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.

Annealed Importance Sampling Reversible Jump MCMC algorithms

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

Karagiannis, Georgios; Andrieu, Christophe

2013-03-20

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

Quantum speedup of Monte Carlo methods.

PubMed

Montanaro, Ashley

2015-09-08

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

Quantum speedup of Monte Carlo methods

PubMed Central

Montanaro, Ashley

2015-01-01

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

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.

FASTER 3: A generalized-geometry Monte Carlo computer program for the transport of neutrons and gamma rays. Volume 2: Users manual

NASA Technical Reports Server (NTRS)

Jordan, T. M.

1970-01-01

A description of the FASTER-III program for Monte Carlo Carlo calculation of photon and neutron transport in complex geometries is presented. Major revisions include the capability of calculating minimum weight shield configurations for primary and secondary radiation and optimal importance sampling parameters. The program description includes a users manual describing the preparation of input data cards, the printout from a sample problem including the data card images, definitions of Fortran variables, the program logic, and the control cards required to run on the IBM 7094, IBM 360, UNIVAC 1108 and CDC 6600 computers.

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

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

Armas-Perez, Julio C.; Londono-Hurtado, Alejandro; Guzman, Orlando

2015-07-27

A theoretically informed coarse-grained Monte Carlo method is proposed for studying liquid crystals. The free energy functional of the system is described in the framework of the Landau-de Gennes formalism. The alignment field and its gradients are approximated by finite differences, and the free energy is minimized through a stochastic sampling technique. The validity of the proposed method is established by comparing the results of the proposed approach to those of traditional free energy minimization techniques. Its usefulness is illustrated in the context of three systems, namely, a nematic liquid crystal confined in a slit channel, a nematic liquid crystalmore » droplet, and a chiral liquid crystal in the bulk. It is found that for systems that exhibit multiple metastable morphologies, the proposed Monte Carlo method is generally able to identify lower free energy states that are often missed by traditional approaches. Importantly, the Monte Carlo method identifies such states from random initial configurations, thereby obviating the need for educated initial guesses that can be difficult to formulate.« less

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

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

Armas-Pérez, Julio C.; Londono-Hurtado, Alejandro; Guzmán, Orlando

2015-07-28

A theoretically informed coarse-grained Monte Carlo method is proposed for studying liquid crystals. The free energy functional of the system is described in the framework of the Landau-de Gennes formalism. The alignment field and its gradients are approximated by finite differences, and the free energy is minimized through a stochastic sampling technique. The validity of the proposed method is established by comparing the results of the proposed approach to those of traditional free energy minimization techniques. Its usefulness is illustrated in the context of three systems, namely, a nematic liquid crystal confined in a slit channel, a nematic liquid crystalmore » droplet, and a chiral liquid crystal in the bulk. It is found that for systems that exhibit multiple metastable morphologies, the proposed Monte Carlo method is generally able to identify lower free energy states that are often missed by traditional approaches. Importantly, the Monte Carlo method identifies such states from random initial configurations, thereby obviating the need for educated initial guesses that can be difficult to formulate.« less

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

PubMed

Tao, Guohua; Miller, William H

2011-07-14

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

FASTER 3: A generalized-geometry Monte Carlo computer program for the transport of neutrons and gamma rays. Volume 1: Summary report

NASA Technical Reports Server (NTRS)

Jordan, T. M.

1970-01-01

The theory used in FASTER-III, a Monte Carlo computer program for the transport of neutrons and gamma rays in complex geometries, is outlined. The program includes the treatment of geometric regions bounded by quadratic and quadric surfaces with multiple radiation sources which have specified space, angle, and energy dependence. The program calculates, using importance sampling, the resulting number and energy fluxes at specified point, surface, and volume detectors. It can also calculate minimum weight shield configuration meeting a specified dose rate constraint. Results are presented for sample problems involving primary neutron, and primary and secondary photon, transport in a spherical reactor shield configuration.

Applying Monte Carlo Simulation to Launch Vehicle Design and Requirements Analysis

NASA Technical Reports Server (NTRS)

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

2010-01-01

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

Some connections between importance sampling and enhanced sampling methods in molecular dynamics.

PubMed

Lie, H C; Quer, J

2017-11-21

In molecular dynamics, enhanced sampling methods enable the collection of better statistics of rare events from a reference or target distribution. We show that a large class of these methods is based on the idea of importance sampling from mathematical statistics. We illustrate this connection by comparing the Hartmann-Schütte method for rare event simulation (J. Stat. Mech. Theor. Exp. 2012, P11004) and the Valsson-Parrinello method of variationally enhanced sampling [Phys. Rev. Lett. 113, 090601 (2014)]. We use this connection in order to discuss how recent results from the Monte Carlo methods literature can guide the development of enhanced sampling methods.

Some connections between importance sampling and enhanced sampling methods in molecular dynamics

NASA Astrophysics Data System (ADS)

Lie, H. C.; Quer, J.

2017-11-01

In molecular dynamics, enhanced sampling methods enable the collection of better statistics of rare events from a reference or target distribution. We show that a large class of these methods is based on the idea of importance sampling from mathematical statistics. We illustrate this connection by comparing the Hartmann-Schütte method for rare event simulation (J. Stat. Mech. Theor. Exp. 2012, P11004) and the Valsson-Parrinello method of variationally enhanced sampling [Phys. Rev. Lett. 113, 090601 (2014)]. We use this connection in order to discuss how recent results from the Monte Carlo methods literature can guide the development of enhanced sampling methods.

Review of Sample Size for Structural Equation Models in Second Language Testing and Learning Research: A Monte Carlo Approach

ERIC Educational Resources Information Center

In'nami, Yo; Koizumi, Rie

2013-01-01

The importance of sample size, although widely discussed in the literature on structural equation modeling (SEM), has not been widely recognized among applied SEM researchers. To narrow this gap, we focus on second language testing and learning studies and examine the following: (a) Is the sample size sufficient in terms of precision and power of…

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

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

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

2014-01-01

This paper presents a new hybrid (Monte Carlo/deterministic) method for increasing the efficiency of Monte Carlo calculations of distributions, such as flux or dose rate distributions (e.g., mesh tallies), as well as responses at multiple localized detectors and spectra. This method, referred to as Forward-Weighted CADIS (FW-CADIS), is an extension of the Consistent Adjoint Driven Importance Sampling (CADIS) method, which has been used for more than a decade to very effectively improve the efficiency of Monte Carlo calculations of localized quantities, e.g., flux, dose, or reaction rate at a specific location. The basis of this method is the development ofmore » an importance function that represents the importance of particles to the objective of uniform Monte Carlo particle density in the desired tally regions. Implementation of this method utilizes the results from a forward deterministic calculation to develop a forward-weighted source for a deterministic adjoint calculation. The resulting adjoint function is then used to generate consistent space- and energy-dependent source biasing parameters and weight windows that are used in a forward Monte Carlo calculation to obtain more uniform statistical uncertainties in the desired tally regions. The FW-CADIS method has been implemented and demonstrated within the MAVRIC sequence of SCALE and the ADVANTG/MCNP framework. Application of the method to representative, real-world problems, including calculation of dose rate and energy dependent flux throughout the problem space, dose rates in specific areas, and energy spectra at multiple detectors, is presented and discussed. Results of the FW-CADIS method and other recently developed global variance reduction approaches are also compared, and the FW-CADIS method outperformed the other methods in all cases considered.« less

Monte Carlo simulation of energy-dispersive x-ray fluorescence and applications

NASA Astrophysics Data System (ADS)

Li, Fusheng

Four key components with regards to Monte Carlo Library Least Squares (MCLLS) have been developed by the author. These include: a comprehensive and accurate Monte Carlo simulation code - CEARXRF5 with Differential Operators (DO) and coincidence sampling, Detector Response Function (DRF), an integrated Monte Carlo - Library Least-Squares (MCLLS) Graphical User Interface (GUI) visualization System (MCLLSPro) and a new reproducible and flexible benchmark experiment setup. All these developments or upgrades enable the MCLLS approach to be a useful and powerful tool for a tremendous variety of elemental analysis applications. CEARXRF, a comprehensive and accurate Monte Carlo code for simulating the total and individual library spectral responses of all elements, has been recently upgraded to version 5 by the author. The new version has several key improvements: input file format fully compatible with MCNP5, a new efficient general geometry tracking code, versatile source definitions, various variance reduction techniques (e.g. weight window mesh and splitting, stratifying sampling, etc.), a new cross section data storage and accessing method which improves the simulation speed by a factor of four and new cross section data, upgraded differential operators (DO) calculation capability, and also an updated coincidence sampling scheme which including K-L and L-L coincidence X-Rays, while keeping all the capabilities of the previous version. The new Differential Operators method is powerful for measurement sensitivity study and system optimization. For our Monte Carlo EDXRF elemental analysis system, it becomes an important technique for quantifying the matrix effect in near real time when combined with the MCLLS approach. An integrated visualization GUI system has been developed by the author to perform elemental analysis using iterated Library Least-Squares method for various samples when an initial guess is provided. This software was built on the Borland C++ Builder platform and has a user-friendly interface to accomplish all qualitative and quantitative tasks easily. That is to say, the software enables users to run the forward Monte Carlo simulation (if necessary) or use previously calculated Monte Carlo library spectra to obtain the sample elemental composition estimation within a minute. The GUI software is easy to use with user-friendly features and has the capability to accomplish all related tasks in a visualization environment. It can be a powerful tool for EDXRF analysts. A reproducible experiment setup has been built and experiments have been performed to benchmark the system. Two types of Standard Reference Materials (SRM), stainless steel samples from National Institute of Standards and Technology (NIST) and aluminum alloy samples from Alcoa Inc., with certified elemental compositions, are tested with this reproducible prototype system using a 109Cd radioisotope source (20mCi) and a liquid nitrogen cooled Si(Li) detector. The results show excellent agreement between the calculated sample compositions and their reference values and the approach is very fast.

Unbiased reduced density matrices and electronic properties from full configuration interaction quantum Monte Carlo.

PubMed

Overy, Catherine; Booth, George H; Blunt, N S; Shepherd, James J; Cleland, Deidre; Alavi, Ali

2014-12-28

Properties that are necessarily formulated within pure (symmetric) expectation values are difficult to calculate for projector quantum Monte Carlo approaches, but are critical in order to compute many of the important observable properties of electronic systems. Here, we investigate an approach for the sampling of unbiased reduced density matrices within the full configuration interaction quantum Monte Carlo dynamic, which requires only small computational overheads. This is achieved via an independent replica population of walkers in the dynamic, sampled alongside the original population. The resulting reduced density matrices are free from systematic error (beyond those present via constraints on the dynamic itself) and can be used to compute a variety of expectation values and properties, with rapid convergence to an exact limit. A quasi-variational energy estimate derived from these density matrices is proposed as an accurate alternative to the projected estimator for multiconfigurational wavefunctions, while its variational property could potentially lend itself to accurate extrapolation approaches in larger systems.

Unbiased reduced density matrices and electronic properties from full configuration interaction quantum Monte Carlo

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

Overy, Catherine; Blunt, N. S.; Shepherd, James J.

2014-12-28

Properties that are necessarily formulated within pure (symmetric) expectation values are difficult to calculate for projector quantum Monte Carlo approaches, but are critical in order to compute many of the important observable properties of electronic systems. Here, we investigate an approach for the sampling of unbiased reduced density matrices within the full configuration interaction quantum Monte Carlo dynamic, which requires only small computational overheads. This is achieved via an independent replica population of walkers in the dynamic, sampled alongside the original population. The resulting reduced density matrices are free from systematic error (beyond those present via constraints on the dynamicmore » itself) and can be used to compute a variety of expectation values and properties, with rapid convergence to an exact limit. A quasi-variational energy estimate derived from these density matrices is proposed as an accurate alternative to the projected estimator for multiconfigurational wavefunctions, while its variational property could potentially lend itself to accurate extrapolation approaches in larger systems.« less

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

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

In this study, methods are addressed to reduce the computational time to compute organ-dose rate coefficients using Monte Carlo techniques. Several variance reduction techniques are compared including the reciprocity method, importance sampling, weight windows and the use of the ADVANTG software package. For low-energy photons, the runtime was reduced by a factor of 10 5 when using the reciprocity method for kerma computation for immersion of a phantom in contaminated water. This is particularly significant since impractically long simulation times are required to achieve reasonable statistical uncertainties in organ dose for low-energy photons in this source medium and geometry. Althoughmore » the MCNP Monte Carlo code is used in this paper, the reciprocity technique can be used equally well with other Monte Carlo codes.« less

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.

Data Analysis Recipes: Using Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Hogg, David W.; Foreman-Mackey, Daniel

2018-05-01

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

LASER APPLICATIONS AND OTHER TOPICS IN QUANTUM ELECTRONICS: Monte Carlo simulation of optical clearing of paper in optical coherence tomography

NASA Astrophysics Data System (ADS)

Kirillin, M. Yu; Priezzhev, A. V.; Hast, J.; Myllylä, Risto

2006-02-01

Signals of an optical coherence tomograph from paper samples are calculated by the Monte Carlo method before and after the action of different immersion liquids such as ethanol, glycerol, benzyl alcohol, and 1-pentanol. It is shown within the framework of the model used that all these liquids reduce the contrast of the inhomogeneity image in upper layers of the samples, considerably improving, however, the visibility of lower layers, allowing the localisation of the rear boundary of a medium being probed, which is important for precision contactless measuring a paper sheet thickness, for example, during the manufacturing process. The results of calculations are in well agreement with experimental data.

Multilevel Mixture Kalman Filter

NASA Astrophysics Data System (ADS)

Guo, Dong; Wang, Xiaodong; Chen, Rong

2004-12-01

The mixture Kalman filter is a general sequential Monte Carlo technique for conditional linear dynamic systems. It generates samples of some indicator variables recursively based on sequential importance sampling (SIS) and integrates out the linear and Gaussian state variables conditioned on these indicators. Due to the marginalization process, the complexity of the mixture Kalman filter is quite high if the dimension of the indicator sampling space is high. In this paper, we address this difficulty by developing a new Monte Carlo sampling scheme, namely, the multilevel mixture Kalman filter. The basic idea is to make use of the multilevel or hierarchical structure of the space from which the indicator variables take values. That is, we draw samples in a multilevel fashion, beginning with sampling from the highest-level sampling space and then draw samples from the associate subspace of the newly drawn samples in a lower-level sampling space, until reaching the desired sampling space. Such a multilevel sampling scheme can be used in conjunction with the delayed estimation method, such as the delayed-sample method, resulting in delayed multilevel mixture Kalman filter. Examples in wireless communication, specifically the coherent and noncoherent 16-QAM over flat-fading channels, are provided to demonstrate the performance of the proposed multilevel mixture Kalman filter.

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.

Honest Importance Sampling with Multiple Markov Chains

PubMed Central

Tan, Aixin; Doss, Hani; Hobert, James P.

2017-01-01

Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π1, is used to estimate an expectation with respect to another, π. The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π1 is replaced by a Harris ergodic Markov chain with invariant density π1, then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π1, …, πk, are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable selection in linear regression, and for this application, importance sampling based on multiple chains enables an empirical Bayes approach to variable selection. PMID:28701855

Honest Importance Sampling with Multiple Markov Chains.

PubMed

Tan, Aixin; Doss, Hani; Hobert, James P

2015-01-01

Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π 1 , is used to estimate an expectation with respect to another, π . The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π 1 is replaced by a Harris ergodic Markov chain with invariant density π 1 , then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π 1 , …, π k , are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable selection in linear regression, and for this application, importance sampling based on multiple chains enables an empirical Bayes approach to variable selection.

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

DOE PAGES

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

2016-08-13

In this study, methods are addressed to reduce the computational time to compute organ-dose rate coefficients using Monte Carlo techniques. Several variance reduction techniques are compared including the reciprocity method, importance sampling, weight windows and the use of the ADVANTG software package. For low-energy photons, the runtime was reduced by a factor of 10 5 when using the reciprocity method for kerma computation for immersion of a phantom in contaminated water. This is particularly significant since impractically long simulation times are required to achieve reasonable statistical uncertainties in organ dose for low-energy photons in this source medium and geometry. Althoughmore » the MCNP Monte Carlo code is used in this paper, the reciprocity technique can be used equally well with other Monte Carlo codes.« less

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

NASA Technical Reports Server (NTRS)

Kim, Stacy

2011-01-01

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

The Direct Lighting Computation in Global Illumination Methods

NASA Astrophysics Data System (ADS)

Wang, Changyaw Allen

1994-01-01

Creating realistic images is a computationally expensive process, but it is very important for applications such as interior design, product design, education, virtual reality, and movie special effects. To generate realistic images, state-of-art rendering techniques are employed to simulate global illumination, which accounts for the interreflection of light among objects. In this document, we formalize the global illumination problem into a eight -dimensional integral and discuss various methods that can accelerate the process of approximating this integral. We focus on the direct lighting computation, which accounts for the light reaching the viewer from the emitting sources after exactly one reflection, Monte Carlo sampling methods, and light source simplification. Results include a new sample generation method, a framework for the prediction of the total number of samples used in a solution, and a generalized Monte Carlo approach for computing the direct lighting from an environment which for the first time makes ray tracing feasible for highly complex environments.

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.

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.

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.

[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.

Compressive sampling of polynomial chaos expansions: Convergence analysis and sampling strategies

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

Hampton, Jerrad; Doostan, Alireza, E-mail: alireza.doostan@colorado.edu

2015-01-01

Sampling orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models with random inputs, using Polynomial Chaos (PC) expansions. It is known that bounding a probabilistic parameter, referred to as coherence, yields a bound on the number of samples necessary to identify coefficients in a sparse PC expansion via solution to an ℓ{sub 1}-minimization problem. Utilizing results for orthogonal polynomials, we bound the coherence parameter for polynomials of Hermite and Legendre type under their respective natural sampling distribution. In both polynomial bases we identify an importance sampling distribution which yields a bound with weaker dependence onmore » the order of the approximation. For more general orthonormal bases, we propose the coherence-optimal sampling: a Markov Chain Monte Carlo sampling, which directly uses the basis functions under consideration to achieve a statistical optimality among all sampling schemes with identical support. We demonstrate these different sampling strategies numerically in both high-order and high-dimensional, manufactured PC expansions. In addition, the quality of each sampling method is compared in the identification of solutions to two differential equations, one with a high-dimensional random input and the other with a high-order PC expansion. In both cases, the coherence-optimal sampling scheme leads to similar or considerably improved accuracy.« less

Exact Tests for the Rasch Model via Sequential Importance Sampling

ERIC Educational Resources Information Center

Chen, Yuguo; Small, Dylan

2005-01-01

Rasch proposed an exact conditional inference approach to testing his model but never implemented it because it involves the calculation of a complicated probability. This paper furthers Rasch's approach by (1) providing an efficient Monte Carlo methodology for accurately approximating the required probability and (2) illustrating the usefulness…

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].

Dynamic Event Tree advancements and control logic improvements

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

Alfonsi, Andrea; Rabiti, Cristian; Mandelli, Diego

The RAVEN code has been under development at the Idaho National Laboratory since 2012. Its main goal is to create a multi-purpose platform for the deploying of all the capabilities needed for Probabilistic Risk Assessment, uncertainty quantification, data mining analysis and optimization studies. RAVEN is currently equipped with three different sampling categories: Forward samplers (Monte Carlo, Latin Hyper Cube, Stratified, Grid Sampler, Factorials, etc.), Adaptive Samplers (Limit Surface search, Adaptive Polynomial Chaos, etc.) and Dynamic Event Tree (DET) samplers (Deterministic and Adaptive Dynamic Event Trees). The main subject of this document is to report the activities that have been donemore » in order to: start the migration of the RAVEN/RELAP-7 control logic system into MOOSE, and develop advanced dynamic sampling capabilities based on the Dynamic Event Tree approach. In order to provide to all MOOSE-based applications a control logic capability, in this Fiscal Year an initial migration activity has been initiated, moving the control logic system, designed for RELAP-7 by the RAVEN team, into the MOOSE framework. In this document, a brief explanation of what has been done is going to be reported. The second and most important subject of this report is about the development of a Dynamic Event Tree (DET) sampler named “Hybrid Dynamic Event Tree” (HDET) and its Adaptive variant “Adaptive Hybrid Dynamic Event Tree” (AHDET). As other authors have already reported, among the different types of uncertainties, it is possible to discern two principle types: aleatory and epistemic uncertainties. The classical Dynamic Event Tree is in charge of treating the first class (aleatory) uncertainties; the dependence of the probabilistic risk assessment and analysis on the epistemic uncertainties are treated by an initial Monte Carlo sampling (MCDET). From each Monte Carlo sample, a DET analysis is run (in total, N trees). The Monte Carlo employs a pre-sampling of the input space characterized by epistemic uncertainties. The consequent Dynamic Event Tree performs the exploration of the aleatory space. In the RAVEN code, a more general approach has been developed, not limiting the exploration of the epistemic space through a Monte Carlo method but using all the forward sampling strategies RAVEN currently employs. The user can combine a Latin Hyper Cube, Grid, Stratified and Monte Carlo sampling in order to explore the epistemic space, without any limitation. From this pre-sampling, the Dynamic Event Tree sampler starts its aleatory space exploration. As reported by the authors, the Dynamic Event Tree is a good fit to develop a goal-oriented sampling strategy. The DET is used to drive a Limit Surface search. The methodology that has been developed by the authors last year, performs a Limit Surface search in the aleatory space only. This report documents how this approach has been extended in order to consider the epistemic space interacting with the Hybrid Dynamic Event Tree methodology.« less

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

PubMed

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

2007-05-21

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

Deterministic alternatives to the full configuration interaction quantum Monte Carlo method for strongly correlated systems

NASA Astrophysics Data System (ADS)

Tubman, Norm; Whaley, Birgitta

The development of exponential scaling methods has seen great progress in tackling larger systems than previously thought possible. One such technique, full configuration interaction quantum Monte Carlo, allows exact diagonalization through stochastically sampling of determinants. The method derives its utility from the information in the matrix elements of the Hamiltonian, together with a stochastic projected wave function, which are used to explore the important parts of Hilbert space. However, a stochastic representation of the wave function is not required to search Hilbert space efficiently and new deterministic approaches have recently been shown to efficiently find the important parts of determinant space. We shall discuss the technique of Adaptive Sampling Configuration Interaction (ASCI) and the related heat-bath Configuration Interaction approach for ground state and excited state simulations. We will present several applications for strongly correlated Hamiltonians. This work was supported through the Scientific Discovery through Advanced Computing (SciDAC) program funded by the U.S. Department of Energy, Office of Science, Advanced Scientific Computing Research and Basic Energy Sciences.

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…

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…

Extended Importance Sampling for Reliability Analysis under Evidence Theory

NASA Astrophysics Data System (ADS)

Yuan, X. K.; Chen, B.; Zhang, B. Q.

2018-05-01

In early engineering practice, the lack of data and information makes uncertainty difficult to deal with. However, evidence theory has been proposed to handle uncertainty with limited information as an alternative way to traditional probability theory. In this contribution, a simulation-based approach, called ‘Extended importance sampling’, is proposed based on evidence theory to handle problems with epistemic uncertainty. The proposed approach stems from the traditional importance sampling for reliability analysis under probability theory, and is developed to handle the problem with epistemic uncertainty. It first introduces a nominal instrumental probability density function (PDF) for every epistemic uncertainty variable, and thus an ‘equivalent’ reliability problem under probability theory is obtained. Then the samples of these variables are generated in a way of importance sampling. Based on these samples, the plausibility and belief (upper and lower bounds of probability) can be estimated. It is more efficient than direct Monte Carlo simulation. Numerical and engineering examples are given to illustrate the efficiency and feasible of the proposed approach.

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.

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.

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.

Probability techniques for reliability analysis of composite materials

NASA Technical Reports Server (NTRS)

Wetherhold, Robert C.; Ucci, Anthony M.

1994-01-01

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

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

Treesearch

Thomas B. Lynch; Jeffrey H. Gove

2014-01-01

The typical "double counting" application of the mirage method of boundary correction cannot be applied to sampling systems such as critical height sampling (CHS) that are based on a Monte Carlo sample of a tree (or debris) attribute because the critical height (or other random attribute) sampled from a mirage point is generally not equal to the critical...

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

NASA Astrophysics Data System (ADS)

Dieudonne, Cyril; Dumonteil, Eric; Malvagi, Fausto; M'Backé Diop, Cheikh

2014-06-01

For several years, Monte Carlo burnup/depletion codes have appeared, which couple Monte Carlo codes to simulate the neutron transport to deterministic methods, which handle the medium depletion due to the neutron flux. Solving Boltzmann and Bateman equations in such a way allows to track fine 3-dimensional effects and to get rid of multi-group hypotheses done by deterministic solvers. The counterpart is the prohibitive calculation time due to the Monte Carlo solver called at each time step. In this paper we present a methodology to avoid the repetitive and time-expensive Monte Carlo simulations, and to replace them by perturbation calculations: indeed the different burnup steps may be seen as perturbations of the isotopic concentration of an initial Monte Carlo simulation. In a first time we will present this method, and provide details on the perturbative technique used, namely the correlated sampling. In a second time the implementation of this method in the TRIPOLI-4® code will be discussed, as well as the precise calculation scheme a meme to bring important speed-up of the depletion calculation. Finally, this technique will be used to calculate the depletion of a REP-like assembly, studied at beginning of its cycle. After having validated the method with a reference calculation we will show that it can speed-up by nearly an order of magnitude standard Monte-Carlo depletion codes.

Uncertainty importance analysis using parametric moment ratio functions.

PubMed

Wei, Pengfei; Lu, Zhenzhou; Song, Jingwen

2014-02-01

This article presents a new importance analysis framework, called parametric moment ratio function, for measuring the reduction of model output uncertainty when the distribution parameters of inputs are changed, and the emphasis is put on the mean and variance ratio functions with respect to the variances of model inputs. The proposed concepts efficiently guide the analyst to achieve a targeted reduction on the model output mean and variance by operating on the variances of model inputs. The unbiased and progressive unbiased Monte Carlo estimators are also derived for the parametric mean and variance ratio functions, respectively. Only a set of samples is needed for implementing the proposed importance analysis by the proposed estimators, thus the computational cost is free of input dimensionality. An analytical test example with highly nonlinear behavior is introduced for illustrating the engineering significance of the proposed importance analysis technique and verifying the efficiency and convergence of the derived Monte Carlo estimators. Finally, the moment ratio function is applied to a planar 10-bar structure for achieving a targeted 50% reduction of the model output variance. © 2013 Society for Risk Analysis.

Communication: importance sampling including path correlation in semiclassical initial value representation calculations for time correlation functions.

PubMed

Pan, Feng; Tao, Guohua

2013-03-07

Full semiclassical (SC) initial value representation (IVR) for time correlation functions involves a double phase space average over a set of two phase points, each of which evolves along a classical path. Conventionally, the two initial phase points are sampled independently for all degrees of freedom (DOF) in the Monte Carlo procedure. Here, we present an efficient importance sampling scheme by including the path correlation between the two initial phase points for the bath DOF, which greatly improves the performance of the SC-IVR calculations for large molecular systems. Satisfactory convergence in the study of quantum coherence in vibrational relaxation has been achieved for a benchmark system-bath model with up to 21 DOF.

Improved importance sampling technique for efficient simulation of digital communication systems

NASA Technical Reports Server (NTRS)

Lu, Dingqing; Yao, Kung

1988-01-01

A new, improved importance sampling (IIS) approach to simulation is considered. Some basic concepts of IS are introduced, and detailed evolutions of simulation estimation variances for Monte Carlo (MC) and IS simulations are given. The general results obtained from these evolutions are applied to the specific previously known conventional importance sampling (CIS) technique and the new IIS technique. The derivation for a linear system with no signal random memory is considered in some detail. For the CIS technique, the optimum input scaling parameter is found, while for the IIS technique, the optimum translation parameter is found. The results are generalized to a linear system with memory and signals. Specific numerical and simulation results are given which show the advantages of CIS over MC and IIS over CIS for simulations of digital communications systems.

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

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.

Computer program uses Monte Carlo techniques for statistical system performance analysis

NASA Technical Reports Server (NTRS)

Wohl, D. P.

1967-01-01

Computer program with Monte Carlo sampling techniques determines the effect of a component part of a unit upon the overall system performance. It utilizes the full statistics of the disturbances and misalignments of each component to provide unbiased results through simulated random sampling.

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

PubMed

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

2018-05-31

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

A Monte Carlo Study of Levene's Test of Homogeneity of Variance: Empirical Frequencies of Type I Error in Normal Distributions.

ERIC Educational Resources Information Center

Neel, John H.; Stallings, William M.

An influential statistics test recommends a Levene text for homogeneity of variance. A recent note suggests that Levene's test is upwardly biased for small samples. Another report shows inflated Alpha estimates and low power. Neither study utilized more than two sample sizes. This Monte Carlo study involved sampling from a normal population for…

Monte Carlo Techniques for Nuclear Systems - Theory Lectures

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

Brown, Forrest B.

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

Where Do We Draw the Line? Assigning Cases to Subsamples for MAMBAC, MAXCOV, and MAXEIG Taxometric Analyses

ERIC Educational Resources Information Center

Walters, Glenn D.; Ruscio, John

2010-01-01

There are several important decisions that must be made when implementing taxometric procedures such as mean above minus below a cut (MAMBAC), maximum covariance (MAXCOV), and maximum eigenvalue (MAXEIG). A Monte Carlo study was performed with 10,000 (5,000 categorical, 5,000 dimensional) samples to examine 5 ways to locate the first and last…

Semantic Importance Sampling for Statistical Model Checking

DTIC Science & Technology

2014-10-18

we implement SIS in a tool called osmosis and use it to verify a number of stochastic systems with rare events. Our results indicate that SIS reduces...background definitions and concepts. Section 4 presents SIS, and Section 5 presents our tool osmosis . In Section 6, we present our experiments and results...Syntactic Extraction ∗( ) dReal + Refinement ∗ |∗| , Monte-Carlo , Fig. 5. Architecture of osmosis

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.

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

NASA Astrophysics Data System (ADS)

Raymond, Neil; Iouchtchenko, Dmitri; Roy, Pierre-Nicholas; Nooijen, Marcel

2018-05-01

We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition function in a product basis of continuous nuclear and discrete electronic degrees of freedom without the use of any mapping schemes. We separate our Hamiltonian into a harmonic portion and a coupling portion; the partition function can then be calculated as the product of a Monte Carlo estimator (of the coupling contribution to the partition function) and a normalization factor (that is evaluated analytically). A Gaussian mixture model is used to evaluate the Monte Carlo estimator in a computationally efficient manner. Using two model systems, we demonstrate our approach to reduce the stochastic error associated with the Monte Carlo estimator. We show that the selection of the harmonic oscillators comprising the sampling distribution directly affects the efficiency of the method. Our results demonstrate that our path integral Monte Carlo method's deviation from exact Trotter calculations is dominated by the choice of the sampling distribution. By improving the sampling distribution, we can drastically reduce the stochastic error leading to lower computational cost.

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.

A comprehensive system for dosimetric commissioning and Monte Carlo validation for the small animal radiation research platform

PubMed Central

Tryggestad, E; Armour, M; Iordachita, I; Verhaegen, F; Wong, J W

2011-01-01

Our group has constructed the small animal radiation research platform (SARRP) for delivering focal, kilo-voltage radiation to targets in small animals under robotic control using cone-beam CT guidance. The present work was undertaken to support the SARRP’s treatment planning capabilities. We have devised a comprehensive system for characterizing the radiation dosimetry in water for the SARRP and have developed a Monte Carlo dose engine with the intent of reproducing these measured results. We find that the SARRP provides sufficient therapeutic dose rates ranging from 102 to 228 cGy min−1 at 1 cm depth for the available set of high-precision beams ranging from 0.5 to 5 mm in size. In terms of depth–dose, the mean of the absolute percentage differences between the Monte Carlo calculations and measurement is 3.4% over the full range of sampled depths spanning 0.5–7.2 cm for the 3 and 5 mm beams. The measured and computed profiles for these beams agree well overall; of note, good agreement is observed in the profile tails. Especially for the smallest 0.5 and 1 mm beams, including a more realistic description of the effective x-ray source into the Monte Carlo model may be important. PMID:19687532

A comprehensive system for dosimetric commissioning and Monte Carlo validation for the small animal radiation research platform.

PubMed

Tryggestad, E; Armour, M; Iordachita, I; Verhaegen, F; Wong, J W

2009-09-07

Our group has constructed the small animal radiation research platform (SARRP) for delivering focal, kilo-voltage radiation to targets in small animals under robotic control using cone-beam CT guidance. The present work was undertaken to support the SARRP's treatment planning capabilities. We have devised a comprehensive system for characterizing the radiation dosimetry in water for the SARRP and have developed a Monte Carlo dose engine with the intent of reproducing these measured results. We find that the SARRP provides sufficient therapeutic dose rates ranging from 102 to 228 cGy min(-1) at 1 cm depth for the available set of high-precision beams ranging from 0.5 to 5 mm in size. In terms of depth-dose, the mean of the absolute percentage differences between the Monte Carlo calculations and measurement is 3.4% over the full range of sampled depths spanning 0.5-7.2 cm for the 3 and 5 mm beams. The measured and computed profiles for these beams agree well overall; of note, good agreement is observed in the profile tails. Especially for the smallest 0.5 and 1 mm beams, including a more realistic description of the effective x-ray source into the Monte Carlo model may be important.

Changes of arthropod diversity across an altitudinal ecoregional zonation in Northwestern Argentina

PubMed Central

González-Reyes, Andrea X.; Rodriguez-Artigas, Sandra M.

2017-01-01

This study examined arthropod community patterns over an altitudinal ecoregional zonation that extended through three ecoregions (Yungas, Monte de Sierras y Bolsones, and Puna) and two ecotones (Yungas-Monte and Prepuna) of Northwestern Argentina (altitudinal range of 2,500 m), and evaluated the abiotic and biotic factors and the geographical distance that could influence them. Pitfall trap and suction samples were taken seasonally in 15 sampling sites (1,500–4,000 m a.s.l) during one year. In addition to climatic variables, several soil and vegetation variables were measured in the field. Values obtained for species richness between ecoregions and ecotones and by sampling sites were compared statistically and by interpolation–extrapolation analysis based on individuals at the same sample coverage level. Effects of predictor variables and the similarity of arthropods were shown using non-metric multidimensional scaling, and the resulting groups were evaluated using a multi-response permutation procedure. Polynomial regression was used to evaluate the relationship between altitude with total species richness and those of hyperdiverse/abundant higher taxa and the latter taxa with each predictor variable. The species richness pattern displayed a decrease in species diversity as the elevation increased at the bottom wet part (Yungas) of our altitudinal zonation until the Monte, and a unimodal pattern of diversity in the top dry part (Monte, Puna). Each ecoregion and ecotonal zone evidenced a particular species richness and assemblage of arthropods, but the latter ones displayed a high percentage of species shared with the adjacent ecoregions. The arthropod elevational pattern and the changes of the assemblages were explained by the environmental gradient (especially the climate) in addition to a geographic gradient (the distance of decay of similarity), demonstrating that the species turnover is important to explain the beta diversity along the elevational gradient. This suggests that patterns of diversity and distribution of arthropods are regulated by the dissimilarity of ecoregional environments that establish a wide range of geographic and environmental barriers, coupled with a limitation of species dispersal. Therefore, the arthropods of higher taxa respond differently to the altitudinal ecoregional zonation. PMID:29230361

HepSim: A repository with predictions for high-energy physics experiments

DOE PAGES

Chekanov, S. V.

2015-02-03

A file repository for calculations of cross sections and kinematic distributions using Monte Carlo generators for high-energy collisions is discussed. The repository is used to facilitate effective preservation and archiving of data from theoretical calculations and for comparisons with experimental data. The HepSim data library is publicly accessible and includes a number of Monte Carlo event samples with Standard Model predictions for current and future experiments. The HepSim project includes a software package to automate the process of downloading and viewing online Monte Carlo event samples. Data streaming over a network for end-user analysis is discussed.

Conformational distribution of n-hexane in a nematic liquid crystal obtained from nuclear spin dipolar couplings by Monte Carlo sampling

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

Luzar, M.; Rosen, M.E.; Caldarelli, S.

Motionally averaged proton-proton dipolar couplings measured by nuclear magnetic resonance (NMR) spectroscopy can provide information about the conformations and orientations sampled by partially oriented molecules. In this study, the measured dipolar couplings between pairs of protons on n-hexane dissolved in a nematic liquid crystal solvent are used as constraints in a Monte Carlo sampling of the conformations and orientations of n-hexane. Rotation about each carbon-carbon bond in the molecule is modeled by the complete sinusoidal torsional potential of Ryckaert and Bellemans rather than by the three-state rotational isomeric states (RIS) model that has been used in previous studies. Comparison ofmore » the results of the simulations using the Ryckaert-Bellemans potential and the RIS model indicates little difference in the values of the adjustable parameters and the quality of the fits to the experimental data. The primary difference between the models appears in the calculated conformer probability distributions for n-hexane, highlighting the importance of the exact shape of the torsional potential used to model carbon-carbon bond rotation in organic molecules. 23 refs., 3 figs., 4 tabs.« less

Multilevel Monte Carlo simulation of Coulomb collisions

DOE PAGES

Rosin, M. S.; Ricketson, L. F.; Dimits, A. M.; ...

2014-05-29

We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the Langevin representation of the Landau–Fokker–Planck equation. It does so by combining multiple solutions to the underlying equations with varying numbers of timesteps. For a desired level of accuracy ε , the computational cost of the method is O(ε –2) or (ε –2(lnε) 2), depending on the underlying discretization, Milstein or Euler–Maruyama respectively. This is to be contrasted with a cost of O(ε –3) for direct simulation Monte Carlomore » or binary collision methods. We successfully demonstrate the method with a classic beam diffusion test case in 2D, making use of the Lévy area approximation for the correlated Milstein cross terms, and generating a computational saving of a factor of 100 for ε=10 –5. Lastly, we discuss the importance of the method for problems in which collisions constitute the computational rate limiting step, and its limitations.« less

Adjoint acceleration of Monte Carlo simulations using TORT/MCNP coupling approach: a case study on the shielding improvement for the cyclotron room of the Buddhist Tzu Chi General Hospital.

PubMed

Sheu, R J; Sheu, R D; Jiang, S H; Kao, C H

2005-01-01

Full-scale Monte Carlo simulations of the cyclotron room of the Buddhist Tzu Chi General Hospital were carried out to improve the original inadequate maze design. Variance reduction techniques are indispensable in this study to facilitate the simulations for testing a variety of configurations of shielding modification. The TORT/MCNP manual coupling approach based on the Consistent Adjoint Driven Importance Sampling (CADIS) methodology has been used throughout this study. The CADIS utilises the source and transport biasing in a consistent manner. With this method, the computational efficiency was increased significantly by more than two orders of magnitude and the statistical convergence was also improved compared to the unbiased Monte Carlo run. This paper describes the shielding problem encountered, the procedure for coupling the TORT and MCNP codes to accelerate the calculations and the calculation results for the original and improved shielding designs. In order to verify the calculation results and seek additional accelerations, sensitivity studies on the space-dependent and energy-dependent parameters were also conducted.

A two-stage Monte Carlo approach to the expression of uncertainty with finite sample sizes.

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

Crowder, Stephen Vernon; Moyer, Robert D.

2005-05-01

Proposed supplement I to the GUM outlines a 'propagation of distributions' approach to deriving the distribution of a measurand for any non-linear function and for any set of random inputs. The supplement's proposed Monte Carlo approach assumes that the distributions of the random inputs are known exactly. This implies that the sample sizes are effectively infinite. In this case, the mean of the measurand can be determined precisely using a large number of Monte Carlo simulations. In practice, however, the distributions of the inputs will rarely be known exactly, but must be estimated using possibly small samples. If these approximatedmore » distributions are treated as exact, the uncertainty in estimating the mean is not properly taken into account. In this paper, we propose a two-stage Monte Carlo procedure that explicitly takes into account the finite sample sizes used to estimate parameters of the input distributions. We will illustrate the approach with a case study involving the efficiency of a thermistor mount power sensor. The performance of the proposed approach will be compared to the standard GUM approach for finite samples using simple non-linear measurement equations. We will investigate performance in terms of coverage probabilities of derived confidence intervals.« less

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.

