great agreements (within 0.5%) between our dose engine result and the EGSnrc result. It only takes less than 1 min for every simulation, being reduced up to ∼40 times compared to EGSnrc simulations. Conclusion: We have successfully developed a fast Monte Carlo dose engine for Gamma Knife.« less

Parallel Monte Carlo Search for Hough Transform

NASA Astrophysics Data System (ADS)

Lopes, Raul H. C.; Franqueira, Virginia N. L.; Reid, Ivan D.; Hobson, Peter R.

2017-10-01

We investigate the problem of line detection in digital image processing and in special how state of the art algorithms behave in the presence of noise and whether CPU efficiency can be improved by the combination of a Monte Carlo Tree Search, hierarchical space decomposition, and parallel computing. The starting point of the investigation is the method introduced in 1962 by Paul Hough for detecting lines in binary images. Extended in the 1970s to the detection of space forms, what came to be known as Hough Transform (HT) has been proposed, for example, in the context of track fitting in the LHC ATLAS and CMS projects. The Hough Transform transfers the problem of line detection, for example, into one of optimization of the peak in a vote counting process for cells which contain the possible points of candidate lines. The detection algorithm can be computationally expensive both in the demands made upon the processor and on memory. Additionally, it can have a reduced effectiveness in detection in the presence of noise. Our first contribution consists in an evaluation of the use of a variation of the Radon Transform as a form of improving theeffectiveness of line detection in the presence of noise. Then, parallel algorithms for variations of the Hough Transform and the Radon Transform for line detection are introduced. An algorithm for Parallel Monte Carlo Search applied to line detection is also introduced. Their algorithmic complexities are discussed. Finally, implementations on multi-GPU and multicore architectures are discussed.

Monte Carlo modeling of spatial coherence: free-space diffraction

PubMed Central

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

2008-01-01

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

Monte-Carlo Tree Search in Settlers of Catan

NASA Astrophysics Data System (ADS)

Szita, István; Chaslot, Guillaume; Spronck, Pieter

Games are considered important benchmark opportunities for artificial intelligence research. Modern strategic board games can typically be played by three or more people, which makes them suitable test beds for investigating multi-player strategic decision making. Monte-Carlo Tree Search (MCTS) is a recently published family of algorithms that achieved successful results with classical, two-player, perfect-information games such as Go. In this paper we apply MCTS to the multi-player, non-deterministic board game Settlers of Catan. We implemented an agent that is able to play against computer-controlled and human players. We show that MCTS can be adapted successfully to multi-agent environments, and present two approaches of providing the agent with a limited amount of domain knowledge. Our results show that the agent has a considerable playing strength when compared to game implementation with existing heuristics. So, we may conclude that MCTS is a suitable tool for achieving a strong Settlers of Catan player.

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

NASA Astrophysics Data System (ADS)

Raymond, Neil; Iouchtchenko, Dmitri; Roy, Pierre-Nicholas; Nooijen, Marcel

2018-05-01

We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition function in a product basis of continuous nuclear and discrete electronic degrees of freedom without the use of any mapping schemes. We separate our Hamiltonian into a harmonic portion and a coupling portion; the partition function can then be calculated as the product of a Monte Carlo estimator (of the coupling contribution to the partition function) and a normalization factor (that is evaluated analytically). A Gaussian mixture model is used to evaluate the Monte Carlo estimator in a computationally efficient manner. Using two model systems, we demonstrate our approach to reduce the stochastic error associated with the Monte Carlo estimator. We show that the selection of the harmonic oscillators comprising the sampling distribution directly affects the efficiency of the method. Our results demonstrate that our path integral Monte Carlo method's deviation from exact Trotter calculations is dominated by the choice of the sampling distribution. By improving the sampling distribution, we can drastically reduce the stochastic error leading to lower computational cost.

Monte Carlo: in the beginning and some great expectations

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

Metropolis, N.

