Exploring cluster Monte Carlo updates with Boltzmann machines

NASA Astrophysics Data System (ADS)

Wang, Lei

2017-11-01

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

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.

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.

Estimating rare events in biochemical systems using conditional sampling.

PubMed

Sundar, V S

2017-01-28

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

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

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

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

Monte Carlo tests of the ELIPGRID-PC algorithm

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

Davidson, J.R.

1995-04-01

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

High-efficiency wavefunction updates for large scale Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

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

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

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

PubMed

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

2016-02-26

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

Small-Noise Analysis and Symmetrization of Implicit Monte Carlo Samplers

DOE PAGES

Goodman, Jonathan; Lin, Kevin K.; Morzfeld, Matthias

2015-07-06

Implicit samplers are algorithms for producing independent, weighted samples from multivariate probability distributions. These are often applied in Bayesian data assimilation algorithms. We use Laplace asymptotic expansions to analyze two implicit samplers in the small noise regime. Our analysis suggests a symmetrization of the algorithms that leads to improved implicit sampling schemes at a relatively small additional cost. Here, computational experiments confirm the theory and show that symmetrization is effective for small noise sampling problems.

Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Takaishi, Tetsuya

2014-03-01

The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model.

A sampling algorithm for segregation analysis

PubMed Central

Tier, Bruce; Henshall, John

2001-01-01

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

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.

Developing a cosmic ray muon sampling capability for muon tomography and monitoring applications

NASA Astrophysics Data System (ADS)

Chatzidakis, S.; Chrysikopoulou, S.; Tsoukalas, L. H.

2015-12-01

In this study, a cosmic ray muon sampling capability using a phenomenological model that captures the main characteristics of the experimentally measured spectrum coupled with a set of statistical algorithms is developed. The "muon generator" produces muons with zenith angles in the range 0-90° and energies in the range 1-100 GeV and is suitable for Monte Carlo simulations with emphasis on muon tomographic and monitoring applications. The muon energy distribution is described by the Smith and Duller (1959) [35] phenomenological model. Statistical algorithms are then employed for generating random samples. The inverse transform provides a means to generate samples from the muon angular distribution, whereas the Acceptance-Rejection and Metropolis-Hastings algorithms are employed to provide the energy component. The predictions for muon energies 1-60 GeV and zenith angles 0-90° are validated with a series of actual spectrum measurements and with estimates from the software library CRY. The results confirm the validity of the phenomenological model and the applicability of the statistical algorithms to generate polyenergetic-polydirectional muons. The response of the algorithms and the impact of critical parameters on computation time and computed results were investigated. Final output from the proposed "muon generator" is a look-up table that contains the sampled muon angles and energies and can be easily integrated into Monte Carlo particle simulation codes such as Geant4 and MCNP.

Online sequential Monte Carlo smoother for partially observed diffusion processes

NASA Astrophysics Data System (ADS)

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

2018-12-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Simulation-Based Model Checking for Nondeterministic Systems and Rare Events

DTIC Science & Technology

2016-03-24

year, we have investigated AO* search and Monte Carlo Tree Search algorithms to complement and enhance CMU’s SMCMDP. 1 Final Report, March 14... tree , so we can use it to find the probability of reachability for a property in PRISM’s Probabilistic LTL. By finding the maximum probability of...savings, particularly when handling very large models. 2.3 Monte Carlo Tree Search The Monte Carlo sampling process in SMCMDP can take a long time to

Collective translational and rotational Monte Carlo cluster move for general pairwise interaction

NASA Astrophysics Data System (ADS)

Růžička, Štěpán; Allen, Michael P.

2014-09-01

Virtual move Monte Carlo is a cluster algorithm which was originally developed for strongly attractive colloidal, molecular, or atomistic systems in order to both approximate the collective dynamics and avoid sampling of unphysical kinetic traps. In this paper, we present the algorithm in the form, which selects the moving cluster through a wider class of virtual states and which is applicable to general pairwise interactions, including hard-core repulsion. The newly proposed way of selecting the cluster increases the acceptance probability by up to several orders of magnitude, especially for rotational moves. The results have their applications in simulations of systems interacting via anisotropic potentials both to enhance the sampling of the phase space and to approximate the dynamics.

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.

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.

Multicanonical hybrid Monte Carlo algorithm: Boosting simulations of compact QED

NASA Astrophysics Data System (ADS)

Arnold, G.; Schilling, K.; Lippert, Th.

1999-03-01

We demonstrate that substantial progress can be achieved in the study of the phase structure of four-dimensional compact QED by a joint use of hybrid Monte Carlo and multicanonical algorithms through an efficient parallel implementation. This is borne out by the observation of considerable speedup of tunnelling between the metastable states, close to the phase transition, on the Wilson line. We estimate that the creation of adequate samples (with order 100 flip-flops) becomes a matter of half a year's run time at 2 Gflops sustained performance for lattices of size up to 244.

A novel Monte Carlo algorithm for simulating crystals with McStas

NASA Astrophysics Data System (ADS)

Alianelli, L.; Sánchez del Río, M.; Felici, R.; Andersen, K. H.; Farhi, E.

2004-07-01

We developed an original Monte Carlo algorithm for the simulation of Bragg diffraction by mosaic, bent and gradient crystals. It has practical applications, as it can be used for simulating imperfect crystals (monochromators, analyzers and perhaps samples) in neutron ray-tracing packages, like McStas. The code we describe here provides a detailed description of the particle interaction with the microscopic homogeneous regions composing the crystal, therefore it can be used also for the calculation of quantities having a conceptual interest, as multiple scattering, or for the interpretation of experiments aiming at characterizing crystals, like diffraction topographs.

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

ERIC Educational Resources Information Center

Kim, Jee-Seon; Bolt, Daniel M.

2007-01-01

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

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

NASA Astrophysics Data System (ADS)

Šantić, Branko; Gracin, Davor

2017-12-01

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

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.

Simulation and performance of an artificial retina for 40 MHz track reconstruction

DOE PAGES

Abba, A.; Bedeschi, F.; Citterio, M.; ...

2015-03-05

We present the results of a detailed simulation of the artificial retina pattern-recognition algorithm, designed to reconstruct events with hundreds of charged-particle tracks in pixel and silicon detectors at LHCb with LHC crossing frequency of 40 MHz. Performances of the artificial retina algorithm are assessed using the official Monte Carlo samples of the LHCb experiment. We found performances for the retina pattern-recognition algorithm comparable with the full LHCb reconstruction algorithm.

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

Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Cheong, R. Y.; Gabda, D.

2017-09-01

Analysis of flood trends is vital since flooding threatens human living in terms of financial, environment and security. The data of annual maximum river flows in Sabah were fitted into generalized extreme value (GEV) distribution. Maximum likelihood estimator (MLE) raised naturally when working with GEV distribution. However, previous researches showed that MLE provide unstable results especially in small sample size. In this study, we used different Bayesian Markov Chain Monte Carlo (MCMC) based on Metropolis-Hastings algorithm to estimate GEV parameters. Bayesian MCMC method is a statistical inference which studies the parameter estimation by using posterior distribution based on Bayes’ theorem. Metropolis-Hastings algorithm is used to overcome the high dimensional state space faced in Monte Carlo method. This approach also considers more uncertainty in parameter estimation which then presents a better prediction on maximum river flow in Sabah.

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

PubMed

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

2011-01-01

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

Physical time scale in kinetic Monte Carlo simulations of continuous-time Markov chains.

PubMed

Serebrinsky, Santiago A

2011-03-01

We rigorously establish a physical time scale for a general class of kinetic Monte Carlo algorithms for the simulation of continuous-time Markov chains. This class of algorithms encompasses rejection-free (or BKL) and rejection (or "standard") algorithms. For rejection algorithms, it was formerly considered that the availability of a physical time scale (instead of Monte Carlo steps) was empirical, at best. Use of Monte Carlo steps as a time unit now becomes completely unnecessary.

Hamiltonian Monte Carlo acceleration using surrogate functions with random bases.

PubMed

Zhang, Cheng; Shahbaba, Babak; Zhao, Hongkai

2017-11-01

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

A smart Monte Carlo procedure for production costing and uncertainty analysis

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

Parker, C.; Stremel, J.

1996-11-01

Electric utilities using chronological production costing models to decide whether to buy or sell power over the next week or next few weeks need to determine potential profits or losses under a number of uncertainties. A large amount of money can be at stake--often $100,000 a day or more--and one party of the sale must always take on the risk. In the case of fixed price ($/MWh) contracts, the seller accepts the risk. In the case of cost plus contracts, the buyer must accept the risk. So, modeling uncertainty and understanding the risk accurately can improve the competitive edge ofmore » the user. This paper investigates an efficient procedure for representing risks and costs from capacity outages. Typically, production costing models use an algorithm based on some form of random number generator to select resources as available or on outage. These algorithms allow experiments to be repeated and gains and losses to be observed in a short time. The authors perform several experiments to examine the capability of three unit outage selection methods and measures their results. Specifically, a brute force Monte Carlo procedure, a Monte Carlo procedure with Latin Hypercube sampling, and a Smart Monte Carlo procedure with cost stratification and directed sampling are examined.« less

Reactive Monte Carlo sampling with an ab initio potential

NASA Astrophysics Data System (ADS)

Leiding, Jeff; Coe, Joshua D.

2016-05-01

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

RNA folding kinetics using Monte Carlo and Gillespie algorithms.

PubMed

Clote, Peter; Bayegan, Amir H

2018-04-01

RNA secondary structure folding kinetics is known to be important for the biological function of certain processes, such as the hok/sok system in E. coli. Although linear algebra provides an exact computational solution of secondary structure folding kinetics with respect to the Turner energy model for tiny ([Formula: see text]20 nt) RNA sequences, the folding kinetics for larger sequences can only be approximated by binning structures into macrostates in a coarse-grained model, or by repeatedly simulating secondary structure folding with either the Monte Carlo algorithm or the Gillespie algorithm. Here we investigate the relation between the Monte Carlo algorithm and the Gillespie algorithm. We prove that asymptotically, the expected time for a K-step trajectory of the Monte Carlo algorithm is equal to [Formula: see text] times that of the Gillespie algorithm, where [Formula: see text] denotes the Boltzmann expected network degree. If the network is regular (i.e. every node has the same degree), then the mean first passage time (MFPT) computed by the Monte Carlo algorithm is equal to MFPT computed by the Gillespie algorithm multiplied by [Formula: see text]; however, this is not true for non-regular networks. In particular, RNA secondary structure folding kinetics, as computed by the Monte Carlo algorithm, is not equal to the folding kinetics, as computed by the Gillespie algorithm, although the mean first passage times are roughly correlated. Simulation software for RNA secondary structure folding according to the Monte Carlo and Gillespie algorithms is publicly available, as is our software to compute the expected degree of the network of secondary structures of a given RNA sequence-see http://bioinformatics.bc.edu/clote/RNAexpNumNbors .

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

DOE PAGES

McDaniel, Tyler; D’Azevedo, Ed F.; Li, Ying Wai; ...

2017-11-07

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is therefore formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with applicationmore » of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. Here this procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi- core CPUs and GPUs.« less

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

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

McDaniel, Tyler; D’Azevedo, Ed F.; Li, Ying Wai

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is therefore formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with applicationmore » of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. Here this procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi- core CPUs and GPUs.« less

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo.

PubMed

McDaniel, T; D'Azevedo, E F; Li, Y W; Wong, K; Kent, P R C

2017-11-07

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is, therefore, formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with an application of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. This procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo, where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi-core central processing units and graphical processing units.

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

NASA Astrophysics Data System (ADS)

McDaniel, T.; D'Azevedo, E. F.; Li, Y. W.; Wong, K.; Kent, P. R. C.

2017-11-01

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is, therefore, formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with an application of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. This procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo, where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi-core central processing units and graphical processing units.

MC3: Multi-core Markov-chain Monte Carlo code

NASA Astrophysics Data System (ADS)

Cubillos, Patricio; Harrington, Joseph; Lust, Nate; Foster, AJ; Stemm, Madison; Loredo, Tom; Stevenson, Kevin; Campo, Chris; Hardin, Matt; Hardy, Ryan

2016-10-01

MC3 (Multi-core Markov-chain Monte Carlo) is a Bayesian statistics tool that can be executed from the shell prompt or interactively through the Python interpreter with single- or multiple-CPU parallel computing. It offers Markov-chain Monte Carlo (MCMC) posterior-distribution sampling for several algorithms, Levenberg-Marquardt least-squares optimization, and uniform non-informative, Jeffreys non-informative, or Gaussian-informative priors. MC3 can share the same value among multiple parameters and fix the value of parameters to constant values, and offers Gelman-Rubin convergence testing and correlated-noise estimation with time-averaging or wavelet-based likelihood estimation methods.

Driven-dissipative quantum Monte Carlo method for open quantum systems

NASA Astrophysics Data System (ADS)

Nagy, Alexandra; Savona, Vincenzo

2018-05-01

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

SU-F-T-148: Are the Approximations in Analytic Semi-Empirical Dose Calculation Algorithms for Intensity Modulated Proton Therapy for Complex Heterogeneities of Head and Neck Clinically Significant?

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

Yepes, P; UT MD Anderson Cancer Center, Houston, TX; Titt, U

2016-06-15

Purpose: Evaluate the differences in dose distributions between the proton analytic semi-empirical dose calculation algorithm used in the clinic and Monte Carlo calculations for a sample of 50 head-and-neck (H&N) patients and estimate the potential clinical significance of the differences. Methods: A cohort of 50 H&N patients, treated at the University of Texas Cancer Center with Intensity Modulated Proton Therapy (IMPT), were selected for evaluation of clinical significance of approximations in computed dose distributions. H&N site was selected because of the highly inhomogeneous nature of the anatomy. The Fast Dose Calculator (FDC), a fast track-repeating accelerated Monte Carlo algorithm formore » proton therapy, was utilized for the calculation of dose distributions delivered during treatment plans. Because of its short processing time, FDC allows for the processing of large cohorts of patients. FDC has been validated versus GEANT4, a full Monte Carlo system and measurements in water and for inhomogeneous phantoms. A gamma-index analysis, DVHs, EUDs, and TCP and NTCPs computed using published models were utilized to evaluate the differences between the Treatment Plan System (TPS) and FDC. Results: The Monte Carlo results systematically predict lower dose delivered in the target. The observed differences can be as large as 8 Gy, and should have a clinical impact. Gamma analysis also showed significant differences between both approaches, especially for the target volumes. Conclusion: Monte Carlo calculations with fast algorithms is practical and should be considered for the clinic, at least as a treatment plan verification tool.« less

Marathon: An Open Source Software Library for the Analysis of Markov-Chain Monte Carlo Algorithms

PubMed Central

Rechner, Steffen; Berger, Annabell

2016-01-01

We present the software library marathon, which is designed to support the analysis of sampling algorithms that are based on the Markov-Chain Monte Carlo principle. The main application of this library is the computation of properties of so-called state graphs, which represent the structure of Markov chains. We demonstrate applications and the usefulness of marathon by investigating the quality of several bounding methods on four well-known Markov chains for sampling perfect matchings and bipartite graphs. In a set of experiments, we compute the total mixing time and several of its bounds for a large number of input instances. We find that the upper bound gained by the famous canonical path method is often several magnitudes larger than the total mixing time and deteriorates with growing input size. In contrast, the spectral bound is found to be a precise approximation of the total mixing time. PMID:26824442

Cell-veto Monte Carlo algorithm for long-range systems.

PubMed

Kapfer, Sebastian C; Krauth, Werner

2016-09-01

We present a rigorous efficient event-chain Monte Carlo algorithm for long-range interacting particle systems. Using a cell-veto scheme within the factorized Metropolis algorithm, we compute each single-particle move with a fixed number of operations. For slowly decaying potentials such as Coulomb interactions, screening line charges allow us to take into account periodic boundary conditions. We discuss the performance of the cell-veto Monte Carlo algorithm for general inverse-power-law potentials, and illustrate how it provides a new outlook on one of the prominent bottlenecks in large-scale atomistic Monte Carlo simulations.

Quantum-enhanced reinforcement learning for finite-episode games with discrete state spaces

NASA Astrophysics Data System (ADS)

Neukart, Florian; Von Dollen, David; Seidel, Christian; Compostella, Gabriele

2017-12-01

Quantum annealing algorithms belong to the class of metaheuristic tools, applicable for solving binary optimization problems. Hardware implementations of quantum annealing, such as the quantum annealing machines produced by D-Wave Systems, have been subject to multiple analyses in research, with the aim of characterizing the technology's usefulness for optimization and sampling tasks. Here, we present a way to partially embed both Monte Carlo policy iteration for finding an optimal policy on random observations, as well as how to embed n sub-optimal state-value functions for approximating an improved state-value function given a policy for finite horizon games with discrete state spaces on a D-Wave 2000Q quantum processing unit (QPU). We explain how both problems can be expressed as a quadratic unconstrained binary optimization (QUBO) problem, and show that quantum-enhanced Monte Carlo policy evaluation allows for finding equivalent or better state-value functions for a given policy with the same number episodes compared to a purely classical Monte Carlo algorithm. Additionally, we describe a quantum-classical policy learning algorithm. Our first and foremost aim is to explain how to represent and solve parts of these problems with the help of the QPU, and not to prove supremacy over every existing classical policy evaluation algorithm.

A reversible-jump Markov chain Monte Carlo algorithm for 1D inversion of magnetotelluric data

NASA Astrophysics Data System (ADS)

Mandolesi, Eric; Ogaya, Xenia; Campanyà, Joan; Piana Agostinetti, Nicola

2018-04-01

This paper presents a new computer code developed to solve the 1D magnetotelluric (MT) inverse problem using a Bayesian trans-dimensional Markov chain Monte Carlo algorithm. MT data are sensitive to the depth-distribution of rock electric conductivity (or its reciprocal, resistivity). The solution provided is a probability distribution - the so-called posterior probability distribution (PPD) for the conductivity at depth, together with the PPD of the interface depths. The PPD is sampled via a reversible-jump Markov Chain Monte Carlo (rjMcMC) algorithm, using a modified Metropolis-Hastings (MH) rule to accept or discard candidate models along the chains. As the optimal parameterization for the inversion process is generally unknown a trans-dimensional approach is used to allow the dataset itself to indicate the most probable number of parameters needed to sample the PPD. The algorithm is tested against two simulated datasets and a set of MT data acquired in the Clare Basin (County Clare, Ireland). For the simulated datasets the correct number of conductive layers at depth and the associated electrical conductivity values is retrieved, together with reasonable estimates of the uncertainties on the investigated parameters. Results from the inversion of field measurements are compared with results obtained using a deterministic method and with well-log data from a nearby borehole. The PPD is in good agreement with the well-log data, showing as a main structure a high conductive layer associated with the Clare Shale formation. In this study, we demonstrate that our new code go beyond algorithms developend using a linear inversion scheme, as it can be used: (1) to by-pass the subjective choices in the 1D parameterizations, i.e. the number of horizontal layers in the 1D parameterization, and (2) to estimate realistic uncertainties on the retrieved parameters. The algorithm is implemented using a simple MPI approach, where independent chains run on isolated CPU, to take full advantage of parallel computer architectures. In case of a large number of data, a master/slave appoach can be used, where the master CPU samples the parameter space and the slave CPUs compute forward solutions.

On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference

NASA Astrophysics Data System (ADS)

Hu, Zixi; Yao, Zhewei; Li, Jinglai

2017-03-01

Many scientific and engineering problems require to perform Bayesian inference for unknowns of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary slow under the mesh refinement, which is referred to as being dimension dependent. To this end, a family of dimensional independent MCMC algorithms, known as the preconditioned Crank-Nicolson (pCN) methods, were proposed to sample the infinite dimensional parameters. In this work we develop an adaptive version of the pCN algorithm, where the covariance operator of the proposal distribution is adjusted based on sampling history to improve the simulation efficiency. We show that the proposed algorithm satisfies an important ergodicity condition under some mild assumptions. Finally we provide numerical examples to demonstrate the performance of the proposed method.

Efficiency in nonequilibrium molecular dynamics Monte Carlo simulations

DOE PAGES

Radak, Brian K.; Roux, Benoît

2016-10-07

Hybrid algorithms combining nonequilibrium molecular dynamics and Monte Carlo (neMD/MC) offer a powerful avenue for improving the sampling efficiency of computer simulations of complex systems. These neMD/MC algorithms are also increasingly finding use in applications where conventional approaches are impractical, such as constant-pH simulations with explicit solvent. However, selecting an optimal nonequilibrium protocol for maximum efficiency often represents a non-trivial challenge. This work evaluates the efficiency of a broad class of neMD/MC algorithms and protocols within the theoretical framework of linear response theory. The approximations are validated against constant pH-MD simulations and shown to provide accurate predictions of neMD/MC performance.more » An assessment of a large set of protocols confirms (both theoretically and empirically) that a linear work protocol gives the best neMD/MC performance. Lastly, a well-defined criterion for optimizing the time parameters of the protocol is proposed and demonstrated with an adaptive algorithm that improves the performance on-the-fly with minimal cost.« less

Application of genetic algorithms to focal mechanism determination

NASA Astrophysics Data System (ADS)

Kobayashi, Reiji; Nakanishi, Ichiro

1994-04-01

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

Recursive algorithms for phylogenetic tree counting.

PubMed

Gavryushkina, Alexandra; Welch, David; Drummond, Alexei J

2013-10-28

In Bayesian phylogenetic inference we are interested in distributions over a space of trees. The number of trees in a tree space is an important characteristic of the space and is useful for specifying prior distributions. When all samples come from the same time point and no prior information available on divergence times, the tree counting problem is easy. However, when fossil evidence is used in the inference to constrain the tree or data are sampled serially, new tree spaces arise and counting the number of trees is more difficult. We describe an algorithm that is polynomial in the number of sampled individuals for counting of resolutions of a constraint tree assuming that the number of constraints is fixed. We generalise this algorithm to counting resolutions of a fully ranked constraint tree. We describe a quadratic algorithm for counting the number of possible fully ranked trees on n sampled individuals. We introduce a new type of tree, called a fully ranked tree with sampled ancestors, and describe a cubic time algorithm for counting the number of such trees on n sampled individuals. These algorithms should be employed for Bayesian Markov chain Monte Carlo inference when fossil data are included or data are serially sampled.

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.

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

Malone, Fionn D., E-mail: f.malone13@imperial.ac.uk; Lee, D. K. K.; Foulkes, W. M. C.

The recently developed density matrix quantum Monte Carlo (DMQMC) algorithm stochastically samples the N-body thermal density matrix and hence provides access to exact properties of many-particle quantum systems at arbitrary temperatures. We demonstrate that moving to the interaction picture provides substantial benefits when applying DMQMC to interacting fermions. In this first study, we focus on a system of much recent interest: the uniform electron gas in the warm dense regime. The basis set incompleteness error at finite temperature is investigated and extrapolated via a simple Monte Carlo sampling procedure. Finally, we provide benchmark calculations for a four-electron system, comparing ourmore » results to previous work where possible.« less

Stochastic Investigation of Natural Frequency for Functionally Graded Plates

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

The Rational Hybrid Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Clark, Michael

2006-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Iterative Importance Sampling Algorithms for Parameter Estimation

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

Grout, Ray W; Morzfeld, Matthias; Day, Marcus S.

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov chain Monte Carlo (MCMC) is often used for the numerical solution of such problems. An alternative to MCMC is importance sampling, which can exhibit near perfect scaling with the number of cores on high performance computing systems because samples are drawn independently. However, finding a suitable proposal distribution is a challenging task. Several sampling algorithms have been proposed over the past years that take an iterative approach to constructing a proposal distribution. We investigate the applicabilitymore » of such algorithms by applying them to two realistic and challenging test problems, one in subsurface flow, and one in combustion modeling. More specifically, we implement importance sampling algorithms that iterate over the mean and covariance matrix of Gaussian or multivariate t-proposal distributions. Our implementation leverages massively parallel computers, and we present strategies to initialize the iterations using 'coarse' MCMC runs or Gaussian mixture models.« less

Replica exchange and expanded ensemble simulations as Gibbs sampling: simple improvements for enhanced mixing.

PubMed

Chodera, John D; Shirts, Michael R

2011-11-21

The widespread popularity of replica exchange and expanded ensemble algorithms for simulating complex molecular systems in chemistry and biophysics has generated much interest in discovering new ways to enhance the phase space mixing of these protocols in order to improve sampling of uncorrelated configurations. Here, we demonstrate how both of these classes of algorithms can be considered as special cases of Gibbs sampling within a Markov chain Monte Carlo framework. Gibbs sampling is a well-studied scheme in the field of statistical inference in which different random variables are alternately updated from conditional distributions. While the update of the conformational degrees of freedom by Metropolis Monte Carlo or molecular dynamics unavoidably generates correlated samples, we show how judicious updating of the thermodynamic state indices--corresponding to thermodynamic parameters such as temperature or alchemical coupling variables--can substantially increase mixing while still sampling from the desired distributions. We show how state update methods in common use can lead to suboptimal mixing, and present some simple, inexpensive alternatives that can increase mixing of the overall Markov chain, reducing simulation times necessary to obtain estimates of the desired precision. These improved schemes are demonstrated for several common applications, including an alchemical expanded ensemble simulation, parallel tempering, and multidimensional replica exchange umbrella sampling.

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

PubMed

Fuchs, Sebastian; Pruschke, Thomas; Jarrell, Mark

2010-05-01

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

Reactive Monte Carlo sampling with an ab initio potential

DOE PAGES

Leiding, Jeff; Coe, Joshua D.

2016-05-04

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

Subtle Monte Carlo Updates in Dense Molecular Systems.

PubMed

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

2012-02-14

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

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

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

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

2016-06-15

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

Monte Carlo Sampling in Fractal Landscapes

NASA Astrophysics Data System (ADS)

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

2013-05-01

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

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.

A fixed-memory moving, expanding window for obtaining scatter corrections in X-ray CT and other stochastic averages

NASA Astrophysics Data System (ADS)

Levine, Zachary H.; Pintar, Adam L.

2015-11-01

A simple algorithm for averaging a stochastic sequence of 1D arrays in a moving, expanding window is provided. The samples are grouped in bins which increase exponentially in size so that a constant fraction of the samples is retained at any point in the sequence. The algorithm is shown to have particular relevance for a class of Monte Carlo sampling problems which includes one characteristic of iterative reconstruction in computed tomography. The code is available in the CPC program library in both Fortran 95 and C and is also available in R through CRAN.

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.

Stan : A Probabilistic Programming Language

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

Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less

Stan : A Probabilistic Programming Language

DOE PAGES

Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.; ...

2017-01-01

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less

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.

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.

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).

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

PubMed

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

2011-10-11

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

MontePython 3: Parameter inference code for cosmology

NASA Astrophysics Data System (ADS)

Brinckmann, Thejs; Lesgourgues, Julien; Audren, Benjamin; Benabed, Karim; Prunet, Simon

2018-05-01

MontePython 3 provides numerous ways to explore parameter space using Monte Carlo Markov Chain (MCMC) sampling, including Metropolis-Hastings, Nested Sampling, Cosmo Hammer, and a Fisher sampling method. This improved version of the Monte Python (ascl:1307.002) parameter inference code for cosmology offers new ingredients that improve the performance of Metropolis-Hastings sampling, speeding up convergence and offering significant time improvement in difficult runs. Additional likelihoods and plotting options are available, as are post-processing algorithms such as Importance Sampling and Adding Derived Parameter.

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.

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.

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

PubMed

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

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

Multiscale Monte Carlo equilibration: Pure Yang-Mills theory

DOE PAGES

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

2015-12-29

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

Army ants algorithm for rare event sampling of delocalized nonadiabatic transitions by trajectory surface hopping and the estimation of sampling errors by the bootstrap method.

PubMed

Nangia, Shikha; Jasper, Ahren W; Miller, Thomas F; Truhlar, Donald G

2004-02-22

The most widely used algorithm for Monte Carlo sampling of electronic transitions in trajectory surface hopping (TSH) calculations is the so-called anteater algorithm, which is inefficient for sampling low-probability nonadiabatic events. We present a new sampling scheme (called the army ants algorithm) for carrying out TSH calculations that is applicable to systems with any strength of coupling. The army ants algorithm is a form of rare event sampling whose efficiency is controlled by an input parameter. By choosing a suitable value of the input parameter the army ants algorithm can be reduced to the anteater algorithm (which is efficient for strongly coupled cases), and by optimizing the parameter the army ants algorithm may be efficiently applied to systems with low-probability events. To demonstrate the efficiency of the army ants algorithm, we performed atom-diatom scattering calculations on a model system involving weakly coupled electronic states. Fully converged quantum mechanical calculations were performed, and the probabilities for nonadiabatic reaction and nonreactive deexcitation (quenching) were found to be on the order of 10(-8). For such low-probability events the anteater sampling scheme requires a large number of trajectories ( approximately 10(10)) to obtain good statistics and converged semiclassical results. In contrast by using the new army ants algorithm converged results were obtained by running 10(5) trajectories. Furthermore, the results were found to be in excellent agreement with the quantum mechanical results. Sampling errors were estimated using the bootstrap method, which is validated for use with the army ants algorithm. (c) 2004 American Institute of Physics.

Monte Carlo Algorithms for a Bayesian Analysis of the Cosmic Microwave Background

NASA Technical Reports Server (NTRS)

Jewell, Jeffrey B.; Eriksen, H. K.; ODwyer, I. J.; Wandelt, B. D.; Gorski, K.; Knox, L.; Chu, M.

2006-01-01

A viewgraph presentation on the review of Bayesian approach to Cosmic Microwave Background (CMB) analysis, numerical implementation with Gibbs sampling, a summary of application to WMAP I and work in progress with generalizations to polarization, foregrounds, asymmetric beams, and 1/f noise is given.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

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

Sweezy, Jeremy Ed

2016-01-21

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

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

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

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

Enright, S; Asprinio, A; Lu, L

2014-06-01

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

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.

Improving the sampling efficiency of Monte Carlo molecular simulations: an evolutionary approach

NASA Astrophysics Data System (ADS)

Leblanc, Benoit; Braunschweig, Bertrand; Toulhoat, Hervé; Lutton, Evelyne

We present a new approach in order to improve the convergence of Monte Carlo (MC) simulations of molecular systems belonging to complex energetic landscapes: the problem is redefined in terms of the dynamic allocation of MC move frequencies depending on their past efficiency, measured with respect to a relevant sampling criterion. We introduce various empirical criteria with the aim of accounting for the proper convergence in phase space sampling. The dynamic allocation is performed over parallel simulations by means of a new evolutionary algorithm involving 'immortal' individuals. The method is bench marked with respect to conventional procedures on a model for melt linear polyethylene. We record significant improvement in sampling efficiencies, thus in computational load, while the optimal sets of move frequencies are liable to allow interesting physical insights into the particular systems simulated. This last aspect should provide a new tool for designing more efficient new MC moves.

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

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.

Rare Event Simulation in Radiation Transport

NASA Astrophysics Data System (ADS)

Kollman, Craig

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

Event-chain Monte Carlo algorithms for three- and many-particle interactions

NASA Astrophysics Data System (ADS)

Harland, J.; Michel, M.; Kampmann, T. A.; Kierfeld, J.

2017-02-01

We generalize the rejection-free event-chain Monte Carlo algorithm from many-particle systems with pairwise interactions to systems with arbitrary three- or many-particle interactions. We introduce generalized lifting probabilities between particles and obtain a general set of equations for lifting probabilities, the solution of which guarantees maximal global balance. We validate the resulting three-particle event-chain Monte Carlo algorithms on three different systems by comparison with conventional local Monte Carlo simulations: i) a test system of three particles with a three-particle interaction that depends on the enclosed triangle area; ii) a hard-needle system in two dimensions, where needle interactions constitute three-particle interactions of the needle end points; iii) a semiflexible polymer chain with a bending energy, which constitutes a three-particle interaction of neighboring chain beads. The examples demonstrate that the generalization to many-particle interactions broadens the applicability of event-chain algorithms considerably.

A Bootstrap Metropolis-Hastings Algorithm for Bayesian Analysis of Big Data.

PubMed

Liang, Faming; Kim, Jinsu; Song, Qifan

2016-01-01

Markov chain Monte Carlo (MCMC) methods have proven to be a very powerful tool for analyzing data of complex structures. However, their computer-intensive nature, which typically require a large number of iterations and a complete scan of the full dataset for each iteration, precludes their use for big data analysis. In this paper, we propose the so-called bootstrap Metropolis-Hastings (BMH) algorithm, which provides a general framework for how to tame powerful MCMC methods to be used for big data analysis; that is to replace the full data log-likelihood by a Monte Carlo average of the log-likelihoods that are calculated in parallel from multiple bootstrap samples. The BMH algorithm possesses an embarrassingly parallel structure and avoids repeated scans of the full dataset in iterations, and is thus feasible for big data problems. Compared to the popular divide-and-combine method, BMH can be generally more efficient as it can asymptotically integrate the whole data information into a single simulation run. The BMH algorithm is very flexible. Like the Metropolis-Hastings algorithm, it can serve as a basic building block for developing advanced MCMC algorithms that are feasible for big data problems. This is illustrated in the paper by the tempering BMH algorithm, which can be viewed as a combination of parallel tempering and the BMH algorithm. BMH can also be used for model selection and optimization by combining with reversible jump MCMC and simulated annealing, respectively.

A Bootstrap Metropolis–Hastings Algorithm for Bayesian Analysis of Big Data

PubMed Central

Kim, Jinsu; Song, Qifan

2016-01-01

Markov chain Monte Carlo (MCMC) methods have proven to be a very powerful tool for analyzing data of complex structures. However, their computer-intensive nature, which typically require a large number of iterations and a complete scan of the full dataset for each iteration, precludes their use for big data analysis. In this paper, we propose the so-called bootstrap Metropolis-Hastings (BMH) algorithm, which provides a general framework for how to tame powerful MCMC methods to be used for big data analysis; that is to replace the full data log-likelihood by a Monte Carlo average of the log-likelihoods that are calculated in parallel from multiple bootstrap samples. The BMH algorithm possesses an embarrassingly parallel structure and avoids repeated scans of the full dataset in iterations, and is thus feasible for big data problems. Compared to the popular divide-and-combine method, BMH can be generally more efficient as it can asymptotically integrate the whole data information into a single simulation run. The BMH algorithm is very flexible. Like the Metropolis-Hastings algorithm, it can serve as a basic building block for developing advanced MCMC algorithms that are feasible for big data problems. This is illustrated in the paper by the tempering BMH algorithm, which can be viewed as a combination of parallel tempering and the BMH algorithm. BMH can also be used for model selection and optimization by combining with reversible jump MCMC and simulated annealing, respectively. PMID:29033469

A Hybrid Monte Carlo importance sampling of rare events in Turbulence and in Turbulent Models

NASA Astrophysics Data System (ADS)

Margazoglou, Georgios; Biferale, Luca; Grauer, Rainer; Jansen, Karl; Mesterhazy, David; Rosenow, Tillmann; Tripiccione, Raffaele

2017-11-01

Extreme and rare events is a challenging topic in the field of turbulence. Trying to investigate those instances through the use of traditional numerical tools turns to be a notorious task, as they fail to systematically sample the fluctuations around them. On the other hand, we propose that an importance sampling Monte Carlo method can selectively highlight extreme events in remote areas of the phase space and induce their occurrence. We present a brand new computational approach, based on the path integral formulation of stochastic dynamics, and employ an accelerated Hybrid Monte Carlo (HMC) algorithm for this purpose. Through the paradigm of stochastic one-dimensional Burgers' equation, subjected to a random noise that is white-in-time and power-law correlated in Fourier space, we will prove our concept and benchmark our results with standard CFD methods. Furthermore, we will present our first results of constrained sampling around saddle-point instanton configurations (optimal fluctuations). The research leading to these results has received funding from the EU Horizon 2020 research and innovation programme under Grant Agreement No. 642069, and from the EU Seventh Framework Programme (FP7/2007-2013) under ERC Grant Agreement No. 339032.

Computational characterization of HPGe detectors usable for a wide variety of source geometries by using Monte Carlo simulation and a multi-objective evolutionary algorithm

NASA Astrophysics Data System (ADS)

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

2017-06-01

In this work, we have developed a computational methodology for characterizing HPGe detectors by implementing in parallel a multi-objective evolutionary algorithm, together with a Monte Carlo simulation code. The evolutionary algorithm is used for searching the geometrical parameters of a model of detector by minimizing the differences between the efficiencies calculated by Monte Carlo simulation and two reference sets of Full Energy Peak Efficiencies (FEPEs) corresponding to two given sample geometries, a beaker of small diameter laid over the detector window and a beaker of large capacity which wrap the detector. This methodology is a generalization of a previously published work, which was limited to beakers placed over the window of the detector with a diameter equal or smaller than the crystal diameter, so that the crystal mount cap (which surround the lateral surface of the crystal), was not considered in the detector model. The generalization has been accomplished not only by including such a mount cap in the model, but also using multi-objective optimization instead of mono-objective, with the aim of building a model sufficiently accurate for a wider variety of beakers commonly used for the measurement of environmental samples by gamma spectrometry, like for instance, Marinellis, Petris, or any other beaker with a diameter larger than the crystal diameter, for which part of the detected radiation have to pass through the mount cap. The proposed methodology has been applied to an HPGe XtRa detector, providing a model of detector which has been successfully verificated for different source-detector geometries and materials and experimentally validated using CRMs.

Generalized Likelihood Uncertainty Estimation (GLUE) Using Multi-Optimization Algorithm as Sampling Method

NASA Astrophysics Data System (ADS)

Wang, Z.

2015-12-01

For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.

Methods for Monte Carlo simulations of biomacromolecules

PubMed Central

Vitalis, Andreas; Pappu, Rohit V.

2010-01-01

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

Scalable Domain Decomposed Monte Carlo Particle Transport

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

O'Brien, Matthew Joseph

2013-12-05

In this dissertation, we present the parallel algorithms necessary to run domain decomposed Monte Carlo particle transport on large numbers of processors (millions of processors). Previous algorithms were not scalable, and the parallel overhead became more computationally costly than the numerical simulation.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Unbiased Sampling of Globular Lattice Proteins in Three Dimensions

NASA Astrophysics Data System (ADS)

Jacobsen, Jesper Lykke

2008-03-01

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

Event-chain algorithm for the Heisenberg model: Evidence for z≃1 dynamic scaling.

PubMed

Nishikawa, Yoshihiko; Michel, Manon; Krauth, Werner; Hukushima, Koji

2015-12-01

We apply the event-chain Monte Carlo algorithm to the three-dimensional ferromagnetic Heisenberg model. The algorithm is rejection-free and also realizes an irreversible Markov chain that satisfies global balance. The autocorrelation functions of the magnetic susceptibility and the energy indicate a dynamical critical exponent z≈1 at the critical temperature, while that of the magnetization does not measure the performance of the algorithm. We show that the event-chain Monte Carlo algorithm substantially reduces the dynamical critical exponent from the conventional value of z≃2.

A quantum–quantum Metropolis algorithm

PubMed Central

Yung, Man-Hong; Aspuru-Guzik, Alán

2012-01-01

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

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

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

PubMed

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

2015-06-01

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

Mosaicing of airborne LiDAR bathymetry strips based on Monte Carlo matching

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

An adaptive Bayesian inference algorithm to estimate the parameters of a hazardous atmospheric release

NASA Astrophysics Data System (ADS)

Rajaona, Harizo; Septier, François; Armand, Patrick; Delignon, Yves; Olry, Christophe; Albergel, Armand; Moussafir, Jacques

2015-12-01

In the eventuality of an accidental or intentional atmospheric release, the reconstruction of the source term using measurements from a set of sensors is an important and challenging inverse problem. A rapid and accurate estimation of the source allows faster and more efficient action for first-response teams, in addition to providing better damage assessment. This paper presents a Bayesian probabilistic approach to estimate the location and the temporal emission profile of a pointwise source. The release rate is evaluated analytically by using a Gaussian assumption on its prior distribution, and is enhanced with a positivity constraint to improve the estimation. The source location is obtained by the means of an advanced iterative Monte-Carlo technique called Adaptive Multiple Importance Sampling (AMIS), which uses a recycling process at each iteration to accelerate its convergence. The proposed methodology is tested using synthetic and real concentration data in the framework of the Fusion Field Trials 2007 (FFT-07) experiment. The quality of the obtained results is comparable to those coming from the Markov Chain Monte Carlo (MCMC) algorithm, a popular Bayesian method used for source estimation. Moreover, the adaptive processing of the AMIS provides a better sampling efficiency by reusing all the generated samples.

Scalable Domain Decomposed Monte Carlo Particle Transport

NASA Astrophysics Data System (ADS)

O'Brien, Matthew Joseph

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

Diffusion Monte Carlo approach versus adiabatic computation for local Hamiltonians

NASA Astrophysics Data System (ADS)

Bringewatt, Jacob; Dorland, William; Jordan, Stephen P.; Mink, Alan

2018-02-01

Most research regarding quantum adiabatic optimization has focused on stoquastic Hamiltonians, whose ground states can be expressed with only real non-negative amplitudes and thus for whom destructive interference is not manifest. This raises the question of whether classical Monte Carlo algorithms can efficiently simulate quantum adiabatic optimization with stoquastic Hamiltonians. Recent results have given counterexamples in which path-integral and diffusion Monte Carlo fail to do so. However, most adiabatic optimization algorithms, such as for solving MAX-k -SAT problems, use k -local Hamiltonians, whereas our previous counterexample for diffusion Monte Carlo involved n -body interactions. Here we present a 6-local counterexample which demonstrates that even for these local Hamiltonians there are cases where diffusion Monte Carlo cannot efficiently simulate quantum adiabatic optimization. Furthermore, we perform empirical testing of diffusion Monte Carlo on a standard well-studied class of permutation-symmetric tunneling problems and similarly find large advantages for quantum optimization over diffusion Monte Carlo.

The Impact of Monte Carlo Dose Calculations on Intensity-Modulated Radiation Therapy

NASA Astrophysics Data System (ADS)

Siebers, J. V.; Keall, P. J.; Mohan, R.

The effect of dose calculation accuracy for IMRT was studied by comparing different dose calculation algorithms. A head and neck IMRT plan was optimized using a superposition dose calculation algorithm. Dose was re-computed for the optimized plan using both Monte Carlo and pencil beam dose calculation algorithms to generate patient and phantom dose distributions. Tumor control probabilities (TCP) and normal tissue complication probabilities (NTCP) were computed to estimate the plan outcome. For the treatment plan studied, Monte Carlo best reproduces phantom dose measurements, the TCP was slightly lower than the superposition and pencil beam results, and the NTCP values differed little.

al3c: high-performance software for parameter inference using Approximate Bayesian Computation.