Performance evaluation of an importance sampling technique in a Jackson network

NASA Astrophysics Data System (ADS)

brahim Mahdipour, E.; Masoud Rahmani, Amir; Setayeshi, Saeed

2014-03-01

Importance sampling is a technique that is commonly used to speed up Monte Carlo simulation of rare events. However, little is known regarding the design of efficient importance sampling algorithms in the context of queueing networks. The standard approach, which simulates the system using an a priori fixed change of measure suggested by large deviation analysis, has been shown to fail in even the simplest network settings. Estimating probabilities associated with rare events has been a topic of great importance in queueing theory, and in applied probability at large. In this article, we analyse the performance of an importance sampling estimator for a rare event probability in a Jackson network. This article carries out strict deadlines to a two-node Jackson network with feedback whose arrival and service rates are modulated by an exogenous finite state Markov process. We have estimated the probability of network blocking for various sets of parameters, and also the probability of missing the deadline of customers for different loads and deadlines. We have finally shown that the probability of total population overflow may be affected by various deadline values, service rates and arrival rates.

Development of volume equations using data obtained by upper stem dendrometry with Monte Carlo integration: preliminary results for eastern redcedar

Treesearch

Thomas B. Lynch; Rodney E. Will; Rider Reynolds

2013-01-01

Preliminary results are given for development of an eastern redcedar (Juniperus virginiana) cubic-volume equation based on measurements of redcedar sample tree stem volume using dendrometry with Monte Carlo integration. Monte Carlo integration techniques can be used to provide unbiased estimates of stem cubic-foot volume based on upper stem diameter...

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.

Analytical Applications of Monte Carlo Techniques.

ERIC Educational Resources Information Center

Guell, Oscar A.; Holcombe, James A.

1990-01-01

Described are analytical applications of the theory of random processes, in particular solutions obtained by using statistical procedures known as Monte Carlo techniques. Supercomputer simulations, sampling, integration, ensemble, annealing, and explicit simulation are discussed. (CW)

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.

Comparison of the Results of MISSE 6 Atomic Oxygen Erosion Yields of Layered Kapton H Films with Monte Carlo Computational Predictions

NASA Technical Reports Server (NTRS)

Banks, Bruce A.; Groh, Kim De; Kneubel, Christian A.

2014-01-01

A space experiment flown as part of the Materials International Space Station Experiment 6B (MISSE 6B) was designed to compare the atomic oxygen erosion yield (Ey) of layers of Kapton H polyimide with no spacers between layers with that of layers of Kapton H with spacers between layers. The results were compared to a solid Kapton H (DuPont, Wilmington, DE) sample. Monte Carlo computational modeling was performed to optimize atomic oxygen interaction parameter values to match the results of both the MISSE 6B multilayer experiment and the undercut erosion profile from a crack defect in an aluminized Kapton H sample flown on the Long Duration Exposure Facility (LDEF). The Monte Carlo modeling produced credible agreement with space results of increased Ey for all samples with spacers as well as predicting the space-observed enhancement in erosion near the edges of samples due to scattering from the beveled edges of the sample holders.

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

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.

Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

NASA Astrophysics Data System (ADS)

Kanjilal, Oindrila; Manohar, C. S.

2017-07-01

The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations.

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

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

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

PubMed

Tao, Guohua; Miller, William H

2012-09-28

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

Sample size guidelines for fitting a lognormal probability distribution to censored most probable number data with a Markov chain Monte Carlo method.

PubMed

Williams, Michael S; Cao, Yong; Ebel, Eric D

2013-07-15

Levels of pathogenic organisms in food and water have steadily declined in many parts of the world. A consequence of this reduction is that the proportion of samples that test positive for the most contaminated product-pathogen pairings has fallen to less than 0.1. While this is unequivocally beneficial to public health, datasets with very few enumerated samples present an analytical challenge because a large proportion of the observations are censored values. One application of particular interest to risk assessors is the fitting of a statistical distribution function to datasets collected at some point in the farm-to-table continuum. The fitted distribution forms an important component of an exposure assessment. A number of studies have compared different fitting methods and proposed lower limits on the proportion of samples where the organisms of interest are identified and enumerated, with the recommended lower limit of enumerated samples being 0.2. This recommendation may not be applicable to food safety risk assessments for a number of reasons, which include the development of new Bayesian fitting methods, the use of highly sensitive screening tests, and the generally larger sample sizes found in surveys of food commodities. This study evaluates the performance of a Markov chain Monte Carlo fitting method when used in conjunction with a screening test and enumeration of positive samples by the Most Probable Number technique. The results suggest that levels of contamination for common product-pathogen pairs, such as Salmonella on poultry carcasses, can be reliably estimated with the proposed fitting method and samples sizes in excess of 500 observations. The results do, however, demonstrate that simple guidelines for this application, such as the proportion of positive samples, cannot be provided. Published by Elsevier B.V.

Bayesian modelling of uncertainties of Monte Carlo radiative-transfer simulations

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Bayesian modelling of uncertainties of Monte Carlo radiative-transfer simulations

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

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

PubMed

Ritchie, Nicholas W M

2017-06-01

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

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

NASA Technical Reports Server (NTRS)

Deepak, A.; Fluellen, A.

1978-01-01

An efficient numerical method of multiple quadratures, the Conroy method, is applied to the problem of computing multiple scattering contributions in the radiative transfer through realistic planetary atmospheres. A brief error analysis of the method is given and comparisons are drawn with the more familiar Monte Carlo method. Both methods are stochastic problem-solving models of a physical or mathematical process and utilize the sampling scheme for points distributed over a definite region. In the Monte Carlo scheme the sample points are distributed randomly over the integration region. In the Conroy method, the sample points are distributed systematically, such that the point distribution forms a unique, closed, symmetrical pattern which effectively fills the region of the multidimensional integration. The methods are illustrated by two simple examples: one, of multidimensional integration involving two independent variables, and the other, of computing the second order scattering contribution to the sky radiance.

Of bugs and birds: Markov Chain Monte Carlo for hierarchical modeling in wildlife research

USGS Publications Warehouse

Link, W.A.; Cam, E.; Nichols, J.D.; Cooch, E.G.

2002-01-01

Markov chain Monte Carlo (MCMC) is a statistical innovation that allows researchers to fit far more complex models to data than is feasible using conventional methods. Despite its widespread use in a variety of scientific fields, MCMC appears to be underutilized in wildlife applications. This may be due to a misconception that MCMC requires the adoption of a subjective Bayesian analysis, or perhaps simply to its lack of familiarity among wildlife researchers. We introduce the basic ideas of MCMC and software BUGS (Bayesian inference using Gibbs sampling), stressing that a simple and satisfactory intuition for MCMC does not require extraordinary mathematical sophistication. We illustrate the use of MCMC with an analysis of the association between latent factors governing individual heterogeneity in breeding and survival rates of kittiwakes (Rissa tridactyla). We conclude with a discussion of the importance of individual heterogeneity for understanding population dynamics and designing management plans.

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.

The specific purpose Monte Carlo code McENL for simulating the response of epithermal neutron lifetime well logging tools

NASA Astrophysics Data System (ADS)

Prettyman, T. H.; Gardner, R. P.; Verghese, K.

1993-08-01

A new specific purpose Monte Carlo code called McENL for modeling the time response of epithermal neutron lifetime tools is described. The weight windows technique, employing splitting and Russian roulette, is used with an automated importance function based on the solution of an adjoint diffusion model to improve the code efficiency. Complete composition and density correlated sampling is also included in the code, and can be used to study the effect on tool response of small variations in the formation, borehole, or logging tool composition and density. An illustration of the latter application is given for the density of a thermal neutron filter. McENL was benchmarked against test-pit data for the Mobil pulsed neutron porosity tool and was found to be very accurate. Results of the experimental validation and details of code performance are presented.

Representation of complex probabilities and complex Gibbs sampling

NASA Astrophysics Data System (ADS)

Salcedo, Lorenzo Luis

2018-03-01

Complex weights appear in Physics which are beyond a straightforward importance sampling treatment, as required in Monte Carlo calculations. This is the wellknown sign problem. The complex Langevin approach amounts to effectively construct a positive distribution on the complexified manifold reproducing the expectation values of the observables through their analytical extension. Here we discuss the direct construction of such positive distributions paying attention to their localization on the complexified manifold. Explicit localized representations are obtained for complex probabilities defined on Abelian and non Abelian groups. The viability and performance of a complex version of the heat bath method, based on such representations, is analyzed.

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.

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

NASA Astrophysics Data System (ADS)

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

2004-04-01

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

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.

TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging

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

Badal, A; Zbijewski, W; Bolch, W

Monte Carlo simulation methods are widely used in medical physics research and are starting to be implemented in clinical applications such as radiation therapy planning systems. Monte Carlo simulations offer the capability to accurately estimate quantities of interest that are challenging to measure experimentally while taking into account the realistic anatomy of an individual patient. Traditionally, practical application of Monte Carlo simulation codes in diagnostic imaging was limited by the need for large computational resources or long execution times. However, recent advancements in high-performance computing hardware, combined with a new generation of Monte Carlo simulation algorithms and novel postprocessing methods,more » are allowing for the computation of relevant imaging parameters of interest such as patient organ doses and scatter-to-primaryratios in radiographic projections in just a few seconds using affordable computational resources. Programmable Graphics Processing Units (GPUs), for example, provide a convenient, affordable platform for parallelized Monte Carlo executions that yield simulation times on the order of 10{sup 7} xray/ s. Even with GPU acceleration, however, Monte Carlo simulation times can be prohibitive for routine clinical practice. To reduce simulation times further, variance reduction techniques can be used to alter the probabilistic models underlying the x-ray tracking process, resulting in lower variance in the results without biasing the estimates. Other complementary strategies for further reductions in computation time are denoising of the Monte Carlo estimates and estimating (scoring) the quantity of interest at a sparse set of sampling locations (e.g. at a small number of detector pixels in a scatter simulation) followed by interpolation. Beyond reduction of the computational resources required for performing Monte Carlo simulations in medical imaging, the use of accurate representations of patient anatomy is crucial to the virtual generation of medical images and accurate estimation of radiation dose and other imaging parameters. For this, detailed computational phantoms of the patient anatomy must be utilized and implemented within the radiation transport code. Computational phantoms presently come in one of three format types, and in one of four morphometric categories. Format types include stylized (mathematical equation-based), voxel (segmented CT/MR images), and hybrid (NURBS and polygon mesh surfaces). Morphometric categories include reference (small library of phantoms by age at 50th height/weight percentile), patient-dependent (larger library of phantoms at various combinations of height/weight percentiles), patient-sculpted (phantoms altered to match the patient's unique outer body contour), and finally, patient-specific (an exact representation of the patient with respect to both body contour and internal anatomy). The existence and availability of these phantoms represents a very important advance for the simulation of realistic medical imaging applications using Monte Carlo methods. New Monte Carlo simulation codes need to be thoroughly validated before they can be used to perform novel research. Ideally, the validation process would involve comparison of results with those of an experimental measurement, but accurate replication of experimental conditions can be very challenging. It is very common to validate new Monte Carlo simulations by replicating previously published simulation results of similar experiments. This process, however, is commonly problematic due to the lack of sufficient information in the published reports of previous work so as to be able to replicate the simulation in detail. To aid in this process, the AAPM Task Group 195 prepared a report in which six different imaging research experiments commonly performed using Monte Carlo simulations are described and their results provided. The simulation conditions of all six cases are provided in full detail, with all necessary data on material composition, source, geometry, scoring and other parameters provided. The results of these simulations when performed with the four most common publicly available Monte Carlo packages are also provided in tabular form. The Task Group 195 Report will be useful for researchers needing to validate their Monte Carlo work, and for trainees needing to learn Monte Carlo simulation methods. In this symposium we will review the recent advancements in highperformance computing hardware enabling the reduction in computational resources needed for Monte Carlo simulations in medical imaging. We will review variance reduction techniques commonly applied in Monte Carlo simulations of medical imaging systems and present implementation strategies for efficient combination of these techniques with GPU acceleration. Trade-offs involved in Monte Carlo acceleration by means of denoising and “sparse sampling” will be discussed. A method for rapid scatter correction in cone-beam CT (<5 min/scan) will be presented as an illustration of the simulation speeds achievable with optimized Monte Carlo simulations. We will also discuss the development, availability, and capability of the various combinations of computational phantoms for Monte Carlo simulation of medical imaging systems. Finally, we will review some examples of experimental validation of Monte Carlo simulations and will present the AAPM Task Group 195 Report. Learning Objectives: Describe the advances in hardware available for performing Monte Carlo simulations in high performance computing environments. Explain variance reduction, denoising and sparse sampling techniques available for reduction of computational time needed for Monte Carlo simulations of medical imaging. List and compare the computational anthropomorphic phantoms currently available for more accurate assessment of medical imaging parameters in Monte Carlo simulations. Describe experimental methods used for validation of Monte Carlo simulations in medical imaging. Describe the AAPM Task Group 195 Report and its use for validation and teaching of Monte Carlo simulations in medical imaging.« less

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

Discrepancy-based error estimates for Quasi-Monte Carlo III. Error distributions and central limits

NASA Astrophysics Data System (ADS)

Hoogland, Jiri; Kleiss, Ronald

1997-04-01

In Quasi-Monte Carlo integration, the integration error is believed to be generally smaller than in classical Monte Carlo with the same number of integration points. Using an appropriate definition of an ensemble of quasi-random point sets, we derive various results on the probability distribution of the integration error, which can be compared to the standard Central Limit Theorem for normal stochastic sampling. In many cases, a Gaussian error distribution is obtained.

Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

DOE PAGES

Jasra, Ajay; Law, Kody J. H.; Zhou, Yan

2016-01-01

Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less

Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

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

Jasra, Ajay; Law, Kody J. H.; Zhou, Yan

Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less

Entanglement and the fermion sign problem in auxiliary field quantum Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Broecker, Peter; Trebst, Simon

2016-08-01

Quantum Monte Carlo simulations of fermions are hampered by the notorious sign problem whose most striking manifestation is an exponential growth of sampling errors with the number of particles. With the sign problem known to be an NP-hard problem and any generic solution thus highly elusive, the Monte Carlo sampling of interacting many-fermion systems is commonly thought to be restricted to a small class of model systems for which a sign-free basis has been identified. Here we demonstrate that entanglement measures, in particular the so-called Rényi entropies, can intrinsically exhibit a certain robustness against the sign problem in auxiliary-field quantum Monte Carlo approaches and possibly allow for the identification of global ground-state properties via their scaling behavior even in the presence of a strong sign problem. We corroborate these findings via numerical simulations of fermionic quantum phase transitions of spinless fermions on the honeycomb lattice at and below half filling.

Monte Carlo simulation of air sampling methods for the measurement of radon decay products.

PubMed

Sima, Octavian; Luca, Aurelian; Sahagia, Maria

2017-08-01

A stochastic model of the processes involved in the measurement of the activity of the 222 Rn decay products was developed. The distributions of the relevant factors, including air sampling and radionuclide collection, are propagated using Monte Carlo simulation to the final distribution of the measurement results. The uncertainties of the 222 Rn decay products concentrations in the air are realistically evaluated. Copyright © 2017 Elsevier Ltd. All rights reserved.

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.

Study on the measuring distance for blood glucose infrared spectral measuring by Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Li, Xiang

2016-10-01

Blood glucose monitoring is of great importance for controlling diabetes procedure and preventing the complications. At present, the clinical blood glucose concentration measurement is invasive and could be replaced by noninvasive spectroscopy analytical techniques. Among various parameters of optical fiber probe used in spectrum measuring, the measurement distance is the key one. The Monte Carlo technique is a flexible method for simulating light propagation in tissue. The simulation is based on the random walks that photons make as they travel through tissue, which are chosen by statistically sampling the probability distributions for step size and angular deflection per scattering event. The traditional method for determine the optimal distance between transmitting fiber and detector is using Monte Carlo simulation to find out the point where most photons come out. But there is a problem. In the epidermal layer there is no artery, vein or capillary vessel. Thus, when photons propagate and interactive with tissue in epidermal layer, no information is given to the photons. A new criterion is proposed to determine the optimal distance, which is named effective path length in this paper. The path length of each photons travelling in dermis is recorded when running Monte-Carlo simulation, which is the effective path length defined above. The sum of effective path length of every photon at each point is calculated. The detector should be place on the point which has most effective path length. Then the optimal measuring distance between transmitting fiber and detector is determined.

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.

Assessment of myocardial metabolic rate of glucose by means of Bayesian ICA and Markov Chain Monte Carlo methods in small animal PET imaging

NASA Astrophysics Data System (ADS)

Berradja, Khadidja; Boughanmi, Nabil

2016-09-01

In dynamic cardiac PET FDG studies the assessment of myocardial metabolic rate of glucose (MMRG) requires the knowledge of the blood input function (IF). IF can be obtained by manual or automatic blood sampling and cross calibrated with PET. These procedures are cumbersome, invasive and generate uncertainties. The IF is contaminated by spillover of radioactivity from the adjacent myocardium and this could cause important error in the estimated MMRG. In this study, we show that the IF can be extracted from the images in a rat heart study with 18F-fluorodeoxyglucose (18F-FDG) by means of Independent Component Analysis (ICA) based on Bayesian theory and Markov Chain Monte Carlo (MCMC) sampling method (BICA). Images of the heart from rats were acquired with the Sherbrooke small animal PET scanner. A region of interest (ROI) was drawn around the rat image and decomposed into blood and tissue using BICA. The Statistical study showed that there is a significant difference (p < 0.05) between MMRG obtained with IF extracted by BICA with respect to IF extracted from measured images corrupted with spillover.

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.

Monte Carlo and Molecular Dynamics in the Multicanonical Ensemble: Connections between Wang-Landau Sampling and Metadynamics

NASA Astrophysics Data System (ADS)

Vogel, Thomas; Perez, Danny; Junghans, Christoph

2014-03-01

We show direct formal relationships between the Wang-Landau iteration [PRL 86, 2050 (2001)], metadynamics [PNAS 99, 12562 (2002)] and statistical temperature molecular dynamics [PRL 97, 050601 (2006)], the major Monte Carlo and molecular dynamics work horses for sampling from a generalized, multicanonical ensemble. We aim at helping to consolidate the developments in the different areas by indicating how methodological advancements can be transferred in a straightforward way, avoiding the parallel, largely independent, developments tracks observed in the past.

Validation of a Monte Carlo Simulation of Binary Time Series.

DTIC Science & Technology

1981-09-18

the probability distribution corresponding to the population from which the n sample vectors are generated. Simple unbiased estimators were chosen for...Cowcept A s*us Agew Bethesd, Marylnd H. L. Wauom Am D. RoQuE SymMS Reserch Brach , p" Ssms Delsbian September 18, 1981 DTIC EL E C T E SEP 24 =I98ST...is generated from the sample of such vectors produced by several independent replications of the Monte Carlo simulation. Then the validity of the

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

USDA-ARS?s Scientific Manuscript database

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

Exploring Mass Perception with Markov Chain Monte Carlo

ERIC Educational Resources Information Center

Cohen, Andrew L.; Ross, Michael G.

2009-01-01

Several previous studies have examined the ability to judge the relative mass of objects in idealized collisions. With a newly developed technique of psychological Markov chain Monte Carlo sampling (A. N. Sanborn & T. L. Griffiths, 2008), this work explores participants; perceptions of different collision mass ratios. The results reveal…

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

ERIC Educational Resources Information Center

Raiche, Gilles; Blais, Jean-Guy

2006-01-01

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

A Christoffel function weighted least squares algorithm for collocation approximations

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

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

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

A Christoffel function weighted least squares algorithm for collocation approximations

DOE PAGES

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

2016-11-28

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

Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

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

Kanjilal, Oindrila, E-mail: oindrila@civil.iisc.ernet.in; Manohar, C.S., E-mail: manohar@civil.iisc.ernet.in

The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the secondmore » explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations. - Highlights: • The distance minimizing control forces minimize a bound on the sampling variance. • Establishing Girsanov controls via solution of a two-point boundary value problem. • Girsanov controls via Volterra's series representation for the transfer functions.« less

Spatial patterns of water quality in Xingu River Basin (Amazonia) prior to the Belo Monte dam impoundment.

PubMed

Rodrigues-Filho, J L; Abe, D S; Gatti-Junior, P; Medeiros, G R; Degani, R M; Blanco, F P; Faria, C R L; Campanelli, L; Soares, F S; Sidagis-Galli, C V; Teixeira-Silva, V; Tundisi, J E M; Matsmura-Tundisi, T; Tundisi, J G

2015-08-01

The Xingu River, one of the most important of the Amazon Basin, is characterized by clear and transparent waters that drain a 509.685 km2 watershed with distinct hydrological and ecological conditions and anthropogenic pressures along its course. As in other basins of the Amazon system, studies in the Xingu are scarce. Furthermore, the eminent construction of the Belo Monte for hydropower production, which will alter the environmental conditions in the basin in its lower middle portion, denotes high importance of studies that generate relevant information that may subsidize a more balanced and equitable development in the Amazon region. Thus, the aim of this study was to analyze the water quality in the Xingu River and its tributaries focusing on spatial patterns by the use of multivariate statistical techniques, identifying which water quality parameters were more important for the environmental changes in the watershed. Data sampling were carried out during two complete hydrological cycles in twenty-five sampling stations. The data of twenty seven variables were analyzed by Spearman's correlation coefficients, cluster analysis (CA), and principal component analysis (PCA). The results showed a high auto-correlation between variables (> 0.7). These variables were removed from multivariate analyzes because they provided redundant information about the environment. The CA resulted in the formation of six clusters, which were clearly observed in the PCA and were characterized by different water quality. The statistical results allowed to identify a high spatial variation in the water quality, which were related to specific features of the environment, different uses, influences of anthropogenic activities and geochemical characteristics of the drained basins. It was also demonstrated that most of the sampling stations in the Xingu River basin showed good water quality, due to the absence of local impacts and high power of depuration of the river itself.

Probabilistic treatment of the uncertainty from the finite size of weighted Monte Carlo data

NASA Astrophysics Data System (ADS)

Glüsenkamp, Thorsten

2018-06-01

Parameter estimation in HEP experiments often involves Monte Carlo simulation to model the experimental response function. A typical application are forward-folding likelihood analyses with re-weighting, or time-consuming minimization schemes with a new simulation set for each parameter value. Problematically, the finite size of such Monte Carlo samples carries intrinsic uncertainty that can lead to a substantial bias in parameter estimation if it is neglected and the sample size is small. We introduce a probabilistic treatment of this problem by replacing the usual likelihood functions with novel generalized probability distributions that incorporate the finite statistics via suitable marginalization. These new PDFs are analytic, and can be used to replace the Poisson, multinomial, and sample-based unbinned likelihoods, which covers many use cases in high-energy physics. In the limit of infinite statistics, they reduce to the respective standard probability distributions. In the general case of arbitrary Monte Carlo weights, the expressions involve the fourth Lauricella function FD, for which we find a new finite-sum representation in a certain parameter setting. The result also represents an exact form for Carlson's Dirichlet average Rn with n > 0, and thereby an efficient way to calculate the probability generating function of the Dirichlet-multinomial distribution, the extended divided difference of a monomial, or arbitrary moments of univariate B-splines. We demonstrate the bias reduction of our approach with a typical toy Monte Carlo problem, estimating the normalization of a peak in a falling energy spectrum, and compare the results with previously published methods from the literature.

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

Estimating cross-validatory predictive p-values with integrated importance sampling for disease mapping models.

PubMed

Li, Longhai; Feng, Cindy X; Qiu, Shi

2017-06-30

An important statistical task in disease mapping problems is to identify divergent regions with unusually high or low risk of disease. Leave-one-out cross-validatory (LOOCV) model assessment is the gold standard for estimating predictive p-values that can flag such divergent regions. However, actual LOOCV is time-consuming because one needs to rerun a Markov chain Monte Carlo analysis for each posterior distribution in which an observation is held out as a test case. This paper introduces a new method, called integrated importance sampling (iIS), for estimating LOOCV predictive p-values with only Markov chain samples drawn from the posterior based on a full data set. The key step in iIS is that we integrate away the latent variables associated the test observation with respect to their conditional distribution without reference to the actual observation. By following the general theory for importance sampling, the formula used by iIS can be proved to be equivalent to the LOOCV predictive p-value. We compare iIS and other three existing methods in the literature with two disease mapping datasets. Our empirical results show that the predictive p-values estimated with iIS are almost identical to the predictive p-values estimated with actual LOOCV and outperform those given by the existing three methods, namely, the posterior predictive checking, the ordinary importance sampling, and the ghosting method by Marshall and Spiegelhalter (2003). Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

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

ERIC Educational Resources Information Center

Newman, Isadore; And Others

1979-01-01

A Monte Carlo simulation was employed to determine the accuracy with which the shrinkage in R squared can be estimated by five different shrinkage formulas. The study dealt with the use of shrinkage formulas for various sample sizes, different R squared values, and different degrees of multicollinearity. (Author/JKS)

A New Monte Carlo Method for Estimating Marginal Likelihoods.

PubMed

Wang, Yu-Bo; Chen, Ming-Hui; Kuo, Lynn; Lewis, Paul O

2018-06-01

Evaluating the marginal likelihood in Bayesian analysis is essential for model selection. Estimators based on a single Markov chain Monte Carlo sample from the posterior distribution include the harmonic mean estimator and the inflated density ratio estimator. We propose a new class of Monte Carlo estimators based on this single Markov chain Monte Carlo sample. This class can be thought of as a generalization of the harmonic mean and inflated density ratio estimators using a partition weighted kernel (likelihood times prior). We show that our estimator is consistent and has better theoretical properties than the harmonic mean and inflated density ratio estimators. In addition, we provide guidelines on choosing optimal weights. Simulation studies were conducted to examine the empirical performance of the proposed estimator. We further demonstrate the desirable features of the proposed estimator with two real data sets: one is from a prostate cancer study using an ordinal probit regression model with latent variables; the other is for the power prior construction from two Eastern Cooperative Oncology Group phase III clinical trials using the cure rate survival model with similar objectives.

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.

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.

Estimation variance bounds of importance sampling simulations in digital communication systems

NASA Technical Reports Server (NTRS)

Lu, D.; Yao, K.

1991-01-01

In practical applications of importance sampling (IS) simulation, two basic problems are encountered, that of determining the estimation variance and that of evaluating the proper IS parameters needed in the simulations. The authors derive new upper and lower bounds on the estimation variance which are applicable to IS techniques. The upper bound is simple to evaluate and may be minimized by the proper selection of the IS parameter. Thus, lower and upper bounds on the improvement ratio of various IS techniques relative to the direct Monte Carlo simulation are also available. These bounds are shown to be useful and computationally simple to obtain. Based on the proposed technique, one can readily find practical suboptimum IS parameters. Numerical results indicate that these bounding techniques are useful for IS simulations of linear and nonlinear communication systems with intersymbol interference in which bit error rate and IS estimation variances cannot be obtained readily using prior techniques.

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

PubMed

Wang, Lei; Troyer, Matthias

2014-09-12

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

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.

The Joker: A Custom Monte Carlo Sampler for Binary-star and Exoplanet Radial Velocity Data

NASA Astrophysics Data System (ADS)

Price-Whelan, Adrian M.; Hogg, David W.; Foreman-Mackey, Daniel; Rix, Hans-Walter

2017-03-01

Given sparse or low-quality radial velocity measurements of a star, there are often many qualitatively different stellar or exoplanet companion orbit models that are consistent with the data. The consequent multimodality of the likelihood function leads to extremely challenging search, optimization, and Markov chain Monte Carlo (MCMC) posterior sampling over the orbital parameters. Here we create a custom Monte Carlo sampler for sparse or noisy radial velocity measurements of two-body systems that can produce posterior samples for orbital parameters even when the likelihood function is poorly behaved. The six standard orbital parameters for a binary system can be split into four nonlinear parameters (period, eccentricity, argument of pericenter, phase) and two linear parameters (velocity amplitude, barycenter velocity). We capitalize on this by building a sampling method in which we densely sample the prior probability density function (pdf) in the nonlinear parameters and perform rejection sampling using a likelihood function marginalized over the linear parameters. With sparse or uninformative data, the sampling obtained by this rejection sampling is generally multimodal and dense. With informative data, the sampling becomes effectively unimodal but too sparse: in these cases we follow the rejection sampling with standard MCMC. The method produces correct samplings in orbital parameters for data that include as few as three epochs. The Joker can therefore be used to produce proper samplings of multimodal pdfs, which are still informative and can be used in hierarchical (population) modeling. We give some examples that show how the posterior pdf depends sensitively on the number and time coverage of the observations and their uncertainties.

Multiple-time-stepping generalized hybrid Monte Carlo methods

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

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

2015-01-01

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

LMC: Logarithmantic Monte Carlo

NASA Astrophysics Data System (ADS)

Mantz, Adam B.

2017-06-01

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

Numerical Demons in Monte Carlo Estimation of Bayesian Model Evidence with Application to Soil Respiration Models

NASA Astrophysics Data System (ADS)

Elshall, A. S.; Ye, M.; Niu, G. Y.; Barron-Gafford, G.

2016-12-01

Bayesian multimodel inference is increasingly being used in hydrology. Estimating Bayesian model evidence (BME) is of central importance in many Bayesian multimodel analysis such as Bayesian model averaging and model selection. BME is the overall probability of the model in reproducing the data, accounting for the trade-off between the goodness-of-fit and the model complexity. Yet estimating BME is challenging, especially for high dimensional problems with complex sampling space. Estimating BME using the Monte Carlo numerical methods is preferred, as the methods yield higher accuracy than semi-analytical solutions (e.g. Laplace approximations, BIC, KIC, etc.). However, numerical methods are prone the numerical demons arising from underflow of round off errors. Although few studies alluded to this issue, to our knowledge this is the first study that illustrates these numerical demons. We show that the precision arithmetic can become a threshold on likelihood values and Metropolis acceptance ratio, which results in trimming parameter regions (when likelihood function is less than the smallest floating point number that a computer can represent) and corrupting of the empirical measures of the random states of the MCMC sampler (when using log-likelihood function). We consider two of the most powerful numerical estimators of BME that are the path sampling method of thermodynamic integration (TI) and the importance sampling method of steppingstone sampling (SS). We also consider the two most widely used numerical estimators, which are the prior sampling arithmetic mean (AS) and posterior sampling harmonic mean (HM). We investigate the vulnerability of these four estimators to the numerical demons. Interesting, the most biased estimator, namely the HM, turned out to be the least vulnerable. While it is generally assumed that AM is a bias-free estimator that will always approximate the true BME by investing in computational effort, we show that arithmetic underflow can hamper AM resulting in severe underestimation of BME. TI turned out to be the most vulnerable, resulting in BME overestimation. Finally, we show how SS can be largely invariant to rounding errors, yielding the most accurate and computational efficient results. These research results are useful for MC simulations to estimate Bayesian model evidence.

Bayesian linkage and segregation analysis: factoring the problem.

PubMed

Matthysse, S

2000-01-01

Complex segregation analysis and linkage methods are mathematical techniques for the genetic dissection of complex diseases. They are used to delineate complex modes of familial transmission and to localize putative disease susceptibility loci to specific chromosomal locations. The computational problem of Bayesian linkage and segregation analysis is one of integration in high-dimensional spaces. In this paper, three available techniques for Bayesian linkage and segregation analysis are discussed: Markov Chain Monte Carlo (MCMC), importance sampling, and exact calculation. The contribution of each to the overall integration will be explicitly discussed.

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

NASA Astrophysics Data System (ADS)

Arya, Gaurav; Schlick, Tamar

2007-01-01

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

Lithium in rocks from the Lincoln, Helena, and Townsend areas, Montana

USGS Publications Warehouse

Brenner-Tourtelot, Elizabeth F.; Meier, Allen L.; Curtis, Craig A.

1978-01-01

In anticipation of increased demand for lithium for energy-related uses, the U.S. Geological Survey has been appraising the lithium resources of the United States and investigating occurrences of lithium. Analyses of samples of chiefly lacustrine rocks of Oligocene age collected by M. R. Mudge near Lincoln, Mont. showed as much as 1,500 ppm lithium. Since then we have sampled the area in greater detail, and have sampled rocks of similar ages in the Helena and Townsend valleys. The lithium-rich beds crop out in a band about 1.3 km long by 0.3 km wide near the head of Beaver Creek, about 14 km northwest of Lincoln, Mont. These beds consist of laminated marlstone, oil shale, carbonaceous shale, limestone, conglomerate, and tuff. Some parts of this sequence average almost 0.1 percent lithium. The lithium-bearing rocks are too low in grade and volume to be economic. Samples of sedimentary rocks of Oligocene age from the Helena and Townsend valleys in the vicinity of Helena, Mont. were generally low in lithium (3-40 ppm). However, samples of rhyolites from the western side of the Helena valley and from the Lava Mountain area were slightly above average in lithium content (6-200 ppm).

Profile-likelihood Confidence Intervals in Item Response Theory Models.

PubMed

Chalmers, R Philip; Pek, Jolynn; Liu, Yang

2017-01-01

Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.

Community variability of bacteria in alpine snow (Mont Blanc) containing Saharan dust deposition and their snow colonisation potential.

PubMed

Chuvochina, Maria S; Marie, Dominique; Chevaillier, Servanne; Petit, Jean-Robert; Normand, Philippe; Alekhina, Irina A; Bulat, Sergey A

2011-01-01

Microorganisms uplifted during dust storms survive long-range transport in the atmosphere and could colonize high-altitude snow. Bacterial communities in alpine snow on a Mont Blanc glacier, associated with four depositions of Saharan dust during the period 2006-2009, were studied using 16S rRNA gene sequencing and flow cytometry. Also, sand from the Tunisian Sahara, Saharan dust collected in Grenoble and Mont Blanc snow containing no Saharan dust (one sample of each) were analyzed. The bacterial community composition varied significantly in snow containing four dust depositions over a 3-year period. Out of 61 phylotypes recovered from dusty snow, only three phylotypes were detected in more than one sample. Overall, 15 phylotypes were recognized as potential snow colonizers. For snow samples, these phylotypes belonged to Actinobacteria, Proteobacteria and Cyanobacteria, while for Saharan sand/dust samples they belonged to Actinobacteria, Bacteroidetes, Deinococcus-Thermus and Proteobacteria. Thus, regardless of the time-scale, Saharan dust events can bring different microbiota with no common species set to alpine glaciers. This seems to be defined more by event peculiarities and aeolian transport conditions than by the bacterial load from the original dust source.

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

NASA Astrophysics Data System (ADS)

Zhang, G.; Lu, D.; Ye, M.; Gunzburger, M.

2011-12-01

Markov Chain Monte Carlo (MCMC) methods have been widely used in many fields of uncertainty analysis to estimate the posterior distributions of parameters and credible intervals of predictions in the Bayesian framework. However, in practice, MCMC may be computationally unaffordable due to slow convergence and the excessive number of forward model executions required, especially when the forward model is expensive to compute. Both disadvantages arise from the curse of dimensionality, i.e., the posterior distribution is usually a multivariate function of parameters. Recently, sparse grid method has been demonstrated to be an effective technique for coping with high-dimensional interpolation or integration problems. Thus, in order to accelerate the forward model and avoid the slow convergence of MCMC, we propose a new method for uncertainty analysis based on sparse grid interpolation and quasi-Monte Carlo sampling. First, we construct a polynomial approximation of the forward model in the parameter space by using the sparse grid interpolation. This approximation then defines an accurate surrogate posterior distribution that can be evaluated repeatedly at minimal computational cost. Second, instead of using MCMC, a quasi-Monte Carlo method is applied to draw samples in the parameter space. Then, the desired probability density function of each prediction is approximated by accumulating the posterior density values of all the samples according to the prediction values. Our method has the following advantages: (1) the polynomial approximation of the forward model on the sparse grid provides a very efficient evaluation of the surrogate posterior distribution; (2) the quasi-Monte Carlo method retains the same accuracy in approximating the PDF of predictions but avoids all disadvantages of MCMC. The proposed method is applied to a controlled numerical experiment of groundwater flow modeling. The results show that our method attains the same accuracy much more efficiently than traditional MCMC.

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.

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.

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

ERIC Educational Resources Information Center

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

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

Multiple Regression with Varying Levels of Correlation among Predictors: Monte Carlo Sampling from Normal and Non-Normal Populations.

ERIC Educational Resources Information Center

Vasu, Ellen Storey

1978-01-01

The effects of the violation of the assumption of normality in the conditional distributions of the dependent variable, coupled with the condition of multicollinearity upon the outcome of testing the hypothesis that the regression coefficient equals zero, are investigated via a Monte Carlo study. (Author/JKS)

Hamiltonian Monte Carlo Inversion of Seismic Sources in Complex Media

NASA Astrophysics Data System (ADS)

Fichtner, A.; Simutė, S.

2017-12-01

We present a probabilistic seismic source inversion method that properly accounts for 3D heterogeneous Earth structure and provides full uncertainty information on the timing, location and mechanism of the event. Our method rests on two essential elements: (1) reciprocity and spectral-element simulations in complex media, and (2) Hamiltonian Monte Carlo sampling that requires only a small amount of test models. Using spectral-element simulations of 3D, visco-elastic, anisotropic wave propagation, we precompute a data base of the strain tensor in time and space by placing sources at the positions of receivers. Exploiting reciprocity, this receiver-side strain data base can be used to promptly compute synthetic seismograms at the receiver locations for any hypothetical source within the volume of interest. The rapid solution of the forward problem enables a Bayesian solution of the inverse problem. For this, we developed a variant of Hamiltonian Monte Carlo (HMC) sampling. Taking advantage of easily computable derivatives, HMC converges to the posterior probability density with orders of magnitude less samples than derivative-free Monte Carlo methods. (Exact numbers depend on observational errors and the quality of the prior). We apply our method to the Japanese Islands region where we previously constrained 3D structure of the crust and upper mantle using full-waveform inversion with a minimum period of around 15 s.

LCG MCDB—a knowledgebase of Monte-Carlo simulated events

NASA Astrophysics Data System (ADS)

Belov, S.; Dudko, L.; Galkin, E.; Gusev, A.; Pokorski, W.; Sherstnev, A.