1985-01-01

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

Discrete diffusion Lyman α radiative transfer

NASA Astrophysics Data System (ADS)

Smith, Aaron; Tsang, Benny T.-H.; Bromm, Volker; Milosavljević, Miloš

2018-06-01

Due to its accuracy and generality, Monte Carlo radiative transfer (MCRT) has emerged as the prevalent method for Lyα radiative transfer in arbitrary geometries. The standard MCRT encounters a significant efficiency barrier in the high optical depth, diffusion regime. Multiple acceleration schemes have been developed to improve the efficiency of MCRT but the noise from photon packet discretization remains a challenge. The discrete diffusion Monte Carlo (DDMC) scheme has been successfully applied in state-of-the-art radiation hydrodynamics (RHD) simulations. Still, the established framework is not optimal for resonant line transfer. Inspired by the DDMC paradigm, we present a novel extension to resonant DDMC (rDDMC) in which diffusion in space and frequency are treated on equal footing. We explore the robustness of our new method and demonstrate a level of performance that justifies incorporating the method into existing Lyα codes. We present computational speedups of ˜102-106 relative to contemporary MCRT implementations with schemes that skip scattering in the core of the line profile. This is because the rDDMC runtime scales with the spatial and frequency resolution rather than the number of scatterings—the latter is typically ∝τ0 for static media, or ∝(aτ0)2/3 with core-skipping. We anticipate new frontiers in which on-the-fly Lyα radiative transfer calculations are feasible in 3D RHD. More generally, rDDMC is transferable to any computationally demanding problem amenable to a Fokker-Planck approximation of frequency redistribution.

Self-Learning Monte Carlo Method

NASA Astrophysics Data System (ADS)

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

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

Fixed forced detection for fast SPECT Monte-Carlo simulation

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

NASA Technical Reports Server (NTRS)

Pinckney, John

2010-01-01

With the advent of high speed computing Monte Carlo ray tracing techniques has become the preferred method for evaluating spacecraft orbital heats. Monte Carlo has its greatest advantage where there are many interacting surfaces. However Monte Carlo programs are specialized programs that suffer from some inaccuracy, long calculation times and high purchase cost. A general orbital heating integral is presented here that is accurate, fast and runs on MathCad, a generally available engineering mathematics program. The integral is easy to read, understand and alter. The integral can be applied to unshaded primitive surfaces at any orientation. The method is limited to direct heating calculations. This integral formulation can be used for quick orbit evaluations and spot checking Monte Carlo results.

Fixed forced detection for fast SPECT Monte-Carlo simulation.

PubMed

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

2018-03-02

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

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

PubMed

Kumada, H; Saito, K; Nakamura, T; Sakae, T; Sakurai, H; Matsumura, A; Ono, K

2011-12-01

Treatment planning for boron neutron capture therapy generally utilizes Monte-Carlo methods for calculation of the dose distribution. The new treatment planning system JCDS-FX employs the multi-purpose Monte-Carlo code PHITS to calculate the dose distribution. JCDS-FX allows to build a precise voxel model consisting of pixel based voxel cells in the scale of 0.4×0.4×2.0 mm(3) voxel in order to perform high-accuracy dose estimation, e.g. for the purpose of calculating the dose distribution in a human body. However, the miniaturization of the voxel size increases calculation time considerably. The aim of this study is to investigate sophisticated modeling methods which can perform Monte-Carlo calculations for human geometry efficiently. Thus, we devised a new voxel modeling method "Multistep Lattice-Voxel method," which can configure a voxel model that combines different voxel sizes by utilizing the lattice function over and over. To verify the performance of the calculation with the modeling method, several calculations for human geometry were carried out. The results demonstrated that the Multistep Lattice-Voxel method enabled the precise voxel model to reduce calculation time substantially while keeping the high-accuracy of dose estimation. Copyright © 2011 Elsevier Ltd. All rights reserved.

