Probabilistic learning of nonlinear dynamical systems using sequential Monte Carlo

NASA Astrophysics Data System (ADS)

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

2018-05-01

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data. Specifically, we consider learning of probabilistic nonlinear state-space models. There is no closed-form solution available for this problem, implying that we are forced to use approximations. In this tutorial we will provide a self-contained introduction to one of the state-of-the-art methods-the particle Metropolis-Hastings algorithm-which has proven to offer a practical approximation. This is a Monte Carlo based method, where the particle filter is used to guide a Markov chain Monte Carlo method through the parameter space. One of the key merits of the particle Metropolis-Hastings algorithm is that it is guaranteed to converge to the "true solution" under mild assumptions, despite being based on a particle filter with only a finite number of particles. We will also provide a motivating numerical example illustrating the method using a modeling language tailored for sequential Monte Carlo methods. The intention of modeling languages of this kind is to open up the power of sophisticated Monte Carlo methods-including particle Metropolis-Hastings-to a large group of users without requiring them to know all the underlying mathematical details.

The many-body Wigner Monte Carlo method for time-dependent ab-initio quantum simulations

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

Sellier, J.M., E-mail: jeanmichel.sellier@parallel.bas.bg; Dimov, I.

2014-09-15

The aim of ab-initio approaches is the simulation of many-body quantum systems from the first principles of quantum mechanics. These methods are traditionally based on the many-body Schrödinger equation which represents an incredible mathematical challenge. In this paper, we introduce the many-body Wigner Monte Carlo method in the context of distinguishable particles and in the absence of spin-dependent effects. Despite these restrictions, the method has several advantages. First of all, the Wigner formalism is intuitive, as it is based on the concept of a quasi-distribution function. Secondly, the Monte Carlo numerical approach allows scalability on parallel machines that is practicallymore » unachievable by means of other techniques based on finite difference or finite element methods. Finally, this method allows time-dependent ab-initio simulations of strongly correlated quantum systems. In order to validate our many-body Wigner Monte Carlo method, as a case study we simulate a relatively simple system consisting of two particles in several different situations. We first start from two non-interacting free Gaussian wave packets. We, then, proceed with the inclusion of an external potential barrier, and we conclude by simulating two entangled (i.e. correlated) particles. The results show how, in the case of negligible spin-dependent effects, the many-body Wigner Monte Carlo method provides an efficient and reliable tool to study the time-dependent evolution of quantum systems composed of distinguishable particles.« less

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

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

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

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

Multi-fidelity methods for uncertainty quantification in transport problems

NASA Astrophysics Data System (ADS)

Tartakovsky, G.; Yang, X.; Tartakovsky, A. M.; Barajas-Solano, D. A.; Scheibe, T. D.; Dai, H.; Chen, X.

2016-12-01

We compare several multi-fidelity approaches for uncertainty quantification in flow and transport simulations that have a lower computational cost than the standard Monte Carlo method. The cost reduction is achieved by combining a small number of high-resolution (high-fidelity) simulations with a large number of low-resolution (low-fidelity) simulations. We propose a new method, a re-scaled Multi Level Monte Carlo (rMLMC) method. The rMLMC is based on the idea that the statistics of quantities of interest depends on scale/resolution. We compare rMLMC with existing multi-fidelity methods such as Multi Level Monte Carlo (MLMC) and reduced basis methods and discuss advantages of each approach.

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

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

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

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

2013-10-01

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

Towards predicting the encoding capability of MR fingerprinting sequences.

PubMed

Sommer, K; Amthor, T; Doneva, M; Koken, P; Meineke, J; Börnert, P

2017-09-01

Sequence optimization and appropriate sequence selection is still an unmet need in magnetic resonance fingerprinting (MRF). The main challenge in MRF sequence design is the lack of an appropriate measure of the sequence's encoding capability. To find such a measure, three different candidates for judging the encoding capability have been investigated: local and global dot-product-based measures judging dictionary entry similarity as well as a Monte Carlo method that evaluates the noise propagation properties of an MRF sequence. Consistency of these measures for different sequence lengths as well as the capability to predict actual sequence performance in both phantom and in vivo measurements was analyzed. While the dot-product-based measures yielded inconsistent results for different sequence lengths, the Monte Carlo method was in a good agreement with phantom experiments. In particular, the Monte Carlo method could accurately predict the performance of different flip angle patterns in actual measurements. The proposed Monte Carlo method provides an appropriate measure of MRF sequence encoding capability and may be used for sequence optimization. Copyright © 2017 Elsevier Inc. All rights reserved.

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

PubMed

Lecca, Paola

2018-01-01

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

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

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

Giuseppe Palmiotti

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

Geodesic Monte Carlo on Embedded Manifolds

PubMed Central

Byrne, Simon; Girolami, Mark

2013-01-01

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

Off-diagonal expansion quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

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

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

PubMed

Jiang, Yi-fan; Chen, Chang-shui; Liu, Xiao-mei; Liu, Rong-ting; Liu, Song-hao

2015-04-01

To explore the characteristics of light propagation along the Pericardium Meridian and its surrounding areas at human wrist by using optical experiment and Monte Carlo method. An experiment was carried out to obtain the distribution of diffuse light on Pericardium Meridian line and its surrounding areas at the wrist, and then a simplified model based on the anatomical structure was proposed to simulate the light transportation within the same area by using Monte Carlo method. The experimental results showed strong accordance with the Monte Carlo simulation that the light propagation along the Pericardium Meridian had an advantage over its surrounding areas at the wrist. The advantage of light transport along Pericardium Merdian line was related to components and structure of tissue, also the anatomical structure of the area that the Pericardium Meridian line runs.

Optimised Iteration in Coupled Monte Carlo - Thermal-Hydraulics Calculations

NASA Astrophysics Data System (ADS)

Hoogenboom, J. Eduard; Dufek, Jan

2014-06-01

This paper describes an optimised iteration scheme for the number of neutron histories and the relaxation factor in successive iterations of coupled Monte Carlo and thermal-hydraulic reactor calculations based on the stochastic iteration method. The scheme results in an increasing number of neutron histories for the Monte Carlo calculation in successive iteration steps and a decreasing relaxation factor for the spatial power distribution to be used as input to the thermal-hydraulics calculation. The theoretical basis is discussed in detail and practical consequences of the scheme are shown, among which a nearly linear increase per iteration of the number of cycles in the Monte Carlo calculation. The scheme is demonstrated for a full PWR type fuel assembly. Results are shown for the axial power distribution during several iteration steps. A few alternative iteration method are also tested and it is concluded that the presented iteration method is near optimal.

Off-diagonal expansion quantum Monte Carlo.

PubMed

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

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

Asteroid mass estimation with Markov-chain Monte Carlo

NASA Astrophysics Data System (ADS)

Siltala, L.; Granvik, M.

2017-09-01

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

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.

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

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

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

2016-06-15

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

Monte Carlo Simulations of Microchannel Plate Based, Fast-Gated X-Ray Imagers

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

Wu., M., Kruschwitz, C.

2011-02-01

This is a chapter in a book titled Applications of Monte Carlo Method in Science and Engineering Edited by: Shaul Mordechai ISBN 978-953-307-691-1, Hard cover, 950 pages Publisher: InTech Publication date: February 2011

Monte Carlo Transport for Electron Thermal Transport

NASA Astrophysics Data System (ADS)

Chenhall, Jeffrey; Cao, Duc; Moses, Gregory

2015-11-01

The iSNB (implicit Schurtz Nicolai Busquet multigroup electron thermal transport method of Cao et al. is adapted into a Monte Carlo transport method in order to better model the effects of non-local behavior. The end goal is a hybrid transport-diffusion method that combines Monte Carlo Transport with a discrete diffusion Monte Carlo (DDMC). The hybrid method will combine the efficiency of a diffusion method in short mean free path regions with the accuracy of a transport method in long mean free path regions. The Monte Carlo nature of the approach allows the algorithm to be massively parallelized. Work to date on the method will be presented. This work was supported by Sandia National Laboratory - Albuquerque and the University of Rochester Laboratory for Laser Energetics.

Vectorized Monte Carlo methods for reactor lattice analysis

NASA Technical Reports Server (NTRS)

Brown, F. B.

1984-01-01

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

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

NASA Astrophysics Data System (ADS)

Chiavassa, S.; Aubineau-Lanièce, I.; Bitar, A.; Lisbona, A.; Barbet, J.; Franck, D.; Jourdain, J. R.; Bardiès, M.

2006-02-01

Dosimetric studies are necessary for all patients treated with targeted radiotherapy. In order to attain the precision required, we have developed Oedipe, a dosimetric tool based on the MCNPX Monte Carlo code. The anatomy of each patient is considered in the form of a voxel-based geometry created using computed tomography (CT) images or magnetic resonance imaging (MRI). Oedipe enables dosimetry studies to be carried out at the voxel scale. Validation of the results obtained by comparison with existing methods is complex because there are multiple sources of variation: calculation methods (different Monte Carlo codes, point kernel), patient representations (model or specific) and geometry definitions (mathematical or voxel-based). In this paper, we validate Oedipe by taking each of these parameters into account independently. Monte Carlo methodology requires long calculation times, particularly in the case of voxel-based geometries, and this is one of the limits of personalized dosimetric methods. However, our results show that the use of voxel-based geometry as opposed to a mathematically defined geometry decreases the calculation time two-fold, due to an optimization of the MCNPX2.5e code. It is therefore possible to envisage the use of Oedipe for personalized dosimetry in the clinical context of targeted radiotherapy.

Monte Carlo-based Reconstruction in Water Cherenkov Detectors using Chroma

NASA Astrophysics Data System (ADS)

Seibert, Stanley; Latorre, Anthony

2012-03-01

We demonstrate the feasibility of event reconstruction---including position, direction, energy and particle identification---in water Cherenkov detectors with a purely Monte Carlo-based method. Using a fast optical Monte Carlo package we have written, called Chroma, in combination with several variance reduction techniques, we can estimate the value of a likelihood function for an arbitrary event hypothesis. The likelihood can then be maximized over the parameter space of interest using a form of gradient descent designed for stochastic functions. Although slower than more traditional reconstruction algorithms, this completely Monte Carlo-based technique is universal and can be applied to a detector of any size or shape, which is a major advantage during the design phase of an experiment. As a specific example, we focus on reconstruction results from a simulation of the 200 kiloton water Cherenkov far detector option for LBNE.

Recent advances and future prospects for Monte Carlo

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

Brown, Forrest B

2010-01-01

The history of Monte Carlo methods is closely linked to that of computers: The first known Monte Carlo program was written in 1947 for the ENIAC; a pre-release of the first Fortran compiler was used for Monte Carlo In 1957; Monte Carlo codes were adapted to vector computers in the 1980s, clusters and parallel computers in the 1990s, and teraflop systems in the 2000s. Recent advances include hierarchical parallelism, combining threaded calculations on multicore processors with message-passing among different nodes. With the advances In computmg, Monte Carlo codes have evolved with new capabilities and new ways of use. Production codesmore » such as MCNP, MVP, MONK, TRIPOLI and SCALE are now 20-30 years old (or more) and are very rich in advanced featUres. The former 'method of last resort' has now become the first choice for many applications. Calculations are now routinely performed on office computers, not just on supercomputers. Current research and development efforts are investigating the use of Monte Carlo methods on FPGAs. GPUs, and many-core processors. Other far-reaching research is exploring ways to adapt Monte Carlo methods to future exaflop systems that may have 1M or more concurrent computational processes.« less

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

Shielding analyses of an AB-BNCT facility using Monte Carlo simulations and simplified methods

NASA Astrophysics Data System (ADS)

Lai, Bo-Lun; Sheu, Rong-Jiun

2017-09-01

Accurate Monte Carlo simulations and simplified methods were used to investigate the shielding requirements of a hypothetical accelerator-based boron neutron capture therapy (AB-BNCT) facility that included an accelerator room and a patient treatment room. The epithermal neutron beam for BNCT purpose was generated by coupling a neutron production target with a specially designed beam shaping assembly (BSA), which was embedded in the partition wall between the two rooms. Neutrons were produced from a beryllium target bombarded by 1-mA 30-MeV protons. The MCNP6-generated surface sources around all the exterior surfaces of the BSA were established to facilitate repeated Monte Carlo shielding calculations. In addition, three simplified models based on a point-source line-of-sight approximation were developed and their predictions were compared with the reference Monte Carlo results. The comparison determined which model resulted in better dose estimation, forming the basis of future design activities for the first ABBNCT facility in Taiwan.

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.

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

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

Lloyd, S. A. M.; Ansbacher, W.; Department of Physics and Astronomy, University of Victoria, Victoria, British Columbia V8W 3P6

2013-01-15

Purpose: Acuros external beam (Acuros XB) is a novel dose calculation algorithm implemented through the ECLIPSE treatment planning system. The algorithm finds a deterministic solution to the linear Boltzmann transport equation, the same equation commonly solved stochastically by Monte Carlo methods. This work is an evaluation of Acuros XB, by comparison with Monte Carlo, for dose calculation applications involving high-density materials. Existing non-Monte Carlo clinical dose calculation algorithms, such as the analytic anisotropic algorithm (AAA), do not accurately model dose perturbations due to increased electron scatter within high-density volumes. Methods: Acuros XB, AAA, and EGSnrc based Monte Carlo are usedmore » to calculate dose distributions from 18 MV and 6 MV photon beams delivered to a cubic water phantom containing a rectangular high density (4.0-8.0 g/cm{sup 3}) volume at its center. The algorithms are also used to recalculate a clinical prostate treatment plan involving a unilateral hip prosthesis, originally evaluated using AAA. These results are compared graphically and numerically using gamma-index analysis. Radio-chromic film measurements are presented to augment Monte Carlo and Acuros XB dose perturbation data. Results: Using a 2% and 1 mm gamma-analysis, between 91.3% and 96.8% of Acuros XB dose voxels containing greater than 50% the normalized dose were in agreement with Monte Carlo data for virtual phantoms involving 18 MV and 6 MV photons, stainless steel and titanium alloy implants and for on-axis and oblique field delivery. A similar gamma-analysis of AAA against Monte Carlo data showed between 80.8% and 87.3% agreement. Comparing Acuros XB and AAA evaluations of a clinical prostate patient plan involving a unilateral hip prosthesis, Acuros XB showed good overall agreement with Monte Carlo while AAA underestimated dose on the upstream medial surface of the prosthesis due to electron scatter from the high-density material. Film measurements support the dose perturbations demonstrated by Monte Carlo and Acuros XB data. Conclusions: Acuros XB is shown to perform as well as Monte Carlo methods and better than existing clinical algorithms for dose calculations involving high-density volumes.« less

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.

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

NASA Astrophysics Data System (ADS)

Crevillén-García, D.; Power, H.

2017-08-01

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

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

PubMed

Crevillén-García, D; Power, H

2017-08-01

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

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

PubMed Central

Power, H.

2017-01-01

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

Advanced Computational Methods for Monte Carlo Calculations

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

Brown, Forrest B.

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

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.

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

PubMed

Kumada, H; Saito, K; Nakamura, T; Sakae, T; Sakurai, H; Matsumura, A; Ono, K

2011-12-01

Treatment planning for boron neutron capture therapy generally utilizes Monte-Carlo methods for calculation of the dose distribution. The new treatment planning system JCDS-FX employs the multi-purpose Monte-Carlo code PHITS to calculate the dose distribution. JCDS-FX allows to build a precise voxel model consisting of pixel based voxel cells in the scale of 0.4×0.4×2.0 mm(3) voxel in order to perform high-accuracy dose estimation, e.g. for the purpose of calculating the dose distribution in a human body. However, the miniaturization of the voxel size increases calculation time considerably. The aim of this study is to investigate sophisticated modeling methods which can perform Monte-Carlo calculations for human geometry efficiently. Thus, we devised a new voxel modeling method "Multistep Lattice-Voxel method," which can configure a voxel model that combines different voxel sizes by utilizing the lattice function over and over. To verify the performance of the calculation with the modeling method, several calculations for human geometry were carried out. The results demonstrated that the Multistep Lattice-Voxel method enabled the precise voxel model to reduce calculation time substantially while keeping the high-accuracy of dose estimation. Copyright © 2011 Elsevier Ltd. All rights reserved.

Discrete Diffusion Monte Carlo for Electron Thermal Transport

NASA Astrophysics Data System (ADS)

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

2014-10-01

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

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.

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

NASA Astrophysics Data System (ADS)

Gbedo, Yémalin Gabin; Mangin-Brinet, Mariane

2017-07-01

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

Two proposed convergence criteria for Monte Carlo solutions

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

Forster, R.A.; Pederson, S.P.; Booth, T.E.

1992-01-01

The central limit theorem (CLT) can be applied to a Monte Carlo solution if two requirements are satisfied: (1) The random variable has a finite mean and a finite variance; and (2) the number N of independent observations grows large. When these two conditions are satisfied, a confidence interval (CI) based on the normal distribution with a specified coverage probability can be formed. The first requirement is generally satisfied by the knowledge of the Monte Carlo tally being used. The Monte Carlo practitioner has a limited number of marginal methods to assess the fulfillment of the second requirement, such asmore » statistical error reduction proportional to 1/[radical]N with error magnitude guidelines. Two proposed methods are discussed in this paper to assist in deciding if N is large enough: estimating the relative variance of the variance (VOV) and examining the empirical history score probability density function (pdf).« less

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…

Mosaicing of airborne LiDAR bathymetry strips based on Monte Carlo matching

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Impact of reconstruction parameters on quantitative I-131 SPECT

NASA Astrophysics Data System (ADS)

van Gils, C. A. J.; Beijst, C.; van Rooij, R.; de Jong, H. W. A. M.