2008-02-01

In this paper we report on LCG Monte-Carlo Data Base (MCDB) and software which has been developed to operate MCDB. The main purpose of the LCG MCDB project is to provide a storage and documentation system for sophisticated event samples simulated for the LHC Collaborations by experts. In many cases, the modern Monte-Carlo simulation of physical processes requires expert knowledge in Monte-Carlo generators or significant amount of CPU time to produce the events. MCDB is a knowledgebase mainly dedicated to accumulate simulated events of this type. The main motivation behind LCG MCDB is to make the sophisticated MC event samples available for various physical groups. All the data from MCDB is accessible in several convenient ways. LCG MCDB is being developed within the CERN LCG Application Area Simulation project. Program summaryProgram title: LCG Monte-Carlo Data Base Catalogue identifier: ADZX_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADZX_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.: 30 129 No. of bytes in distributed program, including test data, etc.: 216 943 Distribution format: tar.gz Programming language: Perl Computer: CPU: Intel Pentium 4, RAM: 1 Gb, HDD: 100 Gb Operating system: Scientific Linux CERN 3/4 RAM: 1 073 741 824 bytes (1 Gb) Classification: 9 External routines:perl >= 5.8.5; Perl modules DBD-mysql >= 2.9004, File::Basename, GD::SecurityImage, GD::SecurityImage::AC, Linux::Statistics, XML::LibXML > 1.6, XML::SAX, XML::NamespaceSupport; Apache HTTP Server >= 2.0.59; mod auth external >= 2.2.9; edg-utils-system RPM package; gd >= 2.0.28; rpm package CASTOR-client >= 2.1.2-4; arc-server (optional) Nature of problem: Often, different groups of experimentalists prepare similar samples of particle collision events or turn to the same group of authors of Monte-Carlo (MC) generators to prepare the events. For example, the same MC samples of Standard Model (SM) processes can be employed for the investigations either in the SM analyses (as a signal) or in searches for new phenomena in Beyond Standard Model analyses (as a background). If the samples are made available publicly and equipped with corresponding and comprehensive documentation, it can speed up cross checks of the samples themselves and physical models applied. Some event samples require a lot of computing resources for preparation. So, a central storage of the samples prevents possible waste of researcher time and computing resources, which can be used to prepare the same events many times. Solution method: Creation of a special knowledgebase (MCDB) designed to keep event samples for the LHC experimental and phenomenological community. The knowledgebase is realized as a separate web-server ( http://mcdb.cern.ch). All event samples are kept on types at CERN. Documentation describing the events is the main contents of MCDB. Users can browse the knowledgebase, read and comment articles (documentation), and download event samples. Authors can upload new event samples, create new articles, and edit own articles. Restrictions: The software is adopted to solve the problems, described in the article and there are no any additional restrictions. Unusual features: The software provides a framework to store and document large files with flexible authentication and authorization system. Different external storages with large capacity can be used to keep the files. The WEB Content Management System provides all of the necessary interfaces for the authors of the files, end-users and administrators. Running time: Real time operations. References: [1] The main LCG MCDB server, http://mcdb.cern.ch/. [2] P. Bartalini, L. Dudko, A. Kryukov, I.V. Selyuzhenkov, A. Sherstnev, A. Vologdin, LCG Monte-Carlo data base, hep-ph/0404241. [3] J.P. Baud, B. Couturier, C. Curran, J.D. Durand, E. Knezo, S. Occhetti, O. Barring, CASTOR: status and evolution, cs.oh/0305047.

Note: A pure-sampling quantum Monte Carlo algorithm with independent Metropolis.

PubMed

Vrbik, Jan; Ospadov, Egor; Rothstein, Stuart M

2016-07-14

Recently, Ospadov and Rothstein published a pure-sampling quantum Monte Carlo algorithm (PSQMC) that features an auxiliary Path Z that connects the midpoints of the current and proposed Paths X and Y, respectively. When sufficiently long, Path Z provides statistical independence of Paths X and Y. Under those conditions, the Metropolis decision used in PSQMC is done without any approximation, i.e., not requiring microscopic reversibility and without having to introduce any G(x → x'; τ) factors into its decision function. This is a unique feature that contrasts with all competing reptation algorithms in the literature. An example illustrates that dependence of Paths X and Y has adverse consequences for pure sampling.

Note: A pure-sampling quantum Monte Carlo algorithm with independent Metropolis

NASA Astrophysics Data System (ADS)

Vrbik, Jan; Ospadov, Egor; Rothstein, Stuart M.

2016-07-01

Recently, Ospadov and Rothstein published a pure-sampling quantum Monte Carlo algorithm (PSQMC) that features an auxiliary Path Z that connects the midpoints of the current and proposed Paths X and Y, respectively. When sufficiently long, Path Z provides statistical independence of Paths X and Y. Under those conditions, the Metropolis decision used in PSQMC is done without any approximation, i.e., not requiring microscopic reversibility and without having to introduce any G(x → x'; τ) factors into its decision function. This is a unique feature that contrasts with all competing reptation algorithms in the literature. An example illustrates that dependence of Paths X and Y has adverse consequences for pure sampling.

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

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

Beer, M.

1980-12-01

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

A histogram-free multicanonical Monte Carlo algorithm for the construction of analytical density of states

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

Eisenbach, Markus; Li, Ying Wai

We report a new multicanonical Monte Carlo (MC) algorithm to obtain the density of states (DOS) for physical systems with continuous state variables in statistical mechanics. Our algorithm is able to obtain an analytical form for the DOS expressed in a chosen basis set, instead of a numerical array of finite resolution as in previous variants of this class of MC methods such as the multicanonical (MUCA) sampling and Wang-Landau (WL) sampling. This is enabled by storing the visited states directly in a data set and avoiding the explicit collection of a histogram. This practice also has the advantage ofmore » avoiding undesirable artificial errors caused by the discretization and binning of continuous state variables. Our results show that this scheme is capable of obtaining converged results with a much reduced number of Monte Carlo steps, leading to a significant speedup over existing algorithms.« less

The Joker: A custom Monte Carlo sampler for binary-star and exoplanet radial velocity data

NASA Astrophysics Data System (ADS)

Price-Whelan, Adrian M.; Hogg, David W.; Foreman-Mackey, Daniel; Rix, Hans-Walter

2017-01-01

Given sparse or low-quality radial-velocity measurements of a star, there are often many qualitatively different stellar or exoplanet companion orbit models that are consistent with the data. The consequent multimodality of the likelihood function leads to extremely challenging search, optimization, and MCMC posterior sampling over the orbital parameters. The Joker is a custom-built Monte Carlo sampler that can produce a posterior sampling for orbital parameters given sparse or noisy radial-velocity measurements, even when the likelihood function is poorly behaved. The method produces correct samplings in orbital parameters for data that include as few as three epochs. The Joker can therefore be used to produce proper samplings of multimodal pdfs, which are still highly informative and can be used in hierarchical (population) modeling.

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

Advances in the Assessment of Wind Turbine Operating Extreme Loads via More Efficient Calculation Approaches

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

Graf, Peter; Damiani, Rick R.; Dykes, Katherine

2017-01-09

A new adaptive stratified importance sampling (ASIS) method is proposed as an alternative approach for the calculation of the 50 year extreme load under operational conditions, as in design load case 1.1 of the the International Electrotechnical Commission design standard. ASIS combines elements of the binning and extrapolation technique, currently described by the standard, and of the importance sampling (IS) method to estimate load probability of exceedances (POEs). Whereas a Monte Carlo (MC) approach would lead to the sought level of POE with a daunting number of simulations, IS-based techniques are promising as they target the sampling of the inputmore » parameters on the parts of the distributions that are most responsible for the extreme loads, thus reducing the number of runs required. We compared the various methods on select load channels as output from FAST, an aero-hydro-servo-elastic tool for the design and analysis of wind turbines developed by the National Renewable Energy Laboratory (NREL). Our newly devised method, although still in its infancy in terms of tuning of the subparameters, is comparable to the others in terms of load estimation and its variance versus computational cost, and offers great promise going forward due to the incorporation of adaptivity into the already powerful importance sampling concept.« less

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

Least squares polynomial chaos expansion: A review of sampling strategies

NASA Astrophysics Data System (ADS)

Hadigol, Mohammad; Doostan, Alireza

2018-04-01

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

Predicting a future lifetime through Box-Cox transformation.

PubMed

Yang, Z

1999-09-01

In predicting a future lifetime based on a sample of past lifetimes, the Box-Cox transformation method provides a simple and unified procedure that is shown in this article to meet or often outperform the corresponding frequentist solution in terms of coverage probability and average length of prediction intervals. Kullback-Leibler information and second-order asymptotic expansion are used to justify the Box-Cox procedure. Extensive Monte Carlo simulations are also performed to evaluate the small sample behavior of the procedure. Certain popular lifetime distributions, such as Weibull, inverse Gaussian and Birnbaum-Saunders are served as illustrative examples. One important advantage of the Box-Cox procedure lies in its easy extension to linear model predictions where the exact frequentist solutions are often not available.

MONTE: the next generation of mission design and navigation software

NASA Astrophysics Data System (ADS)

Evans, Scott; Taber, William; Drain, Theodore; Smith, Jonathon; Wu, Hsi-Cheng; Guevara, Michelle; Sunseri, Richard; Evans, James

2018-03-01

The Mission analysis, Operations and Navigation Toolkit Environment (MONTE) (Sunseri et al. in NASA Tech Briefs 36(9), 2012) is an astrodynamic toolkit produced by the Mission Design and Navigation Software Group at the Jet Propulsion Laboratory. It provides a single integrated environment for all phases of deep space and Earth orbiting missions. Capabilities include: trajectory optimization and analysis, operational orbit determination, flight path control, and 2D/3D visualization. MONTE is presented to the user as an importable Python language module. This allows a simple but powerful user interface via CLUI or script. In addition, the Python interface allows MONTE to be used seamlessly with other canonical scientific programming tools such as SciPy, NumPy, and Matplotlib. MONTE is the prime operational orbit determination software for all JPL navigated missions.

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.

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

ERIC Educational Resources Information Center

Kim, Seock-Ho; Cohen, Allan S.

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

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…

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

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

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

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

Multilevel Sequential2 Monte Carlo for Bayesian inverse problems

NASA Astrophysics Data System (ADS)

Latz, Jonas; Papaioannou, Iason; Ullmann, Elisabeth

2018-09-01

The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior information to estimate the posterior distribution of a parameter. Specifically, we are interested in the distribution of a diffusion coefficient of an elliptic PDE. In this setting, the sample space is high-dimensional, and each sample of the PDE solution is expensive. To address these issues we propose and analyse a novel Sequential Monte Carlo (SMC) sampler for the approximation of the posterior distribution. Classical, single-level SMC constructs a sequence of measures, starting with the prior distribution, and finishing with the posterior distribution. The intermediate measures arise from a tempering of the likelihood, or, equivalently, a rescaling of the noise. The resolution of the PDE discretisation is fixed. In contrast, our estimator employs a hierarchy of PDE discretisations to decrease the computational cost. We construct a sequence of intermediate measures by decreasing the temperature or by increasing the discretisation level at the same time. This idea builds on and generalises the multi-resolution sampler proposed in P.S. Koutsourelakis (2009) [33] where a bridging scheme is used to transfer samples from coarse to fine discretisation levels. Importantly, our choice between tempering and bridging is fully adaptive. We present numerical experiments in 2D space, comparing our estimator to single-level SMC and the multi-resolution sampler.

A Monte Carlo Program for Simulating Selection Decisions from Personnel Tests

ERIC Educational Resources Information Center

Petersen, Calvin R.; Thain, John W.

1976-01-01

Relative to test and criterion parameters and cutting scores, the correlation coefficient, sample size, and number of samples to be drawn (all inputs), this program calculates decision classification rates across samples and for combined samples. Several other related indices are also computed. (Author)

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Evaluation and characterization of thyroid-disrupting activities in soil samples along the Second Songhua River, China.

PubMed

Kong, Dongdong; Wang, Yafei; Wang, Jinsheng; Teng, Yanguo; Li, Na; Li, Jian

2016-11-01

In this study, a recombinant thyroid receptor (TR) gene yeast assay combined with Monte Carlo simulation were used to evaluate and characterize soil samples collected from Jilin (China) along the Second Songhua River, for their ant/agonist effect on TR. No TR agonistic activity was found in soils, but many soil samples exhibited TR antagonistic activities, and the bioassay-derived amiodarone hydrochloride equivalents, which was calculated based on Monte Carlo simulation, ranged from not detected (N.D.) to 35.5μg/g. Hydrophilic substance fractions were determined to be the contributors to TR antagonistic activity in these soil samples. Our results indicate that the novel calculation method is effective for the quantification and characterization of TR antagonists in soil samples, and these data could provide useful information for future management and remediation efforts for contaminated soils. Copyright © 2016 Elsevier Inc. All rights reserved.

Massively parallel simulator of optical coherence tomography of inhomogeneous turbid media.

PubMed

Malektaji, Siavash; Lima, Ivan T; Escobar I, Mauricio R; Sherif, Sherif S

2017-10-01

An accurate and practical simulator for Optical Coherence Tomography (OCT) could be an important tool to study the underlying physical phenomena in OCT such as multiple light scattering. Recently, many researchers have investigated simulation of OCT of turbid media, e.g., tissue, using Monte Carlo methods. The main drawback of these earlier simulators is the long computational time required to produce accurate results. We developed a massively parallel simulator of OCT of inhomogeneous turbid media that obtains both Class I diffusive reflectivity, due to ballistic and quasi-ballistic scattered photons, and Class II diffusive reflectivity due to multiply scattered photons. This Monte Carlo-based simulator is implemented on graphic processing units (GPUs), using the Compute Unified Device Architecture (CUDA) platform and programming model, to exploit the parallel nature of propagation of photons in tissue. It models an arbitrary shaped sample medium as a tetrahedron-based mesh and uses an advanced importance sampling scheme. This new simulator speeds up simulations of OCT of inhomogeneous turbid media by about two orders of magnitude. To demonstrate this result, we have compared the computation times of our new parallel simulator and its serial counterpart using two samples of inhomogeneous turbid media. We have shown that our parallel implementation reduced simulation time of OCT of the first sample medium from 407 min to 92 min by using a single GPU card, to 12 min by using 8 GPU cards and to 7 min by using 16 GPU cards. For the second sample medium, the OCT simulation time was reduced from 209 h to 35.6 h by using a single GPU card, and to 4.65 h by using 8 GPU cards, and to only 2 h by using 16 GPU cards. Therefore our new parallel simulator is considerably more practical to use than its central processing unit (CPU)-based counterpart. Our new parallel OCT simulator could be a practical tool to study the different physical phenomena underlying OCT, or to design OCT systems with improved performance. Copyright © 2017 Elsevier B.V. All rights reserved.

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

NASA Astrophysics Data System (ADS)

Gardner, Robin P.; Xu, Libai

2009-10-01

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

New Mecyclothorax spp. (Coleoptera, Carabidae, Moriomorphini) define Mont Mauru, eastern Tahiti Nui, as a distinct area of endemism

PubMed Central

Liebherr, James K.

2012-01-01

Abstract Seven species of Mecyclothorax Sharp precinctive to Mont Mauru, Tahiti, Society Islands are newly described: Mecyclothorax tutei sp. n., Mecyclothorax tihotii sp. n., Mecyclothorax putaputa sp. n., Mecyclothorax toretore sp. n., Mecyclothorax anaana sp. n., Mecyclothorax pirihao sp. n., and Mecyclothorax poro sp. n. These seven constitute the first representative Mecyclothorax species recorded from Mauru, and their geographic restriction to this isolated massif defines it as a distinct area of endemism along the highly dissected eastern versant of the Tahiti Nui volcano. Each of the new species has a closest relative on another massif of Tahiti Nui, supporting speciation associated with vicariance caused by extensive erosional valley formation, especially the development of Papenoo Valley. Comparison of the known elevational distributions of the new discoveries on Mont Mauru to the elevational diversity profile of the comparatively well-sampled Mont Marau, northwest Tahiti Nui, suggests that numerous Mecyclothorax species remain to be discovered in higher-elevation habitats of Mont Mauru. PMID:23166465

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.

Estimating the Effective Sample Size of Tree Topologies from Bayesian Phylogenetic Analyses

PubMed Central

Lanfear, Robert; Hua, Xia; Warren, Dan L.

2016-01-01

Bayesian phylogenetic analyses estimate posterior distributions of phylogenetic tree topologies and other parameters using Markov chain Monte Carlo (MCMC) methods. Before making inferences from these distributions, it is important to assess their adequacy. To this end, the effective sample size (ESS) estimates how many truly independent samples of a given parameter the output of the MCMC represents. The ESS of a parameter is frequently much lower than the number of samples taken from the MCMC because sequential samples from the chain can be non-independent due to autocorrelation. Typically, phylogeneticists use a rule of thumb that the ESS of all parameters should be greater than 200. However, we have no method to calculate an ESS of tree topology samples, despite the fact that the tree topology is often the parameter of primary interest and is almost always central to the estimation of other parameters. That is, we lack a method to determine whether we have adequately sampled one of the most important parameters in our analyses. In this study, we address this problem by developing methods to estimate the ESS for tree topologies. We combine these methods with two new diagnostic plots for assessing posterior samples of tree topologies, and compare their performance on simulated and empirical data sets. Combined, the methods we present provide new ways to assess the mixing and convergence of phylogenetic tree topologies in Bayesian MCMC analyses. PMID:27435794

Monte Carlo approaches to sampling forested tracts with lines or points

Treesearch

Harry T. Valentine; Jeffrey H. Gove; Timothy G. Gregoire

2001-01-01

Several line- and point-based sampling methods can be employed to estimate the aggregate dimensions of trees standing on a forested tract or pieces of coarse woody debris lying on the forest floor. Line methods include line intersect sampling, horizontal line sampling, and transect relascope sampling; point methods include variable- and fixed-radius plot sampling, and...

Lognormal Approximations of Fault Tree Uncertainty Distributions.

PubMed

El-Shanawany, Ashraf Ben; Ardron, Keith H; Walker, Simon P

2018-01-26

Fault trees are used in reliability modeling to create logical models of fault combinations that can lead to undesirable events. The output of a fault tree analysis (the top event probability) is expressed in terms of the failure probabilities of basic events that are input to the model. Typically, the basic event probabilities are not known exactly, but are modeled as probability distributions: therefore, the top event probability is also represented as an uncertainty distribution. Monte Carlo methods are generally used for evaluating the uncertainty distribution, but such calculations are computationally intensive and do not readily reveal the dominant contributors to the uncertainty. In this article, a closed-form approximation for the fault tree top event uncertainty distribution is developed, which is applicable when the uncertainties in the basic events of the model are lognormally distributed. The results of the approximate method are compared with results from two sampling-based methods: namely, the Monte Carlo method and the Wilks method based on order statistics. It is shown that the closed-form expression can provide a reasonable approximation to results obtained by Monte Carlo sampling, without incurring the computational expense. The Wilks method is found to be a useful means of providing an upper bound for the percentiles of the uncertainty distribution while being computationally inexpensive compared with full Monte Carlo sampling. The lognormal approximation method and Wilks's method appear attractive, practical alternatives for the evaluation of uncertainty in the output of fault trees and similar multilinear models. © 2018 Society for Risk Analysis.

Uncertainty quantification of resonant ultrasound spectroscopy for material property and single crystal orientation estimation on a complex part

NASA Astrophysics Data System (ADS)

Aldrin, John C.; Mayes, Alexander; Jauriqui, Leanne; Biedermann, Eric; Heffernan, Julieanne; Livings, Richard; Goodlet, Brent; Mazdiyasni, Siamack

2018-04-01

A case study is presented evaluating uncertainty in Resonance Ultrasound Spectroscopy (RUS) inversion for a single crystal (SX) Ni-based superalloy Mar-M247 cylindrical dog-bone specimens. A number of surrogate models were developed with FEM model solutions, using different sampling schemes (regular grid, Monte Carlo sampling, Latin Hyper-cube sampling) and model approaches, N-dimensional cubic spline interpolation and Kriging. Repeated studies were used to quantify the well-posedness of the inversion problem, and the uncertainty was assessed in material property and crystallographic orientation estimates given typical geometric dimension variability in aerospace components. Surrogate model quality was found to be an important factor in inversion results when the model more closely represents the test data. One important discovery was when the model matches well with test data, a Kriging surrogate model using un-sorted Latin Hypercube sampled data performed as well as the best results from an N-dimensional interpolation model using sorted data. However, both surrogate model quality and mode sorting were found to be less critical when inverting properties from either experimental data or simulated test cases with uncontrolled geometric variation.

Distribution of the Determinant of the Sample Correlation Matrix: Monte Carlo Type One Error Rates.

ERIC Educational Resources Information Center

Reddon, John R.; And Others

1985-01-01

Computer sampling from a multivariate normal spherical population was used to evaluate the type one error rates for a test of sphericity based on the distribution of the determinant of the sample correlation matrix. (Author/LMO)

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

NASA Astrophysics Data System (ADS)

Zoller, Christian; Hohmann, Ansgar; Ertl, Thomas; Kienle, Alwin

2017-07-01

The Monte Carlo method is often referred as the gold standard to calculate the light propagation in turbid media [1]. Especially for complex shaped geometries where no analytical solutions are available the Monte Carlo method becomes very important [1, 2]. In this work a Monte Carlo software is presented, to simulate the light propagation in complex shaped geometries. To improve the simulation time the code is based on OpenCL such that graphics cards can be used as well as other computing devices. Within the software an illumination concept is presented to realize easily all kinds of light sources, like spatial frequency domain (SFD), optical fibers or Gaussian beam profiles. Moreover different objects, which are not connected to each other, can be considered simultaneously, without any additional preprocessing. This Monte Carlo software can be used for many applications. In this work the transmission spectrum of a tooth and the color reconstruction of a virtual object are shown, using results from the Monte Carlo software.

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

Treesearch

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

2005-01-01

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

Application of a Monte Carlo framework with bootstrapping for quantification of uncertainty in baseline map of carbon emissions from deforestation in Tropical Regions

Treesearch

William Salas; Steve Hagen

2013-01-01

This presentation will provide an overview of an approach for quantifying uncertainty in spatial estimates of carbon emission from land use change. We generate uncertainty bounds around our final emissions estimate using a randomized, Monte Carlo (MC)-style sampling technique. This approach allows us to combine uncertainty from different sources without making...

Play It Again: Teaching Statistics with Monte Carlo Simulation

ERIC Educational Resources Information Center

Sigal, Matthew J.; Chalmers, R. Philip

2016-01-01

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

Bold Diagrammatic Monte Carlo for Fermionic and Fermionized Systems

NASA Astrophysics Data System (ADS)

Svistunov, Boris

2013-03-01

In three different fermionic cases--repulsive Hubbard model, resonant fermions, and fermionized spins-1/2 (on triangular lattice)--we observe the phenomenon of sign blessing: Feynman diagrammatic series features finite convergence radius despite factorial growth of the number of diagrams with diagram order. Bold diagrammatic Monte Carlo technique allows us to sample millions of skeleton Feynman diagrams. With the universal fermionization trick we can fermionize essentially any (bosonic, spin, mixed, etc.) lattice system. The combination of fermionization and Bold diagrammatic Monte Carlo yields a universal first-principle approach to strongly correlated lattice systems, provided the sign blessing is a generic fermionic phenomenon. Supported by NSF and DARPA

BATSE analysis techniques for probing the GRB spatial and luminosity distributions

NASA Technical Reports Server (NTRS)

Hakkila, Jon; Meegan, Charles A.

1992-01-01

The Burst And Transient Source Experiment (BATSE) has measured homogeneity and isotropy parameters from an increasingly large sample of observed gamma-ray bursts (GRBs), while also maintaining a summary of the way in which the sky has been sampled. Measurement of both of these are necessary for any study of the BATSE data statistically, as they take into account the most serious observational selection effects known in the study of GRBs: beam-smearing and inhomogeneous, anisotropic sky sampling. Knowledge of these effects is important to analysis of GRB angular and intensity distributions. In addition to determining that the bursts are local, it is hoped that analysis of such distributions will allow boundaries to be placed on the true GRB spatial distribution and luminosity function. The technique for studying GRB spatial and luminosity distributions is direct. Results of BATSE analyses are compared to Monte Carlo models parameterized by a variety of spatial and luminosity characteristics.

Ex Post Facto Monte Carlo Variance Reduction

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

Booth, Thomas E.

The variance in Monte Carlo particle transport calculations is often dominated by a few particles whose importance increases manyfold on a single transport step. This paper describes a novel variance reduction method that uses a large importance change as a trigger to resample the offending transport step. That is, the method is employed only after (ex post facto) a random walk attempts a transport step that would otherwise introduce a large variance in the calculation.Improvements in two Monte Carlo transport calculations are demonstrated empirically using an ex post facto method. First, the method is shown to reduce the variance inmore » a penetration problem with a cross-section window. Second, the method empirically appears to modify a point detector estimator from an infinite variance estimator to a finite variance estimator.« less

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.

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.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-01-01

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

Hydrologic Model Selection using Markov chain Monte Carlo methods

NASA Astrophysics Data System (ADS)

Marshall, L.; Sharma, A.; Nott, D.

2002-12-01

Estimation of parameter uncertainty (and in turn model uncertainty) allows assessment of the risk in likely applications of hydrological models. Bayesian statistical inference provides an ideal means of assessing parameter uncertainty whereby prior knowledge about the parameter is combined with information from the available data to produce a probability distribution (the posterior distribution) that describes uncertainty about the parameter and serves as a basis for selecting appropriate values for use in modelling applications. Widespread use of Bayesian techniques in hydrology has been hindered by difficulties in summarizing and exploring the posterior distribution. These difficulties have been largely overcome by recent advances in Markov chain Monte Carlo (MCMC) methods that involve random sampling of the posterior distribution. This study presents an adaptive MCMC sampling algorithm which has characteristics that are well suited to model parameters with a high degree of correlation and interdependence, as is often evident in hydrological models. The MCMC sampling technique is used to compare six alternative configurations of a commonly used conceptual rainfall-runoff model, the Australian Water Balance Model (AWBM), using 11 years of daily rainfall runoff data from the Bass river catchment in Australia. The alternative configurations considered fall into two classes - those that consider model errors to be independent of prior values, and those that model the errors as an autoregressive process. Each such class consists of three formulations that represent increasing levels of complexity (and parameterisation) of the original model structure. The results from this study point both to the importance of using Bayesian approaches in evaluating model performance, as well as the simplicity of the MCMC sampling framework that has the ability to bring such approaches within the reach of the applied hydrological community.

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

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

PubMed Central

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

2015-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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…

Monte Carlo simulation models of breeding-population advancement.

Treesearch

J.N. King; G.R. Johnson

1993-01-01

Five generations of population improvement were modeled using Monte Carlo simulations. The model was designed to address questions that are important to the development of an advanced generation breeding population. Specifically we addressed the effects on both gain and effective population size of different mating schemes when creating a recombinant population for...

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.

Path integral Monte Carlo and the electron gas

NASA Astrophysics Data System (ADS)

Brown, Ethan W.

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

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

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

Progressive Stochastic Reconstruction Technique (PSRT) for cryo electron tomography.

PubMed

Turoňová, Beata; Marsalek, Lukas; Davidovič, Tomáš; Slusallek, Philipp

2015-03-01

Cryo Electron Tomography (cryoET) plays an essential role in Structural Biology, as it is the only technique that allows to study the structure of large macromolecular complexes in their close to native environment in situ. The reconstruction methods currently in use, such as Weighted Back Projection (WBP) or Simultaneous Iterative Reconstruction Technique (SIRT), deliver noisy and low-contrast reconstructions, which complicates the application of high-resolution protocols, such as Subtomogram Averaging (SA). We propose a Progressive Stochastic Reconstruction Technique (PSRT) - a novel iterative approach to tomographic reconstruction in cryoET based on Monte Carlo random walks guided by Metropolis-Hastings sampling strategy. We design a progressive reconstruction scheme to suit the conditions present in cryoET and apply it successfully to reconstructions of macromolecular complexes from both synthetic and experimental datasets. We show how to integrate PSRT into SA, where it provides an elegant solution to the region-of-interest problem and delivers high-contrast reconstructions that significantly improve template-based localization without any loss of high-resolution structural information. Furthermore, the locality of SA is exploited to design an importance sampling scheme which significantly speeds up the otherwise slow Monte Carlo approach. Finally, we design a new memory efficient solution for the specimen-level interior problem of cryoET, removing all associated artifacts. Copyright © 2015 Elsevier Inc. All rights reserved.

Investigation of uncertainty in CO 2 reservoir models: A sensitivity analysis of relative permeability parameter values

DOE PAGES

Yoshida, Nozomu; Levine, Jonathan S.; Stauffer, Philip H.

2016-03-22

Numerical reservoir models of CO 2 injection in saline formations rely on parameterization of laboratory-measured pore-scale processes. Here, we have performed a parameter sensitivity study and Monte Carlo simulations to determine the normalized change in total CO 2 injected using the finite element heat and mass-transfer code (FEHM) numerical reservoir simulator. Experimentally measured relative permeability parameter values were used to generate distribution functions for parameter sampling. The parameter sensitivity study analyzed five different levels for each of the relative permeability model parameters. All but one of the parameters changed the CO 2 injectivity by <10%, less than the geostatistical uncertainty that applies to all large subsurface systems due to natural geophysical variability and inherently small sample sizes. The exception was the end-point CO 2 relative permeability, kmore » $$0\\atop{r}$$ CO2, the maximum attainable effective CO 2 permeability during CO 2 invasion, which changed CO2 injectivity by as much as 80%. Similarly, Monte Carlo simulation using 1000 realizations of relative permeability parameters showed no relationship between CO 2 injectivity and any of the parameters but k$$0\\atop{r}$$ CO2, which had a very strong (R 2 = 0.9685) power law relationship with total CO 2 injected. Model sensitivity to k$$0\\atop{r}$$ CO2 points to the importance of accurate core flood and wettability measurements.« less

Investigation of uncertainty in CO 2 reservoir models: A sensitivity analysis of relative permeability parameter values

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

Yoshida, Nozomu; Levine, Jonathan S.; Stauffer, Philip H.

Numerical reservoir models of CO 2 injection in saline formations rely on parameterization of laboratory-measured pore-scale processes. Here, we have performed a parameter sensitivity study and Monte Carlo simulations to determine the normalized change in total CO 2 injected using the finite element heat and mass-transfer code (FEHM) numerical reservoir simulator. Experimentally measured relative permeability parameter values were used to generate distribution functions for parameter sampling. The parameter sensitivity study analyzed five different levels for each of the relative permeability model parameters. All but one of the parameters changed the CO 2 injectivity by <10%, less than the geostatistical uncertainty that applies to all large subsurface systems due to natural geophysical variability and inherently small sample sizes. The exception was the end-point CO 2 relative permeability, kmore » $$0\\atop{r}$$ CO2, the maximum attainable effective CO 2 permeability during CO 2 invasion, which changed CO2 injectivity by as much as 80%. Similarly, Monte Carlo simulation using 1000 realizations of relative permeability parameters showed no relationship between CO 2 injectivity and any of the parameters but k$$0\\atop{r}$$ CO2, which had a very strong (R 2 = 0.9685) power law relationship with total CO 2 injected. Model sensitivity to k$$0\\atop{r}$$ CO2 points to the importance of accurate core flood and wettability measurements.« less

Monte Carlo simulations of backscattering process in dislocation-containing SrTiO3 single crystal

NASA Astrophysics Data System (ADS)

Jozwik, P.; Sathish, N.; Nowicki, L.; Jagielski, J.; Turos, A.; Kovarik, L.; Arey, B.

2014-05-01

Studies of defects formation in crystals are of obvious importance in electronics, nuclear engineering and other disciplines where materials are exposed to different forms of irradiation. Rutherford Backscattering/Channeling (RBS/C) and Monte Carlo (MC) simulations are the most convenient tool for this purpose, as they allow one to determine several features of lattice defects: their type, concentration and damage accumulation kinetic. On the other hand various irradiation conditions can be efficiently modeled by ion irradiation method without leading to the radioactivity of the sample. Combination of ion irradiation with channeling experiment and MC simulations appears thus as a most versatile method in studies of radiation damage in materials. The paper presents the results on such a study performed on SrTiO3 (STO) single crystals irradiated with 320 keV Ar ions. The samples were analyzed also by using HRTEM as a complementary method which enables the measurement of geometrical parameters of crystal lattice deformation in the vicinity of dislocations. Once the parameters and their variations within the distance of several lattice constants from the dislocation core are known, they may be used in MC simulations for the quantitative determination of dislocation depth distribution profiles. The final outcome of the deconvolution procedure are cross-sections values calculated for two types of defects observed (RDA and dislocations).

On-the-Fly Generation of Differential Resonance Scattering Probability Distribution Functions for Monte Carlo Codes

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

Davidson, Eva E.; Martin, William R.

Current Monte Carlo codes use one of three models: (1) the asymptotic scattering model, (2) the free gas scattering model, or (3) the S(α,β) model, depending on the neutron energy and the specific Monte Carlo code. This thesis addresses the consequences of using the free gas scattering model, which assumes that the neutron interacts with atoms in thermal motion in a monatomic gas in thermal equilibrium at material temperature, T. Most importantly, the free gas model assumes the scattering cross section is constant over the neutron energy range, which is usually a good approximation for light nuclei, but not formore » heavy nuclei where the scattering cross section may have several resonances in the epithermal region. Several researchers in the field have shown that the exact resonance scattering model is temperaturedependent, and neglecting the resonances in the lower epithermal range can under-predict resonance absorption due to the upscattering phenomenon mentioned above, leading to an over-prediction of keff by several hundred pcm. Existing methods to address this issue involve changing the neutron weights or implementing an extra rejection scheme in the free gas sampling scheme, and these all involve performing the collision analysis in the center-of-mass frame, followed by a conversion back to the laboratory frame to continue the random walk of the neutron. The goal of this paper was to develop a sampling methodology that (1) accounted for the energydependent scattering cross sections in the collision analysis and (2) was performed in the laboratory frame,avoiding the conversion to the center-of-mass frame. The energy dependence of the scattering cross section was modeled with even-ordered polynomials (2nd and 4th order) to approximate the scattering cross section in Blackshaw’s equations for the moments of the differential scattering PDFs. These moments were used to sample the outgoing neutron speed and angle in the laboratory frame on-the-fly during the random walk of the neutron. Results for criticality studies on fuel pin and fuel assembly calculations using methods developed in this dissertation showed very close comparison to results using the reference Dopplerbroadened rejection correction (DBRC) scheme.« less

On-the-Fly Generation of Differential Resonance Scattering Probability Distribution Functions for Monte Carlo Codes

DOE PAGES

Davidson, Eva E.; Martin, William R.

2017-05-26

Current Monte Carlo codes use one of three models: (1) the asymptotic scattering model, (2) the free gas scattering model, or (3) the S(α,β) model, depending on the neutron energy and the specific Monte Carlo code. This thesis addresses the consequences of using the free gas scattering model, which assumes that the neutron interacts with atoms in thermal motion in a monatomic gas in thermal equilibrium at material temperature, T. Most importantly, the free gas model assumes the scattering cross section is constant over the neutron energy range, which is usually a good approximation for light nuclei, but not formore » heavy nuclei where the scattering cross section may have several resonances in the epithermal region. Several researchers in the field have shown that the exact resonance scattering model is temperaturedependent, and neglecting the resonances in the lower epithermal range can under-predict resonance absorption due to the upscattering phenomenon mentioned above, leading to an over-prediction of keff by several hundred pcm. Existing methods to address this issue involve changing the neutron weights or implementing an extra rejection scheme in the free gas sampling scheme, and these all involve performing the collision analysis in the center-of-mass frame, followed by a conversion back to the laboratory frame to continue the random walk of the neutron. The goal of this paper was to develop a sampling methodology that (1) accounted for the energydependent scattering cross sections in the collision analysis and (2) was performed in the laboratory frame,avoiding the conversion to the center-of-mass frame. The energy dependence of the scattering cross section was modeled with even-ordered polynomials (2nd and 4th order) to approximate the scattering cross section in Blackshaw’s equations for the moments of the differential scattering PDFs. These moments were used to sample the outgoing neutron speed and angle in the laboratory frame on-the-fly during the random walk of the neutron. Results for criticality studies on fuel pin and fuel assembly calculations using methods developed in this dissertation showed very close comparison to results using the reference Dopplerbroadened rejection correction (DBRC) scheme.« less

Adaptive Importance Sampling for Control and Inference

NASA Astrophysics Data System (ADS)

Kappen, H. J.; Ruiz, H. C.

2016-03-01

Path integral (PI) control problems are a restricted class of non-linear control problems that can be solved formally as a Feynman-Kac PI and can be estimated using Monte Carlo sampling. In this contribution we review PI control theory in the finite horizon case. We subsequently focus on the problem how to compute and represent control solutions. We review the most commonly used methods in robotics and control. Within the PI theory, the question of how to compute becomes the question of importance sampling. Efficient importance samplers are state feedback controllers and the use of these requires an efficient representation. Learning and representing effective state-feedback controllers for non-linear stochastic control problems is a very challenging, and largely unsolved, problem. We show how to learn and represent such controllers using ideas from the cross entropy method. We derive a gradient descent method that allows to learn feed-back controllers using an arbitrary parametrisation. We refer to this method as the path integral cross entropy method or PICE. We illustrate this method for some simple examples. The PI control methods can be used to estimate the posterior distribution in latent state models. In neuroscience these problems arise when estimating connectivity from neural recording data using EM. We demonstrate the PI control method as an accurate alternative to particle filtering.

Equilibrium Molecular Thermodynamics from Kirkwood Sampling

PubMed Central

2015-01-01

We present two methods for barrierless equilibrium sampling of molecular systems based on the recently proposed Kirkwood method (J. Chem. Phys.2009, 130, 134102). Kirkwood sampling employs low-order correlations among internal coordinates of a molecule for random (or non-Markovian) sampling of the high dimensional conformational space. This is a geometrical sampling method independent of the potential energy surface. The first method is a variant of biased Monte Carlo, where Kirkwood sampling is used for generating trial Monte Carlo moves. Using this method, equilibrium distributions corresponding to different temperatures and potential energy functions can be generated from a given set of low-order correlations. Since Kirkwood samples are generated independently, this method is ideally suited for massively parallel distributed computing. The second approach is a variant of reservoir replica exchange, where Kirkwood sampling is used to construct a reservoir of conformations, which exchanges conformations with the replicas performing equilibrium sampling corresponding to different thermodynamic states. Coupling with the Kirkwood reservoir enhances sampling by facilitating global jumps in the conformational space. The efficiency of both methods depends on the overlap of the Kirkwood distribution with the target equilibrium distribution. We present proof-of-concept results for a model nine-atom linear molecule and alanine dipeptide. PMID:25915525

High-Throughput Computation and the Applicability of Monte Carlo Integration in Fatigue Load Estimation of Floating Offshore Wind Turbines

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

Graf, Peter A.; Stewart, Gordon; Lackner, Matthew

Long-term fatigue loads for floating offshore wind turbines are hard to estimate because they require the evaluation of the integral of a highly nonlinear function over a wide variety of wind and wave conditions. Current design standards involve scanning over a uniform rectangular grid of metocean inputs (e.g., wind speed and direction and wave height and period), which becomes intractable in high dimensions as the number of required evaluations grows exponentially with dimension. Monte Carlo integration offers a potentially efficient alternative because it has theoretical convergence proportional to the inverse of the square root of the number of samples, whichmore » is independent of dimension. In this paper, we first report on the integration of the aeroelastic code FAST into NREL's systems engineering tool, WISDEM, and the development of a high-throughput pipeline capable of sampling from arbitrary distributions, running FAST on a large scale, and postprocessing the results into estimates of fatigue loads. Second, we use this tool to run a variety of studies aimed at comparing grid-based and Monte Carlo-based approaches with calculating long-term fatigue loads. We observe that for more than a few dimensions, the Monte Carlo approach can represent a large improvement in computational efficiency, but that as nonlinearity increases, the effectiveness of Monte Carlo is correspondingly reduced. The present work sets the stage for future research focusing on using advanced statistical methods for analysis of wind turbine fatigue as well as extreme loads.« less

A dental public health approach based on computational mathematics: Monte Carlo simulation of childhood dental decay.

PubMed

Tennant, Marc; Kruger, Estie

2013-02-01

This study developed a Monte Carlo simulation approach to examining the prevalence and incidence of dental decay using Australian children as a test environment. Monte Carlo simulation has been used for a half a century in particle physics (and elsewhere); put simply, it is the probability for various population-level outcomes seeded randomly to drive the production of individual level data. A total of five runs of the simulation model for all 275,000 12-year-olds in Australia were completed based on 2005-2006 data. Measured on average decayed/missing/filled teeth (DMFT) and DMFT of highest 10% of sample (Sic10) the runs did not differ from each other by more than 2% and the outcome was within 5% of the reported sampled population data. The simulations rested on the population probabilities that are known to be strongly linked to dental decay, namely, socio-economic status and Indigenous heritage. Testing the simulated population found DMFT of all cases where DMFT<>0 was 2.3 (n = 128,609) and DMFT for Indigenous cases only was 1.9 (n = 13,749). In the simulation population the Sic25 was 3.3 (n = 68,750). Monte Carlo simulations were created in particle physics as a computational mathematical approach to unknown individual-level effects by resting a simulation on known population-level probabilities. In this study a Monte Carlo simulation approach to childhood dental decay was built, tested and validated. © 2013 FDI World Dental Federation.