Realistic finite temperature simulations of magnetic systems using quantum statistics

NASA Astrophysics Data System (ADS)

Bergqvist, Lars; Bergman, Anders

2018-01-01

We have performed realistic atomistic simulations at finite temperatures using Monte Carlo and atomistic spin dynamics simulations incorporating quantum (Bose-Einstein) statistics. The description is much improved at low temperatures compared to classical (Boltzmann) statistics normally used in these kind of simulations, while at higher temperatures the classical statistics are recovered. This corrected low-temperature description is reflected in both magnetization and the magnetic specific heat, the latter allowing for improved modeling of the magnetic contribution to free energies. A central property in the method is the magnon density of states at finite temperatures, and we have compared several different implementations for obtaining it. The method has no restrictions regarding chemical and magnetic order of the considered materials. This is demonstrated by applying the method to elemental ferromagnetic systems, including Fe and Ni, as well as Fe-Co random alloys and the ferrimagnetic system GdFe3.

All-Particle Multiscale Computation of Hypersonic Rarefied Flow

NASA Astrophysics Data System (ADS)

Jun, E.; Burt, J. M.; Boyd, I. D.

2011-05-01

This study examines a new hybrid particle scheme used as an alternative means of multiscale flow simulation. The hybrid particle scheme employs the direct simulation Monte Carlo (DSMC) method in rarefied flow regions and the low diffusion (LD) particle method in continuum flow regions. The numerical procedures of the low diffusion particle method are implemented within an existing DSMC algorithm. The performance of the LD-DSMC approach is assessed by studying Mach 10 nitrogen flow over a sphere with a global Knudsen number of 0.002. The hybrid scheme results show good overall agreement with results from standard DSMC and CFD computation. Subcell procedures are utilized to improve computational efficiency and reduce sensitivity to DSMC cell size in the hybrid scheme. This makes it possible to perform the LD-DSMC simulation on a much coarser mesh that leads to a significant reduction in computation time.

Transmutation approximations for the application of hybrid Monte Carlo/deterministic neutron transport to shutdown dose rate analysis

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

Biondo, Elliott D.; Wilson, Paul P. H.

In fusion energy systems (FES) neutrons born from burning plasma activate system components. The photon dose rate after shutdown from resulting radionuclides must be quantified. This shutdown dose rate (SDR) is calculated by coupling neutron transport, activation analysis, and photon transport. The size, complexity, and attenuating configuration of FES motivate the use of hybrid Monte Carlo (MC)/deterministic neutron transport. The Multi-Step Consistent Adjoint Driven Importance Sampling (MS-CADIS) method can be used to optimize MC neutron transport for coupled multiphysics problems, including SDR analysis, using deterministic estimates of adjoint flux distributions. When used for SDR analysis, MS-CADIS requires the formulation ofmore » an adjoint neutron source that approximates the transmutation process. In this work, transmutation approximations are used to derive a solution for this adjoint neutron source. It is shown that these approximations are reasonably met for typical FES neutron spectra and materials over a range of irradiation scenarios. When these approximations are met, the Groupwise Transmutation (GT)-CADIS method, proposed here, can be used effectively. GT-CADIS is an implementation of the MS-CADIS method for SDR analysis that uses a series of single-energy-group irradiations to calculate the adjoint neutron source. For a simple SDR problem, GT-CADIS provides speedups of 200 100 relative to global variance reduction with the Forward-Weighted (FW)-CADIS method and 9 ± 5 • 104 relative to analog. As a result, this work shows that GT-CADIS is broadly applicable to FES problems and will significantly reduce the computational resources necessary for SDR analysis.« less

Chemical Continuous Time Random Walks

NASA Astrophysics Data System (ADS)

Aquino, T.; Dentz, M.

2017-12-01

Traditional methods for modeling solute transport through heterogeneous media employ Eulerian schemes to solve for solute concentration. More recently, Lagrangian methods have removed the need for spatial discretization through the use of Monte Carlo implementations of Langevin equations for solute particle motions. While there have been recent advances in modeling chemically reactive transport with recourse to Lagrangian methods, these remain less developed than their Eulerian counterparts, and many open problems such as efficient convergence and reconstruction of the concentration field remain. We explore a different avenue and consider the question: In heterogeneous chemically reactive systems, is it possible to describe the evolution of macroscopic reactant concentrations without explicitly resolving the spatial transport? Traditional Kinetic Monte Carlo methods, such as the Gillespie algorithm, model chemical reactions as random walks in particle number space, without the introduction of spatial coordinates. The inter-reaction times are exponentially distributed under the assumption that the system is well mixed. In real systems, transport limitations lead to incomplete mixing and decreased reaction efficiency. We introduce an arbitrary inter-reaction time distribution, which may account for the impact of incomplete mixing. This process defines an inhomogeneous continuous time random walk in particle number space, from which we derive a generalized chemical Master equation and formulate a generalized Gillespie algorithm. We then determine the modified chemical rate laws for different inter-reaction time distributions. We trace Michaelis-Menten-type kinetics back to finite-mean delay times, and predict time-nonlocal macroscopic reaction kinetics as a consequence of broadly distributed delays. Non-Markovian kinetics exhibit weak ergodicity breaking and show key features of reactions under local non-equilibrium.