2016-07-01

Radioiodine therapy using I-131 is widely used for treatment of thyroid disease or neuroendocrine tumors. Monitoring treatment by accurate dosimetry requires quantitative imaging. The high energy photons however render quantitative SPECT reconstruction challenging, potentially requiring accurate correction for scatter and collimator effects. The goal of this work is to assess the effectiveness of various correction methods on these effects using phantom studies. A SPECT/CT acquisition of the NEMA IEC body phantom was performed. Images were reconstructed using the following parameters: (1) without scatter correction, (2) with triple energy window (TEW) scatter correction and (3) with Monte Carlo-based scatter correction. For modelling the collimator-detector response (CDR), both (a) geometric Gaussian CDRs as well as (b) Monte Carlo simulated CDRs were compared. Quantitative accuracy, contrast to noise ratios and recovery coefficients were calculated, as well as the background variability and the residual count error in the lung insert. The Monte Carlo scatter corrected reconstruction method was shown to be intrinsically quantitative, requiring no experimentally acquired calibration factor. It resulted in a more accurate quantification of the background compartment activity density compared with TEW or no scatter correction. The quantification error relative to a dose calibrator derived measurement was found to be  <1%,-26% and 33%, respectively. The adverse effects of partial volume were significantly smaller with the Monte Carlo simulated CDR correction compared with geometric Gaussian or no CDR modelling. Scatter correction showed a small effect on quantification of small volumes. When using a weighting factor, TEW correction was comparable to Monte Carlo reconstruction in all measured parameters, although this approach is clinically impractical since this factor may be patient dependent. Monte Carlo based scatter correction including accurately simulated CDR modelling is the most robust and reliable method to reconstruct accurate quantitative iodine-131 SPECT images.

The Monte Carlo Method. Popular Lectures in Mathematics.

ERIC Educational Resources Information Center

Sobol', I. M.

The Monte Carlo Method is a method of approximately solving mathematical and physical problems by the simulation of random quantities. The principal goal of this booklet is to suggest to specialists in all areas that they will encounter problems which can be solved by the Monte Carlo Method. Part I of the booklet discusses the simulation of random…

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...

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

PubMed Central

Zaikin, Alexey; Míguez, Joaquín

2017-01-01

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

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

PubMed Central

Chen, Jin; Venugopal, Vivek; Intes, Xavier

2011-01-01

Time-resolved fluorescence optical tomography allows 3-dimensional localization of multiple fluorophores based on lifetime contrast while providing a unique data set for improved resolution. However, to employ the full fluorescence time measurements, a light propagation model that accurately simulates weakly diffused and multiple scattered photons is required. In this article, we derive a computationally efficient Monte Carlo based method to compute time-gated fluorescence Jacobians for the simultaneous imaging of two fluorophores with lifetime contrast. The Monte Carlo based formulation is validated on a synthetic murine model simulating the uptake in the kidneys of two distinct fluorophores with lifetime contrast. Experimentally, the method is validated using capillaries filled with 2.5nmol of ICG and IRDye™800CW respectively embedded in a diffuse media mimicking the average optical properties of mice. Combining multiple time gates in one inverse problem allows the simultaneous reconstruction of multiple fluorophores with increased resolution and minimal crosstalk using the proposed formulation. PMID:21483610

A Monte Carlo Approach for Adaptive Testing with Content Constraints

ERIC Educational Resources Information Center

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

2008-01-01

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

Quantum Gibbs ensemble Monte Carlo

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

Fantoni, Riccardo, E-mail: rfantoni@ts.infn.it; Moroni, Saverio, E-mail: moroni@democritos.it

We present a path integral Monte Carlo method which is the full quantum analogue of the Gibbs ensemble Monte Carlo method of Panagiotopoulos to study the gas-liquid coexistence line of a classical fluid. Unlike previous extensions of Gibbs ensemble Monte Carlo to include quantum effects, our scheme is viable even for systems with strong quantum delocalization in the degenerate regime of temperature. This is demonstrated by an illustrative application to the gas-superfluid transition of {sup 4}He in two dimensions.

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

NASA Astrophysics Data System (ADS)

Sundqvist, Kyle

2010-03-01

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

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

ERIC Educational Resources Information Center

Fish, Laurel J.; Halcoussis, Dennis; Phillips, G. Michael

2017-01-01

The Monte Carlo method and related multiple imputation methods are traditionally used in math, physics and science to estimate and analyze data and are now becoming standard tools in analyzing business and financial problems. However, few sources explain the application of the Monte Carlo method for individuals and business professionals who are…

Bayesian statistics and Monte Carlo methods

NASA Astrophysics Data System (ADS)

Koch, K. R.

2018-03-01

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

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

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

Matthew Ellis; Derek Gaston; Benoit Forget

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

Monte Carlo simulation: Its status and future

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

Murtha, J.A.

1997-04-01

Monte Carlo simulation is a statistics-based analysis tool that yields probability-vs.-value relationships for key parameters, including oil and gas reserves, capital exposure, and various economic yardsticks, such as net present value (NPV) and return on investment (ROI). Monte Carlo simulation is a part of risk analysis and is sometimes performed in conjunction with or as an alternative to decision [tree] analysis. The objectives are (1) to define Monte Carlo simulation in a more general context of risk and decision analysis; (2) to provide some specific applications, which can be interrelated; (3) to respond to some of the criticisms; (4) tomore » offer some cautions about abuses of the method and recommend how to avoid the pitfalls; and (5) to predict what the future has in store.« less

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

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

Perfetti, Christopher M; Rearden, Bradley T

2014-01-01

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

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

PubMed

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

2011-10-11

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

Monte Carlo calculation of dynamical properties of the two-dimensional Hubbard model

NASA Technical Reports Server (NTRS)

White, S. R.; Scalapino, D. J.; Sugar, R. L.; Bickers, N. E.

1989-01-01

A new method is introduced for analytically continuing imaginary-time data from quantum Monte Carlo calculations to the real-frequency axis. The method is based on a least-squares-fitting procedure with constraints of positivity and smoothness on the real-frequency quantities. Results are shown for the single-particle spectral-weight function and density of states for the half-filled, two-dimensional Hubbard model.

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

NASA Astrophysics Data System (ADS)

Fredriksson, Ingemar; Larsson, Marcus; Strömberg, Tomas

2012-04-01

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

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

PubMed

Reboredo, Fernando A; Kim, Jeongnim

2014-02-21

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

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

NASA Astrophysics Data System (ADS)

Reboredo, Fernando A.; Kim, Jeongnim

2014-02-01

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

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

NASA Technical Reports Server (NTRS)

Thipphavong, David

2010-01-01

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

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

PubMed

Wang, L; Lovelock, M; Chui, C S

1999-12-01

To further validate the Monte Carlo dose-calculation method [Med. Phys. 25, 867-878 (1998)] developed at the Memorial Sloan-Kettering Cancer Center, we have performed experimental verification in various inhomogeneous phantoms. The phantom geometries included simple layered slabs, a simulated bone column, a simulated missing-tissue hemisphere, and an anthropomorphic head geometry (Alderson Rando Phantom). The densities of the inhomogeneity range from 0.14 to 1.86 g/cm3, simulating both clinically relevant lunglike and bonelike materials. The data are reported as central axis depth doses, dose profiles, dose values at points of interest, such as points at the interface of two different media and in the "nasopharynx" region of the Rando head. The dosimeters used in the measurement included dosimetry film, TLD chips, and rods. The measured data were compared to that of Monte Carlo calculations for the same geometrical configurations. In the case of the Rando head phantom, a CT scan of the phantom was used to define the calculation geometry and to locate the points of interest. The agreement between the calculation and measurement is generally within 2.5%. This work validates the accuracy of the Monte Carlo method. While Monte Carlo, at present, is still too slow for routine treatment planning, it can be used as a benchmark against which other dose calculation methods can be compared.

A Monte Carlo method using octree structure in photon and electron transport

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

Ogawa, K.; Maeda, S.

Most of the early Monte Carlo calculations in medical physics were used to calculate absorbed dose distributions, and detector responses and efficiencies. Recently, data acquisition in Single Photon Emission CT (SPECT) has been simulated by a Monte Carlo method to evaluate scatter photons generated in a human body and a collimator. Monte Carlo simulations in SPECT data acquisition are generally based on the transport of photons only because the photons being simulated are low energy, and therefore the bremsstrahlung productions by the electrons generated are negligible. Since the transport calculation of photons without electrons is much simpler than that withmore » electrons, it is possible to accomplish the high-speed simulation in a simple object with one medium. Here, object description is important in performing the photon and/or electron transport using a Monte Carlo method efficiently. The authors propose a new description method using an octree representation of an object. Thus even if the boundaries of each medium are represented accurately, high-speed calculation of photon transport can be accomplished because the number of voxels is much fewer than that of the voxel-based approach which represents an object by a union of the voxels of the same size. This Monte Carlo code using the octree representation of an object first establishes the simulation geometry by reading octree string, which is produced by forming an octree structure from a set of serial sections for the object before the simulation; then it transports photons in the geometry. Using the code, if the user just prepares a set of serial sections for the object in which he or she wants to simulate photon trajectories, he or she can perform the simulation automatically using the suboptimal geometry simplified by the octree representation without forming the optimal geometry by handwriting.« less

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.

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

Visual improvement for bad handwriting based on Monte-Carlo method

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Propagating probability distributions of stand variables using sequential Monte Carlo methods

Treesearch

Jeffrey H. Gove

2009-01-01

A general probabilistic approach to stand yield estimation is developed based on sequential Monte Carlo filters, also known as particle filters. The essential steps in the development of the sampling importance resampling (SIR) particle filter are presented. The SIR filter is then applied to simulated and observed data showing how the 'predictor - corrector'...

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

NASA Astrophysics Data System (ADS)

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

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

Comparison of deterministic and stochastic methods for time-dependent Wigner simulations

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

Shao, Sihong, E-mail: sihong@math.pku.edu.cn; Sellier, Jean Michel, E-mail: jeanmichel.sellier@parallel.bas.bg

2015-11-01

Recently a Monte Carlo method based on signed particles for time-dependent simulations of the Wigner equation has been proposed. While it has been thoroughly validated against physical benchmarks, no technical study about its numerical accuracy has been performed. To this end, this paper presents the first step towards the construction of firm mathematical foundations for the signed particle Wigner Monte Carlo method. An initial investigation is performed by means of comparisons with a cell average spectral element method, which is a highly accurate deterministic method and utilized to provide reference solutions. Several different numerical tests involving the time-dependent evolution ofmore » a quantum wave-packet are performed and discussed in deep details. In particular, this allows us to depict a set of crucial criteria for the signed particle Wigner Monte Carlo method to achieve a satisfactory accuracy.« less

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.

Variance reduction for Fokker–Planck based particle Monte Carlo schemes

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

Gorji, M. Hossein, E-mail: gorjih@ifd.mavt.ethz.ch; Andric, Nemanja; Jenny, Patrick

Recently, Fokker–Planck based particle Monte Carlo schemes have been proposed and evaluated for simulations of rarefied gas flows [1–3]. In this paper, the variance reduction for particle Monte Carlo simulations based on the Fokker–Planck model is considered. First, deviational based schemes were derived and reviewed, and it is shown that these deviational methods are not appropriate for practical Fokker–Planck based rarefied gas flow simulations. This is due to the fact that the deviational schemes considered in this study lead either to instabilities in the case of two-weight methods or to large statistical errors if the direct sampling method is applied.more » Motivated by this conclusion, we developed a novel scheme based on correlated stochastic processes. The main idea here is to synthesize an additional stochastic process with a known solution, which is simultaneously solved together with the main one. By correlating the two processes, the statistical errors can dramatically be reduced; especially for low Mach numbers. To assess the methods, homogeneous relaxation, planar Couette and lid-driven cavity flows were considered. For these test cases, it could be demonstrated that variance reduction based on parallel processes is very robust and effective.« less

COMPARISON OF MONTE CARLO METHODS FOR NONLINEAR RADIATION TRANSPORT

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

W. R. MARTIN; F. B. BROWN

2001-03-01

Five Monte Carlo methods for solving the nonlinear thermal radiation transport equations are compared. The methods include the well-known Implicit Monte Carlo method (IMC) developed by Fleck and Cummings, an alternative to IMC developed by Carter and Forest, an ''exact'' method recently developed by Ahrens and Larsen, and two methods recently proposed by Martin and Brown. The five Monte Carlo methods are developed and applied to the radiation transport equation in a medium assuming local thermodynamic equilibrium. Conservation of energy is derived and used to define appropriate material energy update equations for each of the methods. Details of the Montemore » Carlo implementation are presented, both for the random walk simulation and the material energy update. Simulation results for all five methods are obtained for two infinite medium test problems and a 1-D test problem, all of which have analytical solutions. Conclusions regarding the relative merits of the various schemes are presented.« less

Random Numbers and Monte Carlo Methods

NASA Astrophysics Data System (ADS)

Scherer, Philipp O. J.

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

A method for radiological characterization based on fluence conversion coefficients

NASA Astrophysics Data System (ADS)

Froeschl, Robert

2018-06-01

Radiological characterization of components in accelerator environments is often required to ensure adequate radiation protection during maintenance, transport and handling as well as for the selection of the proper disposal pathway. The relevant quantities are typical the weighted sums of specific activities with radionuclide-specific weighting coefficients. Traditional methods based on Monte Carlo simulations are radionuclide creation-event based or the particle fluences in the regions of interest are scored and then off-line weighted with radionuclide production cross sections. The presented method bases the radiological characterization on a set of fluence conversion coefficients. For a given irradiation profile and cool-down time, radionuclide production cross-sections, material composition and radionuclide-specific weighting coefficients, a set of particle type and energy dependent fluence conversion coefficients is computed. These fluence conversion coefficients can then be used in a Monte Carlo transport code to perform on-line weighting to directly obtain the desired radiological characterization, either by using built-in multiplier features such as in the PHITS code or by writing a dedicated user routine such as for the FLUKA code. The presented method has been validated against the standard event-based methods directly available in Monte Carlo transport codes.

Split Orthogonal Group: A Guiding Principle for Sign-Problem-Free Fermionic Simulations

NASA Astrophysics Data System (ADS)

Wang, Lei; Liu, Ye-Hua; Iazzi, Mauro; Troyer, Matthias; Harcos, Gergely

2015-12-01

We present a guiding principle for designing fermionic Hamiltonians and quantum Monte Carlo (QMC) methods that are free from the infamous sign problem by exploiting the Lie groups and Lie algebras that appear naturally in the Monte Carlo weight of fermionic QMC simulations. Specifically, rigorous mathematical constraints on the determinants involving matrices that lie in the split orthogonal group provide a guideline for sign-free simulations of fermionic models on bipartite lattices. This guiding principle not only unifies the recent solutions of the sign problem based on the continuous-time quantum Monte Carlo methods and the Majorana representation, but also suggests new efficient algorithms to simulate physical systems that were previously prohibitive because of the sign problem.

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

PubMed

Wiklund, Kristin; Olivera, Gustavo H; Brahme, Anders; Lind, Bengt K

2008-07-01

To speed up dose calculation, an analytical pencil-beam method has been developed to calculate the mean radial dose distributions due to secondary electrons that are set in motion by light ions in water. For comparison, radial dose profiles calculated using a Monte Carlo technique have also been determined. An accurate comparison of the resulting radial dose profiles of the Bragg peak for (1)H(+), (4)He(2+) and (6)Li(3+) ions has been performed. The double differential cross sections for secondary electron production were calculated using the continuous distorted wave-eikonal initial state method (CDW-EIS). For the secondary electrons that are generated, the radial dose distribution for the analytical case is based on the generalized Gaussian pencil-beam method and the central axis depth-dose distributions are calculated using the Monte Carlo code PENELOPE. In the Monte Carlo case, the PENELOPE code was used to calculate the whole radial dose profile based on CDW data. The present pencil-beam and Monte Carlo calculations agree well at all radii. A radial dose profile that is shallower at small radii and steeper at large radii than the conventional 1/r(2) is clearly seen with both the Monte Carlo and pencil-beam methods. As expected, since the projectile velocities are the same, the dose profiles of Bragg-peak ions of 0.5 MeV (1)H(+), 2 MeV (4)He(2+) and 3 MeV (6)Li(3+) are almost the same, with about 30% more delta electrons in the sub keV range from (4)He(2+)and (6)Li(3+) compared to (1)H(+). A similar behavior is also seen for 1 MeV (1)H(+), 4 MeV (4)He(2+) and 6 MeV (6)Li(3+), all classically expected to have the same secondary electron cross sections. The results are promising and indicate a fast and accurate way of calculating the mean radial dose profile.

Response Matrix Monte Carlo for electron transport

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

Ballinger, C.T.; Nielsen, D.E. Jr.; Rathkopf, J.A.

1990-11-01

A Response Matrix Monte Carol (RMMC) method has been developed for solving electron transport problems. This method was born of the need to have a reliable, computationally efficient transport method for low energy electrons (below a few hundred keV) in all materials. Today, condensed history methods are used which reduce the computation time by modeling the combined effect of many collisions but fail at low energy because of the assumptions required to characterize the electron scattering. Analog Monte Carlo simulations are prohibitively expensive since electrons undergo coulombic scattering with little state change after a collision. The RMMC method attempts tomore » combine the accuracy of an analog Monte Carlo simulation with the speed of the condensed history methods. The combined effect of many collisions is modeled, like condensed history, except it is precalculated via an analog Monte Carol simulation. This avoids the scattering kernel assumptions associated with condensed history methods. Results show good agreement between the RMMC method and analog Monte Carlo. 11 refs., 7 figs., 1 tabs.« less

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

PubMed

Schaefer, C; Jansen, A P J

2013-02-07

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

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).

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.

Hybrid Monte Carlo/deterministic methods for radiation shielding problems

NASA Astrophysics Data System (ADS)

Becker, Troy L.

For the past few decades, the most common type of deep-penetration (shielding) problem simulated using Monte Carlo methods has been the source-detector problem, in which a response is calculated at a single location in space. Traditionally, the nonanalog Monte Carlo methods used to solve these problems have required significant user input to generate and sufficiently optimize the biasing parameters necessary to obtain a statistically reliable solution. It has been demonstrated that this laborious task can be replaced by automated processes that rely on a deterministic adjoint solution to set the biasing parameters---the so-called hybrid methods. The increase in computational power over recent years has also led to interest in obtaining the solution in a region of space much larger than a point detector. In this thesis, we propose two methods for solving problems ranging from source-detector problems to more global calculations---weight windows and the Transform approach. These techniques employ sonic of the same biasing elements that have been used previously; however, the fundamental difference is that here the biasing techniques are used as elements of a comprehensive tool set to distribute Monte Carlo particles in a user-specified way. The weight window achieves the user-specified Monte Carlo particle distribution by imposing a particular weight window on the system, without altering the particle physics. The Transform approach introduces a transform into the neutron transport equation, which results in a complete modification of the particle physics to produce the user-specified Monte Carlo distribution. These methods are tested in a three-dimensional multigroup Monte Carlo code. For a basic shielding problem and a more realistic one, these methods adequately solved source-detector problems and more global calculations. Furthermore, they confirmed that theoretical Monte Carlo particle distributions correspond to the simulated ones, implying that these methods can be used to achieve user-specified Monte Carlo distributions. Overall, the Transform approach performed more efficiently than the weight window methods, but it performed much more efficiently for source-detector problems than for global problems.