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.

Multi-element stochastic spectral projection for high quantile estimation

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

Ko, Jordan, E-mail: jordan.ko@mac.com; Garnier, Josselin

2013-06-15

We investigate quantile estimation by multi-element generalized Polynomial Chaos (gPC) metamodel where the exact numerical model is approximated by complementary metamodels in overlapping domains that mimic the model’s exact response. The gPC metamodel is constructed by the non-intrusive stochastic spectral projection approach and function evaluation on the gPC metamodel can be considered as essentially free. Thus, large number of Monte Carlo samples from the metamodel can be used to estimate α-quantile, for moderate values of α. As the gPC metamodel is an expansion about the means of the inputs, its accuracy may worsen away from these mean values where themore » extreme events may occur. By increasing the approximation accuracy of the metamodel, we may eventually improve accuracy of quantile estimation but it is very expensive. A multi-element approach is therefore proposed by combining a global metamodel in the standard normal space with supplementary local metamodels constructed in bounded domains about the design points corresponding to the extreme events. To improve the accuracy and to minimize the sampling cost, sparse-tensor and anisotropic-tensor quadratures are tested in addition to the full-tensor Gauss quadrature in the construction of local metamodels; different bounds of the gPC expansion are also examined. The global and local metamodels are combined in the multi-element gPC (MEgPC) approach and it is shown that MEgPC can be more accurate than Monte Carlo or importance sampling methods for high quantile estimations for input dimensions roughly below N=8, a limit that is very much case- and α-dependent.« less

Comparison between Monte Carlo simulation and measurement with a 3D polymer gel dosimeter for dose distributions in biological samples

NASA Astrophysics Data System (ADS)

Furuta, T.; Maeyama, T.; Ishikawa, K. L.; Fukunishi, N.; Fukasaku, K.; Takagi, S.; Noda, S.; Himeno, R.; Hayashi, S.

2015-08-01

In this research, we used a 135 MeV/nucleon carbon-ion beam to irradiate a biological sample composed of fresh chicken meat and bones, which was placed in front of a PAGAT gel dosimeter, and compared the measured and simulated transverse-relaxation-rate (R2) distributions in the gel dosimeter. We experimentally measured the three-dimensional R2 distribution, which records the dose induced by particles penetrating the sample, by using magnetic resonance imaging. The obtained R2 distribution reflected the heterogeneity of the biological sample. We also conducted Monte Carlo simulations using the PHITS code by reconstructing the elemental composition of the biological sample from its computed tomography images while taking into account the dependence of the gel response on the linear energy transfer. The simulation reproduced the experimental distal edge structure of the R2 distribution with an accuracy under about 2 mm, which is approximately the same as the voxel size currently used in treatment planning.

Comparison between Monte Carlo simulation and measurement with a 3D polymer gel dosimeter for dose distributions in biological samples.

PubMed

Furuta, T; Maeyama, T; Ishikawa, K L; Fukunishi, N; Fukasaku, K; Takagi, S; Noda, S; Himeno, R; Hayashi, S

2015-08-21

In this research, we used a 135 MeV/nucleon carbon-ion beam to irradiate a biological sample composed of fresh chicken meat and bones, which was placed in front of a PAGAT gel dosimeter, and compared the measured and simulated transverse-relaxation-rate (R2) distributions in the gel dosimeter. We experimentally measured the three-dimensional R2 distribution, which records the dose induced by particles penetrating the sample, by using magnetic resonance imaging. The obtained R2 distribution reflected the heterogeneity of the biological sample. We also conducted Monte Carlo simulations using the PHITS code by reconstructing the elemental composition of the biological sample from its computed tomography images while taking into account the dependence of the gel response on the linear energy transfer. The simulation reproduced the experimental distal edge structure of the R2 distribution with an accuracy under about 2 mm, which is approximately the same as the voxel size currently used in treatment planning.

Computer simulation of stochastic processes through model-sampling (Monte Carlo) techniques.

PubMed

Sheppard, C W.

1969-03-01

A simple Monte Carlo simulation program is outlined which can be used for the investigation of random-walk problems, for example in diffusion, or the movement of tracers in the blood circulation. The results given by the simulation are compared with those predicted by well-established theory, and it is shown how the model can be expanded to deal with drift, and with reflexion from or adsorption at a boundary.

An efficient Bayesian data-worth analysis using a multilevel Monte Carlo method

NASA Astrophysics Data System (ADS)

Lu, Dan; Ricciuto, Daniel; Evans, Katherine

2018-03-01

Improving the understanding of subsurface systems and thus reducing prediction uncertainty requires collection of data. As the collection of subsurface data is costly, it is important that the data collection scheme is cost-effective. Design of a cost-effective data collection scheme, i.e., data-worth analysis, requires quantifying model parameter, prediction, and both current and potential data uncertainties. Assessment of these uncertainties in large-scale stochastic subsurface hydrological model simulations using standard Monte Carlo (MC) sampling or surrogate modeling is extremely computationally intensive, sometimes even infeasible. In this work, we propose an efficient Bayesian data-worth analysis using a multilevel Monte Carlo (MLMC) method. Compared to the standard MC that requires a significantly large number of high-fidelity model executions to achieve a prescribed accuracy in estimating expectations, the MLMC can substantially reduce computational costs using multifidelity approximations. Since the Bayesian data-worth analysis involves a great deal of expectation estimation, the cost saving of the MLMC in the assessment can be outstanding. While the proposed MLMC-based data-worth analysis is broadly applicable, we use it for a highly heterogeneous two-phase subsurface flow simulation to select an optimal candidate data set that gives the largest uncertainty reduction in predicting mass flow rates at four production wells. The choices made by the MLMC estimation are validated by the actual measurements of the potential data, and consistent with the standard MC estimation. But compared to the standard MC, the MLMC greatly reduces the computational costs.

APS undulator and wiggler sources: Monte-Carlo simulation

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

Xu, S.L.; Lai, B.; Viccaro, P.J.

1992-02-01

Standard insertion devices will be provided to each sector by the Advanced Photon Source. It is important to define the radiation characteristics of these general purpose devices. In this document,results of Monte-Carlo simulation are presented. These results, based on the SHADOW program, include the APS Undulator A (UA), Wiggler A (WA), and Wiggler B (WB).

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

USDA-ARS?s Scientific Manuscript database

We developed a sequential Monte Carlo filter to estimate the states and the parameters in a stochastic model of Japanese Encephalitis (JE) spread in the Philippines. This method is particularly important for its adaptability to the availability of new incidence data. This method can also capture the...

A Monte Carlo technique for signal level detection in implanted intracranial pressure monitoring.

PubMed

Avent, R K; Charlton, J D; Nagle, H T; Johnson, R N

1987-01-01

Statistical monitoring techniques like CUSUM, Trigg's tracking signal and EMP filtering have a major advantage over more recent techniques, such as Kalman filtering, because of their inherent simplicity. In many biomedical applications, such as electronic implantable devices, these simpler techniques have greater utility because of the reduced requirements on power, logic complexity and sampling speed. The determination of signal means using some of the earlier techniques are reviewed in this paper, and a new Monte Carlo based method with greater capability to sparsely sample a waveform and obtain an accurate mean value is presented. This technique may find widespread use as a trend detection method when reduced power consumption is a requirement.

An improved target velocity sampling algorithm for free gas elastic scattering

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

Romano, Paul K.; Walsh, Jonathan A.

We present an improved algorithm for sampling the target velocity when simulating elastic scattering in a Monte Carlo neutron transport code that correctly accounts for the energy dependence of the scattering cross section. The algorithm samples the relative velocity directly, thereby avoiding a potentially inefficient rejection step based on the ratio of cross sections. Here, we have shown that this algorithm requires only one rejection step, whereas other methods of similar accuracy require two rejection steps. The method was verified against stochastic and deterministic reference results for upscattering percentages in 238U. Simulations of a light water reactor pin cell problemmore » demonstrate that using this algorithm results in a 3% or less penalty in performance when compared with an approximate method that is used in most production Monte Carlo codes« less

An improved target velocity sampling algorithm for free gas elastic scattering

DOE PAGES

Romano, Paul K.; Walsh, Jonathan A.

2018-02-03

We present an improved algorithm for sampling the target velocity when simulating elastic scattering in a Monte Carlo neutron transport code that correctly accounts for the energy dependence of the scattering cross section. The algorithm samples the relative velocity directly, thereby avoiding a potentially inefficient rejection step based on the ratio of cross sections. Here, we have shown that this algorithm requires only one rejection step, whereas other methods of similar accuracy require two rejection steps. The method was verified against stochastic and deterministic reference results for upscattering percentages in 238U. Simulations of a light water reactor pin cell problemmore » demonstrate that using this algorithm results in a 3% or less penalty in performance when compared with an approximate method that is used in most production Monte Carlo codes« less

A Monte Carlo risk assessment model for acrylamide formation in French fries.

PubMed

Cummins, Enda; Butler, Francis; Gormley, Ronan; Brunton, Nigel

2009-10-01

The objective of this study is to estimate the likely human exposure to the group 2a carcinogen, acrylamide, from French fries by Irish consumers by developing a quantitative risk assessment model using Monte Carlo simulation techniques. Various stages in the French-fry-making process were modeled from initial potato harvest, storage, and processing procedures. The model was developed in Microsoft Excel with the @Risk add-on package. The model was run for 10,000 iterations using Latin hypercube sampling. The simulated mean acrylamide level in French fries was calculated to be 317 microg/kg. It was found that females are exposed to smaller levels of acrylamide than males (mean exposure of 0.20 microg/kg bw/day and 0.27 microg/kg bw/day, respectively). Although the carcinogenic potency of acrylamide is not well known, the simulated probability of exceeding the average chronic human dietary intake of 1 microg/kg bw/day (as suggested by WHO) was 0.054 and 0.029 for males and females, respectively. A sensitivity analysis highlighted the importance of the selection of appropriate cultivars with known low reducing sugar levels for French fry production. Strict control of cooking conditions (correlation coefficient of 0.42 and 0.35 for frying time and temperature, respectively) and blanching procedures (correlation coefficient -0.25) were also found to be important in ensuring minimal acrylamide formation.

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

NASA Technical Reports Server (NTRS)

Wang, B. S.

1972-01-01

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

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.

Sequencing chess

NASA Astrophysics Data System (ADS)

Atashpendar, Arshia; Schilling, Tanja; Voigtmann, Thomas

2016-10-01

We analyze the structure of the state space of chess by means of transition path sampling Monte Carlo simulations. Based on the typical number of moves required to transpose a given configuration of chess pieces into another, we conclude that the state space consists of several pockets between which transitions are rare. Skilled players explore an even smaller subset of positions that populate some of these pockets only very sparsely. These results suggest that the usual measures to estimate both the size of the state space and the size of the tree of legal moves are not unique indicators of the complexity of the game, but that considerations regarding the connectedness of states are equally important.

Feature Screening for Ultrahigh Dimensional Categorical Data with Applications.

PubMed

Huang, Danyang; Li, Runze; Wang, Hansheng

2014-01-01

Ultrahigh dimensional data with both categorical responses and categorical covariates are frequently encountered in the analysis of big data, for which feature screening has become an indispensable statistical tool. We propose a Pearson chi-square based feature screening procedure for categorical response with ultrahigh dimensional categorical covariates. The proposed procedure can be directly applied for detection of important interaction effects. We further show that the proposed procedure possesses screening consistency property in the terminology of Fan and Lv (2008). We investigate the finite sample performance of the proposed procedure by Monte Carlo simulation studies, and illustrate the proposed method by two empirical datasets.

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.

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.

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

DOE PAGES

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

2016-01-23

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

Is Coefficient Alpha Robust to Non-Normal Data?

PubMed Central

Sheng, Yanyan; Sheng, Zhaohui

2011-01-01

Coefficient alpha has been a widely used measure by which internal consistency reliability is assessed. In addition to essential tau-equivalence and uncorrelated errors, normality has been noted as another important assumption for alpha. Earlier work on evaluating this assumption considered either exclusively non-normal error score distributions, or limited conditions. In view of this and the availability of advanced methods for generating univariate non-normal data, Monte Carlo simulations were conducted to show that non-normal distributions for true or error scores do create problems for using alpha to estimate the internal consistency reliability. The sample coefficient alpha is affected by leptokurtic true score distributions, or skewed and/or kurtotic error score distributions. Increased sample sizes, not test lengths, help improve the accuracy, bias, or precision of using it with non-normal data. PMID:22363306

Sample Size Determination for Regression Models Using Monte Carlo Methods in R

ERIC Educational Resources Information Center

Beaujean, A. Alexander

2014-01-01

A common question asked by researchers using regression models is, What sample size is needed for my study? While there are formulae to estimate sample sizes, their assumptions are often not met in the collected data. A more realistic approach to sample size determination requires more information such as the model of interest, strength of the…

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.

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.

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.

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.

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.

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.

Adapting phase-switch Monte Carlo method for flexible organic molecules

NASA Astrophysics Data System (ADS)

Bridgwater, Sally; Quigley, David

2014-03-01

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

Statistical Analyses of Scatterplots to Identify Important Factors in Large-Scale Simulations

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

Kleijnen, J.P.C.; Helton, J.C.

1999-04-01

The robustness of procedures for identifying patterns in scatterplots generated in Monte Carlo sensitivity analyses is investigated. These procedures are based on attempts to detect increasingly complex patterns in the scatterplots under consideration and involve the identification of (1) linear relationships with correlation coefficients, (2) monotonic relationships with rank correlation coefficients, (3) trends in central tendency as defined by means, medians and the Kruskal-Wallis statistic, (4) trends in variability as defined by variances and interquartile ranges, and (5) deviations from randomness as defined by the chi-square statistic. The following two topics related to the robustness of these procedures are consideredmore » for a sequence of example analyses with a large model for two-phase fluid flow: the presence of Type I and Type II errors, and the stability of results obtained with independent Latin hypercube samples. Observations from analysis include: (1) Type I errors are unavoidable, (2) Type II errors can occur when inappropriate analysis procedures are used, (3) physical explanations should always be sought for why statistical procedures identify variables as being important, and (4) the identification of important variables tends to be stable for independent Latin hypercube samples.« less

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

PubMed

Guo, Changning; Doub, William H; Kauffman, John F

2010-08-01

Monte Carlo simulations were applied to investigate the propagation of uncertainty in both input variables and response measurements on model prediction for nasal spray product performance design of experiment (DOE) models in the first part of this study, with an initial assumption that the models perfectly represent the relationship between input variables and the measured responses. In this article, we discard the initial assumption, and extended the Monte Carlo simulation study to examine the influence of both input variable variation and product performance measurement variation on the uncertainty in DOE model coefficients. The Monte Carlo simulations presented in this article illustrate the importance of careful error propagation during product performance modeling. Our results show that the error estimates based on Monte Carlo simulation result in smaller model coefficient standard deviations than those from regression methods. This suggests that the estimated standard deviations from regression may overestimate the uncertainties in the model coefficients. Monte Carlo simulations provide a simple software solution to understand the propagation of uncertainty in complex DOE models so that design space can be specified with statistically meaningful confidence levels. (c) 2010 Wiley-Liss, Inc. and the American Pharmacists Association

Some Small Sample Results for Maximum Likelihood Estimation in Multidimensional Scaling.

ERIC Educational Resources Information Center

Ramsay, J. O.

1980-01-01

Some aspects of the small sample behavior of maximum likelihood estimates in multidimensional scaling are investigated with Monte Carlo techniques. In particular, the chi square test for dimensionality is examined and a correction for bias is proposed and evaluated. (Author/JKS)

How accurate is the Pearson r-from-Z approximation? A Monte Carlo simulation study.

PubMed

Hittner, James B; May, Kim

2012-01-01

The Pearson r-from-Z approximation estimates the sample correlation (as an effect size measure) from the ratio of two quantities: the standard normal deviate equivalent (Z-score) corresponding to a one-tailed p-value divided by the square root of the total (pooled) sample size. The formula has utility in meta-analytic work when reports of research contain minimal statistical information. Although simple to implement, the accuracy of the Pearson r-from-Z approximation has not been empirically evaluated. To address this omission, we performed a series of Monte Carlo simulations. Results indicated that in some cases the formula did accurately estimate the sample correlation. However, when sample size was very small (N = 10) and effect sizes were small to small-moderate (ds of 0.1 and 0.3), the Pearson r-from-Z approximation was very inaccurate. Detailed figures that provide guidance as to when the Pearson r-from-Z formula will likely yield valid inferences are presented.

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

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

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

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

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

DOE PAGES

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

2017-06-22

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

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.

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

Chalcones in bioactive Argentine propolis collected in arid environments.

PubMed

Solórzano, Eliana; Vera, Nancy; Cuello, Soledad; Ordoñez, Roxana; Zampini, Catiana; Maldonado, Luis; Bedascarrasbure, Enrique; Isla, María I

2012-07-01

The aim of this study was to assess the chemical and biological profile of propolis samples collected in arid environments of north-western Argentina. The samples were from two phytogeographical regions (Prepuna and Monte de Catamarca Province). Propolis ethanolic extracts (PEE) and chloroform (CHL), hexane (HEX) and aqueous (AQ) sub-extracts of samples from three regions (CAT-I; CAT-II and CAT-III) were obtained. All PEE exhibited antioxidant activity in the DPPH radical scavenging assay (SC50 values between 28 and 43 microg DW/mL). The CHL extract was the most active (SC50 values between 10 and 37 microg DW/mL). The antioxidant activity in the beta-carotene bleaching assays was more effective for PEE and CHL (IC50 values between 2 and 9 microg DW/mL, respectively). A similar pattern was observed for antibacterial activity. The highest inhibitory effect on the growth of human Gram-positive bacteria was observed for CHL-III and CHL-I (Monte region) with minimal inhibitory concentration values (MIC100) of 50 to 100 microg DW/mL. Nine compounds were identified by HPLC-PAD. Two of them (2', 4'- dihydroxychalcone and 2',4'- dihydroxy 3'-methoxychalcone) were found only in propolis samples from the Monte phytogeographical region. We consider that the Argentine arid region is appropriate to place hives in order to obtain propolis of excellent quality because the dominant life forms in that environment are shrubby species that produce resinous exudates with a high content of chalcones, flavones and flavonols.

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

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

NASA Astrophysics Data System (ADS)

Duan, Lian; Makita, Shuichi; Yamanari, Masahiro; Lim, Yiheng; Yasuno, Yoshiaki

2011-08-01

A Monte-Carlo-based phase retardation estimator is developed to correct the systematic error in phase retardation measurement by polarization sensitive optical coherence tomography (PS-OCT). Recent research has revealed that the phase retardation measured by PS-OCT has a distribution that is neither symmetric nor centered at the true value. Hence, a standard mean estimator gives us erroneous estimations of phase retardation, and it degrades the performance of PS-OCT for quantitative assessment. In this paper, the noise property in phase retardation is investigated in detail by Monte-Carlo simulation and experiments. A distribution transform function is designed to eliminate the systematic error by using the result of the Monte-Carlo simulation. This distribution transformation is followed by a mean estimator. This process provides a significantly better estimation of phase retardation than a standard mean estimator. This method is validated both by numerical simulations and experiments. The application of this method to in vitro and in vivo biological samples is also demonstrated.

Tissue spray ionization mass spectrometry for rapid recognition of human lung squamous cell carcinoma

NASA Astrophysics Data System (ADS)

Wei, Yiping; Chen, Liru; Zhou, Wei; Chingin, Konstantin; Ouyang, Yongzhong; Zhu, Tenggao; Wen, Hua; Ding, Jianhua; Xu, Jianjun; Chen, Huanwen

2015-05-01

Tissue spray ionization mass spectrometry (TSI-MS) directly on small tissue samples has been shown to provide highly specific molecular information. In this study, we apply this method to the analysis of 38 pairs of human lung squamous cell carcinoma tissue (cancer) and adjacent normal lung tissue (normal). The main components of pulmonary surfactants, dipalmitoyl phosphatidylcholine (DPPC, m/z 757.47), phosphatidylcholine (POPC, m/z 782.52), oleoyl phosphatidylcholine (DOPC, m/z 808.49), and arachidonic acid stearoyl phosphatidylcholine (SAPC, m/z 832.43), were identified using high-resolution tandem mass spectrometry. Monte Carlo sampling partial least squares linear discriminant analysis (PLS-LDA) was used to distinguish full-mass-range mass spectra of cancer samples from the mass spectra of normal tissues. With 5 principal components and 30 - 40 Monte Carlo samplings, the accuracy of cancer identification in matched tissue samples reached 94.42%. Classification of a tissue sample required less than 1 min, which is much faster than the analysis of frozen sections. The rapid, in situ diagnosis with minimal sample consumption provided by TSI-MS is advantageous for surgeons. TSI-MS allows them to make more informed decisions during surgery.

Evaluation and optimization of sampling errors for the Monte Carlo Independent Column Approximation

NASA Astrophysics Data System (ADS)

Räisänen, Petri; Barker, W. Howard

2004-07-01

The Monte Carlo Independent Column Approximation (McICA) method for computing domain-average broadband radiative fluxes is unbiased with respect to the full ICA, but its flux estimates contain conditional random noise. McICA's sampling errors are evaluated here using a global climate model (GCM) dataset and a correlated-k distribution (CKD) radiation scheme. Two approaches to reduce McICA's sampling variance are discussed. The first is to simply restrict all of McICA's samples to cloudy regions. This avoids wasting precious few samples on essentially homogeneous clear skies. Clear-sky fluxes need to be computed separately for this approach, but this is usually done in GCMs for diagnostic purposes anyway. Second, accuracy can be improved by repeated sampling, and averaging those CKD terms with large cloud radiative effects. Although this naturally increases computational costs over the standard CKD model, random errors for fluxes and heating rates are reduced by typically 50% to 60%, for the present radiation code, when the total number of samples is increased by 50%. When both variance reduction techniques are applied simultaneously, globally averaged flux and heating rate random errors are reduced by a factor of #3.

One-sided truncated sequential t-test: application to natural resource sampling

Treesearch

Gary W. Fowler; William G. O' Regan

1974-01-01

A new procedure for constructing one-sided truncated sequential t-tests and its application to natural resource sampling are described. Monte Carlo procedures were used to develop a series of one-sided truncated sequential t-tests and the associated approximations to the operating characteristic and average sample number functions. Different truncation points and...

Use of randomized sampling for analysis of metabolic networks.

PubMed

Schellenberger, Jan; Palsson, Bernhard Ø

2009-02-27

Genome-scale metabolic network reconstructions in microorganisms have been formulated and studied for about 8 years. The constraint-based approach has shown great promise in analyzing the systemic properties of these network reconstructions. Notably, constraint-based models have been used successfully to predict the phenotypic effects of knock-outs and for metabolic engineering. The inherent uncertainty in both parameters and variables of large-scale models is significant and is well suited to study by Monte Carlo sampling of the solution space. These techniques have been applied extensively to the reaction rate (flux) space of networks, with more recent work focusing on dynamic/kinetic properties. Monte Carlo sampling as an analysis tool has many advantages, including the ability to work with missing data, the ability to apply post-processing techniques, and the ability to quantify uncertainty and to optimize experiments to reduce uncertainty. We present an overview of this emerging area of research in systems biology.

Fast Monte Carlo simulation of a dispersive sample on the SEQUOIA spectrometer at the SNS

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

Granroth, Garrett E; Chen, Meili; Kohl, James Arthur

2007-01-01

Simulation of an inelastic scattering experiment, with a sample and a large pixilated detector, usually requires days of time because of finite processor speeds. We report simulations on an SNS (Spallation Neutron Source) instrument, SEQUOIA, that reduce the time to less than 2 hours by using parallelization and the resources of the TeraGrid. SEQUOIA is a fine resolution (∆E/Ei ~ 1%) chopper spectrometer under construction at the SNS. It utilizes incident energies from Ei = 20 meV to 2 eV and will have ~ 144,000 detector pixels covering 1.6 Sr of solid angle. The full spectrometer, including a 1-D dispersivemore » sample, has been simulated using the Monte Carlo package McStas. This paper summarizes the method of parallelization for and results from these simulations. In addition, limitations of and proposed improvements to current analysis software will be discussed.« less

Optimized nested Markov chain Monte Carlo sampling: theory

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

Coe, Joshua D; Shaw, M Sam; Sewell, Thomas D

2009-01-01

Metropolis Monte Carlo sampling of a reference potential is used to build a Markov chain in the isothermal-isobaric ensemble. At the endpoints of the chain, the energy is reevaluated at a different level of approximation (the 'full' energy) and a composite move encompassing all of the intervening steps is accepted on the basis of a modified Metropolis criterion. By manipulating the thermodynamic variables characterizing the reference system we maximize the average acceptance probability of composite moves, lengthening significantly the random walk made between consecutive evaluations of the full energy at a fixed acceptance probability. This provides maximally decorrelated samples ofmore » the full potential, thereby lowering the total number required to build ensemble averages of a given variance. The efficiency of the method is illustrated using model potentials appropriate to molecular fluids at high pressure. Implications for ab initio or density functional theory (DFT) treatment are discussed.« less

POWER ANALYSIS FOR COMPLEX MEDIATIONAL DESIGNS USING MONTE CARLO METHODS

PubMed Central

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

2013-01-01

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

The impact of absorption coefficient on polarimetric determination of Berry phase based depth resolved characterization of biomedical scattering samples: a polarized Monte Carlo investigation

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

Baba, Justin S; Koju, Vijay; John, Dwayne O

2016-01-01

The modulation of the state of polarization of photons due to scatter generates associated geometric phase that is being investigated as a means for decreasing the degree of uncertainty in back-projecting the paths traversed by photons detected in backscattered geometry. In our previous work, we established that polarimetrically detected Berry phase correlates with the mean photon penetration depth of the backscattered photons collected for image formation. In this work, we report on the impact of state-of-linear-polarization (SOLP) filtering on both the magnitude and population distributions of image forming detected photons as a function of the absorption coefficient of the scatteringmore » sample. The results, based on Berry phase tracking implemented Polarized Monte Carlo Code, indicate that sample absorption plays a significant role in the mean depth attained by the image forming backscattered detected photons.« less

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

PubMed

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

2011-07-01

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

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.

Calculation of self–shielding factor for neutron activation experiments using GEANT4 and MCNP

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

Romero–Barrientos, Jaime, E-mail: jaromero@ing.uchile.cl; Universidad de Chile, DFI, Facultad de Ciencias Físicas Y Matemáticas, Avenida Blanco Encalada 2008, Santiago; Molina, F.

2016-07-07

The neutron self–shielding factor G as a function of the neutron energy was obtained for 14 pure metallic samples in 1000 isolethargic energy bins from 1·10{sup −5}eV to 2·10{sup 7}eV using Monte Carlo simulations in GEANT4 and MCNP6. The comparison of these two Monte Carlo codes shows small differences in the final self–shielding factor mostly due to the different cross section databases that each program uses.

Multilevel ensemble Kalman filtering

DOE PAGES

Hoel, Hakon; Law, Kody J. H.; Tempone, Raul

2016-06-14

This study embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and noisy discrete-time observations. The signal dynamics is assumed to be governed by a stochastic differential equation (SDE), and a hierarchy of time grids is introduced for multilevel numerical integration of that SDE. Finally, the resulting multilevel EnKF is proved to asymptotically outperform EnKF in terms of computational cost versus approximation accuracy. The theoretical results are illustrated numerically.

Statistical Methods and Sampling Design for Estimating Step Trends in Surface-Water Quality

USGS Publications Warehouse

Hirsch, Robert M.

1988-01-01

This paper addresses two components of the problem of estimating the magnitude of step trends in surface water quality. The first is finding a robust estimator appropriate to the data characteristics expected in water-quality time series. The J. L. Hodges-E. L. Lehmann class of estimators is found to be robust in comparison to other nonparametric and moment-based estimators. A seasonal Hodges-Lehmann estimator is developed and shown to have desirable properties. Second, the effectiveness of various sampling strategies is examined using Monte Carlo simulation coupled with application of this estimator. The simulation is based on a large set of total phosphorus data from the Potomac River. To assure that the simulated records have realistic properties, the data are modeled in a multiplicative fashion incorporating flow, hysteresis, seasonal, and noise components. The results demonstrate the importance of balancing the length of the two sampling periods and balancing the number of data values between the two periods.

pyNSMC: A Python Module for Null-Space Monte Carlo Uncertainty Analysis

NASA Astrophysics Data System (ADS)

White, J.; Brakefield, L. K.

2015-12-01

The null-space monte carlo technique is a non-linear uncertainty analyses technique that is well-suited to high-dimensional inverse problems. While the technique is powerful, the existing workflow for completing null-space monte carlo is cumbersome, requiring the use of multiple commandline utilities, several sets of intermediate files and even a text editor. pyNSMC is an open-source python module that automates the workflow of null-space monte carlo uncertainty analyses. The module is fully compatible with the PEST and PEST++ software suites and leverages existing functionality of pyEMU, a python framework for linear-based uncertainty analyses. pyNSMC greatly simplifies the existing workflow for null-space monte carlo by taking advantage of object oriented design facilities in python. The core of pyNSMC is the ensemble class, which draws and stores realized random vectors and also provides functionality for exporting and visualizing results. By relieving users of the tedium associated with file handling and command line utility execution, pyNSMC instead focuses the user on the important steps and assumptions of null-space monte carlo analysis. Furthermore, pyNSMC facilitates learning through flow charts and results visualization, which are available at many points in the algorithm. The ease-of-use of the pyNSMC workflow is compared to the existing workflow for null-space monte carlo for a synthetic groundwater model with hundreds of estimable parameters.

iCar-PseCp: identify carbonylation sites in proteins by Monte Carlo sampling and incorporating sequence coupled effects into general PseAAC.

PubMed

Jia, Jianhua; Liu, Zi; Xiao, Xuan; Liu, Bingxiang; Chou, Kuo-Chen

2016-06-07

Carbonylation is a posttranslational modification (PTM or PTLM), where a carbonyl group is added to lysine (K), proline (P), arginine (R), and threonine (T) residue of a protein molecule. Carbonylation plays an important role in orchestrating various biological processes but it is also associated with many diseases such as diabetes, chronic lung disease, Parkinson's disease, Alzheimer's disease, chronic renal failure, and sepsis. Therefore, from the angles of both basic research and drug development, we are facing a challenging problem: for an uncharacterized protein sequence containing many residues of K, P, R, or T, which ones can be carbonylated, and which ones cannot? To address this problem, we have developed a predictor called iCar-PseCp by incorporating the sequence-coupled information into the general pseudo amino acid composition, and balancing out skewed training dataset by Monte Carlo sampling to expand positive subset. Rigorous target cross-validations on a same set of carbonylation-known proteins indicated that the new predictor remarkably outperformed its existing counterparts. For the convenience of most experimental scientists, a user-friendly web-server for iCar-PseCp has been established at http://www.jci-bioinfo.cn/iCar-PseCp, by which users can easily obtain their desired results without the need to go through the complicated mathematical equations involved. It has not escaped our notice that the formulation and approach presented here can also be used to analyze many other problems in computational proteomics.

The Volta Grande do Xingu: reconstruction of past environments and forecasting of future scenarios of a unique Amazonian fluvial landscape

NASA Astrophysics Data System (ADS)

Sawakuchi, A. O.; Hartmann, G. A.; Sawakuchi, H. O.; Pupim, F. N.; Bertassoli, D. J.; Parra, M.; Antinao, J. L.; Sousa, L. M.; Sabaj Pérez, M. H.; Oliveira, P. E.; Santos, R. A.; Savian, J. F.; Grohmann, C. H.; Medeiros, V. B.; McGlue, M. M.; Bicudo, D. C.; Faustino, S. B.

2015-12-01

The Xingu River is a large clearwater river in eastern Amazonia and its downstream sector, known as the Volta Grande do Xingu ("Xingu Great Bend"), is a unique fluvial landscape that plays an important role in the biodiversity, biogeochemistry and prehistoric and historic peopling of Amazonia. The sedimentary dynamics of the Xingu River in the Volta Grande and its downstream sector will be shifted in the next few years due to the construction of dams associated with the Belo Monte hydropower project. Impacts on river biodiversity and carbon cycling are anticipated, especially due to likely changes in sedimentation and riverbed characteristics. This research project aims to define the geological and climate factors responsible for the development of the Volta Grande landscape and to track its environmental changes during the Holocene, using the modern system as a reference. In this context, sediment cores, riverbed rock and sediment samples and greenhouse gas (GHG) samples were collected in the Volta Grande do Xingu and adjacent upstream and downstream sectors. The reconstruction of past conditions in the Volta Grande is necessary for forecasting future scenarios and defining biodiversity conservation strategies under the operation of Belo Monte dams. This paper describes the scientific questions of the project and the sampling surveys performed by an international team of Earth scientists and biologists during the dry seasons of 2013 and 2014. Preliminary results are presented and a future workshop is planned to integrate results, present data to the scientific community and discuss possibilities for deeper drilling in the Xingu ria to extend the sedimentary record of the Volta Grande do Xingu.

Preserving correlations between trajectories for efficient path sampling

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

Gingrich, Todd R.; Geissler, Phillip L.; Chemical Sciences Division, Lawrence Berkeley National Laboratory, Berkeley, California 94720

2015-06-21

Importance sampling of trajectories has proved a uniquely successful strategy for exploring rare dynamical behaviors of complex systems in an unbiased way. Carrying out this sampling, however, requires an ability to propose changes to dynamical pathways that are substantial, yet sufficiently modest to obtain reasonable acceptance rates. Satisfying this requirement becomes very challenging in the case of long trajectories, due to the characteristic divergences of chaotic dynamics. Here, we examine schemes for addressing this problem, which engineer correlation between a trial trajectory and its reference path, for instance using artificial forces. Our analysis is facilitated by a modern perspective onmore » Markov chain Monte Carlo sampling, inspired by non-equilibrium statistical mechanics, which clarifies the types of sampling strategies that can scale to long trajectories. Viewed in this light, the most promising such strategy guides a trial trajectory by manipulating the sequence of random numbers that advance its stochastic time evolution, as done in a handful of existing methods. In cases where this “noise guidance” synchronizes trajectories effectively, as the Glauber dynamics of a two-dimensional Ising model, we show that efficient path sampling can be achieved for even very long trajectories.« less

Coupled multi-group neutron photon transport for the simulation of high-resolution gamma-ray spectroscopy applications

NASA Astrophysics Data System (ADS)

Burns, Kimberly Ann

The accurate and efficient simulation of coupled neutron-photon problems is necessary for several important radiation detection applications. Examples include the detection of nuclear threats concealed in cargo containers and prompt gamma neutron activation analysis for nondestructive determination of elemental composition of unknown samples. In these applications, high-resolution gamma-ray spectrometers are used to preserve as much information as possible about the emitted photon flux, which consists of both continuum and characteristic gamma rays with discrete energies. Monte Carlo transport is the most commonly used modeling tool for this type of problem, but computational times for many problems can be prohibitive. This work explores the use of coupled Monte Carlo-deterministic methods for the simulation of neutron-induced photons for high-resolution gamma-ray spectroscopy applications. RAdiation Detection Scenario Analysis Toolbox (RADSAT), a code which couples deterministic and Monte Carlo transport to perform radiation detection scenario analysis in three dimensions [1], was used as the building block for the methods derived in this work. RADSAT was capable of performing coupled deterministic-Monte Carlo simulations for gamma-only and neutron-only problems. The purpose of this work was to develop the methodology necessary to perform coupled neutron-photon calculations and add this capability to RADSAT. Performing coupled neutron-photon calculations requires four main steps: the deterministic neutron transport calculation, the neutron-induced photon spectrum calculation, the deterministic photon transport calculation, and the Monte Carlo detector response calculation. The necessary requirements for each of these steps were determined. A major challenge in utilizing multigroup deterministic transport methods for neutron-photon problems was maintaining the discrete neutron-induced photon signatures throughout the simulation. Existing coupled neutron-photon cross-section libraries and the methods used to produce neutron-induced photons were unsuitable for high-resolution gamma-ray spectroscopy applications. Central to this work was the development of a method for generating multigroup neutron-photon cross-sections in a way that separates the discrete and continuum photon emissions so the neutron-induced photon signatures were preserved. The RADSAT-NG cross-section library was developed as a specialized multigroup neutron-photon cross-section set for the simulation of high-resolution gamma-ray spectroscopy applications. The methodology and cross sections were tested using code-to-code comparison with MCNP5 [2] and NJOY [3]. A simple benchmark geometry was used for all cases compared with MCNP. The geometry consists of a cubical sample with a 252Cf neutron source on one side and a HPGe gamma-ray spectrometer on the opposing side. Different materials were examined in the cubical sample: polyethylene (C2H4), P, N, O, and Fe. The cross sections for each of the materials were compared to cross sections collapsed using NJOY. Comparisons of the volume-averaged neutron flux within the sample, volume-averaged photon flux within the detector, and high-purity gamma-ray spectrometer response (only for polyethylene) were completed using RADSAT and MCNP. The code-to-code comparisons show promising results for the coupled Monte Carlo-deterministic method. The RADSAT-NG cross-section production method showed good agreement with NJOY for all materials considered although some additional work is needed in the resonance region and in the first and last energy bin. Some cross section discrepancies existed in the lowest and highest energy bin, but the overall shape and magnitude of the two methods agreed. For the volume-averaged photon flux within the detector, typically the five most intense lines agree to within approximately 5% of the MCNP calculated flux for all of materials considered. The agreement in the code-to-code comparisons cases demonstrates a proof-of-concept of the method for use in RADSAT for coupled neutron-photon problems in high-resolution gamma-ray spectroscopy applications. One of the primary motivators for using the coupled method over pure Monte Carlo method is the potential for significantly lower computational times. For the code-to-code comparison cases, the run times for RADSAT were approximately 25--500 times shorter than for MCNP, as shown in Table 1. This was assuming a 40 mCi 252Cf neutron source and 600 seconds of "real-world" measurement time. The only variance reduction technique implemented in the MCNP calculation was forward biasing of the source toward the sample target. Improved MCNP runtimes could be achieved with the addition of more advanced variance reduction techniques.

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

NASA Astrophysics Data System (ADS)

Yan, Qiliang; de Pablo, Juan

2000-03-01

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

Combined state and parameter identification of nonlinear structural dynamical systems based on Rao-Blackwellization and Markov chain Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Abhinav, S.; Manohar, C. S.

2018-03-01

The problem of combined state and parameter estimation in nonlinear state space models, based on Bayesian filtering methods, is considered. A novel approach, which combines Rao-Blackwellized particle filters for state estimation with Markov chain Monte Carlo (MCMC) simulations for parameter identification, is proposed. In order to ensure successful performance of the MCMC samplers, in situations involving large amount of dynamic measurement data and (or) low measurement noise, the study employs a modified measurement model combined with an importance sampling based correction. The parameters of the process noise covariance matrix are also included as quantities to be identified. The study employs the Rao-Blackwellization step at two stages: one, associated with the state estimation problem in the particle filtering step, and, secondly, in the evaluation of the ratio of likelihoods in the MCMC run. The satisfactory performance of the proposed method is illustrated on three dynamical systems: (a) a computational model of a nonlinear beam-moving oscillator system, (b) a laboratory scale beam traversed by a loaded trolley, and (c) an earthquake shake table study on a bending-torsion coupled nonlinear frame subjected to uniaxial support motion.

Molecular dynamics and Monte Carlo simulations for protein-ligand binding and inhibitor design.