Transmutation approximations for the application of hybrid Monte Carlo/deterministic neutron transport to shutdown dose rate analysis

DOE PAGES

Biondo, Elliott D.; Wilson, Paul P. H.

2017-05-08

In fusion energy systems (FES) neutrons born from burning plasma activate system components. The photon dose rate after shutdown from resulting radionuclides must be quantified. This shutdown dose rate (SDR) is calculated by coupling neutron transport, activation analysis, and photon transport. The size, complexity, and attenuating configuration of FES motivate the use of hybrid Monte Carlo (MC)/deterministic neutron transport. The Multi-Step Consistent Adjoint Driven Importance Sampling (MS-CADIS) method can be used to optimize MC neutron transport for coupled multiphysics problems, including SDR analysis, using deterministic estimates of adjoint flux distributions. When used for SDR analysis, MS-CADIS requires the formulation ofmore » an adjoint neutron source that approximates the transmutation process. In this work, transmutation approximations are used to derive a solution for this adjoint neutron source. It is shown that these approximations are reasonably met for typical FES neutron spectra and materials over a range of irradiation scenarios. When these approximations are met, the Groupwise Transmutation (GT)-CADIS method, proposed here, can be used effectively. GT-CADIS is an implementation of the MS-CADIS method for SDR analysis that uses a series of single-energy-group irradiations to calculate the adjoint neutron source. For a simple SDR problem, GT-CADIS provides speedups of 200 100 relative to global variance reduction with the Forward-Weighted (FW)-CADIS method and 9 ± 5 • 104 relative to analog. As a result, this work shows that GT-CADIS is broadly applicable to FES problems and will significantly reduce the computational resources necessary for SDR analysis.« less

Spatially constrained Bayesian inversion of frequency- and time-domain electromagnetic data from the Tellus projects

NASA Astrophysics Data System (ADS)

Kiyan, Duygu; Rath, Volker; Delhaye, Robert

2017-04-01

The frequency- and time-domain airborne electromagnetic (AEM) data collected under the Tellus projects of the Geological Survey of Ireland (GSI) which represent a wealth of information on the multi-dimensional electrical structure of Ireland's near-surface. Our project, which was funded by GSI under the framework of their Short Call Research Programme, aims to develop and implement inverse techniques based on various Bayesian methods for these densely sampled data. We have developed a highly flexible toolbox using Python language for the one-dimensional inversion of AEM data along the flight lines. The computational core is based on an adapted frequency- and time-domain forward modelling core derived from the well-tested open-source code AirBeo, which was developed by the CSIRO (Australia) and the AMIRA consortium. Three different inversion methods have been implemented: (i) Tikhonov-type inversion including optimal regularisation methods (Aster el al., 2012; Zhdanov, 2015), (ii) Bayesian MAP inversion in parameter and data space (e.g. Tarantola, 2005), and (iii) Full Bayesian inversion with Markov Chain Monte Carlo (Sambridge and Mosegaard, 2002; Mosegaard and Sambridge, 2002), all including different forms of spatial constraints. The methods have been tested on synthetic and field data. This contribution will introduce the toolbox and present case studies on the AEM data from the Tellus projects.