PubMed

Stram, Alexander H; Marjoram, Paul; Chen, Gary K

2015-11-01

The development of Approximate Bayesian Computation (ABC) algorithms for parameter inference which are both computationally efficient and scalable in parallel computing environments is an important area of research. Monte Carlo rejection sampling, a fundamental component of ABC algorithms, is trivial to distribute over multiple processors but is inherently inefficient. While development of algorithms such as ABC Sequential Monte Carlo (ABC-SMC) help address the inherent inefficiencies of rejection sampling, such approaches are not as easily scaled on multiple processors. As a result, current Bayesian inference software offerings that use ABC-SMC lack the ability to scale in parallel computing environments. We present al3c, a C++ framework for implementing ABC-SMC in parallel. By requiring only that users define essential functions such as the simulation model and prior distribution function, al3c abstracts the user from both the complexities of parallel programming and the details of the ABC-SMC algorithm. By using the al3c framework, the user is able to scale the ABC-SMC algorithm in parallel computing environments for his or her specific application, with minimal programming overhead. al3c is offered as a static binary for Linux and OS-X computing environments. The user completes an XML configuration file and C++ plug-in template for the specific application, which are used by al3c to obtain the desired results. Users can download the static binaries, source code, reference documentation and examples (including those in this article) by visiting https://github.com/ahstram/al3c. astram@usc.edu Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

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

DOE PAGES

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

2013-02-08

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

Monte Carlo methods for multidimensional integration for European option pricing

NASA Astrophysics Data System (ADS)

Todorov, V.; Dimov, I. T.

2016-10-01

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

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

NASA Astrophysics Data System (ADS)

Elliott, Frank W.; Majda, Andrew J.

1995-03-01

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

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

NASA Astrophysics Data System (ADS)

Willow, Soohaeng Yoo; Hirata, So

2014-01-01

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

Monte Carlo evaluation of Acuros XB dose calculation Algorithm for intensity modulated radiation therapy of nasopharyngeal carcinoma

NASA Astrophysics Data System (ADS)

Yeh, Peter C. Y.; Lee, C. C.; Chao, T. C.; Tung, C. J.

2017-11-01

Intensity-modulated radiation therapy is an effective treatment modality for the nasopharyngeal carcinoma. One important aspect of this cancer treatment is the need to have an accurate dose algorithm dealing with the complex air/bone/tissue interface in the head-neck region to achieve the cure without radiation-induced toxicities. The Acuros XB algorithm explicitly solves the linear Boltzmann transport equation in voxelized volumes to account for the tissue heterogeneities such as lungs, bone, air, and soft tissues in the treatment field receiving radiotherapy. With the single beam setup in phantoms, this algorithm has already been demonstrated to achieve the comparable accuracy with Monte Carlo simulations. In the present study, five nasopharyngeal carcinoma patients treated with the intensity-modulated radiation therapy were examined for their dose distributions calculated using the Acuros XB in the planning target volume and the organ-at-risk. Corresponding results of Monte Carlo simulations were computed from the electronic portal image data and the BEAMnrc/DOSXYZnrc code. Analysis of dose distributions in terms of the clinical indices indicated that the Acuros XB was in comparable accuracy with Monte Carlo simulations and better than the anisotropic analytical algorithm for dose calculations in real patients.

Advancing X-ray scattering metrology using inverse genetic algorithms.

PubMed

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

2016-01-01

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

Automatic mesh adaptivity for hybrid Monte Carlo/deterministic neutronics modeling of difficult shielding problems

DOE PAGES

Ibrahim, Ahmad M.; Wilson, Paul P.H.; Sawan, Mohamed E.; ...

2015-06-30

The CADIS and FW-CADIS hybrid Monte Carlo/deterministic techniques dramatically increase the efficiency of neutronics modeling, but their use in the accurate design analysis of very large and geometrically complex nuclear systems has been limited by the large number of processors and memory requirements for their preliminary deterministic calculations and final Monte Carlo calculation. Three mesh adaptivity algorithms were developed to reduce the memory requirements of CADIS and FW-CADIS without sacrificing their efficiency improvement. First, a macromaterial approach enhances the fidelity of the deterministic models without changing the mesh. Second, a deterministic mesh refinement algorithm generates meshes that capture as muchmore » geometric detail as possible without exceeding a specified maximum number of mesh elements. Finally, a weight window coarsening algorithm decouples the weight window mesh and energy bins from the mesh and energy group structure of the deterministic calculations in order to remove the memory constraint of the weight window map from the deterministic mesh resolution. The three algorithms were used to enhance an FW-CADIS calculation of the prompt dose rate throughout the ITER experimental facility. Using these algorithms resulted in a 23.3% increase in the number of mesh tally elements in which the dose rates were calculated in a 10-day Monte Carlo calculation and, additionally, increased the efficiency of the Monte Carlo simulation by a factor of at least 3.4. The three algorithms enabled this difficult calculation to be accurately solved using an FW-CADIS simulation on a regular computer cluster, eliminating the need for a world-class super computer.« less

Hybrid real-code ant colony optimisation for constrained mechanical design

NASA Astrophysics Data System (ADS)

Pholdee, Nantiwat; Bureerat, Sujin

2016-01-01

This paper proposes a hybrid meta-heuristic based on integrating a local search simplex downhill (SDH) method into the search procedure of real-code ant colony optimisation (ACOR). This hybridisation leads to five hybrid algorithms where a Monte Carlo technique, a Latin hypercube sampling technique (LHS) and a translational propagation Latin hypercube design (TPLHD) algorithm are used to generate an initial population. Also, two numerical schemes for selecting an initial simplex are investigated. The original ACOR and its hybrid versions along with a variety of established meta-heuristics are implemented to solve 17 constrained test problems where a fuzzy set theory penalty function technique is used to handle design constraints. The comparative results show that the hybrid algorithms are the top performers. Using the TPLHD technique gives better results than the other sampling techniques. The hybrid optimisers are a powerful design tool for constrained mechanical design problems.

A Monte Carlo Approach for Adaptive Testing with Content Constraints

ERIC Educational Resources Information Center

Belov, Dmitry I.; Armstrong, Ronald D.; Weissman, Alexander

2008-01-01

This article presents a new algorithm for computerized adaptive testing (CAT) when content constraints are present. The algorithm is based on shadow CAT methodology to meet content constraints but applies Monte Carlo methods and provides the following advantages over shadow CAT: (a) lower maximum item exposure rates, (b) higher utilization of the…

Teaching Markov Chain Monte Carlo: Revealing the Basic Ideas behind the Algorithm

ERIC Educational Resources Information Center

Stewart, Wayne; Stewart, Sepideh

2014-01-01

For many scientists, researchers and students Markov chain Monte Carlo (MCMC) simulation is an important and necessary tool to perform Bayesian analyses. The simulation is often presented as a mathematical algorithm and then translated into an appropriate computer program. However, this can result in overlooking the fundamental and deeper…

Optimization of the Monte Carlo code for modeling of photon migration in tissue.

PubMed

Zołek, Norbert S; Liebert, Adam; Maniewski, Roman

2006-10-01

The Monte Carlo method is frequently used to simulate light transport in turbid media because of its simplicity and flexibility, allowing to analyze complicated geometrical structures. Monte Carlo simulations are, however, time consuming because of the necessity to track the paths of individual photons. The time consuming computation is mainly associated with the calculation of the logarithmic and trigonometric functions as well as the generation of pseudo-random numbers. In this paper, the Monte Carlo algorithm was developed and optimized, by approximation of the logarithmic and trigonometric functions. The approximations were based on polynomial and rational functions, and the errors of these approximations are less than 1% of the values of the original functions. The proposed algorithm was verified by simulations of the time-resolved reflectance at several source-detector separations. The results of the calculation using the approximated algorithm were compared with those of the Monte Carlo simulations obtained with an exact computation of the logarithm and trigonometric functions as well as with the solution of the diffusion equation. The errors of the moments of the simulated distributions of times of flight of photons (total number of photons, mean time of flight and variance) are less than 2% for a range of optical properties, typical of living tissues. The proposed approximated algorithm allows to speed up the Monte Carlo simulations by a factor of 4. The developed code can be used on parallel machines, allowing for further acceleration.

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

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

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

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

2016-12-19

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

Multiple Time-Step Dual-Hamiltonian Hybrid Molecular Dynamics — Monte Carlo Canonical Propagation Algorithm

PubMed Central

Weare, Jonathan; Dinner, Aaron R.; Roux, Benoît

2016-01-01

A multiple time-step integrator based on a dual Hamiltonian and a hybrid method combining molecular dynamics (MD) and Monte Carlo (MC) is proposed to sample systems in the canonical ensemble. The Dual Hamiltonian Multiple Time-Step (DHMTS) algorithm is based on two similar Hamiltonians: a computationally expensive one that serves as a reference and a computationally inexpensive one to which the workload is shifted. The central assumption is that the difference between the two Hamiltonians is slowly varying. Earlier work has shown that such dual Hamiltonian multiple time-step schemes effectively precondition nonlinear differential equations for dynamics by reformulating them into a recursive root finding problem that can be solved by propagating a correction term through an internal loop, analogous to RESPA. Of special interest in the present context, a hybrid MD-MC version of the DHMTS algorithm is introduced to enforce detailed balance via a Metropolis acceptance criterion and ensure consistency with the Boltzmann distribution. The Metropolis criterion suppresses the discretization errors normally associated with the propagation according to the computationally inexpensive Hamiltonian, treating the discretization error as an external work. Illustrative tests are carried out to demonstrate the effectiveness of the method. PMID:26918826

Percentage depth dose evaluation in heterogeneous media using thermoluminescent dosimetry

PubMed Central

da Rosa, L.A.R.; Campos, L.T.; Alves, V.G.L.; Batista, D.V.S.; Facure, A.

2010-01-01

The purpose of this study is to investigate the influence of lung heterogeneity inside a soft tissue phantom on percentage depth dose (PDD). PDD curves were obtained experimentally using LiF:Mg,Ti (TLD‐100) thermoluminescent detectors and applying Eclipse treatment planning system algorithms Batho, modified Batho (M‐Batho or BMod), equivalent TAR (E‐TAR or EQTAR), and anisotropic analytical algorithm (AAA) for a 15 MV photon beam and field sizes of 1×1,2×2,5×5, and 10×10cm2. Monte Carlo simulations were performed using the DOSRZnrc user code of EGSnrc. The experimental results agree with Monte Carlo simulations for all irradiation field sizes. Comparisons with Monte Carlo calculations show that the AAA algorithm provides the best simulations of PDD curves for all field sizes investigated. However, even this algorithm cannot accurately predict PDD values in the lung for field sizes of 1×1 and 2×2cm2. An overdosage in the lung of about 40% and 20% is calculated by the AAA algorithm close to the interface soft tissue/lung for 1×1 and 2×2cm2 field sizes, respectively. It was demonstrated that differences of 100% between Monte Carlo results and the algorithms Batho, modified Batho, and equivalent TAR responses may exist inside the lung region for the 1×1cm2 field. PACS number: 87.55.kd

Cross-platform validation and analysis environment for particle physics

NASA Astrophysics Data System (ADS)

Chekanov, S. V.; Pogrebnyak, I.; Wilbern, D.

2017-11-01

A multi-platform validation and analysis framework for public Monte Carlo simulation for high-energy particle collisions is discussed. The front-end of this framework uses the Python programming language, while the back-end is written in Java, which provides a multi-platform environment that can be run from a web browser and can easily be deployed at the grid sites. The analysis package includes all major software tools used in high-energy physics, such as Lorentz vectors, jet algorithms, histogram packages, graphic canvases, and tools for providing data access. This multi-platform software suite, designed to minimize OS-specific maintenance and deployment time, is used for online validation of Monte Carlo event samples through a web interface.

PBMC: Pre-conditioned Backward Monte Carlo code for radiative transport in planetary atmospheres

NASA Astrophysics Data System (ADS)

García Muñoz, A.; Mills, F. P.

2017-08-01

PBMC (Pre-Conditioned Backward Monte Carlo) solves the vector Radiative Transport Equation (vRTE) and can be applied to planetary atmospheres irradiated from above. The code builds the solution by simulating the photon trajectories from the detector towards the radiation source, i.e. in the reverse order of the actual photon displacements. In accounting for the polarization in the sampling of photon propagation directions and pre-conditioning the scattering matrix with information from the scattering matrices of prior (in the BMC integration order) photon collisions, PBMC avoids the unstable and biased solutions of classical BMC algorithms for conservative, optically-thick, strongly-polarizing media such as Rayleigh atmospheres.

Monte Carlo Study of Four-Dimensional Self-avoiding Walks of up to One Billion Steps

NASA Astrophysics Data System (ADS)

Clisby, Nathan

2018-04-01

We study self-avoiding walks on the four-dimensional hypercubic lattice via Monte Carlo simulations of walks with up to one billion steps. We study the expected logarithmic corrections to scaling, and find convincing evidence in support the scaling form predicted by the renormalization group, with an estimate for the power of the logarithmic factor of 0.2516(14), which is consistent with the predicted value of 1/4. We also characterize the behaviour of the pivot algorithm for sampling four dimensional self-avoiding walks, and conjecture that the probability of a pivot move being successful for an N-step walk is O([ log N ]^{-1/4}).

Enhanced Sampling of an Atomic Model with Hybrid Nonequilibrium Molecular Dynamics-Monte Carlo Simulations Guided by a Coarse-Grained Model.

PubMed

Chen, Yunjie; Roux, Benoît

2015-08-11

Molecular dynamics (MD) trajectories based on a classical equation of motion provide a straightforward, albeit somewhat inefficient approach, to explore and sample the configurational space of a complex molecular system. While a broad range of techniques can be used to accelerate and enhance the sampling efficiency of classical simulations, only algorithms that are consistent with the Boltzmann equilibrium distribution yield a proper statistical mechanical computational framework. Here, a multiscale hybrid algorithm relying simultaneously on all-atom fine-grained (FG) and coarse-grained (CG) representations of a system is designed to improve sampling efficiency by combining the strength of nonequilibrium molecular dynamics (neMD) and Metropolis Monte Carlo (MC). This CG-guided hybrid neMD-MC algorithm comprises six steps: (1) a FG configuration of an atomic system is dynamically propagated for some period of time using equilibrium MD; (2) the resulting FG configuration is mapped onto a simplified CG model; (3) the CG model is propagated for a brief time interval to yield a new CG configuration; (4) the resulting CG configuration is used as a target to guide the evolution of the FG system; (5) the FG configuration (from step 1) is driven via a nonequilibrium MD (neMD) simulation toward the CG target; (6) the resulting FG configuration at the end of the neMD trajectory is then accepted or rejected according to a Metropolis criterion before returning to step 1. A symmetric two-ends momentum reversal prescription is used for the neMD trajectories of the FG system to guarantee that the CG-guided hybrid neMD-MC algorithm obeys microscopic detailed balance and rigorously yields the equilibrium Boltzmann distribution. The enhanced sampling achieved with the method is illustrated with a model system with hindered diffusion and explicit-solvent peptide simulations. Illustrative tests indicate that the method can yield a speedup of about 80 times for the model system and up to 21 times for polyalanine and (AAQAA)3 in water.

Enhanced Sampling of an Atomic Model with Hybrid Nonequilibrium Molecular Dynamics—Monte Carlo Simulations Guided by a Coarse-Grained Model

PubMed Central

2015-01-01

Molecular dynamics (MD) trajectories based on a classical equation of motion provide a straightforward, albeit somewhat inefficient approach, to explore and sample the configurational space of a complex molecular system. While a broad range of techniques can be used to accelerate and enhance the sampling efficiency of classical simulations, only algorithms that are consistent with the Boltzmann equilibrium distribution yield a proper statistical mechanical computational framework. Here, a multiscale hybrid algorithm relying simultaneously on all-atom fine-grained (FG) and coarse-grained (CG) representations of a system is designed to improve sampling efficiency by combining the strength of nonequilibrium molecular dynamics (neMD) and Metropolis Monte Carlo (MC). This CG-guided hybrid neMD-MC algorithm comprises six steps: (1) a FG configuration of an atomic system is dynamically propagated for some period of time using equilibrium MD; (2) the resulting FG configuration is mapped onto a simplified CG model; (3) the CG model is propagated for a brief time interval to yield a new CG configuration; (4) the resulting CG configuration is used as a target to guide the evolution of the FG system; (5) the FG configuration (from step 1) is driven via a nonequilibrium MD (neMD) simulation toward the CG target; (6) the resulting FG configuration at the end of the neMD trajectory is then accepted or rejected according to a Metropolis criterion before returning to step 1. A symmetric two-ends momentum reversal prescription is used for the neMD trajectories of the FG system to guarantee that the CG-guided hybrid neMD-MC algorithm obeys microscopic detailed balance and rigorously yields the equilibrium Boltzmann distribution. The enhanced sampling achieved with the method is illustrated with a model system with hindered diffusion and explicit-solvent peptide simulations. Illustrative tests indicate that the method can yield a speedup of about 80 times for the model system and up to 21 times for polyalanine and (AAQAA)3 in water. PMID:26574442

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

NASA Astrophysics Data System (ADS)

García Muñoz, A.; Mills, F. P.

2015-01-01

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

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

Monte Carlo uncertainty analysis of dose estimates in radiochromic film dosimetry with single-channel and multichannel algorithms.

PubMed

Vera-Sánchez, Juan Antonio; Ruiz-Morales, Carmen; González-López, Antonio

2018-03-01

To provide a multi-stage model to calculate uncertainty in radiochromic film dosimetry with Monte-Carlo techniques. This new approach is applied to single-channel and multichannel algorithms. Two lots of Gafchromic EBT3 are exposed in two different Varian linacs. They are read with an EPSON V800 flatbed scanner. The Monte-Carlo techniques in uncertainty analysis provide a numerical representation of the probability density functions of the output magnitudes. From this numerical representation, traditional parameters of uncertainty analysis as the standard deviations and bias are calculated. Moreover, these numerical representations are used to investigate the shape of the probability density functions of the output magnitudes. Also, another calibration film is read in four EPSON scanners (two V800 and two 10000XL) and the uncertainty analysis is carried out with the four images. The dose estimates of single-channel and multichannel algorithms show a Gaussian behavior and low bias. The multichannel algorithms lead to less uncertainty in the final dose estimates when the EPSON V800 is employed as reading device. In the case of the EPSON 10000XL, the single-channel algorithms provide less uncertainty in the dose estimates for doses higher than four Gy. A multi-stage model has been presented. With the aid of this model and the use of the Monte-Carlo techniques, the uncertainty of dose estimates for single-channel and multichannel algorithms are estimated. The application of the model together with Monte-Carlo techniques leads to a complete characterization of the uncertainties in radiochromic film dosimetry. Copyright © 2018 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

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

ERIC Educational Resources Information Center

Sinharay, Sandip

2004-01-01

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

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.

Dynamical traps in Wang-Landau sampling of continuous systems: Mechanism and solution

NASA Astrophysics Data System (ADS)

Koh, Yang Wei; Sim, Adelene Y. L.; Lee, Hwee Kuan

2015-08-01

We study the mechanism behind dynamical trappings experienced during Wang-Landau sampling of continuous systems reported by several authors. Trapping is caused by the random walker coming close to a local energy extremum, although the mechanism is different from that of the critical slowing-down encountered in conventional molecular dynamics or Monte Carlo simulations. When trapped, the random walker misses the entire or even several stages of Wang-Landau modification factor reduction, leading to inadequate sampling of the configuration space and a rough density of states, even though the modification factor has been reduced to very small values. Trapping is dependent on specific systems, the choice of energy bins, and the Monte Carlo step size, making it highly unpredictable. A general, simple, and effective solution is proposed where the configurations of multiple parallel Wang-Landau trajectories are interswapped to prevent trapping. We also explain why swapping frees the random walker from such traps. The efficacy of the proposed algorithm is demonstrated.

Improved transition path sampling methods for simulation of rare events

NASA Astrophysics Data System (ADS)

Chopra, Manan; Malshe, Rohit; Reddy, Allam S.; de Pablo, J. J.

2008-04-01

The free energy surfaces of a wide variety of systems encountered in physics, chemistry, and biology are characterized by the existence of deep minima separated by numerous barriers. One of the central aims of recent research in computational chemistry and physics has been to determine how transitions occur between deep local minima on rugged free energy landscapes, and transition path sampling (TPS) Monte-Carlo methods have emerged as an effective means for numerical investigation of such transitions. Many of the shortcomings of TPS-like approaches generally stem from their high computational demands. Two new algorithms are presented in this work that improve the efficiency of TPS simulations. The first algorithm uses biased shooting moves to render the sampling of reactive trajectories more efficient. The second algorithm is shown to substantially improve the accuracy of the transition state ensemble by introducing a subset of local transition path simulations in the transition state. The system considered in this work consists of a two-dimensional rough energy surface that is representative of numerous systems encountered in applications. When taken together, these algorithms provide gains in efficiency of over two orders of magnitude when compared to traditional TPS simulations.

Particle rejuvenation of Rao-Blackwellized sequential Monte Carlo smoothers for conditionally linear and Gaussian models

NASA Astrophysics Data System (ADS)

Nguyen, Ngoc Minh; Corff, Sylvain Le; Moulines, Éric

2017-12-01

This paper focuses on sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoothers, it is typical in these models to use Rao-Blackwellization: particle approximation is used to sample sequences of hidden regimes while the Gaussian states are explicitly integrated conditional on the sequence of regimes and observations, using variants of the Kalman filter/smoother. The first successful attempt to use Rao-Blackwellization for smoothing extends the Bryson-Frazier smoother for Gaussian linear state space models using the generalized two-filter formula together with Kalman filters/smoothers. More recently, a forward-backward decomposition of smoothing distributions mimicking the Rauch-Tung-Striebel smoother for the regimes combined with backward Kalman updates has been introduced. This paper investigates the benefit of introducing additional rejuvenation steps in all these algorithms to sample at each time instant new regimes conditional on the forward and backward particles. This defines particle-based approximations of the smoothing distributions whose support is not restricted to the set of particles sampled in the forward or backward filter. These procedures are applied to commodity markets which are described using a two-factor model based on the spot price and a convenience yield for crude oil data.

Efficiency enhancement of optimized Latin hypercube sampling strategies: Application to Monte Carlo uncertainty analysis and meta-modeling

NASA Astrophysics Data System (ADS)

Rajabi, Mohammad Mahdi; Ataie-Ashtiani, Behzad; Janssen, Hans

2015-02-01

The majority of literature regarding optimized Latin hypercube sampling (OLHS) is devoted to increasing the efficiency of these sampling strategies through the development of new algorithms based on the combination of innovative space-filling criteria and specialized optimization schemes. However, little attention has been given to the impact of the initial design that is fed into the optimization algorithm, on the efficiency of OLHS strategies. Previous studies, as well as codes developed for OLHS, have relied on one of the following two approaches for the selection of the initial design in OLHS: (1) the use of random points in the hypercube intervals (random LHS), and (2) the use of midpoints in the hypercube intervals (midpoint LHS). Both approaches have been extensively used, but no attempt has been previously made to compare the efficiency and robustness of their resulting sample designs. In this study we compare the two approaches and show that the space-filling characteristics of OLHS designs are sensitive to the initial design that is fed into the optimization algorithm. It is also illustrated that the space-filling characteristics of OLHS designs based on midpoint LHS are significantly better those based on random LHS. The two approaches are compared by incorporating their resulting sample designs in Monte Carlo simulation (MCS) for uncertainty propagation analysis, and then, by employing the sample designs in the selection of the training set for constructing non-intrusive polynomial chaos expansion (NIPCE) meta-models which subsequently replace the original full model in MCSs. The analysis is based on two case studies involving numerical simulation of density dependent flow and solute transport in porous media within the context of seawater intrusion in coastal aquifers. We show that the use of midpoint LHS as the initial design increases the efficiency and robustness of the resulting MCSs and NIPCE meta-models. The study also illustrates that this relative improvement decreases with increasing number of sample points and input parameter dimensions. Since the computational time and efforts for generating the sample designs in the two approaches are identical, the use of midpoint LHS as the initial design in OLHS is thus recommended.

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

PubMed

Berry, K J; Mielke, P W

2000-12-01

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

Pattern Recognition for a Flight Dynamics Monte Carlo Simulation

NASA Technical Reports Server (NTRS)

Restrepo, Carolina; Hurtado, John E.

2011-01-01

The design, analysis, and verification and validation of a spacecraft relies heavily on Monte Carlo simulations. Modern computational techniques are able to generate large amounts of Monte Carlo data but flight dynamics engineers lack the time and resources to analyze it all. The growing amounts of data combined with the diminished available time of engineers motivates the need to automate the analysis process. Pattern recognition algorithms are an innovative way of analyzing flight dynamics data efficiently. They can search large data sets for specific patterns and highlight critical variables so analysts can focus their analysis efforts. This work combines a few tractable pattern recognition algorithms with basic flight dynamics concepts to build a practical analysis tool for Monte Carlo simulations. Current results show that this tool can quickly and automatically identify individual design parameters, and most importantly, specific combinations of parameters that should be avoided in order to prevent specific system failures. The current version uses a kernel density estimation algorithm and a sequential feature selection algorithm combined with a k-nearest neighbor classifier to find and rank important design parameters. This provides an increased level of confidence in the analysis and saves a significant amount of time.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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.

PyRosetta: a script-based interface for implementing molecular modeling algorithms using Rosetta.

PubMed

Chaudhury, Sidhartha; Lyskov, Sergey; Gray, Jeffrey J

2010-03-01

PyRosetta is a stand-alone Python-based implementation of the Rosetta molecular modeling package that allows users to write custom structure prediction and design algorithms using the major Rosetta sampling and scoring functions. PyRosetta contains Python bindings to libraries that define Rosetta functions including those for accessing and manipulating protein structure, calculating energies and running Monte Carlo-based simulations. PyRosetta can be used in two ways: (i) interactively, using iPython and (ii) script-based, using Python scripting. Interactive mode contains a number of help features and is ideal for beginners while script-mode is best suited for algorithm development. PyRosetta has similar computational performance to Rosetta, can be easily scaled up for cluster applications and has been implemented for algorithms demonstrating protein docking, protein folding, loop modeling and design. PyRosetta is a stand-alone package available at http://www.pyrosetta.org under the Rosetta license which is free for academic and non-profit users. A tutorial, user's manual and sample scripts demonstrating usage are also available on the web site.

PyRosetta: a script-based interface for implementing molecular modeling algorithms using Rosetta

PubMed Central

Chaudhury, Sidhartha; Lyskov, Sergey; Gray, Jeffrey J.

2010-01-01

Summary: PyRosetta is a stand-alone Python-based implementation of the Rosetta molecular modeling package that allows users to write custom structure prediction and design algorithms using the major Rosetta sampling and scoring functions. PyRosetta contains Python bindings to libraries that define Rosetta functions including those for accessing and manipulating protein structure, calculating energies and running Monte Carlo-based simulations. PyRosetta can be used in two ways: (i) interactively, using iPython and (ii) script-based, using Python scripting. Interactive mode contains a number of help features and is ideal for beginners while script-mode is best suited for algorithm development. PyRosetta has similar computational performance to Rosetta, can be easily scaled up for cluster applications and has been implemented for algorithms demonstrating protein docking, protein folding, loop modeling and design. Availability: PyRosetta is a stand-alone package available at http://www.pyrosetta.org under the Rosetta license which is free for academic and non-profit users. A tutorial, user's manual and sample scripts demonstrating usage are also available on the web site. Contact: pyrosetta@graylab.jhu.edu PMID:20061306

Deconvolution of continuous paleomagnetic data from pass-through magnetometer: A new algorithm to restore geomagnetic and environmental information based on realistic optimization

NASA Astrophysics Data System (ADS)

Oda, Hirokuni; Xuan, Chuang

2014-10-01

development of pass-through superconducting rock magnetometers (SRM) has greatly promoted collection of paleomagnetic data from continuous long-core samples. The output of pass-through measurement is smoothed and distorted due to convolution of magnetization with the magnetometer sensor response. Although several studies could restore high-resolution paleomagnetic signal through deconvolution of pass-through measurement, difficulties in accurately measuring the magnetometer sensor response have hindered the application of deconvolution. We acquired reliable sensor response of an SRM at the Oregon State University based on repeated measurements of a precisely fabricated magnetic point source. In addition, we present an improved deconvolution algorithm based on Akaike's Bayesian Information Criterion (ABIC) minimization, incorporating new parameters to account for errors in sample measurement position and length. The new algorithm was tested using synthetic data constructed by convolving "true" paleomagnetic signal containing an "excursion" with the sensor response. Realistic noise was added to the synthetic measurement using Monte Carlo method based on measurement noise distribution acquired from 200 repeated measurements of a u-channel sample. Deconvolution of 1000 synthetic measurements with realistic noise closely resembles the "true" magnetization, and successfully restored fine-scale magnetization variations including the "excursion." Our analyses show that inaccuracy in sample measurement position and length significantly affects deconvolution estimation, and can be resolved using the new deconvolution algorithm. Optimized deconvolution of 20 repeated measurements of a u-channel sample yielded highly consistent deconvolution results and estimates of error in sample measurement position and length, demonstrating the reliability of the new deconvolution algorithm for real pass-through measurements.

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models

PubMed Central

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful. PMID:28626348

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models.

PubMed

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful.

Micromagnetic measurement for characterization of ferromagnetic materials' microstructural properties

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Convergence and Efficiency of Adaptive Importance Sampling Techniques with Partial Biasing

NASA Astrophysics Data System (ADS)

Fort, G.; Jourdain, B.; Lelièvre, T.; Stoltz, G.

2018-04-01

We propose a new Monte Carlo method to efficiently sample a multimodal distribution (known up to a normalization constant). We consider a generalization of the discrete-time Self Healing Umbrella Sampling method, which can also be seen as a generalization of well-tempered metadynamics. The dynamics is based on an adaptive importance technique. The importance function relies on the weights (namely the relative probabilities) of disjoint sets which form a partition of the space. These weights are unknown but are learnt on the fly yielding an adaptive algorithm. In the context of computational statistical physics, the logarithm of these weights is, up to an additive constant, the free-energy, and the discrete valued function defining the partition is called the collective variable. The algorithm falls into the general class of Wang-Landau type methods, and is a generalization of the original Self Healing Umbrella Sampling method in two ways: (i) the updating strategy leads to a larger penalization strength of already visited sets in order to escape more quickly from metastable states, and (ii) the target distribution is biased using only a fraction of the free-energy, in order to increase the effective sample size and reduce the variance of importance sampling estimators. We prove the convergence of the algorithm and analyze numerically its efficiency on a toy example.

Continuous-time quantum Monte Carlo calculation of multiorbital vertex asymptotics

NASA Astrophysics Data System (ADS)

Kaufmann, Josef; Gunacker, Patrik; Held, Karsten

2017-07-01

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

Cross-platform validation and analysis environment for particle physics

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

Chekanov, S. V.; Pogrebnyak, I.; Wilbern, D.

A multi-platform validation and analysis framework for public Monte Carlo simulation for high-energy particle collisions is discussed. The front-end of this framework uses the Python programming language, while the back-end is written in Java, which provides a multi-platform environment that can be run from a web browser and can easily be deployed at the grid sites. The analysis package includes all major software tools used in high-energy physics, such as Lorentz vectors, jet algorithms, histogram packages, graphic canvases, and tools for providing data access. This multi-platform software suite, designed to minimize OS-specific maintenance and deployment time, is used for onlinemore » validation of Monte Carlo event samples through a web interface.« less

Efficient stochastic approaches for sensitivity studies of an Eulerian large-scale air pollution model

NASA Astrophysics Data System (ADS)

Dimov, I.; Georgieva, R.; Todorov, V.; Ostromsky, Tz.

2017-10-01

Reliability of large-scale mathematical models is an important issue when such models are used to support decision makers. Sensitivity analysis of model outputs to variation or natural uncertainties of model inputs is crucial for improving the reliability of mathematical models. A comprehensive experimental study of Monte Carlo algorithms based on Sobol sequences for multidimensional numerical integration has been done. A comparison with Latin hypercube sampling and a particular quasi-Monte Carlo lattice rule based on generalized Fibonacci numbers has been presented. The algorithms have been successfully applied to compute global Sobol sensitivity measures corresponding to the influence of several input parameters (six chemical reactions rates and four different groups of pollutants) on the concentrations of important air pollutants. The concentration values have been generated by the Unified Danish Eulerian Model. The sensitivity study has been done for the areas of several European cities with different geographical locations. The numerical tests show that the stochastic algorithms under consideration are efficient for multidimensional integration and especially for computing small by value sensitivity indices. It is a crucial element since even small indices may be important to be estimated in order to achieve a more accurate distribution of inputs influence and a more reliable interpretation of the mathematical model results.

An algorithm for targeting finite burn maneuvers

NASA Technical Reports Server (NTRS)

Barbieri, R. W.; Wyatt, G. H.

1972-01-01

An algorithm was developed to solve the following problem: given the characteristics of the engine to be used to make a finite burn maneuver and given the desired orbit, when must the engine be ignited and what must be the orientation of the thrust vector so as to obtain the desired orbit? The desired orbit is characterized by classical elements and functions of these elements whereas the control parameters are characterized by the time to initiate the maneuver and three direction cosines which locate the thrust vector. The algorithm was built with a Monte Carlo capability whereby samples are taken from the distribution of errors associated with the estimate of the state and from the distribution of errors associated with the engine to be used to make the maneuver.

Bayesian reconstruction of projection reconstruction NMR (PR-NMR).

PubMed

Yoon, Ji Won

2014-11-01

Projection reconstruction nuclear magnetic resonance (PR-NMR) is a technique for generating multidimensional NMR spectra. A small number of projections from lower-dimensional NMR spectra are used to reconstruct the multidimensional NMR spectra. In our previous work, it was shown that multidimensional NMR spectra are efficiently reconstructed using peak-by-peak based reversible jump Markov chain Monte Carlo (RJMCMC) algorithm. We propose an extended and generalized RJMCMC algorithm replacing a simple linear model with a linear mixed model to reconstruct close NMR spectra into true spectra. This statistical method generates samples in a Bayesian scheme. Our proposed algorithm is tested on a set of six projections derived from the three-dimensional 700 MHz HNCO spectrum of a protein HasA. Copyright © 2014 Elsevier Ltd. All rights reserved.

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.

Visual improvement for bad handwriting based on Monte-Carlo method

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

Sampling algorithms for validation of supervised learning models for Ising-like systems

NASA Astrophysics Data System (ADS)

Portman, Nataliya; Tamblyn, Isaac

2017-12-01

In this paper, we build and explore supervised learning models of ferromagnetic system behavior, using Monte-Carlo sampling of the spin configuration space generated by the 2D Ising model. Given the enormous size of the space of all possible Ising model realizations, the question arises as to how to choose a reasonable number of samples that will form physically meaningful and non-intersecting training and testing datasets. Here, we propose a sampling technique called ;ID-MH; that uses the Metropolis-Hastings algorithm creating Markov process across energy levels within the predefined configuration subspace. We show that application of this method retains phase transitions in both training and testing datasets and serves the purpose of validation of a machine learning algorithm. For larger lattice dimensions, ID-MH is not feasible as it requires knowledge of the complete configuration space. As such, we develop a new ;block-ID; sampling strategy: it decomposes the given structure into square blocks with lattice dimension N ≤ 5 and uses ID-MH sampling of candidate blocks. Further comparison of the performance of commonly used machine learning methods such as random forests, decision trees, k nearest neighbors and artificial neural networks shows that the PCA-based Decision Tree regressor is the most accurate predictor of magnetizations of the Ising model. For energies, however, the accuracy of prediction is not satisfactory, highlighting the need to consider more algorithmically complex methods (e.g., deep learning).

An Uncertainty Quantification Framework for Remote Sensing Retrievals

NASA Astrophysics Data System (ADS)

Braverman, A. J.; Hobbs, J.

2017-12-01

Remote sensing data sets produced by NASA and other space agencies are the result of complex algorithms that infer geophysical state from observed radiances using retrieval algorithms. The processing must keep up with the downlinked data flow, and this necessitates computational compromises that affect the accuracies of retrieved estimates. The algorithms are also limited by imperfect knowledge of physics and of ancillary inputs that are required. All of this contributes to uncertainties that are generally not rigorously quantified by stepping outside the assumptions that underlie the retrieval methodology. In this talk we discuss a practical framework for uncertainty quantification that can be applied to a variety of remote sensing retrieval algorithms. Ours is a statistical approach that uses Monte Carlo simulation to approximate the sampling distribution of the retrieved estimates. We will discuss the strengths and weaknesses of this approach, and provide a case-study example from the Orbiting Carbon Observatory 2 mission.

Computer Graphics Research Laboratory Quarterly Progress Report Number 49, July-September 1993

DTIC Science & Technology

1993-11-22

20 Texture Sampling and Strength Guided Motion: Jeffry S. Nimeroff 23 21 Radiosity : Min-Zhi Shao 24 22 Blended Shape Primitives: Douglas DeCarlo 25 23...placement. "* Extensions of radiosity rendering. "* A discussion of blended shape primitives and the applications in computer vision and computer...user. Radiosity : An improved version of the radiosity renderer is included. This version uses a fast over- relaxation progressive refinement algorithm

Thermal analysis of combinatorial solid geometry models using SINDA

NASA Technical Reports Server (NTRS)

Gerencser, Diane; Radke, George; Introne, Rob; Klosterman, John; Miklosovic, Dave

1993-01-01

Algorithms have been developed using Monte Carlo techniques to determine the thermal network parameters necessary to perform a finite difference analysis on Combinatorial Solid Geometry (CSG) models. Orbital and laser fluxes as well as internal heat generation are modeled to facilitate satellite modeling. The results of the thermal calculations are used to model the infrared (IR) images of targets and assess target vulnerability. Sample analyses and validation are presented which demonstrate code products.

Parallel Markov chain Monte Carlo - bridging the gap to high-performance Bayesian computation in animal breeding and genetics.

PubMed

Wu, Xiao-Lin; Sun, Chuanyu; Beissinger, Timothy M; Rosa, Guilherme Jm; Weigel, Kent A; Gatti, Natalia de Leon; Gianola, Daniel

2012-09-25

Most Bayesian models for the analysis of complex traits are not analytically tractable and inferences are based on computationally intensive techniques. This is true of Bayesian models for genome-enabled selection, which uses whole-genome molecular data to predict the genetic merit of candidate animals for breeding purposes. In this regard, parallel computing can overcome the bottlenecks that can arise from series computing. Hence, a major goal of the present study is to bridge the gap to high-performance Bayesian computation in the context of animal breeding and genetics. Parallel Monte Carlo Markov chain algorithms and strategies are described in the context of animal breeding and genetics. Parallel Monte Carlo algorithms are introduced as a starting point including their applications to computing single-parameter and certain multiple-parameter models. Then, two basic approaches for parallel Markov chain Monte Carlo are described: one aims at parallelization within a single chain; the other is based on running multiple chains, yet some variants are discussed as well. Features and strategies of the parallel Markov chain Monte Carlo are illustrated using real data, including a large beef cattle dataset with 50K SNP genotypes. Parallel Markov chain Monte Carlo algorithms are useful for computing complex Bayesian models, which does not only lead to a dramatic speedup in computing but can also be used to optimize model parameters in complex Bayesian models. Hence, we anticipate that use of parallel Markov chain Monte Carlo will have a profound impact on revolutionizing the computational tools for genomic selection programs.

Parallel Markov chain Monte Carlo - bridging the gap to high-performance Bayesian computation in animal breeding and genetics

PubMed Central

2012-01-01

Background Most Bayesian models for the analysis of complex traits are not analytically tractable and inferences are based on computationally intensive techniques. This is true of Bayesian models for genome-enabled selection, which uses whole-genome molecular data to predict the genetic merit of candidate animals for breeding purposes. In this regard, parallel computing can overcome the bottlenecks that can arise from series computing. Hence, a major goal of the present study is to bridge the gap to high-performance Bayesian computation in the context of animal breeding and genetics. Results Parallel Monte Carlo Markov chain algorithms and strategies are described in the context of animal breeding and genetics. Parallel Monte Carlo algorithms are introduced as a starting point including their applications to computing single-parameter and certain multiple-parameter models. Then, two basic approaches for parallel Markov chain Monte Carlo are described: one aims at parallelization within a single chain; the other is based on running multiple chains, yet some variants are discussed as well. Features and strategies of the parallel Markov chain Monte Carlo are illustrated using real data, including a large beef cattle dataset with 50K SNP genotypes. Conclusions Parallel Markov chain Monte Carlo algorithms are useful for computing complex Bayesian models, which does not only lead to a dramatic speedup in computing but can also be used to optimize model parameters in complex Bayesian models. Hence, we anticipate that use of parallel Markov chain Monte Carlo will have a profound impact on revolutionizing the computational tools for genomic selection programs. PMID:23009363

Loading relativistic Maxwell distributions in particle simulations

NASA Astrophysics Data System (ADS)

Zenitani, S.

2015-12-01

In order to study energetic plasma phenomena by using particle-in-cell (PIC) and Monte-Carlo simulations, we need to deal with relativistic velocity distributions in these simulations. However, numerical algorithms to deal with relativistic distributions are not well known. In this contribution, we overview basic algorithms to load relativistic Maxwell distributions in PIC and Monte-Carlo simulations. For stationary relativistic Maxwellian, the inverse transform method and the Sobol algorithm are reviewed. To boost particles to obtain relativistic shifted-Maxwellian, two rejection methods are newly proposed in a physically transparent manner. Their acceptance efficiencies are 􏰅50% for generic cases and 100% for symmetric distributions. They can be combined with arbitrary base algorithms.

The Multiple-Minima Problem in Protein Folding

NASA Astrophysics Data System (ADS)

Scheraga, Harold A.

1991-10-01

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

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.

Cross hole GPR traveltime inversion using a fast and accurate neural network as a forward model

NASA Astrophysics Data System (ADS)

Mejer Hansen, Thomas

2017-04-01

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

Unbiased, scalable sampling of protein loop conformations from probabilistic priors.