PubMed

Cole, Daniel J; Tirado-Rives, Julian; Jorgensen, William L

2015-05-01

Non-nucleoside inhibitors of HIV reverse transcriptase are an important component of treatment against HIV infection. Novel inhibitors are sought that increase potency against variants that contain the Tyr181Cys mutation. Molecular dynamics based free energy perturbation simulations have been run to study factors that contribute to protein-ligand binding, and the results are compared with those from previous Monte Carlo based simulations and activity data. Predictions of protein-ligand binding modes are very consistent for the two simulation methods; the accord is attributed to the use of an enhanced sampling protocol. The Tyr181Cys binding pocket supports large, hydrophobic substituents, which is in good agreement with experiment. Although some discrepancies exist between the results of the two simulation methods and experiment, free energy perturbation simulations can be used to rapidly test small molecules for gains in binding affinity. Free energy perturbation methods show promise in providing fast, reliable and accurate data that can be used to complement experiment in lead optimization projects. This article is part of a Special Issue entitled "Recent developments of molecular dynamics". Copyright © 2014 Elsevier B.V. All rights reserved.

Impact of Non-Gaussian Error Volumes on Conjunction Assessment Risk Analysis

NASA Technical Reports Server (NTRS)

Ghrist, Richard W.; Plakalovic, Dragan

2012-01-01

An understanding of how an initially Gaussian error volume becomes non-Gaussian over time is an important consideration for space-vehicle conjunction assessment. Traditional assumptions applied to the error volume artificially suppress the true non-Gaussian nature of the space-vehicle position uncertainties. For typical conjunction assessment objects, representation of the error volume by a state error covariance matrix in a Cartesian reference frame is a more significant limitation than is the assumption of linearized dynamics for propagating the error volume. In this study, the impact of each assumption is examined and isolated for each point in the volume. Limitations arising from representing the error volume in a Cartesian reference frame is corrected by employing a Monte Carlo approach to probability of collision (Pc), using equinoctial samples from the Cartesian position covariance at the time of closest approach (TCA) between the pair of space objects. A set of actual, higher risk (Pc >= 10 (exp -4)+) conjunction events in various low-Earth orbits using Monte Carlo methods are analyzed. The impact of non-Gaussian error volumes on Pc for these cases is minimal, even when the deviation from a Gaussian distribution is significant.

Calculation of the Curie temperature of Ni using first principles based Wang-Landau Monte-Carlo

NASA Astrophysics Data System (ADS)

Eisenbach, Markus; Yin, Junqi; Li, Ying Wai; Nicholson, Don

2015-03-01

We combine constrained first principles density functional with a Wang-Landau Monte Carlo algorithm to calculate the Curie temperature of Ni. Mapping the magnetic interactions in Ni onto a Heisenberg like model to underestimates the Curie temperature. Using a model we show that the addition of the magnitude of the local magnetic moments can account for the difference in the calculated Curie temperature. For ab initio calculations, we have extended our Locally Selfconsistent Multiple Scattering (LSMS) code to constrain the magnitude of the local moments in addition to their direction and apply the Replica Exchange Wang-Landau method to sample the larger phase space efficiently to investigate Ni where the fluctuation in the magnitude of the local magnetic moments is of importance equal to their directional fluctuations. We will present our results for Ni where we compare calculations that consider only the moment directions and those including fluctuations of the magnetic moment magnitude on the Curie temperature. This research was sponsored by the Department of Energy, Offices of Basic Energy Science and Advanced Computing. We used Oak Ridge Leadership Computing Facility resources at Oak Ridge National Laboratory, supported by US DOE under contract DE-AC05-00OR22725.

Uncertainties in models of tropospheric ozone based on Monte Carlo analysis: Tropospheric ozone burdens, atmospheric lifetimes and surface distributions

NASA Astrophysics Data System (ADS)

Derwent, Richard G.; Parrish, David D.; Galbally, Ian E.; Stevenson, David S.; Doherty, Ruth M.; Naik, Vaishali; Young, Paul J.

2018-05-01

Recognising that global tropospheric ozone models have many uncertain input parameters, an attempt has been made to employ Monte Carlo sampling to quantify the uncertainties in model output that arise from global tropospheric ozone precursor emissions and from ozone production and destruction in a global Lagrangian chemistry-transport model. Ninety eight quasi-randomly Monte Carlo sampled model runs were completed and the uncertainties were quantified in tropospheric burdens and lifetimes of ozone, carbon monoxide and methane, together with the surface distribution and seasonal cycle in ozone. The results have shown a satisfactory degree of convergence and provide a first estimate of the likely uncertainties in tropospheric ozone model outputs. There are likely to be diminishing returns in carrying out many more Monte Carlo runs in order to refine further these outputs. Uncertainties due to model formulation were separately addressed using the results from 14 Atmospheric Chemistry Coupled Climate Model Intercomparison Project (ACCMIP) chemistry-climate models. The 95% confidence ranges surrounding the ACCMIP model burdens and lifetimes for ozone, carbon monoxide and methane were somewhat smaller than for the Monte Carlo estimates. This reflected the situation where the ACCMIP models used harmonised emissions data and differed only in their meteorological data and model formulations whereas a conscious effort was made to describe the uncertainties in the ozone precursor emissions and in the kinetic and photochemical data in the Monte Carlo runs. Attention was focussed on the model predictions of the ozone seasonal cycles at three marine boundary layer stations: Mace Head, Ireland, Trinidad Head, California and Cape Grim, Tasmania. Despite comprehensively addressing the uncertainties due to global emissions and ozone sources and sinks, none of the Monte Carlo runs were able to generate seasonal cycles that matched the observations at all three MBL stations. Although the observed seasonal cycles were found to fall within the confidence limits of the ACCMIP members, this was because the model seasonal cycles spanned extremely wide ranges and there was no single ACCMIP member that performed best for each station. Further work is required to examine the parameterisation of convective mixing in the models to see if this erodes the isolation of the marine boundary layer from the free troposphere and thus hides the models' real ability to reproduce ozone seasonal cycles over marine stations.

ACCELERATING FUSION REACTOR NEUTRONICS MODELING BY AUTOMATIC COUPLING OF HYBRID MONTE CARLO/DETERMINISTIC TRANSPORT ON CAD GEOMETRY

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

Biondo, Elliott D; Ibrahim, Ahmad M; Mosher, Scott W

2015-01-01

Detailed radiation transport calculations are necessary for many aspects of the design of fusion energy systems (FES) such as ensuring occupational safety, assessing the activation of system components for waste disposal, and maintaining cryogenic temperatures within superconducting magnets. Hybrid Monte Carlo (MC)/deterministic techniques are necessary for this analysis because FES are large, heavily shielded, and contain streaming paths that can only be resolved with MC. The tremendous complexity of FES necessitates the use of CAD geometry for design and analysis. Previous ITER analysis has required the translation of CAD geometry to MCNP5 form in order to use the AutomateD VAriaNcemore » reducTion Generator (ADVANTG) for hybrid MC/deterministic transport. In this work, ADVANTG was modified to support CAD geometry, allowing hybrid (MC)/deterministic transport to be done automatically and eliminating the need for this translation step. This was done by adding a new ray tracing routine to ADVANTG for CAD geometries using the Direct Accelerated Geometry Monte Carlo (DAGMC) software library. This new capability is demonstrated with a prompt dose rate calculation for an ITER computational benchmark problem using both the Consistent Adjoint Driven Importance Sampling (CADIS) method an the Forward Weighted (FW)-CADIS method. The variance reduction parameters produced by ADVANTG are shown to be the same using CAD geometry and standard MCNP5 geometry. Significant speedups were observed for both neutrons (as high as a factor of 7.1) and photons (as high as a factor of 59.6).« less

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.

Time Series Analysis Based on Running Mann Whitney Z Statistics

USDA-ARS?s Scientific Manuscript database

A sensitive and objective time series analysis method based on the calculation of Mann Whitney U statistics is described. This method samples data rankings over moving time windows, converts those samples to Mann-Whitney U statistics, and then normalizes the U statistics to Z statistics using Monte-...

Investigation on demagnetization of Nd2Fe14B permanent magnets induced by irradiation

NASA Astrophysics Data System (ADS)

Li, Zhefu; Jia, Yanyan; Liu, Renduo; Xu, Yuhai; Wang, Guanghong; Xia, Xiaobin

2017-12-01

Nd2Fe14B is an important component of insertion devices, which are used in synchrotron radiation sources, and could be demagnetized by irradiation. In the present study, the Monte Carlo code FLUKA was used to analyze the irradiation field of Nd2Fe14B, and it was confirmed that the main demagnetization particle was neutron. Nd2Fe14B permanent magnet samples were irradiated by Ar ions at different doses to simulate neutron irradiation damage. The hysteresis loops were measured using a vibrating sample magnetometer, and the microstructure evolutions were characterized by transmission electron microscopy. Moreover, the relationship between them was discussed. The results indicate that the decrease in saturated magnetization is caused by the changes in microstructure. The evolution of single crystals into an amorphous structure is the reason for the demagnetization phenomenon of Nd2Fe14B permanent magnets when considering its microscopic structure.

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

Bertholon, François; Harant, Olivier; Bourlon, Bertrand

This article introduces a joined Bayesian estimation of gas samples issued from a gas chromatography column (GC) coupled with a NEMS sensor based on Giddings Eyring microscopic molecular stochastic model. The posterior distribution is sampled using a Monte Carlo Markov Chain and Gibbs sampling. Parameters are estimated using the posterior mean. This estimation scheme is finally applied on simulated and real datasets using this molecular stochastic forward model.

Evaluation and characterization of anti-estrogenic and anti-androgenic activities in soil samples along the Second Songhua River, China.

PubMed

Li, Jian; Wang, Yafei; Kong, Dongdong; Wang, Jinsheng; Teng, Yanguo; Li, Na

2015-11-01

In the present study, re-combined estrogen receptor (ER) and androgen receptor (AR) gene yeast assays combined with a novel approach based on Monte Carlo simulation were used for evaluation and characterization of soil samples collected from Jilin along the Second Songhua River to assess their antagonist/agonist properties for ER and AR. The results showed that estrogenic activity only occurred in the soil samples collected in the agriculture area, but most soil samples showed anti-estrogenic activities, and the bioassay-derived 4-hydroxytamoxifen equivalents ranged from N.D. to 23.51 μg/g. Hydrophilic substance fractions were determined as potential contributors associated with anti-estrogenic activity in these soil samples. Moreover, none of the soil samples exhibited AR agonistic potency, whereas 54% of the soil samples exhibited AR antagonistic potency. The flutamide equivalents varied between N.D. and 178.05 μg/g. Based on Monte Carlo simulation-related mass balance analysis, the AR antagonistic activities were significantly correlated with the media polar and polar fractions. All of these results support that this novel calculation method can be adopted effectively to quantify and characterize the ER/AR agonists and antagonists of the soil samples, and these data could help provide useful information for future management and remediation efforts.

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

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

Tuomas, V.; Jaakko, L.

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

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.

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

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.

Tsunami hazard assessments with consideration of uncertain earthquakes characteristics

NASA Astrophysics Data System (ADS)

Sepulveda, I.; Liu, P. L. F.; Grigoriu, M. D.; Pritchard, M. E.

2017-12-01

The uncertainty quantification of tsunami assessments due to uncertain earthquake characteristics faces important challenges. First, the generated earthquake samples must be consistent with the properties observed in past events. Second, it must adopt an uncertainty propagation method to determine tsunami uncertainties with a feasible computational cost. In this study we propose a new methodology, which improves the existing tsunami uncertainty assessment methods. The methodology considers two uncertain earthquake characteristics, the slip distribution and location. First, the methodology considers the generation of consistent earthquake slip samples by means of a Karhunen Loeve (K-L) expansion and a translation process (Grigoriu, 2012), applicable to any non-rectangular rupture area and marginal probability distribution. The K-L expansion was recently applied by Le Veque et al. (2016). We have extended the methodology by analyzing accuracy criteria in terms of the tsunami initial conditions. Furthermore, and unlike this reference, we preserve the original probability properties of the slip distribution, by avoiding post sampling treatments such as earthquake slip scaling. Our approach is analyzed and justified in the framework of the present study. Second, the methodology uses a Stochastic Reduced Order model (SROM) (Grigoriu, 2009) instead of a classic Monte Carlo simulation, which reduces the computational cost of the uncertainty propagation. The methodology is applied on a real case. We study tsunamis generated at the site of the 2014 Chilean earthquake. We generate earthquake samples with expected magnitude Mw 8. We first demonstrate that the stochastic approach of our study generates consistent earthquake samples with respect to the target probability laws. We also show that the results obtained from SROM are more accurate than classic Monte Carlo simulations. We finally validate the methodology by comparing the simulated tsunamis and the tsunami records for the 2014 Chilean earthquake. Results show that leading wave measurements fall within the tsunami sample space. At later times, however, there are mismatches between measured data and the simulated results, suggesting that other sources of uncertainty are as relevant as the uncertainty of the studied earthquake characteristics.

Environmental radionuclides as contaminants of HPGe gamma-ray spectrometers: Monte Carlo simulations for Modane underground laboratory.

PubMed

Breier, R; Brudanin, V B; Loaiza, P; Piquemal, F; Povinec, P P; Rukhadze, E; Rukhadze, N; Štekl, I

2018-05-21

The main limitation in the high-sensitive HPGe gamma-ray spectrometry has been the detector background, even for detectors placed deep underground. Environmental radionuclides such as 40 K and decay products in the 238 U and 232 Th chains have been identified as the most important radioactive contaminants of construction parts of HPGe gamma-ray spectrometers. Monte Carlo simulations have shown that the massive inner and outer lead shields have been the main contributors to the HPGe-detector background, followed by aluminum cryostat, copper cold finger, detector holder and the lead ring with FET. The Monte Carlo simulated cosmic-ray background gamma-ray spectrum has been by about three orders of magnitude lower than the experimental spectrum measured in the Modane underground laboratory (4800 m w.e.), underlying the importance of using radiopure materials for the construction of ultra-low-level HPGe gamma-ray spectrometers. Copyright © 2018 Elsevier Ltd. All rights reserved.

A comprehensive evaluation of various sensitivity analysis methods: A case study with a hydrological model

DOE PAGES

Gan, Yanjun; Duan, Qingyun; Gong, Wei; ...

2014-01-01

Sensitivity analysis (SA) is a commonly used approach for identifying important parameters that dominate model behaviors. We use a newly developed software package, a Problem Solving environment for Uncertainty Analysis and Design Exploration (PSUADE), to evaluate the effectiveness and efficiency of ten widely used SA methods, including seven qualitative and three quantitative ones. All SA methods are tested using a variety of sampling techniques to screen out the most sensitive (i.e., important) parameters from the insensitive ones. The Sacramento Soil Moisture Accounting (SAC-SMA) model, which has thirteen tunable parameters, is used for illustration. The South Branch Potomac River basin nearmore » Springfield, West Virginia in the U.S. is chosen as the study area. The key findings from this study are: (1) For qualitative SA methods, Correlation Analysis (CA), Regression Analysis (RA), and Gaussian Process (GP) screening methods are shown to be not effective in this example. Morris One-At-a-Time (MOAT) screening is the most efficient, needing only 280 samples to identify the most important parameters, but it is the least robust method. Multivariate Adaptive Regression Splines (MARS), Delta Test (DT) and Sum-Of-Trees (SOT) screening methods need about 400–600 samples for the same purpose. Monte Carlo (MC), Orthogonal Array (OA) and Orthogonal Array based Latin Hypercube (OALH) are appropriate sampling techniques for them; (2) For quantitative SA methods, at least 2777 samples are needed for Fourier Amplitude Sensitivity Test (FAST) to identity parameter main effect. McKay method needs about 360 samples to evaluate the main effect, more than 1000 samples to assess the two-way interaction effect. OALH and LPτ (LPTAU) sampling techniques are more appropriate for McKay method. For the Sobol' method, the minimum samples needed are 1050 to compute the first-order and total sensitivity indices correctly. These comparisons show that qualitative SA methods are more efficient but less accurate and robust than quantitative ones.« less

A fortran program for Monte Carlo simulation of oil-field discovery sequences

USGS Publications Warehouse

Bohling, Geoffrey C.; Davis, J.C.

1993-01-01

We have developed a program for performing Monte Carlo simulation of oil-field discovery histories. A synthetic parent population of fields is generated as a finite sample from a distribution of specified form. The discovery sequence then is simulated by sampling without replacement from this parent population in accordance with a probabilistic discovery process model. The program computes a chi-squared deviation between synthetic and actual discovery sequences as a function of the parameters of the discovery process model, the number of fields in the parent population, and the distributional parameters of the parent population. The program employs the three-parameter log gamma model for the distribution of field sizes and employs a two-parameter discovery process model, allowing the simulation of a wide range of scenarios. ?? 1993.

Markov chain Monte Carlo techniques and spatial-temporal modelling for medical EIT.

PubMed

West, Robert M; Aykroyd, Robert G; Meng, Sha; Williams, Richard A

2004-02-01

Many imaging problems such as imaging with electrical impedance tomography (EIT) can be shown to be inverse problems: that is either there is no unique solution or the solution does not depend continuously on the data. As a consequence solution of inverse problems based on measured data alone is unstable, particularly if the mapping between the solution distribution and the measurements is also nonlinear as in EIT. To deliver a practical stable solution, it is necessary to make considerable use of prior information or regularization techniques. The role of a Bayesian approach is therefore of fundamental importance, especially when coupled with Markov chain Monte Carlo (MCMC) sampling to provide information about solution behaviour. Spatial smoothing is a commonly used approach to regularization. In the human thorax EIT example considered here nonlinearity increases the difficulty of imaging, using only boundary data, leading to reconstructions which are often rather too smooth. In particular, in medical imaging the resistivity distribution usually contains substantial jumps at the boundaries of different anatomical regions. With spatial smoothing these boundaries can be masked by blurring. This paper focuses on the medical application of EIT to monitor lung and cardiac function and uses explicit geometric information regarding anatomical structure and incorporates temporal correlation. Some simple properties are assumed known, or at least reliably estimated from separate studies, whereas others are estimated from the voltage measurements. This structural formulation will also allow direct estimation of clinically important quantities, such as ejection fraction and residual capacity, along with assessment of precision.

Multilevel sequential Monte Carlo samplers

DOE PAGES

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

2016-08-24

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

Discrete Fractional Component Monte Carlo Simulation Study of Dilute Nonionic Surfactants at the Air-Water Interface.

PubMed

Yoo, Brian; Marin-Rimoldi, Eliseo; Mullen, Ryan Gotchy; Jusufi, Arben; Maginn, Edward J

2017-09-26

We present a newly developed Monte Carlo scheme to predict bulk surfactant concentrations and surface tensions at the air-water interface for various surfactant interfacial coverages. Since the concentration regimes of these systems of interest are typically very dilute (≪10 -5 mol. frac.), Monte Carlo simulations with the use of insertion/deletion moves can provide the ability to overcome finite system size limitations that often prohibit the use of modern molecular simulation techniques. In performing these simulations, we use the discrete fractional component Monte Carlo (DFCMC) method in the Gibbs ensemble framework, which allows us to separate the bulk and air-water interface into two separate boxes and efficiently swap tetraethylene glycol surfactants C 10 E 4 between boxes. Combining this move with preferential translations, volume biased insertions, and Wang-Landau biasing vastly enhances sampling and helps overcome the classical "insertion problem", often encountered in non-lattice Monte Carlo simulations. We demonstrate that this methodology is both consistent with the original molecular thermodynamic theory (MTT) of Blankschtein and co-workers, as well as their recently modified theory (MD/MTT), which incorporates the results of surfactant infinite dilution transfer free energies and surface tension calculations obtained from molecular dynamics simulations.

Free energy and phase equilibria for the restricted primitive model of ionic fluids from Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Orkoulas, Gerassimos; Panagiotopoulos, Athanassios Z.

1994-07-01

In this work, we investigate the liquid-vapor phase transition of the restricted primitive model of ionic fluids. We show that at the low temperatures where the phase transition occurs, the system cannot be studied by conventional molecular simulation methods because convergence to equilibrium is slow. To accelerate convergence, we propose cluster Monte Carlo moves capable of moving more than one particle at a time. We then address the issue of charged particle transfers in grand canonical and Gibbs ensemble Monte Carlo simulations, for which we propose a biased particle insertion/destruction scheme capable of sampling short interparticle distances. We compute the chemical potential for the restricted primitive model as a function of temperature and density from grand canonical Monte Carlo simulations and the phase envelope from Gibbs Monte Carlo simulations. Our calculated phase coexistence curve is in agreement with recent results of Caillol obtained on the four-dimensional hypersphere and our own earlier Gibbs ensemble simulations with single-ion transfers, with the exception of the critical temperature, which is lower in the current calculations. Our best estimates for the critical parameters are T*c=0.053, ρ*c=0.025. We conclude with possible future applications of the biased techniques developed here for phase equilibrium calculations for ionic fluids.

Solid-propellant rocket motor ballistic performance variation analyses

NASA Technical Reports Server (NTRS)

Sforzini, R. H.; Foster, W. A., Jr.

1975-01-01

Results are presented of research aimed at improving the assessment of off-nominal internal ballistic performance including tailoff and thrust imbalance of two large solid-rocket motors (SRMs) firing in parallel. Previous analyses using the Monte Carlo technique were refined to permit evaluation of the effects of radial and circumferential propellant temperature gradients. Sample evaluations of the effect of the temperature gradients are presented. A separate theoretical investigation of the effect of strain rate on the burning rate of propellant indicates that the thermoelastic coupling may cause substantial variations in burning rate during highly transient operating conditions. The Monte Carlo approach was also modified to permit the effects on performance of variation in the characteristics between lots of propellants and other materials to be evaluated. This permits the variabilities for the total SRM population to be determined. A sample case shows, however, that the effect of these between-lot variations on thrust imbalances within pairs of SRMs is minor in compariosn to the effect of the within-lot variations. The revised Monte Carlo and design analysis computer programs along with instructions including format requirements for preparation of input data and illustrative examples are presented.

SU-E-T-561: Monte Carlo-Based Organ Dose Reconstruction Using Pre-Contoured Human Model for Hodgkins Lymphoma Patients Treated by Cobalt-60 External Beam Therapy

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

Jung, J; Pelletier, C; Lee, C

Purpose: Organ doses for the Hodgkin’s lymphoma patients treated with cobalt-60 radiation were estimated using an anthropomorphic model and Monte Carlo modeling. Methods: A cobalt-60 treatment unit modeled in the BEAMnrc Monte Carlo code was used to produce phase space data. The Monte Carlo simulation was verified with percent depth dose measurement in water at various field sizes. Radiation transport through the lung blocks were modeled by adjusting the weights of phase space data. We imported a precontoured adult female hybrid model and generated a treatment plan. The adjusted phase space data and the human model were imported to themore » XVMC Monte Carlo code for dose calculation. The organ mean doses were estimated and dose volume histograms were plotted. Results: The percent depth dose agreement between measurement and calculation in water phantom was within 2% for all field sizes. The mean organ doses of heart, left breast, right breast, and spleen for the selected case were 44.3, 24.1, 14.6 and 3.4 Gy, respectively with the midline prescription dose of 40.0 Gy. Conclusion: Organ doses were estimated for the patient group whose threedimensional images are not available. This development may open the door to more accurate dose reconstruction and estimates of uncertainties in secondary cancer risk for Hodgkin’s lymphoma patients. This work was partially supported by the intramural research program of the National Institutes of Health, National Cancer Institute, Division of Cancer Epidemiology and Genetics.« less

A comparison of Monte-Carlo simulations using RESTRAX and McSTAS with experiment on IN14

NASA Astrophysics Data System (ADS)

Wildes, A. R.; S̆aroun, J.; Farhi, E.; Anderson, I.; Høghøj, P.; Brochier, A.

2000-03-01

Monte-Carlo simulations of a focusing supermirror guide after the monochromator on the IN14 cold neutron three-axis spectrometer, I.L.L. were carried out using the instrument simulation programs RESTRAX and McSTAS. The simulations were compared to experiment to check their accuracy. Comparisons of the flux ratios over both a 100 and a 1600 mm 2 area at the sample position compare well, and there is a very close agreement between simulation and experiment for the energy spread of the incident beam.

Dealing with uncertainty in the probability of overtopping of a flood mitigation dam

NASA Astrophysics Data System (ADS)

Michailidi, Eleni Maria; Bacchi, Baldassare

2017-05-01

In recent years, copula multivariate functions were used to model, probabilistically, the most important variables of flood events: discharge peak, flood volume and duration. However, in most of the cases, the sampling uncertainty, from which small-sized samples suffer, is neglected. In this paper, considering a real reservoir controlled by a dam as a case study, we apply a structure-based approach to estimate the probability of reaching specific reservoir levels, taking into account the key components of an event (flood peak, volume, hydrograph shape) and of the reservoir (rating curve, volume-water depth relation). Additionally, we improve information about the peaks from historical data and reports through a Bayesian framework, allowing the incorporation of supplementary knowledge from different sources and its associated error. As it is seen here, the extra information can result in a very different inferred parameter set and consequently this is reflected as a strong variability of the reservoir level, associated with a given return period. Most importantly, the sampling uncertainty is accounted for in both cases (single-site and multi-site with historical information scenarios), and Monte Carlo confidence intervals for the maximum water level are calculated. It is shown that water levels of specific return periods in a lot of cases overlap, thus making risk assessment, without providing confidence intervals, deceiving.

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.

Point and interval estimation of pollinator importance: a study using pollination data of Silene caroliniana.

PubMed

Reynolds, Richard J; Fenster, Charles B

2008-05-01

Pollinator importance, the product of visitation rate and pollinator effectiveness, is a descriptive parameter of the ecology and evolution of plant-pollinator interactions. Naturally, sources of its variation should be investigated, but the SE of pollinator importance has never been properly reported. Here, a Monte Carlo simulation study and a result from mathematical statistics on the variance of the product of two random variables are used to estimate the mean and confidence limits of pollinator importance for three visitor species of the wildflower, Silene caroliniana. Both methods provided similar estimates of mean pollinator importance and its interval if the sample size of the visitation and effectiveness datasets were comparatively large. These approaches allowed us to determine that bumblebee importance was significantly greater than clearwing hawkmoth, which was significantly greater than beefly. The methods could be used to statistically quantify temporal and spatial variation in pollinator importance of particular visitor species. The approaches may be extended for estimating the variance of more than two random variables. However, unless the distribution function of the resulting statistic is known, the simulation approach is preferable for calculating the parameter's confidence limits.

Levofloxacin Penetration into Epithelial Lining Fluid as Determined by Population Pharmacokinetic Modeling and Monte Carlo Simulation

PubMed Central

Drusano, G. L.; Preston, S. L.; Gotfried, M. H.; Danziger, L. H.; Rodvold, K. A.

2002-01-01

Levofloxacin was administered orally to steady state to volunteers randomly in doses of 500 and 750 mg. Plasma and epithelial lining fluid (ELF) samples were obtained at 4, 12, and 24 h after the final dose. All data were comodeled in a population pharmacokinetic analysis employing BigNPEM. Penetration was evaluated from the population mean parameter vector values and from the results of a 1,000-subject Monte Carlo simulation. Evaluation from the population mean values demonstrated a penetration ratio (ELF/plasma) of 1.16. The Monte Carlo simulation provided a measure of dispersion, demonstrating a mean ratio of 3.18, with a median of 1.43 and a 95% confidence interval of 0.14 to 19.1. Population analysis with Monte Carlo simulation provides the best and least-biased estimate of penetration. It also demonstrates clearly that we can expect differences in penetration between patients. This analysis did not deal with inflammation, as it was performed in volunteers. The influence of lung pathology on penetration needs to be examined. PMID:11796385

Accelerating Monte Carlo simulations of photon transport in a voxelized geometry using a massively parallel graphics processing unit.

PubMed

Badal, Andreu; Badano, Aldo

2009-11-01

It is a known fact that Monte Carlo simulations of radiation transport are computationally intensive and may require long computing times. The authors introduce a new paradigm for the acceleration of Monte Carlo simulations: The use of a graphics processing unit (GPU) as the main computing device instead of a central processing unit (CPU). A GPU-based Monte Carlo code that simulates photon transport in a voxelized geometry with the accurate physics models from PENELOPE has been developed using the CUDATM programming model (NVIDIA Corporation, Santa Clara, CA). An outline of the new code and a sample x-ray imaging simulation with an anthropomorphic phantom are presented. A remarkable 27-fold speed up factor was obtained using a GPU compared to a single core CPU. The reported results show that GPUs are currently a good alternative to CPUs for the simulation of radiation transport. Since the performance of GPUs is currently increasing at a faster pace than that of CPUs, the advantages of GPU-based software are likely to be more pronounced in the future.

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

PubMed

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

2007-01-01

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

Dielectric response of periodic systems from quantum Monte Carlo calculations.

PubMed

Umari, P; Willamson, A J; Galli, Giulia; Marzari, Nicola

2005-11-11

We present a novel approach that allows us to calculate the dielectric response of periodic systems in the quantum Monte Carlo formalism. We employ a many-body generalization for the electric-enthalpy functional, where the coupling with the field is expressed via the Berry-phase formulation for the macroscopic polarization. A self-consistent local Hamiltonian then determines the ground-state wave function, allowing for accurate diffusion quantum Monte Carlo calculations where the polarization's fixed point is estimated from the average on an iterative sequence, sampled via forward walking. This approach has been validated for the case of an isolated hydrogen atom and then applied to a periodic system, to calculate the dielectric susceptibility of molecular-hydrogen chains. The results found are in excellent agreement with the best estimates obtained from the extrapolation of quantum-chemistry calculations.

Sign problem and Monte Carlo calculations beyond Lefschetz thimbles

DOE PAGES

Alexandru, Andrei; Basar, Gokce; Bedaque, Paulo F.; ...

2016-05-10

We point out that Monte Carlo simulations of theories with severe sign problems can be profitably performed over manifolds in complex space different from the one with fixed imaginary part of the action (“Lefschetz thimble”). We describe a family of such manifolds that interpolate between the tangent space at one critical point (where the sign problem is milder compared to the real plane but in some cases still severe) and the union of relevant thimbles (where the sign problem is mild but a multimodal distribution function complicates the Monte Carlo sampling). As a result, we exemplify this approach using amore » simple 0+1 dimensional fermion model previously used on sign problem studies and show that it can solve the model for some parameter values where a solution using Lefschetz thimbles was elusive.« 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.

Large-cell Monte Carlo renormalization of irreversible growth processes

NASA Technical Reports Server (NTRS)

Nakanishi, H.; Family, F.

1985-01-01

Monte Carlo sampling is applied to a recently formulated direct-cell renormalization method for irreversible, disorderly growth processes. Large-cell Monte Carlo renormalization is carried out for various nonequilibrium problems based on the formulation dealing with relative probabilities. Specifically, the method is demonstrated by application to the 'true' self-avoiding walk and the Eden model of growing animals for d = 2, 3, and 4 and to the invasion percolation problem for d = 2 and 3. The results are asymptotically in agreement with expectations; however, unexpected complications arise, suggesting the possibility of crossovers, and in any case, demonstrating the danger of using small cells alone, because of the very slow convergence as the cell size b is extrapolated to infinity. The difficulty of applying the present method to the diffusion-limited-aggregation model, is commented on.

Signal-Detection Analyses of Conditional Discrimination and Delayed Matching-to-Sample Performance

ERIC Educational Resources Information Center

Alsop, Brent

2004-01-01

Quantitative analyses of stimulus control and reinforcer control in conditional discriminations and delayed matching-to-sample procedures often encounter a problem; it is not clear how to analyze data when subjects have not made errors. The present article examines two common methods for overcoming this problem. Monte Carlo simulations of…

Bootstrap Estimation of Sample Statistic Bias in Structural Equation Modeling.

ERIC Educational Resources Information Center

Thompson, Bruce; Fan, Xitao

This study empirically investigated bootstrap bias estimation in the area of structural equation modeling (SEM). Three correctly specified SEM models were used under four different sample size conditions. Monte Carlo experiments were carried out to generate the criteria against which bootstrap bias estimation should be judged. For SEM fit indices,…

Does Bootstrap Procedure Provide Biased Estimates? An Empirical Examination for a Case of Multiple Regression.

ERIC Educational Resources Information Center

Fan, Xitao

This paper empirically and systematically assessed the performance of bootstrap resampling procedure as it was applied to a regression model. Parameter estimates from Monte Carlo experiments (repeated sampling from population) and bootstrap experiments (repeated resampling from one original bootstrap sample) were generated and compared. Sample…

The Impact of Sample Size and Other Factors When Estimating Multilevel Logistic Models

ERIC Educational Resources Information Center

Schoeneberger, Jason A.

2016-01-01

The design of research studies utilizing binary multilevel models must necessarily incorporate knowledge of multiple factors, including estimation method, variance component size, or number of predictors, in addition to sample sizes. This Monte Carlo study examined the performance of random effect binary outcome multilevel models under varying…

Decomposition of Some Well-Known Variance Reduction Techniques. Revision.

DTIC Science & Technology

1985-05-01

34use a family of transformatlom to convert given samples into samples conditioned on a given characteristic (p. 04)." Dub and Horowitz (1979), Granovsky ...34Antithetic Varlates Revisited," Commun. ACM 26, 11, 064-971. Granovsky , B.L. (1981), "Optimal Formulae of the Conditional Monte Carlo," SIAM J. Alg

Monte Carlo Simulation of Effective Coordination Mechanisms for e-Commerce

NASA Astrophysics Data System (ADS)

Sakas, D. P.; Vlachos, D. S.; Simos, T. E.

2008-11-01

Making decisions in a dynamic environment is considered extremely important in today's market. Decision trees which can be used to model these systems, are not easily constructed and solved, especially in the case of infinite sets of consequences (for example, consider the case where only the mean and the variance of an outcome is known). In this work, discrete approximation and Monte Carlo techniques are used to overcome the aforementioned difficulties.

Sample size planning for composite reliability coefficients: accuracy in parameter estimation via narrow confidence intervals.

PubMed

Terry, Leann; Kelley, Ken

2012-11-01

Composite measures play an important role in psychology and related disciplines. Composite measures almost always have error. Correspondingly, it is important to understand the reliability of the scores from any particular composite measure. However, the point estimates of the reliability of composite measures are fallible and thus all such point estimates should be accompanied by a confidence interval. When confidence intervals are wide, there is much uncertainty in the population value of the reliability coefficient. Given the importance of reporting confidence intervals for estimates of reliability, coupled with the undesirability of wide confidence intervals, we develop methods that allow researchers to plan sample size in order to obtain narrow confidence intervals for population reliability coefficients. We first discuss composite reliability coefficients and then provide a discussion on confidence interval formation for the corresponding population value. Using the accuracy in parameter estimation approach, we develop two methods to obtain accurate estimates of reliability by planning sample size. The first method provides a way to plan sample size so that the expected confidence interval width for the population reliability coefficient is sufficiently narrow. The second method ensures that the confidence interval width will be sufficiently narrow with some desired degree of assurance (e.g., 99% assurance that the 95% confidence interval for the population reliability coefficient will be less than W units wide). The effectiveness of our methods was verified with Monte Carlo simulation studies. We demonstrate how to easily implement the methods with easy-to-use and freely available software. ©2011 The British Psychological Society.

Sample size adjustments for varying cluster sizes in cluster randomized trials with binary outcomes analyzed with second-order PQL mixed logistic regression.

PubMed

Candel, Math J J M; Van Breukelen, Gerard J P

2010-06-30

Adjustments of sample size formulas are given for varying cluster sizes in cluster randomized trials with a binary outcome when testing the treatment effect with mixed effects logistic regression using second-order penalized quasi-likelihood estimation (PQL). Starting from first-order marginal quasi-likelihood (MQL) estimation of the treatment effect, the asymptotic relative efficiency of unequal versus equal cluster sizes is derived. A Monte Carlo simulation study shows this asymptotic relative efficiency to be rather accurate for realistic sample sizes, when employing second-order PQL. An approximate, simpler formula is presented to estimate the efficiency loss due to varying cluster sizes when planning a trial. In many cases sampling 14 per cent more clusters is sufficient to repair the efficiency loss due to varying cluster sizes. Since current closed-form formulas for sample size calculation are based on first-order MQL, planning a trial also requires a conversion factor to obtain the variance of the second-order PQL estimator. In a second Monte Carlo study, this conversion factor turned out to be 1.25 at most. (c) 2010 John Wiley & Sons, Ltd.

Extreme Magnitude Earthquakes and their Economical Consequences

NASA Astrophysics Data System (ADS)

Chavez, M.; Cabrera, E.; Ashworth, M.; Perea, N.; Emerson, D.; Salazar, A.; Moulinec, C.

2011-12-01

The frequency of occurrence of extreme magnitude earthquakes varies from tens to thousands of years, depending on the considered seismotectonic region of the world. However, the human and economic losses when their hypocenters are located in the neighborhood of heavily populated and/or industrialized regions, can be very large, as recently observed for the 1985 Mw 8.01 Michoacan, Mexico and the 2011 Mw 9 Tohoku, Japan, earthquakes. Herewith, a methodology is proposed in order to estimate the probability of exceedance of: the intensities of extreme magnitude earthquakes, PEI and of their direct economical consequences PEDEC. The PEI are obtained by using supercomputing facilities to generate samples of the 3D propagation of extreme earthquake plausible scenarios, and enlarge those samples by Monte Carlo simulation. The PEDEC are computed by using appropriate vulnerability functions combined with the scenario intensity samples, and Monte Carlo simulation. An example of the application of the methodology due to the potential occurrence of extreme Mw 8.5 subduction earthquakes on Mexico City is presented.

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

Deriving photometric redshifts using fuzzy archetypes and self-organizing maps - I. Methodology

NASA Astrophysics Data System (ADS)

Speagle, Joshua S.; Eisenstein, Daniel J.

2017-07-01

We propose a method to substantially increase the flexibility and power of template fitting-based photometric redshifts by transforming a large number of galaxy spectral templates into a corresponding collection of 'fuzzy archetypes' using a suitable set of perturbative priors designed to account for empirical variation in dust attenuation and emission-line strengths. To bypass widely separated degeneracies in parameter space (e.g. the redshift-reddening degeneracy), we train self-organizing maps (SOMs) on large 'model catalogues' generated from Monte Carlo sampling of our fuzzy archetypes to cluster the predicted observables in a topologically smooth fashion. Subsequent sampling over the SOM then allows full reconstruction of the relevant probability distribution functions (PDFs). This combined approach enables the multimodal exploration of known variation among galaxy spectral energy distributions with minimal modelling assumptions. We demonstrate the power of this approach to recover full redshift PDFs using discrete Markov chain Monte Carlo sampling methods combined with SOMs constructed from Large Synoptic Survey Telescope ugrizY and Euclid YJH mock photometry.

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.

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

DOE PAGES

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

2014-11-01

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

astroABC : An Approximate Bayesian Computation Sequential Monte Carlo sampler for cosmological parameter estimation

NASA Astrophysics Data System (ADS)

Jennings, E.; Madigan, M.

2017-04-01

Given the complexity of modern cosmological parameter inference where we are faced with non-Gaussian data and noise, correlated systematics and multi-probe correlated datasets,the Approximate Bayesian Computation (ABC) method is a promising alternative to traditional Markov Chain Monte Carlo approaches in the case where the Likelihood is intractable or unknown. The ABC method is called "Likelihood free" as it avoids explicit evaluation of the Likelihood by using a forward model simulation of the data which can include systematics. We introduce astroABC, an open source ABC Sequential Monte Carlo (SMC) sampler for parameter estimation. A key challenge in astrophysics is the efficient use of large multi-probe datasets to constrain high dimensional, possibly correlated parameter spaces. With this in mind astroABC allows for massive parallelization using MPI, a framework that handles spawning of processes across multiple nodes. A key new feature of astroABC is the ability to create MPI groups with different communicators, one for the sampler and several others for the forward model simulation, which speeds up sampling time considerably. For smaller jobs the Python multiprocessing option is also available. Other key features of this new sampler include: a Sequential Monte Carlo sampler; a method for iteratively adapting tolerance levels; local covariance estimate using scikit-learn's KDTree; modules for specifying optimal covariance matrix for a component-wise or multivariate normal perturbation kernel and a weighted covariance metric; restart files output frequently so an interrupted sampling run can be resumed at any iteration; output and restart files are backed up at every iteration; user defined distance metric and simulation methods; a module for specifying heterogeneous parameter priors including non-standard prior PDFs; a module for specifying a constant, linear, log or exponential tolerance level; well-documented examples and sample scripts. This code is hosted online at https://github.com/EliseJ/astroABC.