Remarks on a financial inverse problem by means of Monte Carlo Methods

NASA Astrophysics Data System (ADS)

Cuomo, Salvatore; Di Somma, Vittorio; Sica, Federica

2017-10-01

Estimating the price of a barrier option is a typical inverse problem. In this paper we present a numerical and statistical framework for a market with risk-free interest rate and a risk asset, described by a Geometric Brownian Motion (GBM). After approximating the risk asset with a numerical method, we find the final option price by following an approach based on sequential Monte Carlo methods. All theoretical results are applied to the case of an option whose underlying is a real stock.

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.

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.

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

NASA Astrophysics Data System (ADS)

Einstein, Gnanatheepam; Udayakumar, Kanniyappan; Aruna, Prakasarao; Ganesan, Singaravelu

2017-03-01

Fluorescence of Protein has been widely used in diagnostic oncology for characterizing cellular metabolism. However, the intensity of fluorescence emission is affected due to the absorbers and scatterers in tissue, which may lead to error in estimating exact protein content in tissue. Extraction of intrinsic fluorescence from measured fluorescence has been achieved by different methods. Among them, Monte Carlo based method yields the highest accuracy for extracting intrinsic fluorescence. In this work, we have attempted to generate a lookup table for Monte Carlo simulation of fluorescence emission by protein. Furthermore, we fitted the generated lookup table using an empirical relation. The empirical relation between measured and intrinsic fluorescence is validated using tissue phantom experiments. The proposed relation can be used for estimating intrinsic fluorescence of protein for real-time diagnostic applications and thereby improving the clinical interpretation of fluorescence spectroscopic data.

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

NASA Astrophysics Data System (ADS)

Yasuda, Shugo

2017-02-01

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

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.

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.

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

PubMed

Satake, S; Park, J-K; Sugama, H; Kanno, R

2011-07-29

Neoclassical toroidal viscosities (NTVs) in tokamaks are investigated using a δf Monte Carlo simulation, and are successfully verified with a combined analytic theory over a wide range of collisionality. A Monte Carlo simulation has been required in the study of NTV since the complexities in guiding-center orbits of particles and their collisions cannot be fully investigated by any means of analytic theories alone. Results yielded the details of the complex NTV dependency on particle precessions and collisions, which were predicted roughly in a combined analytic theory. Both numerical and analytic methods can be utilized and extended based on these successful verifications.

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

PubMed

Golubović, Mlađan; Lazarević, Milan; Zlatanović, Dragan; Krtinić, Dane; Stoičkov, Viktor; Mladenović, Bojan; Milić, Dragan J; Sokolović, Dušan; Veselinović, Aleksandar M

2018-04-13

Up to this date, there has been an ongoing debate about the mode of action of general anesthetics, which have postulated many biological sites as targets for their action. However, postoperative nausea and vomiting are common problems in which inhalational agents may have a role in their development. When a mode of action is unknown, QSAR modelling is essential in drug development. To investigate the aspects of their anesthetic, QSAR models based on the Monte Carlo method were developed for a set of polyhalogenated ethers. Until now, their anesthetic action has not been completely defined, although some hypotheses have been suggested. Therefore, a QSAR model should be developed on molecular fragments that contribute to anesthetic action. QSAR models were built on the basis of optimal molecular descriptors based on the SMILES notation and local graph invariants, whereas the Monte Carlo optimization method with three random splits into the training and test set was applied for model development. Different methods, including novel Index of ideality correlation, were applied for the determination of the robustness of the model and its predictive potential. The Monte Carlo optimization process was capable of being an efficient in silico tool for building up a robust model of good statistical quality. Molecular fragments which have both positive and negative influence on anesthetic action were determined. The presented study can be useful in the search for novel anesthetics. Copyright © 2018 Elsevier Ltd. All rights reserved.

Numerical integration of detector response functions via Monte Carlo simulations

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

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

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

Numerical integration of detector response functions via Monte Carlo simulations

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Numerical integration of detector response functions via Monte Carlo simulations

DOE PAGES

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

2017-06-13

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

Radiative interactions in multi-dimensional chemically reacting flows using Monte Carlo simulations

NASA Technical Reports Server (NTRS)

Liu, Jiwen; Tiwari, Surendra N.

1994-01-01

The Monte Carlo method (MCM) is applied to analyze radiative heat transfer in nongray gases. The nongray model employed is based on the statistical narrow band model with an exponential-tailed inverse intensity distribution. The amount and transfer of the emitted radiative energy in a finite volume element within a medium are considered in an exact manner. The spectral correlation between transmittances of two different segments of the same path in a medium makes the statistical relationship different from the conventional relationship, which only provides the non-correlated results for nongray methods is discussed. Validation of the Monte Carlo formulations is conducted by comparing results of this method of other solutions. In order to further establish the validity of the MCM, a relatively simple problem of radiative interactions in laminar parallel plate flows is considered. One-dimensional correlated Monte Carlo formulations are applied to investigate radiative heat transfer. The nongray Monte Carlo solutions are also obtained for the same problem and they also essentially match the available analytical solutions. the exact correlated and non-correlated Monte Carlo formulations are very complicated for multi-dimensional systems. However, by introducing the assumption of an infinitesimal volume element, the approximate correlated and non-correlated formulations are obtained which are much simpler than the exact formulations. Consideration of different problems and comparison of different solutions reveal that the approximate and exact correlated solutions agree very well, and so do the approximate and exact non-correlated solutions. However, the two non-correlated solutions have no physical meaning because they significantly differ from the correlated solutions. An accurate prediction of radiative heat transfer in any nongray and multi-dimensional system is possible by using the approximate correlated formulations. Radiative interactions are investigated in chemically reacting compressible flows of premixed hydrogen and air in an expanding nozzle. The governing equations are based on the fully elliptic Navier-Stokes equations. Chemical reaction mechanisms were described by a finite rate chemistry model. The correlated Monte Carlo method developed earlier was employed to simulate multi-dimensional radiative heat transfer. Results obtained demonstrate that radiative effects on the flowfield are minimal but radiative effects on the wall heat transfer are significant. Extensive parametric studies are conducted to investigate the effects of equivalence ratio, wall temperature, inlet flow temperature, and nozzle size on the radiative and conductive wall fluxes.

Monte Carlo Methods in Materials Science Based on FLUKA and ROOT

NASA Technical Reports Server (NTRS)

Pinsky, Lawrence; Wilson, Thomas; Empl, Anton; Andersen, Victor

2003-01-01

A comprehensive understanding of mitigation measures for space radiation protection necessarily involves the relevant fields of nuclear physics and particle transport modeling. One method of modeling the interaction of radiation traversing matter is Monte Carlo analysis, a subject that has been evolving since the very advent of nuclear reactors and particle accelerators in experimental physics. Countermeasures for radiation protection from neutrons near nuclear reactors, for example, were an early application and Monte Carlo methods were quickly adapted to this general field of investigation. The project discussed here is concerned with taking the latest tools and technology in Monte Carlo analysis and adapting them to space applications such as radiation shielding design for spacecraft, as well as investigating how next-generation Monte Carlos can complement the existing analytical methods currently used by NASA. We have chosen to employ the Monte Carlo program known as FLUKA (A legacy acronym based on the German for FLUctuating KAscade) used to simulate all of the particle transport, and the CERN developed graphical-interface object-oriented analysis software called ROOT. One aspect of space radiation analysis for which the Monte Carlo s are particularly suited is the study of secondary radiation produced as albedoes in the vicinity of the structural geometry involved. This broad goal of simulating space radiation transport through the relevant materials employing the FLUKA code necessarily requires the addition of the capability to simulate all heavy-ion interactions from 10 MeV/A up to the highest conceivable energies. For all energies above 3 GeV/A the Dual Parton Model (DPM) is currently used, although the possible improvement of the DPMJET event generator for energies 3-30 GeV/A is being considered. One of the major tasks still facing us is the provision for heavy ion interactions below 3 GeV/A. The ROOT interface is being developed in conjunction with the CERN ALICE (A Large Ion Collisions Experiment) software team through an adaptation of their existing AliROOT (ALICE Using ROOT) architecture. In order to check our progress against actual data, we have chosen to simulate the ATIC14 (Advanced Thin Ionization Calorimeter) cosmic-ray astrophysics balloon payload as well as neutron fluences in the Mir spacecraft. This paper contains a summary of status of this project, and a roadmap to its successful completion.

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.

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

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

Reboredo, Fernando A.; Kim, Jeongnim

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

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.

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

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

PubMed Central

Paixão, Lucas; Oliveira, Bruno Beraldo; Viloria, Carolina; de Oliveira, Marcio Alves; Teixeira, Maria Helena Araújo; Nogueira, Maria do Socorro

2015-01-01

Objective Derive filtered tungsten X-ray spectra used in digital mammography systems by means of Monte Carlo simulations. Materials and Methods Filtered spectra for rhodium filter were obtained for tube potentials between 26 and 32 kV. The half-value layer (HVL) of simulated filtered spectra were compared with those obtained experimentally with a solid state detector Unfors model 8202031-H Xi R/F & MAM Detector Platinum and 8201023-C Xi Base unit Platinum Plus w mAs in a Hologic Selenia Dimensions system using a direct radiography mode. Results Calculated HVL values showed good agreement as compared with those obtained experimentally. The greatest relative difference between the Monte Carlo calculated HVL values and experimental HVL values was 4%. Conclusion The results show that the filtered tungsten anode X-ray spectra and the EGSnrc Monte Carlo code can be used for mean glandular dose determination in mammography. PMID:26811553

Monte Carlo 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.

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

NASA Astrophysics Data System (ADS)

He, Wei; Williard, Nicholas; Osterman, Michael; Pecht, Michael

A new method for state of health (SOH) and remaining useful life (RUL) estimations for lithium-ion batteries using Dempster-Shafer theory (DST) and the Bayesian Monte Carlo (BMC) method is proposed. In this work, an empirical model based on the physical degradation behavior of lithium-ion batteries is developed. Model parameters are initialized by combining sets of training data based on DST. BMC is then used to update the model parameters and predict the RUL based on available data through battery capacity monitoring. As more data become available, the accuracy of the model in predicting RUL improves. Two case studies demonstrating this approach are presented.

Ground state of excitonic molecules by the Green's-function Monte Carlo method

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

Lee, M.A.; Vashishta, P.; Kalia, R.K.

1983-12-26

The ground-state energy of excitonic molecules is evaluated as a function of the ratio of electron and hole masses, sigma, with use of the Green's-function Monte Carlo method. For all sigma, the Green's-function Monte Carlo energies are significantly lower than the variational estimates and in favorable agreement with experiments. In excitonic rydbergs, the binding energy of the positronium molecule (sigma = 1) is predicted to be -0.06 and for sigma<<1, the Green's-function Monte Carlo energies agree with the ''exact'' limiting behavior, E = -2.346+0.764sigma.

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

PubMed

Boda, Dezső; Gillespie, Dirk

2012-03-13

We propose a procedure to compute the steady-state transport of charged particles based on the Nernst-Planck (NP) equation of electrodiffusion. To close the NP equation and to establish a relation between the concentration and electrochemical potential profiles, we introduce the Local Equilibrium Monte Carlo (LEMC) method. In this method, Grand Canonical Monte Carlo simulations are performed using the electrochemical potential specified for the distinct volume elements. An iteration procedure that self-consistently solves the NP and flux continuity equations with LEMC is shown to converge quickly. This NP+LEMC technique can be used in systems with diffusion of charged or uncharged particles in complex three-dimensional geometries, including systems with low concentrations and small applied voltages that are difficult for other particle simulation techniques.

SU-E-T-481: Dosimetric Effects of Tissue Heterogeneity in Proton Therapy: Monte Carlo Simulation and Experimental Study Using Animal Tissue Phantoms.

PubMed

Liu, Y; Zheng, Y

2012-06-01

Accurate determination of proton dosimetric effect for tissue heterogeneity is critical in proton therapy. Proton beams have finite range and consequently tissue heterogeneity plays a more critical role in proton therapy. The purpose of this study is to investigate the tissue heterogeneity effect in proton dosimetry based on anatomical-based Monte Carlo simulation using animal tissues. Animal tissues including a pig head and beef bulk were used in this study. Both pig head and beef were scanned using a GE CT scanner with 1.25 mm slice thickness. A treatment plan was created, using the CMS XiO treatment planning system (TPS) with a single proton spread-out-Bragg-peak beam (SOBP). Radiochromic films were placed at the distal falloff region. Image guidance was used to align the phantom before proton beams were delivered according to the treatment plan. The same two CT sets were converted to Monte Carlo simulation model. The Monte Carlo simulated dose calculations with/without tissue omposition were compared to TPS calculations and measurements. Based on the preliminary comparison, at the center of SOBP plane, the Monte Carlo simulation dose without tissue composition agreed generally well with TPS calculation. In the distal falloff region, the dose difference was large, and about 2 mm isodose line shift was observed with the consideration of tissue composition. The detailed comparison of dose distributions between Monte Carlo simulation, TPS calculations and measurements is underway. Accurate proton dose calculations are challenging in proton treatment planning for heterogeneous tissues. Tissue heterogeneity and tissue composition may lead to isodose line shifts up to a few millimeters in the distal falloff region. By simulating detailed particle transport and energy deposition, Monte Carlo simulations provide a verification method in proton dose calculation where inhomogeneous tissues are present. © 2012 American Association of Physicists in Medicine.

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.

Monte Carlo method for calculating the radiation skyshine produced by electron accelerators

NASA Astrophysics Data System (ADS)

Kong, Chaocheng; Li, Quanfeng; Chen, Huaibi; Du, Taibin; Cheng, Cheng; Tang, Chuanxiang; Zhu, Li; Zhang, Hui; Pei, Zhigang; Ming, Shenjin

2005-06-01

Using the MCNP4C Monte Carlo code, the X-ray skyshine produced by 9 MeV, 15 MeV and 21 MeV electron linear accelerators were calculated respectively with a new two-step method combined with the split and roulette variance reduction technique. Results of the Monte Carlo simulation, the empirical formulas used for skyshine calculation and the dose measurements were analyzed and compared. In conclusion, the skyshine dose measurements agreed reasonably with the results computed by the Monte Carlo method, but deviated from computational results given by empirical formulas. The effect on skyshine dose caused by different structures of accelerator head is also discussed in this paper.

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.

Conditional Monte Carlo randomization tests for regression models.

PubMed

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

2014-08-15

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

Binocular optical axis parallelism detection precision analysis based on Monte Carlo method

NASA Astrophysics Data System (ADS)

Ying, Jiaju; Liu, Bingqi

2018-02-01

According to the working principle of the binocular photoelectric instrument optical axis parallelism digital calibration instrument, and in view of all components of the instrument, the various factors affect the system precision is analyzed, and then precision analysis model is established. Based on the error distribution, Monte Carlo method is used to analyze the relationship between the comprehensive error and the change of the center coordinate of the circle target image. The method can further guide the error distribution, optimize control the factors which have greater influence on the comprehensive error, and improve the measurement accuracy of the optical axis parallelism digital calibration instrument.

Efficient approach to the free energy of crystals via Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Navascués, G.; Velasco, E.

2015-08-01

We present a general approach to compute the absolute free energy of a system of particles with constrained center of mass based on the Monte Carlo thermodynamic coupling integral method. The version of the Frenkel-Ladd approach [J. Chem. Phys. 81, 3188 (1984)], 10.1063/1.448024, which uses a harmonic coupling potential, is recovered. Also, we propose a different choice, based on one-particle square-well coupling potentials, which is much simpler, more accurate, and free from some of the difficulties of the Frenkel-Ladd method. We apply our approach to hard spheres and compare with the standard harmonic method.

Monte Carlo modeling of spatial coherence: free-space diffraction

PubMed Central

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

2008-01-01

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

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

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

Grimes, Joshua, E-mail: grimes.joshua@mayo.edu; Celler, Anna

2014-09-15

Purpose: The authors’ objective was to compare internal dose estimates obtained using the Organ Level Dose Assessment with Exponential Modeling (OLINDA/EXM) software, the voxel S value technique, and Monte Carlo simulation. Monte Carlo dose estimates were used as the reference standard to assess the impact of patient-specific anatomy on the final dose estimate. Methods: Six patients injected with{sup 99m}Tc-hydrazinonicotinamide-Tyr{sup 3}-octreotide were included in this study. A hybrid planar/SPECT imaging protocol was used to estimate {sup 99m}Tc time-integrated activity coefficients (TIACs) for kidneys, liver, spleen, and tumors. Additionally, TIACs were predicted for {sup 131}I, {sup 177}Lu, and {sup 90}Y assuming themore » same biological half-lives as the {sup 99m}Tc labeled tracer. The TIACs were used as input for OLINDA/EXM for organ-level dose calculation and voxel level dosimetry was performed using the voxel S value method and Monte Carlo simulation. Dose estimates for {sup 99m}Tc, {sup 131}I, {sup 177}Lu, and {sup 90}Y distributions were evaluated by comparing (i) organ-level S values corresponding to each method, (ii) total tumor and organ doses, (iii) differences in right and left kidney doses, and (iv) voxelized dose distributions calculated by Monte Carlo and the voxel S value technique. Results: The S values for all investigated radionuclides used by OLINDA/EXM and the corresponding patient-specific S values calculated by Monte Carlo agreed within 2.3% on average for self-irradiation, and differed by as much as 105% for cross-organ irradiation. Total organ doses calculated by OLINDA/EXM and the voxel S value technique agreed with Monte Carlo results within approximately ±7%. Differences between right and left kidney doses determined by Monte Carlo were as high as 73%. Comparison of the Monte Carlo and voxel S value dose distributions showed that each method produced similar dose volume histograms with a minimum dose covering 90% of the volume (D90) agreeing within ±3%, on average. Conclusions: Several aspects of OLINDA/EXM dose calculation were compared with patient-specific dose estimates obtained using Monte Carlo. Differences in patient anatomy led to large differences in cross-organ doses. However, total organ doses were still in good agreement since most of the deposited dose is due to self-irradiation. Comparison of voxelized doses calculated by Monte Carlo and the voxel S value technique showed that the 3D dose distributions produced by the respective methods are nearly identical.« less

Accurate anharmonic zero-point energies for some combustion-related species from diffusion Monte Carlo

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

Harding, Lawrence B.; Georgievskii, Yuri; Klippenstein, Stephen J.