PubMed

Zhang, Yajia; Hauser, Kris

2013-01-01

Protein loops are flexible structures that are intimately tied to function, but understanding loop motion and generating loop conformation ensembles remain significant computational challenges. Discrete search techniques scale poorly to large loops, optimization and molecular dynamics techniques are prone to local minima, and inverse kinematics techniques can only incorporate structural preferences in adhoc fashion. This paper presents Sub-Loop Inverse Kinematics Monte Carlo (SLIKMC), a new Markov chain Monte Carlo algorithm for generating conformations of closed loops according to experimentally available, heterogeneous structural preferences. Our simulation experiments demonstrate that the method computes high-scoring conformations of large loops (>10 residues) orders of magnitude faster than standard Monte Carlo and discrete search techniques. Two new developments contribute to the scalability of the new method. First, structural preferences are specified via a probabilistic graphical model (PGM) that links conformation variables, spatial variables (e.g., atom positions), constraints and prior information in a unified framework. The method uses a sparse PGM that exploits locality of interactions between atoms and residues. Second, a novel method for sampling sub-loops is developed to generate statistically unbiased samples of probability densities restricted by loop-closure constraints. Numerical experiments confirm that SLIKMC generates conformation ensembles that are statistically consistent with specified structural preferences. Protein conformations with 100+ residues are sampled on standard PC hardware in seconds. Application to proteins involved in ion-binding demonstrate its potential as a tool for loop ensemble generation and missing structure completion.

Unbiased, scalable sampling of protein loop conformations from probabilistic priors

PubMed Central

2013-01-01

Background Protein loops are flexible structures that are intimately tied to function, but understanding loop motion and generating loop conformation ensembles remain significant computational challenges. Discrete search techniques scale poorly to large loops, optimization and molecular dynamics techniques are prone to local minima, and inverse kinematics techniques can only incorporate structural preferences in adhoc fashion. This paper presents Sub-Loop Inverse Kinematics Monte Carlo (SLIKMC), a new Markov chain Monte Carlo algorithm for generating conformations of closed loops according to experimentally available, heterogeneous structural preferences. Results Our simulation experiments demonstrate that the method computes high-scoring conformations of large loops (>10 residues) orders of magnitude faster than standard Monte Carlo and discrete search techniques. Two new developments contribute to the scalability of the new method. First, structural preferences are specified via a probabilistic graphical model (PGM) that links conformation variables, spatial variables (e.g., atom positions), constraints and prior information in a unified framework. The method uses a sparse PGM that exploits locality of interactions between atoms and residues. Second, a novel method for sampling sub-loops is developed to generate statistically unbiased samples of probability densities restricted by loop-closure constraints. Conclusion Numerical experiments confirm that SLIKMC generates conformation ensembles that are statistically consistent with specified structural preferences. Protein conformations with 100+ residues are sampled on standard PC hardware in seconds. Application to proteins involved in ion-binding demonstrate its potential as a tool for loop ensemble generation and missing structure completion. PMID:24565175

MCViNE- An object oriented Monte Carlo neutron ray tracing simulation package

DOE PAGES

Lin, J. Y. Y.; Smith, Hillary L.; Granroth, Garrett E.; ...

2015-11-28

MCViNE (Monte-Carlo VIrtual Neutron Experiment) is an open-source Monte Carlo (MC) neutron ray-tracing software for performing computer modeling and simulations that mirror real neutron scattering experiments. We exploited the close similarity between how instrument components are designed and operated and how such components can be modeled in software. For example we used object oriented programming concepts for representing neutron scatterers and detector systems, and recursive algorithms for implementing multiple scattering. Combining these features together in MCViNE allows one to handle sophisticated neutron scattering problems in modern instruments, including, for example, neutron detection by complex detector systems, and single and multiplemore » scattering events in a variety of samples and sample environments. In addition, MCViNE can use simulation components from linear-chain-based MC ray tracing packages which facilitates porting instrument models from those codes. Furthermore it allows for components written solely in Python, which expedites prototyping of new components. These developments have enabled detailed simulations of neutron scattering experiments, with non-trivial samples, for time-of-flight inelastic instruments at the Spallation Neutron Source. Examples of such simulations for powder and single-crystal samples with various scattering kernels, including kernels for phonon and magnon scattering, are presented. As a result, with simulations that closely reproduce experimental results, scattering mechanisms can be turned on and off to determine how they contribute to the measured scattering intensities, improving our understanding of the underlying physics.« less

SU-F-T-444: Quality Improvement Review of Radiation Therapy Treatment Planning in the Presence of Dental Implants

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

Parenica, H; Ford, J; Mavroidis, P

Purpose: To quantify and compare the effect of metallic dental implants (MDI) on dose distributions calculated using Collapsed Cone Convolution Superposition (CCCS) algorithm or a Monte Carlo algorithm (with and without correcting for the density of the MDI). Methods: Seven previously treated patients to the head and neck region were included in this study. The MDI and the streaking artifacts on the CT images were carefully contoured. For each patient a plan was optimized and calculated using the Pinnacle3 treatment planning system (TPS). For each patient two dose calculations were performed, a) with the densities of the MDI and CTmore » artifacts overridden (12 g/cc and 1 g/cc respectively) and b) without density overrides. The plans were then exported to the Monaco TPS and recalculated using Monte Carlo dose calculation algorithm. The changes in dose to PTVs and surrounding Regions of Interest (ROIs) were examined between all plans. Results: The Monte Carlo dose calculation indicated that PTVs received 6% lower dose than the CCCS algorithm predicted. In some cases, the Monte Carlo algorithm indicated that surrounding ROIs received higher dose (up to a factor of 2). Conclusion: Not properly accounting for dental implants can impact both the high dose regions (PTV) and the low dose regions (OAR). This study implies that if MDI and the artifacts are not appropriately contoured and given the correct density, there is potential significant impact on PTV coverage and OAR maximum doses.« less

Selected-node stochastic simulation algorithm

NASA Astrophysics Data System (ADS)

Duso, Lorenzo; Zechner, Christoph

2018-04-01

Stochastic simulations of biochemical networks are of vital importance for understanding complex dynamics in cells and tissues. However, existing methods to perform such simulations are associated with computational difficulties and addressing those remains a daunting challenge to the present. Here we introduce the selected-node stochastic simulation algorithm (snSSA), which allows us to exclusively simulate an arbitrary, selected subset of molecular species of a possibly large and complex reaction network. The algorithm is based on an analytical elimination of chemical species, thereby avoiding explicit simulation of the associated chemical events. These species are instead described continuously in terms of statistical moments derived from a stochastic filtering equation, resulting in a substantial speedup when compared to Gillespie's stochastic simulation algorithm (SSA). Moreover, we show that statistics obtained via snSSA profit from a variance reduction, which can significantly lower the number of Monte Carlo samples needed to achieve a certain performance. We demonstrate the algorithm using several biological case studies for which the simulation time could be reduced by orders of magnitude.

A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

USGS Publications Warehouse

Minsley, Burke J.

2011-01-01

A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, ‘best’ model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequencydomain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favorably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment.

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.

Testing trivializing maps in the Hybrid Monte Carlo algorithm

PubMed Central

Engel, Georg P.; Schaefer, Stefan

2011-01-01

We test a recent proposal to use approximate trivializing maps in a field theory to speed up Hybrid Monte Carlo simulations. Simulating the CPN−1 model, we find a small improvement with the leading order transformation, which is however compensated by the additional computational overhead. The scaling of the algorithm towards the continuum is not changed. In particular, the effect of the topological modes on the autocorrelation times is studied. PMID:21969733

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

Stochastic evaluation of second-order many-body perturbation energies.

PubMed

Willow, Soohaeng Yoo; Kim, Kwang S; Hirata, So

2012-11-28

With the aid of the Laplace transform, the canonical expression of the second-order many-body perturbation correction to an electronic energy is converted into the sum of two 13-dimensional integrals, the 12-dimensional parts of which are evaluated by Monte Carlo integration. Weight functions are identified that are analytically normalizable, are finite and non-negative everywhere, and share the same singularities as the integrands. They thus generate appropriate distributions of four-electron walkers via the Metropolis algorithm, yielding correlation energies of small molecules within a few mE(h) of the correct values after 10(8) Monte Carlo steps. This algorithm does away with the integral transformation as the hotspot of the usual algorithms, has a far superior size dependence of cost, does not suffer from the sign problem of some quantum Monte Carlo methods, and potentially easily parallelizable and extensible to other more complex electron-correlation theories.

Improved diffusion Monte Carlo propagators for bosonic systems using Itô calculus

NASA Astrophysics Data System (ADS)

Hâkansson, P.; Mella, M.; Bressanini, Dario; Morosi, Gabriele; Patrone, Marta

2006-11-01

The construction of importance sampled diffusion Monte Carlo (DMC) schemes accurate to second order in the time step is discussed. A central aspect in obtaining efficient second order schemes is the numerical solution of the stochastic differential equation (SDE) associated with the Fokker-Plank equation responsible for the importance sampling procedure. In this work, stochastic predictor-corrector schemes solving the SDE and consistent with Itô calculus are used in DMC simulations of helium clusters. These schemes are numerically compared with alternative algorithms obtained by splitting the Fokker-Plank operator, an approach that we analyze using the analytical tools provided by Itô calculus. The numerical results show that predictor-corrector methods are indeed accurate to second order in the time step and that they present a smaller time step bias and a better efficiency than second order split-operator derived schemes when computing ensemble averages for bosonic systems. The possible extension of the predictor-corrector methods to higher orders is also discussed.

Estimating the Earthquake Source Time Function by Markov Chain Monte Carlo Sampling

NASA Astrophysics Data System (ADS)

Dȩbski, Wojciech

2008-07-01

Many aspects of earthquake source dynamics like dynamic stress drop, rupture velocity and directivity, etc. are currently inferred from the source time functions obtained by a deconvolution of the propagation and recording effects from seismograms. The question of the accuracy of obtained results remains open. In this paper we address this issue by considering two aspects of the source time function deconvolution. First, we propose a new pseudo-spectral parameterization of the sought function which explicitly takes into account the physical constraints imposed on the sought functions. Such parameterization automatically excludes non-physical solutions and so improves the stability and uniqueness of the deconvolution. Secondly, we demonstrate that the Bayesian approach to the inverse problem at hand, combined with an efficient Markov Chain Monte Carlo sampling technique, is a method which allows efficient estimation of the source time function uncertainties. The key point of the approach is the description of the solution of the inverse problem by the a posteriori probability density function constructed according to the Bayesian (probabilistic) theory. Next, the Markov Chain Monte Carlo sampling technique is used to sample this function so the statistical estimator of a posteriori errors can be easily obtained with minimal additional computational effort with respect to modern inversion (optimization) algorithms. The methodological considerations are illustrated by a case study of the mining-induced seismic event of the magnitude M L ≈3.1 that occurred at Rudna (Poland) copper mine. The seismic P-wave records were inverted for the source time functions, using the proposed algorithm and the empirical Green function technique to approximate Green functions. The obtained solutions seem to suggest some complexity of the rupture process with double pulses of energy release. However, the error analysis shows that the hypothesis of source complexity is not justified at the 95% confidence level. On the basis of the analyzed event we also show that the separation of the source inversion into two steps introduces limitations on the completeness of the a posteriori error analysis.

Monte Carlo based, patient-specific RapidArc QA using Linac log files.

PubMed

Teke, Tony; Bergman, Alanah M; Kwa, William; Gill, Bradford; Duzenli, Cheryl; Popescu, I Antoniu

2010-01-01

A Monte Carlo (MC) based QA process to validate the dynamic beam delivery accuracy for Varian RapidArc (Varian Medical Systems, Palo Alto, CA) using Linac delivery log files (DynaLog) is presented. Using DynaLog file analysis and MC simulations, the goal of this article is to (a) confirm that adequate sampling is used in the RapidArc optimization algorithm (177 static gantry angles) and (b) to assess the physical machine performance [gantry angle and monitor unit (MU) delivery accuracy]. Ten clinically acceptable RapidArc treatment plans were generated for various tumor sites and delivered to a water-equivalent cylindrical phantom on the treatment unit. Three Monte Carlo simulations were performed to calculate dose to the CT phantom image set: (a) One using a series of static gantry angles defined by 177 control points with treatment planning system (TPS) MLC control files (planning files), (b) one using continuous gantry rotation with TPS generated MLC control files, and (c) one using continuous gantry rotation with actual Linac delivery log files. Monte Carlo simulated dose distributions are compared to both ionization chamber point measurements and with RapidArc TPS calculated doses. The 3D dose distributions were compared using a 3D gamma-factor analysis, employing a 3%/3 mm distance-to-agreement criterion. The dose difference between MC simulations, TPS, and ionization chamber point measurements was less than 2.1%. For all plans, the MC calculated 3D dose distributions agreed well with the TPS calculated doses (gamma-factor values were less than 1 for more than 95% of the points considered). Machine performance QA was supplemented with an extensive DynaLog file analysis. A DynaLog file analysis showed that leaf position errors were less than 1 mm for 94% of the time and there were no leaf errors greater than 2.5 mm. The mean standard deviation in MU and gantry angle were 0.052 MU and 0.355 degrees, respectively, for the ten cases analyzed. The accuracy and flexibility of the Monte Carlo based RapidArc QA system were demonstrated. Good machine performance and accurate dose distribution delivery of RapidArc plans were observed. The sampling used in the TPS optimization algorithm was found to be adequate.

Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms

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

Arampatzis, Giorgos, E-mail: garab@math.uoc.gr; Katsoulakis, Markos A., E-mail: markos@math.umass.edu; Plechac, Petr, E-mail: plechac@math.udel.edu

2012-10-01

We present a mathematical framework for constructing and analyzing parallel algorithms for lattice kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in spatially distributed, non-equilibrium physiochemical processes with complex chemistry and transport micro-mechanisms. Rather than focusing on constructing exactly the stochastic trajectories, our approach relies on approximating the evolution of observables, such as density, coverage, correlations and so on. More specifically, we develop a spatial domain decomposition of the Markov operator (generator) that describes the evolution of all observables according to the kinetic Monte Carlo algorithm. This domain decompositionmore » corresponds to a decomposition of the Markov generator into a hierarchy of operators and can be tailored to specific hierarchical parallel architectures such as multi-core processors or clusters of Graphical Processing Units (GPUs). Based on this operator decomposition, we formulate parallel Fractional step kinetic Monte Carlo algorithms by employing the Trotter Theorem and its randomized variants; these schemes, (a) are partially asynchronous on each fractional step time-window, and (b) are characterized by their communication schedule between processors. The proposed mathematical framework allows us to rigorously justify the numerical and statistical consistency of the proposed algorithms, showing the convergence of our approximating schemes to the original serial KMC. The approach also provides a systematic evaluation of different processor communicating schedules. We carry out a detailed benchmarking of the parallel KMC schemes using available exact solutions, for example, in Ising-type systems and we demonstrate the capabilities of the method to simulate complex spatially distributed reactions at very large scales on GPUs. Finally, we discuss work load balancing between processors and propose a re-balancing scheme based on probabilistic mass transport methods.« less

Monte Carlo chord length sampling for d-dimensional Markov binary mixtures

NASA Astrophysics Data System (ADS)

Larmier, Coline; Lam, Adam; Brantley, Patrick; Malvagi, Fausto; Palmer, Todd; Zoia, Andrea

2018-01-01

The Chord Length Sampling (CLS) algorithm is a powerful Monte Carlo method that models the effects of stochastic media on particle transport by generating on-the-fly the material interfaces seen by the random walkers during their trajectories. This annealed disorder approach, which formally consists of solving the approximate Levermore-Pomraning equations for linear particle transport, enables a considerable speed-up with respect to transport in quenched disorder, where ensemble-averaging of the Boltzmann equation with respect to all possible realizations is needed. However, CLS intrinsically neglects the correlations induced by the spatial disorder, so that the accuracy of the solutions obtained by using this algorithm must be carefully verified with respect to reference solutions based on quenched disorder realizations. When the disorder is described by Markov mixing statistics, such comparisons have been attempted so far only for one-dimensional geometries, of the rod or slab type. In this work we extend these results to Markov media in two-dimensional (extruded) and three-dimensional geometries, by revisiting the classical set of benchmark configurations originally proposed by Adams, Larsen and Pomraning [1] and extended by Brantley [2]. In particular, we examine the discrepancies between CLS and reference solutions for scalar particle flux and transmission/reflection coefficients as a function of the material properties of the benchmark specifications and of the system dimensionality.

Monte Carlo chord length sampling for d-dimensional Markov binary mixtures

DOE PAGES

Larmier, Coline; Lam, Adam; Brantley, Patrick; ...

2017-09-27

The Chord Length Sampling (CLS) algorithm is a powerful Monte Carlo method that models the effects of stochastic media on particle transport by generating on-the-fly the material interfaces seen by the random walkers during their trajectories. This annealed disorder approach, which formally consists of solving the approximate Levermore–Pomraning equations for linear particle transport, enables a considerable speed-up with respect to transport in quenched disorder, where ensemble-averaging of the Boltzmann equation with respect to all possible realizations is needed. However, CLS intrinsically neglects the correlations induced by the spatial disorder, so that the accuracy of the solutions obtained by using thismore » algorithm must be carefully verified with respect to reference solutions based on quenched disorder realizations. When the disorder is described by Markov mixing statistics, such comparisons have been attempted so far only for one-dimensional geometries, of the rod or slab type. In this work we extend these results to Markov media in two-dimensional (extruded) and three-dimensional geometries, by revisiting the classical set of benchmark configurations originally proposed by Adams, Larsen and Pomraning and extended by Brantley. In particular, we examine the discrepancies between CLS and reference solutions for scalar particle flux and transmission/reflection coefficients as a function of the material properties of the benchmark specifications and of the system dimensionality.« less

Monte Carlo chord length sampling for d-dimensional Markov binary mixtures

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

Larmier, Coline; Lam, Adam; Brantley, Patrick

The Chord Length Sampling (CLS) algorithm is a powerful Monte Carlo method that models the effects of stochastic media on particle transport by generating on-the-fly the material interfaces seen by the random walkers during their trajectories. This annealed disorder approach, which formally consists of solving the approximate Levermore–Pomraning equations for linear particle transport, enables a considerable speed-up with respect to transport in quenched disorder, where ensemble-averaging of the Boltzmann equation with respect to all possible realizations is needed. However, CLS intrinsically neglects the correlations induced by the spatial disorder, so that the accuracy of the solutions obtained by using thismore » algorithm must be carefully verified with respect to reference solutions based on quenched disorder realizations. When the disorder is described by Markov mixing statistics, such comparisons have been attempted so far only for one-dimensional geometries, of the rod or slab type. In this work we extend these results to Markov media in two-dimensional (extruded) and three-dimensional geometries, by revisiting the classical set of benchmark configurations originally proposed by Adams, Larsen and Pomraning and extended by Brantley. In particular, we examine the discrepancies between CLS and reference solutions for scalar particle flux and transmission/reflection coefficients as a function of the material properties of the benchmark specifications and of the system dimensionality.« less

Stochastic Inversion of 2D Magnetotelluric Data

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

Chen, Jinsong

2010-07-01

The algorithm is developed to invert 2D magnetotelluric (MT) data based on sharp boundary parametrization using a Bayesian framework. Within the algorithm, we consider the locations and the resistivity of regions formed by the interfaces are as unknowns. We use a parallel, adaptive finite-element algorithm to forward simulate frequency-domain MT responses of 2D conductivity structure. Those unknown parameters are spatially correlated and are described by a geostatistical model. The joint posterior probability distribution function is explored by Markov Chain Monte Carlo (MCMC) sampling methods. The developed stochastic model is effective for estimating the interface locations and resistivity. Most importantly, itmore » provides details uncertainty information on each unknown parameter. Hardware requirements: PC, Supercomputer, Multi-platform, Workstation; Software requirements C and Fortan; Operation Systems/version is Linux/Unix or Windows« less

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

PubMed

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

2017-02-01

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

Exploiting molecular dynamics in Nested Sampling simulations of small peptides

NASA Astrophysics Data System (ADS)

Burkoff, Nikolas S.; Baldock, Robert J. N.; Várnai, Csilla; Wild, David L.; Csányi, Gábor

2016-04-01

Nested Sampling (NS) is a parameter space sampling algorithm which can be used for sampling the equilibrium thermodynamics of atomistic systems. NS has previously been used to explore the potential energy surface of a coarse-grained protein model and has significantly outperformed parallel tempering when calculating heat capacity curves of Lennard-Jones clusters. The original NS algorithm uses Monte Carlo (MC) moves; however, a variant, Galilean NS, has recently been introduced which allows NS to be incorporated into a molecular dynamics framework, so NS can be used for systems which lack efficient prescribed MC moves. In this work we demonstrate the applicability of Galilean NS to atomistic systems. We present an implementation of Galilean NS using the Amber molecular dynamics package and demonstrate its viability by sampling alanine dipeptide, both in vacuo and implicit solvent. Unlike previous studies of this system, we present the heat capacity curves of alanine dipeptide, whose calculation provides a stringent test for sampling algorithms. We also compare our results with those calculated using replica exchange molecular dynamics (REMD) and find good agreement. We show the computational effort required for accurate heat capacity estimation for small peptides. We also calculate the alanine dipeptide Ramachandran free energy surface for a range of temperatures and use it to compare the results using the latest Amber force field with previous theoretical and experimental results.

Spectral Learning for Supervised Topic Models.

PubMed

Ren, Yong; Wang, Yining; Zhu, Jun

2018-03-01

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

Rational approximations to rational models: alternative algorithms for category learning.

PubMed

Sanborn, Adam N; Griffiths, Thomas L; Navarro, Daniel J

2010-10-01

Rational models of cognition typically consider the abstract computational problems posed by the environment, assuming that people are capable of optimally solving those problems. This differs from more traditional formal models of cognition, which focus on the psychological processes responsible for behavior. A basic challenge for rational models is thus explaining how optimal solutions can be approximated by psychological processes. We outline a general strategy for answering this question, namely to explore the psychological plausibility of approximation algorithms developed in computer science and statistics. In particular, we argue that Monte Carlo methods provide a source of rational process models that connect optimal solutions to psychological processes. We support this argument through a detailed example, applying this approach to Anderson's (1990, 1991) rational model of categorization (RMC), which involves a particularly challenging computational problem. Drawing on a connection between the RMC and ideas from nonparametric Bayesian statistics, we propose 2 alternative algorithms for approximate inference in this model. The algorithms we consider include Gibbs sampling, a procedure appropriate when all stimuli are presented simultaneously, and particle filters, which sequentially approximate the posterior distribution with a small number of samples that are updated as new data become available. Applying these algorithms to several existing datasets shows that a particle filter with a single particle provides a good description of human inferences.

Exploring equivalence domain in nonlinear inverse problems using Covariance Matrix Adaption Evolution Strategy (CMAES) and random sampling

NASA Astrophysics Data System (ADS)

Grayver, Alexander V.; Kuvshinov, Alexey V.

2016-05-01

This paper presents a methodology to sample equivalence domain (ED) in nonlinear partial differential equation (PDE)-constrained inverse problems. For this purpose, we first applied state-of-the-art stochastic optimization algorithm called Covariance Matrix Adaptation Evolution Strategy (CMAES) to identify low-misfit regions of the model space. These regions were then randomly sampled to create an ensemble of equivalent models and quantify uncertainty. CMAES is aimed at exploring model space globally and is robust on very ill-conditioned problems. We show that the number of iterations required to converge grows at a moderate rate with respect to number of unknowns and the algorithm is embarrassingly parallel. We formulated the problem by using the generalized Gaussian distribution. This enabled us to seamlessly use arbitrary norms for residual and regularization terms. We show that various regularization norms facilitate studying different classes of equivalent solutions. We further show how performance of the standard Metropolis-Hastings Markov chain Monte Carlo algorithm can be substantially improved by using information CMAES provides. This methodology was tested by using individual and joint inversions of magneotelluric, controlled-source electromagnetic (EM) and global EM induction data.

MULTINEST: an efficient and robust Bayesian inference tool for cosmology and particle physics

NASA Astrophysics Data System (ADS)

Feroz, F.; Hobson, M. P.; Bridges, M.

2009-10-01

We present further development and the first public release of our multimodal nested sampling algorithm, called MULTINEST. This Bayesian inference tool calculates the evidence, with an associated error estimate, and produces posterior samples from distributions that may contain multiple modes and pronounced (curving) degeneracies in high dimensions. The developments presented here lead to further substantial improvements in sampling efficiency and robustness, as compared to the original algorithm presented in Feroz & Hobson, which itself significantly outperformed existing Markov chain Monte Carlo techniques in a wide range of astrophysical inference problems. The accuracy and economy of the MULTINEST algorithm are demonstrated by application to two toy problems and to a cosmological inference problem focusing on the extension of the vanilla Λ cold dark matter model to include spatial curvature and a varying equation of state for dark energy. The MULTINEST software, which is fully parallelized using MPI and includes an interface to COSMOMC, is available at http://www.mrao.cam.ac.uk/software/multinest/. It will also be released as part of the SUPERBAYES package, for the analysis of supersymmetric theories of particle physics, at http://www.superbayes.org.

Monte Carlo simulation of a photodisintegration of 3 H experiment in Geant4

NASA Astrophysics Data System (ADS)

Gray, Isaiah

2013-10-01

An upcoming experiment involving photodisintegration of 3 H at the High Intensity Gamma-Ray Source facility at Duke University has been simulated in the software package Geant4. CAD models of silicon detectors and wire chambers were imported from Autodesk Inventor using the program FastRad and the Geant4 GDML importer. Sensitive detectors were associated with the appropriate logical volumes in the exported GDML file so that changes in detector geometry will be easily manifested in the simulation. Probability distribution functions for the energy and direction of outgoing protons were generated using numerical tables from previous theory, and energies and directions were sampled from these distributions using a rejection sampling algorithm. The simulation will be a useful tool to optimize detector geometry, estimate background rates, and test data analysis algorithms. This work was supported by the Triangle Universities Nuclear Laboratory REU program at Duke University.

Simulation of Nuclear Reactor Kinetics by the Monte Carlo Method

NASA Astrophysics Data System (ADS)

Gomin, E. A.; Davidenko, V. D.; Zinchenko, A. S.; Kharchenko, I. K.

2017-12-01

The KIR computer code intended for calculations of nuclear reactor kinetics using the Monte Carlo method is described. The algorithm implemented in the code is described in detail. Some results of test calculations are given.

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

NASA Astrophysics Data System (ADS)

Gbedo, Yémalin Gabin; Mangin-Brinet, Mariane

2017-07-01

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

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.

Efficient hybrid non-equilibrium molecular dynamics--Monte Carlo simulations with symmetric momentum reversal.

PubMed

Chen, Yunjie; Roux, Benoît

2014-09-21

Hybrid schemes combining the strength of molecular dynamics (MD) and Metropolis Monte Carlo (MC) offer a promising avenue to improve the sampling efficiency of computer simulations of complex systems. A number of recently proposed hybrid methods consider new configurations generated by driving the system via a non-equilibrium MD (neMD) trajectory, which are subsequently treated as putative candidates for Metropolis MC acceptance or rejection. To obey microscopic detailed balance, it is necessary to alter the momentum of the system at the beginning and/or the end of the neMD trajectory. This strict rule then guarantees that the random walk in configurational space generated by such hybrid neMD-MC algorithm will yield the proper equilibrium Boltzmann distribution. While a number of different constructs are possible, the most commonly used prescription has been to simply reverse the momenta of all the particles at the end of the neMD trajectory ("one-end momentum reversal"). Surprisingly, it is shown here that the choice of momentum reversal prescription can have a considerable effect on the rate of convergence of the hybrid neMD-MC algorithm, with the simple one-end momentum reversal encountering particularly acute problems. In these neMD-MC simulations, different regions of configurational space end up being essentially isolated from one another due to a very small transition rate between regions. In the worst-case scenario, it is almost as if the configurational space does not constitute a single communicating class that can be sampled efficiently by the algorithm, and extremely long neMD-MC simulations are needed to obtain proper equilibrium probability distributions. To address this issue, a novel momentum reversal prescription, symmetrized with respect to both the beginning and the end of the neMD trajectory ("symmetric two-ends momentum reversal"), is introduced. Illustrative simulations demonstrate that the hybrid neMD-MC algorithm robustly yields a correct equilibrium probability distribution with this prescription.

Efficient hybrid non-equilibrium molecular dynamics - Monte Carlo simulations with symmetric momentum reversal

NASA Astrophysics Data System (ADS)

Chen, Yunjie; Roux, Benoît

2014-09-01

Hybrid schemes combining the strength of molecular dynamics (MD) and Metropolis Monte Carlo (MC) offer a promising avenue to improve the sampling efficiency of computer simulations of complex systems. A number of recently proposed hybrid methods consider new configurations generated by driving the system via a non-equilibrium MD (neMD) trajectory, which are subsequently treated as putative candidates for Metropolis MC acceptance or rejection. To obey microscopic detailed balance, it is necessary to alter the momentum of the system at the beginning and/or the end of the neMD trajectory. This strict rule then guarantees that the random walk in configurational space generated by such hybrid neMD-MC algorithm will yield the proper equilibrium Boltzmann distribution. While a number of different constructs are possible, the most commonly used prescription has been to simply reverse the momenta of all the particles at the end of the neMD trajectory ("one-end momentum reversal"). Surprisingly, it is shown here that the choice of momentum reversal prescription can have a considerable effect on the rate of convergence of the hybrid neMD-MC algorithm, with the simple one-end momentum reversal encountering particularly acute problems. In these neMD-MC simulations, different regions of configurational space end up being essentially isolated from one another due to a very small transition rate between regions. In the worst-case scenario, it is almost as if the configurational space does not constitute a single communicating class that can be sampled efficiently by the algorithm, and extremely long neMD-MC simulations are needed to obtain proper equilibrium probability distributions. To address this issue, a novel momentum reversal prescription, symmetrized with respect to both the beginning and the end of the neMD trajectory ("symmetric two-ends momentum reversal"), is introduced. Illustrative simulations demonstrate that the hybrid neMD-MC algorithm robustly yields a correct equilibrium probability distribution with this prescription.

Quantifying the effect of air gap, depth, and range shifter thickness on TPS dosimetric accuracy in superficial PBS proton therapy.

PubMed

Shirey, Robert J; Wu, Hsinshun Terry

2018-01-01

This study quantifies the dosimetric accuracy of a commercial treatment planning system as functions of treatment depth, air gap, and range shifter thickness for superficial pencil beam scanning proton therapy treatments. The RayStation 6 pencil beam and Monte Carlo dose engines were each used to calculate the dose distributions for a single treatment plan with varying range shifter air gaps. Central axis dose values extracted from each of the calculated plans were compared to dose values measured with a calibrated PTW Markus chamber at various depths in RW3 solid water. Dose was measured at 12 depths, ranging from the surface to 5 cm, for each of the 18 different air gaps, which ranged from 0.5 to 28 cm. TPS dosimetric accuracy, defined as the ratio of calculated dose relative to the measured dose, was plotted as functions of depth and air gap for the pencil beam and Monte Carlo dose algorithms. The accuracy of the TPS pencil beam dose algorithm was found to be clinically unacceptable at depths shallower than 3 cm with air gaps wider than 10 cm, and increased range shifter thickness only added to the dosimetric inaccuracy of the pencil beam algorithm. Each configuration calculated with Monte Carlo was determined to be clinically acceptable. Further comparisons of the Monte Carlo dose algorithm to the measured spread-out Bragg Peaks of multiple fields used during machine commissioning verified the dosimetric accuracy of Monte Carlo in a variety of beam energies and field sizes. Discrepancies between measured and TPS calculated dose values can mainly be attributed to the ability (or lack thereof) of the TPS pencil beam dose algorithm to properly model secondary proton scatter generated in the range shifter. © 2017 The Authors. Journal of Applied Clinical Medical Physics published by Wiley Periodicals, Inc. on behalf of American Association of Physicists in Medicine.

Monte Carlo Analysis of Reservoir Models Using Seismic Data and Geostatistical Models

NASA Astrophysics Data System (ADS)

Zunino, A.; Mosegaard, K.; Lange, K.; Melnikova, Y.; Hansen, T. M.

2013-12-01

We present a study on the analysis of petroleum reservoir models consistent with seismic data and geostatistical constraints performed on a synthetic reservoir model. Our aim is to invert directly for structure and rock bulk properties of the target reservoir zone. To infer the rock facies, porosity and oil saturation seismology alone is not sufficient but a rock physics model must be taken into account, which links the unknown properties to the elastic parameters. We then combine a rock physics model with a simple convolutional approach for seismic waves to invert the "measured" seismograms. To solve this inverse problem, we employ a Markov chain Monte Carlo (MCMC) method, because it offers the possibility to handle non-linearity, complex and multi-step forward models and provides realistic estimates of uncertainties. However, for large data sets the MCMC method may be impractical because of a very high computational demand. To face this challenge one strategy is to feed the algorithm with realistic models, hence relying on proper prior information. To address this problem, we utilize an algorithm drawn from geostatistics to generate geologically plausible models which represent samples of the prior distribution. The geostatistical algorithm learns the multiple-point statistics from prototype models (in the form of training images), then generates thousands of different models which are accepted or rejected by a Metropolis sampler. To further reduce the computation time we parallelize the software and run it on multi-core machines. The solution of the inverse problem is then represented by a collection of reservoir models in terms of facies, porosity and oil saturation, which constitute samples of the posterior distribution. We are finally able to produce probability maps of the properties we are interested in by performing statistical analysis on the collection of solutions.

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.

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.

Neutrino oscillation parameter sampling with MonteCUBES

NASA Astrophysics Data System (ADS)

Blennow, Mattias; Fernandez-Martinez, Enrique

2010-01-01

We present MonteCUBES ("Monte Carlo Utility Based Experiment Simulator"), a software package designed to sample the neutrino oscillation parameter space through Markov Chain Monte Carlo algorithms. MonteCUBES makes use of the GLoBES software so that the existing experiment definitions for GLoBES, describing long baseline and reactor experiments, can be used with MonteCUBES. MonteCUBES consists of two main parts: The first is a C library, written as a plug-in for GLoBES, implementing the Markov Chain Monte Carlo algorithm to sample the parameter space. The second part is a user-friendly graphical Matlab interface to easily read, analyze, plot and export the results of the parameter space sampling. Program summaryProgram title: MonteCUBES (Monte Carlo Utility Based Experiment Simulator) Catalogue identifier: AEFJ_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFJ_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public Licence No. of lines in distributed program, including test data, etc.: 69 634 No. of bytes in distributed program, including test data, etc.: 3 980 776 Distribution format: tar.gz Programming language: C Computer: MonteCUBES builds and installs on 32 bit and 64 bit Linux systems where GLoBES is installed Operating system: 32 bit and 64 bit Linux RAM: Typically a few MBs Classification: 11.1 External routines: GLoBES [1,2] and routines/libraries used by GLoBES Subprograms used:Cat Id ADZI_v1_0, Title GLoBES, Reference CPC 177 (2007) 439 Nature of problem: Since neutrino masses do not appear in the standard model of particle physics, many models of neutrino masses also induce other types of new physics, which could affect the outcome of neutrino oscillation experiments. In general, these new physics imply high-dimensional parameter spaces that are difficult to explore using classical methods such as multi-dimensional projections and minimizations, such as those used in GLoBES [1,2]. Solution method: MonteCUBES is written as a plug-in to the GLoBES software [1,2] and provides the necessary methods to perform Markov Chain Monte Carlo sampling of the parameter space. This allows an efficient sampling of the parameter space and has a complexity which does not grow exponentially with the parameter space dimension. The integration of the MonteCUBES package with the GLoBES software makes sure that the experimental definitions already in use by the community can also be used with MonteCUBES, while also lowering the learning threshold for users who already know GLoBES. Additional comments: A Matlab GUI for interpretation of results is included in the distribution. Running time: The typical running time varies depending on the dimensionality of the parameter space, the complexity of the experiment, and how well the parameter space should be sampled. The running time for our simulations [3] with 15 free parameters at a Neutrino Factory with O(10) samples varied from a few hours to tens of hours. References:P. Huber, M. Lindner, W. Winter, Comput. Phys. Comm. 167 (2005) 195, hep-ph/0407333. P. Huber, J. Kopp, M. Lindner, M. Rolinec, W. Winter, Comput. Phys. Comm. 177 (2007) 432, hep-ph/0701187. S. Antusch, M. Blennow, E. Fernandez-Martinez, J. Lopez-Pavon, arXiv:0903.3986 [hep-ph].

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

A point kernel algorithm for microbeam radiation therapy

NASA Astrophysics Data System (ADS)

Debus, Charlotte; Oelfke, Uwe; Bartzsch, Stefan

2017-11-01

Microbeam radiation therapy (MRT) is a treatment approach in radiation therapy where the treatment field is spatially fractionated into arrays of a few tens of micrometre wide planar beams of unusually high peak doses separated by low dose regions of several hundred micrometre width. In preclinical studies, this treatment approach has proven to spare normal tissue more effectively than conventional radiation therapy, while being equally efficient in tumour control. So far dose calculations in MRT, a prerequisite for future clinical applications are based on Monte Carlo simulations. However, they are computationally expensive, since scoring volumes have to be small. In this article a kernel based dose calculation algorithm is presented that splits the calculation into photon and electron mediated energy transport, and performs the calculation of peak and valley doses in typical MRT treatment fields within a few minutes. Kernels are analytically calculated depending on the energy spectrum and material composition. In various homogeneous materials peak, valley doses and microbeam profiles are calculated and compared to Monte Carlo simulations. For a microbeam exposure of an anthropomorphic head phantom calculated dose values are compared to measurements and Monte Carlo calculations. Except for regions close to material interfaces calculated peak dose values match Monte Carlo results within 4% and valley dose values within 8% deviation. No significant differences are observed between profiles calculated by the kernel algorithm and Monte Carlo simulations. Measurements in the head phantom agree within 4% in the peak and within 10% in the valley region. The presented algorithm is attached to the treatment planning platform VIRTUOS. It was and is used for dose calculations in preclinical and pet-clinical trials at the biomedical beamline ID17 of the European synchrotron radiation facility in Grenoble, France.

Monte Carlo Simulations of Radiative and Neutrino Transport under Astrophysical Conditions

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Reliable recovery of the optical properties of multi-layer turbid media by iteratively using a layered diffusion model at multiple source-detector separations

PubMed Central

Liao, Yu-Kai; Tseng, Sheng-Hao

2014-01-01

Accurately determining the optical properties of multi-layer turbid media using a layered diffusion model is often a difficult task and could be an ill-posed problem. In this study, an iterative algorithm was proposed for solving such problems. This algorithm employed a layered diffusion model to calculate the optical properties of a layered sample at several source-detector separations (SDSs). The optical properties determined at various SDSs were mutually referenced to complete one round of iteration and the optical properties were gradually revised in further iterations until a set of stable optical properties was obtained. We evaluated the performance of the proposed method using frequency domain Monte Carlo simulations and found that the method could robustly recover the layered sample properties with various layer thickness and optical property settings. It is expected that this algorithm can work with photon transport models in frequency and time domain for various applications, such as determination of subcutaneous fat or muscle optical properties and monitoring the hemodynamics of muscle. PMID:24688828

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

NASA Astrophysics Data System (ADS)

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

2009-06-01

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

A new moving strategy for the sequential Monte Carlo approach in optimizing the hydrological model parameters

NASA Astrophysics Data System (ADS)

Zhu, Gaofeng; Li, Xin; Ma, Jinzhu; Wang, Yunquan; Liu, Shaomin; Huang, Chunlin; Zhang, Kun; Hu, Xiaoli

2018-04-01

Sequential Monte Carlo (SMC) samplers have become increasing popular for estimating the posterior parameter distribution with the non-linear dependency structures and multiple modes often present in hydrological models. However, the explorative capabilities and efficiency of the sampler depends strongly on the efficiency in the move step of SMC sampler. In this paper we presented a new SMC sampler entitled the Particle Evolution Metropolis Sequential Monte Carlo (PEM-SMC) algorithm, which is well suited to handle unknown static parameters of hydrologic model. The PEM-SMC sampler is inspired by the works of Liang and Wong (2001) and operates by incorporating the strengths of the genetic algorithm, differential evolution algorithm and Metropolis-Hasting algorithm into the framework of SMC. We also prove that the sampler admits the target distribution to be a stationary distribution. Two case studies including a multi-dimensional bimodal normal distribution and a conceptual rainfall-runoff hydrologic model by only considering parameter uncertainty and simultaneously considering parameter and input uncertainty show that PEM-SMC sampler is generally superior to other popular SMC algorithms in handling the high dimensional problems. The study also indicated that it may be important to account for model structural uncertainty by using multiplier different hydrological models in the SMC framework in future study.

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

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

Matuttis, Hans-Georg; Wang, Xiaoxing

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

Hypothesis testing of scientific Monte Carlo calculations.

PubMed

Wallerberger, Markus; Gull, Emanuel

2017-11-01

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

Hypothesis testing of scientific Monte Carlo calculations

NASA Astrophysics Data System (ADS)

Wallerberger, Markus; Gull, Emanuel

2017-11-01

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

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.

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

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

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

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

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

DOE PAGES

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

2017-12-22

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

A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

USGS Publications Warehouse

Minsley, B.J.

2011-01-01

A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, 'best' model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequency-domain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favourably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment. ?? 2011. Geophysical Journal International ?? 2011 RAS.

Bayesian Analysis for Exponential Random Graph Models Using the Adaptive Exchange Sampler.

PubMed

Jin, Ick Hoon; Yuan, Ying; Liang, Faming

2013-10-01

Exponential random graph models have been widely used in social network analysis. However, these models are extremely difficult to handle from a statistical viewpoint, because of the intractable normalizing constant and model degeneracy. In this paper, we consider a fully Bayesian analysis for exponential random graph models using the adaptive exchange sampler, which solves the intractable normalizing constant and model degeneracy issues encountered in Markov chain Monte Carlo (MCMC) simulations. The adaptive exchange sampler can be viewed as a MCMC extension of the exchange algorithm, and it generates auxiliary networks via an importance sampling procedure from an auxiliary Markov chain running in parallel. The convergence of this algorithm is established under mild conditions. The adaptive exchange sampler is illustrated using a few social networks, including the Florentine business network, molecule synthetic network, and dolphins network. The results indicate that the adaptive exchange algorithm can produce more accurate estimates than approximate exchange algorithms, while maintaining the same computational efficiency.