Synoptic survey of septic indicators in streams and springs at Monte Sano Mountain, Madison County, Alabama, January 29-31, 1998

USGS Publications Warehouse

McPherson, Ann K.; Mooty, Will S.

1999-01-01

The U.S. Geological Survey conducted a synoptic investigation of fecal bacterial pollution in headwater streams and springs on Monte Sano Mountain. A total of 18 sites were sampled over a 3 day period in late January 1998. Fifteen of the sites were located hydrologically downgradient from residential areas on top of Monte Sano Mountain. Three additional sites were selected as background sites in unpopulated areas on Huntsville Mountain, south of Monte Sano Mountain. Sampling was conducted during a period of high baseflow after a recent storm when no surface runoff was present. Any contaminants identified in the streams and springs were likely derived from ground-water discharge because overland flow was not evident. Four of the five sites in the Pottsville-Pennington unit (uppermost) with the highest concentration of residential land use had Escherichia coli (E. coli) concentrations that were more than 25 times the background level. In contrast, with the exception of one site, E. coli concentrations in the Bangor-Monteagle unit (middle) and Tuscumbia unit (lowermost) were at or near background levels. Caffeine was also detected in the Pottsville-Pennington unit at a site with one of the highest densities of E. coli. Elevated levels of nitrate and chloride were also identified at sites in the Pottsville-Pennington unit. The results of this synoptic sampling event identified elevated concentrations of fecal bacteria in the Pottsville-Pennington unit at the top of the mountain. These elevated bacterial concentrations occurred in conjunction with caffeine detection and elevated levels of nitrate and chloride. This indicates that there is a potential water-quality problem related to discharge from the shallow ground-water system. These sites are located in close proximity to residential development, indicating that the most probable source of the elevated fecal bacterial concentrations was septic tank effluent.

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

Criticality Calculations with MCNP6 - Practical Lectures

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

Brown, Forrest B.; Rising, Michael Evan; Alwin, Jennifer Louise

2016-11-29

These slides are used to teach MCNP (Monte Carlo N-Particle) usage to nuclear criticality safety analysts. The following are the lecture topics: course information, introduction, MCNP basics, criticality calculations, advanced geometry, tallies, adjoint-weighted tallies and sensitivities, physics and nuclear data, parameter studies, NCS validation I, NCS validation II, NCS validation III, case study 1 - solution tanks, case study 2 - fuel vault, case study 3 - B&W core, case study 4 - simple TRIGA, case study 5 - fissile mat. vault, criticality accident alarm systems. After completion of this course, you should be able to: Develop an input modelmore » for MCNP; Describe how cross section data impact Monte Carlo and deterministic codes; Describe the importance of validation of computer codes and how it is accomplished; Describe the methodology supporting Monte Carlo codes and deterministic codes; Describe pitfalls of Monte Carlo calculations; Discuss the strengths and weaknesses of Monte Carlo and Discrete Ordinants codes; The diffusion theory model is not strictly valid for treating fissile systems in which neutron absorption, voids, and/or material boundaries are present. In the context of these limitations, identify a fissile system for which a diffusion theory solution would be adequate.« less

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

PubMed

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

2011-10-11

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

PyMC: Bayesian Stochastic Modelling in Python

PubMed Central

Patil, Anand; Huard, David; Fonnesbeck, Christopher J.

2010-01-01

This user guide describes a Python package, PyMC, that allows users to efficiently code a probabilistic model and draw samples from its posterior distribution using Markov chain Monte Carlo techniques. PMID:21603108

Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions

DOE PAGES

Del Moral, Pierre; Jasra, Ajay; Law, Kody J. H.

2017-01-09

We consider the multilevel sequential Monte Carlo (MLSMC) method of Beskos et al. (Stoch. Proc. Appl. [to appear]). This technique is designed to approximate expectations w.r.t. probability laws associated to a discretization. For instance, in the context of inverse problems, where one discretizes the solution of a partial differential equation. The MLSMC approach is especially useful when independent, coupled sampling is not possible. Beskos et al. show that for MLSMC the computational effort to achieve a given error, can be less than independent sampling. In this article we significantly weaken the assumptions of Beskos et al., extending the proofs tomore » non-compact state-spaces. The assumptions are based upon multiplicative drift conditions as in Kontoyiannis and Meyn (Electron. J. Probab. 10 [2005]: 61–123). The assumptions are verified for an example.« less

Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions

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

Del Moral, Pierre; Jasra, Ajay; Law, Kody J. H.

We consider the multilevel sequential Monte Carlo (MLSMC) method of Beskos et al. (Stoch. Proc. Appl. [to appear]). This technique is designed to approximate expectations w.r.t. probability laws associated to a discretization. For instance, in the context of inverse problems, where one discretizes the solution of a partial differential equation. The MLSMC approach is especially useful when independent, coupled sampling is not possible. Beskos et al. show that for MLSMC the computational effort to achieve a given error, can be less than independent sampling. In this article we significantly weaken the assumptions of Beskos et al., extending the proofs tomore » non-compact state-spaces. The assumptions are based upon multiplicative drift conditions as in Kontoyiannis and Meyn (Electron. J. Probab. 10 [2005]: 61–123). The assumptions are verified for an example.« less

Quantum Monte Carlo calculations of van der Waals interactions between aromatic benzene rings

NASA Astrophysics Data System (ADS)

Azadi, Sam; Kühne, T. D.

2018-05-01

The magnitude of finite-size effects and Coulomb interactions in quantum Monte Carlo simulations of van der Waals interactions between weakly bonded benzene molecules are investigated. To that extent, two trial wave functions of the Slater-Jastrow and Backflow-Slater-Jastrow types are employed to calculate the energy-volume equation of state. We assess the impact of the backflow coordinate transformation on the nonlocal correlation energy. We found that the effect of finite-size errors in quantum Monte Carlo calculations on energy differences is particularly large and may even be more important than the employed trial wave function. In addition to the cohesive energy, the singlet excitonic energy gap and the energy gap renormalization of crystalline benzene at different densities are computed.

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.

Inhomogeneous Monte Carlo simulations of dermoscopic spectroscopy

NASA Astrophysics Data System (ADS)

Gareau, Daniel S.; Li, Ting; Jacques, Steven; Krueger, James

2012-03-01

Clinical skin-lesion diagnosis uses dermoscopy: 10X epiluminescence microscopy. Skin appearance ranges from black to white with shades of blue, red, gray and orange. Color is an important diagnostic criteria for diseases including melanoma. Melanin and blood content and distribution impact the diffuse spectral remittance (300-1000nm). Skin layers: immersion medium, stratum corneum, spinous epidermis, basal epidermis and dermis as well as laterally asymmetric features (eg. melanocytic invasion) were modeled in an inhomogeneous Monte Carlo model.

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.

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

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

Zou Yu, E-mail: yzou@Princeton.ED; Kavousanakis, Michail E., E-mail: mkavousa@Princeton.ED; Kevrekidis, Ioannis G., E-mail: yannis@Princeton.ED

2010-07-20

The study of particle coagulation and sintering processes is important in a variety of research studies ranging from cell fusion and dust motion to aerosol formation applications. These processes are traditionally simulated using either Monte-Carlo methods or integro-differential equations for particle number density functions. In this paper, we present a computational technique for cases where we believe that accurate closed evolution equations for a finite number of moments of the density function exist in principle, but are not explicitly available. The so-called equation-free computational framework is then employed to numerically obtain the solution of these unavailable closed moment equations bymore » exploiting (through intelligent design of computational experiments) the corresponding fine-scale (here, Monte-Carlo) simulation. We illustrate the use of this method by accelerating the computation of evolving moments of uni- and bivariate particle coagulation and sintering through short simulation bursts of a constant-number Monte-Carlo scheme.« less

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

NASA Astrophysics Data System (ADS)

Freitag, Marc Dewi

2013-02-01

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

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

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

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

2011-01-01

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

Benchmarking and validation of a Geant4-SHADOW Monte Carlo simulation for dose calculations in microbeam radiation therapy.

PubMed

Cornelius, Iwan; Guatelli, Susanna; Fournier, Pauline; Crosbie, Jeffrey C; Sanchez Del Rio, Manuel; Bräuer-Krisch, Elke; Rosenfeld, Anatoly; Lerch, Michael

2014-05-01

Microbeam radiation therapy (MRT) is a synchrotron-based radiotherapy modality that uses high-intensity beams of spatially fractionated radiation to treat tumours. The rapid evolution of MRT towards clinical trials demands accurate treatment planning systems (TPS), as well as independent tools for the verification of TPS calculated dose distributions in order to ensure patient safety and treatment efficacy. Monte Carlo computer simulation represents the most accurate method of dose calculation in patient geometries and is best suited for the purpose of TPS verification. A Monte Carlo model of the ID17 biomedical beamline at the European Synchrotron Radiation Facility has been developed, including recent modifications, using the Geant4 Monte Carlo toolkit interfaced with the SHADOW X-ray optics and ray-tracing libraries. The code was benchmarked by simulating dose profiles in water-equivalent phantoms subject to irradiation by broad-beam (without spatial fractionation) and microbeam (with spatial fractionation) fields, and comparing against those calculated with a previous model of the beamline developed using the PENELOPE code. Validation against additional experimental dose profiles in water-equivalent phantoms subject to broad-beam irradiation was also performed. Good agreement between codes was observed, with the exception of out-of-field doses and toward the field edge for larger field sizes. Microbeam results showed good agreement between both codes and experimental results within uncertainties. Results of the experimental validation showed agreement for different beamline configurations. The asymmetry in the out-of-field dose profiles due to polarization effects was also investigated, yielding important information for the treatment planning process in MRT. This work represents an important step in the development of a Monte Carlo-based independent verification tool for treatment planning in MRT.

Automatic variance reduction for Monte Carlo simulations via the local importance function transform

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

Turner, S.A.

1996-02-01

The author derives a transformed transport problem that can be solved theoretically by analog Monte Carlo with zero variance. However, the Monte Carlo simulation of this transformed problem cannot be implemented in practice, so he develops a method for approximating it. The approximation to the zero variance method consists of replacing the continuous adjoint transport solution in the transformed transport problem by a piecewise continuous approximation containing local biasing parameters obtained from a deterministic calculation. He uses the transport and collision processes of the transformed problem to bias distance-to-collision and selection of post-collision energy groups and trajectories in a traditionalmore » Monte Carlo simulation of ``real`` particles. He refers to the resulting variance reduction method as the Local Importance Function Transform (LIFI) method. He demonstrates the efficiency of the LIFT method for several 3-D, linearly anisotropic scattering, one-group, and multigroup problems. In these problems the LIFT method is shown to be more efficient than the AVATAR scheme, which is one of the best variance reduction techniques currently available in a state-of-the-art Monte Carlo code. For most of the problems considered, the LIFT method produces higher figures of merit than AVATAR, even when the LIFT method is used as a ``black box``. There are some problems that cause trouble for most variance reduction techniques, and the LIFT method is no exception. For example, the author demonstrates that problems with voids, or low density regions, can cause a reduction in the efficiency of the LIFT method. However, the LIFT method still performs better than survival biasing and AVATAR in these difficult cases.« less

Estimating the Uncertainty In Diameter Growth Model Predictions and Its Effects On The Uncertainty of Annual Inventory Estimates

Treesearch

Ronald E. McRoberts; Veronica C. Lessard

2001-01-01

Uncertainty in diameter growth predictions is attributed to three general sources: measurement error or sampling variability in predictor variables, parameter covariances, and residual or unexplained variation around model expectations. Using measurement error and sampling variability distributions obtained from the literature and Monte Carlo simulation methods, the...

A New Sample Size Formula for Regression.

ERIC Educational Resources Information Center

Brooks, Gordon P.; Barcikowski, Robert S.

The focus of this research was to determine the efficacy of a new method of selecting sample sizes for multiple linear regression. A Monte Carlo simulation was used to study both empirical predictive power rates and empirical statistical power rates of the new method and seven other methods: those of C. N. Park and A. L. Dudycha (1974); J. Cohen…

Constrained proper sampling of conformations of transition state ensemble of protein folding

PubMed Central

Lin, Ming; Zhang, Jian; Lu, Hsiao-Mei; Chen, Rong; Liang, Jie

2011-01-01

Characterizing the conformations of protein in the transition state ensemble (TSE) is important for studying protein folding. A promising approach pioneered by Vendruscolo [Nature (London) 409, 641 (2001)] to study TSE is to generate conformations that satisfy all constraints imposed by the experimentally measured ϕ values that provide information about the native likeness of the transition states. Faísca [J. Chem. Phys. 129, 095108 (2008)] generated conformations of TSE based on the criterion that, starting from a TS conformation, the probabilities of folding and unfolding are about equal through Markov Chain Monte Carlo (MCMC) simulations. In this study, we use the technique of constrained sequential Monte Carlo method [Lin , J. Chem. Phys. 129, 094101 (2008); Zhang Proteins 66, 61 (2007)] to generate TSE conformations of acylphosphatase of 98 residues that satisfy the ϕ-value constraints, as well as the criterion that each conformation has a folding probability of 0.5 by Monte Carlo simulations. We adopt a two stage process and first generate 5000 contact maps satisfying the ϕ-value constraints. Each contact map is then used to generate 1000 properly weighted conformations. After clustering similar conformations, we obtain a set of properly weighted samples of 4185 candidate clusters. Representative conformation of each of these cluster is then selected and 50 runs of Markov chain Monte Carlo (MCMC) simulation are carried using a regrowth move set. We then select a subset of 1501 conformations that have equal probabilities to fold and to unfold as the set of TSE. These 1501 samples characterize well the distribution of transition state ensemble conformations of acylphosphatase. Compared with previous studies, our approach can access much wider conformational space and can objectively generate conformations that satisfy the ϕ-value constraints and the criterion of 0.5 folding probability without bias. In contrast to previous studies, our results show that transition state conformations are very diverse and are far from nativelike when measured in cartesian root-mean-square deviation (cRMSD): the average cRMSD between TSE conformations and the native structure is 9.4 Å  for this short protein, instead of 6 Å reported in previous studies. In addition, we found that the average fraction of native contacts in the TSE is 0.37, with enrichment in native-like β-sheets and a shortage of long range contacts, suggesting such contacts form at a later stage of folding. We further calculate the first passage time of folding of TSE conformations through calculation of physical time associated with the regrowth moves in MCMC simulation through mapping such moves to a Markovian state model, whose transition time was obtained by Langevin dynamics simulations. Our results indicate that despite the large structural diversity of the TSE, they are characterized by similar folding time. Our approach is general and can be used to study TSE in other macromolecules. PMID:21341875

Three-dimensional electron microscopy simulation with the CASINO Monte Carlo software.

PubMed

Demers, Hendrix; Poirier-Demers, Nicolas; Couture, Alexandre Réal; Joly, Dany; Guilmain, Marc; de Jonge, Niels; Drouin, Dominique

2011-01-01

Monte Carlo softwares are widely used to understand the capabilities of electron microscopes. To study more realistic applications with complex samples, 3D Monte Carlo softwares are needed. In this article, the development of the 3D version of CASINO is presented. The software feature a graphical user interface, an efficient (in relation to simulation time and memory use) 3D simulation model, accurate physic models for electron microscopy applications, and it is available freely to the scientific community at this website: www.gel.usherbrooke.ca/casino/index.html. It can be used to model backscattered, secondary, and transmitted electron signals as well as absorbed energy. The software features like scan points and shot noise allow the simulation and study of realistic experimental conditions. This software has an improved energy range for scanning electron microscopy and scanning transmission electron microscopy applications. Copyright © 2011 Wiley Periodicals, Inc.

Three-Dimensional Electron Microscopy Simulation with the CASINO Monte Carlo Software

PubMed Central

Demers, Hendrix; Poirier-Demers, Nicolas; Couture, Alexandre Réal; Joly, Dany; Guilmain, Marc; de Jonge, Niels; Drouin, Dominique

2011-01-01

Monte Carlo softwares are widely used to understand the capabilities of electron microscopes. To study more realistic applications with complex samples, 3D Monte Carlo softwares are needed. In this paper, the development of the 3D version of CASINO is presented. The software feature a graphical user interface, an efficient (in relation to simulation time and memory use) 3D simulation model, accurate physic models for electron microscopy applications, and it is available freely to the scientific community at this website: www.gel.usherbrooke.ca/casino/index.html. It can be used to model backscattered, secondary, and transmitted electron signals as well as absorbed energy. The software features like scan points and shot noise allow the simulation and study of realistic experimental conditions. This software has an improved energy range for scanning electron microscopy and scanning transmission electron microscopy applications. PMID:21769885

Analytic score distributions for a spatially continuous tridirectional Monte Carol transport problem

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

Booth, T.E.

1996-01-01

The interpretation of the statistical error estimates produced by Monte Carlo transport codes is still somewhat of an art. Empirically, there are variance reduction techniques whose error estimates are almost always reliable, and there are variance reduction techniques whose error estimates are often unreliable. Unreliable error estimates usually result from inadequate large-score sampling from the score distribution`s tail. Statisticians believe that more accurate confidence interval statements are possible if the general nature of the score distribution can be characterized. Here, the analytic score distribution for the exponential transform applied to a simple, spatially continuous Monte Carlo transport problem is provided.more » Anisotropic scattering and implicit capture are included in the theory. In large part, the analytic score distributions that are derived provide the basis for the ten new statistical quality checks in MCNP.« less

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

PubMed

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

2003-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Energy dispersive X-ray fluorescence spectroscopy/Monte Carlo simulation approach for the non-destructive analysis of corrosion patina-bearing alloys in archaeological bronzes: The case of the bowl from the Fareleira 3 site (Vidigueira, South Portugal)

NASA Astrophysics Data System (ADS)

Bottaini, C.; Mirão, J.; Figuereido, M.; Candeias, A.; Brunetti, A.; Schiavon, N.

2015-01-01

Energy dispersive X-ray fluorescence (EDXRF) is a well-known technique for non-destructive and in situ analysis of archaeological artifacts both in terms of the qualitative and quantitative elemental composition because of its rapidity and non-destructiveness. In this study EDXRF and realistic Monte Carlo simulation using the X-ray Monte Carlo (XRMC) code package have been combined to characterize a Cu-based bowl from the Iron Age burial from Fareleira 3 (Southern Portugal). The artifact displays a multilayered structure made up of three distinct layers: a) alloy substrate; b) green oxidized corrosion patina; and c) brownish carbonate soil-derived crust. To assess the reliability of Monte Carlo simulation in reproducing the composition of the bulk metal of the objects without recurring to potentially damaging patina's and crust's removal, portable EDXRF analysis was performed on cleaned and patina/crust coated areas of the artifact. Patina has been characterized by micro X-ray Diffractometry (μXRD) and Back-Scattered Scanning Electron Microscopy + Energy Dispersive Spectroscopy (BSEM + EDS). Results indicate that the EDXRF/Monte Carlo protocol is well suited when a two-layered model is considered, whereas in areas where the patina + crust surface coating is too thick, X-rays from the alloy substrate are not able to exit the sample.

Measurement of activation of helium gas by 238U beam irradiation at about 11 A MeV

NASA Astrophysics Data System (ADS)

Akashio, A.; Tanaka, K.; Imao, H.; Uwamino, Y.

2017-09-01

A new helium-gas stripper system has been applied at the 11 A MeV uranium beam of the Radioactive Isotope Beam Factory of the RIKEN accelerator facility. Although the gas stripper is important for the heavy-ion accelerator facility, the residual radiation that is generated is a serious problem for maintenance work. The residual dose was evaluated by using three-layered activation samples of aluminium and bismuth. The γ-rays from produced radionuclides with in-flight fission of the 238U beam and from the material of the chamber activated by neutrons were observed by using a Ge detector and compared with the values calculated by using the Monte-Carlo simulation code PHITS.

Time dependent variation of carrying capacity of prestressed precast beam

NASA Astrophysics Data System (ADS)

Le, Tuan D.; Konečný, Petr; Matečková, Pavlína

2018-04-01

The article deals with the evaluation of the precast concrete element time dependent carrying capacity. The variation of the resistance is inherited property of laboratory as well as in-situ members. Thus the specification of highest, yet possible, laboratory sample resistance is important with respect to evaluation of laboratory experiments based on the test machine loading capabilities. The ultimate capacity is evaluated through the bending moment resistance of a simply supported prestressed concrete beam. The probabilistic assessment is applied. Scatter of random variables of compressive strength of concrete and effective height of the cross section is considered. Monte Carlo simulation technique is used to investigate the performance of the cross section of the beam with changes of tendons’ positions and compressive strength of concrete.

Aerospace Applications of Weibull and Monte Carlo Simulation with Importance Sampling

NASA Technical Reports Server (NTRS)

Bavuso, Salvatore J.

1998-01-01

Recent developments in reliability modeling and computer technology have made it practical to use the Weibull time to failure distribution to model the system reliability of complex fault-tolerant computer-based systems. These system models are becoming increasingly popular in space systems applications as a result of mounting data that support the decreasing Weibull failure distribution and the expectation of increased system reliability. This presentation introduces the new reliability modeling developments and demonstrates their application to a novel space system application. The application is a proposed guidance, navigation, and control (GN&C) system for use in a long duration manned spacecraft for a possible Mars mission. Comparisons to the constant failure rate model are presented and the ramifications of doing so are discussed.

MCBooster: a library for fast Monte Carlo generation of phase-space decays on massively parallel platforms.

NASA Astrophysics Data System (ADS)

Alves Júnior, A. A.; Sokoloff, M. D.

2017-10-01

MCBooster is a header-only, C++11-compliant library that provides routines to generate and perform calculations on large samples of phase space Monte Carlo events. To achieve superior performance, MCBooster is capable to perform most of its calculations in parallel using CUDA- and OpenMP-enabled devices. MCBooster is built on top of the Thrust library and runs on Linux systems. This contribution summarizes the main features of MCBooster. A basic description of the user interface and some examples of applications are provided, along with measurements of performance in a variety of environments

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.

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.

Particle filters, a quasi-Monte-Carlo-solution for segmentation of coronaries.

PubMed

Florin, Charles; Paragios, Nikos; Williams, Jim

2005-01-01

In this paper we propose a Particle Filter-based approach for the segmentation of coronary arteries. To this end, successive planes of the vessel are modeled as unknown states of a sequential process. Such states consist of the orientation, position, shape model and appearance (in statistical terms) of the vessel that are recovered in an incremental fashion, using a sequential Bayesian filter (Particle Filter). In order to account for bifurcations and branchings, we consider a Monte Carlo sampling rule that propagates in parallel multiple hypotheses. Promising results on the segmentation of coronary arteries demonstrate the potential of the proposed approach.

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

Engineering Risk Assessment of Space Thruster Challenge Problem

NASA Technical Reports Server (NTRS)

Mathias, Donovan L.; Mattenberger, Christopher J.; Go, Susie

2014-01-01

The Engineering Risk Assessment (ERA) team at NASA Ames Research Center utilizes dynamic models with linked physics-of-failure analyses to produce quantitative risk assessments of space exploration missions. This paper applies the ERA approach to the baseline and extended versions of the PSAM Space Thruster Challenge Problem, which investigates mission risk for a deep space ion propulsion system with time-varying thruster requirements and operations schedules. The dynamic mission is modeled using a combination of discrete and continuous-time reliability elements within the commercially available GoldSim software. Loss-of-mission (LOM) probability results are generated via Monte Carlo sampling performed by the integrated model. Model convergence studies are presented to illustrate the sensitivity of integrated LOM results to the number of Monte Carlo trials. A deterministic risk model was also built for the three baseline and extended missions using the Ames Reliability Tool (ART), and results are compared to the simulation results to evaluate the relative importance of mission dynamics. The ART model did a reasonable job of matching the simulation models for the baseline case, while a hybrid approach using offline dynamic models was required for the extended missions. This study highlighted that state-of-the-art techniques can adequately adapt to a range of dynamic problems.

Enhancing hydrologic data assimilation by evolutionary Particle Filter and Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Abbaszadeh, Peyman; Moradkhani, Hamid; Yan, Hongxiang

2018-01-01

Particle Filters (PFs) have received increasing attention by researchers from different disciplines including the hydro-geosciences, as an effective tool to improve model predictions in nonlinear and non-Gaussian dynamical systems. The implication of dual state and parameter estimation using the PFs in hydrology has evolved since 2005 from the PF-SIR (sampling importance resampling) to PF-MCMC (Markov Chain Monte Carlo), and now to the most effective and robust framework through evolutionary PF approach based on Genetic Algorithm (GA) and MCMC, the so-called EPFM. In this framework, the prior distribution undergoes an evolutionary process based on the designed mutation and crossover operators of GA. The merit of this approach is that the particles move to an appropriate position by using the GA optimization and then the number of effective particles is increased by means of MCMC, whereby the particle degeneracy is avoided and the particle diversity is improved. In this study, the usefulness and effectiveness of the proposed EPFM is investigated by applying the technique on a conceptual and highly nonlinear hydrologic model over four river basins located in different climate and geographical regions of the United States. Both synthetic and real case studies demonstrate that the EPFM improves both the state and parameter estimation more effectively and reliably as compared with the PF-MCMC.

On analyzing ordinal data when responses and covariates are both missing at random.

PubMed

Rana, Subrata; Roy, Surupa; Das, Kalyan

2016-08-01

In many occasions, particularly in biomedical studies, data are unavailable for some responses and covariates. This leads to biased inference in the analysis when a substantial proportion of responses or a covariate or both are missing. Except a few situations, methods for missing data have earlier been considered either for missing response or for missing covariates, but comparatively little attention has been directed to account for both missing responses and missing covariates, which is partly attributable to complexity in modeling and computation. This seems to be important as the precise impact of substantial missing data depends on the association between two missing data processes as well. The real difficulty arises when the responses are ordinal by nature. We develop a joint model to take into account simultaneously the association between the ordinal response variable and covariates and also that between the missing data indicators. Such a complex model has been analyzed here by using the Markov chain Monte Carlo approach and also by the Monte Carlo relative likelihood approach. Their performance on estimating the model parameters in finite samples have been looked into. We illustrate the application of these two methods using data from an orthodontic study. Analysis of such data provides some interesting information on human habit. © The Author(s) 2013.

The Wang-Landau Sampling Algorithm

NASA Astrophysics Data System (ADS)

Landau, David P.

2003-03-01

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

Use of a Monte Carlo technique to complete a fragmented set of H2S emission rates from a wastewater treatment plant.

PubMed

Schauberger, Günther; Piringer, Martin; Baumann-Stanzer, Kathrin; Knauder, Werner; Petz, Erwin

2013-12-15

The impact of ambient concentrations in the vicinity of a plant can only be assessed if the emission rate is known. In this study, based on measurements of ambient H2S concentrations and meteorological parameters, the a priori unknown emission rates of a tannery wastewater treatment plant are calculated by an inverse dispersion technique. The calculations are determined using the Gaussian Austrian regulatory dispersion model. Following this method, emission data can be obtained, though only for a measurement station that is positioned such that the wind direction at the measurement station is leeward of the plant. Using the inverse transform sampling, which is a Monte Carlo technique, the dataset can also be completed for those wind directions for which no ambient concentration measurements are available. For the model validation, the measured ambient concentrations are compared with the calculated ambient concentrations obtained from the synthetic emission data of the Monte Carlo model. The cumulative frequency distribution of this new dataset agrees well with the empirical data. This inverse transform sampling method is thus a useful supplement for calculating emission rates using the inverse dispersion technique. Copyright © 2013 Elsevier B.V. All rights reserved.

Prevalence of the use of homeopathy by the population of Montes Claros, Minas Gerais, Brazil.

PubMed

Rodrigues-Neto, João Felício; Figueiredo, Maria Fernanda Santos; Faria, Anderson Antônio de

2009-11-01

Homeopathy is a therapeutic system that uses small doses of substances to stimulate autoregulatory and self-healing processes. The aim of this study was to investigate the prevalence of the use of homeopathy by the population of Montes Claros, Brazil, and the socioeconomic profile of users. Probabilistic cross-sectional study with cluster sampling, in the city of Montes Claros, Minas Gerais. This study was conducted by applying semi-structured questionnaires. The sample was composed of 3,080 people. For the statistical analysis, Student's t test and the chi-square test were used. The statistical significance level used was P < 0.05. We interviewed 3,090 people. The prevalence of the use of homeopathy was 2.4%. The factors associated with its use were female gender, schooling and income. The main reason that led to seeking homeopathy was "Conventional treatment did not have any effect". For 70.2% of the users, the cost of the treatment was considered reasonable or cheap. About 73% were satisfied or very satisfied with the treatment received through homeopathy. The prevalence of the use of homeopathy found here was less than that reported in other countries. People with higher income and schooling levels used homeopathy more frequently. There was higher prevalence among women. Most users declared themselves satisfied with the treatment received.

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

NASA Astrophysics Data System (ADS)

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi; Bao, Jie; Swiler, Laura

2017-12-01

In this study we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach is used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated - reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.

A Monte Carlo-finite element model for strain energy controlled microstructural evolution - 'Rafting' in superalloys

NASA Technical Reports Server (NTRS)

Gayda, J.; Srolovitz, D. J.

1989-01-01

This paper presents a specialized microstructural lattice model, MCFET (Monte Carlo finite element technique), which simulates microstructural evolution in materials in which strain energy has an important role in determining morphology. The model is capable of accounting for externally applied stress, surface tension, misfit, elastic inhomogeneity, elastic anisotropy, and arbitrary temperatures. The MCFET analysis was found to compare well with the results of analytical calculations of the equilibrium morphologies of isolated particles in an infinite matrix.

Density matrix Monte Carlo modeling of quantum cascade lasers

NASA Astrophysics Data System (ADS)

Jirauschek, Christian

2017-10-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

A New Approach to Monte Carlo Simulations in Statistical Physics

NASA Astrophysics Data System (ADS)

Landau, David P.

2002-08-01

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

Accelerating Monte Carlo simulations of photon transport in a voxelized geometry using a massively parallel graphics processing unit

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

Badal, Andreu; Badano, Aldo

Purpose: It is a known fact that Monte Carlo simulations of radiation transport are computationally intensive and may require long computing times. The authors introduce a new paradigm for the acceleration of Monte Carlo simulations: The use of a graphics processing unit (GPU) as the main computing device instead of a central processing unit (CPU). Methods: A GPU-based Monte Carlo code that simulates photon transport in a voxelized geometry with the accurate physics models from PENELOPE has been developed using the CUDA programming model (NVIDIA Corporation, Santa Clara, CA). Results: An outline of the new code and a sample x-raymore » imaging simulation with an anthropomorphic phantom are presented. A remarkable 27-fold speed up factor was obtained using a GPU compared to a single core CPU. Conclusions: The reported results show that GPUs are currently a good alternative to CPUs for the simulation of radiation transport. Since the performance of GPUs is currently increasing at a faster pace than that of CPUs, the advantages of GPU-based software are likely to be more pronounced in the future.« less

System reliability of randomly vibrating structures: Computational modeling and laboratory testing

NASA Astrophysics Data System (ADS)

Sundar, V. S.; Ammanagi, S.; Manohar, C. S.

2015-09-01

The problem of determination of system reliability of randomly vibrating structures arises in many application areas of engineering. We discuss in this paper approaches based on Monte Carlo simulations and laboratory testing to tackle problems of time variant system reliability estimation. The strategy we adopt is based on the application of Girsanov's transformation to the governing stochastic differential equations which enables estimation of probability of failure with significantly reduced number of samples than what is needed in a direct simulation study. Notably, we show that the ideas from Girsanov's transformation based Monte Carlo simulations can be extended to conduct laboratory testing to assess system reliability of engineering structures with reduced number of samples and hence with reduced testing times. Illustrative examples include computational studies on a 10-degree of freedom nonlinear system model and laboratory/computational investigations on road load response of an automotive system tested on a four-post test rig.

VizieR Online Data Catalog: Excess CaII H&K emission in active binaries (Montes+, 1996)

NASA Astrophysics Data System (ADS)

Montes, D.; Fernandez-Figueroa, M. J.; Cornide, M.; de Castro, E.

1996-05-01

In this work we analyze the behaviour of the excess CaII H & K and H_epsilon emissions in a sample of 73 chromospherically active binary systems (RS CVn and BY Dra classes), of different activity levels and luminosity classes. This sample includes the 53 stars analyzed by Fernandez-Figueroa et al. (1994) and the observations of 28 systems described by Montes et al. (1995). By using the spectral subtraction technique (subtraction of a synthesized stellar spectrum constructed from reference stars of spectral type and luminosity class similar to those of the binary star components) we obtain the active-chromosphere contribution to the CaII H & K lines in these 73 systems. We have determined the excess CaII H & K emission equivalent widths and converted them into surface fluxes. The emissions arising from each component were obtained when it was possible to deblend both contributions. (4 data files).

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

Propagating Mixed Uncertainties in Cyber Attacker Payoffs: Exploration of Two-Phase Monte Carlo Sampling and Probability Bounds Analysis

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

Chatterjee, Samrat; Tipireddy, Ramakrishna; Oster, Matthew R.

Securing cyber-systems on a continual basis against a multitude of adverse events is a challenging undertaking. Game-theoretic approaches, that model actions of strategic decision-makers, are increasingly being applied to address cybersecurity resource allocation challenges. Such game-based models account for multiple player actions and represent cyber attacker payoffs mostly as point utility estimates. Since a cyber-attacker’s payoff generation mechanism is largely unknown, appropriate representation and propagation of uncertainty is a critical task. In this paper we expand on prior work and focus on operationalizing the probabilistic uncertainty quantification framework, for a notional cyber system, through: 1) representation of uncertain attacker andmore » system-related modeling variables as probability distributions and mathematical intervals, and 2) exploration of uncertainty propagation techniques including two-phase Monte Carlo sampling and probability bounds analysis.« less

Self-optimizing Monte Carlo method for nuclear well logging simulation

NASA Astrophysics Data System (ADS)

Liu, Lianyan

1997-09-01

In order to increase the efficiency of Monte Carlo simulation for nuclear well logging problems, a new method has been developed for variance reduction. With this method, an importance map is generated in the regular Monte Carlo calculation as a by-product, and the importance map is later used to conduct the splitting and Russian roulette for particle population control. By adopting a spatial mesh system, which is independent of physical geometrical configuration, the method allows superior user-friendliness. This new method is incorporated into the general purpose Monte Carlo code MCNP4A through a patch file. Two nuclear well logging problems, a neutron porosity tool and a gamma-ray lithology density tool are used to test the performance of this new method. The calculations are sped up over analog simulation by 120 and 2600 times, for the neutron porosity tool and for the gamma-ray lithology density log, respectively. The new method enjoys better performance by a factor of 4~6 times than that of MCNP's cell-based weight window, as per the converged figure-of-merits. An indirect comparison indicates that the new method also outperforms the AVATAR process for gamma-ray density tool problems. Even though it takes quite some time to generate a reasonable importance map from an analog run, a good initial map can create significant CPU time savings. This makes the method especially suitable for nuclear well logging problems, since one or several reference importance maps are usually available for a given tool. Study shows that the spatial mesh sizes should be chosen according to the mean-free-path. The overhead of the importance map generator is 6% and 14% for neutron and gamma-ray cases. The learning ability towards a correct importance map is also demonstrated. Although false-learning may happen, physical judgement can help diagnose with contributon maps. Calibration and analysis are performed for the neutron tool and the gamma-ray tool. Due to the fact that a very good initial importance map is always available after the first point has been calculated, high computing efficiency is maintained. The availability of contributon maps provides an easy way of understanding the logging measurement and analyzing for the depth of investigation.

TU-H-207A-02: Relative Importance of the Various Factors Influencing the Accuracy of Monte Carlo Simulated CT Dose Index

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

Marous, L; Muryn, J; Liptak, C

2016-06-15

Purpose: Monte Carlo simulation is a frequently used technique for assessing patient dose in CT. The accuracy of a Monte Carlo program is often validated using the standard CT dose index (CTDI) phantoms by comparing simulated and measured CTDI{sub 100}. To achieve good agreement, many input parameters in the simulation (e.g., energy spectrum and effective beam width) need to be determined. However, not all the parameters have equal importance. Our aim was to assess the relative importance of the various factors that influence the accuracy of simulated CTDI{sub 100}. Methods: A Monte Carlo program previously validated for a clinical CTmore » system was used to simulate CTDI{sub 100}. For the standard CTDI phantoms (32 and 16 cm in diameter), CTDI{sub 100} values from central and four peripheral locations at 70 and 120 kVp were first simulated using a set of reference input parameter values (treated as the truth). To emulate the situation in which the input parameter values used by the researcher may deviate from the truth, additional simulations were performed in which intentional errors were introduced into the input parameters, the effects of which on simulated CTDI{sub 100} were analyzed. Results: At 38.4-mm collimation, errors in effective beam width up to 5.0 mm showed negligible effects on simulated CTDI{sub 100} (<1.0%). Likewise, errors in acrylic density of up to 0.01 g/cm{sup 3} resulted in small CTDI{sub 100} errors (<2.5%). In contrast, errors in spectral HVL produced more significant effects: slight deviations (±0.2 mm Al) produced errors up to 4.4%, whereas more extreme deviations (±1.4 mm Al) produced errors as high as 25.9%. Lastly, ignoring the CT table introduced errors up to 13.9%. Conclusion: Monte Carlo simulated CTDI{sub 100} is insensitive to errors in effective beam width and acrylic density. However, they are sensitive to errors in spectral HVL. To obtain accurate results, the CT table should not be ignored. This work was supported by a Faculty Research and Development Award from Cleveland State University.« less

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

Wollaber, Allan Benton

This is a powerpoint presentation which serves as lecture material for the Parallel Computing summer school. It goes over the fundamentals of the Monte Carlo calculation method. The material is presented according to the following outline: Introduction (background, a simple example: estimating π), Why does this even work? (The Law of Large Numbers, The Central Limit Theorem), How to sample (inverse transform sampling, rejection), and An example from particle transport.

The Effect of Unequal Samples, Heterogeneity of Covariance Matrices, and Number of Variables on Discriminant Analysis Classification Tables and Related Statistics.