Mode Shape Estimation Algorithms Under Ambient Conditions: A Comparative Review

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

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

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

Comparison of deterministic and stochastic methods for time-dependent Wigner simulations

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

Shao, Sihong, E-mail: sihong@math.pku.edu.cn; Sellier, Jean Michel, E-mail: jeanmichel.sellier@parallel.bas.bg

2015-11-01

Recently a Monte Carlo method based on signed particles for time-dependent simulations of the Wigner equation has been proposed. While it has been thoroughly validated against physical benchmarks, no technical study about its numerical accuracy has been performed. To this end, this paper presents the first step towards the construction of firm mathematical foundations for the signed particle Wigner Monte Carlo method. An initial investigation is performed by means of comparisons with a cell average spectral element method, which is a highly accurate deterministic method and utilized to provide reference solutions. Several different numerical tests involving the time-dependent evolution ofmore » a quantum wave-packet are performed and discussed in deep details. In particular, this allows us to depict a set of crucial criteria for the signed particle Wigner Monte Carlo method to achieve a satisfactory accuracy.« less

Second-order variational equations for N-body simulations

NASA Astrophysics Data System (ADS)

Rein, Hanno; Tamayo, Daniel

2016-07-01

First-order variational equations are widely used in N-body simulations to study how nearby trajectories diverge from one another. These allow for efficient and reliable determinations of chaos indicators such as the Maximal Lyapunov characteristic Exponent (MLE) and the Mean Exponential Growth factor of Nearby Orbits (MEGNO). In this paper we lay out the theoretical framework to extend the idea of variational equations to higher order. We explicitly derive the differential equations that govern the evolution of second-order variations in the N-body problem. Going to second order opens the door to new applications, including optimization algorithms that require the first and second derivatives of the solution, like the classical Newton's method. Typically, these methods have faster convergence rates than derivative-free methods. Derivatives are also required for Riemann manifold Langevin and Hamiltonian Monte Carlo methods which provide significantly shorter correlation times than standard methods. Such improved optimization methods can be applied to anything from radial-velocity/transit-timing-variation fitting to spacecraft trajectory optimization to asteroid deflection. We provide an implementation of first- and second-order variational equations for the publicly available REBOUND integrator package. Our implementation allows the simultaneous integration of any number of first- and second-order variational equations with the high-accuracy IAS15 integrator. We also provide routines to generate consistent and accurate initial conditions without the need for finite differencing.

Quantum Monte Carlo Methods for First Principles Simulation of Liquid Water

ERIC Educational Resources Information Center

Gergely, John Robert

2009-01-01

Obtaining an accurate microscopic description of water structure and dynamics is of great interest to molecular biology researchers and in the physics and quantum chemistry simulation communities. This dissertation describes efforts to apply quantum Monte Carlo methods to this problem with the goal of making progress toward a fully "ab initio"…

Variational Approach to Monte Carlo Renormalization Group

NASA Astrophysics Data System (ADS)

Wu, Yantao; Car, Roberto

2017-12-01

We present a Monte Carlo method for computing the renormalized coupling constants and the critical exponents within renormalization theory. The scheme, which derives from a variational principle, overcomes critical slowing down, by means of a bias potential that renders the coarse grained variables uncorrelated. The two-dimensional Ising model is used to illustrate the method.

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

PubMed

Polo, Ivón Oramas; Santos, William de Souza; Caldas, Linda V E

2018-06-15

The absorbed dose rate is the main characterization quantity for beta radiation. The extrapolation chamber is considered the primary standard instrument. To determine absorbed dose rates in beta radiation beams, it is necessary to establish several correction factors. In this work, the correction factors for the backscatter due to the collecting electrode and to the guard ring, and the correction factor for Bremsstrahlung in beta secondary standard radiation beams are presented. For this purpose, the Monte Carlo method was applied. The results obtained are considered acceptable, and they agree within the uncertainties. The differences between the backscatter factors determined by the Monte Carlo method and those of the ISO standard were 0.6%, 0.9% and 2.04% for 90 Sr/ 90 Y, 85 Kr and 147 Pm sources respectively. The differences between the Bremsstrahlung factors determined by the Monte Carlo method and those of the ISO were 0.25%, 0.6% and 1% for 90 Sr/ 90 Y, 85 Kr and 147 Pm sources respectively. Copyright © 2018 Elsevier Ltd. All rights reserved.