Comments on "Including the effects of temperature-dependent opacities in the implicit Monte Carlo algorithm" by N.A. Gentile [J. Comput. Phys. 230 (2011) 5100-5114

NASA Astrophysics Data System (ADS)

Ghosh, Karabi

2017-02-01

We briefly comment on a paper by N.A. Gentile [J. Comput. Phys. 230 (2011) 5100-5114] in which the Fleck factor has been modified to include the effects of temperature-dependent opacities in the implicit Monte Carlo algorithm developed by Fleck and Cummings [1,2]. Instead of the Fleck factor, f = 1 / (1 + βcΔtσP), the author derived the modified Fleck factor g = 1 / (1 + βcΔtσP - min [σP‧ (aTr4 - aT4)cΔt/ρCV, 0 ]) to be used in the Implicit Monte Carlo (IMC) algorithm in order to obtain more accurate solutions with much larger time steps. Here β = 4 aT3 / ρCV, σP is the Planck opacity and the derivative of Planck opacity w.r.t. the material temperature is σP‧ = dσP / dT.

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)

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

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

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

2015-12-15

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

Radiative transfer and spectroscopic databases: A line-sampling Monte Carlo approach

NASA Astrophysics Data System (ADS)

Galtier, Mathieu; Blanco, Stéphane; Dauchet, Jérémi; El Hafi, Mouna; Eymet, Vincent; Fournier, Richard; Roger, Maxime; Spiesser, Christophe; Terrée, Guillaume

2016-03-01

Dealing with molecular-state transitions for radiative transfer purposes involves two successive steps that both reach the complexity level at which physicists start thinking about statistical approaches: (1) constructing line-shaped absorption spectra as the result of very numerous state-transitions, (2) integrating over optical-path domains. For the first time, we show here how these steps can be addressed simultaneously using the null-collision concept. This opens the door to the design of Monte Carlo codes directly estimating radiative transfer observables from spectroscopic databases. The intermediate step of producing accurate high-resolution absorption spectra is no longer required. A Monte Carlo algorithm is proposed and applied to six one-dimensional test cases. It allows the computation of spectrally integrated intensities (over 25 cm-1 bands or the full IR range) in a few seconds, regardless of the retained database and line model. But free parameters need to be selected and they impact the convergence. A first possible selection is provided in full detail. We observe that this selection is highly satisfactory for quite distinct atmospheric and combustion configurations, but a more systematic exploration is still in progress.

MDTS: automatic complex materials design using Monte Carlo tree search.

PubMed

M Dieb, Thaer; Ju, Shenghong; Yoshizoe, Kazuki; Hou, Zhufeng; Shiomi, Junichiro; Tsuda, Koji

2017-01-01

Complex materials design is often represented as a black-box combinatorial optimization problem. In this paper, we present a novel python library called MDTS (Materials Design using Tree Search). Our algorithm employs a Monte Carlo tree search approach, which has shown exceptional performance in computer Go game. Unlike evolutionary algorithms that require user intervention to set parameters appropriately, MDTS has no tuning parameters and works autonomously in various problems. In comparison to a Bayesian optimization package, our algorithm showed competitive search efficiency and superior scalability. We succeeded in designing large Silicon-Germanium (Si-Ge) alloy structures that Bayesian optimization could not deal with due to excessive computational cost. MDTS is available at https://github.com/tsudalab/MDTS.

MDTS: automatic complex materials design using Monte Carlo tree search

NASA Astrophysics Data System (ADS)

Dieb, Thaer M.; Ju, Shenghong; Yoshizoe, Kazuki; Hou, Zhufeng; Shiomi, Junichiro; Tsuda, Koji

2017-12-01

Complex materials design is often represented as a black-box combinatorial optimization problem. In this paper, we present a novel python library called MDTS (Materials Design using Tree Search). Our algorithm employs a Monte Carlo tree search approach, which has shown exceptional performance in computer Go game. Unlike evolutionary algorithms that require user intervention to set parameters appropriately, MDTS has no tuning parameters and works autonomously in various problems. In comparison to a Bayesian optimization package, our algorithm showed competitive search efficiency and superior scalability. We succeeded in designing large Silicon-Germanium (Si-Ge) alloy structures that Bayesian optimization could not deal with due to excessive computational cost. MDTS is available at https://github.com/tsudalab/MDTS.

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

NASA Astrophysics Data System (ADS)

Schwarz, Karsten; Rieger, Heiko

2013-03-01

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

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.

Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems

NASA Astrophysics Data System (ADS)

Suwa, Hidemaro

2013-03-01

We have developed novel Monte Carlo methods for precisely calculating quantum spin-boson models and investigated the critical phenomena of the spin-Peierls systems. Three significant methods are presented. The first is a new optimization algorithm of the Markov chain transition kernel based on the geometric weight allocation. This algorithm, for the first time, satisfies the total balance generally without imposing the detailed balance and always minimizes the average rejection rate, being better than the Metropolis algorithm. The second is the extension of the worm (directed-loop) algorithm to non-conserved particles, which cannot be treated efficiently by the conventional methods. The third is the combination with the level spectroscopy. Proposing a new gap estimator, we are successful in eliminating the systematic error of the conventional moment method. Then we have elucidated the phase diagram and the universality class of the one-dimensional XXZ spin-Peierls system. The criticality is totally consistent with the J1 -J2 model, an effective model in the antiadiabatic limit. Through this research, we have succeeded in investigating the critical phenomena of the effectively frustrated quantum spin system by the quantum Monte Carlo method without the negative sign. JSPS Postdoctoral Fellow for Research Abroad

A robust algorithm for automated target recognition using precomputed radar cross sections

NASA Astrophysics Data System (ADS)

Ehrman, Lisa M.; Lanterman, Aaron D.

2004-09-01

Passive radar is an emerging technology that offers a number of unique benefits, including covert operation. Many such systems are already capable of detecting and tracking aircraft. The goal of this work is to develop a robust algorithm for adding automated target recognition (ATR) capabilities to existing passive radar systems. In previous papers, we proposed conducting ATR by comparing the precomputed RCS of known targets to that of detected targets. To make the precomputed RCS as accurate as possible, a coordinated flight model is used to estimate aircraft orientation. Once the aircraft's position and orientation are known, it is possible to determine the incident and observed angles on the aircraft, relative to the transmitter and receiver. This makes it possible to extract the appropriate radar cross section (RCS) from our simulated database. This RCS is then scaled to account for propagation losses and the receiver's antenna gain. A Rician likelihood model compares these expected signals from different targets to the received target profile. We have previously employed Monte Carlo runs to gauge the probability of error in the ATR algorithm; however, generation of a statistically significant set of Monte Carlo runs is computationally intensive. As an alternative to Monte Carlo runs, we derive the relative entropy (also known as Kullback-Liebler distance) between two Rician distributions. Since the probability of Type II error in our hypothesis testing problem can be expressed as a function of the relative entropy via Stein's Lemma, this provides us with a computationally efficient method for determining an upper bound on our algorithm's performance. It also provides great insight into the types of classification errors we can expect from our algorithm. This paper compares the numerically approximated probability of Type II error with the results obtained from a set of Monte Carlo runs.

DNA motif alignment by evolving a population of Markov chains.

PubMed

Bi, Chengpeng

2009-01-30

Deciphering cis-regulatory elements or de novo motif-finding in genomes still remains elusive although much algorithmic effort has been expended. The Markov chain Monte Carlo (MCMC) method such as Gibbs motif samplers has been widely employed to solve the de novo motif-finding problem through sequence local alignment. Nonetheless, the MCMC-based motif samplers still suffer from local maxima like EM. Therefore, as a prerequisite for finding good local alignments, these motif algorithms are often independently run a multitude of times, but without information exchange between different chains. Hence it would be worth a new algorithm design enabling such information exchange. This paper presents a novel motif-finding algorithm by evolving a population of Markov chains with information exchange (PMC), each of which is initialized as a random alignment and run by the Metropolis-Hastings sampler (MHS). It is progressively updated through a series of local alignments stochastically sampled. Explicitly, the PMC motif algorithm performs stochastic sampling as specified by a population-based proposal distribution rather than individual ones, and adaptively evolves the population as a whole towards a global maximum. The alignment information exchange is accomplished by taking advantage of the pooled motif site distributions. A distinct method for running multiple independent Markov chains (IMC) without information exchange, or dubbed as the IMC motif algorithm, is also devised to compare with its PMC counterpart. Experimental studies demonstrate that the performance could be improved if pooled information were used to run a population of motif samplers. The new PMC algorithm was able to improve the convergence and outperformed other popular algorithms tested using simulated and biological motif sequences.

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.

Foundations and latest advances in replica exchange transition interface sampling.

PubMed

Cabriolu, Raffaela; Skjelbred Refsnes, Kristin M; Bolhuis, Peter G; van Erp, Titus S

2017-10-21

Nearly 20 years ago, transition path sampling (TPS) emerged as an alternative method to free energy based approaches for the study of rare events such as nucleation, protein folding, chemical reactions, and phase transitions. TPS effectively performs Monte Carlo simulations with relatively short molecular dynamics trajectories, with the advantage of not having to alter the actual potential energy surface nor the underlying physical dynamics. Although the TPS approach also introduced a methodology to compute reaction rates, this approach was for a long time considered theoretically attractive, providing the exact same results as extensively long molecular dynamics simulations, but still expensive for most relevant applications. With the increase of computer power and improvements in the algorithmic methodology, quantitative path sampling is finding applications in more and more areas of research. In particular, the transition interface sampling (TIS) and the replica exchange TIS (RETIS) algorithms have, in turn, improved the efficiency of quantitative path sampling significantly, while maintaining the exact nature of the approach. Also, open-source software packages are making these methods, for which implementation is not straightforward, now available for a wider group of users. In addition, a blooming development takes place regarding both applications and algorithmic refinements. Therefore, it is timely to explore the wide panorama of the new developments in this field. This is the aim of this article, which focuses on the most efficient exact path sampling approach, RETIS, as well as its recent applications, extensions, and variations.

Foundations and latest advances in replica exchange transition interface sampling

NASA Astrophysics Data System (ADS)

Cabriolu, Raffaela; Skjelbred Refsnes, Kristin M.; Bolhuis, Peter G.; van Erp, Titus S.

2017-10-01

Nearly 20 years ago, transition path sampling (TPS) emerged as an alternative method to free energy based approaches for the study of rare events such as nucleation, protein folding, chemical reactions, and phase transitions. TPS effectively performs Monte Carlo simulations with relatively short molecular dynamics trajectories, with the advantage of not having to alter the actual potential energy surface nor the underlying physical dynamics. Although the TPS approach also introduced a methodology to compute reaction rates, this approach was for a long time considered theoretically attractive, providing the exact same results as extensively long molecular dynamics simulations, but still expensive for most relevant applications. With the increase of computer power and improvements in the algorithmic methodology, quantitative path sampling is finding applications in more and more areas of research. In particular, the transition interface sampling (TIS) and the replica exchange TIS (RETIS) algorithms have, in turn, improved the efficiency of quantitative path sampling significantly, while maintaining the exact nature of the approach. Also, open-source software packages are making these methods, for which implementation is not straightforward, now available for a wider group of users. In addition, a blooming development takes place regarding both applications and algorithmic refinements. Therefore, it is timely to explore the wide panorama of the new developments in this field. This is the aim of this article, which focuses on the most efficient exact path sampling approach, RETIS, as well as its recent applications, extensions, and variations.

Bayesian Estimation of Multidimensional Item Response Models. A Comparison of Analytic and Simulation Algorithms

ERIC Educational Resources Information Center

Martin-Fernandez, Manuel; Revuelta, Javier

2017-01-01

This study compares the performance of two estimation algorithms of new usage, the Metropolis-Hastings Robins-Monro (MHRM) and the Hamiltonian MCMC (HMC), with two consolidated algorithms in the psychometric literature, the marginal likelihood via EM algorithm (MML-EM) and the Markov chain Monte Carlo (MCMC), in the estimation of multidimensional…

An adaptive multi-level simulation algorithm for stochastic biological systems

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

Lester, C., E-mail: lesterc@maths.ox.ac.uk; Giles, M. B.; Baker, R. E.

2015-01-14

Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms (SSA) to estimate system statistics. The Gillespie algorithm is exact, but computationally costly as it simulates every single reaction. As such, approximate stochastic simulation algorithms such as the tau-leap algorithm are often used. Potentially computationally more efficient, the system statistics generated suffer from significant bias unless tau is relatively small, in which case the computational time can be comparable to that of the Gillespie algorithm. The multi-level method [Anderson and Higham, “Multi-level Montemore » Carlo for continuous time Markov chains, with applications in biochemical kinetics,” SIAM Multiscale Model. Simul. 10(1), 146–179 (2012)] tackles this problem. A base estimator is computed using many (cheap) sample paths at low accuracy. The bias inherent in this estimator is then reduced using a number of corrections. Each correction term is estimated using a collection of paired sample paths where one path of each pair is generated at a higher accuracy compared to the other (and so more expensive). By sharing random variables between these paired paths, the variance of each correction estimator can be reduced. This renders the multi-level method very efficient as only a relatively small number of paired paths are required to calculate each correction term. In the original multi-level method, each sample path is simulated using the tau-leap algorithm with a fixed value of τ. This approach can result in poor performance when the reaction activity of a system changes substantially over the timescale of interest. By introducing a novel adaptive time-stepping approach where τ is chosen according to the stochastic behaviour of each sample path, we extend the applicability of the multi-level method to such cases. We demonstrate the efficiency of our method using a number of examples.« less

Fungible Correlation Matrices: A Method for Generating Nonsingular, Singular, and Improper Correlation Matrices for Monte Carlo Research.

PubMed

Waller, Niels G

2016-01-01

For a fixed set of standardized regression coefficients and a fixed coefficient of determination (R-squared), an infinite number of predictor correlation matrices will satisfy the implied quadratic form. I call such matrices fungible correlation matrices. In this article, I describe an algorithm for generating positive definite (PD), positive semidefinite (PSD), or indefinite (ID) fungible correlation matrices that have a random or fixed smallest eigenvalue. The underlying equations of this algorithm are reviewed from both algebraic and geometric perspectives. Two simulation studies illustrate that fungible correlation matrices can be profitably used in Monte Carlo research. The first study uses PD fungible correlation matrices to compare penalized regression algorithms. The second study uses ID fungible correlation matrices to compare matrix-smoothing algorithms. R code for generating fungible correlation matrices is presented in the supplemental materials.

Using Stan for Item Response Theory Models

ERIC Educational Resources Information Center

Ames, Allison J.; Au, Chi Hang

2018-01-01

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

Quantum Monte Carlo Simulation of Frustrated Kondo Lattice Models

NASA Astrophysics Data System (ADS)

Sato, Toshihiro; Assaad, Fakher F.; Grover, Tarun

2018-03-01

The absence of the negative sign problem in quantum Monte Carlo simulations of spin and fermion systems has different origins. World-line based algorithms for spins require positivity of matrix elements whereas auxiliary field approaches for fermions depend on symmetries such as particle-hole symmetry. For negative-sign-free spin and fermionic systems, we show that one can formulate a negative-sign-free auxiliary field quantum Monte Carlo algorithm that allows Kondo coupling of fermions with the spins. Using this general approach, we study a half-filled Kondo lattice model on the honeycomb lattice with geometric frustration. In addition to the conventional Kondo insulator and antiferromagnetically ordered phases, we find a partial Kondo screened state where spins are selectively screened so as to alleviate frustration, and the lattice rotation symmetry is broken nematically.

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

NASA Astrophysics Data System (ADS)

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

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

Direct simulation Monte Carlo method for the Uehling-Uhlenbeck-Boltzmann equation.

PubMed

Garcia, Alejandro L; Wagner, Wolfgang

2003-11-01

In this paper we describe a direct simulation Monte Carlo algorithm for the Uehling-Uhlenbeck-Boltzmann equation in terms of Markov processes. This provides a unifying framework for both the classical Boltzmann case as well as the Fermi-Dirac and Bose-Einstein cases. We establish the foundation of the algorithm by demonstrating its link to the kinetic equation. By numerical experiments we study its sensitivity to the number of simulation particles and to the discretization of the velocity space, when approximating the steady-state distribution.

A highly optimized vectorized code for Monte Carlo simulations of SU(3) lattice gauge theories

NASA Technical Reports Server (NTRS)

Barkai, D.; Moriarty, K. J. M.; Rebbi, C.

1984-01-01

New methods are introduced for improving the performance of the vectorized Monte Carlo SU(3) lattice gauge theory algorithm using the CDC CYBER 205. Structure, algorithm and programming considerations are discussed. The performance achieved for a 16(4) lattice on a 2-pipe system may be phrased in terms of the link update time or overall MFLOPS rates. For 32-bit arithmetic, it is 36.3 microsecond/link for 8 hits per iteration (40.9 microsecond for 10 hits) or 101.5 MFLOPS.

Adaptation of a cubic smoothing spline algortihm for multi-channel data stitching at the National Ignition Facility

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

Brown, C; Adcock, A; Azevedo, S

2010-12-28

Some diagnostics at the National Ignition Facility (NIF), including the Gamma Reaction History (GRH) diagnostic, require multiple channels of data to achieve the required dynamic range. These channels need to be stitched together into a single time series, and they may have non-uniform and redundant time samples. We chose to apply the popular cubic smoothing spline technique to our stitching problem because we needed a general non-parametric method. We adapted one of the algorithms in the literature, by Hutchinson and deHoog, to our needs. The modified algorithm and the resulting code perform a cubic smoothing spline fit to multiple datamore » channels with redundant time samples and missing data points. The data channels can have different, time-varying, zero-mean white noise characteristics. The method we employ automatically determines an optimal smoothing level by minimizing the Generalized Cross Validation (GCV) score. In order to automatically validate the smoothing level selection, the Weighted Sum-Squared Residual (WSSR) and zero-mean tests are performed on the residuals. Further, confidence intervals, both analytical and Monte Carlo, are also calculated. In this paper, we describe the derivation of our cubic smoothing spline algorithm. We outline the algorithm and test it with simulated and experimental data.« less

Poisson-Box Sampling algorithms for three-dimensional Markov binary mixtures

NASA Astrophysics Data System (ADS)

Larmier, Coline; Zoia, Andrea; Malvagi, Fausto; Dumonteil, Eric; Mazzolo, Alain

2018-02-01

Particle transport in Markov mixtures can be addressed by the so-called Chord Length Sampling (CLS) methods, a family of Monte Carlo algorithms taking into account the effects of stochastic media on particle propagation by generating on-the-fly the material interfaces crossed by the random walkers during their trajectories. Such methods enable a significant reduction of computational resources as opposed to reference solutions obtained by solving the Boltzmann equation for a large number of realizations of random media. CLS solutions, which neglect correlations induced by the spatial disorder, are faster albeit approximate, and might thus show discrepancies with respect to reference solutions. In this work we propose a new family of algorithms (called 'Poisson Box Sampling', PBS) aimed at improving the accuracy of the CLS approach for transport in d-dimensional binary Markov mixtures. In order to probe the features of PBS methods, we will focus on three-dimensional Markov media and revisit the benchmark problem originally proposed by Adams, Larsen and Pomraning [1] and extended by Brantley [2]: for these configurations we will compare reference solutions, standard CLS solutions and the new PBS solutions for scalar particle flux, transmission and reflection coefficients. PBS will be shown to perform better than CLS at the expense of a reasonable increase in computational time.

On the predictivity of pore-scale simulations: Estimating uncertainties with multilevel Monte Carlo

NASA Astrophysics Data System (ADS)

Icardi, Matteo; Boccardo, Gianluca; Tempone, Raúl

2016-09-01

A fast method with tunable accuracy is proposed to estimate errors and uncertainties in pore-scale and Digital Rock Physics (DRP) problems. The overall predictivity of these studies can be, in fact, hindered by many factors including sample heterogeneity, computational and imaging limitations, model inadequacy and not perfectly known physical parameters. The typical objective of pore-scale studies is the estimation of macroscopic effective parameters such as permeability, effective diffusivity and hydrodynamic dispersion. However, these are often non-deterministic quantities (i.e., results obtained for specific pore-scale sample and setup are not totally reproducible by another ;equivalent; sample and setup). The stochastic nature can arise due to the multi-scale heterogeneity, the computational and experimental limitations in considering large samples, and the complexity of the physical models. These approximations, in fact, introduce an error that, being dependent on a large number of complex factors, can be modeled as random. We propose a general simulation tool, based on multilevel Monte Carlo, that can reduce drastically the computational cost needed for computing accurate statistics of effective parameters and other quantities of interest, under any of these random errors. This is, to our knowledge, the first attempt to include Uncertainty Quantification (UQ) in pore-scale physics and simulation. The method can also provide estimates of the discretization error and it is tested on three-dimensional transport problems in heterogeneous materials, where the sampling procedure is done by generation algorithms able to reproduce realistic consolidated and unconsolidated random sphere and ellipsoid packings and arrangements. A totally automatic workflow is developed in an open-source code [1], that include rigid body physics and random packing algorithms, unstructured mesh discretization, finite volume solvers, extrapolation and post-processing techniques. The proposed method can be efficiently used in many porous media applications for problems such as stochastic homogenization/upscaling, propagation of uncertainty from microscopic fluid and rock properties to macro-scale parameters, robust estimation of Representative Elementary Volume size for arbitrary physics.

Rare event simulation in radiation transport

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

Kollman, Craig

1993-10-01

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

Distance between configurations in Markov chain Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Fukuma, Masafumi; Matsumoto, Nobuyuki; Umeda, Naoya

2017-12-01

For a given Markov chain Monte Carlo algorithm we introduce a distance between two configurations that quantifies the difficulty of transition from one configuration to the other configuration. We argue that the distance takes a universal form for the class of algorithms which generate local moves in the configuration space. We explicitly calculate the distance for the Langevin algorithm, and show that it certainly has desired and expected properties as distance. We further show that the distance for a multimodal distribution gets dramatically reduced from a large value by the introduction of a tempering method. We also argue that, when the original distribution is highly multimodal with large number of degenerate vacua, an anti-de Sitter-like geometry naturally emerges in the extended configuration space.

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

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

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

2014-01-15

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

Path-Integral Monte Carlo Determination of the Fourth-Order Virial Coefficient for a Unitary Two-Component Fermi Gas with Zero-Range Interactions

NASA Astrophysics Data System (ADS)

Yan, Yangqian; Blume, D.

2016-06-01

The unitary equal-mass Fermi gas with zero-range interactions constitutes a paradigmatic model system that is relevant to atomic, condensed matter, nuclear, particle, and astrophysics. This work determines the fourth-order virial coefficient b4 of such a strongly interacting Fermi gas using a customized ab initio path-integral Monte Carlo (PIMC) algorithm. In contrast to earlier theoretical results, which disagreed on the sign and magnitude of b4 , our b4 agrees within error bars with the experimentally determined value, thereby resolving an ongoing literature debate. Utilizing a trap regulator, our PIMC approach determines the fourth-order virial coefficient by directly sampling the partition function. An on-the-fly antisymmetrization avoids the Thomas collapse and, combined with the use of the exact two-body zero-range propagator, establishes an efficient general means to treat small Fermi systems with zero-range interactions.

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

NASA Astrophysics Data System (ADS)

Volkov, Sergey

2017-11-01

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

Molecular Dynamics, Monte Carlo Simulations, and Langevin Dynamics: A Computational Review

PubMed Central

Paquet, Eric; Viktor, Herna L.

2015-01-01

Macromolecular structures, such as neuraminidases, hemagglutinins, and monoclonal antibodies, are not rigid entities. Rather, they are characterised by their flexibility, which is the result of the interaction and collective motion of their constituent atoms. This conformational diversity has a significant impact on their physicochemical and biological properties. Among these are their structural stability, the transport of ions through the M2 channel, drug resistance, macromolecular docking, binding energy, and rational epitope design. To assess these properties and to calculate the associated thermodynamical observables, the conformational space must be efficiently sampled and the dynamic of the constituent atoms must be simulated. This paper presents algorithms and techniques that address the abovementioned issues. To this end, a computational review of molecular dynamics, Monte Carlo simulations, Langevin dynamics, and free energy calculation is presented. The exposition is made from first principles to promote a better understanding of the potentialities, limitations, applications, and interrelations of these computational methods. PMID:25785262

Hybrid-optimization strategy for the communication of large-scale Kinetic Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Wu, Baodong; Li, Shigang; Zhang, Yunquan; Nie, Ningming

2017-02-01

The parallel Kinetic Monte Carlo (KMC) algorithm based on domain decomposition has been widely used in large-scale physical simulations. However, the communication overhead of the parallel KMC algorithm is critical, and severely degrades the overall performance and scalability. In this paper, we present a hybrid optimization strategy to reduce the communication overhead for the parallel KMC simulations. We first propose a communication aggregation algorithm to reduce the total number of messages and eliminate the communication redundancy. Then, we utilize the shared memory to reduce the memory copy overhead of the intra-node communication. Finally, we optimize the communication scheduling using the neighborhood collective operations. We demonstrate the scalability and high performance of our hybrid optimization strategy by both theoretical and experimental analysis. Results show that the optimized KMC algorithm exhibits better performance and scalability than the well-known open-source library-SPPARKS. On 32-node Xeon E5-2680 cluster (total 640 cores), the optimized algorithm reduces the communication time by 24.8% compared with SPPARKS.

An Ensemble-Based Smoother with Retrospectively Updated Weights for Highly Nonlinear Systems

NASA Technical Reports Server (NTRS)

Chin, T. M.; Turmon, M. J.; Jewell, J. B.; Ghil, M.

2006-01-01

Monte Carlo computational methods have been introduced into data assimilation for nonlinear systems in order to alleviate the computational burden of updating and propagating the full probability distribution. By propagating an ensemble of representative states, algorithms like the ensemble Kalman filter (EnKF) and the resampled particle filter (RPF) rely on the existing modeling infrastructure to approximate the distribution based on the evolution of this ensemble. This work presents an ensemble-based smoother that is applicable to the Monte Carlo filtering schemes like EnKF and RPF. At the minor cost of retrospectively updating a set of weights for ensemble members, this smoother has demonstrated superior capabilities in state tracking for two highly nonlinear problems: the double-well potential and trivariate Lorenz systems. The algorithm does not require retrospective adaptation of the ensemble members themselves, and it is thus suited to a streaming operational mode. The accuracy of the proposed backward-update scheme in estimating non-Gaussian distributions is evaluated by comparison to the more accurate estimates provided by a Markov chain Monte Carlo algorithm.

Particle Communication and Domain Neighbor Coupling: Scalable Domain Decomposed Algorithms for Monte Carlo Particle Transport

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

O'Brien, M. J.; Brantley, P. S.

2015-01-20

In order to run Monte Carlo particle transport calculations on new supercomputers with hundreds of thousands or millions of processors, care must be taken to implement scalable algorithms. This means that the algorithms must continue to perform well as the processor count increases. In this paper, we examine the scalability of:(1) globally resolving the particle locations on the correct processor, (2) deciding that particle streaming communication has finished, and (3) efficiently coupling neighbor domains together with different replication levels. We have run domain decomposed Monte Carlo particle transport on up to 2 21 = 2,097,152 MPI processes on the IBMmore » BG/Q Sequoia supercomputer and observed scalable results that agree with our theoretical predictions. These calculations were carefully constructed to have the same amount of work on every processor, i.e. the calculation is already load balanced. We also examine load imbalanced calculations where each domain’s replication level is proportional to its particle workload. In this case we show how to efficiently couple together adjacent domains to maintain within workgroup load balance and minimize memory usage.« less

Estimating the size of the solution space of metabolic networks

PubMed Central

Braunstein, Alfredo; Mulet, Roberto; Pagnani, Andrea

2008-01-01

Background Cellular metabolism is one of the most investigated system of biological interactions. While the topological nature of individual reactions and pathways in the network is quite well understood there is still a lack of comprehension regarding the global functional behavior of the system. In the last few years flux-balance analysis (FBA) has been the most successful and widely used technique for studying metabolism at system level. This method strongly relies on the hypothesis that the organism maximizes an objective function. However only under very specific biological conditions (e.g. maximization of biomass for E. coli in reach nutrient medium) the cell seems to obey such optimization law. A more refined analysis not assuming extremization remains an elusive task for large metabolic systems due to algorithmic limitations. Results In this work we propose a novel algorithmic strategy that provides an efficient characterization of the whole set of stable fluxes compatible with the metabolic constraints. Using a technique derived from the fields of statistical physics and information theory we designed a message-passing algorithm to estimate the size of the affine space containing all possible steady-state flux distributions of metabolic networks. The algorithm, based on the well known Bethe approximation, can be used to approximately compute the volume of a non full-dimensional convex polytope in high dimensions. We first compare the accuracy of the predictions with an exact algorithm on small random metabolic networks. We also verify that the predictions of the algorithm match closely those of Monte Carlo based methods in the case of the Red Blood Cell metabolic network. Then we test the effect of gene knock-outs on the size of the solution space in the case of E. coli central metabolism. Finally we analyze the statistical properties of the average fluxes of the reactions in the E. coli metabolic network. Conclusion We propose a novel efficient distributed algorithmic strategy to estimate the size and shape of the affine space of a non full-dimensional convex polytope in high dimensions. The method is shown to obtain, quantitatively and qualitatively compatible results with the ones of standard algorithms (where this comparison is possible) being still efficient on the analysis of large biological systems, where exact deterministic methods experience an explosion in algorithmic time. The algorithm we propose can be considered as an alternative to Monte Carlo sampling methods. PMID:18489757

Designing image segmentation studies: Statistical power, sample size and reference standard quality.

PubMed

Gibson, Eli; Hu, Yipeng; Huisman, Henkjan J; Barratt, Dean C

2017-12-01

Segmentation algorithms are typically evaluated by comparison to an accepted reference standard. The cost of generating accurate reference standards for medical image segmentation can be substantial. Since the study cost and the likelihood of detecting a clinically meaningful difference in accuracy both depend on the size and on the quality of the study reference standard, balancing these trade-offs supports the efficient use of research resources. In this work, we derive a statistical power calculation that enables researchers to estimate the appropriate sample size to detect clinically meaningful differences in segmentation accuracy (i.e. the proportion of voxels matching the reference standard) between two algorithms. Furthermore, we derive a formula to relate reference standard errors to their effect on the sample sizes of studies using lower-quality (but potentially more affordable and practically available) reference standards. The accuracy of the derived sample size formula was estimated through Monte Carlo simulation, demonstrating, with 95% confidence, a predicted statistical power within 4% of simulated values across a range of model parameters. This corresponds to sample size errors of less than 4 subjects and errors in the detectable accuracy difference less than 0.6%. The applicability of the formula to real-world data was assessed using bootstrap resampling simulations for pairs of algorithms from the PROMISE12 prostate MR segmentation challenge data set. The model predicted the simulated power for the majority of algorithm pairs within 4% for simulated experiments using a high-quality reference standard and within 6% for simulated experiments using a low-quality reference standard. A case study, also based on the PROMISE12 data, illustrates using the formulae to evaluate whether to use a lower-quality reference standard in a prostate segmentation study. Copyright © 2017 The Authors. Published by Elsevier B.V. All rights reserved.

Development of reversible jump Markov Chain Monte Carlo algorithm in the Bayesian mixture modeling for microarray data in Indonesia

NASA Astrophysics Data System (ADS)

Astuti, Ani Budi; Iriawan, Nur; Irhamah, Kuswanto, Heri

2017-12-01

In the Bayesian mixture modeling requires stages the identification number of the most appropriate mixture components thus obtained mixture models fit the data through data driven concept. Reversible Jump Markov Chain Monte Carlo (RJMCMC) is a combination of the reversible jump (RJ) concept and the Markov Chain Monte Carlo (MCMC) concept used by some researchers to solve the problem of identifying the number of mixture components which are not known with certainty number. In its application, RJMCMC using the concept of the birth/death and the split-merge with six types of movement, that are w updating, θ updating, z updating, hyperparameter β updating, split-merge for components and birth/death from blank components. The development of the RJMCMC algorithm needs to be done according to the observed case. The purpose of this study is to know the performance of RJMCMC algorithm development in identifying the number of mixture components which are not known with certainty number in the Bayesian mixture modeling for microarray data in Indonesia. The results of this study represent that the concept RJMCMC algorithm development able to properly identify the number of mixture components in the Bayesian normal mixture model wherein the component mixture in the case of microarray data in Indonesia is not known for certain number.

SPOTting model parameters using a ready-made Python package

NASA Astrophysics Data System (ADS)

Houska, Tobias; Kraft, Philipp; Breuer, Lutz

2015-04-01

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

Simulated Stochastic Approximation Annealing for Global Optimization with a Square-Root Cooling Schedule

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

Liang, Faming; Cheng, Yichen; Lin, Guang

2014-06-13

Simulated annealing has been widely used in the solution of optimization problems. As known by many researchers, the global optima cannot be guaranteed to be located by simulated annealing unless a logarithmic cooling schedule is used. However, the logarithmic cooling schedule is so slow that no one can afford to have such a long CPU time. This paper proposes a new stochastic optimization algorithm, the so-called simulated stochastic approximation annealing algorithm, which is a combination of simulated annealing and the stochastic approximation Monte Carlo algorithm. Under the framework of stochastic approximation Markov chain Monte Carlo, it is shown that themore » new algorithm can work with a cooling schedule in which the temperature can decrease much faster than in the logarithmic cooling schedule, e.g., a square-root cooling schedule, while guaranteeing the global optima to be reached when the temperature tends to zero. The new algorithm has been tested on a few benchmark optimization problems, including feed-forward neural network training and protein-folding. The numerical results indicate that the new algorithm can significantly outperform simulated annealing and other competitors.« less

[Variable selection methods combined with local linear embedding theory used for optimization of near infrared spectral quantitative models].

PubMed

Hao, Yong; Sun, Xu-Dong; Yang, Qiang

2012-12-01

Variables selection strategy combined with local linear embedding (LLE) was introduced for the analysis of complex samples by using near infrared spectroscopy (NIRS). Three methods include Monte Carlo uninformation variable elimination (MCUVE), successive projections algorithm (SPA) and MCUVE connected with SPA were used for eliminating redundancy spectral variables. Partial least squares regression (PLSR) and LLE-PLSR were used for modeling complex samples. The results shown that MCUVE can both extract effective informative variables and improve the precision of models. Compared with PLSR models, LLE-PLSR models can achieve more accurate analysis results. MCUVE combined with LLE-PLSR is an effective modeling method for NIRS quantitative analysis.

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.

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.

Multi-jet Merging with NLO Matrix Elements

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

Siegert, Frank; /Freiburg U.; Hoche, Stefan

2011-08-18

In the algorithm presented here, the ME+PS approach to merge samples of tree-level matrix elements into inclusive event samples is combined with the POWHEG method, which includes exact next-to-leading order matrix elements in the parton shower. The advantages of the method are discussed and the quality of its implementation in SHERPA is exemplified by results for e{sup +}e{sup -} annihilation into hadrons at LEP, for deep-inelastic lepton-nucleon scattering at HERA, for Drell-Yan lepton-pair production at the Tevatron and for W{sup +}W{sup -}-production at LHC energies. The simulation of hard QCD radiation in parton-shower Monte Carlos has seen tremendous progress overmore » the last years. It was largely stimulated by the need for more precise predictions at LHC energies where the large available phase space allows additional hard QCD radiation alongside known Standard Model processes or even signals from new physics. Two types of algorithms have been developed, which allow to improve upon the soft-collinear approximations made in the parton shower, such that hard radiation is simulated according to exact matrix elements. In the ME+PS approach [1] higher-order tree-level matrix elements for different final-state jet multiplicity are merged with each other and with subsequent parton shower emissions to generate an inclusive sample. Such a prescription is invaluable for analyses which are sensitive to final states with a large jet multiplicity. The only remaining deficiency of such tree-level calculations is the large uncertainty stemming from scale variations. The POWHEG method [2] solves this problem for the lowest multiplicity subprocess by combining full NLO matrix elements with the parton shower. While this leads to NLO accuracy in the inclusive cross section and the exact radiation pattern for the first emission, it fails to describe higher-order emissions with improved accuracy. Thus it is not sufficient if final states with high jet multiplicities are considered. With the complementary advantages of these two approaches, the question arises naturally whether it would be possible to combine them into an even more powerful one. Such a combined algorithm was independently developed in [5] and [6]. Here a summary of the algorithm is given and predictions from corresponding Monte-Carlo predictions are presented.« less

WARP

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

Bergmann, Ryan M.; Rowland, Kelly L.

2017-04-12

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

Virtual Network Embedding via Monte Carlo Tree Search.

PubMed

Haeri, Soroush; Trajkovic, Ljiljana

2018-02-01

Network virtualization helps overcome shortcomings of the current Internet architecture. The virtualized network architecture enables coexistence of multiple virtual networks (VNs) on an existing physical infrastructure. VN embedding (VNE) problem, which deals with the embedding of VN components onto a physical network, is known to be -hard. In this paper, we propose two VNE algorithms: MaVEn-M and MaVEn-S. MaVEn-M employs the multicommodity flow algorithm for virtual link mapping while MaVEn-S uses the shortest-path algorithm. They formalize the virtual node mapping problem by using the Markov decision process (MDP) framework and devise action policies (node mappings) for the proposed MDP using the Monte Carlo tree search algorithm. Service providers may adjust the execution time of the MaVEn algorithms based on the traffic load of VN requests. The objective of the algorithms is to maximize the profit of infrastructure providers. We develop a discrete event VNE simulator to implement and evaluate performance of MaVEn-M, MaVEn-S, and several recently proposed VNE algorithms. We introduce profitability as a new performance metric that captures both acceptance and revenue to cost ratios. Simulation results show that the proposed algorithms find more profitable solutions than the existing algorithms. Given additional computation time, they further improve embedding solutions.

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

Self-learning Monte Carlo with deep neural networks

NASA Astrophysics Data System (ADS)

Shen, Huitao; Liu, Junwei; Fu, Liang

2018-05-01

The self-learning Monte Carlo (SLMC) method is a general algorithm to speedup MC simulations. Its efficiency has been demonstrated in various systems by introducing an effective model to propose global moves in the configuration space. In this paper, we show that deep neural networks can be naturally incorporated into SLMC, and without any prior knowledge can learn the original model accurately and efficiently. Demonstrated in quantum impurity models, we reduce the complexity for a local update from O (β2) in Hirsch-Fye algorithm to O (β lnβ ) , which is a significant speedup especially for systems at low temperatures.

Vectorization of a Monte Carlo simulation scheme for nonequilibrium gas dynamics

NASA Technical Reports Server (NTRS)

Boyd, Iain D.

1991-01-01

Significant improvement has been obtained in the numerical performance of a Monte Carlo scheme for the analysis of nonequilibrium gas dynamics through an implementation of the algorithm which takes advantage of vector hardware, as presently demonstrated through application to three different problems. These are (1) a 1D standing-shock wave; (2) the flow of an expanding gas through an axisymmetric nozzle; and (3) the hypersonic flow of Ar gas over a 3D wedge. Problem (3) is illustrative of the greatly increased number of molecules which the simulation may involve, thanks to improved algorithm performance.

Probabilistic analysis algorithm for UA slope software program.

DOT National Transportation Integrated Search

2013-12-01

A reliability-based computational algorithm for using a single row and equally spaced drilled shafts to : stabilize an unstable slope has been developed in this research. The Monte-Carlo simulation (MCS) : technique was used in the previously develop...

The X-43A Six Degree of Freedom Monte Carlo Analysis

NASA Technical Reports Server (NTRS)

Baumann, Ethan; Bahm, Catherine; Strovers, Brian; Beck, Roger

2008-01-01

This report provides an overview of the Hyper-X research vehicle Monte Carlo analysis conducted with the six-degree-of-freedom simulation. The methodology and model uncertainties used for the Monte Carlo analysis are presented as permitted. In addition, the process used to select hardware validation test cases from the Monte Carlo data is described. The preflight Monte Carlo analysis indicated that the X-43A control system was robust to the preflight uncertainties and provided the Hyper-X project an important indication that the vehicle would likely be successful in accomplishing the mission objectives. The X-43A inflight performance is compared to the preflight Monte Carlo predictions and shown to exceed the Monte Carlo bounds in several instances. Possible modeling shortfalls are presented that may account for these discrepancies. The flight control laws and guidance algorithms were robust enough as a result of the preflight Monte Carlo analysis that the unexpected in-flight performance did not have undue consequences. Modeling and Monte Carlo analysis lessons learned are presented.

The X-43A Six Degree of Freedom Monte Carlo Analysis

NASA Technical Reports Server (NTRS)

Baumann, Ethan; Bahm, Catherine; Strovers, Brian; Beck, Roger; Richard, Michael

2007-01-01

This report provides an overview of the Hyper-X research vehicle Monte Carlo analysis conducted with the six-degree-of-freedom simulation. The methodology and model uncertainties used for the Monte Carlo analysis are presented as permitted. In addition, the process used to select hardware validation test cases from the Monte Carlo data is described. The preflight Monte Carlo analysis indicated that the X-43A control system was robust to the preflight uncertainties and provided the Hyper-X project an important indication that the vehicle would likely be successful in accomplishing the mission objectives. The X-43A in-flight performance is compared to the preflight Monte Carlo predictions and shown to exceed the Monte Carlo bounds in several instances. Possible modeling shortfalls are presented that may account for these discrepancies. The flight control laws and guidance algorithms were robust enough as a result of the preflight Monte Carlo analysis that the unexpected in-flight performance did not have undue consequences. Modeling and Monte Carlo analysis lessons learned are presented.

Reconstruction of Human Monte Carlo Geometry from Segmented Images

NASA Astrophysics Data System (ADS)

Zhao, Kai; Cheng, Mengyun; Fan, Yanchang; Wang, Wen; Long, Pengcheng; Wu, Yican

2014-06-01

Human computational phantoms have been used extensively for scientific experimental analysis and experimental simulation. This article presented a method for human geometry reconstruction from a series of segmented images of a Chinese visible human dataset. The phantom geometry could actually describe detailed structure of an organ and could be converted into the input file of the Monte Carlo codes for dose calculation. A whole-body computational phantom of Chinese adult female has been established by FDS Team which is named Rad-HUMAN with about 28.8 billion voxel number. For being processed conveniently, different organs on images were segmented with different RGB colors and the voxels were assigned with positions of the dataset. For refinement, the positions were first sampled. Secondly, the large sums of voxels inside the organ were three-dimensional adjacent, however, there were not thoroughly mergence methods to reduce the cell amounts for the description of the organ. In this study, the voxels on the organ surface were taken into consideration of the mergence which could produce fewer cells for the organs. At the same time, an indexed based sorting algorithm was put forward for enhancing the mergence speed. Finally, the Rad-HUMAN which included a total of 46 organs and tissues was described by the cuboids into the Monte Carlo Monte Carlo Geometry for the simulation. The Monte Carlo geometry was constructed directly from the segmented images and the voxels was merged exhaustively. Each organ geometry model was constructed without ambiguity and self-crossing, its geometry information could represent the accuracy appearance and precise interior structure of the organs. The constructed geometry largely retaining the original shape of organs could easily be described into different Monte Carlo codes input file such as MCNP. Its universal property was testified and high-performance was experimentally verified

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

PubMed

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

2016-04-01

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

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

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

Liu, T; Lin, H; Xu, X

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

A case study of view-factor rectification procedures for diffuse-gray radiation enclosure computations

NASA Technical Reports Server (NTRS)

Taylor, Robert P.; Luck, Rogelio

1995-01-01

The view factors which are used in diffuse-gray radiation enclosure calculations are often computed by approximate numerical integrations. These approximately calculated view factors will usually not satisfy the important physical constraints of reciprocity and closure. In this paper several view-factor rectification algorithms are reviewed and a rectification algorithm based on a least-squares numerical filtering scheme is proposed with both weighted and unweighted classes. A Monte-Carlo investigation is undertaken to study the propagation of view-factor and surface-area uncertainties into the heat transfer results of the diffuse-gray enclosure calculations. It is found that the weighted least-squares algorithm is vastly superior to the other rectification schemes for the reduction of the heat-flux sensitivities to view-factor uncertainties. In a sample problem, which has proven to be very sensitive to uncertainties in view factor, the heat transfer calculations with weighted least-squares rectified view factors are very good with an original view-factor matrix computed to only one-digit accuracy. All of the algorithms had roughly equivalent effects on the reduction in sensitivity to area uncertainty in this case study.