ERIC Educational Resources Information Center

Spearing, Debra; Woehlke, Paula

To assess the effect on discriminant analysis in terms of correct classification into two groups, the following parameters were systematically altered using Monte Carlo techniques: sample sizes; proportions of one group to the other; number of independent variables; and covariance matrices. The pairing of the off diagonals (or covariances) with…

A Comparison of Single Sample and Bootstrap Methods to Assess Mediation in Cluster Randomized Trials

ERIC Educational Resources Information Center

Pituch, Keenan A.; Stapleton, Laura M.; Kang, Joo Youn

2006-01-01

A Monte Carlo study examined the statistical performance of single sample and bootstrap methods that can be used to test and form confidence interval estimates of indirect effects in two cluster randomized experimental designs. The designs were similar in that they featured random assignment of clusters to one of two treatment conditions and…

Analyzing indirect secondary electron contrast of unstained bacteriophage T4 based on SEM images and Monte Carlo simulations

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

Ogura, Toshihiko, E-mail: t-ogura@aist.go.jp

2009-03-06

The indirect secondary electron contrast (ISEC) condition of the scanning electron microscopy (SEM) produces high contrast detection with minimal damage of unstained biological samples mounted under a thin carbon film. The high contrast image is created by a secondary electron signal produced under the carbon film by a low acceleration voltage. Here, we show that ISEC condition is clearly able to detect unstained bacteriophage T4 under a thin carbon film (10-15 nm) by using high-resolution field emission (FE) SEM. The results show that FE-SEM provides higher resolution than thermionic emission SEM. Furthermore, we investigated the scattered electron area within themore » carbon film under ISEC conditions using Monte Carlo simulation. The simulations indicated that the image resolution difference is related to the scattering width in the carbon film and the electron beam spot size. Using ISEC conditions on unstained virus samples would produce low electronic damage, because the electron beam does not directly irradiate the sample. In addition to the routine analysis, this method can be utilized for structural analysis of various biological samples like viruses, bacteria, and protein complexes.« less

Monte carlo simulations of Yttrium reaction rates in Quinta uranium target

NASA Astrophysics Data System (ADS)

Suchopár, M.; Wagner, V.; Svoboda, O.; Vrzalová, J.; Chudoba, P.; Tichý, P.; Kugler, A.; Adam, J.; Závorka, L.; Baldin, A.; Furman, W.; Kadykov, M.; Khushvaktov, J.; Solnyshkin, A.; Tsoupko-Sitnikov, V.; Tyutyunnikov, S.; Bielewicz, M.; Kilim, S.; Strugalska-Gola, E.; Szuta, M.

2017-03-01

The international collaboration Energy and Transmutation of Radioactive Waste (E&T RAW) performed intensive studies of several simple accelerator-driven system (ADS) setups consisting of lead, uranium and graphite which were irradiated by relativistic proton and deuteron beams in the past years at the Joint Institute for Nuclear Research (JINR) in Dubna, Russia. The most recent setup called Quinta, consisting of natural uranium target-blanket and lead shielding, was irradiated by deuteron beams in the energy range between 1 and 8 GeV in three accelerator runs at JINR Nuclotron in 2011 and 2012 with yttrium samples among others inserted inside the setup to measure the neutron flux in various places. Suitable activation detectors serve as one of possible tools for monitoring of proton and deuteron beams and for measurements of neutron field distribution in ADS studies. Yttrium is one of such suitable materials for monitoring of high energy neutrons. Various threshold reactions can be observed in yttrium samples. The yields of isotopes produced in the samples were determined using the activation method. Monte Carlo simulations of the reaction rates leading to production of different isotopes were performed in the MCNPX transport code and compared with the experimental results obtained from the yttrium samples.

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 .

Unified framework to evaluate panmixia and migration direction among multiple sampling locations.

PubMed

Beerli, Peter; Palczewski, Michal

2010-05-01

For many biological investigations, groups of individuals are genetically sampled from several geographic locations. These sampling locations often do not reflect the genetic population structure. We describe a framework using marginal likelihoods to compare and order structured population models, such as testing whether the sampling locations belong to the same randomly mating population or comparing unidirectional and multidirectional gene flow models. In the context of inferences employing Markov chain Monte Carlo methods, the accuracy of the marginal likelihoods depends heavily on the approximation method used to calculate the marginal likelihood. Two methods, modified thermodynamic integration and a stabilized harmonic mean estimator, are compared. With finite Markov chain Monte Carlo run lengths, the harmonic mean estimator may not be consistent. Thermodynamic integration, in contrast, delivers considerably better estimates of the marginal likelihood. The choice of prior distributions does not influence the order and choice of the better models when the marginal likelihood is estimated using thermodynamic integration, whereas with the harmonic mean estimator the influence of the prior is pronounced and the order of the models changes. The approximation of marginal likelihood using thermodynamic integration in MIGRATE allows the evaluation of complex population genetic models, not only of whether sampling locations belong to a single panmictic population, but also of competing complex structured population models.

Validation of the Monte Carlo simulator GATE for indium-111 imaging.

PubMed

Assié, K; Gardin, I; Véra, P; Buvat, I

2005-07-07

Monte Carlo simulations are useful for optimizing and assessing single photon emission computed tomography (SPECT) protocols, especially when aiming at measuring quantitative parameters from SPECT images. Before Monte Carlo simulated data can be trusted, the simulation model must be validated. The purpose of this work was to validate the use of GATE, a new Monte Carlo simulation platform based on GEANT4, for modelling indium-111 SPECT data, the quantification of which is of foremost importance for dosimetric studies. To that end, acquisitions of (111)In line sources in air and in water and of a cylindrical phantom were performed, together with the corresponding simulations. The simulation model included Monte Carlo modelling of the camera collimator and of a back-compartment accounting for photomultiplier tubes and associated electronics. Energy spectra, spatial resolution, sensitivity values, images and count profiles obtained for experimental and simulated data were compared. An excellent agreement was found between experimental and simulated energy spectra. For source-to-collimator distances varying from 0 to 20 cm, simulated and experimental spatial resolution differed by less than 2% in air, while the simulated sensitivity values were within 4% of the experimental values. The simulation of the cylindrical phantom closely reproduced the experimental data. These results suggest that GATE enables accurate simulation of (111)In SPECT acquisitions.

Harnessing graphical structure in Markov chain Monte Carlo learning

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

Stolorz, P.E.; Chew P.C.

1996-12-31

The Monte Carlo method is recognized as a useful tool in learning and probabilistic inference methods common to many datamining problems. Generalized Hidden Markov Models and Bayes nets are especially popular applications. However, the presence of multiple modes in many relevant integrands and summands often renders the method slow and cumbersome. Recent mean field alternatives designed to speed things up have been inspired by experience gleaned from physics. The current work adopts an approach very similar to this in spirit, but focusses instead upon dynamic programming notions as a basis for producing systematic Monte Carlo improvements. The idea is tomore » approximate a given model by a dynamic programming-style decomposition, which then forms a scaffold upon which to build successively more accurate Monte Carlo approximations. Dynamic programming ideas alone fail to account for non-local structure, while standard Monte Carlo methods essentially ignore all structure. However, suitably-crafted hybrids can successfully exploit the strengths of each method, resulting in algorithms that combine speed with accuracy. The approach relies on the presence of significant {open_quotes}local{close_quotes} information in the problem at hand. This turns out to be a plausible assumption for many important applications. Example calculations are presented, and the overall strengths and weaknesses of the approach are discussed.« less

Ab initio potential-energy surfaces for complex, multichannel systems using modified novelty sampling and feedforward neural networks

NASA Astrophysics Data System (ADS)

Raff, L. M.; Malshe, M.; Hagan, M.; Doughan, D. I.; Rockley, M. G.; Komanduri, R.

2005-02-01

A neural network/trajectory approach is presented for the development of accurate potential-energy hypersurfaces that can be utilized to conduct ab initio molecular dynamics (AIMD) and Monte Carlo studies of gas-phase chemical reactions, nanometric cutting, and nanotribology, and of a variety of mechanical properties of importance in potential microelectromechanical systems applications. The method is sufficiently robust that it can be applied to a wide range of polyatomic systems. The overall method integrates ab initio electronic structure calculations with importance sampling techniques that permit the critical regions of configuration space to be determined. The computed ab initio energies and gradients are then accurately interpolated using neural networks (NN) rather than arbitrary parametrized analytical functional forms, moving interpolation or least-squares methods. The sampling method involves a tight integration of molecular dynamics calculations with neural networks that employ early stopping and regularization procedures to improve network performance and test for convergence. The procedure can be initiated using an empirical potential surface or direct dynamics. The accuracy and interpolation power of the method has been tested for two cases, the global potential surface for vinyl bromide undergoing unimolecular decomposition via four different reaction channels and nanometric cutting of silicon. The results show that the sampling methods permit the important regions of configuration space to be easily and rapidly identified, that convergence of the NN fit to the ab initio electronic structure database can be easily monitored, and that the interpolation accuracy of the NN fits is excellent, even for systems involving five atoms or more. The method permits a substantial computational speed and accuracy advantage over existing methods, is robust, and relatively easy to implement.

Estimating the effectiveness of further sampling in species inventories

USGS Publications Warehouse

Keating, K.A.; Quinn, J.F.; Ivie, M.A.; Ivie, L.L.

1998-01-01

Estimators of the number of additional species expected in the next ??n samples offer a potentially important tool for improving cost-effectiveness of species inventories but are largely untested. We used Monte Carlo methods to compare 11 such estimators, across a range of community structures and sampling regimes, and validated our results, where possible, using empirical data from vascular plant and beetle inventories from Glacier National Park, Montana, USA. We found that B. Efron and R. Thisted's 1976 negative binomial estimator was most robust to differences in community structure and that it was among the most accurate estimators when sampling was from model communities with structures resembling the large, heterogeneous communities that are the likely targets of major inventory efforts. Other estimators may be preferred under specific conditions, however. For example, when sampling was from model communities with highly even species-abundance distributions, estimates based on the Michaelis-Menten model were most accurate; when sampling was from moderately even model communities with S=10 species or communities with highly uneven species-abundance distributions, estimates based on Gleason's (1922) species-area model were most accurate. We suggest that use of such methods in species inventories can help improve cost-effectiveness by providing an objective basis for redirecting sampling to more-productive sites, methods, or time periods as the expectation of detecting additional species becomes unacceptably low.

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

Intercoalescence time distribution of incomplete gene genealogies in temporally varying populations, and applications in population genetic inference.

PubMed

Chen, Hua

2013-03-01

Tracing back to a specific time T in the past, the genealogy of a sample of haplotypes may not have reached their common ancestor and may leave m lineages extant. For such an incomplete genealogy truncated at a specific time T in the past, the distribution and expectation of the intercoalescence times conditional on T are derived in an exact form in this paper for populations of deterministically time-varying sizes, specifically, for populations growing exponentially. The derived intercoalescence time distribution can be integrated to the coalescent-based joint allele frequency spectrum (JAFS) theory, and is useful for population genetic inference from large-scale genomic data, without relying on computationally intensive approaches, such as importance sampling and Markov Chain Monte Carlo (MCMC) methods. The inference of several important parameters relying on this derived conditional distribution is demonstrated: quantifying population growth rate and onset time, and estimating the number of ancestral lineages at a specific ancient time. Simulation studies confirm validity of the derivation and statistical efficiency of the methods using the derived intercoalescence time distribution. Two examples of real data are given to show the inference of the population growth rate of a European sample from the NIEHS Environmental Genome Project, and the number of ancient lineages of 31 mitochondrial genomes from Tibetan populations. © 2013 Blackwell Publishing Ltd/University College London.

Influences of Availability on Parameter Estimates from Site Occupancy Models with Application to Submersed Aquatic Vegetation

USGS Publications Warehouse

Gray, Brian R.; Holland, Mark D.; Yi, Feng; Starcevich, Leigh Ann Harrod

2013-01-01

Site occupancy models are commonly used by ecologists to estimate the probabilities of species site occupancy and of species detection. This study addresses the influence on site occupancy and detection estimates of variation in species availability among surveys within sites. Such variation in availability may result from temporary emigration, nonavailability of the species for detection, and sampling sites spatially when species presence is not uniform within sites. We demonstrate, using Monte Carlo simulations and aquatic vegetation data, that variation in availability and heterogeneity in the probability of availability may yield biases in the expected values of the site occupancy and detection estimates that have traditionally been associated with low-detection probabilities and heterogeneity in those probabilities. These findings confirm that the effects of availability may be important for ecologists and managers, and that where such effects are expected, modification of sampling designs and/or analytical methods should be considered. Failure to limit the effects of availability may preclude reliable estimation of the probability of site occupancy.

Unbiased Rare Event Sampling in Spatial Stochastic Systems Biology Models Using a Weighted Ensemble of Trajectories

PubMed Central

Donovan, Rory M.; Tapia, Jose-Juan; Sullivan, Devin P.; Faeder, James R.; Murphy, Robert F.; Dittrich, Markus; Zuckerman, Daniel M.

2016-01-01

The long-term goal of connecting scales in biological simulation can be facilitated by scale-agnostic methods. We demonstrate that the weighted ensemble (WE) strategy, initially developed for molecular simulations, applies effectively to spatially resolved cell-scale simulations. The WE approach runs an ensemble of parallel trajectories with assigned weights and uses a statistical resampling strategy of replicating and pruning trajectories to focus computational effort on difficult-to-sample regions. The method can also generate unbiased estimates of non-equilibrium and equilibrium observables, sometimes with significantly less aggregate computing time than would be possible using standard parallelization. Here, we use WE to orchestrate particle-based kinetic Monte Carlo simulations, which include spatial geometry (e.g., of organelles, plasma membrane) and biochemical interactions among mobile molecular species. We study a series of models exhibiting spatial, temporal and biochemical complexity and show that although WE has important limitations, it can achieve performance significantly exceeding standard parallel simulation—by orders of magnitude for some observables. PMID:26845334

Performance of student software development teams: the influence of personality and identifying as team members

NASA Astrophysics Data System (ADS)

Monaghan, Conal; Bizumic, Boris; Reynolds, Katherine; Smithson, Michael; Johns-Boast, Lynette; van Rooy, Dirk

2015-01-01

One prominent approach in the exploration of the variations in project team performance has been to study two components of the aggregate personalities of the team members: conscientiousness and agreeableness. A second line of research, known as self-categorisation theory, argues that identifying as team members and the team's performance norms should substantially influence the team's performance. This paper explores the influence of both these perspectives in university software engineering project teams. Eighty students worked to complete a piece of software in small project teams during 2007 or 2008. To reduce limitations in statistical analysis, Monte Carlo simulation techniques were employed to extrapolate from the results of the original sample to a larger simulated sample (2043 cases, within 319 teams). The results emphasise the importance of taking into account personality (particularly conscientiousness), and both team identification and the team's norm of performance, in order to cultivate higher levels of performance in student software engineering project teams.

TemperSAT: A new efficient fair-sampling random k-SAT solver

NASA Astrophysics Data System (ADS)

Fang, Chao; Zhu, Zheng; Katzgraber, Helmut G.

The set membership problem is of great importance to many applications and, in particular, database searches for target groups. Recently, an approach to speed up set membership searches based on the NP-hard constraint-satisfaction problem (random k-SAT) has been developed. However, the bottleneck of the approach lies in finding the solution to a large SAT formula efficiently and, in particular, a large number of independent solutions is needed to reduce the probability of false positives. Unfortunately, traditional random k-SAT solvers such as WalkSAT are biased when seeking solutions to the Boolean formulas. By porting parallel tempering Monte Carlo to the sampling of binary optimization problems, we introduce a new algorithm (TemperSAT) whose performance is comparable to current state-of-the-art SAT solvers for large k with the added benefit that theoretically it can find many independent solutions quickly. We illustrate our results by comparing to the currently fastest implementation of WalkSAT, WalkSATlm.

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

PubMed Central

Shahbazi-Gahrouei, Daryoush; Ayat, Saba

2012-01-01

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

A Monte Carlo Library Least Square approach in the Neutron Inelastic-scattering and Thermal-capture Analysis (NISTA) process in bulk coal samples

NASA Astrophysics Data System (ADS)

Reyhancan, Iskender Atilla; Ebrahimi, Alborz; Çolak, Üner; Erduran, M. Nizamettin; Angin, Nergis

2017-01-01

A new Monte-Carlo Library Least Square (MCLLS) approach for treating non-linear radiation analysis problem in Neutron Inelastic-scattering and Thermal-capture Analysis (NISTA) was developed. 14 MeV neutrons were produced by a neutron generator via the 3H (2H , n) 4He reaction. The prompt gamma ray spectra from bulk samples of seven different materials were measured by a Bismuth Germanate (BGO) gamma detection system. Polyethylene was used as neutron moderator along with iron and lead as neutron and gamma ray shielding, respectively. The gamma detection system was equipped with a list mode data acquisition system which streams spectroscopy data directly to the computer, event-by-event. A GEANT4 simulation toolkit was used for generating the single-element libraries of all the elements of interest. These libraries were then used in a Linear Library Least Square (LLLS) approach with an unknown experimental sample spectrum to fit it with the calculated elemental libraries. GEANT4 simulation results were also used for the selection of the neutron shielding material.

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.

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

On the population of remnant Fanaroff-Riley type II radio galaxies and implications for radio source dynamics

NASA Astrophysics Data System (ADS)

Godfrey, L. E. H.; Morganti, R.; Brienza, M.

2017-10-01

The purpose of this work is two-fold: (1) to quantify the occurrence of ultrasteep spectrum remnant Fanaroff-Riley type II (FRII) radio galaxies in a 74 MHz flux-limited sample, and (2) perform Monte Carlo simulations of the population of active and remnant FRII radio galaxies to confront models of remnant lobe evolution, and to provide guidance for further investigation of remnant radio galaxies. We find that fewer than 2 per cent of FRII radio galaxies with S74 MHz > 1.5 Jy are candidate ultrasteep spectrum remnants, where we define ultrasteep spectrum as α _74 MHz^1400 MHz > 1.2. Our Monte Carlo simulations demonstrate that models involving Sedov-like expansion in the remnant phase, resulting in rapid adiabatic energy losses, are consistent with this upper limit, and predict the existence of nearly twice as many remnants with normal (not ultrasteep) spectra in the observed frequency range as there are ultrasteep spectrum remnants. This model also predicts an ultrasteep remnant fraction approaching 10 per cent at redshifts z < 0.5. Importantly, this model implies the lobes remain overpressured with respect to the ambient medium well after their active lifetime, in contrast with existing observational evidence that many FRII radio galaxy lobes reach pressure equilibrium with the external medium whilst still in the active phase. The predicted age distribution of remnants is a steeply decreasing function of age. In other words, young remnants are expected to be much more common than old remnants in flux-limited samples. For this reason, incorporating higher frequency data ≳5 GHz will be of great benefit to future studies of the remnant population.

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.

Error and Uncertainty Analysis for Ecological Modeling and Simulation

DTIC Science & Technology

2001-12-01

management (LRAM) accounting for environmental, training, and economic factors. In the ELVS methodology, soil erosion status is used as a quantitative...Monte-Carlo approach. The optimization is realized through economic functions or on decision constraints, such as, unit sample cost, number of samples... nitrate flux to the Gulf of Mexico. Nature (Brief Communication) 414: 166-167. (Uncertainty analysis done with SERDP software) Gertner, G., G

The Effect of Multicollinearity and the Violation of the Assumption of Normality on the Testing of Hypotheses in Regression Analysis.

ERIC Educational Resources Information Center

Vasu, Ellen S.; Elmore, Patricia B.

The effects of the violation of the assumption of normality coupled with the condition of multicollinearity upon the outcome of testing the hypothesis Beta equals zero in the two-predictor regression equation is investigated. A monte carlo approach was utilized in which three differenct distributions were sampled for two sample sizes over…

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

NASA Astrophysics Data System (ADS)

Graham, Eleanor; Cuore Collaboration

2017-09-01

The CUORE experiment is a large-scale bolometric detector seeking to observe the never-before-seen process of neutrinoless double beta decay. Predictions for CUORE's sensitivity to neutrinoless double beta decay allow for an understanding of the half-life ranges that the detector can probe, and also to evaluate the relative importance of different detector parameters. Currently, CUORE uses a Bayesian analysis based in BAT, which uses Metropolis-Hastings Markov Chain Monte Carlo, for its sensitivity studies. My work evaluates the viability and potential improvements of switching the Bayesian analysis to Hamiltonian Monte Carlo, realized through the program Stan and its Morpho interface. I demonstrate that the BAT study can be successfully recreated in Stan, and perform a detailed comparison between the results and computation times of the two methods.

Luminosity correlations in quasars

NASA Technical Reports Server (NTRS)

Chanan, G. A.

1983-01-01

Simulations are conducted with and without flux thresholds in an investigation of quasar luminosity correlations by means of a Monte Carlo analysis, for various model distributions of quasars in X-rays and optical luminosity. For the case where the X-ray photons are primary, an anticorrelation between X-ray-to-optical luminosity ratio and optical luminosity arises as a natural consequence which resembles observations. The low optical luminosities of X-ray selected quasars can be understood as a consequence of the same effect, and similar conclusions may hold if the X-ray and optical luminosities are determined independently by a third parameter, although they do not hold if the optical photons are primary. The importance of such considerations is demonstrated through a reanalysis of the published X-ray-to-optical flux ratios for the 3CR sample.

Maximizing fluorescence collection efficiency in multiphoton microscopy

PubMed Central

Zinter, Joseph P.; Levene, Michael J.

2011-01-01

Understanding fluorescence propagation through a multiphoton microscope is of critical importance in designing high performance systems capable of deep tissue imaging. Optical models of a scattering tissue sample and the Olympus 20X 0.95NA microscope objective were used to simulate fluorescence propagation as a function of imaging depth for physiologically relevant scattering parameters. The spatio-angular distribution of fluorescence at the objective back aperture derived from these simulations was used to design a simple, maximally efficient post-objective fluorescence collection system. Monte Carlo simulations corroborated by data from experimental tissue phantoms demonstrate collection efficiency improvements of 50% – 90% over conventional, non-optimized fluorescence collection geometries at large imaging depths. Imaging performance was verified by imaging layer V neurons in mouse cortex to a depth of 850 μm. PMID:21934897

The Rayleigh-Taylor instability in a self-gravitating two-layer viscous sphere

NASA Astrophysics Data System (ADS)

Mondal, Puskar; Korenaga, Jun

2018-03-01

The dispersion relation of the Rayleigh-Taylor instability in the spherical geometry is of profound importance in the context of the Earth's core formation. Here we present a complete derivation of this dispersion relation for a self-gravitating two-layer viscous sphere. Such relation is, however, obtained through the solution of a complex transcendental equation, and it is difficult to gain physical insights directly from the transcendental equation itself. We thus also derive an empirical formula to compute the growth rate, by combining the Monte Carlo sampling of the relevant model parameter space with linear regression. Our analysis indicates that the growth rate of Rayleigh-Taylor instability is most sensitive to the viscosity of inner layer in a physical setting that is most relevant to the core formation.

Natural occurrence of entomophthoroid fungi of aphid pests on Medicago sativa L. in Argentina.

PubMed

Manfrino, Romina G; Zumoffen, Leticia; Salto, César E; Lastra, Claudia C López

2014-01-01

Four species of entomophthoroid fungi, Pandora neoaphidis (Entomophthorales: Entomophthoraceae), Zoophthora radicans (Entomophthorales: Entomophthoraceae), Entomophthora planchoniana (Entomophthorales: Entomophthoraceae) and Neozygites fresenii (Neozygitales: Neozygitaceae) were found to infect Aphis craccivora, Therioaphis trifolii, and Acyrthosiphon pisum and unidentified species of Acyrthosiphon on lucerne in Argentina. Samples were collected from five sites (Ceres, Rafaela, Sarmiento, Monte Vera and Bernardo de Irigoyen) in the province of Santa Fe. In this study, Zoophthora radicans was the most important pathogen and was recorded mainly on Acyrthosiphon sp. Zoophthora radicans was successfully isolated and maintained in pure cultures. This study is the first report of entomophthoroid fungi infecting lucerne (Medicago sativa L.) aphids in Argentina. Copyright © 2014 Asociación Colombiana de Psiquiatría. Publicado por Elsevier España. All rights reserved.

Methane and carbon dioxide production in soils flooded by the Belo Monte hydropower reservoir in the Amazon Basin, Brazil

NASA Astrophysics Data System (ADS)

Sawakuchi, H. O.; Bertassoli, D. J., Jr.; Silveira, A. M.; Bozi, B. S.; de Jesus, J. S.; Sawakuchi, A. O.; Ward, N. D.; Bastviken, D.; Krusche, A. V.; Richey, J. E.

2016-12-01

The Xingu River, one of the major tributary of the Amazon River, was recently impounded by the Belo Monte dam, a massive and controversial hydropower plant that will become the third biggest power station in generating capacity of the world. Given the limited data associated with greenhouse gas emissions from reservoirs in the Amazon basin, the impacts of hydroelectric expansion in this region to the global carbon budget remains unclear. Here, we used a bottom-up assessment to quantify a fraction of the possible emissions associated with the Belo Monte reservoir. Eighteen soil samples were collected before the impoundment from seven different locations and depths in areas that were going to be permanently flooded by the reservoir (forests and pasturelands). Soil samples were split in triplicates and incubated in anoxic conditions during two phases totaling 160 days of anoxic incubation in order to quantify the potential methane and carbon dioxide production through time. Our results showed that pasturelands soil presented higher potential production of both gases in relation to the soils from forested areas, reaching up to 0.072 mg CH4 g-¹d-1 and 0.078 mg CO2 g-¹d-1 during the first period of 65 days in the first phase of incubations. Significant differences in production were also noted through soil depth and time. In several areas, the first 15 cm of soil generated 99% of the methane volume that was being produced in the 60 cm sampled profile. The first 65 days of the second phase of incubations showed production that was 35% (CH4) and 44% (CO2) lower than the same period in the first stage. Extrapolations towards the total flooded area demonstrates that 27.3-43.3 ton CH4 d-1 may be generated from flooded soils in the Belo Monte reservoir during only the first several months of flooding, maintaining significant production rates during upcoming months as long as favorable conditions are maintained.

Estimation of Gutenberg-Richter b-value using instrumental earthquake catalog from the southern Korean Peninsula

NASA Astrophysics Data System (ADS)

Lee, H.; Sheen, D.; Kim, S.

2013-12-01

The b-value in Gutenberg-Richter relation is an important parameter widely used not only in the interpretation of regional tectonic structure but in the seismic hazard analysis. In this study, we tested four methods for estimating the stable b-value in a small number of events using Monte-Carlo method. One is the Least-Squares method (LSM) which minimizes the observation error. Others are based on the Maximum Likelihood method (MLM) which maximizes the likelihood function: Utsu's (1965) method for continuous magnitudes and an infinite maximum magnitude, Page's (1968) for continuous magnitudes and a finite maximum magnitude, and Weichert's (1980) for interval magnitude and a finite maximum magnitude. A synthetic parent population of the earthquake catalog of million events from magnitude 2.0 to 7.0 with interval of 0.1 was generated for the Monte-Carlo simulation. The sample, the number of which was increased from 25 to 1000, was extracted from the parent population randomly. The resampling procedure was applied 1000 times with different random seed numbers. The mean and the standard deviation of the b-value were estimated for each sample group that has the same number of samples. As expected, the more samples were used, the more stable b-value was obtained. However, in a small number of events, the LSM gave generally low b-value with a large standard deviation while other MLMs gave more accurate and stable values. It was found that Utsu (1965) gives the most accurate and stable b-value even in a small number of events. It was also found that the selection of the minimum magnitude could be critical for estimating the correct b-value for Utsu's (1965) method and Page's (1968) if magnitudes were binned into an interval. Therefore, we applied Utsu (1965) to estimate the b-value using two instrumental earthquake catalogs, which have events occurred around the southern part of the Korean Peninsula from 1978 to 2011. By a careful choice of the minimum magnitude, the b-values of the earthquake catalogs of the Korea Meteorological Administration and Kim (2012) are estimated to be 0.72 and 0.74, respectively.

SU-E-T-58: A Novel Monte Carlo Photon Transport Simulation Scheme and Its Application in Cone Beam CT Projection Simulation

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

Xu, Y; Southern Medical University, Guangzhou; Tian, Z

Purpose: Monte Carlo (MC) simulation is an important tool to solve radiotherapy and medical imaging problems. Low computational efficiency hinders its wide applications. Conventionally, MC is performed in a particle-by -particle fashion. The lack of control on particle trajectory is a main cause of low efficiency in some applications. Take cone beam CT (CBCT) projection simulation as an example, significant amount of computations were wasted on transporting photons that do not reach the detector. To solve this problem, we propose an innovative MC simulation scheme with a path-by-path sampling method. Methods: Consider a photon path starting at the x-ray source.more » After going through a set of interactions, it ends at the detector. In the proposed scheme, we sampled an entire photon path each time. Metropolis-Hasting algorithm was employed to accept/reject a sampled path based on a calculated acceptance probability, in order to maintain correct relative probabilities among different paths, which are governed by photon transport physics. We developed a package gMMC on GPU with this new scheme implemented. The performance of gMMC was tested in a sample problem of CBCT projection simulation for a homogeneous object. The results were compared to those obtained using gMCDRR, a GPU-based MC tool with the conventional particle-by-particle simulation scheme. Results: Calculated scattered photon signals in gMMC agreed with those from gMCDRR with a relative difference of 3%. It took 3.1 hr. for gMCDRR to simulate 7.8e11 photons and 246.5 sec for gMMC to simulate 1.4e10 paths. Under this setting, both results attained the same ∼2% statistical uncertainty. Hence, a speed-up factor of ∼45.3 was achieved by this new path-by-path simulation scheme, where all the computations were spent on those photons contributing to the detector signal. Conclusion: We innovatively proposed a novel path-by-path simulation scheme that enabled a significant efficiency enhancement for MC particle transport simulations.« less

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.

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

PubMed

Wei, Wei; Larrey-Lassalle, Pyrène; Faure, Thierry; Dumoulin, Nicolas; Roux, Philippe; Mathias, Jean-Denis

2016-03-01

Comparative decision making process is widely used to identify which option (system, product, service, etc.) has smaller environmental footprints and for providing recommendations that help stakeholders take future decisions. However, the uncertainty problem complicates the comparison and the decision making. Probability-based decision support in LCA is a way to help stakeholders in their decision-making process. It calculates the decision confidence probability which expresses the probability of a option to have a smaller environmental impact than the one of another option. Here we apply the reliability theory to approximate the decision confidence probability. We compare the traditional Monte Carlo method with a reliability method called FORM method. The Monte Carlo method needs high computational time to calculate the decision confidence probability. The FORM method enables us to approximate the decision confidence probability with fewer simulations than the Monte Carlo method by approximating the response surface. Moreover, the FORM method calculates the associated importance factors that correspond to a sensitivity analysis in relation to the probability. The importance factors allow stakeholders to determine which factors influence their decision. Our results clearly show that the reliability method provides additional useful information to stakeholders as well as it reduces the computational time.

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

AN ASSESSMENT OF MCNP WEIGHT WINDOWS

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

J. S. HENDRICKS; C. N. CULBERTSON

2000-01-01

The weight window variance reduction method in the general-purpose Monte Carlo N-Particle radiation transport code MCNPTM has recently been rewritten. In particular, it is now possible to generate weight window importance functions on a superimposed mesh, eliminating the need to subdivide geometries for variance reduction purposes. Our assessment addresses the following questions: (1) Does the new MCNP4C treatment utilize weight windows as well as the former MCNP4B treatment? (2) Does the new MCNP4C weight window generator generate importance functions as well as MCNP4B? (3) How do superimposed mesh weight windows compare to cell-based weight windows? (4) What are the shortcomingsmore » of the new MCNP4C weight window generator? Our assessment was carried out with five neutron and photon shielding problems chosen for their demanding variance reduction requirements. The problems were an oil well logging problem, the Oak Ridge fusion shielding benchmark problem, a photon skyshine problem, an air-over-ground problem, and a sample problem for variance reduction.« less

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

NASA Astrophysics Data System (ADS)

Guan, Fada

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

Wet-based glaciation in Phlegra Montes, Mars.

NASA Astrophysics Data System (ADS)

Gallagher, Colman; Balme, Matt

2016-04-01

Eskers are sinuous landforms composed of sediments deposited from meltwaters in ice-contact glacial conduits. This presentation describes the first definitive identification of eskers on Mars still physically linked with their parent system (1), a Late Amazonian-age glacier (~150 Ma) in Phlegra Montes. Previously described Amazonian-age glaciers on Mars are generally considered to have been dry based, having moved by creep in the absence of subglacial water required for sliding, but our observations indicate significant sub-glacial meltwater routing. The confinement of the Phlegra Montes glacial system to a regionally extensive graben is evidence that the esker formed due to sub-glacial melting in response to an elevated, but spatially restricted, geothermal heat flux rather than climate-induced warming. Now, however, new observations reveal the presence of many assemblages of glacial abrasion forms and associated channels that could be evidence of more widespread wet-based glaciation in Phlegra Montes, including the collapse of several distinct ice domes. This landform assemblage has not been described in other glaciated, mid-latitude regions of the martian northern hemisphere. Moreover, Phlegra Montes are flanked by lowlands displaying evidence of extensive volcanism, including contact between plains lava and piedmont glacial ice. These observations provide a rationale for investigating non-climatic forcing of glacial melting and associated landscape development on Mars, and can build on insights from Earth into the importance of geothermally-induced destabilisation of glaciers as a key amplifier of climate change. (1) Gallagher, C. and Balme, M. (2015). Eskers in a complete, wet-based glacial system in the Phlegra Montes region, Mars, Earth and Planetary Science Letters, 431, 96-109.

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

DOE PAGES

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan; ...

2017-10-17

In this paper we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach ismore » used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.« less

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

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

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan

In this paper we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach ismore » used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.« less

Dynamic response analysis of structure under time-variant interval process model

NASA Astrophysics Data System (ADS)

Xia, Baizhan; Qin, Yuan; Yu, Dejie; Jiang, Chao

2016-10-01

Due to the aggressiveness of the environmental factor, the variation of the dynamic load, the degeneration of the material property and the wear of the machine surface, parameters related with the structure are distinctly time-variant. Typical model for time-variant uncertainties is the random process model which is constructed on the basis of a large number of samples. In this work, we propose a time-variant interval process model which can be effectively used to deal with time-variant uncertainties with limit information. And then two methods are presented for the dynamic response analysis of the structure under the time-variant interval process model. The first one is the direct Monte Carlo method (DMCM) whose computational burden is relative high. The second one is the Monte Carlo method based on the Chebyshev polynomial expansion (MCM-CPE) whose computational efficiency is high. In MCM-CPE, the dynamic response of the structure is approximated by the Chebyshev polynomials which can be efficiently calculated, and then the variational range of the dynamic response is estimated according to the samples yielded by the Monte Carlo method. To solve the dependency phenomenon of the interval operation, the affine arithmetic is integrated into the Chebyshev polynomial expansion. The computational effectiveness and efficiency of MCM-CPE is verified by two numerical examples, including a spring-mass-damper system and a shell structure.

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

NASA Astrophysics Data System (ADS)

Ren, Lixia; He, Li; Lu, Hongwei; Chen, Yizhong

2016-08-01

A new Monte Carlo-based interval transformation analysis (MCITA) is used in this study for multi-criteria decision analysis (MCDA) of naphthalene-contaminated groundwater management strategies. The analysis can be conducted when input data such as total cost, contaminant concentration and health risk are represented as intervals. Compared to traditional MCDA methods, MCITA-MCDA has the advantages of (1) dealing with inexactness of input data represented as intervals, (2) mitigating computational time due to the introduction of Monte Carlo sampling method, (3) identifying the most desirable management strategies under data uncertainty. A real-world case study is employed to demonstrate the performance of this method. A set of inexact management alternatives are considered in each duration on the basis of four criteria. Results indicated that the most desirable management strategy lied in action 15 for the 5-year, action 8 for the 10-year, action 12 for the 15-year, and action 2 for the 20-year management.

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.

Shutdown Dose Rate Analysis Using the Multi-Step CADIS Method

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

Ibrahim, Ahmad M.; Peplow, Douglas E.; Peterson, Joshua L.

2015-01-01

The Multi-Step Consistent Adjoint Driven Importance Sampling (MS-CADIS) hybrid Monte Carlo (MC)/deterministic radiation transport method was proposed to speed up the shutdown dose rate (SDDR) neutron MC calculation using an importance function that represents the neutron importance to the final SDDR. This work applied the MS-CADIS method to the ITER SDDR benchmark problem. The MS-CADIS method was also used to calculate the SDDR uncertainty resulting from uncertainties in the MC neutron calculation and to determine the degree of undersampling in SDDR calculations because of the limited ability of the MC method to tally detailed spatial and energy distributions. The analysismore » that used the ITER benchmark problem compared the efficiency of the MS-CADIS method to the traditional approach of using global MC variance reduction techniques for speeding up SDDR neutron MC calculation. Compared to the standard Forward-Weighted-CADIS (FW-CADIS) method, the MS-CADIS method increased the efficiency of the SDDR neutron MC calculation by 69%. The MS-CADIS method also increased the fraction of nonzero scoring mesh tally elements in the space-energy regions of high importance to the final SDDR.« less

A Monte Carlo Risk Analysis of Life Cycle Cost Prediction.

DTIC Science & Technology

1975-09-01

process which occurs with each FLU failure. With this in mind there is no alternative other than the binomial distribution. 24 GOR/SM/75D-6 With all of...Weibull distribution of failures as selected by user. For each failure of the ith FLU, the model then samples from the binomial distribution to deter- mine...which is sampled from the binomial . Neither of the two conditions for normality are met, i.e., that RTS Ie close to .5 and the number of samples close

On the Exploitation of Sensitivity Derivatives for Improving Sampling Methods

NASA Technical Reports Server (NTRS)

Cao, Yanzhao; Hussaini, M. Yousuff; Zang, Thomas A.

2003-01-01

Many application codes, such as finite-element structural analyses and computational fluid dynamics codes, are capable of producing many sensitivity derivatives at a small fraction of the cost of the underlying analysis. This paper describes a simple variance reduction method that exploits such inexpensive sensitivity derivatives to increase the accuracy of sampling methods. Three examples, including a finite-element structural analysis of an aircraft wing, are provided that illustrate an order of magnitude improvement in accuracy for both Monte Carlo and stratified sampling schemes.

Monte Carlo replica-exchange based ensemble docking of protein conformations.

PubMed

Zhang, Zhe; Ehmann, Uwe; Zacharias, Martin

2017-05-01

A replica-exchange Monte Carlo (REMC) ensemble docking approach has been developed that allows efficient exploration of protein-protein docking geometries. In addition to Monte Carlo steps in translation and orientation of binding partners, possible conformational changes upon binding are included based on Monte Carlo selection of protein conformations stored as ordered pregenerated conformational ensembles. The conformational ensembles of each binding partner protein were generated by three different approaches starting from the unbound partner protein structure with a range spanning a root mean square deviation of 1-2.5 Å with respect to the unbound structure. Because MC sampling is performed to select appropriate partner conformations on the fly the approach is not limited by the number of conformations in the ensemble compared to ensemble docking of each conformer pair in ensemble cross docking. Although only a fraction of generated conformers was in closer agreement with the bound structure the REMC ensemble docking approach achieved improved docking results compared to REMC docking with only the unbound partner structures or using docking energy minimization methods. The approach has significant potential for further improvement in combination with more realistic structural ensembles and better docking scoring functions. Proteins 2017; 85:924-937. © 2016 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

Identification of Thyroid Receptor Ant/Agonists in Water Sources Using Mass Balance Analysis and Monte Carlo Simulation

PubMed Central

Shi, Wei; Wei, Si; Hu, Xin-xin; Hu, Guan-jiu; Chen, Cu-lan; Wang, Xin-ru; Giesy, John P.; Yu, Hong-xia

2013-01-01

Some synthetic chemicals, which have been shown to disrupt thyroid hormone (TH) function, have been detected in surface waters and people have the potential to be exposed through water-drinking. Here, the presence of thyroid-active chemicals and their toxic potential in drinking water sources in Yangtze River Delta were investigated by use of instrumental analysis combined with cell-based reporter gene assay. A novel approach was developed to use Monte Carlo simulation, for evaluation of the potential risks of measured concentrations of TH agonists and antagonists and to determine the major contributors to observed thyroid receptor (TR) antagonist potency. None of the extracts exhibited TR agonist potency, while 12 of 14 water samples exhibited TR antagonistic potency. The most probable observed antagonist equivalents ranged from 1.4 to 5.6 µg di-n-butyl phthalate (DNBP)/L, which posed potential risk in water sources. Based on Monte Carlo simulation related mass balance analysis, DNBP accounted for 64.4% for the entire observed antagonist toxic unit in water sources, while diisobutyl phthalate (DIBP), di-n-octyl phthalate (DNOP) and di-2-ethylhexyl phthalate (DEHP) also contributed. The most probable observed equivalent and most probable relative potency (REP) derived from Monte Carlo simulation is useful for potency comparison and responsible chemicals screening. PMID:24204563

Comparison of space radiation calculations for deterministic and Monte Carlo transport codes

NASA Astrophysics Data System (ADS)

Lin, Zi-Wei; Adams, James; Barghouty, Abdulnasser; Randeniya, Sharmalee; Tripathi, Ram; Watts, John; Yepes, Pablo

For space radiation protection of astronauts or electronic equipments, it is necessary to develop and use accurate radiation transport codes. Radiation transport codes include deterministic codes, such as HZETRN from NASA and UPROP from the Naval Research Laboratory, and Monte Carlo codes such as FLUKA, the Geant4 toolkit and HETC-HEDS. The deterministic codes and Monte Carlo codes complement each other in that deterministic codes are very fast while Monte Carlo codes are more elaborate. Therefore it is important to investigate how well the results of deterministic codes compare with those of Monte Carlo transport codes and where they differ. In this study we evaluate these different codes in their space radiation applications by comparing their output results in the same given space radiation environments, shielding geometry and material. Typical space radiation environments such as the 1977 solar minimum galactic cosmic ray environment are used as the well-defined input, and simple geometries made of aluminum, water and/or polyethylene are used to represent the shielding material. We then compare various outputs of these codes, such as the dose-depth curves and the flux spectra of different fragments and other secondary particles. These comparisons enable us to learn more about the main differences between these space radiation transport codes. At the same time, they help us to learn the qualitative and quantitative features that these transport codes have in common.