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

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

Armas-Perez, Julio C.; Londono-Hurtado, Alejandro; Guzman, Orlando

2015-07-27

A theoretically informed coarse-grained Monte Carlo method is proposed for studying liquid crystals. The free energy functional of the system is described in the framework of the Landau-de Gennes formalism. The alignment field and its gradients are approximated by finite differences, and the free energy is minimized through a stochastic sampling technique. The validity of the proposed method is established by comparing the results of the proposed approach to those of traditional free energy minimization techniques. Its usefulness is illustrated in the context of three systems, namely, a nematic liquid crystal confined in a slit channel, a nematic liquid crystalmore » droplet, and a chiral liquid crystal in the bulk. It is found that for systems that exhibit multiple metastable morphologies, the proposed Monte Carlo method is generally able to identify lower free energy states that are often missed by traditional approaches. Importantly, the Monte Carlo method identifies such states from random initial configurations, thereby obviating the need for educated initial guesses that can be difficult to formulate.« less

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

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

Armas-Pérez, Julio C.; Londono-Hurtado, Alejandro; Guzmán, Orlando

2015-07-28

A theoretically informed coarse-grained Monte Carlo method is proposed for studying liquid crystals. The free energy functional of the system is described in the framework of the Landau-de Gennes formalism. The alignment field and its gradients are approximated by finite differences, and the free energy is minimized through a stochastic sampling technique. The validity of the proposed method is established by comparing the results of the proposed approach to those of traditional free energy minimization techniques. Its usefulness is illustrated in the context of three systems, namely, a nematic liquid crystal confined in a slit channel, a nematic liquid crystalmore » droplet, and a chiral liquid crystal in the bulk. It is found that for systems that exhibit multiple metastable morphologies, the proposed Monte Carlo method is generally able to identify lower free energy states that are often missed by traditional approaches. Importantly, the Monte Carlo method identifies such states from random initial configurations, thereby obviating the need for educated initial guesses that can be difficult to formulate.« less

Performance of quantum Monte Carlo for calculating molecular bond lengths

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

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

2016-03-28

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

Towards predicting the encoding capability of MR fingerprinting sequences.

PubMed

Sommer, K; Amthor, T; Doneva, M; Koken, P; Meineke, J; Börnert, P

2017-09-01

Sequence optimization and appropriate sequence selection is still an unmet need in magnetic resonance fingerprinting (MRF). The main challenge in MRF sequence design is the lack of an appropriate measure of the sequence's encoding capability. To find such a measure, three different candidates for judging the encoding capability have been investigated: local and global dot-product-based measures judging dictionary entry similarity as well as a Monte Carlo method that evaluates the noise propagation properties of an MRF sequence. Consistency of these measures for different sequence lengths as well as the capability to predict actual sequence performance in both phantom and in vivo measurements was analyzed. While the dot-product-based measures yielded inconsistent results for different sequence lengths, the Monte Carlo method was in a good agreement with phantom experiments. In particular, the Monte Carlo method could accurately predict the performance of different flip angle patterns in actual measurements. The proposed Monte Carlo method provides an appropriate measure of MRF sequence encoding capability and may be used for sequence optimization. Copyright © 2017 Elsevier Inc. All rights reserved.

Implementing informative priors for heterogeneity in meta-analysis using meta-regression and pseudo data.

PubMed

Rhodes, Kirsty M; Turner, Rebecca M; White, Ian R; Jackson, Dan; Spiegelhalter, David J; Higgins, Julian P T