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.

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.

Hazard Detection Software for Lunar Landing

NASA Technical Reports Server (NTRS)

Huertas, Andres; Johnson, Andrew E.; Werner, Robert A.; Montgomery, James F.

2011-01-01

The Autonomous Landing and Hazard Avoidance Technology (ALHAT) Project is developing a system for safe and precise manned lunar landing that involves novel sensors, but also specific algorithms. ALHAT has selected imaging LIDAR (light detection and ranging) as the sensing modality for onboard hazard detection because imaging LIDARs can rapidly generate direct measurements of the lunar surface elevation from high altitude. Then, starting with the LIDAR-based Hazard Detection and Avoidance (HDA) algorithm developed for Mars Landing, JPL has developed a mature set of HDA software for the manned lunar landing problem. Landing hazards exist everywhere on the Moon, and many of the more desirable landing sites are near the most hazardous terrain, so HDA is needed to autonomously and safely land payloads over much of the lunar surface. The HDA requirements used in the ALHAT project are to detect hazards that are 0.3 m tall or higher and slopes that are 5 or greater. Steep slopes, rocks, cliffs, and gullies are all hazards for landing and, by computing the local slope and roughness in an elevation map, all of these hazards can be detected. The algorithm in this innovation is used to measure slope and roughness hazards. In addition to detecting these hazards, the HDA capability also is able to find a safe landing site free of these hazards for a lunar lander with diameter .15 m over most of the lunar surface. This software includes an implementation of the HDA algorithm, software for generating simulated lunar terrain maps for testing, hazard detection performance analysis tools, and associated documentation. The HDA software has been deployed to Langley Research Center and integrated into the POST II Monte Carlo simulation environment. The high-fidelity Monte Carlo simulations determine the required ground spacing between LIDAR samples (ground sample distances) and the noise on the LIDAR range measurement. This simulation has also been used to determine the effect of viewing on hazard detection performance. The software has also been deployed to Johnson Space Center and integrated into the ALHAT real-time Hardware-in-the-Loop testbed.

Asteroid mass estimation with Markov-chain Monte Carlo

NASA Astrophysics Data System (ADS)

Siltala, L.; Granvik, M.

2017-09-01

We have developed a new Markov-chain Monte Carlo-based algorithm for asteroid mass estimation based on mutual encounters and tested it for several different asteroids. Our results are in line with previous literature values but suggest that uncertainties of prior estimates may be misleading as a consequence of using linearized methods.

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

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

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

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

Beltran, C; Kamal, H

Purpose: To provide a multicriteria optimization algorithm for intensity modulated radiation therapy using pencil proton beam scanning. Methods: Intensity modulated radiation therapy using pencil proton beam scanning requires efficient optimization algorithms to overcome the uncertainties in the Bragg peaks locations. This work is focused on optimization algorithms that are based on Monte Carlo simulation of the treatment planning and use the weights and the dose volume histogram (DVH) control points to steer toward desired plans. The proton beam treatment planning process based on single objective optimization (representing a weighted sum of multiple objectives) usually leads to time-consuming iterations involving treatmentmore » planning team members. We proved a time efficient multicriteria optimization algorithm that is developed to run on NVIDIA GPU (Graphical Processing Units) cluster. The multicriteria optimization algorithm running time benefits from up-sampling of the CT voxel size of the calculations without loss of fidelity. Results: We will present preliminary results of Multicriteria optimization for intensity modulated proton therapy based on DVH control points. The results will show optimization results of a phantom case and a brain tumor case. Conclusion: The multicriteria optimization of the intensity modulated radiation therapy using pencil proton beam scanning provides a novel tool for treatment planning. Work support by a grant from Varian Inc.« less

An adaptive bias - hybrid MD/kMC algorithm for protein folding and aggregation.

PubMed

Peter, Emanuel K; Shea, Joan-Emma

2017-07-05

In this paper, we present a novel hybrid Molecular Dynamics/kinetic Monte Carlo (MD/kMC) algorithm and apply it to protein folding and aggregation in explicit solvent. The new algorithm uses a dynamical definition of biases throughout the MD component of the simulation, normalized in relation to the unbiased forces. The algorithm guarantees sampling of the underlying ensemble in dependency of one average linear coupling factor 〈α〉 τ . We test the validity of the kinetics in simulations of dialanine and compare dihedral transition kinetics with long-time MD-simulations. We find that for low 〈α〉 τ values, kinetics are in good quantitative agreement. In folding simulations of TrpCage and TrpZip4 in explicit solvent, we also find good quantitative agreement with experimental results and prior MD/kMC simulations. Finally, we apply our algorithm to study growth of the Alzheimer Amyloid Aβ 16-22 fibril by monomer addition. We observe two possible binding modes, one at the extremity of the fibril (elongation) and one on the surface of the fibril (lateral growth), on timescales ranging from ns to 8 μs.

An empirical approach to estimate near-infra-red photon propagation and optically induced drug release in brain tissues

NASA Astrophysics Data System (ADS)

Prabhu Verleker, Akshay; Fang, Qianqian; Choi, Mi-Ran; Clare, Susan; Stantz, Keith M.

2015-03-01

The purpose of this study is to develop an alternate empirical approach to estimate near-infra-red (NIR) photon propagation and quantify optically induced drug release in brain metastasis, without relying on computationally expensive Monte Carlo techniques (gold standard). Targeted drug delivery with optically induced drug release is a noninvasive means to treat cancers and metastasis. This study is part of a larger project to treat brain metastasis by delivering lapatinib-drug-nanocomplexes and activating NIR-induced drug release. The empirical model was developed using a weighted approach to estimate photon scattering in tissues and calibrated using a GPU based 3D Monte Carlo. The empirical model was developed and tested against Monte Carlo in optical brain phantoms for pencil beams (width 1mm) and broad beams (width 10mm). The empirical algorithm was tested against the Monte Carlo for different albedos along with diffusion equation and in simulated brain phantoms resembling white-matter (μs'=8.25mm-1, μa=0.005mm-1) and gray-matter (μs'=2.45mm-1, μa=0.035mm-1) at wavelength 800nm. The goodness of fit between the two models was determined using coefficient of determination (R-squared analysis). Preliminary results show the Empirical algorithm matches Monte Carlo simulated fluence over a wide range of albedo (0.7 to 0.99), while the diffusion equation fails for lower albedo. The photon fluence generated by empirical code matched the Monte Carlo in homogeneous phantoms (R2=0.99). While GPU based Monte Carlo achieved 300X acceleration compared to earlier CPU based models, the empirical code is 700X faster than the Monte Carlo for a typical super-Gaussian laser beam.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Verification of unfold error estimates in the UFO code

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

Fehl, D.L.; Biggs, F.

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

A 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.

SKIRT: The design of a suite of input models for Monte Carlo radiative transfer simulations

NASA Astrophysics Data System (ADS)

Baes, M.; Camps, P.

2015-09-01

The Monte Carlo method is the most popular technique to perform radiative transfer simulations in a general 3D geometry. The algorithms behind and acceleration techniques for Monte Carlo radiative transfer are discussed extensively in the literature, and many different Monte Carlo codes are publicly available. On the contrary, the design of a suite of components that can be used for the distribution of sources and sinks in radiative transfer codes has received very little attention. The availability of such models, with different degrees of complexity, has many benefits. For example, they can serve as toy models to test new physical ingredients, or as parameterised models for inverse radiative transfer fitting. For 3D Monte Carlo codes, this requires algorithms to efficiently generate random positions from 3D density distributions. We describe the design of a flexible suite of components for the Monte Carlo radiative transfer code SKIRT. The design is based on a combination of basic building blocks (which can be either analytical toy models or numerical models defined on grids or a set of particles) and the extensive use of decorators that combine and alter these building blocks to more complex structures. For a number of decorators, e.g. those that add spiral structure or clumpiness, we provide a detailed description of the algorithms that can be used to generate random positions. Advantages of this decorator-based design include code transparency, the avoidance of code duplication, and an increase in code maintainability. Moreover, since decorators can be chained without problems, very complex models can easily be constructed out of simple building blocks. Finally, based on a number of test simulations, we demonstrate that our design using customised random position generators is superior to a simpler design based on a generic black-box random position generator.

Wavelet Monte Carlo dynamics: A new algorithm for simulating the hydrodynamics of interacting Brownian particles

NASA Astrophysics Data System (ADS)

Dyer, Oliver T.; Ball, Robin C.

2017-03-01

We develop a new algorithm for the Brownian dynamics of soft matter systems that evolves time by spatially correlated Monte Carlo moves. The algorithm uses vector wavelets as its basic moves and produces hydrodynamics in the low Reynolds number regime propagated according to the Oseen tensor. When small moves are removed, the correlations closely approximate the Rotne-Prager tensor, itself widely used to correct for deficiencies in Oseen. We also include plane wave moves to provide the longest range correlations, which we detail for both infinite and periodic systems. The computational cost of the algorithm scales competitively with the number of particles simulated, N, scaling as N In N in homogeneous systems and as N in dilute systems. In comparisons to established lattice Boltzmann and Brownian dynamics algorithms, the wavelet method was found to be only a factor of order 1 times more expensive than the cheaper lattice Boltzmann algorithm in marginally semi-dilute simulations, while it is significantly faster than both algorithms at large N in dilute simulations. We also validate the algorithm by checking that it reproduces the correct dynamics and equilibrium properties of simple single polymer systems, as well as verifying the effect of periodicity on the mobility tensor.

Exact Dynamics via Poisson Process: a unifying Monte Carlo paradigm

NASA Astrophysics Data System (ADS)

Gubernatis, James

2014-03-01

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

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.

Path-integral Monte Carlo method for Rényi entanglement entropies.

PubMed

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

2014-07-01

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

MUSiC - A general search for deviations from monte carlo predictions in CMS

NASA Astrophysics Data System (ADS)

Biallass, Philipp A.; CMS Collaboration

2009-06-01

A model independent analysis approach in CMS is presented, systematically scanning the data for deviations from the Monte Carlo expectation. Such an analysis can contribute to the understanding of the detector and the tuning of the event generators. Furthermore, due to the minimal theoretical bias this approach is sensitive to a variety of models of new physics, including those not yet thought of. Events are classified into event classes according to their particle content (muons, electrons, photons, jets and missing transverse energy). A broad scan of various distributions is performed, identifying significant deviations from the Monte Carlo simulation. The importance of systematic uncertainties is outlined, which are taken into account rigorously within the algorithm. Possible detector effects and generator issues, as well as models involving Supersymmetry and new heavy gauge bosons are used as an input to the search algorithm.

MUSiC - A Generic Search for Deviations from Monte Carlo Predictions in CMS

NASA Astrophysics Data System (ADS)

Hof, Carsten

2009-05-01

We present a model independent analysis approach, systematically scanning the data for deviations from the Standard Model Monte Carlo expectation. Such an analysis can contribute to the understanding of the CMS detector and the tuning of the event generators. Furthermore, due to the minimal theoretical bias this approach is sensitive to a variety of models of new physics, including those not yet thought of. Events are classified into event classes according to their particle content (muons, electrons, photons, jets and missing transverse energy). A broad scan of various distributions is performed, identifying significant deviations from the Monte Carlo simulation. We outline the importance of systematic uncertainties, which are taken into account rigorously within the algorithm. Possible detector effects and generator issues, as well as models involving supersymmetry and new heavy gauge bosons have been used as an input to the search algorithm.

Behavior of optical properties of coagulated blood sample at 633 nm wavelength

NASA Astrophysics Data System (ADS)

Morales Cruzado, Beatriz; Vázquez y Montiel, Sergio; Delgado Atencio, José Alberto

2011-03-01

Determination of tissue optical parameters is fundamental for application of light in either diagnostics or therapeutical procedures. However, in samples of biological tissue in vitro, the optical properties are modified by cellular death or cellular agglomeration that can not be avoided. This phenomena change the propagation of light within the biological sample. Optical properties of human blood tissue were investigated in vitro at 633 nm using an optical setup that includes a double integrating sphere system. We measure the diffuse transmittance and diffuse reflectance of the blood sample and compare these physical properties with those obtained by Monte Carlo Multi-Layered (MCML). The extraction of the optical parameters: absorption coefficient μa, scattering coefficient μs and anisotropic factor g from the measurements were carried out using a Genetic Algorithm, in which the search procedure is based in the evolution of a population due to selection of the best individual, evaluated by a function that compares the diffuse transmittance and diffuse reflectance of those individuals with the experimental ones. The algorithm converges rapidly to the best individual, extracting the optical parameters of the sample. We compare our results with those obtained by using other retrieve procedures. We found that the scattering coefficient and the anisotropic factor change dramatically due to the formation of clusters.

Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach

NASA Technical Reports Server (NTRS)

Warner, James E.; Hochhalter, Jacob D.

2016-01-01

This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.

High performance transcription factor-DNA docking with GPU computing

PubMed Central

2012-01-01

Background Protein-DNA docking is a very challenging problem in structural bioinformatics and has important implications in a number of applications, such as structure-based prediction of transcription factor binding sites and rational drug design. Protein-DNA docking is very computational demanding due to the high cost of energy calculation and the statistical nature of conformational sampling algorithms. More importantly, experiments show that the docking quality depends on the coverage of the conformational sampling space. It is therefore desirable to accelerate the computation of the docking algorithm, not only to reduce computing time, but also to improve docking quality. Methods In an attempt to accelerate the sampling process and to improve the docking performance, we developed a graphics processing unit (GPU)-based protein-DNA docking algorithm. The algorithm employs a potential-based energy function to describe the binding affinity of a protein-DNA pair, and integrates Monte-Carlo simulation and a simulated annealing method to search through the conformational space. Algorithmic techniques were developed to improve the computation efficiency and scalability on GPU-based high performance computing systems. Results The effectiveness of our approach is tested on a non-redundant set of 75 TF-DNA complexes and a newly developed TF-DNA docking benchmark. We demonstrated that the GPU-based docking algorithm can significantly accelerate the simulation process and thereby improving the chance of finding near-native TF-DNA complex structures. This study also suggests that further improvement in protein-DNA docking research would require efforts from two integral aspects: improvement in computation efficiency and energy function design. Conclusions We present a high performance computing approach for improving the prediction accuracy of protein-DNA docking. The GPU-based docking algorithm accelerates the search of the conformational space and thus increases the chance of finding more near-native structures. To the best of our knowledge, this is the first ad hoc effort of applying GPU or GPU clusters to the protein-DNA docking problem. PMID:22759575

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.

Nonconvergence of the Wang-Landau algorithms with multiple random walkers.

PubMed

Belardinelli, R E; Pereyra, V D

2016-05-01

This paper discusses some convergence properties in the entropic sampling Monte Carlo methods with multiple random walkers, particularly in the Wang-Landau (WL) and 1/t algorithms. The classical algorithms are modified by the use of m-independent random walkers in the energy landscape to calculate the density of states (DOS). The Ising model is used to show the convergence properties in the calculation of the DOS, as well as the critical temperature, while the calculation of the number π by multiple dimensional integration is used in the continuum approximation. In each case, the error is obtained separately for each walker at a fixed time, t; then, the average over m walkers is performed. It is observed that the error goes as 1/sqrt[m]. However, if the number of walkers increases above a certain critical value m>m_{x}, the error reaches a constant value (i.e., it saturates). This occurs for both algorithms; however, it is shown that for a given system, the 1/t algorithm is more efficient and accurate than the similar version of the WL algorithm. It follows that it makes no sense to increase the number of walkers above a critical value m_{x}, since it does not reduce the error in the calculation. Therefore, the number of walkers does not guarantee convergence.

Instantons in Quantum Annealing: Thermally Assisted Tunneling Vs Quantum Monte Carlo Simulations

NASA Technical Reports Server (NTRS)

Jiang, Zhang; Smelyanskiy, Vadim N.; Boixo, Sergio; Isakov, Sergei V.; Neven, Hartmut; Mazzola, Guglielmo; Troyer, Matthias

2015-01-01

Recent numerical result (arXiv:1512.02206) from Google suggested that the D-Wave quantum annealer may have an asymptotic speed-up than simulated annealing, however, the asymptotic advantage disappears when it is compared to quantum Monte Carlo (a classical algorithm despite its name). We show analytically that the asymptotic scaling of quantum tunneling is exactly the same as the escape rate in quantum Monte Carlo for a class of problems. Thus, the Google result might be explained in our framework. We also found that the transition state in quantum Monte Carlo corresponds to the instanton solution in quantum tunneling problems, which is observed in numerical simulations.

MCMC-ODPR: primer design optimization using Markov Chain Monte Carlo sampling.

PubMed

Kitchen, James L; Moore, Jonathan D; Palmer, Sarah A; Allaby, Robin G

2012-11-05

Next generation sequencing technologies often require numerous primer designs that require good target coverage that can be financially costly. We aimed to develop a system that would implement primer reuse to design degenerate primers that could be designed around SNPs, thus find the fewest necessary primers and the lowest cost whilst maintaining an acceptable coverage and provide a cost effective solution. We have implemented Metropolis-Hastings Markov Chain Monte Carlo for optimizing primer reuse. We call it the Markov Chain Monte Carlo Optimized Degenerate Primer Reuse (MCMC-ODPR) algorithm. After repeating the program 1020 times to assess the variance, an average of 17.14% fewer primers were found to be necessary using MCMC-ODPR for an equivalent coverage without implementing primer reuse. The algorithm was able to reuse primers up to five times. We compared MCMC-ODPR with single sequence primer design programs Primer3 and Primer-BLAST and achieved a lower primer cost per amplicon base covered of 0.21 and 0.19 and 0.18 primer nucleotides on three separate gene sequences, respectively. With multiple sequences, MCMC-ODPR achieved a lower cost per base covered of 0.19 than programs BatchPrimer3 and PAMPS, which achieved 0.25 and 0.64 primer nucleotides, respectively. MCMC-ODPR is a useful tool for designing primers at various melting temperatures at good target coverage. By combining degeneracy with optimal primer reuse the user may increase coverage of sequences amplified by the designed primers at significantly lower costs. Our analyses showed that overall MCMC-ODPR outperformed the other primer-design programs in our study in terms of cost per covered base.

MCMC-ODPR: Primer design optimization using Markov Chain Monte Carlo sampling

PubMed Central

2012-01-01

Background Next generation sequencing technologies often require numerous primer designs that require good target coverage that can be financially costly. We aimed to develop a system that would implement primer reuse to design degenerate primers that could be designed around SNPs, thus find the fewest necessary primers and the lowest cost whilst maintaining an acceptable coverage and provide a cost effective solution. We have implemented Metropolis-Hastings Markov Chain Monte Carlo for optimizing primer reuse. We call it the Markov Chain Monte Carlo Optimized Degenerate Primer Reuse (MCMC-ODPR) algorithm. Results After repeating the program 1020 times to assess the variance, an average of 17.14% fewer primers were found to be necessary using MCMC-ODPR for an equivalent coverage without implementing primer reuse. The algorithm was able to reuse primers up to five times. We compared MCMC-ODPR with single sequence primer design programs Primer3 and Primer-BLAST and achieved a lower primer cost per amplicon base covered of 0.21 and 0.19 and 0.18 primer nucleotides on three separate gene sequences, respectively. With multiple sequences, MCMC-ODPR achieved a lower cost per base covered of 0.19 than programs BatchPrimer3 and PAMPS, which achieved 0.25 and 0.64 primer nucleotides, respectively. Conclusions MCMC-ODPR is a useful tool for designing primers at various melting temperatures at good target coverage. By combining degeneracy with optimal primer reuse the user may increase coverage of sequences amplified by the designed primers at significantly lower costs. Our analyses showed that overall MCMC-ODPR outperformed the other primer-design programs in our study in terms of cost per covered base. PMID:23126469

Bayesian Peptide Peak Detection for High Resolution TOF Mass Spectrometry.

PubMed

Zhang, Jianqiu; Zhou, Xiaobo; Wang, Honghui; Suffredini, Anthony; Zhang, Lin; Huang, Yufei; Wong, Stephen

2010-11-01

In this paper, we address the issue of peptide ion peak detection for high resolution time-of-flight (TOF) mass spectrometry (MS) data. A novel Bayesian peptide ion peak detection method is proposed for TOF data with resolution of 10 000-15 000 full width at half-maximum (FWHW). MS spectra exhibit distinct characteristics at this resolution, which are captured in a novel parametric model. Based on the proposed parametric model, a Bayesian peak detection algorithm based on Markov chain Monte Carlo (MCMC) sampling is developed. The proposed algorithm is tested on both simulated and real datasets. The results show a significant improvement in detection performance over a commonly employed method. The results also agree with expert's visual inspection. Moreover, better detection consistency is achieved across MS datasets from patients with identical pathological condition.

Bayesian Peptide Peak Detection for High Resolution TOF Mass Spectrometry

PubMed Central

Zhang, Jianqiu; Zhou, Xiaobo; Wang, Honghui; Suffredini, Anthony; Zhang, Lin; Huang, Yufei; Wong, Stephen

2011-01-01

In this paper, we address the issue of peptide ion peak detection for high resolution time-of-flight (TOF) mass spectrometry (MS) data. A novel Bayesian peptide ion peak detection method is proposed for TOF data with resolution of 10 000–15 000 full width at half-maximum (FWHW). MS spectra exhibit distinct characteristics at this resolution, which are captured in a novel parametric model. Based on the proposed parametric model, a Bayesian peak detection algorithm based on Markov chain Monte Carlo (MCMC) sampling is developed. The proposed algorithm is tested on both simulated and real datasets. The results show a significant improvement in detection performance over a commonly employed method. The results also agree with expert’s visual inspection. Moreover, better detection consistency is achieved across MS datasets from patients with identical pathological condition. PMID:21544266

Extraction of diffuse correlation spectroscopy flow index by integration of Nth-order linear model with Monte Carlo simulation

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

Shang, Yu; Lin, Yu; Yu, Guoqiang, E-mail: guoqiang.yu@uky.edu

2014-05-12

Conventional semi-infinite solution for extracting blood flow index (BFI) from diffuse correlation spectroscopy (DCS) measurements may cause errors in estimation of BFI (αD{sub B}) in tissues with small volume and large curvature. We proposed an algorithm integrating Nth-order linear model of autocorrelation function with the Monte Carlo simulation of photon migrations in tissue for the extraction of αD{sub B}. The volume and geometry of the measured tissue were incorporated in the Monte Carlo simulation, which overcome the semi-infinite restrictions. The algorithm was tested using computer simulations on four tissue models with varied volumes/geometries and applied on an in vivo strokemore » model of mouse. Computer simulations shows that the high-order (N ≥ 5) linear algorithm was more accurate in extracting αD{sub B} (errors < ±2%) from the noise-free DCS data than the semi-infinite solution (errors: −5.3% to −18.0%) for different tissue models. Although adding random noises to DCS data resulted in αD{sub B} variations, the mean values of errors in extracting αD{sub B} were similar to those reconstructed from the noise-free DCS data. In addition, the errors in extracting the relative changes of αD{sub B} using both linear algorithm and semi-infinite solution were fairly small (errors < ±2.0%) and did not rely on the tissue volume/geometry. The experimental results from the in vivo stroke mice agreed with those in simulations, demonstrating the robustness of the linear algorithm. DCS with the high-order linear algorithm shows the potential for the inter-subject comparison and longitudinal monitoring of absolute BFI in a variety of tissues/organs with different volumes/geometries.« less

An Improved Elastic and Nonelastic Neutron Transport Algorithm for Space Radiation

NASA Technical Reports Server (NTRS)

Clowdsley, Martha S.; Wilson, John W.; Heinbockel, John H.; Tripathi, R. K.; Singleterry, Robert C., Jr.; Shinn, Judy L.

2000-01-01

A neutron transport algorithm including both elastic and nonelastic particle interaction processes for use in space radiation protection for arbitrary shield material is developed. The algorithm is based upon a multiple energy grouping and analysis of the straight-ahead Boltzmann equation by using a mean value theorem for integrals. The algorithm is then coupled to the Langley HZETRN code through a bidirectional neutron evaporation source term. Evaluation of the neutron fluence generated by the solar particle event of February 23, 1956, for an aluminum water shield-target configuration is then compared with MCNPX and LAHET Monte Carlo calculations for the same shield-target configuration. With the Monte Carlo calculation as a benchmark, the algorithm developed in this paper showed a great improvement in results over the unmodified HZETRN solution. In addition, a high-energy bidirectional neutron source based on a formula by Ranft showed even further improvement of the fluence results over previous results near the front of the water target where diffusion out the front surface is important. Effects of improved interaction cross sections are modest compared with the addition of the high-energy bidirectional source terms.

Delving Into Dissipative Quantum Dynamics: From Approximate to Numerically Exact Approaches

NASA Astrophysics Data System (ADS)

Chen, Hsing-Ta

In this thesis, I explore dissipative quantum dynamics of several prototypical model systems via various approaches, ranging from approximate to numerically exact schemes. In particular, in the realm of the approximate I explore the accuracy of Pade-resummed master equations and the fewest switches surface hopping (FSSH) algorithm for the spin-boson model, and non-crossing approximations (NCA) for the Anderson-Holstein model. Next, I develop new and exact Monte Carlo approaches and test them on the spin-boson model. I propose well-defined criteria for assessing the accuracy of Pade-resummed quantum master equations, which correctly demarcate the regions of parameter space where the Pade approximation is reliable. I continue the investigation of spin-boson dynamics by benchmark comparisons of the semiclassical FSSH algorithm to exact dynamics over a wide range of parameters. Despite small deviations from golden-rule scaling in the Marcus regime, standard surface hopping algorithm is found to be accurate over a large portion of parameter space. The inclusion of decoherence corrections via the augmented FSSH algorithm improves the accuracy of dynamical behavior compared to exact simulations, but the effects are generally not dramatic for the cases I consider. Next, I introduce new methods for numerically exact real-time simulation based on real-time diagrammatic Quantum Monte Carlo (dQMC) and the inchworm algorithm. These methods optimally recycle Monte Carlo information from earlier times to greatly suppress the dynamical sign problem. In the context of the spin-boson model, I formulate the inchworm expansion in two distinct ways: the first with respect to an expansion in the system-bath coupling and the second as an expansion in the diabatic coupling. In addition, a cumulant version of the inchworm Monte Carlo method is motivated by the latter expansion, which allows for further suppression of the growth of the sign error. I provide a comprehensive comparison of the performance of the inchworm Monte Carlo algorithms to other exact methodologies as well as a discussion of the relative advantages and disadvantages of each. Finally, I investigate the dynamical interplay between the electron-electron interaction and the electron-phonon coupling within the Anderson-Holstein model via two complementary NCAs: the first is constructed around the weak-coupling limit and the second around the polaron limit. The influence of phonons on spectral and transport properties is explored in equilibrium, for non-equilibrium steady state and for transient dynamics after a quench. I find the two NCAs disagree in nontrivial ways, indicating that more reliable approaches to the problem are needed. The complementary frameworks used here pave the way for numerically exact methods based on inchworm dQMC algorithms capable of treating open systems simultaneously coupled to multiple fermionic and bosonic baths.

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

NASA Astrophysics Data System (ADS)

Cohen, B. I.; Higginson, D. P.; Eng, C. D.; Farmer, W. A.; Friedman, A.; Grote, D. P.; Larson, D. J.

2017-11-01

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

Statistical hadronization and microcanonical ensemble

DOE PAGES

Becattini, F.; Ferroni, L.

2004-01-01

We present a Monte Carlo calculation of the microcanonical ensemble of the of the ideal hadron-resonance gas including all known states up to a mass of 1. 8 GeV, taking into account quantum statistics. The computing method is a development of a previous one based on a Metropolis Monte Carlo algorithm, with a the grand-canonical limit of the multi-species multiplicity distribution as proposal matrix. The microcanonical average multiplicities of the various hadron species are found to converge to the canonical ones for moderately low values of the total energy. This algorithm opens the way for event generators based for themore » statistical hadronization model.« less

Experimental evaluation of a GPU-based Monte Carlo dose calculation algorithm in the Monaco treatment planning system.

PubMed

Paudel, Moti R; Kim, Anthony; Sarfehnia, Arman; Ahmad, Sayed B; Beachey, David J; Sahgal, Arjun; Keller, Brian M

2016-11-08

A new GPU-based Monte Carlo dose calculation algorithm (GPUMCD), devel-oped by the vendor Elekta for the Monaco treatment planning system (TPS), is capable of modeling dose for both a standard linear accelerator and an Elekta MRI linear accelerator. We have experimentally evaluated this algorithm for a standard Elekta Agility linear accelerator. A beam model was developed in the Monaco TPS (research version 5.09.06) using the commissioned beam data for a 6 MV Agility linac. A heterogeneous phantom representing several scenarios - tumor-in-lung, lung, and bone-in-tissue - was designed and built. Dose calculations in Monaco were done using both the current clinical Monte Carlo algorithm, XVMC, and the new GPUMCD algorithm. Dose calculations in a Pinnacle TPS were also produced using the collapsed cone convolution (CCC) algorithm with heterogeneity correc-tion. Calculations were compared with the measured doses using an ionization chamber (A1SL) and Gafchromic EBT3 films for 2 × 2 cm2, 5 × 5 cm2, and 10 × 10 cm2 field sizes. The percentage depth doses (PDDs) calculated by XVMC and GPUMCD in a homogeneous solid water phantom were within 2%/2 mm of film measurements and within 1% of ion chamber measurements. For the tumor-in-lung phantom, the calculated doses were within 2.5%/2.5 mm of film measurements for GPUMCD. For the lung phantom, doses calculated by all of the algorithms were within 3%/3 mm of film measurements, except for the 2 × 2 cm2 field size where the CCC algorithm underestimated the depth dose by ~ 5% in a larger extent of the lung region. For the bone phantom, all of the algorithms were equivalent and calculated dose to within 2%/2 mm of film measurements, except at the interfaces. Both GPUMCD and XVMC showed interface effects, which were more pronounced for GPUMCD and were comparable to film measurements, whereas the CCC algorithm showed these effects poorly. © 2016 The Authors.

A clinical study of lung cancer dose calculation accuracy with Monte Carlo simulation.

PubMed

Zhao, Yanqun; Qi, Guohai; Yin, Gang; Wang, Xianliang; Wang, Pei; Li, Jian; Xiao, Mingyong; Li, Jie; Kang, Shengwei; Liao, Xiongfei

2014-12-16

The accuracy of dose calculation is crucial to the quality of treatment planning and, consequently, to the dose delivered to patients undergoing radiation therapy. Current general calculation algorithms such as Pencil Beam Convolution (PBC) and Collapsed Cone Convolution (CCC) have shortcomings in regard to severe inhomogeneities, particularly in those regions where charged particle equilibrium does not hold. The aim of this study was to evaluate the accuracy of the PBC and CCC algorithms in lung cancer radiotherapy using Monte Carlo (MC) technology. Four treatment plans were designed using Oncentra Masterplan TPS for each patient. Two intensity-modulated radiation therapy (IMRT) plans were developed using the PBC and CCC algorithms, and two three-dimensional conformal therapy (3DCRT) plans were developed using the PBC and CCC algorithms. The DICOM-RT files of the treatment plans were exported to the Monte Carlo system to recalculate. The dose distributions of GTV, PTV and ipsilateral lung calculated by the TPS and MC were compared. For 3DCRT and IMRT plans, the mean dose differences for GTV between the CCC and MC increased with decreasing of the GTV volume. For IMRT, the mean dose differences were found to be higher than that of 3DCRT. The CCC algorithm overestimated the GTV mean dose by approximately 3% for IMRT. For 3DCRT plans, when the volume of the GTV was greater than 100 cm(3), the mean doses calculated by CCC and MC almost have no difference. PBC shows large deviations from the MC algorithm. For the dose to the ipsilateral lung, the CCC algorithm overestimated the dose to the entire lung, and the PBC algorithm overestimated V20 but underestimated V5; the difference in V10 was not statistically significant. PBC substantially overestimates the dose to the tumour, but the CCC is similar to the MC simulation. It is recommended that the treatment plans for lung cancer be developed using an advanced dose calculation algorithm other than PBC. MC can accurately calculate the dose distribution in lung cancer and can provide a notably effective tool for benchmarking the performance of other dose calculation algorithms within patients.

Water Oxidation Catalysis for NiOOH by a Metropolis Monte Carlo Algorithm.

PubMed

Hareli, Chen; Caspary Toroker, Maytal

2018-05-08

Understanding catalytic mechanisms is important for discovering better catalysts, particularly for water splitting reactions that are of great interest to the renewable energy field. One of the best performing catalysts for water oxidation is nickel oxyhydroxide (NiOOH). However, only one mechanism has been adopted so far for modeling catalysis of the active plane: β-NiOOH(01̅5). In order to understand how a second reaction mechanism affects catalysis, we perform Density Functional Theory + U (DFT+U) calculations of a second mechanism for water oxidation reaction of NiOOH. Then, we use a Metropolis Monte Carlo algorithm to calculate how many catalytic cycles are completed when two reaction mechanisms are competing. We find that within the Metropolis algorithm, the second mechanism has a higher overpotential and is therefore not active even for large applied biases.

Improved cache performance in Monte Carlo transport calculations using energy banding

NASA Astrophysics Data System (ADS)

Siegel, A.; Smith, K.; Felker, K.; Romano, P.; Forget, B.; Beckman, P.

2014-04-01

We present an energy banding algorithm for Monte Carlo (MC) neutral particle transport simulations which depend on large cross section lookup tables. In MC codes, read-only cross section data tables are accessed frequently, exhibit poor locality, and are typically too much large to fit in fast memory. Thus, performance is often limited by long latencies to RAM, or by off-node communication latencies when the data footprint is very large and must be decomposed on a distributed memory machine. The proposed energy banding algorithm allows maximal temporal reuse of data in band sizes that can flexibly accommodate different architectural features. The energy banding algorithm is general and has a number of benefits compared to the traditional approach. In the present analysis we explore its potential to achieve improvements in time-to-solution on modern cache-based architectures.

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

PubMed Central

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

2013-01-01

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

Object-Oriented/Data-Oriented Design of a Direct Simulation Monte Carlo Algorithm

NASA Technical Reports Server (NTRS)

Liechty, Derek S.

2014-01-01

Over the past decade, there has been much progress towards improved phenomenological modeling and algorithmic updates for the direct simulation Monte Carlo (DSMC) method, which provides a probabilistic physical simulation of gas Rows. These improvements have largely been based on the work of the originator of the DSMC method, Graeme Bird. Of primary importance are improved chemistry, internal energy, and physics modeling and a reduction in time to solution. These allow for an expanded range of possible solutions In altitude and velocity space. NASA's current production code, the DSMC Analysis Code (DAC), is well-established and based on Bird's 1994 algorithms written in Fortran 77 and has proven difficult to upgrade. A new DSMC code is being developed in the C++ programming language using object-oriented and data-oriented design paradigms to facilitate the inclusion of the recent improvements and future development activities. The development efforts on the new code, the Multiphysics Algorithm with Particles (MAP), are described, and performance comparisons are made with DAC.

A global reaction route mapping-based kinetic Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Mitchell, Izaac; Irle, Stephan; Page, Alister J.

2016-07-01

We propose a new on-the-fly kinetic Monte Carlo (KMC) method that is based on exhaustive potential energy surface searching carried out with the global reaction route mapping (GRRM) algorithm. Starting from any given equilibrium state, this GRRM-KMC algorithm performs a one-step GRRM search to identify all surrounding transition states. Intrinsic reaction coordinate pathways are then calculated to identify potential subsequent equilibrium states. Harmonic transition state theory is used to calculate rate constants for all potential pathways, before a standard KMC accept/reject selection is performed. The selected pathway is then used to propagate the system forward in time, which is calculated on the basis of 1st order kinetics. The GRRM-KMC algorithm is validated here in two challenging contexts: intramolecular proton transfer in malonaldehyde and surface carbon diffusion on an iron nanoparticle. We demonstrate that in both cases the GRRM-KMC method is capable of reproducing the 1st order kinetics observed during independent quantum chemical molecular dynamics simulations using the density-functional tight-binding potential.

A global reaction route mapping-based kinetic Monte Carlo algorithm.

PubMed

Mitchell, Izaac; Irle, Stephan; Page, Alister J

2016-07-14

We propose a new on-the-fly kinetic Monte Carlo (KMC) method that is based on exhaustive potential energy surface searching carried out with the global reaction route mapping (GRRM) algorithm. Starting from any given equilibrium state, this GRRM-KMC algorithm performs a one-step GRRM search to identify all surrounding transition states. Intrinsic reaction coordinate pathways are then calculated to identify potential subsequent equilibrium states. Harmonic transition state theory is used to calculate rate constants for all potential pathways, before a standard KMC accept/reject selection is performed. The selected pathway is then used to propagate the system forward in time, which is calculated on the basis of 1st order kinetics. The GRRM-KMC algorithm is validated here in two challenging contexts: intramolecular proton transfer in malonaldehyde and surface carbon diffusion on an iron nanoparticle. We demonstrate that in both cases the GRRM-KMC method is capable of reproducing the 1st order kinetics observed during independent quantum chemical molecular dynamics simulations using the density-functional tight-binding potential.

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

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

Application of Visible and Near-Infrared Hyperspectral Imaging to Determine Soluble Protein Content in Oilseed Rape Leaves

PubMed Central

Zhang, Chu; Liu, Fei; Kong, Wenwen; He, Yong

2015-01-01

Visible and near-infrared hyperspectral imaging covering spectral range of 380–1030 nm as a rapid and non-destructive method was applied to estimate the soluble protein content of oilseed rape leaves. Average spectrum (500–900 nm) of the region of interest (ROI) of each sample was extracted, and four samples out of 128 samples were defined as outliers by Monte Carlo-partial least squares (MCPLS). Partial least squares (PLS) model using full spectra obtained dependable performance with the correlation coefficient (rp) of 0.9441, root mean square error of prediction (RMSEP) of 0.1658 mg/g and residual prediction deviation (RPD) of 2.98. The weighted regression coefficient (Bw), successive projections algorithm (SPA) and genetic algorithm-partial least squares (GAPLS) selected 18, 15, and 16 sensitive wavelengths, respectively. SPA-PLS model obtained the best performance with rp of 0.9554, RMSEP of 0.1538 mg/g and RPD of 3.25. Distribution of protein content within the rape leaves were visualized and mapped on the basis of the SPA-PLS model. The overall results indicated that hyperspectral imaging could be used to determine and visualize the soluble protein content of rape leaves. PMID:26184198

SU-E-T-202: Impact of Monte Carlo Dose Calculation Algorithm On Prostate SBRT Treatments

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

Venencia, C; Garrigo, E; Cardenas, J

2014-06-01

Purpose: The purpose of this work was to quantify the dosimetric impact of using Monte Carlo algorithm on pre calculated SBRT prostate treatment with pencil beam dose calculation algorithm. Methods: A 6MV photon beam produced by a Novalis TX (BrainLAB-Varian) linear accelerator equipped with HDMLC was used. Treatment plans were done using 9 fields with Iplanv4.5 (BrainLAB) and dynamic IMRT modality. Institutional SBRT protocol uses a total dose to the prostate of 40Gy in 5 fractions, every other day. Dose calculation is done by pencil beam (2mm dose resolution), heterogeneity correction and dose volume constraint (UCLA) for PTV D95%=40Gy andmore » D98%>39.2Gy, Rectum V20Gy<50%, V32Gy<20%, V36Gy<10% and V40Gy<5%, Bladder V20Gy<40% and V40Gy<10%, femoral heads V16Gy<5%, penile bulb V25Gy<3cc, urethra and overlap region between PTV and PRV Rectum Dmax<42Gy. 10 SBRT treatments plans were selected and recalculated using Monte Carlo with 2mm spatial resolution and mean variance of 2%. DVH comparisons between plans were done. Results: The average difference between PTV doses constraints were within 2%. However 3 plans have differences higher than 3% which does not meet the D98% criteria (>39.2Gy) and should have been renormalized. Dose volume constraint differences for rectum, bladder, femoral heads and penile bulb were les than 2% and within tolerances. Urethra region and overlapping between PTV and PRV Rectum shows increment of dose in all plans. The average difference for urethra region was 2.1% with a maximum of 7.8% and for the overlapping region 2.5% with a maximum of 8.7%. Conclusion: Monte Carlo dose calculation on dynamic IMRT treatments could affects on plan normalization. Dose increment in critical region of urethra and PTV overlapping region with PTV could have clinical consequences which need to be studied. The use of Monte Carlo dose calculation algorithm is limited because inverse planning dose optimization use only pencil beam.« less

Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations

NASA Astrophysics Data System (ADS)

Sandhu, Rimple; Poirel, Dominique; Pettit, Chris; Khalil, Mohammad; Sarkar, Abhijit

2016-07-01

A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid-structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic system leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib-Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.

Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations

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

Sandhu, Rimple; Poirel, Dominique; Pettit, Chris

2016-07-01

A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid–structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic systemmore » leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib–Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.« less

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

DOE PAGES

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

2017-08-12

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

Monte Carlo method for magnetic impurities in metals

NASA Technical Reports Server (NTRS)

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

1986-01-01

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

Modeling 2D and 3D diffusion.