Full dimensional analytic potential energy surfaces based on CCSD(T)/cc-pVTZ calculations have been determined for 48 small combustion related molecules. The analytic surfaces have been used in Diffusion Monte Carlo calculations of the anharmonic, zero point energies. Here, the resulting anharmonicity corrections are compared to vibrational perturbation theory results based both on the same level of electronic structure theory and on lower level electronic structure methods (B3LYP and MP2).

Accurate Anharmonic Zero-Point Energies for Some Combustion-Related Species from Diffusion Monte Carlo.

PubMed

Harding, Lawrence B; Georgievskii, Yuri; Klippenstein, Stephen J

2017-06-08

Full-dimensional analytic potential energy surfaces based on CCSD(T)/cc-pVTZ calculations have been determined for 48 small combustion-related molecules. The analytic surfaces have been used in Diffusion Monte Carlo calculations of the anharmonic zero-point energies. The resulting anharmonicity corrections are compared to vibrational perturbation theory results based both on the same level of electronic structure theory and on lower-level electronic structure methods (B3LYP and MP2).

Accurate anharmonic zero-point energies for some combustion-related species from diffusion Monte Carlo

DOE PAGES

Harding, Lawrence B.; Georgievskii, Yuri; Klippenstein, Stephen J.

2017-05-17

Full dimensional analytic potential energy surfaces based on CCSD(T)/cc-pVTZ calculations have been determined for 48 small combustion related molecules. The analytic surfaces have been used in Diffusion Monte Carlo calculations of the anharmonic, zero point energies. Here, the resulting anharmonicity corrections are compared to vibrational perturbation theory results based both on the same level of electronic structure theory and on lower level electronic structure methods (B3LYP and MP2).

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.

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

PubMed Central

Montes, Jesus; Gomez, Elena; Merchán-Pérez, Angel; DeFelipe, Javier; Peña, Jose-Maria

2013-01-01

Chemical synaptic transmission involves the release of a neurotransmitter that diffuses in the extracellular space and interacts with specific receptors located on the postsynaptic membrane. Computer simulation approaches provide fundamental tools for exploring various aspects of the synaptic transmission under different conditions. In particular, Monte Carlo methods can track the stochastic movements of neurotransmitter molecules and their interactions with other discrete molecules, the receptors. However, these methods are computationally expensive, even when used with simplified models, preventing their use in large-scale and multi-scale simulations of complex neuronal systems that may involve large numbers of synaptic connections. We have developed a machine-learning based method that can accurately predict relevant aspects of the behavior of synapses, such as the percentage of open synaptic receptors as a function of time since the release of the neurotransmitter, with considerably lower computational cost compared with the conventional Monte Carlo alternative. The method is designed to learn patterns and general principles from a corpus of previously generated Monte Carlo simulations of synapses covering a wide range of structural and functional characteristics. These patterns are later used as a predictive model of the behavior of synapses under different conditions without the need for additional computationally expensive Monte Carlo simulations. This is performed in five stages: data sampling, fold creation, machine learning, validation and curve fitting. The resulting procedure is accurate, automatic, and it is general enough to predict synapse behavior under experimental conditions that are different to the ones it has been trained on. Since our method efficiently reproduces the results that can be obtained with Monte Carlo simulations at a considerably lower computational cost, it is suitable for the simulation of high numbers of synapses and it is therefore an excellent tool for multi-scale simulations. PMID:23894367

Deterministic theory of Monte Carlo variance

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

Ueki, T.; Larsen, E.W.

1996-12-31

The theoretical estimation of variance in Monte Carlo transport simulations, particularly those using variance reduction techniques, is a substantially unsolved problem. In this paper, the authors describe a theory that predicts the variance in a variance reduction method proposed by Dwivedi. Dwivedi`s method combines the exponential transform with angular biasing. The key element of this theory is a new modified transport problem, containing the Monte Carlo weight w as an extra independent variable, which simulates Dwivedi`s Monte Carlo scheme. The (deterministic) solution of this modified transport problem yields an expression for the variance. The authors give computational results that validatemore » this theory.« less

A Wigner Monte Carlo approach to density functional theory

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

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

2014-08-01

In order to simulate quantum N-body systems, stationary and time-dependent density functional theories rely on the capacity of calculating the single-electron wave-functions of a system from which one obtains the total electron density (Kohn–Sham systems). In this paper, we introduce the use of the Wigner Monte Carlo method in ab-initio calculations. This approach allows time-dependent simulations of chemical systems in the presence of reflective and absorbing boundary conditions. It also enables an intuitive comprehension of chemical systems in terms of the Wigner formalism based on the concept of phase-space. Finally, being based on a Monte Carlo method, it scales verymore » well on parallel machines paving the way towards the time-dependent simulation of very complex molecules. A validation is performed by studying the electron distribution of three different systems, a Lithium atom, a Boron atom and a hydrogenic molecule. For the sake of simplicity, we start from initial conditions not too far from equilibrium and show that the systems reach a stationary regime, as expected (despite no restriction is imposed in the choice of the initial conditions). We also show a good agreement with the standard density functional theory for the hydrogenic molecule. These results demonstrate that the combination of the Wigner Monte Carlo method and Kohn–Sham systems provides a reliable computational tool which could, eventually, be applied to more sophisticated problems.« less

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…

Generating moment matching scenarios using optimization techniques

DOE PAGES

Mehrotra, Sanjay; Papp, Dávid

2013-05-16

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

Initial Assessment of a Rapid Method of Calculating CEV Environmental Heating

NASA Technical Reports Server (NTRS)

Pickney, John T.; Milliken, Andrew H.

2010-01-01

An innovative method for rapidly calculating spacecraft environmental absorbed heats in planetary orbit is described. The method employs reading a database of pre-calculated orbital absorbed heats and adjusting those heats for desired orbit parameters. The approach differs from traditional Monte Carlo methods that are orbit based with a planet centered coordinate system. The database is based on a spacecraft centered coordinated system where the range of all possible sun and planet look angles are evaluated. In an example case 37,044 orbit configurations were analyzed for average orbital heats on selected spacecraft surfaces. Calculation time was under 2 minutes while a comparable Monte Carlo evaluation would have taken an estimated 26 hours

Monte Carlo based statistical power analysis for mediation models: methods and software.

PubMed

Zhang, Zhiyong

2014-12-01

The existing literature on statistical power analysis for mediation models often assumes data normality and is based on a less powerful Sobel test instead of the more powerful bootstrap test. This study proposes to estimate statistical power to detect mediation effects on the basis of the bootstrap method through Monte Carlo simulation. Nonnormal data with excessive skewness and kurtosis are allowed in the proposed method. A free R package called bmem is developed to conduct the power analysis discussed in this study. Four examples, including a simple mediation model, a multiple-mediator model with a latent mediator, a multiple-group mediation model, and a longitudinal mediation model, are provided to illustrate the proposed method.

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

PubMed Central

Hey, Jody; Nielsen, Rasmus

2007-01-01

In 1988, Felsenstein described a framework for assessing the likelihood of a genetic data set in which all of the possible genealogical histories of the data are considered, each in proportion to their probability. Although not analytically solvable, several approaches, including Markov chain Monte Carlo methods, have been developed to find approximate solutions. Here, we describe an approach in which Markov chain Monte Carlo simulations are used to integrate over the space of genealogies, whereas other parameters are integrated out analytically. The result is an approximation to the full joint posterior density of the model parameters. For many purposes, this function can be treated as a likelihood, thereby permitting likelihood-based analyses, including likelihood ratio tests of nested models. Several examples, including an application to the divergence of chimpanzee subspecies, are provided. PMID:17301231

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

NASA Astrophysics Data System (ADS)

Graham, Eleanor; Cuore Collaboration

2017-09-01

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

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

PubMed

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

2005-10-01

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

Hybrid Monte Carlo-Diffusion Method For Light Propagation in Tissue With a Low-Scattering Region

NASA Astrophysics Data System (ADS)

Hayashi, Toshiyuki; Kashio, Yoshihiko; Okada, Eiji

2003-06-01

The heterogeneity of the tissues in a head, especially the low-scattering cerebrospinal fluid (CSF) layer surrounding the brain has previously been shown to strongly affect light propagation in the brain. The radiosity-diffusion method, in which the light propagation in the CSF layer is assumed to obey the radiosity theory, has been employed to predict the light propagation in head models. Although the CSF layer is assumed to be a nonscattering region in the radiosity-diffusion method, fine arachnoid trabeculae cause faint scattering in the CSF layer in real heads. A novel approach, the hybrid Monte Carlo-diffusion method, is proposed to calculate the head models, including the low-scattering region in which the light propagation does not obey neither the diffusion approximation nor the radiosity theory. The light propagation in the high-scattering region is calculated by means of the diffusion approximation solved by the finite-element method and that in the low-scattering region is predicted by the Monte Carlo method. The intensity and mean time of flight of the detected light for the head model with a low-scattering CSF layer calculated by the hybrid method agreed well with those by the Monte Carlo method, whereas the results calculated by means of the diffusion approximation included considerable error caused by the effect of the CSF layer. In the hybrid method, the time-consuming Monte Carlo calculation is employed only for the thin CSF layer, and hence, the computation time of the hybrid method is dramatically shorter than that of the Monte Carlo method.

Hybrid Monte Carlo-diffusion method for light propagation in tissue with a low-scattering region.

PubMed

Hayashi, Toshiyuki; Kashio, Yoshihiko; Okada, Eiji

2003-06-01

The heterogeneity of the tissues in a head, especially the low-scattering cerebrospinal fluid (CSF) layer surrounding the brain has previously been shown to strongly affect light propagation in the brain. The radiosity-diffusion method, in which the light propagation in the CSF layer is assumed to obey the radiosity theory, has been employed to predict the light propagation in head models. Although the CSF layer is assumed to be a nonscattering region in the radiosity-diffusion method, fine arachnoid trabeculae cause faint scattering in the CSF layer in real heads. A novel approach, the hybrid Monte Carlo-diffusion method, is proposed to calculate the head models, including the low-scattering region in which the light propagation does not obey neither the diffusion approximation nor the radiosity theory. The light propagation in the high-scattering region is calculated by means of the diffusion approximation solved by the finite-element method and that in the low-scattering region is predicted by the Monte Carlo method. The intensity and mean time of flight of the detected light for the head model with a low-scattering CSF layer calculated by the hybrid method agreed well with those by the Monte Carlo method, whereas the results calculated by means of the diffusion approximation included considerable error caused by the effect of the CSF layer. In the hybrid method, the time-consuming Monte Carlo calculation is employed only for the thin CSF layer, and hence, the computation time of the hybrid method is dramatically shorter than that of the Monte Carlo method.

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

PubMed

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

2018-03-01

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

NUEN-618 Class Project: Actually Implicit Monte Carlo

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

Vega, R. M.; Brunner, T. A.

2017-12-14

This research describes a new method for the solution of the thermal radiative transfer (TRT) equations that is implicit in time which will be called Actually Implicit Monte Carlo (AIMC). This section aims to introduce the TRT equations, as well as the current workhorse method which is known as Implicit Monte Carlo (IMC). As the name of the method proposed here indicates, IMC is a misnomer in that it is only semi-implicit, which will be shown in this section as well.

Fixed-node quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Anderson, James B.

Quantum Monte Carlo methods cannot at present provide exact solutions of the Schrödinger equation for systems with more than a few electrons. But, quantum Monte Carlo calculations can provide very low energy, highly accurate solutions for many systems ranging up to several hundred electrons. These systems include atoms such as Be and Fe, molecules such as H2O, CH4, and HF, and condensed materials such as solid N2 and solid silicon. The quantum Monte Carlo predictions of their energies and structures may not be `exact', but they are the best available. Most of the Monte Carlo calculations for these systems have been carried out using approximately correct fixed nodal hypersurfaces and they have come to be known as `fixed-node quantum Monte Carlo' calculations. In this paper we review these `fixed node' calculations and the accuracies they yield.

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

NASA Astrophysics Data System (ADS)

Beck, Joakim; Dia, Ben Mansour; Espath, Luis F. R.; Long, Quan; Tempone, Raúl

2018-06-01

In calculating expected information gain in optimal Bayesian experimental design, the computation of the inner loop in the classical double-loop Monte Carlo requires a large number of samples and suffers from underflow if the number of samples is small. These drawbacks can be avoided by using an importance sampling approach. We present a computationally efficient method for optimal Bayesian experimental design that introduces importance sampling based on the Laplace method to the inner loop. We derive the optimal values for the method parameters in which the average computational cost is minimized according to the desired error tolerance. We use three numerical examples to demonstrate the computational efficiency of our method compared with the classical double-loop Monte Carlo, and a more recent single-loop Monte Carlo method that uses the Laplace method as an approximation of the return value of the inner loop. The first example is a scalar problem that is linear in the uncertain parameter. The second example is a nonlinear scalar problem. The third example deals with the optimal sensor placement for an electrical impedance tomography experiment to recover the fiber orientation in laminate composites.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

PubMed

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

2018-05-16

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

Study of the Transition Flow Regime using Monte Carlo Methods

NASA Technical Reports Server (NTRS)

Hassan, H. A.

1999-01-01

This NASA Cooperative Agreement presents a study of the Transition Flow Regime Using Monte Carlo Methods. The topics included in this final report are: 1) New Direct Simulation Monte Carlo (DSMC) procedures; 2) The DS3W and DS2A Programs; 3) Papers presented; 4) Miscellaneous Applications and Program Modifications; 5) Solution of Transitional Wake Flows at Mach 10; and 6) Turbulence Modeling of Shock-Dominated Fows with a k-Enstrophy Formulation.

Tolerance allocation for an electronic system using neural network/Monte Carlo approach

NASA Astrophysics Data System (ADS)

Al-Mohammed, Mohammed; Esteve, Daniel; Boucher, Jaque

2001-12-01

The intense global competition to produce quality products at a low cost has led many industrial nations to consider tolerances as a key factor to bring about cost as well as to remain competitive. In actually, Tolerance allocation stays widely applied on the Mechanic System. It is known that to study the tolerances in an electronic domain, Monte-Carlo method well be used. But the later method spends a long time. This paper reviews several methods (Worst-case, Statistical Method, Least Cost Allocation by Optimization methods) that can be used for treating the tolerancing problem for an Electronic System and explains their advantages and their limitations. Then, it proposes an efficient method based on the Neural Networks associated with Monte-Carlo method as basis data. The network is trained using the Error Back Propagation Algorithm to predict the individual part tolerances, minimizing the total cost of the system by a method of optimization. This proposed approach has been applied on Small-Signal Amplifier Circuit as an example. This method can be easily extended to a complex system of n-components.

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...

Self-learning Monte Carlo method

DOE PAGES

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

2017-01-04

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

Improved Monte Carlo Renormalization Group Method

DOE R&D Accomplishments Database

Gupta, R.; Wilson, K. G.; Umrigar, C.

1985-01-01

An extensive program to analyze critical systems using an Improved Monte Carlo Renormalization Group Method (IMCRG) being undertaken at LANL and Cornell is described. Here we first briefly review the method and then list some of the topics being investigated.

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

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

New Approaches and Applications for Monte Carlo Perturbation Theory

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

Aufiero, Manuele; Bidaud, Adrien; Kotlyar, Dan

2017-02-01

This paper presents some of the recent and new advancements in the extension of Monte Carlo Perturbation Theory methodologies and application. In particular, the discussed problems involve Brunup calculation, perturbation calculation based on continuous energy functions, and Monte Carlo Perturbation Theory in loosely coupled systems.

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

NASA Astrophysics Data System (ADS)

Baes, M.; Camps, P.

2015-09-01

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

Adaptive time-stepping Monte Carlo integration of Coulomb collisions

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

Sarkimaki, Konsta; Hirvijoki, E.; Terava, J.

Here, we report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell–Jüttner statistics. The implementation is based on the Beliaev–Budker collision integral which allows both the test particle and the background plasma to be relativistic. The integration method supports adaptive time stepping, which is shown to greatly improve the computational efficiency. The Monte Carlo method is implemented for both the three-dimensional particle momentum space and the five-dimensional guiding center phase space.

Adaptive time-stepping Monte Carlo integration of Coulomb collisions

DOE PAGES

Sarkimaki, Konsta; Hirvijoki, E.; Terava, J.

2017-10-12

Here, we report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell–Jüttner statistics. The implementation is based on the Beliaev–Budker collision integral which allows both the test particle and the background plasma to be relativistic. The integration method supports adaptive time stepping, which is shown to greatly improve the computational efficiency. The Monte Carlo method is implemented for both the three-dimensional particle momentum space and the five-dimensional guiding center phase space.

Calculating Potential Energy Curves with Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Powell, Andrew D.; Dawes, Richard

2014-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-03-01

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

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

Monte Carlo Simulations and Generation of the SPI Response

NASA Technical Reports Server (NTRS)

Sturner, S. J.; Shrader, C. R.; Weidenspointner, G.; Teegarden, B. J.; Attie, D.; Diehl, R.; Ferguson, C.; Jean, P.; vonKienlin, A.

2003-01-01

In this paper we discuss the methods developed for the production of the INTEGRAL/SPI instrument response. The response files were produced using a suite of Monte Carlo simulation software developed at NASA/GSFC based on the GEANT-3 package available from CERN. The production of the INTEGRAL/SPI instrument response also required the development of a detailed computer mass model for SPI. We discuss our extensive investigations into methods to reduce both the computation time and storage requirements for the SPI response. We also discuss corrections to the simulated response based on our comparison of ground and inflight calibration data with MGEANT simulation.