CloudMC: a cloud computing application for Monte Carlo simulation.

PubMed

Miras, H; Jiménez, R; Miras, C; Gomà, C

2013-04-21

This work presents CloudMC, a cloud computing application-developed in Windows Azure®, the platform of the Microsoft® cloud-for the parallelization of Monte Carlo simulations in a dynamic virtual cluster. CloudMC is a web application designed to be independent of the Monte Carlo code in which the simulations are based-the simulations just need to be of the form: input files → executable → output files. To study the performance of CloudMC in Windows Azure®, Monte Carlo simulations with penelope were performed on different instance (virtual machine) sizes, and for different number of instances. The instance size was found to have no effect on the simulation runtime. It was also found that the decrease in time with the number of instances followed Amdahl's law, with a slight deviation due to the increase in the fraction of non-parallelizable time with increasing number of instances. A simulation that would have required 30 h of CPU on a single instance was completed in 48.6 min when executed on 64 instances in parallel (speedup of 37 ×). Furthermore, the use of cloud computing for parallel computing offers some advantages over conventional clusters: high accessibility, scalability and pay per usage. Therefore, it is strongly believed that cloud computing will play an important role in making Monte Carlo dose calculation a reality in future clinical practice.

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

Direct Monte Carlo simulation of chemical reaction systems: Simple bimolecular reactions

NASA Astrophysics Data System (ADS)

Piersall, Shannon D.; Anderson, James B.

1991-07-01

In applications to several simple reaction systems we have explored a ``direct simulation'' method for predicting and understanding the behavior of gas phase chemical reaction systems. This Monte Carlo method, originated by Bird, has been found remarkably successful in treating a number of difficult problems in rarefied dynamics. Extension to chemical reactions offers a powerful tool for treating reaction systems with nonthermal distributions, with coupled gas-dynamic and reaction effects, with emission and adsorption of radiation, and with many other effects difficult to treat in any other way. The usual differential equations of chemical kinetics are eliminated. For a bimolecular reaction of the type A+B→C+D with a rate sufficiently low to allow a continued thermal equilibrium of reactants we find that direct simulation reproduces the expected second order kinetics. Simulations for a range of temperatures yield the activation energies expected for the reaction models specified. For faster reactions under conditions leading to a depletion of energetic reactant species, the expected slowing of reaction rates and departures from equilibrium distributions are observed. The minimum sample sizes required for adequate simulations are as low as 1000 molecules for these cases. The calculations are found to be simple and straightforward for the homogeneous systems considered. Although computation requirements may be excessively high for very slow reactions, they are reasonably low for fast reactions, for which nonequilibrium effects are most important.

Monte Carlo calculation of proton stopping power and ranges in water for therapeutic energies

NASA Astrophysics Data System (ADS)

Bozkurt, Ahmet

2017-09-01

Monte Carlo is a statistical technique for obtaining numerical solutions to physical or mathematical problems that are analytically impractical, if not impossible, to solve. For charged particle transport problems, it presents many advantages over deterministic methods since such problems require a realistic description of the problem geometry, as well as detailed tracking of every source particle. Thus, MC can be considered as a powerful alternative to the well-known Bethe-Bloche equation where an equation with various corrections is used to obtain stopping power and ranges of electrons, positrons, protons, alphas, etc. This study presents how a stochastic method such as MC can be utilized to obtain certain quantities of practical importance related to charged particle transport. Sample simulation geometries were formed for water medium where disk shaped thin detectors were employed to compute average values of absorbed dose and flux at specific distances. For each detector cell, these quantities were utilized to evaluate the values of the range and the stopping power, as well as the shape of Bragg curve, for mono-energetic point source pencil beams of protons. The results were found to be ±2% compared to the data from the NIST compilation. It is safe to conclude that this approach can be extended to determine dosimetric quantities for other media, energies and charged particle types.

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.

Statistical properties of measures of association and the Kappa statistic for assessing the accuracy of remotely sensed data using double sampling

Treesearch

Mohammed A. Kalkhan; Robin M. Reich; Raymond L. Czaplewski

1996-01-01

A Monte Carlo simulation was used to evaluate the statistical properties of measures of association and the Kappa statistic under double sampling with replacement. Three error matrices representing three levels of classification accuracy of Landsat TM Data consisting of four forest cover types in North Carolina. The overall accuracy of the five indices ranged from 0.35...

Quantitative basis for component factors of gas flow proportional counting efficiencies

NASA Astrophysics Data System (ADS)

Nichols, Michael C.

This dissertation investigates the counting efficiency calibration of a gas flow proportional counter with beta-particle emitters in order to (1) determine by measurements and simulation the values of the component factors of beta-particle counting efficiency for a proportional counter, (2) compare the simulation results and measured counting efficiencies, and (3) determine the uncertainty of the simulation and measurements. Monte Carlo simulation results by the MCNP5 code were compared with measured counting efficiencies as a function of sample thickness for 14C, 89Sr, 90Sr, and 90Y. The Monte Carlo model simulated strontium carbonate with areal thicknesses from 0.1 to 35 mg cm-2. The samples were precipitated as strontium carbonate with areal thicknesses from 3 to 33 mg cm-2 , mounted on membrane filters, and counted on a low background gas flow proportional counter. The estimated fractional standard deviation was 2--4% (except 6% for 14C) for efficiency measurements of the radionuclides. The Monte Carlo simulations have uncertainties estimated to be 5 to 6 percent for carbon-14 and 2.4 percent for strontium-89, strontium-90, and yttrium-90. The curves of simulated counting efficiency vs. sample areal thickness agreed within 3% of the curves of best fit drawn through the 25--49 measured points for each of the four radionuclides. Contributions from this research include development of uncertainty budgets for the analytical processes; evaluation of alternative methods for determining chemical yield critical to the measurement process; correcting a bias found in the MCNP normalization of beta spectra histogram; clarifying the interpretation of the commonly used ICRU beta-particle spectra for use by MCNP; and evaluation of instrument parameters as applied to the simulation model to obtain estimates of the counting efficiency from simulated pulse height tallies.

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

PubMed

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

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

Experimental measurement and Monte Carlo assessment of Argon-41 production in a PET cyclotron facility.

PubMed

Infantino, Angelo; Valtieri, Lorenzo; Cicoria, Gianfranco; Pancaldi, Davide; Mostacci, Domiziano; Marengo, Mario

2015-12-01

In a medical cyclotron facility, (41)Ar (t1/2 = 109.34 m) is produced by the activation of air due to the neutron flux during irradiation, according to the (40)Ar(n,γ)(41)Ar reaction; this is particularly relevant in widely diffused high beam current cyclotrons for the production of PET radionuclides. While theoretical estimations of the (41)Ar production have been published, no data are available on direct experimental measurements for a biomedical cyclotron. In this work, we describe a sampling methodology and report the results of an extensive measurement campaign. Furthermore, the experimental results are compared with Monte Carlo simulations performed with the FLUKA code. To measure (41)Ar activity, air samples were taken inside the cyclotron bunker in sealed Marinelli beakers, during the routine production of (18)F with a 16.5 MeV GE-PETtrace cyclotron; this sampling thus reproduces a situation of absence of air changes. Samples analysis was performed in a gamma-ray spectrometry system equipped with HPGe detector. Monte Carlo assessment of the (41)Ar saturation yield was performed directly using the standard FLUKA score RESNUCLE, and off-line by the convolution of neutron fluence with cross section data. The average (41)Ar saturation yield per one liter of air of (41)Ar, measured in gamma-ray spectrometry, resulted to be 3.0 ± 0.6 Bq/µA*dm(3) while simulations gave a result of 6.9 ± 0.3 Bq/µA*dm(3) in the direct assessment and 6.92 ± 0.22 Bq/µA*dm(3) by the convolution neutron fluence-to-cross section. Copyright © 2015 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Constraining Runoff Source Fraction Contributions from Alpine Glaciers through the Combined Application of Geochemical Proxies and Bayesian Monte Carlo Isotope Mixing Models

NASA Astrophysics Data System (ADS)

Arendt, C. A.; Aciego, S.; Hetland, E.

2015-12-01

Processes that drive glacial ablation directly impact surrounding ecosystems and communities that are dependent on glacial meltwater as a freshwater reservoir: crucially, freshwater runoff from alpine and Arctic glaciers has large implications for watershed ecosystems and contingent economies. Furthermore, glacial hydrology processes are a complex and fundamental part of understanding high-latitude environments in the modern and predicting how they might change in the future. Specifically, developing better estimates of the origin of freshwater discharge, as well as the duration and amplitude of extreme melting and precipitation events, could provide crucial constraints on these processes and allow for glacial watershed systems to be modeled more effectively. In order to investigate the universality of the temporal and spatial melt relationships that exist in glacial systems, I investigate the isotopic composition of glacial meltwater and proximal seawater including stable isotopes δ18O and δD, which have been measured in glacial water samples I collected from the alpine Athabasca Glacier in the Canadian Rockies. This abstract is focused on extrapolating the relative contributions of meltwater sources - snowmelt, ice melt, and summer precipitation - using a coupled statistical-chemical model (Arendt et al., 2015). I apply δ18O and δD measurements of Athabasca Glacier subglacial water samples to a Bayesian Monte Carlo (BMC) estimation scheme. Importantly, this BMC model also assesses the uncertainties associated with these meltwater fractional contribution estimations, which provides an assessment of how well the system is constrained. By defining the proportion of overall melt that is coming from snow versus ice using stable isotopes, the volume of water generated by ablation can be calculated. This water volume has two important implications. First, communities that depend on glacial water for aquifer recharge can start assessing future water resources, as glacial decline will make snowmelt the dominant water reservoir. Second, the calculated source fraction water volumes are a starting point for additional geochemical models to investigate water storage within the subglacial hydrological network.

A comparison of moment-based methods of estimation for the log Pearson type 3 distribution

NASA Astrophysics Data System (ADS)

Koutrouvelis, I. A.; Canavos, G. C.

2000-06-01

The log Pearson type 3 distribution is a very important model in statistical hydrology, especially for modeling annual flood series. In this paper we compare the various methods based on moments for estimating quantiles of this distribution. Besides the methods of direct and mixed moments which were found most successful in previous studies and the well-known indirect method of moments, we develop generalized direct moments and generalized mixed moments methods and a new method of adaptive mixed moments. The last method chooses the orders of two moments for the original observations by utilizing information contained in the sample itself. The results of Monte Carlo experiments demonstrated the superiority of this method in estimating flood events of high return periods when a large sample is available and in estimating flood events of low return periods regardless of the sample size. In addition, a comparison of simulation and asymptotic results shows that the adaptive method may be used for the construction of meaningful confidence intervals for design events based on the asymptotic theory even with small samples. The simulation results also point to the specific members of the class of generalized moments estimates which maintain small values for bias and/or mean square error.

The structure of MgO-SiO2 glasses at elevated pressure.

PubMed

Wilding, Martin; Guthrie, Malcolm; Kohara, Shinji; Bull, Craig L; Akola, Jaakko; Tucker, Matt G

2012-06-06

The magnesium silicate system is an important geophysical analogue and neutron diffraction data from glasses formed in this system may also provide an initial framework for understanding the structure-dependent properties of related liquids that are important during planetary formation. Neutron diffraction data collected in situ for a single composition (38 mol% SiO(2)) magnesium silicate glass sample shows local changes in structure as pressure is increased from ambient conditions to 8.6 GPa at ambient temperature. A method for obtaining the fully corrected, total structure factor, S(Q), has been developed that allows accurate structural characterization as this weakly scattering glass sample is compressed. The measured S(Q) data indicate changes in chemical ordering with pressure and the real-space transforms show an increase in Mg-O coordination number and a distortion of the local environment around magnesium ions. We have used reverse Monte Carlo methods to compare the high pressure and ambient pressure structures and also compare the high pressure form with a more silica-poor glass (Mg(2)SiO(4)) that represents the approach to a more dense, void-free and topologically ordered structure. The Mg-O coordination number increases with pressure and we also find that the degree of continuous connectivity of Si-O bonds increases via a collapse of interstices.

Robust high-throughput batch screening method in 384-well format with optical in-line resin quantification.

PubMed

Kittelmann, Jörg; Ottens, Marcel; Hubbuch, Jürgen

2015-04-15

High-throughput batch screening technologies have become an important tool in downstream process development. Although continuative miniaturization saves time and sample consumption, there is yet no screening process described in the 384-well microplate format. Several processes are established in the 96-well dimension to investigate protein-adsorbent interactions, utilizing between 6.8 and 50 μL resin per well. However, as sample consumption scales with resin volumes and throughput scales with experiments per microplate, they are limited in costs and saved time. In this work, a new method for in-well resin quantification by optical means, applicable in the 384-well format, and resin volumes as small as 0.1 μL is introduced. A HTS batch isotherm process is described, utilizing this new method in combination with optical sample volume quantification for screening of isotherm parameters in 384-well microplates. Results are qualified by confidence bounds determined by bootstrap analysis and a comprehensive Monte Carlo study of error propagation. This new approach opens the door to a variety of screening processes in the 384-well format on HTS stations, higher quality screening data and an increase in throughput. Copyright © 2015 Elsevier B.V. All rights reserved.

Methods in Enzymology: “Flexible backbone sampling methods to model and design protein alternative conformations”

PubMed Central

Ollikainen, Noah; Smith, Colin A.; Fraser, James S.; Kortemme, Tanja

2013-01-01

Sampling alternative conformations is key to understanding how proteins work and engineering them for new functions. However, accurately characterizing and modeling protein conformational ensembles remains experimentally and computationally challenging. These challenges must be met before protein conformational heterogeneity can be exploited in protein engineering and design. Here, as a stepping stone, we describe methods to detect alternative conformations in proteins and strategies to model these near-native conformational changes based on backrub-type Monte Carlo moves in Rosetta. We illustrate how Rosetta simulations that apply backrub moves improve modeling of point mutant side chain conformations, native side chain conformational heterogeneity, functional conformational changes, tolerated sequence space, protein interaction specificity, and amino acid co-variation across protein-protein interfaces. We include relevant Rosetta command lines and RosettaScripts to encourage the application of these types of simulations to other systems. Our work highlights that critical scoring and sampling improvements will be necessary to approximate conformational landscapes. Challenges for the future development of these methods include modeling conformational changes that propagate away from designed mutation sites and modulating backbone flexibility to predictively design functionally important conformational heterogeneity. PMID:23422426

Spatial averaging for small molecule diffusion in condensed phase environments

NASA Astrophysics Data System (ADS)

Plattner, Nuria; Doll, J. D.; Meuwly, Markus

2010-07-01

Spatial averaging is a new approach for sampling rare-event problems. The approach modifies the importance function which improves the sampling efficiency while keeping a defined relation to the original statistical distribution. In this work, spatial averaging is applied to multidimensional systems for typical problems arising in physical chemistry. They include (I) a CO molecule diffusing on an amorphous ice surface, (II) a hydrogen molecule probing favorable positions in amorphous ice, and (III) CO migration in myoglobin. The systems encompass a wide range of energy barriers and for all of them spatial averaging is found to outperform conventional Metropolis Monte Carlo. It is also found that optimal simulation parameters are surprisingly similar for the different systems studied, in particular, the radius of the point cloud over which the potential energy function is averaged. For H2 diffusing in amorphous ice it is found that facile migration is possible which is in agreement with previous suggestions from experiment. The free energy barriers involved are typically lower than 1 kcal/mol. Spatial averaging simulations for CO in myoglobin are able to locate all currently characterized metastable states. Overall, it is found that spatial averaging considerably improves the sampling of configurational space.

Estimating the Expected Value of Sample Information Using the Probabilistic Sensitivity Analysis Sample

PubMed Central

Oakley, Jeremy E.; Brennan, Alan; Breeze, Penny

2015-01-01

Health economic decision-analytic models are used to estimate the expected net benefits of competing decision options. The true values of the input parameters of such models are rarely known with certainty, and it is often useful to quantify the value to the decision maker of reducing uncertainty through collecting new data. In the context of a particular decision problem, the value of a proposed research design can be quantified by its expected value of sample information (EVSI). EVSI is commonly estimated via a 2-level Monte Carlo procedure in which plausible data sets are generated in an outer loop, and then, conditional on these, the parameters of the decision model are updated via Bayes rule and sampled in an inner loop. At each iteration of the inner loop, the decision model is evaluated. This is computationally demanding and may be difficult if the posterior distribution of the model parameters conditional on sampled data is hard to sample from. We describe a fast nonparametric regression-based method for estimating per-patient EVSI that requires only the probabilistic sensitivity analysis sample (i.e., the set of samples drawn from the joint distribution of the parameters and the corresponding net benefits). The method avoids the need to sample from the posterior distributions of the parameters and avoids the need to rerun the model. The only requirement is that sample data sets can be generated. The method is applicable with a model of any complexity and with any specification of model parameter distribution. We demonstrate in a case study the superior efficiency of the regression method over the 2-level Monte Carlo method. PMID:25810269

Generic expansion of the Jastrow correlation factor in polynomials satisfying symmetry and cusp conditions

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

Lüchow, Arne, E-mail: luechow@rwth-aachen.de; Jülich Aachen Research Alliance; Sturm, Alexander

2015-02-28

Jastrow correlation factors play an important role in quantum Monte Carlo calculations. Together with an orbital based antisymmetric function, they allow the construction of highly accurate correlation wave functions. In this paper, a generic expansion of the Jastrow correlation function in terms of polynomials that satisfy both the electron exchange symmetry constraint and the cusp conditions is presented. In particular, an expansion of the three-body electron-electron-nucleus contribution in terms of cuspless homogeneous symmetric polynomials is proposed. The polynomials can be expressed in fairly arbitrary scaling function allowing a generic implementation of the Jastrow factor. It is demonstrated with a fewmore » examples that the new Jastrow factor achieves 85%–90% of the total correlation energy in a variational quantum Monte Carlo calculation and more than 90% of the diffusion Monte Carlo correlation energy.« less

Monte Carlo Simulation of THz Multipliers

NASA Technical Reports Server (NTRS)

East, J.; Blakey, P.

1997-01-01

Schottky Barrier diode frequency multipliers are critical components in submillimeter and Thz space based earth observation systems. As the operating frequency of these multipliers has increased, the agreement between design predictions and experimental results has become poorer. The multiplier design is usually based on a nonlinear model using a form of harmonic balance and a model for the Schottky barrier diode. Conventional voltage dependent lumped element models do a poor job of predicting THz frequency performance. This paper will describe a large signal Monte Carlo simulation of Schottky barrier multipliers. The simulation is a time dependent particle field Monte Carlo simulation with ohmic and Schottky barrier boundary conditions included that has been combined with a fixed point solution for the nonlinear circuit interaction. The results in the paper will point out some important time constants in varactor operation and will describe the effects of current saturation and nonlinear resistances on multiplier operation.

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.

Relation Between Pore Size and the Compressibility of a Confined Fluid

PubMed Central

Gor, Gennady Y.; Siderius, Daniel W.; Rasmussen, Christopher J.; Krekelberg, William P.; Shen, Vincent K.; Bernstein, Noam

2015-01-01

When a fluid is confined to a nanopore, its thermodynamic properties differ from the properties of a bulk fluid, so measuring such properties of the confined fluid can provide information about the pore sizes. Here we report a simple relation between the pore size and isothermal compressibility of argon confined in these pores. Compressibility is calculated from the fluctuations of the number of particles in the grand canonical ensemble using two different simulation techniques: conventional grand-canonical Monte Carlo and grand-canonical ensemble transition-matrix Monte Carlo. Our results provide a theoretical framework for extracting the information on the pore sizes of fluid-saturated samples by measuring the compressibility from ultrasonic experiments. PMID:26590541

Bold Diagrammatic Monte Carlo Method Applied to Fermionized Frustrated Spins

NASA Astrophysics Data System (ADS)

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

2013-02-01

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

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.

Exploring theory space with Monte Carlo reweighting

DOE PAGES

Gainer, James S.; Lykken, Joseph; Matchev, Konstantin T.; ...

2014-10-13

Theories of new physics often involve a large number of unknown parameters which need to be scanned. Additionally, a putative signal in a particular channel may be due to a variety of distinct models of new physics. This makes experimental attempts to constrain the parameter space of motivated new physics models with a high degree of generality quite challenging. We describe how the reweighting of events may allow this challenge to be met, as fully simulated Monte Carlo samples generated for arbitrary benchmark models can be effectively re-used. Specifically, we suggest procedures that allow more efficient collaboration between theorists andmore » experimentalists in exploring large theory parameter spaces in a rigorous way at the LHC.« less

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}).

Monte Carlo verification of radiotherapy treatments with CloudMC.

PubMed

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

2018-06-27

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

FORMAL UNCERTAINTY ANALYSIS OF A LAGRANGIAN PHOTOCHEMICAL AIR POLLUTION MODEL. (R824792)

EPA Science Inventory

This study applied Monte Carlo analysis with Latin
hypercube sampling to evaluate the effects of uncertainty
in air parcel trajectory paths, emissions, rate constants,
deposition affinities, mixing heights, and atmospheric stability
on predictions from a vertically...

Computational tools for exact conditional logistic regression.

PubMed

Corcoran, C; Mehta, C; Patel, N; Senchaudhuri, P

Logistic regression analyses are often challenged by the inability of unconditional likelihood-based approximations to yield consistent, valid estimates and p-values for model parameters. This can be due to sparseness or separability in the data. Conditional logistic regression, though useful in such situations, can also be computationally unfeasible when the sample size or number of explanatory covariates is large. We review recent developments that allow efficient approximate conditional inference, including Monte Carlo sampling and saddlepoint approximations. We demonstrate through real examples that these methods enable the analysis of significantly larger and more complex data sets. We find in this investigation that for these moderately large data sets Monte Carlo seems a better alternative, as it provides unbiased estimates of the exact results and can be executed in less CPU time than can the single saddlepoint approximation. Moreover, the double saddlepoint approximation, while computationally the easiest to obtain, offers little practical advantage. It produces unreliable results and cannot be computed when a maximum likelihood solution does not exist. Copyright 2001 John Wiley & Sons, Ltd.

Apparently abnormal Wechsler Memory Scale index score patterns in the normal population.

PubMed

Carrasco, Roman Marcus; Grups, Josefine; Evans, Brittney; Simco, Edward; Mittenberg, Wiley

2015-01-01

Interpretation of the Wechsler Memory Scale-Fourth Edition may involve examination of multiple memory index score contrasts and similar comparisons with Wechsler Adult Intelligence Scale-Fourth Edition ability indexes. Standardization sample data suggest that 15-point differences between any specific pair of index scores are relatively uncommon in normal individuals, but these base rates refer to a comparison between a single pair of indexes rather than multiple simultaneous comparisons among indexes. This study provides normative data for the occurrence of multiple index score differences calculated by using Monte Carlo simulations and validated against standardization data. Differences of 15 points between any two memory indexes or between memory and ability indexes occurred in 60% and 48% of the normative sample, respectively. Wechsler index score discrepancies are normally common and therefore not clinically meaningful when numerous such comparisons are made. Explicit prior interpretive hypotheses are necessary to reduce the number of index comparisons and associated false-positive conclusions. Monte Carlo simulation accurately predicts these false-positive rates.

Cyclodextrin-Based Metal-Organic Nanotube as Fluorescent Probe for Selective Turn-On Detection of Hydrogen Sulfide in Living Cells Based on H2S-Involved Coordination Mechanism

NASA Astrophysics Data System (ADS)

Xin, Xuelian; Wang, Jingxin; Gong, Chuanfang; Xu, Hai; Wang, Rongming; Ji, Shijie; Dong, Hanxiao; Meng, Qingguo; Zhang, Liangliang; Dai, Fangna; Sun, Daofeng

2016-02-01

Hydrogen sulfide (H2S) has been considered as the third biologically gaseous messenger (gasotransmitter) after nitric oxide (NO) and carbon monoxide (CO). Fluorescent detection of H2S in living cells is very important to human health because it has been found that the abnormal levels of H2S in human body can cause Alzheimer’s disease, cancers and diabetes. Herein, we develop a cyclodextrin-based metal-organic nanotube, CD-MONT-2, possessing a {Pb14} metallamacrocycle for efficient detection of H2S. CD-MONT-2‧ (the guest-free form of CD-MONT-2) exhibits turn-on detection of H2S with high selectivity and moderate sensitivity when the material was dissolved in DMSO solution. Significantly, CD-MONT-2‧ can act as a fluorescent turn-on probe for highly selective detection of H2S in living cells. The sensing mechanism in the present work is based on the coordination of H2S as the auxochromic group to the central Pb(II) ion to enhance the fluorescence intensity, which is studied for the first time.

A review: Functional near infrared spectroscopy evaluation in muscle tissues using Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Halim, A. A. A.; Laili, M. H.; Salikin, M. S.; Rusop, M.

2018-05-01

Monte Carlo Simulation has advanced their quantification based on number of the photon counting to solve the propagation of light inside the tissues including the absorption, scattering coefficient and act as preliminary study for functional near infrared application. The goal of this paper is to identify the optical properties using Monte Carlo simulation for non-invasive functional near infrared spectroscopy (fNIRS) evaluation of penetration depth in human muscle. This paper will describe the NIRS principle and the basis for its proposed used in Monte Carlo simulation which focused on several important parameters include ATP, ADP and relate with blow flow and oxygen content at certain exercise intensity. This will cover the advantages and limitation of such application upon this simulation. This result may help us to prove that our human muscle is transparent to this near infrared region and could deliver a lot of information regarding to the oxygenation level in human muscle. Thus, this might be useful for non-invasive technique for detecting oxygen status in muscle from living people either athletes or working people and allowing a lots of investigation muscle physiology in future.

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.

A Monte-Carlo Benchmark of TRIPOLI-4® and MCNP on ITER neutronics

NASA Astrophysics Data System (ADS)

Blanchet, David; Pénéliau, Yannick; Eschbach, Romain; Fontaine, Bruno; Cantone, Bruno; Ferlet, Marc; Gauthier, Eric; Guillon, Christophe; Letellier, Laurent; Proust, Maxime; Mota, Fernando; Palermo, Iole; Rios, Luis; Guern, Frédéric Le; Kocan, Martin; Reichle, Roger

2017-09-01

Radiation protection and shielding studies are often based on the extensive use of 3D Monte-Carlo neutron and photon transport simulations. ITER organization hence recommends the use of MCNP-5 code (version 1.60), in association with the FENDL-2.1 neutron cross section data library, specifically dedicated to fusion applications. The MCNP reference model of the ITER tokamak, the `C-lite', is being continuously developed and improved. This article proposes to develop an alternative model, equivalent to the 'C-lite', but for the Monte-Carlo code TRIPOLI-4®. A benchmark study is defined to test this new model. Since one of the most critical areas for ITER neutronics analysis concerns the assessment of radiation levels and Shutdown Dose Rates (SDDR) behind the Equatorial Port Plugs (EPP), the benchmark is conducted to compare the neutron flux through the EPP. This problem is quite challenging with regard to the complex geometry and considering the important neutron flux attenuation ranging from 1014 down to 108 n•cm-2•s-1. Such code-to-code comparison provides independent validation of the Monte-Carlo simulations, improving the confidence in neutronic results.

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

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

USGS Publications Warehouse

Helsel, Dennis R.; Gilliom, Robert J.

1986-01-01

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

Comparison of structural and least-squares lines for estimating geologic relations

USGS Publications Warehouse

Williams, G.P.; Troutman, B.M.

1990-01-01

Two different goals in fitting straight lines to data are to estimate a "true" linear relation (physical law) and to predict values of the dependent variable with the smallest possible error. Regarding the first goal, a Monte Carlo study indicated that the structural-analysis (SA) method of fitting straight lines to data is superior to the ordinary least-squares (OLS) method for estimating "true" straight-line relations. Number of data points, slope and intercept of the true relation, and variances of the errors associated with the independent (X) and dependent (Y) variables influence the degree of agreement. For example, differences between the two line-fitting methods decrease as error in X becomes small relative to error in Y. Regarding the second goal-predicting the dependent variable-OLS is better than SA. Again, the difference diminishes as X takes on less error relative to Y. With respect to estimation of slope and intercept and prediction of Y, agreement between Monte Carlo results and large-sample theory was very good for sample sizes of 100, and fair to good for sample sizes of 20. The procedures and error measures are illustrated with two geologic examples. ?? 1990 International Association for Mathematical Geology.

Measurements and FLUKA simulations of bismuth and aluminium activation at the CERN Shielding Benchmark Facility (CSBF)

NASA Astrophysics Data System (ADS)

Iliopoulou, E.; Bamidis, P.; Brugger, M.; Froeschl, R.; Infantino, A.; Kajimoto, T.; Nakao, N.; Roesler, S.; Sanami, T.; Siountas, A.

2018-03-01

The CERN High Energy AcceleRator Mixed field facility (CHARM) is located in the CERN Proton Synchrotron (PS) East Experimental Area. The facility receives a pulsed proton beam from the CERN PS with a beam momentum of 24 GeV/c with 5 ṡ1011 protons per pulse with a pulse length of 350 ms and with a maximum average beam intensity of 6.7 ṡ1010 p/s that then impacts on the CHARM target. The shielding of the CHARM facility also includes the CERN Shielding Benchmark Facility (CSBF) situated laterally above the target. This facility consists of 80 cm of cast iron and 360 cm of concrete with barite concrete in some places. Activation samples of bismuth and aluminium were placed in the CSBF and in the CHARM access corridor in July 2015. Monte Carlo simulations with the FLUKA code have been performed to estimate the specific production yields for these samples. The results estimated by FLUKA Monte Carlo simulations are compared to activation measurements of these samples. The comparison between FLUKA simulations and the measured values from γ-spectrometry gives an agreement better than a factor of 2.

A molecular-field approximation for quantum crystals. Ph.D. Thesis; [considering ground state properties

NASA Technical Reports Server (NTRS)

Danilowicz, R.

1973-01-01

Ground-state properties of quantum crystals have received considerable attention from both theorists and experimentalists. The theoretical results have varied widely with the Monte Carlo calculations being the most successful. The molecular field approximation yields ground-state properties which agree closely with the Monte Carlo results. This approach evaluates the dynamical behavior of each pair of molecules in the molecular field of the other N-2 molecules. In addition to predicting ground-state properties that agree well with experiment, this approach yields data on the relative importance of interactions of different nearest neighbor pairs.

Monte Carlo Simulation of the Rapid Crystallization of Bismuth-Doped Silicon

NASA Technical Reports Server (NTRS)

Jackson, Kenneth A.; Gilmer, George H.; Temkin, Dmitri E.

1995-01-01

In this Letter we report Ising model simulations of the growth of alloys which predict quite different behavior near and far from equilibrium. Our simulations reproduce the phenomenon which has been termed 'solute trapping,' where concentrations of solute, which are far in excess of the equilibrium concentrations, are observed in the crystal after rapid crystallization. This phenomenon plays an important role in many processes which involve first order phase changes which take place under conditions far from equilibrium. The underlying physical basis for it has not been understood, but these Monte Carlo simulations provide a powerful means for investigating it.

Determination of the neutron activation profile of core drill samples by gamma-ray spectrometry.

PubMed

Gurau, D; Boden, S; Sima, O; Stanga, D

2018-04-01

This paper provides guidance for determining the neutron activation profile of core drill samples taken from the biological shield of nuclear reactors using gamma spectrometry measurements. Thus, it provides guidance for selecting a model of the right form to fit data and using least squares methods for model fitting. The activity profiles of two core samples taken from the biological shield of a nuclear reactor were determined. The effective activation depth and the total activity of core samples along with their uncertainties were computed by Monte Carlo simulation. Copyright © 2017 Elsevier Ltd. All rights reserved.

Characterization of naturally occurring radioactive materials in Libyan oil pipe scale using a germanium detector and Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Habib, A. S.; Shutt, A. L.; Regan, P. H.; Matthews, M. C.; Alsulaiti, H.; Bradley, D. A.

2014-02-01

Radioactive scale formation in various oil production facilities is acknowledged to pose a potential significant health and environmental issue. The presence of such an issue in Libyan oil fields was recognized as early as 1998. The naturally occurring radioactive materials (NORM) involved in this matter are radium isotopes (226Ra and 228Ra) and their decay products, precipitating into scales formed on the surfaces of production equipment. A field trip to a number of onshore Libyan oil fields has indicated the existence of elevated levels of specific activity in a number of locations in some of the more mature oil fields. In this study, oil scale samples collected from different parts of Libya have been characterized using gamma spectroscopy through use of a well shielded HPGe spectrometer. To avoid potential alpha-bearing dust inhalation and in accord with safe working practices at this University, the samples, contained in plastic bags and existing in different geometries, are not permitted to be opened. MCNP, a Monte Carlo simulation code, is being used to simulate the spectrometer and the scale samples in order to obtain the system absolute efficiency and then to calculate sample specific activities. The samples are assumed to have uniform densities and homogeneously distributed activity. Present results are compared to two extreme situations that were assumed in a previous study: (i) with the entire activity concentrated at a point on the sample surface proximal to the detector, simulating the sample lowest activity, and; (ii) with the entire activity concentrated at a point on the sample surface distal to the detector, simulating the sample highest activity.

Effect of Different Sampling Schedules on Results of Bioavailability and Bioequivalence Studies: Evaluation by Means of Monte Carlo Simulations.

PubMed

Kano, Eunice Kazue; Chiann, Chang; Fukuda, Kazuo; Porta, Valentina

2017-08-01

Bioavailability and bioequivalence study is one of the most frequently performed investigations in clinical trials. Bioequivalence testing is based on the assumption that 2 drug products will be therapeutically equivalent when they are equivalent in the rate and extent to which the active drug ingredient or therapeutic moiety is absorbed and becomes available at the site of drug action. In recent years there has been a significant growth in published papers that use in silico studies based on mathematical simulations to analyze pharmacokinetic and pharmacodynamic properties of drugs, including bioavailability and bioequivalence aspects. The goal of this study is to evaluate the usefulness of in silico studies as a tool in the planning of bioequivalence, bioavailability and other pharmacokinetic assays, e.g., to determine an appropriate sampling schedule. Monte Carlo simulations were used to define adequate blood sampling schedules for a bioequivalence assay comparing 2 different formulations of cefadroxil oral suspensions. In silico bioequivalence studies comparing different formulation of cefadroxil oral suspensions using various sampling schedules were performed using models. An in vivo study was conducted to confirm in silico results. The results of in silico and in vivo bioequivalence studies demonstrated that schedules with fewer sampling times are as efficient as schedules with larger numbers of sampling times in the assessment of bioequivalence, but only if T max is included as a sampling time. It was also concluded that in silico studies are useful tools in the planning of bioequivalence, bioavailability and other pharmacokinetic in vivo assays. © Georg Thieme Verlag KG Stuttgart · New York.

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

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

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

2016-04-15

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

Effects of tree-to-tree variations on sap flux-based transpiration estimates in a forested watershed

NASA Astrophysics Data System (ADS)

Kume, Tomonori; Tsuruta, Kenji; Komatsu, Hikaru; Kumagai, Tomo'omi; Higashi, Naoko; Shinohara, Yoshinori; Otsuki, Kyoichi

2010-05-01

To estimate forest stand-scale water use, we assessed how sample sizes affect confidence of stand-scale transpiration (E) estimates calculated from sap flux (Fd) and sapwood area (AS_tree) measurements of individual trees. In a Japanese cypress plantation, we measured Fd and AS_tree in all trees (n = 58) within a 20 × 20 m study plot, which was divided into four 10 × 10 subplots. We calculated E from stand AS_tree (AS_stand) and mean stand Fd (JS) values. Using Monte Carlo analyses, we examined potential errors associated with sample sizes in E, AS_stand, and JS by using the original AS_tree and Fd data sets. Consequently, we defined optimal sample sizes of 10 and 15 for AS_stand and JS estimates, respectively, in the 20 × 20 m plot. Sample sizes greater than the optimal sample sizes did not decrease potential errors. The optimal sample sizes for JS changed according to plot size (e.g., 10 × 10 m and 10 × 20 m), while the optimal sample sizes for AS_stand did not. As well, the optimal sample sizes for JS did not change in different vapor pressure deficit conditions. In terms of E estimates, these results suggest that the tree-to-tree variations in Fd vary among different plots, and that plot size to capture tree-to-tree variations in Fd is an important factor. This study also discusses planning balanced sampling designs to extrapolate stand-scale estimates to catchment-scale estimates.

Estimation of snow albedo reduction by light absorbing impurities using Monte Carlo radiative transfer model

NASA Astrophysics Data System (ADS)

Sengupta, D.; Gao, L.; Wilcox, E. M.; Beres, N. D.; Moosmüller, H.; Khlystov, A.

2017-12-01

Radiative forcing and climate change greatly depends on earth's surface albedo and its temporal and spatial variation. The surface albedo varies greatly depending on the surface characteristics ranging from 5-10% for calm ocean waters to 80% for some snow-covered areas. Clean and fresh snow surfaces have the highest albedo and are most sensitive to contamination with light absorbing impurities that can greatly reduce surface albedo and change overall radiative forcing estimates. Accurate estimation of snow albedo as well as understanding of feedbacks on climate from changes in snow-covered areas is important for radiative forcing, snow energy balance, predicting seasonal snowmelt, and run off rates. Such information is essential to inform timely decision making of stakeholders and policy makers. Light absorbing particles deposited onto the snow surface can greatly alter snow albedo and have been identified as a major contributor to regional climate forcing if seasonal snow cover is involved. However, uncertainty associated with quantification of albedo reduction by these light absorbing particles is high. Here, we use Mie theory (under the assumption of spherical snow grains) to reconstruct the single scattering parameters of snow (i.e., single scattering albedo ῶ and asymmetry parameter g) from observation-based size distribution information and retrieved refractive index values. The single scattering parameters of impurities are extracted with the same approach from datasets obtained during laboratory combustion of biomass samples. Instead of using plane-parallel approximation methods to account for multiple scattering, we have used the simple "Monte Carlo ray/photon tracing approach" to calculate the snow albedo. This simple approach considers multiple scattering to be the "collection" of single scattering events. Using this approach, we vary the effective snow grain size and impurity concentrations to explore the evolution of snow albedo over a wide wavelength range (300 nm - 2000 nm). Results will be compared with the SNICAR model to better understand the differences in snow albedo computation between plane-parallel methods and the statistical Monte Carlo methods.

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

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

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

2010-01-01

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