PubMed

Saxton, Michael J

2007-01-01

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

Testing algorithms for critical slowing down

NASA Astrophysics Data System (ADS)

Cossu, Guido; Boyle, Peter; Christ, Norman; Jung, Chulwoo; Jüttner, Andreas; Sanfilippo, Francesco

2018-03-01

We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC) algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among physical observables thus tackling the critical slowing down towards the continuum limit. We present a comparison of costs of the new algorithms with the standard HMC evolution for pure gauge fields, studying the autocorrelation times for various quantities including the topological charge.

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

PubMed

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

2013-10-01

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

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

PubMed Central

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

2013-01-01

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

Path integral Monte Carlo determination of the fourth-order virial coefficient for unitary two-component Fermi gas with zero-range interactions

NASA Astrophysics Data System (ADS)

Yan, Yangqian; Blume, D.

2016-05-01

The unitary equal-mass Fermi gas with zero-range interactions constitutes a paradigmatic model system that is relevant to atomic, condensed matter, nuclear, particle, and astro physics. This work determines the fourth-order virial coefficient b4 of such a strongly-interacting Fermi gas using a customized ab inito path integral Monte Carlo (PIMC) algorithm. In contrast to earlier theoretical results, which disagreed on the sign and magnitude of b4, our b4 agrees with the experimentally determined value, thereby resolving an ongoing literature debate. Utilizing a trap regulator, our PIMC approach determines the fourth-order virial coefficient by directly sampling the partition function. An on-the-fly anti-symmetrization avoids the Thomas collapse and, combined with the use of the exact two-body zero-range propagator, establishes an efficient general means to treat small Fermi systems with zero-range interactions. We gratefully acknowledge support by the NSF.

COSMOABC: Likelihood-free inference via Population Monte Carlo Approximate Bayesian Computation

NASA Astrophysics Data System (ADS)

Ishida, E. E. O.; Vitenti, S. D. P.; Penna-Lima, M.; Cisewski, J.; de Souza, R. S.; Trindade, A. M. M.; Cameron, E.; Busti, V. C.; COIN Collaboration

2015-11-01

Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of mock data and comparison between observed and synthetic catalogues. Here we present COSMOABC, a Python ABC sampler featuring a Population Monte Carlo variation of the original ABC algorithm, which uses an adaptive importance sampling scheme. The code is very flexible and can be easily coupled to an external simulator, while allowing to incorporate arbitrary distance and prior functions. As an example of practical application, we coupled COSMOABC with the NUMCOSMO library and demonstrate how it can be used to estimate posterior probability distributions over cosmological parameters based on measurements of galaxy clusters number counts without computing the likelihood function. COSMOABC is published under the GPLv3 license on PyPI and GitHub and documentation is available at http://goo.gl/SmB8EX.

Path-Integral Monte Carlo Determination of the Fourth-Order Virial Coefficient for a Unitary Two-Component Fermi Gas with Zero-Range Interactions.

PubMed

Yan, Yangqian; Blume, D

2016-06-10

The unitary equal-mass Fermi gas with zero-range interactions constitutes a paradigmatic model system that is relevant to atomic, condensed matter, nuclear, particle, and astrophysics. This work determines the fourth-order virial coefficient b_{4} of such a strongly interacting Fermi gas using a customized ab initio path-integral Monte Carlo (PIMC) algorithm. In contrast to earlier theoretical results, which disagreed on the sign and magnitude of b_{4}, our b_{4} agrees within error bars with the experimentally determined value, thereby resolving an ongoing literature debate. Utilizing a trap regulator, our PIMC approach determines the fourth-order virial coefficient by directly sampling the partition function. An on-the-fly antisymmetrization avoids the Thomas collapse and, combined with the use of the exact two-body zero-range propagator, establishes an efficient general means to treat small Fermi systems with zero-range interactions.

Neutron monitor generated data distributions in quantum variational Monte Carlo

NASA Astrophysics Data System (ADS)

Kussainov, A. S.; Pya, N.

2016-08-01

We have assessed the potential applications of the neutron monitor hardware as random number generator for normal and uniform distributions. The data tables from the acquisition channels with no extreme changes in the signal level were chosen as the retrospective model. The stochastic component was extracted by fitting the raw data with splines and then subtracting the fit. Scaling the extracted data to zero mean and variance of one is sufficient to obtain a stable standard normal random variate. Distributions under consideration pass all available normality tests. Inverse transform sampling is suggested to use as a source of the uniform random numbers. Variational Monte Carlo method for quantum harmonic oscillator was used to test the quality of our random numbers. If the data delivery rate is of importance and the conventional one minute resolution neutron count is insufficient, we could always settle for an efficient seed generator to feed into the faster algorithmic random number generator or create a buffer.

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

PubMed

Lecca, Paola

2018-01-01

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

Construction of CASCI-type wave functions for very large active spaces.

PubMed

Boguslawski, Katharina; Marti, Konrad H; Reiher, Markus

2011-06-14

We present a procedure to construct a configuration-interaction expansion containing arbitrary excitations from an underlying full-configuration-interaction-type wave function defined for a very large active space. Our procedure is based on the density-matrix renormalization group (DMRG) algorithm that provides the necessary information in terms of the eigenstates of the reduced density matrices to calculate the coefficient of any basis state in the many-particle Hilbert space. Since the dimension of the Hilbert space scales binomially with the size of the active space, a sophisticated Monte Carlo sampling routine is employed. This sampling algorithm can also construct such configuration-interaction-type wave functions from any other type of tensor network states. The configuration-interaction information obtained serves several purposes. It yields a qualitatively correct description of the molecule's electronic structure, it allows us to analyze DMRG wave functions converged for the same molecular system but with different parameter sets (e.g., different numbers of active-system (block) states), and it can be considered a balanced reference for the application of a subsequent standard multi-reference configuration-interaction method.

Digital pile-up rejection for plutonium experiments with solution-grown stilbene

NASA Astrophysics Data System (ADS)

Bourne, M. M.; Clarke, S. D.; Paff, M.; DiFulvio, A.; Norsworthy, M.; Pozzi, S. A.

2017-01-01

A solution-grown stilbene detector was used in several experiments with plutonium samples including plutonium oxide, mixed oxide, and plutonium metal samples. Neutrons from different reactions and plutonium isotopes are accompanied by numerous gamma rays especially by the 59-keV gamma ray of 241Am. Identifying neutrons correctly is important for nuclear nonproliferation applications and makes neutron/gamma discrimination and pile-up rejection necessary. Each experimental dataset is presented with and without pile-up filtering using a previously developed algorithm. The experiments were simulated using MCNPX-PoliMi, a Monte Carlo code designed to accurately model scintillation detector response. Collision output from MCNPX-PoliMi was processed using the specialized MPPost post-processing code to convert neutron energy depositions event-by-event into light pulses. The model was compared to experimental data after pulse-shape discrimination identified waveforms as gamma ray or neutron interactions. We show that the use of the digital pile-up rejection algorithm allows for accurate neutron counting with stilbene to within 2% even when not using lead shielding.

Nondestructive determination of the modulus of elasticity of Fraxinus mandschurica using near-infrared spectroscopy

NASA Astrophysics Data System (ADS)

Yu, Huiling; Liang, Hao; Lin, Xue; Zhang, Yizhuo

2018-04-01

A nondestructive methodology is proposed to determine the modulus of elasticity (MOE) of Fraxinus mandschurica samples by using near-infrared (NIR) spectroscopy. The test data consisted of 150 NIR absorption spectra of the wood samples obtained using an NIR spectrometer, with the wavelength range of 900 to 1900 nm. To eliminate the high-frequency noise and the systematic variations on the baseline, Savitzky-Golay convolution combined with standard normal variate and detrending transformation was applied as data pretreated methods. The uninformative variable elimination (UVE), improved by the evolutionary Monte Carlo (EMC) algorithm and successive projections algorithm (SPA) selected three characteristic variables from full 117 variables. The predictive ability of the models was evaluated concerning the root-mean-square error of prediction (RMSEP) and coefficient of determination (Rp2) in the prediction set. In comparison with the predicted results of all the models established in the experiments, UVE-EMC-SPA-LS-SVM presented the best results with the smallest RMSEP of 0.652 and the highest Rp2 of 0.887. Thus, it is feasible to determine the MOE of F. mandschurica using NIR spectroscopy accurately.

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

NASA Astrophysics Data System (ADS)

Lu, Dan; Ricciuto, Daniel; Walker, Anthony; Safta, Cosmin; Munger, William

2017-09-01

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 work, a differential evolution adaptive Metropolis (DREAM) algorithm is 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 calibration of DREAM results in a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. The result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.

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

Improved algorithm for estimating optical properties of food and biological materials using spatially-resolved diffuse reflectance

USDA-ARS?s Scientific Manuscript database

In this research, the inverse algorithm for estimating optical properties of food and biological materials from spatially-resolved diffuse reflectance was optimized in terms of data smoothing, normalization and spatial region of reflectance profile for curve fitting. Monte Carlo simulation was used ...

RNA inverse folding using Monte Carlo tree search.

PubMed

Yang, Xiufeng; Yoshizoe, Kazuki; Taneda, Akito; Tsuda, Koji

2017-11-06

Artificially synthesized RNA molecules provide important ways for creating a variety of novel functional molecules. State-of-the-art RNA inverse folding algorithms can design simple and short RNA sequences of specific GC content, that fold into the target RNA structure. However, their performance is not satisfactory in complicated cases. We present a new inverse folding algorithm called MCTS-RNA, which uses Monte Carlo tree search (MCTS), a technique that has shown exceptional performance in Computer Go recently, to represent and discover the essential part of the sequence space. To obtain high accuracy, initial sequences generated by MCTS are further improved by a series of local updates. Our algorithm has an ability to control the GC content precisely and can deal with pseudoknot structures. Using common benchmark datasets for evaluation, MCTS-RNA showed a lot of promise as a standard method of RNA inverse folding. MCTS-RNA is available at https://github.com/tsudalab/MCTS-RNA .

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

ALGEBRA: ALgorithm for the heterogeneous dosimetry based on GEANT4 for BRAchytherapy.

PubMed

Afsharpour, H; Landry, G; D'Amours, M; Enger, S; Reniers, B; Poon, E; Carrier, J-F; Verhaegen, F; Beaulieu, L

2012-06-07

Task group 43 (TG43)-based dosimetry algorithms are efficient for brachytherapy dose calculation in water. However, human tissues have chemical compositions and densities different than water. Moreover, the mutual shielding effect of seeds on each other (interseed attenuation) is neglected in the TG43-based dosimetry platforms. The scientific community has expressed the need for an accurate dosimetry platform in brachytherapy. The purpose of this paper is to present ALGEBRA, a Monte Carlo platform for dosimetry in brachytherapy which is sufficiently fast and accurate for clinical and research purposes. ALGEBRA is based on the GEANT4 Monte Carlo code and is capable of handling the DICOM RT standard to recreate a virtual model of the treated site. Here, the performance of ALGEBRA is presented for the special case of LDR brachytherapy in permanent prostate and breast seed implants. However, the algorithm is also capable of handling other treatments such as HDR brachytherapy.

Communication: Calculation of interatomic forces and optimization of molecular geometry with auxiliary-field quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Motta, Mario; Zhang, Shiwei

2018-05-01

We propose an algorithm for accurate, systematic, and scalable computation of interatomic forces within the auxiliary-field quantum Monte Carlo (AFQMC) method. The algorithm relies on the Hellmann-Feynman theorem and incorporates Pulay corrections in the presence of atomic orbital basis sets. We benchmark the method for small molecules by comparing the computed forces with the derivatives of the AFQMC potential energy surface and by direct comparison with other quantum chemistry methods. We then perform geometry optimizations using the steepest descent algorithm in larger molecules. With realistic basis sets, we obtain equilibrium geometries in agreement, within statistical error bars, with experimental values. The increase in computational cost for computing forces in this approach is only a small prefactor over that of calculating the total energy. This paves the way for a general and efficient approach for geometry optimization and molecular dynamics within AFQMC.

A Comparison of Experimental EPMA Data and Monte Carlo Simulations

NASA Technical Reports Server (NTRS)

Carpenter, P. K.

2004-01-01

Monte Carlo (MC) modeling shows excellent prospects for simulating electron scattering and x-ray emission from complex geometries, and can be compared to experimental measurements using electron-probe microanalysis (EPMA) and phi(rho z) correction algorithms. Experimental EPMA measurements made on NIST SRM 481 (AgAu) and 482 (CuAu) alloys, at a range of accelerating potential and instrument take-off angles, represent a formal microanalysis data set that has been used to develop phi(rho z) correction algorithms. The accuracy of MC calculations obtained using the NIST, WinCasino, WinXray, and Penelope MC packages will be evaluated relative to these experimental data. There is additional information contained in the extended abstract.

Rényi information flow in the Ising model with single-spin dynamics.

PubMed

Deng, Zehui; Wu, Jinshan; Guo, Wenan

2014-12-01

The n-index Rényi mutual information and transfer entropies for the two-dimensional kinetic Ising model with arbitrary single-spin dynamics in the thermodynamic limit are derived as functions of ensemble averages of observables and spin-flip probabilities. Cluster Monte Carlo algorithms with different dynamics from the single-spin dynamics are thus applicable to estimate the transfer entropies. By means of Monte Carlo simulations with the Wolff algorithm, we calculate the information flows in the Ising model with the Metropolis dynamics and the Glauber dynamics, respectively. We find that not only the global Rényi transfer entropy, but also the pairwise Rényi transfer entropy, peaks in the disorder phase.

A hybrid multi-objective imperialist competitive algorithm and Monte Carlo method for robust safety design of a rail vehicle

NASA Astrophysics Data System (ADS)

Nejlaoui, Mohamed; Houidi, Ajmi; Affi, Zouhaier; Romdhane, Lotfi

2017-10-01

This paper deals with the robust safety design optimization of a rail vehicle system moving in short radius curved tracks. A combined multi-objective imperialist competitive algorithm and Monte Carlo method is developed and used for the robust multi-objective optimization of the rail vehicle system. This robust optimization of rail vehicle safety considers simultaneously the derailment angle and its standard deviation where the design parameters uncertainties are considered. The obtained results showed that the robust design reduces significantly the sensitivity of the rail vehicle safety to the design parameters uncertainties compared to the determinist one and to the literature results.

Tracking control of concentration profiles in a fed-batch bioreactor using a linear algebra methodology.

PubMed

Rómoli, Santiago; Serrano, Mario Emanuel; Ortiz, Oscar Alberto; Vega, Jorge Rubén; Eduardo Scaglia, Gustavo Juan

2015-07-01

Based on a linear algebra approach, this paper aims at developing a novel control law able to track reference profiles that were previously-determined in the literature. A main advantage of the proposed strategy is that the control actions are obtained by solving a system of linear equations. The optimal controller parameters are selected through Monte Carlo Randomized Algorithm in order to minimize a proposed cost index. The controller performance is evaluated through several tests, and compared with other controller reported in the literature. Finally, a Monte Carlo Randomized Algorithm is conducted to assess the performance of the proposed controller. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Improved Monte Carlo Scheme for Efficient Particle Transfer in Heterogeneous Systems in the Grand Canonical Ensemble: Application to Vapor-Liquid Nucleation.

PubMed

Loeffler, Troy D; Sepehri, Aliasghar; Chen, Bin

2015-09-08

Reformulation of existing Monte Carlo algorithms used in the study of grand canonical systems has yielded massive improvements in efficiency. Here we present an energy biasing scheme designed to address targeting issues encountered in particle swap moves using sophisticated algorithms such as the Aggregation-Volume-Bias and Unbonding-Bonding methods. Specifically, this energy biasing scheme allows a particle to be inserted to (or removed from) a region that is more acceptable. As a result, this new method showed a several-fold increase in insertion/removal efficiency in addition to an accelerated rate of convergence for the thermodynamic properties of the system.

Algorithm for repairing the damaged images of grain structures obtained from the cellular automata and measurement of grain size

NASA Astrophysics Data System (ADS)

Ramírez-López, A.; Romero-Romo, M. A.; Muñoz-Negron, D.; López-Ramírez, S.; Escarela-Pérez, R.; Duran-Valencia, C.

2012-10-01

Computational models are developed to create grain structures using mathematical algorithms based on the chaos theory such as cellular automaton, geometrical models, fractals, and stochastic methods. Because of the chaotic nature of grain structures, some of the most popular routines are based on the Monte Carlo method, statistical distributions, and random walk methods, which can be easily programmed and included in nested loops. Nevertheless, grain structures are not well defined as the results of computational errors and numerical inconsistencies on mathematical methods. Due to the finite definition of numbers or the numerical restrictions during the simulation of solidification, damaged images appear on the screen. These images must be repaired to obtain a good measurement of grain geometrical properties. Some mathematical algorithms were developed to repair, measure, and characterize grain structures obtained from cellular automata in the present work. An appropriate measurement of grain size and the corrected identification of interfaces and length are very important topics in materials science because they are the representation and validation of mathematical models with real samples. As a result, the developed algorithms are tested and proved to be appropriate and efficient to eliminate the errors and characterize the grain structures.

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

Performances of the New Real Time Tsunami Detection Algorithm applied to tide gauges data

NASA Astrophysics Data System (ADS)

Chierici, F.; Embriaco, D.; Morucci, S.

2017-12-01

Real-time tsunami detection algorithms play a key role in any Tsunami Early Warning System. We have developed a new algorithm for tsunami detection (TDA) based on the real-time tide removal and real-time band-pass filtering of seabed pressure time series acquired by Bottom Pressure Recorders. The TDA algorithm greatly increases the tsunami detection probability, shortens the detection delay and enhances detection reliability with respect to the most widely used tsunami detection algorithm, while containing the computational cost. The algorithm is designed to be used also in autonomous early warning systems with a set of input parameters and procedures which can be reconfigured in real time. We have also developed a methodology based on Monte Carlo simulations to test the tsunami detection algorithms. The algorithm performance is estimated by defining and evaluating statistical parameters, namely the detection probability, the detection delay, which are functions of the tsunami amplitude and wavelength, and the occurring rate of false alarms. In this work we present the performance of the TDA algorithm applied to tide gauge data. We have adapted the new tsunami detection algorithm and the Monte Carlo test methodology to tide gauges. Sea level data acquired by coastal tide gauges in different locations and environmental conditions have been used in order to consider real working scenarios in the test. We also present an application of the algorithm to the tsunami event generated by Tohoku earthquake on March 11th 2011, using data recorded by several tide gauges scattered all over the Pacific area.

Assessing the performance of a covert automatic target recognition algorithm

NASA Astrophysics Data System (ADS)

Ehrman, Lisa M.; Lanterman, Aaron D.

2005-05-01

Passive radar systems exploit illuminators of opportunity, such as TV and FM radio, to illuminate potential targets. Doing so allows them to operate covertly and inexpensively. Our research seeks to enhance passive radar systems by adding automatic target recognition (ATR) capabilities. In previous papers we proposed conducting ATR by comparing the radar cross section (RCS) of aircraft detected by a passive radar system to the precomputed RCS of aircraft in the target class. To effectively model the low-frequency setting, the comparison is made via a Rician likelihood model. Monte Carlo simulations indicate that the approach is viable. This paper builds on that work by developing a method for quickly assessing the potential performance of the ATR algorithm without using exhaustive Monte Carlo trials. This method exploits the relation between the probability of error in a binary hypothesis test under the Bayesian framework to the Chernoff information. Since the data are well-modeled as Rician, we begin by deriving a closed-form approximation for the Chernoff information between two Rician densities. This leads to an approximation for the probability of error in the classification algorithm that is a function of the number of available measurements. We conclude with an application that would be particularly cumbersome to accomplish via Monte Carlo trials, but that can be quickly addressed using the Chernoff information approach. This application evaluates the length of time that an aircraft must be tracked before the probability of error in the ATR algorithm drops below a desired threshold.

LEGEND, a LEO-to-GEO Environment Debris Model

NASA Technical Reports Server (NTRS)

Liou, Jer Chyi; Hall, Doyle T.

2013-01-01

LEGEND (LEO-to-GEO Environment Debris model) is a three-dimensional orbital debris evolutionary model that is capable of simulating the historical and future debris populations in the near-Earth environment. The historical component in LEGEND adopts a deterministic approach to mimic the known historical populations. Launched rocket bodies, spacecraft, and mission-related debris (rings, bolts, etc.) are added to the simulated environment. Known historical breakup events are reproduced, and fragments down to 1 mm in size are created. The LEGEND future projection component adopts a Monte Carlo approach and uses an innovative pair-wise collision probability evaluation algorithm to simulate the future breakups and the growth of the debris populations. This algorithm is based on a new "random sampling in time" approach that preserves characteristics of the traditional approach and captures the rapidly changing nature of the orbital debris environment. LEGEND is a Fortran 90-based numerical simulation program. It operates in a UNIX/Linux environment.

Multiscale solvers and systematic upscaling in computational physics

NASA Astrophysics Data System (ADS)

Brandt, A.

2005-07-01

Multiscale algorithms can overcome the scale-born bottlenecks that plague most computations in physics. These algorithms employ separate processing at each scale of the physical space, combined with interscale iterative interactions, in ways which use finer scales very sparingly. Having been developed first and well known as multigrid solvers for partial differential equations, highly efficient multiscale techniques have more recently been developed for many other types of computational tasks, including: inverse PDE problems; highly indefinite (e.g., standing wave) equations; Dirac equations in disordered gauge fields; fast computation and updating of large determinants (as needed in QCD); fast integral transforms; integral equations; astrophysics; molecular dynamics of macromolecules and fluids; many-atom electronic structures; global and discrete-state optimization; practical graph problems; image segmentation and recognition; tomography (medical imaging); fast Monte-Carlo sampling in statistical physics; and general, systematic methods of upscaling (accurate numerical derivation of large-scale equations from microscopic laws).

Sampling schemes and parameter estimation for nonlinear Bernoulli-Gaussian sparse models

NASA Astrophysics Data System (ADS)

Boudineau, Mégane; Carfantan, Hervé; Bourguignon, Sébastien; Bazot, Michael

2016-06-01

We address the sparse approximation problem in the case where the data are approximated by the linear combination of a small number of elementary signals, each of these signals depending non-linearly on additional parameters. Sparsity is explicitly expressed through a Bernoulli-Gaussian hierarchical model in a Bayesian framework. Posterior mean estimates are computed using Markov Chain Monte-Carlo algorithms. We generalize the partially marginalized Gibbs sampler proposed in the linear case in [1], and build an hybrid Hastings-within-Gibbs algorithm in order to account for the nonlinear parameters. All model parameters are then estimated in an unsupervised procedure. The resulting method is evaluated on a sparse spectral analysis problem. It is shown to converge more efficiently than the classical joint estimation procedure, with only a slight increase of the computational cost per iteration, consequently reducing the global cost of the estimation procedure.

CAST: a new program package for the accurate characterization of large and flexible molecular systems.

PubMed

Grebner, Christoph; Becker, Johannes; Weber, Daniel; Bellinger, Daniel; Tafipolski, Maxim; Brückner, Charlotte; Engels, Bernd

2014-09-15

The presented program package, Conformational Analysis and Search Tool (CAST) allows the accurate treatment of large and flexible (macro) molecular systems. For the determination of thermally accessible minima CAST offers the newly developed TabuSearch algorithm, but algorithms such as Monte Carlo (MC), MC with minimization, and molecular dynamics are implemented as well. For the determination of reaction paths, CAST provides the PathOpt, the Nudge Elastic band, and the umbrella sampling approach. Access to free energies is possible through the free energy perturbation approach. Along with a number of standard force fields, a newly developed symmetry-adapted perturbation theory-based force field is included. Semiempirical computations are possible through DFTB+ and MOPAC interfaces. For calculations based on density functional theory, a Message Passing Interface (MPI) interface to the Graphics Processing Unit (GPU)-accelerated TeraChem program is available. The program is available on request. Copyright © 2014 Wiley Periodicals, Inc.

An efficient interpolation technique for jump proposals in reversible-jump Markov chain Monte Carlo calculations

PubMed Central

Farr, W. M.; Mandel, I.; Stevens, D.

2015-01-01

Selection among alternative theoretical models given an observed dataset is an important challenge in many areas of physics and astronomy. Reversible-jump Markov chain Monte Carlo (RJMCMC) is an extremely powerful technique for performing Bayesian model selection, but it suffers from a fundamental difficulty and it requires jumps between model parameter spaces, but cannot efficiently explore both parameter spaces at once. Thus, a naive jump between parameter spaces is unlikely to be accepted in the Markov chain Monte Carlo (MCMC) algorithm and convergence is correspondingly slow. Here, we demonstrate an interpolation technique that uses samples from single-model MCMCs to propose intermodel jumps from an approximation to the single-model posterior of the target parameter space. The interpolation technique, based on a kD-tree data structure, is adaptive and efficient in modest dimensionality. We show that our technique leads to improved convergence over naive jumps in an RJMCMC, and compare it to other proposals in the literature to improve the convergence of RJMCMCs. We also demonstrate the use of the same interpolation technique as a way to construct efficient ‘global’ proposal distributions for single-model MCMCs without prior knowledge of the structure of the posterior distribution, and discuss improvements that permit the method to be used in higher dimensional spaces efficiently. PMID:26543580

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).

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.

Sequential Monte Carlo for Maximum Weight Subgraphs with Application to Solving Image Jigsaw Puzzles.

PubMed

Adluru, Nagesh; Yang, Xingwei; Latecki, Longin Jan

2015-05-01

We consider a problem of finding maximum weight subgraphs (MWS) that satisfy hard constraints in a weighted graph. The constraints specify the graph nodes that must belong to the solution as well as mutual exclusions of graph nodes, i.e., pairs of nodes that cannot belong to the same solution. Our main contribution is a novel inference approach for solving this problem in a sequential monte carlo (SMC) sampling framework. Usually in an SMC framework there is a natural ordering of the states of the samples. The order typically depends on observations about the states or on the annealing setup used. In many applications (e.g., image jigsaw puzzle problems), all observations (e.g., puzzle pieces) are given at once and it is hard to define a natural ordering. Therefore, we relax the assumption of having ordered observations about states and propose a novel SMC algorithm for obtaining maximum a posteriori estimate of a high-dimensional posterior distribution. This is achieved by exploring different orders of states and selecting the most informative permutations in each step of the sampling. Our experimental results demonstrate that the proposed inference framework significantly outperforms loopy belief propagation in solving the image jigsaw puzzle problem. In particular, our inference quadruples the accuracy of the puzzle assembly compared to that of loopy belief propagation.

Sequential Monte Carlo for Maximum Weight Subgraphs with Application to Solving Image Jigsaw Puzzles

PubMed Central

Adluru, Nagesh; Yang, Xingwei; Latecki, Longin Jan

2015-01-01

We consider a problem of finding maximum weight subgraphs (MWS) that satisfy hard constraints in a weighted graph. The constraints specify the graph nodes that must belong to the solution as well as mutual exclusions of graph nodes, i.e., pairs of nodes that cannot belong to the same solution. Our main contribution is a novel inference approach for solving this problem in a sequential monte carlo (SMC) sampling framework. Usually in an SMC framework there is a natural ordering of the states of the samples. The order typically depends on observations about the states or on the annealing setup used. In many applications (e.g., image jigsaw puzzle problems), all observations (e.g., puzzle pieces) are given at once and it is hard to define a natural ordering. Therefore, we relax the assumption of having ordered observations about states and propose a novel SMC algorithm for obtaining maximum a posteriori estimate of a high-dimensional posterior distribution. This is achieved by exploring different orders of states and selecting the most informative permutations in each step of the sampling. Our experimental results demonstrate that the proposed inference framework significantly outperforms loopy belief propagation in solving the image jigsaw puzzle problem. In particular, our inference quadruples the accuracy of the puzzle assembly compared to that of loopy belief propagation. PMID:26052182

Loading relativistic Maxwell distributions in particle simulations

NASA Astrophysics Data System (ADS)

Zenitani, Seiji

2015-04-01

Numerical algorithms to load relativistic Maxwell distributions in particle-in-cell (PIC) and Monte-Carlo simulations are presented. For stationary relativistic Maxwellian, the inverse transform method and the Sobol algorithm are reviewed. To boost particles to obtain relativistic shifted-Maxwellian, two rejection methods are proposed in a physically transparent manner. Their acceptance efficiencies are ≈50 % for generic cases and 100% for symmetric distributions. They can be combined with arbitrary base algorithms.

Polynomial complexity despite the fermionic sign

NASA Astrophysics Data System (ADS)

Rossi, R.; Prokof'ev, N.; Svistunov, B.; Van Houcke, K.; Werner, F.

2017-04-01

It is commonly believed that in unbiased quantum Monte Carlo approaches to fermionic many-body problems, the infamous sign problem generically implies prohibitively large computational times for obtaining thermodynamic-limit quantities. We point out that for convergent Feynman diagrammatic series evaluated with a recently introduced Monte Carlo algorithm (see Rossi R., arXiv:1612.05184), the computational time increases only polynomially with the inverse error on thermodynamic-limit quantities.

Adaptively biased sequential importance sampling for rare events in reaction networks with comparison to exact solutions from finite buffer dCME method

PubMed Central

Cao, Youfang; Liang, Jie

2013-01-01

Critical events that occur rarely in biological processes are of great importance, but are challenging to study using Monte Carlo simulation. By introducing biases to reaction selection and reaction rates, weighted stochastic simulation algorithms based on importance sampling allow rare events to be sampled more effectively. However, existing methods do not address the important issue of barrier crossing, which often arises from multistable networks and systems with complex probability landscape. In addition, the proliferation of parameters and the associated computing cost pose significant problems. Here we introduce a general theoretical framework for obtaining optimized biases in sampling individual reactions for estimating probabilities of rare events. We further describe a practical algorithm called adaptively biased sequential importance sampling (ABSIS) method for efficient probability estimation. By adopting a look-ahead strategy and by enumerating short paths from the current state, we estimate the reaction-specific and state-specific forward and backward moving probabilities of the system, which are then used to bias reaction selections. The ABSIS algorithm can automatically detect barrier-crossing regions, and can adjust bias adaptively at different steps of the sampling process, with bias determined by the outcome of exhaustively generated short paths. In addition, there are only two bias parameters to be determined, regardless of the number of the reactions and the complexity of the network. We have applied the ABSIS method to four biochemical networks: the birth-death process, the reversible isomerization, the bistable Schlögl model, and the enzymatic futile cycle model. For comparison, we have also applied the finite buffer discrete chemical master equation (dCME) method recently developed to obtain exact numerical solutions of the underlying discrete chemical master equations of these problems. This allows us to assess sampling results objectively by comparing simulation results with true answers. Overall, ABSIS can accurately and efficiently estimate rare event probabilities for all examples, often with smaller variance than other importance sampling algorithms. The ABSIS method is general and can be applied to study rare events of other stochastic networks with complex probability landscape. PMID:23862966

Adaptively biased sequential importance sampling for rare events in reaction networks with comparison to exact solutions from finite buffer dCME method

NASA Astrophysics Data System (ADS)

Cao, Youfang; Liang, Jie

2013-07-01

Critical events that occur rarely in biological processes are of great importance, but are challenging to study using Monte Carlo simulation. By introducing biases to reaction selection and reaction rates, weighted stochastic simulation algorithms based on importance sampling allow rare events to be sampled more effectively. However, existing methods do not address the important issue of barrier crossing, which often arises from multistable networks and systems with complex probability landscape. In addition, the proliferation of parameters and the associated computing cost pose significant problems. Here we introduce a general theoretical framework for obtaining optimized biases in sampling individual reactions for estimating probabilities of rare events. We further describe a practical algorithm called adaptively biased sequential importance sampling (ABSIS) method for efficient probability estimation. By adopting a look-ahead strategy and by enumerating short paths from the current state, we estimate the reaction-specific and state-specific forward and backward moving probabilities of the system, which are then used to bias reaction selections. The ABSIS algorithm can automatically detect barrier-crossing regions, and can adjust bias adaptively at different steps of the sampling process, with bias determined by the outcome of exhaustively generated short paths. In addition, there are only two bias parameters to be determined, regardless of the number of the reactions and the complexity of the network. We have applied the ABSIS method to four biochemical networks: the birth-death process, the reversible isomerization, the bistable Schlögl model, and the enzymatic futile cycle model. For comparison, we have also applied the finite buffer discrete chemical master equation (dCME) method recently developed to obtain exact numerical solutions of the underlying discrete chemical master equations of these problems. This allows us to assess sampling results objectively by comparing simulation results with true answers. Overall, ABSIS can accurately and efficiently estimate rare event probabilities for all examples, often with smaller variance than other importance sampling algorithms. The ABSIS method is general and can be applied to study rare events of other stochastic networks with complex probability landscape.

Adaptively biased sequential importance sampling for rare events in reaction networks with comparison to exact solutions from finite buffer dCME method.

PubMed

Cao, Youfang; Liang, Jie

2013-07-14

Critical events that occur rarely in biological processes are of great importance, but are challenging to study using Monte Carlo simulation. By introducing biases to reaction selection and reaction rates, weighted stochastic simulation algorithms based on importance sampling allow rare events to be sampled more effectively. However, existing methods do not address the important issue of barrier crossing, which often arises from multistable networks and systems with complex probability landscape. In addition, the proliferation of parameters and the associated computing cost pose significant problems. Here we introduce a general theoretical framework for obtaining optimized biases in sampling individual reactions for estimating probabilities of rare events. We further describe a practical algorithm called adaptively biased sequential importance sampling (ABSIS) method for efficient probability estimation. By adopting a look-ahead strategy and by enumerating short paths from the current state, we estimate the reaction-specific and state-specific forward and backward moving probabilities of the system, which are then used to bias reaction selections. The ABSIS algorithm can automatically detect barrier-crossing regions, and can adjust bias adaptively at different steps of the sampling process, with bias determined by the outcome of exhaustively generated short paths. In addition, there are only two bias parameters to be determined, regardless of the number of the reactions and the complexity of the network. We have applied the ABSIS method to four biochemical networks: the birth-death process, the reversible isomerization, the bistable Schlögl model, and the enzymatic futile cycle model. For comparison, we have also applied the finite buffer discrete chemical master equation (dCME) method recently developed to obtain exact numerical solutions of the underlying discrete chemical master equations of these problems. This allows us to assess sampling results objectively by comparing simulation results with true answers. Overall, ABSIS can accurately and efficiently estimate rare event probabilities for all examples, often with smaller variance than other importance sampling algorithms. The ABSIS method is general and can be applied to study rare events of other stochastic networks with complex probability landscape.

Effective Online Bayesian Phylogenetics via Sequential Monte Carlo with Guided Proposals

PubMed Central

Fourment, Mathieu; Claywell, Brian C; Dinh, Vu; McCoy, Connor; Matsen IV, Frederick A; Darling, Aaron E

2018-01-01

Abstract Modern infectious disease outbreak surveillance produces continuous streams of sequence data which require phylogenetic analysis as data arrives. Current software packages for Bayesian phylogenetic inference are unable to quickly incorporate new sequences as they become available, making them less useful for dynamically unfolding evolutionary stories. This limitation can be addressed by applying a class of Bayesian statistical inference algorithms called sequential Monte Carlo (SMC) to conduct online inference, wherein new data can be continuously incorporated to update the estimate of the posterior probability distribution. In this article, we describe and evaluate several different online phylogenetic sequential Monte Carlo (OPSMC) algorithms. We show that proposing new phylogenies with a density similar to the Bayesian prior suffers from poor performance, and we develop “guided” proposals that better match the proposal density to the posterior. Furthermore, we show that the simplest guided proposals can exhibit pathological behavior in some situations, leading to poor results, and that the situation can be resolved by heating the proposal density. The results demonstrate that relative to the widely used MCMC-based algorithm implemented in MrBayes, the total time required to compute a series of phylogenetic posteriors as sequences arrive can be significantly reduced by the use of OPSMC, without incurring a significant loss in accuracy. PMID:29186587

On the use of Bayesian Monte-Carlo in evaluation of nuclear data

NASA Astrophysics Data System (ADS)

De Saint Jean, Cyrille; Archier, Pascal; Privas, Edwin; Noguere, Gilles

2017-09-01

As model parameters, necessary ingredients of theoretical models, are not always predicted by theory, a formal mathematical framework associated to the evaluation work is needed to obtain the best set of parameters (resonance parameters, optical models, fission barrier, average width, multigroup cross sections) with Bayesian statistical inference by comparing theory to experiment. The formal rule related to this methodology is to estimate the posterior density probability function of a set of parameters by solving an equation of the following type: pdf(posterior) ˜ pdf(prior) × a likelihood function. A fitting procedure can be seen as an estimation of the posterior density probability of a set of parameters (referred as x→?) knowing a prior information on these parameters and a likelihood which gives the probability density function of observing a data set knowing x→?. To solve this problem, two major paths could be taken: add approximations and hypothesis and obtain an equation to be solved numerically (minimum of a cost function or Generalized least Square method, referred as GLS) or use Monte-Carlo sampling of all prior distributions and estimate the final posterior distribution. Monte Carlo methods are natural solution for Bayesian inference problems. They avoid approximations (existing in traditional adjustment procedure based on chi-square minimization) and propose alternative in the choice of probability density distribution for priors and likelihoods. This paper will propose the use of what we are calling Bayesian Monte Carlo (referred as BMC in the rest of the manuscript) in the whole energy range from thermal, resonance and continuum range for all nuclear reaction models at these energies. Algorithms will be presented based on Monte-Carlo sampling and Markov chain. The objectives of BMC are to propose a reference calculation for validating the GLS calculations and approximations, to test probability density distributions effects and to provide the framework of finding global minimum if several local minimums exist. Application to resolved resonance, unresolved resonance and continuum evaluation as well as multigroup cross section data assimilation will be presented.

An evaluation of solution algorithms and numerical approximation methods for modeling an ion exchange process

NASA Astrophysics Data System (ADS)

Bu, Sunyoung; Huang, Jingfang; Boyer, Treavor H.; Miller, Cass T.

2010-07-01

The focus of this work is on the modeling of an ion exchange process that occurs in drinking water treatment applications. The model formulation consists of a two-scale model in which a set of microscale diffusion equations representing ion exchange resin particles that vary in size and age are coupled through a boundary condition with a macroscopic ordinary differential equation (ODE), which represents the concentration of a species in a well-mixed reactor. We introduce a new age-averaged model (AAM) that averages all ion exchange particle ages for a given size particle to avoid the expensive Monte-Carlo simulation associated with previous modeling applications. We discuss two different numerical schemes to approximate both the original Monte-Carlo algorithm and the new AAM for this two-scale problem. The first scheme is based on the finite element formulation in space coupled with an existing backward difference formula-based ODE solver in time. The second scheme uses an integral equation based Krylov deferred correction (KDC) method and a fast elliptic solver (FES) for the resulting elliptic equations. Numerical results are presented to validate the new AAM algorithm, which is also shown to be more computationally efficient than the original Monte-Carlo algorithm. We also demonstrate that the higher order KDC scheme is more efficient than the traditional finite element solution approach and this advantage becomes increasingly important as the desired accuracy of the solution increases. We also discuss issues of smoothness, which affect the efficiency of the KDC-FES approach, and outline additional algorithmic changes that would further improve the efficiency of these developing methods for a wide range of applications.

SU-F-SPS-11: The Dosimetric Comparison of Truebeam 2.0 and Cyberknife M6 Treatment Plans for Brain SRS Treatment

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

Mabhouti, H; Sanli, E; Cebe, M

Purpose: Brain stereotactic radiosurgery involves the use of precisely directed, single session radiation to create a desired radiobiologic response within the brain target with acceptable minimal effects on surrounding structures or tissues. In this study, the dosimetric comparison of Truebeam 2.0 and Cyberknife M6 treatment plans were made. Methods: For Truebeam 2.0 machine, treatment planning were done using 2 full arc VMAT technique with 6 FFF beam on the CT scan of Randophantom simulating the treatment of sterotactic treatments for one brain metastasis. The dose distribution were calculated using Eclipse treatment planning system with Acuros XB algorithm. The treatment planningmore » of the same target were also done for Cyberknife M6 machine with Multiplan treatment planning system using Monte Carlo algorithm. Using the same film batch, the net OD to dose calibration curve was obtained using both machine by delivering 0- 800 cGy. Films were scanned 48 hours after irradiation using an Epson 1000XL flatbed scanner. Dose distribution were measured using EBT3 film dosimeter. The measured and calculated doses were compared. Results: The dose distribution in the target and 2 cm beyond the target edge were calculated on TPSs and measured using EBT3 film. For cyberknife plans, the gamma analysis passing rates between measured and calculated dose distributions were 99.2% and 96.7% for target and peripheral region of target respectively. For Truebeam plans, the gamma analysis passing rates were 99.1% and 95.5% for target and peripheral region of target respectively. Conclusion: Although, target dose distribution calculated accurately by Acuros XB and Monte Carlo algorithms, Monte carlo calculation algorithm predicts dose distribution around the peripheral region of target more accurately than Acuros algorithm.« less

Modeling of skin cancer dermatoscopy images

NASA Astrophysics Data System (ADS)

Iralieva, Malica B.; Myakinin, Oleg O.; Bratchenko, Ivan A.; Zakharov, Valery P.

2018-04-01

An early identified cancer is more likely to effective respond to treatment and has a less expensive treatment as well. Dermatoscopy is one of general diagnostic techniques for skin cancer early detection that allows us in vivo evaluation of colors and microstructures on skin lesions. Digital phantoms with known properties are required during new instrument developing to compare sample's features with data from the instrument. An algorithm for image modeling of skin cancer is proposed in the paper. Steps of the algorithm include setting shape, texture generation, adding texture and normal skin background setting. The Gaussian represents the shape, and then the texture generation based on a fractal noise algorithm is responsible for spatial chromophores distributions, while the colormap applied to the values corresponds to spectral properties. Finally, a normal skin image simulated by mixed Monte Carlo method using a special online tool is added as a background. Varying of Asymmetry, Borders, Colors and Diameter settings is shown to be fully matched to the ABCD clinical recognition algorithm. The asymmetry is specified by setting different standard deviation values of Gaussian in different parts of image. The noise amplitude is increased to set the irregular borders score. Standard deviation is changed to determine size of the lesion. Colors are set by colormap changing. The algorithm for simulating different structural elements is required to match with others recognition algorithms.

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

PubMed

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

2018-05-23

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

DPM, a fast, accurate Monte Carlo code optimized for photon and electron radiotherapy treatment planning dose calculations

NASA Astrophysics Data System (ADS)

Sempau, Josep; Wilderman, Scott J.; Bielajew, Alex F.