2016-12-20

Many meta-analyses combine results from only a small number of studies, a situation in which the between-study variance is imprecisely estimated when standard methods are applied. Bayesian meta-analysis allows incorporation of external evidence on heterogeneity, providing the potential for more robust inference on the effect size of interest. We present a method for performing Bayesian meta-analysis using data augmentation, in which we represent an informative conjugate prior for between-study variance by pseudo data and use meta-regression for estimation. To assist in this, we derive predictive inverse-gamma distributions for the between-study variance expected in future meta-analyses. These may serve as priors for heterogeneity in new meta-analyses. In a simulation study, we compare approximate Bayesian methods using meta-regression and pseudo data against fully Bayesian approaches based on importance sampling techniques and Markov chain Monte Carlo (MCMC). We compare the frequentist properties of these Bayesian methods with those of the commonly used frequentist DerSimonian and Laird procedure. The method is implemented in standard statistical software and provides a less complex alternative to standard MCMC approaches. An importance sampling approach produces almost identical results to standard MCMC approaches, and results obtained through meta-regression and pseudo data are very similar. On average, data augmentation provides closer results to MCMC, if implemented using restricted maximum likelihood estimation rather than DerSimonian and Laird or maximum likelihood estimation. The methods are applied to real datasets, and an extension to network meta-analysis is described. The proposed method facilitates Bayesian meta-analysis in a way that is accessible to applied researchers. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling

NASA Astrophysics Data System (ADS)

Katsiolides, Grigoris; Müller, Eike H.; Scheichl, Robert; Shardlow, Tony; Giles, Michael B.; Thomson, David J.

2018-02-01

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations (SDEs). The computational bottleneck is the Monte Carlo algorithm, which simulates the motion of a large number of model particles in a turbulent velocity field; for each particle, a trajectory is calculated with a numerical timestepping method. Choosing an efficient numerical method is particularly important in operational emergency-response applications, such as tracking radioactive clouds from nuclear accidents or predicting the impact of volcanic ash clouds on international aviation, where accurate and timely predictions are essential. In this paper, we investigate the application of the Multilevel Monte Carlo (MLMC) method to simulate the propagation of particles in a representative one-dimensional dispersion scenario in the atmospheric boundary layer. MLMC can be shown to result in asymptotically superior computational complexity and reduced computational cost when compared to the Standard Monte Carlo (StMC) method, which is currently used in atmospheric dispersion modelling. To reduce the absolute cost of the method also in the non-asymptotic regime, it is equally important to choose the best possible numerical timestepping method on each level. To investigate this, we also compare the standard symplectic Euler method, which is used in many operational models, with two improved timestepping algorithms based on SDE splitting methods.

Stability and accuracy of 3D neutron transport simulations using the 2D/1D method in MPACT

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

Collins, Benjamin, E-mail: collinsbs@ornl.gov; Stimpson, Shane, E-mail: stimpsonsg@ornl.gov; Kelley, Blake W., E-mail: kelleybl@umich.edu

2016-12-01

A consistent “2D/1D” neutron transport method is derived from the 3D Boltzmann transport equation, to calculate fuel-pin-resolved neutron fluxes for realistic full-core Pressurized Water Reactor (PWR) problems. The 2D/1D method employs the Method of Characteristics to discretize the radial variables and a lower order transport solution to discretize the axial variable. This paper describes the theory of the 2D/1D method and its implementation in the MPACT code, which has become the whole-core deterministic neutron transport solver for the Consortium for Advanced Simulations of Light Water Reactors (CASL) core simulator VERA-CS. Several applications have been performed on both leadership-class and industry-classmore » computing clusters. Results are presented for whole-core solutions of the Watts Bar Nuclear Power Station Unit 1 and compared to both continuous-energy Monte Carlo results and plant data.« less

Stability and accuracy of 3D neutron transport simulations using the 2D/1D method in MPACT

DOE PAGES

Collins, Benjamin; Stimpson, Shane; Kelley, Blake W.; ...

2016-08-25

We derived a consistent “2D/1D” neutron transport method from the 3D Boltzmann transport equation, to calculate fuel-pin-resolved neutron fluxes for realistic full-core Pressurized Water Reactor (PWR) problems. The 2D/1D method employs the Method of Characteristics to discretize the radial variables and a lower order transport solution to discretize the axial variable. Our paper describes the theory of the 2D/1D method and its implementation in the MPACT code, which has become the whole-core deterministic neutron transport solver for the Consortium for Advanced Simulations of Light Water Reactors (CASL) core simulator VERA-CS. We also performed several applications on both leadership-class and industry-classmore » computing clusters. Results are presented for whole-core solutions of the Watts Bar Nuclear Power Station Unit 1 and compared to both continuous-energy Monte Carlo results and plant data.« less