Monte Carlo Simulations and Generation of the SPI Response

NASA Technical Reports Server (NTRS)

Sturner, S. J.; Shrader, C. R.; Weidenspointner, G.; Teegarden, B. J.; Attie, D.; Cordier, B.; Diehl, R.; Ferguson, C.; Jean, P.; vonKienlin, A.

2003-01-01

In this paper we discuss the methods developed for the production of the INTEGRAL/SPI instrument response. The response files were produced using a suite of Monte Carlo simulation software developed at NASA/GSFC based on the GEANT-3 package available from CERN. The production of the INTEGRAL/SPI instrument response also required the development of a detailed computer mass model for SPI. We discuss ow extensive investigations into methods to reduce both the computation time and storage requirements for the SPI response. We also discuss corrections to the simulated response based on our comparison of ground and infiight Calibration data with MGEANT simulations.

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

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

PubMed

Yonai, Shunsuke; Matsufuji, Naruhiro; Namba, Masao

2012-08-01

Recent radiotherapy technologies including carbon-ion radiotherapy can improve the dose concentration in the target volume, thereby not only reducing side effects in organs at risk but also the secondary cancer risk within or near the irradiation field. However, secondary cancer risk in the low-dose region is considered to be non-negligible, especially for younger patients. To achieve a dose estimation of the whole body of each patient receiving carbon-ion radiotherapy, which is essential for risk assessment and epidemiological studies, Monte Carlo simulation plays an important role because the treatment planning system can provide dose distribution only in∕near the irradiation field and the measured data are limited. However, validation of Monte Carlo simulations is necessary. The primary purpose of this study was to establish a calculation method using the Monte Carlo code to estimate the dose and quality factor in the body and to validate the proposed method by comparison with experimental data. Furthermore, we show the distributions of dose equivalent in a phantom and identify the partial contribution of each radiation type. We proposed a calculation method based on a Monte Carlo simulation using the PHITS code to estimate absorbed dose, dose equivalent, and dose-averaged quality factor by using the Q(L)-L relationship based on the ICRP 60 recommendation. The values obtained by this method in modeling the passive beam line at the Heavy-Ion Medical Accelerator in Chiba were compared with our previously measured data. It was shown that our calculation model can estimate the measured value within a factor of 2, which included not only the uncertainty of this calculation method but also those regarding the assumptions of the geometrical modeling and the PHITS code. Also, we showed the differences in the doses and the partial contributions of each radiation type between passive and active carbon-ion beams using this calculation method. These results indicated that it is essentially important to include the dose by secondary neutrons in the assessment of the secondary cancer risk of patients receiving carbon-ion radiotherapy with active as well as passive beams. We established a calculation method with a Monte Carlo simulation to estimate the distribution of dose equivalent in the body as a first step toward routine risk assessment and an epidemiological study of carbon-ion radiotherapy at NIRS. This method has the advantage of being verifiable by the measurement.

A Monte Carlo Simulation of Brownian Motion in the Freshman Laboratory

ERIC Educational Resources Information Center

Anger, C. D.; Prescott, J. R.

1970-01-01

Describes a dry- lab" experiment for the college freshman laboratory, in which the essential features of Browian motion are given principles, using the Monte Carlo technique. Calculations principles, using the Monte Carlo technique. Calculations are carried out by a computation sheme based on computer language. Bibliography. (LC)

Path-integral Monte Carlo method for Rényi entanglement entropies.

PubMed

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

2014-07-01

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

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

NASA Astrophysics Data System (ADS)

Bouachraoui, Rachid; El Hachimi, Abdel Ghafour; Ziat, Younes; Bahmad, Lahoucine; Tahiri, Najim

2018-06-01

Electronic and magnetic properties of hexagonal Iron (II) Sulfide (hexagonal FeS) have been investigated by combining the Density functional theory (DFT) and Monte Carlo simulations (MCS). This compound is constituted by magnetic hexagonal lattice occupied by Fe2+ with spin state (S = 2). Based on ab initio method, we calculated the exchange coupling JFe-Fe between two magnetic atoms Fe-Fe in different directions. Also phase transitions, magnetic stability and magnetizations have been investigated in the framework of Monte Carlo simulations. Within this method, a second phase transition is observed at the Néel temperature TN = 450 K. This finding in good agreement with the reported data in the literature. The effect of the applied different parameters showed how can these parameters affect the critical temperature of this system. Moreover, we studied the density of states and found that the hexagonal FeS will be a promoting material for spintronic applications.

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

NASA Astrophysics Data System (ADS)

Sboev, A. G.; Ilyashenko, A. S.; Vetrova, O. A.

1997-02-01

The method of bucking evaluation, realized in the MOnte Carlo code MCS, is described. This method was applied for calculational analysis of well known light water experiments TRX-1 and TRX-2. The analysis of this comparison shows, that there is no coincidence between Monte Carlo calculations, obtained by different ways: the MCS calculations with given experimental bucklings; the MCS calculations with given bucklings evaluated on base of full core MCS direct simulations; the full core MCNP and MCS direct simulations; the MCNP and MCS calculations, where the results of cell calculations are corrected by the coefficients taking into the account the leakage from the core. Also the buckling values evaluated by full core MCS calculations have differed from experimental ones, especially in the case of TRX-1, when this difference has corresponded to 0.5 percent increase of Keff value.

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

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

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

2013-10-01

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

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

NASA Astrophysics Data System (ADS)

Brdar, S.; Seifert, A.

2018-01-01

We present a novel Monte-Carlo ice microphysics model, McSnow, to simulate the evolution of ice particles due to deposition, aggregation, riming, and sedimentation. The model is an application and extension of the super-droplet method of Shima et al. (2009) to the more complex problem of rimed ice particles and aggregates. For each individual super-particle, the ice mass, rime mass, rime volume, and the number of monomers are predicted establishing a four-dimensional particle-size distribution. The sensitivity of the model to various assumptions is discussed based on box model and one-dimensional simulations. We show that the Monte-Carlo method provides a feasible approach to tackle this high-dimensional problem. The largest uncertainty seems to be related to the treatment of the riming processes. This calls for additional field and laboratory measurements of partially rimed snowflakes.

Simulation of radiation damping in rings, using stepwise ray-tracing methods

DOE PAGES

Meot, F.

2015-06-26

The ray-tracing code Zgoubi computes particle trajectories in arbitrary magnetic and/or electric field maps or analytical field models. It includes a built-in fitting procedure, spin tracking many Monte Carlo processes. The accuracy of the integration method makes it an efficient tool for multi-turn tracking in periodic machines. Energy loss by synchrotron radiation, based on Monte Carlo techniques, had been introduced in Zgoubi in the early 2000s for studies regarding the linear collider beam delivery system. However, only recently has this Monte Carlo tool been used for systematic beam dynamics and spin diffusion studies in rings, including eRHIC electron-ion collider projectmore » at the Brookhaven National Laboratory. Some beam dynamics aspects of this recent use of Zgoubi capabilities, including considerations of accuracy as well as further benchmarking in the presence of synchrotron radiation in rings, are reported here.« less

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

PubMed

Pelsser, Antoon; Schweizer, Janina

2016-01-01

Solvency II requires insurers to calculate the 1-year value at risk of their balance sheet. This involves the valuation of the balance sheet in 1 year's time. As for insurance liabilities, closed-form solutions to their value are generally not available, insurers turn to estimation procedures. While pure Monte Carlo simulation set-ups are theoretically sound, they are often infeasible in practice. Therefore, approximation methods are exploited. Among these, least squares Monte Carlo (LSMC) and portfolio replication are prominent and widely applied in practice. In this paper, we show that, while both are variants of regression-based Monte Carlo methods, they differ in one significant aspect. While the replicating portfolio approach only contains an approximation error, which converges to zero in the limit, in LSMC a projection error is additionally present, which cannot be eliminated. It is revealed that the replicating portfolio technique enjoys numerous advantages and is therefore an attractive model choice.

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.

Monte Carlo analysis for the determination of the conic constant of an aspheric micro lens based on a scanning white light interferometric measurement

NASA Astrophysics Data System (ADS)

Gugsa, Solomon A.; Davies, Angela

2005-08-01

Characterizing an aspheric micro lens is critical for understanding the performance and providing feedback to the manufacturing. We describe a method to find the best-fit conic of an aspheric micro lens using a least squares minimization and Monte Carlo analysis. Our analysis is based on scanning white light interferometry measurements, and we compare the standard rapid technique where a single measurement is taken of the apex of the lens to the more time-consuming stitching technique where more surface area is measured. Both are corrected for tip/tilt based on a planar fit to the substrate. Four major parameters and their uncertainties are estimated from the measurement and a chi-square minimization is carried out to determine the best-fit conic constant. The four parameters are the base radius of curvature, the aperture of the lens, the lens center, and the sag of the lens. A probability distribution is chosen for each of the four parameters based on the measurement uncertainties and a Monte Carlo process is used to iterate the minimization process. Eleven measurements were taken and data is also chosen randomly from the group during the Monte Carlo simulation to capture the measurement repeatability. A distribution of best-fit conic constants results, where the mean is a good estimate of the best-fit conic and the distribution width represents the combined measurement uncertainty. We also compare the Monte Carlo process for the stitched data and the not stitched data. Our analysis allows us to analyze the residual surface error in terms of Zernike polynomials and determine uncertainty estimates for each coefficient.

Bayesian inference based on dual generalized order statistics from the exponentiated Weibull model

NASA Astrophysics Data System (ADS)

Al Sobhi, Mashail M.

2015-02-01

Bayesian estimation for the two parameters and the reliability function of the exponentiated Weibull model are obtained based on dual generalized order statistics (DGOS). Also, Bayesian prediction bounds for future DGOS from exponentiated Weibull model are obtained. The symmetric and asymmetric loss functions are considered for Bayesian computations. The Markov chain Monte Carlo (MCMC) methods are used for computing the Bayes estimates and prediction bounds. The results have been specialized to the lower record values. Comparisons are made between Bayesian and maximum likelihood estimators via Monte Carlo simulation.

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

Simulation of Nuclear Reactor Kinetics by the Monte Carlo Method

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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.

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

PubMed

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

2006-10-01

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

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

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.

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

DOE PAGES

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

2018-04-19

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

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

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

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

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

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

PubMed

Neokosmidis, Ioannis; Kamalakis, Thomas; Chipouras, Aristides; Sphicopoulos, Thomas

2005-01-01

The performance of high-powered wavelength-division multiplexed (WDM) optical networks can be severely degraded by four-wave-mixing- (FWM-) induced distortion. The multicanonical Monte Carlo method (MCMC) is used to calculate the probability-density function (PDF) of the decision variable of a receiver, limited by FWM noise. Compared with the conventional Monte Carlo method previously used to estimate this PDF, the MCMC method is much faster and can accurately estimate smaller error probabilities. The method takes into account the correlation between the components of the FWM noise, unlike the Gaussian model, which is shown not to provide accurate results.

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

NASA Astrophysics Data System (ADS)

Palenčár, Rudolf; Sopkuliak, Peter; Palenčár, Jakub; Ďuriš, Stanislav; Suroviak, Emil; Halaj, Martin

2017-06-01

Evaluation of uncertainties of the temperature measurement by standard platinum resistance thermometer calibrated at the defining fixed points according to ITS-90 is a problem that can be solved in different ways. The paper presents a procedure based on the propagation of distributions using the Monte Carlo method. The procedure employs generation of pseudo-random numbers for the input variables of resistances at the defining fixed points, supposing the multivariate Gaussian distribution for input quantities. This allows taking into account the correlations among resistances at the defining fixed points. Assumption of Gaussian probability density function is acceptable, with respect to the several sources of uncertainties of resistances. In the case of uncorrelated resistances at the defining fixed points, the method is applicable to any probability density function. Validation of the law of propagation of uncertainty using the Monte Carlo method is presented on the example of specific data for 25 Ω standard platinum resistance thermometer in the temperature range from 0 to 660 °C. Using this example, we demonstrate suitability of the method by validation of its results.

Fast GPU-based Monte Carlo simulations for LDR prostate brachytherapy.

PubMed

Bonenfant, Éric; Magnoux, Vincent; Hissoiny, Sami; Ozell, Benoît; Beaulieu, Luc; Després, Philippe

2015-07-07

The aim of this study was to evaluate the potential of bGPUMCD, a Monte Carlo algorithm executed on Graphics Processing Units (GPUs), for fast dose calculations in permanent prostate implant dosimetry. It also aimed to validate a low dose rate brachytherapy source in terms of TG-43 metrics and to use this source to compute dose distributions for permanent prostate implant in very short times. The physics of bGPUMCD was reviewed and extended to include Rayleigh scattering and fluorescence from photoelectric interactions for all materials involved. The radial and anisotropy functions were obtained for the Nucletron SelectSeed in TG-43 conditions. These functions were compared to those found in the MD Anderson Imaging and Radiation Oncology Core brachytherapy source registry which are considered the TG-43 reference values. After appropriate calibration of the source, permanent prostate implant dose distributions were calculated for four patients and compared to an already validated Geant4 algorithm. The radial function calculated from bGPUMCD showed excellent agreement (differences within 1.3%) with TG-43 accepted values. The anisotropy functions at r = 1 cm and r = 4 cm were within 2% of TG-43 values for angles over 17.5°. For permanent prostate implants, Monte Carlo-based dose distributions with a statistical uncertainty of 1% or less for the target volume were obtained in 30 s or less for 1 × 1 × 1 mm(3) calculation grids. Dosimetric indices were very similar (within 2.7%) to those obtained with a validated, independent Monte Carlo code (Geant4) performing the calculations for the same cases in a much longer time (tens of minutes to more than a hour). bGPUMCD is a promising code that lets envision the use of Monte Carlo techniques in a clinical environment, with sub-minute execution times on a standard workstation. Future work will explore the use of this code with an inverse planning method to provide a complete Monte Carlo-based planning solution.

Fast GPU-based Monte Carlo simulations for LDR prostate brachytherapy

NASA Astrophysics Data System (ADS)

Bonenfant, Éric; Magnoux, Vincent; Hissoiny, Sami; Ozell, Benoît; Beaulieu, Luc; Després, Philippe

2015-07-01

The aim of this study was to evaluate the potential of bGPUMCD, a Monte Carlo algorithm executed on Graphics Processing Units (GPUs), for fast dose calculations in permanent prostate implant dosimetry. It also aimed to validate a low dose rate brachytherapy source in terms of TG-43 metrics and to use this source to compute dose distributions for permanent prostate implant in very short times. The physics of bGPUMCD was reviewed and extended to include Rayleigh scattering and fluorescence from photoelectric interactions for all materials involved. The radial and anisotropy functions were obtained for the Nucletron SelectSeed in TG-43 conditions. These functions were compared to those found in the MD Anderson Imaging and Radiation Oncology Core brachytherapy source registry which are considered the TG-43 reference values. After appropriate calibration of the source, permanent prostate implant dose distributions were calculated for four patients and compared to an already validated Geant4 algorithm. The radial function calculated from bGPUMCD showed excellent agreement (differences within 1.3%) with TG-43 accepted values. The anisotropy functions at r = 1 cm and r = 4 cm were within 2% of TG-43 values for angles over 17.5°. For permanent prostate implants, Monte Carlo-based dose distributions with a statistical uncertainty of 1% or less for the target volume were obtained in 30 s or less for 1 × 1 × 1 mm3 calculation grids. Dosimetric indices were very similar (within 2.7%) to those obtained with a validated, independent Monte Carlo code (Geant4) performing the calculations for the same cases in a much longer time (tens of minutes to more than a hour). bGPUMCD is a promising code that lets envision the use of Monte Carlo techniques in a clinical environment, with sub-minute execution times on a standard workstation. Future work will explore the use of this code with an inverse planning method to provide a complete Monte Carlo-based planning solution.

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

NASA Astrophysics Data System (ADS)

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

2015-03-01

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

Teaching Ionic Solvation Structure with a Monte Carlo Liquid Simulation Program

ERIC Educational Resources Information Center

Serrano, Agostinho; Santos, Flavia M. T.; Greca, Ileana M.

2004-01-01

The use of molecular dynamics and Monte Carlo methods has provided efficient means to stimulate the behavior of molecular liquids and solutions. A Monte Carlo simulation program is used to compute the structure of liquid water and of water as a solvent to Na(super +), Cl(super -), and Ar on a personal computer to show that it is easily feasible to…

Radiative interactions in chemically reacting compressible nozzle flows using Monte Carlo simulations

NASA Technical Reports Server (NTRS)

Liu, J.; Tiwari, Surendra N.

1994-01-01

The two-dimensional spatially elliptic Navier-Stokes equations have been used to investigate the radiative interactions in chemically reacting compressible flows of premixed hydrogen and air in an expanding nozzle. The radiative heat transfer term in the energy equation is simulated using the Monte Carlo method (MCM). The nongray model employed is based on the statistical narrow band model with an exponential-tailed inverse intensity distribution. The spectral correlation has been considered in the Monte Carlo formulations. Results obtained demonstrate that the effect of radiation on the flow field is minimal but its effect on the wall heat transfer is significant. Extensive parametric studies are conducted to investigate the effects of equivalence ratio, wall temperature, inlet flow temperature, and the nozzle size on the radiative and conductive wall fluxes.

Baseball Monte Carlo Style.

ERIC Educational Resources Information Center

Houser, Larry L.