2000-08-01

A new Monte Carlo (MC) algorithm, the `dose planning method' (DPM), and its associated computer program for simulating the transport of electrons and photons in radiotherapy class problems employing primary electron beams, is presented. DPM is intended to be a high-accuracy MC alternative to the current generation of treatment planning codes which rely on analytical algorithms based on an approximate solution of the photon/electron Boltzmann transport equation. For primary electron beams, DPM is capable of computing 3D dose distributions (in 1 mm3 voxels) which agree to within 1% in dose maximum with widely used and exhaustively benchmarked general-purpose public-domain MC codes in only a fraction of the CPU time. A representative problem, the simulation of 1 million 10 MeV electrons impinging upon a water phantom of 1283 voxels of 1 mm on a side, can be performed by DPM in roughly 3 min on a modern desktop workstation. DPM achieves this performance by employing transport mechanics and electron multiple scattering distribution functions which have been derived to permit long transport steps (of the order of 5 mm) which can cross heterogeneity boundaries. The underlying algorithm is a `mixed' class simulation scheme, with differential cross sections for hard inelastic collisions and bremsstrahlung events described in an approximate manner to simplify their sampling. The continuous energy loss approximation is employed for energy losses below some predefined thresholds, and photon transport (including Compton, photoelectric absorption and pair production) is simulated in an analogue manner. The δ-scattering method (Woodcock tracking) is adopted to minimize the computational costs of transporting photons across voxels.

The kinetic activation-relaxation technique: an off-lattice, self-learning kinetic Monte Carlo algorithm with on-the-fly event search

NASA Astrophysics Data System (ADS)

Mousseau, Nomand

2012-02-01

While kinetic Monte Carlo algorithm has been proposed almost 40 years ago, its application in materials science has been mostly limited to lattice-based motion due to the difficulties associated with identifying new events and building usable catalogs when atoms moved into off-lattice position. Here, I present the kinetic activation-relaxation technique (kinetic ART) is an off-lattice, self-learning kinetic Monte Carlo algorithm with on-the-fly event search [1]. It combines ART nouveau [2], a very efficient unbiased open-ended activated method for finding transition states, with a topological classification [3] that allows a discrete cataloguing of local environments in complex systems, including disordered materials. In kinetic ART, local topologies are first identified for all atoms in a system. ART nouveau event searches are then launched for new topologies, building an extensive catalog of barriers and events. Next, all low energy events are fully reconstructed and relaxed, allowing to take complete account of elastic effects in the system's kinetics. Using standard kinetic Monte Carlo, the clock is brought forward and an event is then selected and applied before a new search for topologies is launched. In addition to presenting the various elements of the algorithm, I will discuss three recent applications to ion-bombarded silicon, defect diffusion in Fe and structural relaxation in amorphous silicon.[4pt] This work was done in collaboration with Laurent Karim B'eland, Peter Brommer, Fedwa El-Mellouhi, Jean-Francois Joly and Laurent Lewis.[4pt] [1] F. El-Mellouhi, N. Mousseau and L.J. Lewis, Phys. Rev. B. 78, 153202 (2008); L.K. B'eland et al., Phys. Rev. E 84, 046704 (2011).[2] G.T. Barkema and N. Mousseau, Phys. Rev. Lett. 77, 4358 (1996); E. Machado-Charry et al., J. Chem Phys. 135, 034102, (2011).[3] B.D. McKay, Congressus Numerantium 30, 45 (1981).

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.

Limited Memory Block Krylov Subspace Optimization for Computing Dominant Singular Value Decompositions

DTIC Science & Technology

2012-03-22

with performance profiles, Math. Program., 91 (2002), pp. 201–213. [6] P. DRINEAS, R. KANNAN, AND M. W. MAHONEY , Fast Monte Carlo algorithms for matrices...computing invariant subspaces of non-Hermitian matri- ces, Numer. Math., 25 ( 1975 /76), pp. 123–136. [25] , Matrix algorithms Vol. II: Eigensystems

Using Computer-Based "Experiments" in the Analysis of Chemical Reaction Equilibria

ERIC Educational Resources Information Center

Li, Zhao; Corti, David S.

2018-01-01

The application of the Reaction Monte Carlo (RxMC) algorithm to standard textbook problems in chemical reaction equilibria is discussed. The RxMC method is a molecular simulation algorithm for studying the equilibrium properties of reactive systems, and therefore provides the opportunity to develop computer-based "experiments" for the…

“Skin-Core-Skin” Structure of Polymer Crystallization Investigated by Multiscale Simulation

PubMed Central

Ruan, Chunlei

2018-01-01

“Skin-core-skin” structure is a typical crystal morphology in injection products. Previous numerical works have rarely focused on crystal evolution; rather, they have mostly been based on the prediction of temperature distribution or crystallization kinetics. The aim of this work was to achieve the “skin-core-skin” structure and investigate the role of external flow and temperature fields on crystal morphology. Therefore, the multiscale algorithm was extended to the simulation of polymer crystallization in a pipe flow. The multiscale algorithm contains two parts: a collocated finite volume method at the macroscopic level and a morphological Monte Carlo method at the microscopic level. The SIMPLE (semi-implicit method for pressure linked equations) algorithm was used to calculate the polymeric model at the macroscopic level, while the Monte Carlo method with stochastic birth-growth process of spherulites and shish-kebabs was used at the microscopic level. Results show that our algorithm is valid to predict “skin-core-skin” structure, and the initial melt temperature and the maximum velocity of melt at the inlet mainly affects the morphology of shish-kebabs. PMID:29659516

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

A global reaction route mapping-based kinetic Monte Carlo algorithm

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

Mitchell, Izaac; Page, Alister J., E-mail: sirle@chem.nagoya-u.ac.jp, E-mail: alister.page@newcastle.edu.au; Irle, Stephan, E-mail: sirle@chem.nagoya-u.ac.jp, E-mail: alister.page@newcastle.edu.au

2016-07-14

We propose a new on-the-fly kinetic Monte Carlo (KMC) method that is based on exhaustive potential energy surface searching carried out with the global reaction route mapping (GRRM) algorithm. Starting from any given equilibrium state, this GRRM-KMC algorithm performs a one-step GRRM search to identify all surrounding transition states. Intrinsic reaction coordinate pathways are then calculated to identify potential subsequent equilibrium states. Harmonic transition state theory is used to calculate rate constants for all potential pathways, before a standard KMC accept/reject selection is performed. The selected pathway is then used to propagate the system forward in time, which is calculatedmore » on the basis of 1st order kinetics. The GRRM-KMC algorithm is validated here in two challenging contexts: intramolecular proton transfer in malonaldehyde and surface carbon diffusion on an iron nanoparticle. We demonstrate that in both cases the GRRM-KMC method is capable of reproducing the 1st order kinetics observed during independent quantum chemical molecular dynamics simulations using the density-functional tight-binding potential.« less

Numerical heating in Particle-In-Cell simulations with Monte Carlo binary collisions

NASA Astrophysics Data System (ADS)

Alves, E. Paulo; Mori, Warren; Fiuza, Frederico

2017-10-01

The binary Monte Carlo collision (BMCC) algorithm is a robust and popular method to include Coulomb collision effects in Particle-in-Cell (PIC) simulations of plasmas. While a number of works have focused on extending the validity of the model to different physical regimes of temperature and density, little attention has been given to the fundamental coupling between PIC and BMCC algorithms. Here, we show that the coupling between PIC and BMCC algorithms can give rise to (nonphysical) numerical heating of the system, that can be far greater than that observed when these algorithms operate independently. This deleterious numerical heating effect can significantly impact the evolution of the simulated system particularly for long simulation times. In this work, we describe the source of this numerical heating, and derive scaling laws for the numerical heating rates based on the numerical parameters of PIC-BMCC simulations. We compare our theoretical scalings with PIC-BMCC numerical experiments, and discuss strategies to minimize this parasitic effect. This work is supported by DOE FES under FWP 100237 and 100182.

The estimation of lower refractivity uncertainty from radar sea clutter using the Bayesian—MCMC method

NASA Astrophysics Data System (ADS)

Sheng, Zheng

2013-02-01

The estimation of lower atmospheric refractivity from radar sea clutter (RFC) is a complicated nonlinear optimization problem. This paper deals with the RFC problem in a Bayesian framework. It uses the unbiased Markov Chain Monte Carlo (MCMC) sampling technique, which can provide accurate posterior probability distributions of the estimated refractivity parameters by using an electromagnetic split-step fast Fourier transform terrain parabolic equation propagation model within a Bayesian inversion framework. In contrast to the global optimization algorithm, the Bayesian—MCMC can obtain not only the approximate solutions, but also the probability distributions of the solutions, that is, uncertainty analyses of solutions. The Bayesian—MCMC algorithm is implemented on the simulation radar sea-clutter data and the real radar sea-clutter data. Reference data are assumed to be simulation data and refractivity profiles are obtained using a helicopter. The inversion algorithm is assessed (i) by comparing the estimated refractivity profiles from the assumed simulation and the helicopter sounding data; (ii) the one-dimensional (1D) and two-dimensional (2D) posterior probability distribution of solutions.

Combined Molecular Algorithms for the Generation, Equilibration and Topological Analysis of Entangled Polymers: Methodology and Performance

PubMed Central

Karayiannis, Nikos Ch.; Kröger, Martin

2009-01-01

We review the methodology, algorithmic implementation and performance characteristics of a hierarchical modeling scheme for the generation, equilibration and topological analysis of polymer systems at various levels of molecular description: from atomistic polyethylene samples to random packings of freely-jointed chains of tangent hard spheres of uniform size. Our analysis focuses on hitherto less discussed algorithmic details of the implementation of both, the Monte Carlo (MC) procedure for the system generation and equilibration, and a postprocessing step, where we identify the underlying topological structure of the simulated systems in the form of primitive paths. In order to demonstrate our arguments, we study how molecular length and packing density (volume fraction) affect the performance of the MC scheme built around chain-connectivity altering moves. In parallel, we quantify the effect of finite system size, of polydispersity, and of the definition of the number of entanglements (and related entanglement molecular weight) on the results about the primitive path network. Along these lines we approve main concepts which had been previously proposed in the literature. PMID:20087477

Population annealing with weighted averages: A Monte Carlo method for rough free-energy landscapes

NASA Astrophysics Data System (ADS)

Machta, J.

2010-08-01

The population annealing algorithm introduced by Hukushima and Iba is described. Population annealing combines simulated annealing and Boltzmann weighted differential reproduction within a population of replicas to sample equilibrium states. Population annealing gives direct access to the free energy. It is shown that unbiased measurements of observables can be obtained by weighted averages over many runs with weight factors related to the free-energy estimate from the run. Population annealing is well suited to parallelization and may be a useful alternative to parallel tempering for systems with rough free-energy landscapes such as spin glasses. The method is demonstrated for spin glasses.

An algorithm for U-Pb isotope dilution data reduction and uncertainty propagation

NASA Astrophysics Data System (ADS)

McLean, N. M.; Bowring, J. F.; Bowring, S. A.

2011-06-01

High-precision U-Pb geochronology by isotope dilution-thermal ionization mass spectrometry is integral to a variety of Earth science disciplines, but its ultimate resolving power is quantified by the uncertainties of calculated U-Pb dates. As analytical techniques have advanced, formerly small sources of uncertainty are increasingly important, and thus previous simplifications for data reduction and uncertainty propagation are no longer valid. Although notable previous efforts have treated propagation of correlated uncertainties for the U-Pb system, the equations, uncertainties, and correlations have been limited in number and subject to simplification during propagation through intermediary calculations. We derive and present a transparent U-Pb data reduction algorithm that transforms raw isotopic data and measured or assumed laboratory parameters into the isotopic ratios and dates geochronologists interpret without making assumptions about the relative size of sample components. To propagate uncertainties and their correlations, we describe, in detail, a linear algebraic algorithm that incorporates all input uncertainties and correlations without limiting or simplifying covariance terms to propagate them though intermediate calculations. Finally, a weighted mean algorithm is presented that utilizes matrix elements from the uncertainty propagation algorithm to propagate random and systematic uncertainties for data comparison between other U-Pb labs and other geochronometers. The linear uncertainty propagation algorithms are verified with Monte Carlo simulations of several typical analyses. We propose that our algorithms be considered by the community for implementation to improve the collaborative science envisioned by the EARTHTIME initiative.

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

International Conference on Artificial Immune Systems (1st) ICARIS 2002, held on 9, 10, and 11 September 2002

DTIC Science & Technology

2002-03-07

Michalewicz, Eds., Evolutionary Computation 1: Basic Algorithms and Operators, Institute of Physics, Bristol (UK), 2000. [3] David A. Van Veldhuizen ...2000. [4] Carlos A. Coello Coello, David A. Van Veldhuizen , and Gary B. Lamont, Evolutionary Algorithms for Solving Multi-Objective Problems, Kluwer...Academic Publishers, 233 Spring St., New York, NY 10013, 2002. [5] David A. Van Veldhuizen , Multiobjective Evolution- ary Algorithms: Classifications

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.

Self-learning Monte Carlo method and cumulative update in fermion systems

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

Liu, Junwei; Shen, Huitao; Qi, Yang

2017-06-07

In this study, we develop the self-learning Monte Carlo (SLMC) method, a general-purpose numerical method recently introduced to simulate many-body systems, for studying interacting fermion systems. Our method uses a highly efficient update algorithm, which we design and dub “cumulative update”, to generate new candidate configurations in the Markov chain based on a self-learned bosonic effective model. From a general analysis and a numerical study of the double exchange model as an example, we find that the SLMC with cumulative update drastically reduces the computational cost of the simulation, while remaining statistically exact. Remarkably, its computational complexity is far lessmore » than the conventional algorithm with local updates.« less

Representations and uses of light distribution functions

NASA Astrophysics Data System (ADS)

Lalonde, Paul Albert

1998-11-01

At their lowest level, all rendering algorithms depend on models of local illumination to define the interplay of light with the surfaces being rendered. These models depend both on the representations of light scattering at a surface due to reflection and to an equal extent on the representation of light sources and light fields. Both emission and reflection have in common that they describe how light leaves a surface as a function of direction. Reflection also depends on an incident light direction. Emission can depend on the position on the light source We call the functions representing emission and reflection light distribution functions (LDF's). There are some difficulties to using measured light distribution functions. The data sets are very large-the size of the data grows with the fourth power of the sampling resolution. For example, a bidirectional reflectance distribution function (BRDF) sampled at five degrees angular resolution, which is arguably insufficient to capture highlights and other high frequency effects in the reflection, can easily require one and a half million samples. Once acquired this data requires some form of interpolation to use them. Any compression method used must be efficient, both in space and in the time required to evaluate the function at a point or over a range of points. This dissertation examines a wavelet representation of light distribution functions that addresses these issues. A data structure is presented that allows efficient reconstruction of LDFs for a given set of parameters, making the wavelet representation feasible for rendering tasks. Texture mapping methods that take advantage of our LDF representations are examined, as well as techniques for filtering LDFs, and methods for using wavelet compressed bidirection reflectance distribution functions (BRDFs) and light sources with Monte Carlo path tracing algorithms. The wavelet representation effectively compresses BRDF and emission data while inducing only a small error in the reconstructed signal. The representation can be used to evaluate efficiently some integrals that appear in shading computation which allows fast, accurate computation of local shading. The representation can be used to represent light fields and is used to reconstruct views of environments interactively from a precomputed set of views. The representation of the BRDF also allows the efficient generation of reflected directions for Monte Carlo array tracing applications. The method can be integrated into many different global illumination algorithms, including ray tracers and wavelet radiosity systems.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

NASA Astrophysics Data System (ADS)

Sharma, Sanjib

2017-08-01

Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis. Finally, we discuss advanced ideas that enable us to tackle complex problems and thus hold great promise for the future. We also distribute downloadable computer software (available at https://github.com/sanjibs/bmcmc/ ) that implements some of the algorithms and examples discussed here.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

PubMed

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

2018-05-16

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

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.

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

Modeling and simulation of the deposition/relaxation processes of polycrystalline diatomic structures of metallic nitride films

NASA Astrophysics Data System (ADS)

García, M. F.; Restrepo-Parra, E.; Riaño-Rojas, J. C.

2015-05-01

This work develops a model that mimics the growth of diatomic, polycrystalline thin films by artificially splitting the growth into deposition and relaxation processes including two stages: (1) a grain-based stochastic method (grains orientation randomly chosen) is considered and by means of the Kinetic Monte Carlo method employing a non-standard version, known as Constant Time Stepping, the deposition is simulated. The adsorption of adatoms is accepted or rejected depending on the neighborhood conditions; furthermore, the desorption process is not included in the simulation and (2) the Monte Carlo method combined with the metropolis algorithm is used to simulate the diffusion. The model was developed by accounting for parameters that determine the morphology of the film, such as the growth temperature, the interacting atomic species, the binding energy and the material crystal structure. The modeled samples exhibited an FCC structure with grain formation with orientations in the family planes of < 111 >, < 200 > and < 220 >. The grain size and film roughness were analyzed. By construction, the grain size decreased, and the roughness increased, as the growth temperature increased. Although, during the growth process of real materials, the deposition and relaxation occurs simultaneously, this method may perhaps be valid to build realistic polycrystalline samples.

Improvements in pencil beam scanning proton therapy dose calculation accuracy in brain tumor cases with a commercial Monte Carlo algorithm.

PubMed

Widesott, Lamberto; Lorentini, Stefano; Fracchiolla, Francesco; Farace, Paolo; Schwarz, Marco

2018-05-04

validation of a commercial Monte Carlo (MC) algorithm (RayStation ver6.0.024) for the treatment of brain tumours with pencil beam scanning (PBS) proton therapy, comparing it via measurements and analytical calculations in clinically realistic scenarios. Methods: For the measurements a 2D ion chamber array detector (MatriXX PT)) was placed underneath the following targets: 1) anthropomorphic head phantom (with two different thickness) and 2) a biological sample (i.e. half lamb's head). In addition, we compared the MC dose engine vs. the RayStation pencil beam (PB) algorithm clinically implemented so far, in critical conditions such as superficial targets (i.e. in need of range shifter), different air gaps and gantry angles to simulate both orthogonal and tangential beam arrangements. For every plan the PB and MC dose calculation were compared to measurements using a gamma analysis metrics (3%, 3mm). Results: regarding the head phantom the gamma passing rate (GPR) was always >96% and on average > 99% for the MC algorithm; PB algorithm had a GPR ≤90% for all the delivery configurations with single slab (apart 95 % GPR from gantry 0° and small air gap) and in case of two slabs of the head phantom the GPR was >95% only in case of small air gaps for all the three (0°, 45°,and 70°) simulated beam gantry angles. Overall the PB algorithm tends to overestimate the dose to the target (up to 25%) and underestimate the dose to the organ at risk (up to 30%). We found similar results (but a bit worse for PB algorithm) for the two targets of the lamb's head where only two beam gantry angles were simulated. Conclusions: our results suggest that in PBS proton therapy range shifter (RS) need to be used with extreme caution when planning the treatment with an analytical algorithm due to potentially great discrepancies between the planned dose and the dose delivered to the patients, also in case of brain tumours where this issue could be underestimated. Our results also suggest that a MC evaluation of the dose has to be performed every time the RS is used and, mostly, when it is used with large air gaps and beam directions tangential to the patient surface. . © 2018 Institute of Physics and Engineering in Medicine.

Minimization for conditional simulation: Relationship to optimal transport

NASA Astrophysics Data System (ADS)

Oliver, Dean S.

2014-05-01

In this paper, we consider the problem of generating independent samples from a conditional distribution when independent samples from the prior distribution are available. Although there are exact methods for sampling from the posterior (e.g. Markov chain Monte Carlo or acceptance/rejection), these methods tend to be computationally demanding when evaluation of the likelihood function is expensive, as it is for most geoscience applications. As an alternative, in this paper we discuss deterministic mappings of variables distributed according to the prior to variables distributed according to the posterior. Although any deterministic mappings might be equally useful, we will focus our discussion on a class of algorithms that obtain implicit mappings by minimization of a cost function that includes measures of data mismatch and model variable mismatch. Algorithms of this type include quasi-linear estimation, randomized maximum likelihood, perturbed observation ensemble Kalman filter, and ensemble of perturbed analyses (4D-Var). When the prior pdf is Gaussian and the observation operators are linear, we show that these minimization-based simulation methods solve an optimal transport problem with a nonstandard cost function. When the observation operators are nonlinear, however, the mapping of variables from the prior to the posterior obtained from those methods is only approximate. Errors arise from neglect of the Jacobian determinant of the transformation and from the possibility of discontinuous mappings.

Comparison of sampling techniques for Bayesian parameter estimation

NASA Astrophysics Data System (ADS)

Allison, Rupert; Dunkley, Joanna

2014-02-01

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the posterior probability distribution we have to decide how to explore parameter space. Here we compare three prescriptions for how parameter space is navigated, discussing their relative merits. We consider Metropolis-Hasting sampling, nested sampling and affine-invariant ensemble Markov chain Monte Carlo (MCMC) sampling. We focus on their performance on toy-model Gaussian likelihoods and on a real-world cosmological data set. We outline the sampling algorithms themselves and elaborate on performance diagnostics such as convergence time, scope for parallelization, dimensional scaling, requisite tunings and suitability for non-Gaussian distributions. We find that nested sampling delivers high-fidelity estimates for posterior statistics at low computational cost, and should be adopted in favour of Metropolis-Hastings in many cases. Affine-invariant MCMC is competitive when computing clusters can be utilized for massive parallelization. Affine-invariant MCMC and existing extensions to nested sampling naturally probe multimodal and curving distributions.

Three-Dimensional (3D) Nanometrology Based on Scanning Electron Microscope (SEM) Stereophotogrammetry.

PubMed

Tondare, Vipin N; Villarrubia, John S; Vlada R, András E

2017-10-01

Three-dimensional (3D) reconstruction of a sample surface from scanning electron microscope (SEM) images taken at two perspectives has been known for decades. Nowadays, there exist several commercially available stereophotogrammetry software packages. For testing these software packages, in this study we used Monte Carlo simulated SEM images of virtual samples. A virtual sample is a model in a computer, and its true dimensions are known exactly, which is impossible for real SEM samples due to measurement uncertainty. The simulated SEM images can be used for algorithm testing, development, and validation. We tested two stereophotogrammetry software packages and compared their reconstructed 3D models with the known geometry of the virtual samples used to create the simulated SEM images. Both packages performed relatively well with simulated SEM images of a sample with a rough surface. However, in a sample containing nearly uniform and therefore low-contrast zones, the height reconstruction error was ≈46%. The present stereophotogrammetry software packages need further improvement before they can be used reliably with SEM images with uniform zones.

Using the Metropolis Algorithm to Calculate Thermodynamic Quantities: An Undergraduate Computational Experiment

ERIC Educational Resources Information Center

Beddard, Godfrey S.

2011-01-01

Thermodynamic quantities such as the average energy, heat capacity, and entropy are calculated using a Monte Carlo method based on the Metropolis algorithm. This method is illustrated with reference to the harmonic oscillator but is particularly useful when the partition function cannot be evaluated; an example using a one-dimensional spin system…

Phase-Retrieval Uncertainty Estimation and Algorithm Comparison for the JWST-ISIM Test Campaign

NASA Technical Reports Server (NTRS)

Aronstein, David L.; Smith, J. Scott

2016-01-01

Phase retrieval, the process of determining the exitpupil wavefront of an optical instrument from image-plane intensity measurements, is the baseline methodology for characterizing the wavefront for the suite of science instruments (SIs) in the Integrated Science Instrument Module (ISIM) for the James Webb Space Telescope (JWST). JWST is a large, infrared space telescope with a 6.5-meter diameter primary mirror. JWST is currently NASA's flagship mission and will be the premier space observatory of the next decade. ISIM contains four optical benches with nine unique instruments, including redundancies. ISIM was characterized at the Goddard Space Flight Center (GSFC) in Greenbelt, MD in a series of cryogenic vacuum tests using a telescope simulator. During these tests, phase-retrieval algorithms were used to characterize the instruments. The objective of this paper is to describe the Monte-Carlo simulations that were used to establish uncertainties (i.e., error bars) for the wavefronts of the various instruments in ISIM. Multiple retrieval algorithms were used in the analysis of ISIM phase-retrieval focus-sweep data, including an iterativetransform algorithm and a nonlinear optimization algorithm. These algorithms emphasize the recovery of numerous optical parameters, including low-order wavefront composition described by Zernike polynomial terms and high-order wavefront described by a point-by-point map, location of instrument best focus, focal ratio, exit-pupil amplitude, the morphology of any extended object, and optical jitter. The secondary objective of this paper is to report on the relative accuracies of these algorithms for the ISIM instrument tests, and a comparison of their computational complexity and their performance on central and graphical processing unit clusters. From a phase-retrieval perspective, the ISIM test campaign includes a variety of source illumination bandwidths, various image-plane sampling criteria above and below the Nyquist- Shannon critical sampling value, various extended object sizes, and several other impactful effects.

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

PubMed

Rueda, Oscar M; Diaz-Uriarte, Ramon

2007-10-16

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

Comparison of normal tissue dose calculation methods for epidemiological studies of radiotherapy patients.

PubMed

Mille, Matthew M; Jung, Jae Won; Lee, Choonik; Kuzmin, Gleb A; Lee, Choonsik

2018-06-01

Radiation dosimetry is an essential input for epidemiological studies of radiotherapy patients aimed at quantifying the dose-response relationship of late-term morbidity and mortality. Individualised organ dose must be estimated for all tissues of interest located in-field, near-field, or out-of-field. Whereas conventional measurement approaches are limited to points in water or anthropomorphic phantoms, computational approaches using patient images or human phantoms offer greater flexibility and can provide more detailed three-dimensional dose information. In the current study, we systematically compared four different dose calculation algorithms so that dosimetrists and epidemiologists can better understand the advantages and limitations of the various approaches at their disposal. The four dose calculations algorithms considered were as follows: the (1) Analytical Anisotropic Algorithm (AAA) and (2) Acuros XB algorithm (Acuros XB), as implemented in the Eclipse treatment planning system (TPS); (3) a Monte Carlo radiation transport code, EGSnrc; and (4) an accelerated Monte Carlo code, the x-ray Voxel Monte Carlo (XVMC). The four algorithms were compared in terms of their accuracy and appropriateness in the context of dose reconstruction for epidemiological investigations. Accuracy in peripheral dose was evaluated first by benchmarking the calculated dose profiles against measurements in a homogeneous water phantom. Additional simulations in a heterogeneous cylinder phantom evaluated the performance of the algorithms in the presence of tissue heterogeneity. In general, we found that the algorithms contained within the commercial TPS (AAA and Acuros XB) were fast and accurate in-field or near-field, but not acceptable out-of-field. Therefore, the TPS is best suited for epidemiological studies involving large cohorts and where the organs of interest are located in-field or partially in-field. The EGSnrc and XVMC codes showed excellent agreement with measurements both in-field and out-of-field. The EGSnrc code was the most accurate dosimetry approach, but was too slow to be used for large-scale epidemiological cohorts. The XVMC code showed similar accuracy to EGSnrc, but was significantly faster, and thus epidemiological applications seem feasible, especially when the organs of interest reside far away from the field edge.

Predicting patchy particle crystals: variable box shape simulations and evolutionary algorithms.

PubMed

Bianchi, Emanuela; Doppelbauer, Günther; Filion, Laura; Dijkstra, Marjolein; Kahl, Gerhard

2012-06-07

We consider several patchy particle models that have been proposed in literature and we investigate their candidate crystal structures in a systematic way. We compare two different algorithms for predicting crystal structures: (i) an approach based on Monte Carlo simulations in the isobaric-isothermal ensemble and (ii) an optimization technique based on ideas of evolutionary algorithms. We show that the two methods are equally successful and provide consistent results on crystalline phases of patchy particle systems.

Calculated X-ray Intensities Using Monte Carlo Algorithms: A Comparison to Experimental EPMA Data

NASA Technical Reports Server (NTRS)

Carpenter, P. K.

2005-01-01

Monte Carlo (MC) modeling has been used extensively to simulate electron scattering and x-ray emission from complex geometries. Here are presented comparisons between MC results and experimental electron-probe microanalysis (EPMA) measurements as well as phi(rhoz) correction algorithms. Experimental EPMA measurements made on NIST SRM 481 (AgAu) and 482 (CuAu) alloys, at a range of accelerating potential and instrument take-off angles, represent a formal microanalysis data set that has been widely used to develop phi(rhoz) correction algorithms. X-ray intensity data produced by MC simulations represents an independent test of both experimental and phi(rhoz) correction algorithms. The alpha-factor method has previously been used to evaluate systematic errors in the analysis of semiconductor and silicate minerals, and is used here to compare the accuracy of experimental and MC-calculated x-ray data. X-ray intensities calculated by MC are used to generate a-factors using the certificated compositions in the CuAu binary relative to pure Cu and Au standards. MC simulations are obtained using the NIST, WinCasino, and WinXray algorithms; derived x-ray intensities have a built-in atomic number correction, and are further corrected for absorption and characteristic fluorescence using the PAP phi(rhoz) correction algorithm. The Penelope code additionally simulates both characteristic and continuum x-ray fluorescence and thus requires no further correction for use in calculating alpha-factors.

Importance sampling large deviations in nonequilibrium steady states. I.

PubMed

Ray, Ushnish; Chan, Garnet Kin-Lic; Limmer, David T

2018-03-28

Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies, evaluating large deviation functions numerically for all but the simplest systems is difficult because by construction they depend on exponentially rare events. In this first paper of a series, we evaluate different trajectory-based sampling methods capable of computing large deviation functions of time integrated observables within nonequilibrium steady states. We illustrate some convergence criteria and best practices using a number of different models, including a biased Brownian walker, a driven lattice gas, and a model of self-assembly. We show how two popular methods for sampling trajectory ensembles, transition path sampling and diffusion Monte Carlo, suffer from exponentially diverging correlations in trajectory space as a function of the bias parameter when estimating large deviation functions. Improving the efficiencies of these algorithms requires introducing guiding functions for the trajectories.

Importance sampling large deviations in nonequilibrium steady states. I

NASA Astrophysics Data System (ADS)

Ray, Ushnish; Chan, Garnet Kin-Lic; Limmer, David T.

2018-03-01

Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies, evaluating large deviation functions numerically for all but the simplest systems is difficult because by construction they depend on exponentially rare events. In this first paper of a series, we evaluate different trajectory-based sampling methods capable of computing large deviation functions of time integrated observables within nonequilibrium steady states. We illustrate some convergence criteria and best practices using a number of different models, including a biased Brownian walker, a driven lattice gas, and a model of self-assembly. We show how two popular methods for sampling trajectory ensembles, transition path sampling and diffusion Monte Carlo, suffer from exponentially diverging correlations in trajectory space as a function of the bias parameter when estimating large deviation functions. Improving the efficiencies of these algorithms requires introducing guiding functions for the trajectories.

High-Throughput Characterization of Porous Materials Using Graphics Processing Units

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

Kim, Jihan; Martin, Richard L.; Rübel, Oliver

We have developed a high-throughput graphics processing units (GPU) code that can characterize a large database of crystalline porous materials. In our algorithm, the GPU is utilized to accelerate energy grid calculations where the grid values represent interactions (i.e., Lennard-Jones + Coulomb potentials) between gas molecules (i.e., CHmore » $$_{4}$$ and CO$$_{2}$$) and material's framework atoms. Using a parallel flood fill CPU algorithm, inaccessible regions inside the framework structures are identified and blocked based on their energy profiles. Finally, we compute the Henry coefficients and heats of adsorption through statistical Widom insertion Monte Carlo moves in the domain restricted to the accessible space. The code offers significant speedup over a single core CPU code and allows us to characterize a set of porous materials at least an order of magnitude larger than ones considered in earlier studies. For structures selected from such a prescreening algorithm, full adsorption isotherms can be calculated by conducting multiple grand canonical Monte Carlo simulations concurrently within the GPU.« less

Searching for efficient Markov chain Monte Carlo proposal kernels

PubMed Central

Yang, Ziheng; Rodríguez, Carlos E.

2013-01-01

Markov chain Monte Carlo (MCMC) or the Metropolis–Hastings algorithm is a simulation algorithm that has made modern Bayesian statistical inference possible. Nevertheless, the efficiency of different Metropolis–Hastings proposal kernels has rarely been studied except for the Gaussian proposal. Here we propose a unique class of Bactrian kernels, which avoid proposing values that are very close to the current value, and compare their efficiency with a number of proposals for simulating different target distributions, with efficiency measured by the asymptotic variance of a parameter estimate. The uniform kernel is found to be more efficient than the Gaussian kernel, whereas the Bactrian kernel is even better. When optimal scales are used for both, the Bactrian kernel is at least 50% more efficient than the Gaussian. Implementation in a Bayesian program for molecular clock dating confirms the general applicability of our results to generic MCMC algorithms. Our results refute a previous claim that all proposals had nearly identical performance and will prompt further research into efficient MCMC proposals. PMID:24218600

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

Serin, E.; Codel, G.; Mabhouti, H.

Purpose: In small field geometries, the electronic equilibrium can be lost, making it challenging for the dose-calculation algorithm to accurately predict the dose, especially in the presence of tissue heterogeneities. In this study, dosimetric accuracy of Monte Carlo (MC) advanced dose calculation and sequential algorithms of Multiplan treatment planning system were investigated for small radiation fields incident on homogeneous and heterogeneous geometries. Methods: Small open fields of fixed cones of Cyberknife M6 unit 100 to 500 mm2 were used for this study. The fields were incident on in house phantom containing lung, air, and bone inhomogeneities and also homogeneous phantom.more » Using the same film batch, the net OD to dose calibration curve was obtained using CK with the 60 mm fixed cone by delivering 0- 800 cGy. Films were scanned 48 hours after irradiation using an Epson 1000XL flatbed scanner. The dosimetric accuracy of MC and sequential algorithms in the presence of the inhomogeneities was compared against EBT3 film dosimetry Results: Open field tests in a homogeneous phantom showed good agreement between two algorithms and film measurement For MC algorithm, the minimum gamma analysis passing rates between measured and calculated dose distributions were 99.7% and 98.3% for homogeneous and inhomogeneous fields in the case of lung and bone respectively. For sequential algorithm, the minimum gamma analysis passing rates were 98.9% and 92.5% for for homogeneous and inhomogeneous fields respectively for used all cone sizes. In the case of the air heterogeneity, the differences were larger for both calculation algorithms. Overall, when compared to measurement, the MC had better agreement than sequential algorithm. Conclusion: The Monte Carlo calculation algorithm in the Multiplan treatment planning system is an improvement over the existing sequential algorithm. Dose discrepancies were observed for in the presence of air inhomogeneities.« less

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

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

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

2014-11-21

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

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

Multiscale Monte Carlo equilibration: Two-color QCD with two fermion flavors

DOE PAGES

Detmold, William; Endres, Michael G.

2016-12-02

In this study, we demonstrate the applicability of a recently proposed multiscale thermalization algorithm to two-color quantum chromodynamics (QCD) with two mass-degenerate fermion flavors. The algorithm involves refining an ensemble of gauge configurations that had been generated using a renormalization group (RG) matched coarse action, thereby producing a fine ensemble that is close to the thermalized distribution of a target fine action; the refined ensemble is subsequently rethermalized using conventional algorithms. Although the generalization of this algorithm from pure Yang-Mills theory to QCD with dynamical fermions is straightforward, we find that in the latter case, the method is susceptible tomore » numerical instabilities during the initial stages of rethermalization when using the hybrid Monte Carlo algorithm. We find that these instabilities arise from large fermion forces in the evolution, which are attributed to an accumulation of spurious near-zero modes of the Dirac operator. We propose a simple strategy for curing this problem, and demonstrate that rapid thermalization--as probed by a variety of gluonic and fermionic operators--is possible with the use of this solution. Also, we study the sensitivity of rethermalization rates to the RG matching of the coarse and fine actions, and identify effective matching conditions based on a variety of measured scales.« less

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 M.; Walker, Anthony P.

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 work, a differential evolution adaptive Metropolis (DREAM) algorithm is 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 calibration of DREAM results inmore » a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. Here, the result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.« less

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

DOE PAGES

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

2017-09-27

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 work, a differential evolution adaptive Metropolis (DREAM) algorithm is 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 calibration of DREAM results inmore » a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. Here, the result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.« less

Discrete range clustering using Monte Carlo methods

NASA Technical Reports Server (NTRS)

Chatterji, G. B.; Sridhar, B.

1993-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2001-06-01

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

Production of τ τ jj final states at the LHC and the TauSpinner algorithm: the spin-2 case

NASA Astrophysics Data System (ADS)

Bahmani, M.; Kalinowski, J.; Kotlarski, W.; Richter-Wąs, E.; Wąs, Z.

2018-01-01

The TauSpinner algorithm is a tool that allows one to modify the physics model of the Monte Carlo generated samples due to the changed assumptions of event production dynamics, but without the need of re-generating events. With the help of weights τ -lepton production or decay processes can be modified accordingly to a new physics model. In a recent paper a new version TauSpinner ver.2.0.0 has been presented which includes a provision for introducing non-standard states and couplings and study their effects in the vector-boson-fusion processes by exploiting the spin correlations of τ -lepton pair decay products in processes where final states include also two hard jets. In the present paper we document how this can be achieved taking as an example the non-standard spin-2 state that couples to Standard Model particles and tree-level matrix elements with complete helicity information included for the parton-parton scattering amplitudes into a τ -lepton pair and two outgoing partons. This implementation is prepared as the external (user-provided) routine for the TauSpinner algorithm. It exploits amplitudes generated by MadGraph5 and adapted to the TauSpinner algorithm format. Consistency tests of the implemented matrix elements, re-weighting algorithm and numerical results for observables sensitive to τ polarisation are presented.

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

PubMed

Yoon, Yourim; Kim, Yong-Hyuk

2013-10-01

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

[Accuracy Check of Monte Carlo Simulation in Particle Therapy Using Gel Dosimeters].

PubMed

Furuta, Takuya

2017-01-01

Gel dosimeters are a three-dimensional imaging tool for dose distribution induced by radiations. They can be used for accuracy check of Monte Carlo simulation in particle therapy. An application was reviewed in this article. An inhomogeneous biological sample placing a gel dosimeter behind it was irradiated by carbon beam. The recorded dose distribution in the gel dosimeter reflected the inhomogeneity of the biological sample. Monte Carlo simulation was conducted by reconstructing the biological sample from its CT image. The accuracy of the particle transport by Monte Carlo simulation was checked by comparing the dose distribution in the gel dosimeter between simulation and experiment.

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.

Bayesian Analysis of High Dimensional Classification

NASA Astrophysics Data System (ADS)

Mukhopadhyay, Subhadeep; Liang, Faming

2009-12-01

Modern data mining and bioinformatics have presented an important playground for statistical learning techniques, where the number of input variables is possibly much larger than the sample size of the training data. In supervised learning, logistic regression or probit regression can be used to model a binary output and form perceptron classification rules based on Bayesian inference. In these cases , there is a lot of interest in searching for sparse model in High Dimensional regression(/classification) setup. we first discuss two common challenges for analyzing high dimensional data. The first one is the curse of dimensionality. The complexity of many existing algorithms scale exponentially with the dimensionality of the space and by virtue of that algorithms soon become computationally intractable and therefore inapplicable in many real applications. secondly, multicollinearities among the predictors which severely slowdown the algorithm. In order to make Bayesian analysis operational in high dimension we propose a novel 'Hierarchical stochastic approximation monte carlo algorithm' (HSAMC), which overcomes the curse of dimensionality, multicollinearity of predictors in high dimension and also it possesses the self-adjusting mechanism to avoid the local minima separated by high energy barriers. Models and methods are illustrated by simulation inspired from from the feild of genomics. Numerical results indicate that HSAMC can work as a general model selection sampler in high dimensional complex model space.

The Manhattan Frame Model-Manhattan World Inference in the Space of Surface Normals.

PubMed

Straub, Julian; Freifeld, Oren; Rosman, Guy; Leonard, John J; Fisher, John W

2018-01-01

Objects and structures within man-made environments typically exhibit a high degree of organization in the form of orthogonal and parallel planes. Traditional approaches utilize these regularities via the restrictive, and rather local, Manhattan World (MW) assumption which posits that every plane is perpendicular to one of the axes of a single coordinate system. The aforementioned regularities are especially evident in the surface normal distribution of a scene where they manifest as orthogonally-coupled clusters. This motivates the introduction of the Manhattan-Frame (MF) model which captures the notion of an MW in the surface normals space, the unit sphere, and two probabilistic MF models over this space. First, for a single MF we propose novel real-time MAP inference algorithms, evaluate their performance and their use in drift-free rotation estimation. Second, to capture the complexity of real-world scenes at a global scale, we extend the MF model to a probabilistic mixture of Manhattan Frames (MMF). For MMF inference we propose a simple MAP inference algorithm and an adaptive Markov-Chain Monte-Carlo sampling algorithm with Metropolis-Hastings split/merge moves that let us infer the unknown number of mixture components. We demonstrate the versatility of the MMF model and inference algorithm across several scales of man-made environments.

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

Geometric MCMC for infinite-dimensional inverse problems

NASA Astrophysics Data System (ADS)

Beskos, Alexandros; Girolami, Mark; Lan, Shiwei; Farrell, Patrick E.; Stuart, Andrew M.

2017-04-01

Bayesian inverse problems often involve sampling posterior distributions on infinite-dimensional function spaces. Traditional Markov chain Monte Carlo (MCMC) algorithms are characterized by deteriorating mixing times upon mesh-refinement, when the finite-dimensional approximations become more accurate. Such methods are typically forced to reduce step-sizes as the discretization gets finer, and thus are expensive as a function of dimension. Recently, a new class of MCMC methods with mesh-independent convergence times has emerged. However, few of them take into account the geometry of the posterior informed by the data. At the same time, recently developed geometric MCMC algorithms have been found to be powerful in exploring complicated distributions that deviate significantly from elliptic Gaussian laws, but are in general computationally intractable for models defined in infinite dimensions. In this work, we combine geometric methods on a finite-dimensional subspace with mesh-independent infinite-dimensional approaches. Our objective is to speed up MCMC mixing times, without significantly increasing the computational cost per step (for instance, in comparison with the vanilla preconditioned Crank-Nicolson (pCN) method). This is achieved by using ideas from geometric MCMC to probe the complex structure of an intrinsic finite-dimensional subspace where most data information concentrates, while retaining robust mixing times as the dimension grows by using pCN-like methods in the complementary subspace. The resulting algorithms are demonstrated in the context of three challenging inverse problems arising in subsurface flow, heat conduction and incompressible flow control. The algorithms exhibit up to two orders of magnitude improvement in sampling efficiency when compared with the pCN method.