1981-01-01

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

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

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

PubMed

Slade, Adam Broadbent; Aguilar, Guillermo

2015-02-01

The Monte Carlo method for photon transport is often used to predict the volumetric heating that an optical source will induce inside a tissue or material. This method relies on constant (with respect to temperature) optical properties, specifically the coefficients of scattering and absorption. In reality, optical coefficients are typically temperature-dependent, leading to error in simulation results. The purpose of this study is to develop a method that can incorporate variable properties and accurately simulate systems where the temperature will greatly vary, such as in the case of laser-thawing of frozen tissues. A numerical simulation was developed that utilizes the Monte Carlo method for photon transport to simulate the thermal response of a system that allows temperature-dependent optical and thermal properties. This was done by combining traditional Monte Carlo photon transport with a heat transfer simulation to provide a feedback loop that selects local properties based on current temperatures, for each moment in time. Additionally, photon steps are segmented to accurately obtain path lengths within a homogenous (but not isothermal) material. Validation of the simulation was done using comparisons to established Monte Carlo simulations using constant properties, and a comparison to the Beer-Lambert law for temperature-variable properties. The simulation is able to accurately predict the thermal response of a system whose properties can vary with temperature. The difference in results between variable-property and constant property methods for the representative system of laser-heated silicon can become larger than 100K. This simulation will return more accurate results of optical irradiation absorption in a material which undergoes a large change in temperature. This increased accuracy in simulated results leads to better thermal predictions in living tissues and can provide enhanced planning and improved experimental and procedural outcomes. Copyright © 2014 Elsevier Ireland Ltd. All rights reserved.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Poster — Thur Eve — 14: Improving Tissue Segmentation for Monte Carlo Dose Calculation using DECT

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

Di Salvio, A.; Bedwani, S.; Carrier, J-F.

2014-08-15

Purpose: To improve Monte Carlo dose calculation accuracy through a new tissue segmentation technique with dual energy CT (DECT). Methods: Electron density (ED) and effective atomic number (EAN) can be extracted directly from DECT data with a stoichiometric calibration method. Images are acquired with Monte Carlo CT projections using the user code egs-cbct and reconstructed using an FDK backprojection algorithm. Calibration is performed using projections of a numerical RMI phantom. A weighted parameter algorithm then uses both EAN and ED to assign materials to voxels from DECT simulated images. This new method is compared to a standard tissue characterization frommore » single energy CT (SECT) data using a segmented calibrated Hounsfield unit (HU) to ED curve. Both methods are compared to the reference numerical head phantom. Monte Carlo simulations on uniform phantoms of different tissues using dosxyz-nrc show discrepancies in depth-dose distributions. Results: Both SECT and DECT segmentation methods show similar performance assigning soft tissues. Performance is however improved with DECT in regions with higher density, such as bones, where it assigns materials correctly 8% more often than segmentation with SECT, considering the same set of tissues and simulated clinical CT images, i.e. including noise and reconstruction artifacts. Furthermore, Monte Carlo results indicate that kV photon beam depth-dose distributions can double between two tissues of density higher than muscle. Conclusions: A direct acquisition of ED and the added information of EAN with DECT data improves tissue segmentation and increases the accuracy of Monte Carlo dose calculation in kV photon beams.« less

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

PubMed

Rueda, Oscar M; Diaz-Uriarte, Ramon

2007-10-16

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

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

NASA Astrophysics Data System (ADS)

Fensin, Michael Lorne

Monte Carlo-linked depletion methods have gained recent interest due to the ability to more accurately model complex 3-dimesional geometries and better track the evolution of temporal nuclide inventory by simulating the actual physical process utilizing continuous energy coefficients. The integration of CINDER90 into the MCNPX Monte Carlo radiation transport code provides a high-fidelity completely self-contained Monte-Carlo-linked depletion capability in a well established, widely accepted Monte Carlo radiation transport code that is compatible with most nuclear criticality (KCODE) particle tracking features in MCNPX. MCNPX depletion tracks all necessary reaction rates and follows as many isotopes as cross section data permits in order to achieve a highly accurate temporal nuclide inventory solution. This work chronicles relevant nuclear history, surveys current methodologies of depletion theory, details the methodology in applied MCNPX and provides benchmark results for three independent OECD/NEA benchmarks. Relevant nuclear history, from the Oklo reactor two billion years ago to the current major United States nuclear fuel cycle development programs, is addressed in order to supply the motivation for the development of this technology. A survey of current reaction rate and temporal nuclide inventory techniques is then provided to offer justification for the depletion strategy applied within MCNPX. The MCNPX depletion strategy is then dissected and each code feature is detailed chronicling the methodology development from the original linking of MONTEBURNS and MCNP to the most recent public release of the integrated capability (MCNPX 2.6.F). Calculation results of the OECD/NEA Phase IB benchmark, H. B. Robinson benchmark and OECD/NEA Phase IVB are then provided. The acceptable results of these calculations offer sufficient confidence in the predictive capability of the MCNPX depletion method. This capability sets up a significant foundation, in a well established and supported radiation transport code, for further development of a Monte Carlo-linked depletion methodology which is essential to the future development of advanced reactor technologies that exceed the limitations of current deterministic based methods.

Self-Learning Monte Carlo Method

NASA Astrophysics Data System (ADS)

Liu, Junwei; Qi, Yang; Meng, Zi Yang; Fu, Liang

Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with strong frustrations, for which local updates perform badly. In this work, we propose a new general-purpose Monte Carlo method, dubbed self-learning Monte Carlo (SLMC), in which an efficient update algorithm is first learned from the training data generated in trial simulations and then used to speed up the actual simulation. We demonstrate the efficiency of SLMC in a spin model at the phase transition point, achieving a 10-20 times speedup. This work is supported by the DOE Office of Basic Energy Sciences, Division of Materials Sciences and Engineering under Award DE-SC0010526.

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

NASA Technical Reports Server (NTRS)

Pinckney, John

2010-01-01

With the advent of high speed computing Monte Carlo ray tracing techniques has become the preferred method for evaluating spacecraft orbital heats. Monte Carlo has its greatest advantage where there are many interacting surfaces. However Monte Carlo programs are specialized programs that suffer from some inaccuracy, long calculation times and high purchase cost. A general orbital heating integral is presented here that is accurate, fast and runs on MathCad, a generally available engineering mathematics program. The integral is easy to read, understand and alter. The integral can be applied to unshaded primitive surfaces at any orientation. The method is limited to direct heating calculations. This integral formulation can be used for quick orbit evaluations and spot checking Monte Carlo results.

Geometry and Dynamics for Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Barp, Alessandro; Briol, François-Xavier; Kennedy, Anthony D.; Girolami, Mark

2018-03-01

Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of building chains which can explore probability densities efficiently. The method emerges from physics and geometry and these links have been extensively studied by a series of authors through the last thirty years. However, there is currently a gap between the intuitions and knowledge of users of the methodology and our deep understanding of these theoretical foundations. The aim of this review is to provide a comprehensive introduction to the geometric tools used in Hamiltonian Monte Carlo at a level accessible to statisticians, machine learners and other users of the methodology with only a basic understanding of Monte Carlo methods. This will be complemented with some discussion of the most recent advances in the field which we believe will become increasingly relevant to applied scientists.

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.

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

DTIC Science & Technology

2015-03-26

methods for evaluating RPFs, which it used for the subsequent 30 years. These approaches included computational modeling, radioisotopes , and a high...1.2.1. Past Methods of Experimental Evaluation ........................................................ 2 1.2.2. Modeling Efforts...Other Considerations ......................................................................................... 14 2.4. Monte Carlo Methods

Quantum Monte Carlo methods for nuclear physics

DOE PAGES

Carlson, J.; Gandolfi, S.; Pederiva, F.; ...

2015-09-09

Quantum Monte Carlo methods have proved valuable to study the structure and reactions of light nuclei and nucleonic matter starting from realistic nuclear interactions and currents. These ab-initio calculations reproduce many low-lying states, moments, and transitions in light nuclei, and simultaneously predict many properties of light nuclei and neutron matter over a rather wide range of energy and momenta. The nuclear interactions and currents are reviewed along with a description of the continuum quantum Monte Carlo methods used in nuclear physics. These methods are similar to those used in condensed matter and electronic structure but naturally include spin-isospin, tensor, spin-orbit,more » and three-body interactions. A variety of results are presented, including the low-lying spectra of light nuclei, nuclear form factors, and transition matrix elements. Low-energy scattering techniques, studies of the electroweak response of nuclei relevant in electron and neutrino scattering, and the properties of dense nucleonic matter as found in neutron stars are also described. Furthermore, a coherent picture of nuclear structure and dynamics emerges based upon rather simple but realistic interactions and currents.« less

Quantum Monte Carlo methods for nuclear physics

DOE PAGES

Carlson, Joseph A.; Gandolfi, Stefano; Pederiva, Francesco; ...

2014-10-19

Quantum Monte Carlo methods have proved very valuable to study the structure and reactions of light nuclei and nucleonic matter starting from realistic nuclear interactions and currents. These ab-initio calculations reproduce many low-lying states, moments and transitions in light nuclei, and simultaneously predict many properties of light nuclei and neutron matter over a rather wide range of energy and momenta. We review the nuclear interactions and currents, and describe the continuum Quantum Monte Carlo methods used in nuclear physics. These methods are similar to those used in condensed matter and electronic structure but naturally include spin-isospin, tensor, spin-orbit, and three-bodymore » interactions. We present a variety of results including the low-lying spectra of light nuclei, nuclear form factors, and transition matrix elements. We also describe low-energy scattering techniques, studies of the electroweak response of nuclei relevant in electron and neutrino scattering, and the properties of dense nucleonic matter as found in neutron stars. A coherent picture of nuclear structure and dynamics emerges based upon rather simple but realistic interactions and currents.« less

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

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

Davidenko, V. D., E-mail: Davidenko-VD@nrcki.ru; Zinchenko, A. S., E-mail: zin-sn@mail.ru; Harchenko, I. K.

2016-12-15

Integral equations for the shape functions in the adiabatic, quasi-static, and improved quasi-static approximations are presented. The approach to solving these equations by the Monte Carlo method is described.

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

PubMed

Norris, Peter M; da Silva, Arlindo M

2016-07-01

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

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

NASA Technical Reports Server (NTRS)

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

2016-01-01

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

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

PubMed Central

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

2018-01-01

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

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

PubMed

Mi, Jin-Rui; Ma, Xiang; Zhang, Ya-Juan; Wang, Yi; Wen, Ya-Dong; Zhao, Long-Lian; Li, Jun-Hui; Zhang, Lu-Da

2011-04-01

The present paper builds a model based on Monte Carlo method in the projection of the blending tobacco. This model is made up of two parts: the projecting points of tobacco materials, whose coordinates are calculated by means of the PPF (projection based on principal component and Fisher criterion) projection method for the tobacco near-infrared spectrum; and the point of tobacco blend, which is produced by linear additive to the projecting point coordinates of tobacco materials. In order to analyze the projection points deviation from initial state levels, Monte Carlo method is introduced to simulate the differences and changes of raw material projection. The results indicate that there are two major factors affecting the relative deviation: the highest proportion of tobacco materials in the blend, which is too high to make the deviation under control; and the quantity of materials, which is so small to control the deviation. The conclusion is close to the principle of actual formulating designing, particularly, the more in the quantity while the lower in proportion of each. Finally the paper figures out the upper limit of the proportions in the different quantity of materials by theory. It also has important reference value for other agricultural products blend.

Kinetic Activation-Relaxation Technique and Self-Evolving Atomistic Kinetic Monte Carlo: Comparison of on-the-fly kinetic Monte Carlo algorithms

DOE PAGES

Beland, Laurent Karim; Osetskiy, Yury N.; Stoller, Roger E.; ...

2015-02-07

Here, we present a comparison of the Kinetic Activation–Relaxation Technique (k-ART) and the Self-Evolving Atomistic Kinetic Monte Carlo (SEAKMC), two off-lattice, on-the-fly Kinetic Monte Carlo (KMC) techniques that were recently used to solve several materials science problems. We show that if the initial displacements are localized the dimer method and the Activation–Relaxation Technique nouveau provide similar performance. We also show that k-ART and SEAKMC, although based on different approximations, are in agreement with each other, as demonstrated by the examples of 50 vacancies in a 1950-atom Fe box and of interstitial loops in 16,000-atom boxes. Generally speaking, k-ART’s treatment ofmore » geometry and flickers is more flexible, e.g. it can handle amorphous systems, and rigorous than SEAKMC’s, while the later’s concept of active volumes permits a significant speedup of simulations for the systems under consideration and therefore allows investigations of processes requiring large systems that are not accessible if not localizing calculations.« less

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Automated variance reduction for MCNP using deterministic methods.

PubMed

Sweezy, J; Brown, F; Booth, T; Chiaramonte, J; Preeg, B

2005-01-01

In order to reduce the user's time and the computer time needed to solve deep penetration problems, an automated variance reduction capability has been developed for the MCNP Monte Carlo transport code. This new variance reduction capability developed for MCNP5 employs the PARTISN multigroup discrete ordinates code to generate mesh-based weight windows. The technique of using deterministic methods to generate importance maps has been widely used to increase the efficiency of deep penetration Monte Carlo calculations. The application of this method in MCNP uses the existing mesh-based weight window feature to translate the MCNP geometry into geometry suitable for PARTISN. The adjoint flux, which is calculated with PARTISN, is used to generate mesh-based weight windows for MCNP. Additionally, the MCNP source energy spectrum can be biased based on the adjoint energy spectrum at the source location. This method can also use angle-dependent weight windows.

Static and dynamic behavior of a Si/Si0.8Ge0.2/Si heterojunction bipolar transistor using Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Galdin, Sylvie; Dollfus, Philippe; Hesto, Patrice

1994-03-01

A theoretical study of a Si/Si1-xGex/Si heterojunction bipolar transistor using Monte Carlo simulations is reported. The geometry and composition of the emitter-base junction are optimized using one-dimensional simulations with a view to improving electron transport in the base. It is proposed to introduce a thin Si-P spacer layer, between the Si-N emitter and the SiGe-P base, which allows launching hot electrons into the base despite the lack of natural conduction-band discontinuity between Si and strain SiGe. The high-frequency behavior of the complete transistor is then studied using 2D modeling. A method of microwave analysis using small signal Monte Carlo simulations that consists of expanding the terminal currents in Fourier series is presented. A cutoff frequency fT of 68 GHz has been extracted. Finally, the occurrence of a parasitic electron barrier at the collector-base junction is responsible for the fT fall-off at high collector current density. This parasitic barrier is lowered through the influence of the collector potential.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Monte Carlo: in the beginning and some great expectations

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

Metropolis, N.

1985-01-01

The central theme will be on the historical setting and origins of the Monte Carlo Method. The scene was post-war Los Alamos Scientific Laboratory. There was an inevitability about the Monte Carlo Event: the ENIAC had recently enjoyed its meteoric rise (on a classified Los Alamos problem); Stan Ulam had returned to Los Alamos; John von Neumann was a frequent visitor. Techniques, algorithms, and applications developed rapidly at Los Alamos. Soon, the fascination of the Method reached wider horizons. The first paper was submitted for publication in the spring of 1949. In the summer of 1949, the first open conferencemore » was held at the University of California at Los Angeles. Of some interst perhaps is an account of Fermi's earlier, independent application in neutron moderation studies while at the University of Rome. The quantum leap expected with the advent of massively parallel processors will provide stimuli for very ambitious applications of the Monte Carlo Method in disciplines ranging from field theories to cosmology, including more realistic models in the neurosciences. A structure of multi-instruction sets for parallel processing is ideally suited for the Monte Carlo approach. One may even hope for a modest hardening of the soft sciences.« less

Kinetic Monte Carlo Simulation of Cation Diffusion in Low-K Ceramics

NASA Technical Reports Server (NTRS)

Good, Brian

2013-01-01

Low thermal conductivity (low-K) ceramic materials are of interest to the aerospace community for use as the thermal barrier component of coating systems for turbine engine components. In particular, zirconia-based materials exhibit both low thermal conductivity and structural stability at high temperature, making them suitable for such applications. Because creep is one of the potential failure modes, and because diffusion is a mechanism by which creep takes place, we have performed computer simulations of cation diffusion in a variety of zirconia-based low-K materials. The kinetic Monte Carlo simulation method is an alternative to the more widely known molecular dynamics (MD) method. It is designed to study "infrequent-event" processes, such as diffusion, for which MD simulation can be highly inefficient. We describe the results of kinetic Monte Carlo computer simulations of cation diffusion in several zirconia-based materials, specifically, zirconia doped with Y, Gd, Nb and Yb. Diffusion paths are identified, and migration energy barriers are obtained from density functional calculations and from the literature. We present results on the temperature dependence of the diffusivity, and on the effects of the presence of oxygen vacancies in cation diffusion barrier complexes as well.

The Development and Comparison of Molecular Dynamics Simulation and Monte Carlo Simulation

NASA Astrophysics Data System (ADS)

Chen, Jundong

2018-03-01

Molecular dynamics is an integrated technology that combines physics, mathematics and chemistry. Molecular dynamics method is a computer simulation experimental method, which is a powerful tool for studying condensed matter system. This technique not only can get the trajectory of the atom, but can also observe the microscopic details of the atomic motion. By studying the numerical integration algorithm in molecular dynamics simulation, we can not only analyze the microstructure, the motion of particles and the image of macroscopic relationship between them and the material, but can also study the relationship between the interaction and the macroscopic properties more conveniently. The Monte Carlo Simulation, similar to the molecular dynamics, is a tool for studying the micro-molecular and particle nature. In this paper, the theoretical background of computer numerical simulation is introduced, and the specific methods of numerical integration are summarized, including Verlet method, Leap-frog method and Velocity Verlet method. At the same time, the method and principle of Monte Carlo Simulation are introduced. Finally, similarities and differences of Monte Carlo Simulation and the molecular dynamics simulation are discussed.

Use of the FLUKA Monte Carlo code for 3D patient-specific dosimetry on PET-CT and SPECT-CT images*

PubMed Central

Botta, F; Mairani, A; Hobbs, R F; Vergara Gil, A; Pacilio, M; Parodi, K; Cremonesi, M; Coca Pérez, M A; Di Dia, A; Ferrari, M; Guerriero, F; Battistoni, G; Pedroli, G; Paganelli, G; Torres Aroche, L A; Sgouros, G

2014-01-01

Patient-specific absorbed dose calculation for nuclear medicine therapy is a topic of increasing interest. 3D dosimetry at the voxel level is one of the major improvements for the development of more accurate calculation techniques, as compared to the standard dosimetry at the organ level. This study aims to use the FLUKA Monte Carlo code to perform patient-specific 3D dosimetry through direct Monte Carlo simulation on PET-CT and SPECT-CT images. To this aim, dedicated routines were developed in the FLUKA environment. Two sets of simulations were performed on model and phantom images. Firstly, the correct handling of PET and SPECT images was tested under the assumption of homogeneous water medium by comparing FLUKA results with those obtained with the voxel kernel convolution method and with other Monte Carlo-based tools developed to the same purpose (the EGS-based 3D-RD software and the MCNP5-based MCID). Afterwards, the correct integration of the PET/SPECT and CT information was tested, performing direct simulations on PET/CT images for both homogeneous (water) and non-homogeneous (water with air, lung and bone inserts) phantoms. Comparison was performed with the other Monte Carlo tools performing direct simulation as well. The absorbed dose maps were compared at the voxel level. In the case of homogeneous water, by simulating 108 primary particles a 2% average difference with respect to the kernel convolution method was achieved; such difference was lower than the statistical uncertainty affecting the FLUKA results. The agreement with the other tools was within 3–4%, partially ascribable to the differences among the simulation algorithms. Including the CT-based density map, the average difference was always within 4% irrespective of the medium (water, air, bone), except for a maximum 6% value when comparing FLUKA and 3D-RD in air. The results confirmed that the routines were properly developed, opening the way for the use of FLUKA for patient-specific, image-based dosimetry in nuclear medicine. PMID:24200697

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Applying Quantum Monte Carlo to the Electronic Structure Problem

NASA Astrophysics Data System (ADS)

Powell, Andrew D.; Dawes, Richard

2016-06-01

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

Dynamic Monte Carlo description of thermal desorption processes

NASA Astrophysics Data System (ADS)

Weinketz, Sieghard

1994-07-01

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

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

NASA Astrophysics Data System (ADS)

Schröder, Markus; Meyer, Hans-Dieter

2017-08-01

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

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

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

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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

PubMed

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

2015-06-01

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

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

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

Zheng, Y; Singh, H; Islam, M

2014-06-01

Purpose: Output dependence on field size for uniform scanning beams, and the accuracy of treatment planning system (TPS) calculation are not well studied. The purpose of this work is to investigate the dependence of output on field size for uniform scanning beams and compare it among TPS calculation, measurements and Monte Carlo simulations. Methods: Field size dependence was studied using various field sizes between 2.5 cm diameter to 10 cm diameter. The field size factor was studied for a number of proton range and modulation combinations based on output at the center of spread out Bragg peak normalized to amore » 10 cm diameter field. Three methods were used and compared in this study: 1) TPS calculation, 2) ionization chamber measurement, and 3) Monte Carlos simulation. The XiO TPS (Electa, St. Louis) was used to calculate the output factor using a pencil beam algorithm; a pinpoint ionization chamber was used for measurements; and the Fluka code was used for Monte Carlo simulations. Results: The field size factor varied with proton beam parameters, such as range, modulation, and calibration depth, and could decrease over 10% from a 10 cm to 3 cm diameter field for a large range proton beam. The XiO TPS predicted the field size factor relatively well at large field size, but could differ from measurements by 5% or more for small field and large range beams. Monte Carlo simulations predicted the field size factor within 1.5% of measurements. Conclusion: Output factor can vary largely with field size, and needs to be accounted for accurate proton beam delivery. This is especially important for small field beams such as in stereotactic proton therapy, where the field size dependence is large and TPS calculation is inaccurate. Measurements or Monte Carlo simulations are recommended for output determination for such cases.« less

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.

Investigation of radiative interaction in laminar flows using Monte Carlo simulation

NASA Technical Reports Server (NTRS)

Liu, Jiwen; Tiwari, S. N.

1993-01-01

The Monte Carlo method (MCM) is employed to study the radiative interactions in fully developed laminar flow between two parallel plates. Taking advantage of the characteristics of easy mathematical treatment of the MCM, a general numerical procedure is developed for nongray radiative interaction. The nongray model is based on the statistical narrow band model with an exponential-tailed inverse intensity distribution. To validate the Monte Carlo simulation for nongray radiation problems, the results of radiative dissipation from the MCM are compared with two available solutions for a given temperature profile between two plates. After this validation, the MCM is employed to solve the present physical problem and results for the bulk temperature are compared with available solutions. In general, good agreement is noted and reasons for some discrepancies in certain ranges of parameters are explained.

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

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

PubMed

Evans, Nathan J; Brown, Scott D

2018-04-01

Evidence accumulation models of decision-making have led to advances in several different areas of psychology. These models provide a way to integrate response time and accuracy data, and to describe performance in terms of latent cognitive processes. Testing important psychological hypotheses using cognitive models requires a method to make inferences about different versions of the models which assume different parameters to cause observed effects. The task of model-based inference using noisy data is difficult, and has proven especially problematic with current model selection methods based on parameter estimation. We provide a method for computing Bayes factors through Monte-Carlo integration for the linear ballistic accumulator (LBA; Brown and Heathcote, 2008), a widely used evidence accumulation model. Bayes factors are used frequently for inference with simpler statistical models, and they do not require parameter estimation. In order to overcome the computational burden of estimating Bayes factors via brute force integration, we exploit general purpose graphical processing units; we provide free code for this. This approach allows estimation of Bayes factors via Monte-Carlo integration within a practical time frame. We demonstrate the method using both simulated and real data. We investigate the stability of the Monte-Carlo approximation, and the LBA's inferential properties, in simulation studies.

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

PubMed Central

Yang, Jin; Monine, Michael I.; Faeder, James R.; Hlavacek, William S.

2009-01-01

We present a kinetic Monte Carlo method for simulating chemical transformations specified by reaction rules, which can be viewed as generators of chemical reactions, or equivalently, definitions of reaction classes. A rule identifies the molecular components involved in a transformation, how these components change, conditions that affect whether a transformation occurs, and a rate law. The computational cost of the method, unlike conventional simulation approaches, is independent of the number of possible reactions, which need not be specified in advance or explicitly generated in a simulation. To demonstrate the method, we apply it to study the kinetics of multivalent ligand-receptor interactions. We expect the method will be useful for studying cellular signaling systems and other physical systems involving aggregation phenomena. PMID:18851068

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

DOE PAGES

Sjostrom, Travis; Daligault, Jerome

2014-10-10

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

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

NASA Astrophysics Data System (ADS)

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

2016-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

A modified Monte Carlo model for the ionospheric heating rates

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

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

PubMed Central

Grosges, Thomas; Barchiesi, Dominique; Kessentini, Sameh; Gréhan, Gérard; de la Chapelle, Marc Lamy

2011-01-01

The optimization of the coated metallic nanoparticles and nanoshells is a current challenge for biological applications, especially for cancer photothermal therapy, considering both the continuous improvement of their fabrication and the increasing requirement of efficiency. The efficiency of the coupling between illumination with such nanostructures for burning purposes depends unevenly on their geometrical parameters (radius, thickness of the shell) and material parameters (permittivities which depend on the illumination wavelength). Through a Monte-Carlo method, we propose a numerical study of such nanodevice, to evaluate tolerances (or uncertainty) on these parameters, given a threshold of efficiency, to facilitate the design of nanoparticles. The results could help to focus on the relevant parameters of the engineering process for which the absorbed energy is the most dependant. The Monte-Carlo method confirms that the best burning efficiency are obtained for hollow nanospheres and exhibit the sensitivity of the absorbed electromagnetic energy as a function of each parameter. The proposed method is general and could be applied in design and development of new embedded coated nanomaterials used in biomedicine applications. PMID:21698021

SU-E-T-222: Computational Optimization of Monte Carlo Simulation On 4D Treatment Planning Using the Cloud Computing Technology

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

Chow, J

Purpose: This study evaluated the efficiency of 4D lung radiation treatment planning using Monte Carlo simulation on the cloud. The EGSnrc Monte Carlo code was used in dose calculation on the 4D-CT image set. Methods: 4D lung radiation treatment plan was created by the DOSCTP linked to the cloud, based on the Amazon elastic compute cloud platform. Dose calculation was carried out by Monte Carlo simulation on the 4D-CT image set on the cloud, and results were sent to the FFD4D image deformation program for dose reconstruction. The dependence of computing time for treatment plan on the number of computemore » node was optimized with variations of the number of CT image set in the breathing cycle and dose reconstruction time of the FFD4D. Results: It is found that the dependence of computing time on the number of compute node was affected by the diminishing return of the number of node used in Monte Carlo simulation. Moreover, the performance of the 4D treatment planning could be optimized by using smaller than 10 compute nodes on the cloud. The effects of the number of image set and dose reconstruction time on the dependence of computing time on the number of node were not significant, as more than 15 compute nodes were used in Monte Carlo simulations. Conclusion: The issue of long computing time in 4D treatment plan, requiring Monte Carlo dose calculations in all CT image sets in the breathing cycle, can be solved using the cloud computing technology. It is concluded that the optimized number of compute node selected in simulation should be between 5 and 15, as the dependence of computing time on the number of node is significant.« less

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

NASA Astrophysics Data System (ADS)

Klaus, Leonard; Eichstädt, Sascha

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2008-07-01

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

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

NASA Astrophysics Data System (ADS)

Suwa, Hidemaro

2013-03-01

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

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

PubMed

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

2011-01-01

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

Monte Carlo simulation of aorta autofluorescence

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

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

ERIC Educational Resources Information Center

Newman, Isadore; And Others

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

First Monte Carlo analysis of fragmentation functions from single-inclusive e + e - annihilation

DOE PAGES

Sato, Nobuo; Ethier, J. J.; Melnitchouk, W.; ...

2016-12-02

Here, we perform the first iterative Monte Carlo (IMC) analysis of fragmentation functions constrained by all available data from single-inclusive $e^+ e^-$ annihilation into pions and kaons. The IMC method eliminates potential bias in traditional analyses based on single fits introduced by fixing parameters not well contrained by the data, and provides a statistically rigorous determination of uncertainties. Our analysis reveals specific features of fragmentation functions using the new IMC methodology and those obtained from previous analyses, especially for light quarks and for strange quark fragmentation to kaons.

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

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

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

2010-07-20

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

Using hybrid implicit Monte Carlo diffusion to simulate gray radiation hydrodynamics

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

Cleveland, Mathew A., E-mail: cleveland7@llnl.gov; Gentile, Nick

This work describes how to couple a hybrid Implicit Monte Carlo Diffusion (HIMCD) method with a Lagrangian hydrodynamics code to evaluate the coupled radiation hydrodynamics equations. This HIMCD method dynamically applies Implicit Monte Carlo Diffusion (IMD) [1] to regions of a problem that are opaque and diffusive while applying standard Implicit Monte Carlo (IMC) [2] to regions where the diffusion approximation is invalid. We show that this method significantly improves the computational efficiency as compared to a standard IMC/Hydrodynamics solver, when optically thick diffusive material is present, while maintaining accuracy. Two test cases are used to demonstrate the accuracy andmore » performance of HIMCD as compared to IMC and IMD. The first is the Lowrie semi-analytic diffusive shock [3]. The second is a simple test case where the source radiation streams through optically thin material and heats a thick diffusive region of material causing it to rapidly expand. We found that HIMCD proves to be accurate, robust, and computationally efficient for these test problems.« less

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

NASA Astrophysics Data System (ADS)

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

2005-03-01

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

Exact Dynamics via Poisson Process: a unifying Monte Carlo paradigm

NASA Astrophysics Data System (ADS)

Gubernatis, James

2014-03-01

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

Thermal transport in nanocrystalline Si and SiGe by ab initio based Monte Carlo simulation.

PubMed

Yang, Lina; Minnich, Austin J

2017-03-14

Nanocrystalline thermoelectric materials based on Si have long been of interest because Si is earth-abundant, inexpensive, and non-toxic. However, a poor understanding of phonon grain boundary scattering and its effect on thermal conductivity has impeded efforts to improve the thermoelectric figure of merit. Here, we report an ab-initio based computational study of thermal transport in nanocrystalline Si-based materials using a variance-reduced Monte Carlo method with the full phonon dispersion and intrinsic lifetimes from first-principles as input. By fitting the transmission profile of grain boundaries, we obtain excellent agreement with experimental thermal conductivity of nanocrystalline Si [Wang et al. Nano Letters 11, 2206 (2011)]. Based on these calculations, we examine phonon transport in nanocrystalline SiGe alloys with ab-initio electron-phonon scattering rates. Our calculations show that low energy phonons still transport substantial amounts of heat in these materials, despite scattering by electron-phonon interactions, due to the high transmission of phonons at grain boundaries, and thus improvements in ZT are still possible by disrupting these modes. This work demonstrates the important insights into phonon transport that can be obtained using ab-initio based Monte Carlo simulations in complex nanostructured materials.

Thermal transport in nanocrystalline Si and SiGe by ab initio based Monte Carlo simulation

PubMed Central

Yang, Lina; Minnich, Austin J.

2017-01-01

Nanocrystalline thermoelectric materials based on Si have long been of interest because Si is earth-abundant, inexpensive, and non-toxic. However, a poor understanding of phonon grain boundary scattering and its effect on thermal conductivity has impeded efforts to improve the thermoelectric figure of merit. Here, we report an ab-initio based computational study of thermal transport in nanocrystalline Si-based materials using a variance-reduced Monte Carlo method with the full phonon dispersion and intrinsic lifetimes from first-principles as input. By fitting the transmission profile of grain boundaries, we obtain excellent agreement with experimental thermal conductivity of nanocrystalline Si [Wang et al. Nano Letters 11, 2206 (2011)]. Based on these calculations, we examine phonon transport in nanocrystalline SiGe alloys with ab-initio electron-phonon scattering rates. Our calculations show that low energy phonons still transport substantial amounts of heat in these materials, despite scattering by electron-phonon interactions, due to the high transmission of phonons at grain boundaries, and thus improvements in ZT are still possible by disrupting these modes. This work demonstrates the important insights into phonon transport that can be obtained using ab-initio based Monte Carlo simulations in complex nanostructured materials. PMID:28290484

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

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

Liu, Junwei; Shen, Huitao; Qi, Yang

2017-06-07

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

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

Sudhyadhom, A; McGuinness, C; Descovich, M

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

Monte Carlo reference data sets for imaging research: Executive summary of the report of AAPM Research Committee Task Group 195.

PubMed

Sechopoulos, Ioannis; Ali, Elsayed S M; Badal, Andreu; Badano, Aldo; Boone, John M; Kyprianou, Iacovos S; Mainegra-Hing, Ernesto; McMillan, Kyle L; McNitt-Gray, Michael F; Rogers, D W O; Samei, Ehsan; Turner, Adam C

2015-10-01

The use of Monte Carlo simulations in diagnostic medical imaging research is widespread due to its flexibility and ability to estimate quantities that are challenging to measure empirically. However, any new Monte Carlo simulation code needs to be validated before it can be used reliably. The type and degree of validation required depends on the goals of the research project, but, typically, such validation involves either comparison of simulation results to physical measurements or to previously published results obtained with established Monte Carlo codes. The former is complicated due to nuances of experimental conditions and uncertainty, while the latter is challenging due to typical graphical presentation and lack of simulation details in previous publications. In addition, entering the field of Monte Carlo simulations in general involves a steep learning curve. It is not a simple task to learn how to program and interpret a Monte Carlo simulation, even when using one of the publicly available code packages. This Task Group report provides a common reference for benchmarking Monte Carlo simulations across a range of Monte Carlo codes and simulation scenarios. In the report, all simulation conditions are provided for six different Monte Carlo simulation cases that involve common x-ray based imaging research areas. The results obtained for the six cases using four publicly available Monte Carlo software packages are included in tabular form. In addition to a full description of all simulation conditions and results, a discussion and comparison of results among the Monte Carlo packages and the lessons learned during the compilation of these results are included. This abridged version of the report includes only an introductory description of the six cases and a brief example of the results of one of the cases. This work provides an investigator the necessary information to benchmark his/her Monte Carlo simulation software against the reference cases included here before performing his/her own novel research. In addition, an investigator entering the field of Monte Carlo simulations can use these descriptions and results as a self-teaching tool to ensure that he/she is able to perform a specific simulation correctly. Finally, educators can assign these cases as learning projects as part of course objectives or training programs.

Statistical hadronization and microcanonical ensemble

DOE PAGES

Becattini, F.; Ferroni, L.

2004-01-01

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

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

DOE PAGES

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

2017-03-05

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

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

NASA Technical Reports Server (NTRS)

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

2006-01-01

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

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.

Characterizing a proton beam scanning system for Monte Carlo dose calculation in patients

NASA Astrophysics Data System (ADS)

Grassberger, C.; Lomax, Anthony; Paganetti, H.

2015-01-01

The presented work has two goals. First, to demonstrate the feasibility of accurately characterizing a proton radiation field at treatment head exit for Monte Carlo dose calculation of active scanning patient treatments. Second, to show that this characterization can be done based on measured depth dose curves and spot size alone, without consideration of the exact treatment head delivery system. This is demonstrated through calibration of a Monte Carlo code to the specific beam lines of two institutions, Massachusetts General Hospital (MGH) and Paul Scherrer Institute (PSI). Comparison of simulations modeling the full treatment head at MGH to ones employing a parameterized phase space of protons at treatment head exit reveals the adequacy of the method for patient simulations. The secondary particle production in the treatment head is typically below 0.2% of primary fluence, except for low-energy electrons (<0.6 MeV for 230 MeV protons), whose contribution to skin dose is negligible. However, there is significant difference between the two methods in the low-dose penumbra, making full treatment head simulations necessary to study out-of-field effects such as secondary cancer induction. To calibrate the Monte Carlo code to measurements in a water phantom, we use an analytical Bragg peak model to extract the range-dependent energy spread at the two institutions, as this quantity is usually not available through measurements. Comparison of the measured with the simulated depth dose curves demonstrates agreement within 0.5 mm over the entire energy range. Subsequently, we simulate three patient treatments with varying anatomical complexity (liver, head and neck and lung) to give an example how this approach can be employed to investigate site-specific discrepancies between treatment planning system and Monte Carlo simulations.