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

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.

Parameters estimation for reactive transport: A way to test the validity of a reactive model

NASA Astrophysics Data System (ADS)

Aggarwal, Mohit; Cheikh Anta Ndiaye, Mame; Carrayrou, Jérôme

The chemical parameters used in reactive transport models are not known accurately due to the complexity and the heterogeneous conditions of a real domain. We will present an efficient algorithm in order to estimate the chemical parameters using Monte-Carlo method. Monte-Carlo methods are very robust for the optimisation of the highly non-linear mathematical model describing reactive transport. Reactive transport of tributyltin (TBT) through natural quartz sand at seven different pHs is taken as the test case. Our algorithm will be used to estimate the chemical parameters of the sorption of TBT onto the natural quartz sand. By testing and comparing three models of surface complexation, we show that the proposed adsorption model cannot explain the experimental data.

BCL::MP-Fold: membrane protein structure prediction guided by EPR restraints

PubMed Central

Fischer, Axel W.; Alexander, Nathan S.; Woetzel, Nils; Karakaş, Mert; Weiner, Brian E.; Meiler, Jens

2016-01-01

For many membrane proteins, the determination of their topology remains a challenge for methods like X-ray crystallography and nuclear magnetic resonance (NMR) spectroscopy. Electron paramagnetic resonance (EPR) spectroscopy has evolved as an alternative technique to study structure and dynamics of membrane proteins. The present study demonstrates the feasibility of membrane protein topology determination using limited EPR distance and accessibility measurements. The BCL::MP-Fold algorithm assembles secondary structure elements (SSEs) in the membrane using a Monte Carlo Metropolis (MCM) approach. Sampled models are evaluated using knowledge-based potential functions and agreement with the EPR data and a knowledge-based energy function. Twenty-nine membrane proteins of up to 696 residues are used to test the algorithm. The protein-size-normalized root-mean-square-deviation (RMSD100) value of the most accurate model is better than 8 Å for twenty-seven, better than 6 Å for twenty-two, and better than 4 Å for fifteen out of twenty-nine proteins, demonstrating the algorithm’s ability to sample the native topology. The average enrichment could be improved from 1.3 to 2.5, showing the improved discrimination power by using EPR data. PMID:25820805

Efficient SRAM yield optimization with mixture surrogate modeling

NASA Astrophysics Data System (ADS)

Zhongjian, Jiang; Zuochang, Ye; Yan, Wang

2016-12-01

Largely repeated cells such as SRAM cells usually require extremely low failure-rate to ensure a moderate chi yield. Though fast Monte Carlo methods such as importance sampling and its variants can be used for yield estimation, they are still very expensive if one needs to perform optimization based on such estimations. Typically the process of yield calculation requires a lot of SPICE simulation. The circuit SPICE simulation analysis accounted for the largest proportion of time in the process yield calculation. In the paper, a new method is proposed to address this issue. The key idea is to establish an efficient mixture surrogate model. The surrogate model is based on the design variables and process variables. This model construction method is based on the SPICE simulation to get a certain amount of sample points, these points are trained for mixture surrogate model by the lasso algorithm. Experimental results show that the proposed model is able to calculate accurate yield successfully and it brings significant speed ups to the calculation of failure rate. Based on the model, we made a further accelerated algorithm to further enhance the speed of the yield calculation. It is suitable for high-dimensional process variables and multi-performance applications.

Analysis of estimation algorithms for CDTI and CAS applications

NASA Technical Reports Server (NTRS)

Goka, T.

1985-01-01

Estimation algorithms for Cockpit Display of Traffic Information (CDTI) and Collision Avoidance System (CAS) applications were analyzed and/or developed. The algorithms are based on actual or projected operational and performance characteristics of an Enhanced TCAS II traffic sensor developed by Bendix and the Federal Aviation Administration. Three algorithm areas are examined and discussed. These are horizontal x and y, range and altitude estimation algorithms. Raw estimation errors are quantified using Monte Carlo simulations developed for each application; the raw errors are then used to infer impacts on the CDTI and CAS applications. Applications of smoothing algorithms to CDTI problems are also discussed briefly. Technical conclusions are summarized based on the analysis of simulation results.

Recommendations for dose calculations of lung cancer treatment plans treated with stereotactic ablative body radiotherapy (SABR)

NASA Astrophysics Data System (ADS)

Devpura, S.; Siddiqui, M. S.; Chen, D.; Liu, D.; Li, H.; Kumar, S.; Gordon, J.; Ajlouni, M.; Movsas, B.; Chetty, I. J.

2014-03-01

The purpose of this study was to systematically evaluate dose distributions computed with 5 different dose algorithms for patients with lung cancers treated using stereotactic ablative body radiotherapy (SABR). Treatment plans for 133 lung cancer patients, initially computed with a 1D-pencil beam (equivalent-path-length, EPL-1D) algorithm, were recalculated with 4 other algorithms commissioned for treatment planning, including 3-D pencil-beam (EPL-3D), anisotropic analytical algorithm (AAA), collapsed cone convolution superposition (CCC), and Monte Carlo (MC). The plan prescription dose was 48 Gy in 4 fractions normalized to the 95% isodose line. Tumors were classified according to location: peripheral tumors surrounded by lung (lung-island, N=39), peripheral tumors attached to the rib-cage or chest wall (lung-wall, N=44), and centrally-located tumors (lung-central, N=50). Relative to the EPL-1D algorithm, PTV D95 and mean dose values computed with the other 4 algorithms were lowest for "lung-island" tumors with smallest field sizes (3-5 cm). On the other hand, the smallest differences were noted for lung-central tumors treated with largest field widths (7-10 cm). Amongst all locations, dose distribution differences were most strongly correlated with tumor size for lung-island tumors. For most cases, convolution/superposition and MC algorithms were in good agreement. Mean lung dose (MLD) values computed with the EPL-1D algorithm were highly correlated with that of the other algorithms (correlation coefficient =0.99). The MLD values were found to be ~10% lower for small lung-island tumors with the model-based (conv/superposition and MC) vs. the correction-based (pencil-beam) algorithms with the model-based algorithms predicting greater low dose spread within the lungs. This study suggests that pencil beam algorithms should be avoided for lung SABR planning. For the most challenging cases, small tumors surrounded entirely by lung tissue (lung-island type), a Monte-Carlo-based algorithm may be warranted.

A Monte Carlo comparison of the recovery of winds near upwind and downwind from the SASS-1 model function by means of the sum of squares algorithm and a maximum likelihood estimator

NASA Technical Reports Server (NTRS)

Pierson, W. J., Jr.

1984-01-01

Backscatter measurements at upwind and crosswind are simulated for five incidence angles by means of the SASS-1 model function. The effects of communication noise and attitude errors are simulated by Monte Carlo methods, and the winds are recovered by both the Sum of Square (SOS) algorithm and a Maximum Likelihood Estimater (MLE). The SOS algorithm is shown to fail for light enough winds at all incidence angles and to fail to show areas of calm because backscatter estimates that were negative or that produced incorrect values of K sub p greater than one were discarded. The MLE performs well for all input backscatter estimates and returns calm when both are negative. The use of the SOS algorithm is shown to have introduced errors in the SASS-1 model function that, in part, cancel out the errors that result from using it, but that also cause disagreement with other data sources such as the AAFE circle flight data at light winds. Implications for future scatterometer systems are given.

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.

Multi-particle phase space integration with arbitrary set of singularities in CompHEP

NASA Astrophysics Data System (ADS)

Kovalenko, D. N.; Pukhov, A. E.

1997-02-01

We describe an algorithm of multi-particle phase space integration for collision and decay processes realized in CompHEP package version 3.2. In the framework of this algorithm it is possible to regularize an arbitrary set of singularities caused by virtual particle propagators. The algorithm is based on the method of the recursive representation of kinematics and on the multichannel Monte Carlo approach. CompHEP package is available by WWW: http://theory.npi.msu.su/pukhov/comphep.html

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.

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.

Transport Coefficients from Large Deviation Functions

NASA Astrophysics Data System (ADS)

Gao, Chloe; Limmer, David

2017-10-01

We describe a method for computing transport coefficients from the direct evaluation of large deviation function. This method is general, relying on only equilibrium fluctuations, and is statistically efficient, employing trajectory based importance sampling. Equilibrium fluctuations of molecular currents are characterized by their large deviation functions, which is a scaled cumulant generating function analogous to the free energy. A diffusion Monte Carlo algorithm is used to evaluate the large deviation functions, from which arbitrary transport coefficients are derivable. We find significant statistical improvement over traditional Green-Kubo based calculations. The systematic and statistical errors of this method are analyzed in the context of specific transport coefficient calculations, including the shear viscosity, interfacial friction coefficient, and thermal conductivity.

cosmoabc: Likelihood-free inference for cosmology

NASA Astrophysics Data System (ADS)

Ishida, Emille E. O.; Vitenti, Sandro D. P.; Penna-Lima, Mariana; Trindade, Arlindo M.; Cisewski, Jessi; M.; de Souza, Rafael; Cameron, Ewan; Busti, Vinicius C.

2015-05-01

Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of mock data and comparison between observed and synthetic catalogs. cosmoabc is a Python Approximate Bayesian Computation (ABC) sampler featuring a Population Monte Carlo variation of the original ABC algorithm, which uses an adaptive importance sampling scheme. The code can be coupled to an external simulator to allow incorporation of arbitrary distance and prior functions. When coupled with the numcosmo library, it has been used to estimate posterior probability distributions over cosmological parameters based on measurements of galaxy clusters number counts without computing the likelihood function.

Directional variance adjustment: bias reduction in covariance matrices based on factor analysis with an application to portfolio optimization.

PubMed

Bartz, Daniel; Hatrick, Kerr; Hesse, Christian W; Müller, Klaus-Robert; Lemm, Steven

2013-01-01

Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA) algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation.

Eyeglasses Lens Contour Extraction from Facial Images Using an Efficient Shape Description

PubMed Central

Borza, Diana; Darabant, Adrian Sergiu; Danescu, Radu

2013-01-01

This paper presents a system that automatically extracts the position of the eyeglasses and the accurate shape and size of the frame lenses in facial images. The novelty brought by this paper consists in three key contributions. The first one is an original model for representing the shape of the eyeglasses lens, using Fourier descriptors. The second one is a method for generating the search space starting from a finite, relatively small number of representative lens shapes based on Fourier morphing. Finally, we propose an accurate lens contour extraction algorithm using a multi-stage Monte Carlo sampling technique. Multiple experiments demonstrate the effectiveness of our approach. PMID:24152926

Directional Variance Adjustment: Bias Reduction in Covariance Matrices Based on Factor Analysis with an Application to Portfolio Optimization

PubMed Central

Bartz, Daniel; Hatrick, Kerr; Hesse, Christian W.; Müller, Klaus-Robert; Lemm, Steven

2013-01-01

Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA) algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation. PMID:23844016

SU-E-T-344: Validation and Clinical Experience of Eclipse Electron Monte Carlo Algorithm (EMC)

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

Pokharel, S; Rana, S

2014-06-01

Purpose: The purpose of this study is to validate Eclipse Electron Monte Carlo (Algorithm for routine clinical uses. Methods: The PTW inhomogeneity phantom (T40037) with different combination of heterogeneous slabs has been CT-scanned with Philips Brilliance 16 slice scanner. The phantom contains blocks of Rando Alderson materials mimicking lung, Polystyrene (Tissue), PTFE (Bone) and PMAA. The phantom has 30×30×2.5 cm base plate with 2cm recesses to insert inhomogeneity. The detector systems used in this study are diode, tlds and Gafchromic EBT2 films. The diode and tlds were included in CT scans. The CT sets are transferred to Eclipse treatment planningmore » system. Several plans have been created with Eclipse Monte Carlo (EMC) algorithm 11.0.21. Measurements have been carried out in Varian TrueBeam machine for energy from 6–22mev. Results: The measured and calculated doses agreed very well for tissue like media. The agreement was reasonably okay for the presence of lung inhomogeneity. The point dose agreement was within 3.5% and Gamma passing rate at 3%/3mm was greater than 93% except for 6Mev(85%). The disagreement can reach as high as 10% in the presence of bone inhomogeneity. This is due to eclipse reporting dose to the medium as opposed to the dose to the water as in conventional calculation engines. Conclusion: Care must be taken when using Varian Eclipse EMC algorithm for dose calculation for routine clinical uses. The algorithm dose not report dose to water in which most of the clinical experiences are based on rather it just reports dose to medium directly. In the presence of inhomogeneity such as bone, the dose discrepancy can be as high as 10% or even more depending on the location of normalization point or volume. As Radiation oncology as an empirical science, care must be taken before using EMC reported monitor units for clinical uses.« less

Characterisation of mega-voltage electron pencil beam dose distributions: viability of a measurement-based approach.

PubMed

Barnes, M P; Ebert, M A

2008-03-01

The concept of electron pencil-beam dose distributions is central to pencil-beam algorithms used in electron beam radiotherapy treatment planning. The Hogstrom algorithm, which is a common algorithm for electron treatment planning, models large electron field dose distributions by the superposition of a series of pencil beam dose distributions. This means that the accurate characterisation of an electron pencil beam is essential for the accuracy of the dose algorithm. The aim of this study was to evaluate a measurement based approach for obtaining electron pencil-beam dose distributions. The primary incentive for the study was the accurate calculation of dose distributions for narrow fields as traditional electron algorithms are generally inaccurate for such geometries. Kodak X-Omat radiographic film was used in a solid water phantom to measure the dose distribution of circular 12 MeV beams from a Varian 21EX linear accelerator. Measurements were made for beams of diameter, 1.5, 2, 4, 8, 16 and 32 mm. A blocked-field technique was used to subtract photon contamination in the beam. The "error function" derived from Fermi-Eyges Multiple Coulomb Scattering (MCS) theory for corresponding square fields was used to fit resulting dose distributions so that extrapolation down to a pencil beam distribution could be made. The Monte Carlo codes, BEAM and EGSnrc were used to simulate the experimental arrangement. The 8 mm beam dose distribution was also measured with TLD-100 microcubes. Agreement between film, TLD and Monte Carlo simulation results were found to be consistent with the spatial resolution used. The study has shown that it is possible to extrapolate narrow electron beam dose distributions down to a pencil beam dose distribution using the error function. However, due to experimental uncertainties and measurement difficulties, Monte Carlo is recommended as the method of choice for characterising electron pencil-beam dose distributions.

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.

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

DOE PAGES

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

2018-04-19

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

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

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

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

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

A spatial multi-objective optimization model for sustainable urban wastewater system layout planning.

PubMed

Dong, X; Zeng, S; Chen, J

2012-01-01

Design of a sustainable city has changed the traditional centralized urban wastewater system towards a decentralized or clustering one. Note that there is considerable spatial variability of the factors that affect urban drainage performance including urban catchment characteristics. The potential options are numerous for planning the layout of an urban wastewater system, which are associated with different costs and local environmental impacts. There is thus a need to develop an approach to find the optimal spatial layout for collecting, treating, reusing and discharging the municipal wastewater of a city. In this study, a spatial multi-objective optimization model, called Urban wastewateR system Layout model (URL), was developed. It is solved by a genetic algorithm embedding Monte Carlo sampling and a series of graph algorithms. This model was illustrated by a case study in a newly developing urban area in Beijing, China. Five optimized system layouts were recommended to the local municipality for further detailed design.

A maximum likelihood algorithm for genome mapping of cytogenetic loci from meiotic configuration data.

PubMed Central

Reyes-Valdés, M H; Stelly, D M

1995-01-01

Frequencies of meiotic configurations in cytogenetic stocks are dependent on chiasma frequencies in segments defined by centromeres, breakpoints, and telomeres. The expectation maximization algorithm is proposed as a general method to perform maximum likelihood estimations of the chiasma frequencies in the intervals between such locations. The estimates can be translated via mapping functions into genetic maps of cytogenetic landmarks. One set of observational data was analyzed to exemplify application of these methods, results of which were largely concordant with other comparable data. The method was also tested by Monte Carlo simulation of frequencies of meiotic configurations from a monotelodisomic translocation heterozygote, assuming six different sample sizes. The estimate averages were always close to the values given initially to the parameters. The maximum likelihood estimation procedures can be extended readily to other kinds of cytogenetic stocks and allow the pooling of diverse cytogenetic data to collectively estimate lengths of segments, arms, and chromosomes. Images Fig. 1 PMID:7568226

Smoothing spline ANOVA frailty model for recurrent event data.

PubMed

Du, Pang; Jiang, Yihua; Wang, Yuedong

2011-12-01

Gap time hazard estimation is of particular interest in recurrent event data. This article proposes a fully nonparametric approach for estimating the gap time hazard. Smoothing spline analysis of variance (ANOVA) decompositions are used to model the log gap time hazard as a joint function of gap time and covariates, and general frailty is introduced to account for between-subject heterogeneity and within-subject correlation. We estimate the nonparametric gap time hazard function and parameters in the frailty distribution using a combination of the Newton-Raphson procedure, the stochastic approximation algorithm (SAA), and the Markov chain Monte Carlo (MCMC) method. The convergence of the algorithm is guaranteed by decreasing the step size of parameter update and/or increasing the MCMC sample size along iterations. Model selection procedure is also developed to identify negligible components in a functional ANOVA decomposition of the log gap time hazard. We evaluate the proposed methods with simulation studies and illustrate its use through the analysis of bladder tumor data. © 2011, The International Biometric Society.

Π4U: A high performance computing framework for Bayesian uncertainty quantification of complex models

NASA Astrophysics Data System (ADS)

Hadjidoukas, P. E.; Angelikopoulos, P.; Papadimitriou, C.; Koumoutsakos, P.

2015-03-01

We present Π4U, an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.

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

DOE PAGES

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

2017-03-05

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

Locating hazardous gas leaks in the atmosphere via modified genetic, MCMC and particle swarm optimization algorithms

NASA Astrophysics Data System (ADS)

Wang, Ji; Zhang, Ru; Yan, Yuting; Dong, Xiaoqiang; Li, Jun Ming

2017-05-01

Hazardous gas leaks in the atmosphere can cause significant economic losses in addition to environmental hazards, such as fires and explosions. A three-stage hazardous gas leak source localization method was developed that uses movable and stationary gas concentration sensors. The method calculates a preliminary source inversion with a modified genetic algorithm (MGA) and has the potential to crossover with eliminated individuals from the population, following the selection of the best candidate. The method then determines a search zone using Markov Chain Monte Carlo (MCMC) sampling, utilizing a partial evaluation strategy. The leak source is then accurately localized using a modified guaranteed convergence particle swarm optimization algorithm with several bad-performing individuals, following selection of the most successful individual with dynamic updates. The first two stages are based on data collected by motionless sensors, and the last stage is based on data from movable robots with sensors. The measurement error adaptability and the effect of the leak source location were analyzed. The test results showed that this three-stage localization process can localize a leak source within 1.0 m of the source for different leak source locations, with measurement error standard deviation smaller than 2.0.

Influence of scanning parameters on the estimation accuracy of control points of B-spline surfaces

NASA Astrophysics Data System (ADS)

Aichinger, Julia; Schwieger, Volker

2018-04-01

This contribution deals with the influence of scanning parameters like scanning distance, incidence angle, surface quality and sampling width on the average estimated standard deviations of the position of control points from B-spline surfaces which are used to model surfaces from terrestrial laser scanning data. The influence of the scanning parameters is analyzed by the Monte Carlo based variance analysis. The samples were generated for non-correlated and correlated data, leading to the samples generated by Latin hypercube and replicated Latin hypercube sampling algorithms. Finally, the investigations show that the most influential scanning parameter is the distance from the laser scanner to the object. The angle of incidence shows a significant effect for distances of 50 m and longer, while the surface quality contributes only negligible effects. The sampling width has no influence. Optimal scanning parameters can be found in the smallest possible object distance at an angle of incidence close to 0° in the highest surface quality. The consideration of correlations improves the estimation accuracy and underlines the importance of complete stochastic models for TLS measurements.

CYBER 200 Applications Seminar

NASA Technical Reports Server (NTRS)

Gary, J. P. (Compiler)

1984-01-01

Applications suited for the CYBER 200 digital computer are discussed. Various areas of application including meteorology, algorithms, fluid dynamics, monte carlo methods, petroleum, electronic circuit simulation, biochemistry, lattice gauge theory, economics and ray tracing are discussed.

Reference hypernetted chain theory for ferrofluid bilayer: Distribution functions compared with Monte Carlo

NASA Astrophysics Data System (ADS)

Polyakov, Evgeny A.; Vorontsov-Velyaminov, Pavel N.

2014-08-01

Properties of ferrofluid bilayer (modeled as a system of two planar layers separated by a distance h and each layer carrying a soft sphere dipolar liquid) are calculated in the framework of inhomogeneous Ornstein-Zernike equations with reference hypernetted chain closure (RHNC). The bridge functions are taken from a soft sphere (1/r12) reference system in the pressure-consistent closure approximation. In order to make the RHNC problem tractable, the angular dependence of the correlation functions is expanded into special orthogonal polynomials according to Lado. The resulting equations are solved using the Newton-GRMES algorithm as implemented in the public-domain solver NITSOL. Orientational densities and pair distribution functions of dipoles are compared with Monte Carlo simulation results. A numerical algorithm for the Fourier-Hankel transform of any positive integer order on a uniform grid is presented.

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.

Markov Chain Monte Carlo Bayesian Learning for Neural Networks

NASA Technical Reports Server (NTRS)

Goodrich, Michael S.

2011-01-01

Conventional training methods for neural networks involve starting al a random location in the solution space of the network weights, navigating an error hyper surface to reach a minimum, and sometime stochastic based techniques (e.g., genetic algorithms) to avoid entrapment in a local minimum. It is further typically necessary to preprocess the data (e.g., normalization) to keep the training algorithm on course. Conversely, Bayesian based learning is an epistemological approach concerned with formally updating the plausibility of competing candidate hypotheses thereby obtaining a posterior distribution for the network weights conditioned on the available data and a prior distribution. In this paper, we developed a powerful methodology for estimating the full residual uncertainty in network weights and therefore network predictions by using a modified Jeffery's prior combined with a Metropolis Markov Chain Monte Carlo method.

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-02-01

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

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

NASA Technical Reports Server (NTRS)

Pullen, Samuel P.; Parkinson, Bradford W.

1994-01-01

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

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…

Semiclassical Monte Carlo: A first principles approach to non-adiabatic molecular dynamics

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

White, Alexander J.; Center for Nonlinear Studies; Gorshkov, Vyacheslav N.

2014-11-14

Modeling the dynamics of photophysical and (photo)chemical reactions in extended molecular systems is a new frontier for quantum chemistry. Many dynamical phenomena, such as intersystem crossing, non-radiative relaxation, and charge and energy transfer, require a non-adiabatic description which incorporate transitions between electronic states. Additionally, these dynamics are often highly sensitive to quantum coherences and interference effects. Several methods exist to simulate non-adiabatic dynamics; however, they are typically either too expensive to be applied to large molecular systems (10's-100's of atoms), or they are based on ad hoc schemes which may include severe approximations due to inconsistencies in classical and quantummore » mechanics. We present, in detail, an algorithm based on Monte Carlo sampling of the semiclassical time-dependent wavefunction that involves running simple surface hopping dynamics, followed by a post-processing step which adds little cost. The method requires only a few quantities from quantum chemistry calculations, can systematically be improved, and provides excellent agreement with exact quantum mechanical results. Here we show excellent agreement with exact solutions for scattering results of standard test problems. Additionally, we find that convergence of the wavefunction is controlled by complex valued phase factors, the size of the non-adiabatic coupling region, and the choice of sampling function. These results help in determining the range of applicability of the method, and provide a starting point for further improvement.« less

Fast GPU-based Monte Carlo simulations for LDR prostate brachytherapy.

PubMed

Bonenfant, Éric; Magnoux, Vincent; Hissoiny, Sami; Ozell, Benoît; Beaulieu, Luc; Després, Philippe

2015-07-07

The aim of this study was to evaluate the potential of bGPUMCD, a Monte Carlo algorithm executed on Graphics Processing Units (GPUs), for fast dose calculations in permanent prostate implant dosimetry. It also aimed to validate a low dose rate brachytherapy source in terms of TG-43 metrics and to use this source to compute dose distributions for permanent prostate implant in very short times. The physics of bGPUMCD was reviewed and extended to include Rayleigh scattering and fluorescence from photoelectric interactions for all materials involved. The radial and anisotropy functions were obtained for the Nucletron SelectSeed in TG-43 conditions. These functions were compared to those found in the MD Anderson Imaging and Radiation Oncology Core brachytherapy source registry which are considered the TG-43 reference values. After appropriate calibration of the source, permanent prostate implant dose distributions were calculated for four patients and compared to an already validated Geant4 algorithm. The radial function calculated from bGPUMCD showed excellent agreement (differences within 1.3%) with TG-43 accepted values. The anisotropy functions at r = 1 cm and r = 4 cm were within 2% of TG-43 values for angles over 17.5°. For permanent prostate implants, Monte Carlo-based dose distributions with a statistical uncertainty of 1% or less for the target volume were obtained in 30 s or less for 1 × 1 × 1 mm(3) calculation grids. Dosimetric indices were very similar (within 2.7%) to those obtained with a validated, independent Monte Carlo code (Geant4) performing the calculations for the same cases in a much longer time (tens of minutes to more than a hour). bGPUMCD is a promising code that lets envision the use of Monte Carlo techniques in a clinical environment, with sub-minute execution times on a standard workstation. Future work will explore the use of this code with an inverse planning method to provide a complete Monte Carlo-based planning solution.

Fast GPU-based Monte Carlo simulations for LDR prostate brachytherapy

NASA Astrophysics Data System (ADS)

Bonenfant, Éric; Magnoux, Vincent; Hissoiny, Sami; Ozell, Benoît; Beaulieu, Luc; Després, Philippe

2015-07-01

The aim of this study was to evaluate the potential of bGPUMCD, a Monte Carlo algorithm executed on Graphics Processing Units (GPUs), for fast dose calculations in permanent prostate implant dosimetry. It also aimed to validate a low dose rate brachytherapy source in terms of TG-43 metrics and to use this source to compute dose distributions for permanent prostate implant in very short times. The physics of bGPUMCD was reviewed and extended to include Rayleigh scattering and fluorescence from photoelectric interactions for all materials involved. The radial and anisotropy functions were obtained for the Nucletron SelectSeed in TG-43 conditions. These functions were compared to those found in the MD Anderson Imaging and Radiation Oncology Core brachytherapy source registry which are considered the TG-43 reference values. After appropriate calibration of the source, permanent prostate implant dose distributions were calculated for four patients and compared to an already validated Geant4 algorithm. The radial function calculated from bGPUMCD showed excellent agreement (differences within 1.3%) with TG-43 accepted values. The anisotropy functions at r = 1 cm and r = 4 cm were within 2% of TG-43 values for angles over 17.5°. For permanent prostate implants, Monte Carlo-based dose distributions with a statistical uncertainty of 1% or less for the target volume were obtained in 30 s or less for 1 × 1 × 1 mm3 calculation grids. Dosimetric indices were very similar (within 2.7%) to those obtained with a validated, independent Monte Carlo code (Geant4) performing the calculations for the same cases in a much longer time (tens of minutes to more than a hour). bGPUMCD is a promising code that lets envision the use of Monte Carlo techniques in a clinical environment, with sub-minute execution times on a standard workstation. Future work will explore the use of this code with an inverse planning method to provide a complete Monte Carlo-based planning solution.

SU-E-T-171: Evaluation of the Analytical Anisotropic Algorithm in a Small Finger Joint Phantom Using Monte Carlo Simulation

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

Chow, J; Owrangi, A; Jiang, R

2014-06-01

Purpose: This study investigated the performance of the anisotropic analytical algorithm (AAA) in dose calculation in radiotherapy concerning a small finger joint. Monte Carlo simulation (EGSnrc code) was used in this dosimetric evaluation. Methods: Heterogeneous finger joint phantom containing a vertical water layer (bone joint or cartilage) sandwiched by two bones with dimension 2 × 2 × 2 cm{sup 3} was irradiated by the 6 MV photon beams (field size = 4 × 4 cm{sup 2}). The central beam axis was along the length of the bone joint and the isocenter was set to the center of the joint. Themore » joint width and beam angle were varied from 0.5–2 mm and 0°–15°, respectively. Depth doses were calculated using the AAA and DOSXYZnrc. For dosimetric comparison and normalization, dose calculations were repeated in water phantom using the same beam geometry. Results: Our AAA and Monte Carlo results showed that the AAA underestimated the joint doses by 10%–20%, and could not predict joint dose variation with changes of joint width and beam angle. The calculated bone dose enhancement for the AAA was lower than Monte Carlo and the depth of maximum dose for the phantom was smaller than that for the water phantom. From Monte Carlo results, there was a decrease of joint dose as its width increased. This reflected the smaller the joint width, the more the bone scatter contributed to the depth dose. Moreover, the joint dose was found slightly decreased with an increase of beam angle. Conclusion: The AAA could not handle variations of joint dose well with changes of joint width and beam angle based on our finger joint phantom. Monte Carlo results showed that the joint dose decreased with increase of joint width and beam angle. This dosimetry comparison should be useful to radiation staff in radiotherapy related to small bone joint.« less

Computing thermal Wigner densities with the phase integration method

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

Beutier, J.; Borgis, D.; Vuilleumier, R.

2014-08-28

We discuss how the Phase Integration Method (PIM), recently developed to compute symmetrized time correlation functions [M. Monteferrante, S. Bonella, and G. Ciccotti, Mol. Phys. 109, 3015 (2011)], can be adapted to sampling/generating the thermal Wigner density, a key ingredient, for example, in many approximate schemes for simulating quantum time dependent properties. PIM combines a path integral representation of the density with a cumulant expansion to represent the Wigner function in a form calculable via existing Monte Carlo algorithms for sampling noisy probability densities. The method is able to capture highly non-classical effects such as correlation among the momenta andmore » coordinates parts of the density, or correlations among the momenta themselves. By using alternatives to cumulants, it can also indicate the presence of negative parts of the Wigner density. Both properties are demonstrated by comparing PIM results to those of reference quantum calculations on a set of model problems.« less

Computing thermal Wigner densities with the phase integration method.

PubMed

Beutier, J; Borgis, D; Vuilleumier, R; Bonella, S

2014-08-28

We discuss how the Phase Integration Method (PIM), recently developed to compute symmetrized time correlation functions [M. Monteferrante, S. Bonella, and G. Ciccotti, Mol. Phys. 109, 3015 (2011)], can be adapted to sampling/generating the thermal Wigner density, a key ingredient, for example, in many approximate schemes for simulating quantum time dependent properties. PIM combines a path integral representation of the density with a cumulant expansion to represent the Wigner function in a form calculable via existing Monte Carlo algorithms for sampling noisy probability densities. The method is able to capture highly non-classical effects such as correlation among the momenta and coordinates parts of the density, or correlations among the momenta themselves. By using alternatives to cumulants, it can also indicate the presence of negative parts of the Wigner density. Both properties are demonstrated by comparing PIM results to those of reference quantum calculations on a set of model problems.

Auxiliary Parameter MCMC for Exponential Random Graph Models

NASA Astrophysics Data System (ADS)

Byshkin, Maksym; Stivala, Alex; Mira, Antonietta; Krause, Rolf; Robins, Garry; Lomi, Alessandro

2016-11-01

Exponential random graph models (ERGMs) are a well-established family of statistical models for analyzing social networks. Computational complexity has so far limited the appeal of ERGMs for the analysis of large social networks. Efficient computational methods are highly desirable in order to extend the empirical scope of ERGMs. In this paper we report results of a research project on the development of snowball sampling methods for ERGMs. We propose an auxiliary parameter Markov chain Monte Carlo (MCMC) algorithm for sampling from the relevant probability distributions. The method is designed to decrease the number of allowed network states without worsening the mixing of the Markov chains, and suggests a new approach for the developments of MCMC samplers for ERGMs. We demonstrate the method on both simulated and actual (empirical) network data and show that it reduces CPU time for parameter estimation by an order of magnitude compared to current MCMC methods.

Annealed Importance Sampling for Neural Mass Models

PubMed Central

Penny, Will; Sengupta, Biswa

2016-01-01

Neural Mass Models provide a compact description of the dynamical activity of cell populations in neocortical regions. Moreover, models of regional activity can be connected together into networks, and inferences made about the strength of connections, using M/EEG data and Bayesian inference. To date, however, Bayesian methods have been largely restricted to the Variational Laplace (VL) algorithm which assumes that the posterior distribution is Gaussian and finds model parameters that are only locally optimal. This paper explores the use of Annealed Importance Sampling (AIS) to address these restrictions. We implement AIS using proposals derived from Langevin Monte Carlo (LMC) which uses local gradient and curvature information for efficient exploration of parameter space. In terms of the estimation of Bayes factors, VL and AIS agree about which model is best but report different degrees of belief. Additionally, AIS finds better model parameters and we find evidence of non-Gaussianity in their posterior distribution. PMID:26942606

Importance-sampling computation of statistical properties of coupled oscillators

NASA Astrophysics Data System (ADS)

Gupta, Shamik; Leitão, Jorge C.; Altmann, Eduardo G.

2017-07-01

We introduce and implement an importance-sampling Monte Carlo algorithm to study systems of globally coupled oscillators. Our computational method efficiently obtains estimates of the tails of the distribution of various measures of dynamical trajectories corresponding to states occurring with (exponentially) small probabilities. We demonstrate the general validity of our results by applying the method to two contrasting cases: the driven-dissipative Kuramoto model, a paradigm in the study of spontaneous synchronization; and the conservative Hamiltonian mean-field model, a prototypical system of long-range interactions. We present results for the distribution of the finite-time Lyapunov exponent and a time-averaged order parameter. Among other features, our results show most notably that the distributions exhibit a vanishing standard deviation but a skewness that is increasing in magnitude with the number of oscillators, implying that nontrivial asymmetries and states yielding rare or atypical values of the observables persist even for a large number of oscillators.

Real-time absorption and scattering characterization of slab-shaped turbid samples obtained by a combination of angular and spatially resolved measurements.

PubMed

Dam, Jan S; Yavari, Nazila; Sørensen, Søren; Andersson-Engels, Stefan

2005-07-10

We present a fast and accurate method for real-time determination of the absorption coefficient, the scattering coefficient, and the anisotropy factor of thin turbid samples by using simple continuous-wave noncoherent light sources. The three optical properties are extracted from recordings of angularly resolved transmittance in addition to spatially resolved diffuse reflectance and transmittance. The applied multivariate calibration and prediction techniques are based on multiple polynomial regression in combination with a Newton--Raphson algorithm. The numerical test results based on Monte Carlo simulations showed mean prediction errors of approximately 0.5% for all three optical properties within ranges typical for biological media. Preliminary experimental results are also presented yielding errors of approximately 5%. Thus the presented methods show a substantial potential for simultaneous absorption and scattering characterization of turbid media.

Reconciling a geophysical model to data using a Markov chain Monte Carlo algorithm: An application to the Yellow Sea-Korean Peninsula region

NASA Astrophysics Data System (ADS)

Pasyanos, Michael E.; Franz, Gregory A.; Ramirez, Abelardo L.

2006-03-01

In an effort to build seismic models that are the most consistent with multiple data sets we have applied a new probabilistic inverse technique. This method uses a Markov chain Monte Carlo (MCMC) algorithm to sample models from a prior distribution and test them against multiple data types to generate a posterior distribution. While computationally expensive, this approach has several advantages over deterministic models, notably the seamless reconciliation of different data types that constrain the model, the proper handling of both data and model uncertainties, and the ability to easily incorporate a variety of prior information, all in a straightforward, natural fashion. A real advantage of the technique is that it provides a more complete picture of the solution space. By mapping out the posterior probability density function, we can avoid simplistic assumptions about the model space and allow alternative solutions to be identified, compared, and ranked. Here we use this method to determine the crust and upper mantle structure of the Yellow Sea and Korean Peninsula region. The model is parameterized as a series of seven layers in a regular latitude-longitude grid, each of which is characterized by thickness and seismic parameters (Vp, Vs, and density). We use surface wave dispersion and body wave traveltime data to drive the model. We find that when properly tuned (i.e., the Markov chains have had adequate time to fully sample the model space and the inversion has converged), the technique behaves as expected. The posterior model reflects the prior information at the edge of the model where there is little or no data to constrain adjustments, but the range of acceptable models is significantly reduced in data-rich regions, producing values of sediment thickness, crustal thickness, and upper mantle velocities consistent with expectations based on knowledge of the regional tectonic setting.

Monte Carlo-based Reconstruction in Water Cherenkov Detectors using Chroma

NASA Astrophysics Data System (ADS)

Seibert, Stanley; Latorre, Anthony

2012-03-01

We demonstrate the feasibility of event reconstruction---including position, direction, energy and particle identification---in water Cherenkov detectors with a purely Monte Carlo-based method. Using a fast optical Monte Carlo package we have written, called Chroma, in combination with several variance reduction techniques, we can estimate the value of a likelihood function for an arbitrary event hypothesis. The likelihood can then be maximized over the parameter space of interest using a form of gradient descent designed for stochastic functions. Although slower than more traditional reconstruction algorithms, this completely Monte Carlo-based technique is universal and can be applied to a detector of any size or shape, which is a major advantage during the design phase of an experiment. As a specific example, we focus on reconstruction results from a simulation of the 200 kiloton water Cherenkov far detector option for LBNE.

Degradation analysis in the estimation of photometric redshifts from non-representative training sets

NASA Astrophysics Data System (ADS)

Rivera, J. D.; Moraes, B.; Merson, A. I.; Jouvel, S.; Abdalla, F. B.; Abdalla, M. C. B.

2018-07-01

We perform an analysis of photometric redshifts estimated by using a non-representative training sets in magnitude space. We use the ANNz2 and GPz algorithms to estimate the photometric redshift both in simulations and in real data from the Sloan Digital Sky Survey (DR12). We show that for the representative case, the results obtained by using both algorithms have the same quality, using either magnitudes or colours as input. In order to reduce the errors when estimating the redshifts with a non-representative training set, we perform the training in colour space. We estimate the quality of our results by using a mock catalogue which is split samples cuts in the r band between 19.4 < r < 20.8. We obtain slightly better results with GPz on single point z-phot estimates in the complete training set case, however the photometric redshifts estimated with ANNz2 algorithm allows us to obtain mildly better results in deeper r-band cuts when estimating the full redshift distribution of the sample in the incomplete training set case. By using a cumulative distribution function and a Monte Carlo process, we manage to define a photometric estimator which fits well the spectroscopic distribution of galaxies in the mock testing set, but with a larger scatter. To complete this work, we perform an analysis of the impact on the detection of clusters via density of galaxies in a field by using the photometric redshifts obtained with a non-representative training set.

Degradation analysis in the estimation of photometric redshifts from non-representative training sets

NASA Astrophysics Data System (ADS)

Rivera, J. D.; Moraes, B.; Merson, A. I.; Jouvel, S.; Abdalla, F. B.; Abdalla, M. C. B.

2018-04-01

We perform an analysis of photometric redshifts estimated by using a non-representative training sets in magnitude space. We use the ANNz2 and GPz algorithms to estimate the photometric redshift both in simulations as well as in real data from the Sloan Digital Sky Survey (DR12). We show that for the representative case, the results obtained by using both algorithms have the same quality, either using magnitudes or colours as input. In order to reduce the errors when estimating the redshifts with a non-representative training set, we perform the training in colour space. We estimate the quality of our results by using a mock catalogue which is split samples cuts in the r-band between 19.4 < r < 20.8. We obtain slightly better results with GPz on single point z-phot estimates in the complete training set case, however the photometric redshifts estimated with ANNz2 algorithm allows us to obtain mildly better results in deeper r-band cuts when estimating the full redshift distribution of the sample in the incomplete training set case. By using a cumulative distribution function and a Monte-Carlo process, we manage to define a photometric estimator which fits well the spectroscopic distribution of galaxies in the mock testing set, but with a larger scatter. To complete this work, we perform an analysis of the impact on the detection of clusters via density of galaxies in a field by using the photometric redshifts obtained with a non-representative training set.

A new configurational bias scheme for sampling supramolecular structures

NASA Astrophysics Data System (ADS)

De Gernier, Robin; Curk, Tine; Dubacheva, Galina V.; Richter, Ralf P.; Mognetti, Bortolo M.

2014-12-01

We present a new simulation scheme which allows an efficient sampling of reconfigurable supramolecular structures made of polymeric constructs functionalized by reactive binding sites. The algorithm is based on the configurational bias scheme of Siepmann and Frenkel and is powered by the possibility of changing the topology of the supramolecular network by a non-local Monte Carlo algorithm. Such a plan is accomplished by a multi-scale modelling that merges coarse-grained simulations, describing the typical polymer conformations, with experimental results accounting for free energy terms involved in the reactions of the active sites. We test the new algorithm for a system of DNA coated colloids for which we compute the hybridisation free energy cost associated to the binding of tethered single stranded DNAs terminated by short sequences of complementary nucleotides. In order to demonstrate the versatility of our method, we also consider polymers functionalized by receptors that bind a surface decorated by ligands. In particular, we compute the density of states of adsorbed polymers as a function of the number of ligand-receptor complexes formed. Such a quantity can be used to study the conformational properties of adsorbed polymers useful when engineering adsorption with tailored properties. We successfully compare the results with the predictions of a mean field theory. We believe that the proposed method will be a useful tool to investigate supramolecular structures resulting from direct interactions between functionalized polymers for which efficient numerical methodologies of investigation are still lacking.

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

NASA Technical Reports Server (NTRS)

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

2003-01-01

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

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

PubMed Central

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

2012-01-01

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

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

PubMed

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

2015-04-14

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

An off-lattice, self-learning kinetic Monte Carlo method using local environments.

PubMed

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

2011-11-07

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

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…

First-Order Phase Transition in the Quantum Adiabatic Algorithm

DTIC Science & Technology

2010-01-14

London) 400, 133 (1999). [19] T. Jörg, F. Krzakala, G . Semerjian, and F. Zamponi, arXiv:0911.3438. PRL 104, 020502 (2010) P HY S I CA L R EV I EW LE T T E R S week ending 15 JANUARY 2010 020502-4 ...Box 12211 Research Triangle Park, NC 27709-2211 15. SUBJECT TERMS Quantum Adiabatic Algorithm, Monte Carlo, Quantum Phase Transition A. P . Young, V...documentation. Approved for public release; distribution is unlimited. ... 56290.2-PH-QC First-Order Phase Transition in the Quantum Adiabatic Algorithm A. P