Characterizing a Proton Beam Scanning System for Monte Carlo Dose Calculation in Patients

PubMed Central

Grassberger, C; Lomax, Tony; Paganetti, H

2015-01-01

The presented work has two goals. First, to demonstrate the feasibility of accurately characterizing a proton radiation field at treatment head exit for Monte Carlo dose calculation of active scanning patient treatments. Second, to show that this characterization can be done based on measured depth dose curves and spot size alone, without consideration of the exact treatment head delivery system. This is demonstrated through calibration of a Monte Carlo code to the specific beam lines of two institutions, Massachusetts General Hospital (MGH) and Paul Scherrer Institute (PSI). Comparison of simulations modeling the full treatment head at MGH to ones employing a parameterized phase space of protons at treatment head exit reveals the adequacy of the method for patient simulations. The secondary particle production in the treatment head is typically below 0.2% of primary fluence, except for low–energy electrons (<0.6MeV for 230MeV protons), whose contribution to skin dose is negligible. However, there is significant difference between the two methods in the low-dose penumbra, making full treatment head simulations necessary to study out-of field effects such as secondary cancer induction. To calibrate the Monte Carlo code to measurements in a water phantom, we use an analytical Bragg peak model to extract the range-dependent energy spread at the two institutions, as this quantity is usually not available through measurements. Comparison of the measured with the simulated depth dose curves demonstrates agreement within 0.5mm over the entire energy range. Subsequently, we simulate three patient treatments with varying anatomical complexity (liver, head and neck and lung) to give an example how this approach can be employed to investigate site-specific discrepancies between treatment planning system and Monte Carlo simulations. PMID:25549079

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.

Structure and electronic properties of azadirachtin.

PubMed

de Castro, Elton A S; de Oliveira, Daniel A B; Farias, Sergio A S; Gargano, Ricardo; Martins, João B L

2014-02-01

We performed a combined DFT and Monte Carlo (13)C NMR chemical-shift study of azadirachtin A, a triterpenoid that acts as a natural insect antifeedant. A conformational search using a Monte Carlo technique based on the RM1 semiempirical method was carried out in order to establish its preferred structure. The B3LYP/6-311++G(d,p), wB97XD/6-311++G(d,p), M06/6-311++G(d,p), M06-2X/6-311++G(d,p), and CAM-B3LYP/6-311++G(d,p) levels of theory were used to predict NMR chemical shifts. A Monte Carlo population-weighted average spectrum was produced based on the predicted Boltzmann contributions. In general, good agreement between experimental and theoretical data was obtained using both methods, and the (13)C NMR chemical shifts were predicted highly accurately. The geometry was optimized at the semiempirical level and used to calculate the NMR chemical shifts at the DFT level, and these shifts showed only minor deviations from those obtained following structural optimization at the DFT level, and incurred a much lower computational cost. The theoretical ultraviolet spectrum showed a maximum absorption peak that was mainly contributed by the tiglate group.

High-Precision Monte Carlo Simulation of the Ising Models on the Penrose Lattice and the Dual Penrose Lattice

NASA Astrophysics Data System (ADS)

Komura, Yukihiro; Okabe, Yutaka

2016-04-01

We study the Ising models on the Penrose lattice and the dual Penrose lattice by means of the high-precision Monte Carlo simulation. Simulating systems up to the total system size N = 20633239, we estimate the critical temperatures on those lattices with high accuracy. For high-speed calculation, we use the generalized method of the single-GPU-based computation for the Swendsen-Wang multi-cluster algorithm of Monte Carlo simulation. As a result, we estimate the critical temperature on the Penrose lattice as Tc/J = 2.39781 ± 0.00005 and that of the dual Penrose lattice as Tc*/J = 2.14987 ± 0.00005. Moreover, we definitely confirm the duality relation between the critical temperatures on the dual pair of quasilattices with a high degree of accuracy, sinh (2J/Tc)sinh (2J/Tc*) = 1.00000 ± 0.00004.

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

PubMed

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

2018-05-21

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

Quantum Monte Carlo Methods for First Principles Simulation of Liquid Water

ERIC Educational Resources Information Center

Gergely, John Robert

2009-01-01

Obtaining an accurate microscopic description of water structure and dynamics is of great interest to molecular biology researchers and in the physics and quantum chemistry simulation communities. This dissertation describes efforts to apply quantum Monte Carlo methods to this problem with the goal of making progress toward a fully "ab initio"…

Variational Approach to Monte Carlo Renormalization Group

NASA Astrophysics Data System (ADS)

Wu, Yantao; Car, Roberto

2017-12-01

We present a Monte Carlo method for computing the renormalized coupling constants and the critical exponents within renormalization theory. The scheme, which derives from a variational principle, overcomes critical slowing down, by means of a bias potential that renders the coarse grained variables uncorrelated. The two-dimensional Ising model is used to illustrate the method.

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

PubMed

Polo, Ivón Oramas; Santos, William de Souza; Caldas, Linda V E

2018-06-15

The absorbed dose rate is the main characterization quantity for beta radiation. The extrapolation chamber is considered the primary standard instrument. To determine absorbed dose rates in beta radiation beams, it is necessary to establish several correction factors. In this work, the correction factors for the backscatter due to the collecting electrode and to the guard ring, and the correction factor for Bremsstrahlung in beta secondary standard radiation beams are presented. For this purpose, the Monte Carlo method was applied. The results obtained are considered acceptable, and they agree within the uncertainties. The differences between the backscatter factors determined by the Monte Carlo method and those of the ISO standard were 0.6%, 0.9% and 2.04% for 90 Sr/ 90 Y, 85 Kr and 147 Pm sources respectively. The differences between the Bremsstrahlung factors determined by the Monte Carlo method and those of the ISO were 0.25%, 0.6% and 1% for 90 Sr/ 90 Y, 85 Kr and 147 Pm sources respectively. Copyright © 2018 Elsevier Ltd. All rights reserved.

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

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

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

2015-07-27

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

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

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

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

2015-07-28

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

Performance of quantum Monte Carlo for calculating molecular bond lengths

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

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

2016-03-28

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

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

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

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

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

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

DOE PAGES

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

2016-11-25

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

An off-lattice, self-learning kinetic Monte Carlo method using local environments.

PubMed

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

2011-11-07

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

Multiscale Monte Carlo equilibration: Pure Yang-Mills theory

DOE PAGES

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

2015-12-29

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

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

DOE PAGES

Hoffmann, Max J.; Bligaard, Thomas

2018-01-22

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

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

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

Hoffmann, Max J.; Bligaard, Thomas

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

A new method for photon transport in Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Sato, T.; Ogawa, K.

1999-12-01

Monte Carlo methods are used to evaluate data methods such as scatter and attenuation compensation in single photon emission CT (SPECT), treatment planning in radiation therapy, and in many industrial applications. In Monte Carlo simulation, photon transport requires calculating the distance from the location of the emitted photon to the nearest boundary of each uniform attenuating medium along its path of travel, and comparing this distance with the length of its path generated at emission. Here, the authors propose a new method that omits the calculation of the location of the exit point of the photon from each voxel and of the distance between the exit point and the original position. The method only checks the medium of each voxel along the photon's path. If the medium differs from that in the voxel from which the photon was emitted, the authors calculate the location of the entry point in the voxel, and the length of the path is compared with the mean free path length generated by a random number. Simulations using the MCAT phantom show that the ratios of the calculation time were 1.0 for the voxel-based method, and 0.51 for the proposed method with a 256/spl times/256/spl times/256 matrix image, thereby confirming the effectiveness of the algorithm.

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

PubMed

Renner, Franziska

2016-09-01

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

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

EDITORIAL: Special section: Selected papers from the Second European Workshop on Monte Carlo Treatment Planning (MCTP2009) Special section: Selected papers from the Second European Workshop on Monte Carlo Treatment Planning (MCTP2009)

NASA Astrophysics Data System (ADS)

Spezi, Emiliano

2010-08-01

Sixty years after the paper 'The Monte Carlo method' by N Metropolis and S Ulam in The Journal of the American Statistical Association (Metropolis and Ulam 1949), use of the most accurate algorithm for computer modelling of radiotherapy linear accelerators, radiation detectors and three dimensional patient dose was discussed in Wales (UK). The Second European Workshop on Monte Carlo Treatment Planning (MCTP2009) was held at the National Museum of Wales in Cardiff. The event, organized by Velindre NHS Trust, Cardiff University and Cancer Research Wales, lasted two and a half days, during which leading experts and contributing authors presented and discussed the latest advances in the field of Monte Carlo treatment planning (MCTP). MCTP2009 was highly successful, judging from the number of participants which was in excess of 140. Of the attendees, 24% came from the UK, 46% from the rest of Europe, 12% from North America and 18% from the rest of the World. Fifty-three oral presentations and 24 posters were delivered in a total of 12 scientific sessions. MCTP2009 follows the success of previous similar initiatives (Verhaegen and Seuntjens 2005, Reynaert 2007, Verhaegen and Seuntjens 2008), and confirms the high level of interest in Monte Carlo technology for radiotherapy treatment planning. The 13 articles selected for this special section (following Physics in Medicine and Biology's usual rigorous peer-review procedure) give a good picture of the high quality of the work presented at MCTP2009. The book of abstracts can be downloaded from http://www.mctp2009.org. I wish to thank the IOP Medical Physics and Computational Physics Groups for their financial support, Elekta Ltd and Dosisoft for sponsoring MCTP2009, and leading manufacturers such as BrainLab, Nucletron and Varian for showcasing their latest MC-based radiotherapy solutions during a dedicated technical session. I am also very grateful to the eight invited speakers who kindly accepted to give keynote presentations which contributed significantly to raising the quality of the event and capturing the interest of the medical physics community. I also wish to thank all those who contributed to the success of MCTP2009: the members of the local Organizing Committee and the Workshop Management Team who managed the event very efficiently, the members of the European Working Group in Monte Carlo Treatment Planning (EWG-MCTP) who acted as Guest Associate Editors for the MCTP2009 abstracts reviewing process, and all the authors who generated new, high quality work. Finally, I hope that you find the contents of this special section enjoyable and informative. Emiliano Spezi Chairman of MCTP2009 Organizing Committee and Guest Editor References Metropolis N and Ulam S 1949 The Monte Carlo method J. Amer. Stat. Assoc. 44 335-41 Reynaert N 2007 First European Workshop on Monte Carlo Treatment Planning J. Phys.: Conf. Ser. 74 011001 Verhaegen F and Seuntjens J 2005 International Workshop on Current Topics in Monte Carlo Treatment Planning Phys. Med. Biol. 50 Verhaegen F and Seuntjens J 2008 International Workshop on Monte Carlo Techniques in Radiotherapy Delivery and Verification J. Phys.: Conf. Ser. 102 011001

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

SU-E-J-60: Efficient Monte Carlo Dose Calculation On CPU-GPU Heterogeneous Systems

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

Xiao, K; Chen, D. Z; Hu, X. S

Purpose: It is well-known that the performance of GPU-based Monte Carlo dose calculation implementations is bounded by memory bandwidth. One major cause of this bottleneck is the random memory writing patterns in dose deposition, which leads to several memory efficiency issues on GPU such as un-coalesced writing and atomic operations. We propose a new method to alleviate such issues on CPU-GPU heterogeneous systems, which achieves overall performance improvement for Monte Carlo dose calculation. Methods: Dose deposition is to accumulate dose into the voxels of a dose volume along the trajectories of radiation rays. Our idea is to partition this proceduremore » into the following three steps, which are fine-tuned for CPU or GPU: (1) each GPU thread writes dose results with location information to a buffer on GPU memory, which achieves fully-coalesced and atomic-free memory transactions; (2) the dose results in the buffer are transferred to CPU memory; (3) the dose volume is constructed from the dose buffer on CPU. We organize the processing of all radiation rays into streams. Since the steps within a stream use different hardware resources (i.e., GPU, DMA, CPU), we can overlap the execution of these steps for different streams by pipelining. Results: We evaluated our method using a Monte Carlo Convolution Superposition (MCCS) program and tested our implementation for various clinical cases on a heterogeneous system containing an Intel i7 quad-core CPU and an NVIDIA TITAN GPU. Comparing with a straightforward MCCS implementation on the same system (using both CPU and GPU for radiation ray tracing), our method gained 2-5X speedup without losing dose calculation accuracy. Conclusion: The results show that our new method improves the effective memory bandwidth and overall performance for MCCS on the CPU-GPU systems. Our proposed method can also be applied to accelerate other Monte Carlo dose calculation approaches. This research was supported in part by NSF under Grants CCF-1217906, and also in part by a research contract from the Sandia National Laboratories.« less

An unbiased Hessian representation for Monte Carlo PDFs.

PubMed

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

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

Stabilizing canonical-ensemble calculations in the auxiliary-field Monte Carlo method

NASA Astrophysics Data System (ADS)

Gilbreth, C. N.; Alhassid, Y.

2015-03-01

Quantum Monte Carlo methods are powerful techniques for studying strongly interacting Fermi systems. However, implementing these methods on computers with finite-precision arithmetic requires careful attention to numerical stability. In the auxiliary-field Monte Carlo (AFMC) method, low-temperature or large-model-space calculations require numerically stabilized matrix multiplication. When adapting methods used in the grand-canonical ensemble to the canonical ensemble of fixed particle number, the numerical stabilization increases the number of required floating-point operations for computing observables by a factor of the size of the single-particle model space, and thus can greatly limit the systems that can be studied. We describe an improved method for stabilizing canonical-ensemble calculations in AFMC that exhibits better scaling, and present numerical tests that demonstrate the accuracy and improved performance of the method.

Rapid Monte Carlo Simulation of Gravitational Wave Galaxies

NASA Astrophysics Data System (ADS)

Breivik, Katelyn; Larson, Shane L.

2015-01-01

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

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.

Full 3D visualization tool-kit for Monte Carlo and deterministic transport codes

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

Frambati, S.; Frignani, M.

2012-07-01

We propose a package of tools capable of translating the geometric inputs and outputs of many Monte Carlo and deterministic radiation transport codes into open source file formats. These tools are aimed at bridging the gap between trusted, widely-used radiation analysis codes and very powerful, more recent and commonly used visualization software, thus supporting the design process and helping with shielding optimization. Three main lines of development were followed: mesh-based analysis of Monte Carlo codes, mesh-based analysis of deterministic codes and Monte Carlo surface meshing. The developed kit is considered a powerful and cost-effective tool in the computer-aided design formore » radiation transport code users of the nuclear world, and in particular in the fields of core design and radiation analysis. (authors)« less

OBJECT KINETIC MONTE CARLO SIMULATIONS OF CASCADE ANNEALING IN TUNGSTEN

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

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

2014-03-31

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

Implementation of Monte Carlo Dose calculation for CyberKnife treatment planning

NASA Astrophysics Data System (ADS)

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

2008-02-01

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

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

PubMed

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

2012-09-25

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

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

PubMed Central

2012-01-01

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

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

NASA Astrophysics Data System (ADS)

Bao, Nuo; Wang, Chunjie

2015-08-01

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

A GPU-based large-scale Monte Carlo simulation method for systems with long-range interactions

NASA Astrophysics Data System (ADS)

Liang, Yihao; Xing, Xiangjun; Li, Yaohang

2017-06-01

In this work we present an efficient implementation of Canonical Monte Carlo simulation for Coulomb many body systems on graphics processing units (GPU). Our method takes advantage of the GPU Single Instruction, Multiple Data (SIMD) architectures, and adopts the sequential updating scheme of Metropolis algorithm. It makes no approximation in the computation of energy, and reaches a remarkable 440-fold speedup, compared with the serial implementation on CPU. We further use this method to simulate primitive model electrolytes, and measure very precisely all ion-ion pair correlation functions at high concentrations. From these data, we extract the renormalized Debye length, renormalized valences of constituent ions, and renormalized dielectric constants. These results demonstrate unequivocally physics beyond the classical Poisson-Boltzmann theory.

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

PubMed

Fuchs, Sebastian; Pruschke, Thomas; Jarrell, Mark

2010-05-01

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

Particle tracking acceleration via signed distance fields in direct-accelerated geometry Monte Carlo

DOE PAGES

Shriwise, Patrick C.; Davis, Andrew; Jacobson, Lucas J.; ...

2017-08-26

Computer-aided design (CAD)-based Monte Carlo radiation transport is of value to the nuclear engineering community for its ability to conduct transport on high-fidelity models of nuclear systems, but it is more computationally expensive than native geometry representations. This work describes the adaptation of a rendering data structure, the signed distance field, as a geometric query tool for accelerating CAD-based transport in the direct-accelerated geometry Monte Carlo toolkit. Demonstrations of its effectiveness are shown for several problems. The beginnings of a predictive model for the data structure's utilization based on various problem parameters is also introduced.

Generating Nonnormal Multivariate Data Using Copulas: Applications to SEM.

PubMed

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

2012-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

USDA-ARS?s Scientific Manuscript database

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

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

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

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

Calculations of dose distributions using a neural network model

NASA Astrophysics Data System (ADS)

Mathieu, R.; Martin, E.; Gschwind, R.; Makovicka, L.; Contassot-Vivier, S.; Bahi, J.

2005-03-01

The main goal of external beam radiotherapy is the treatment of tumours, while sparing, as much as possible, surrounding healthy tissues. In order to master and optimize the dose distribution within the patient, dosimetric planning has to be carried out. Thus, for determining the most accurate dose distribution during treatment planning, a compromise must be found between the precision and the speed of calculation. Current techniques, using analytic methods, models and databases, are rapid but lack precision. Enhanced precision can be achieved by using calculation codes based, for example, on Monte Carlo methods. However, in spite of all efforts to optimize speed (methods and computer improvements), Monte Carlo based methods remain painfully slow. A newer way to handle all of these problems is to use a new approach in dosimetric calculation by employing neural networks. Neural networks (Wu and Zhu 2000 Phys. Med. Biol. 45 913-22) provide the advantages of those various approaches while avoiding their main inconveniences, i.e., time-consumption calculations. This permits us to obtain quick and accurate results during clinical treatment planning. Currently, results obtained for a single depth-dose calculation using a Monte Carlo based code (such as BEAM (Rogers et al 2003 NRCC Report PIRS-0509(A) rev G)) require hours of computing. By contrast, the practical use of neural networks (Mathieu et al 2003 Proceedings Journées Scientifiques Francophones, SFRP) provides almost instant results and quite low errors (less than 2%) for a two-dimensional dosimetric map.

Calculations of dose distributions using a neural network model.

PubMed

Mathieu, R; Martin, E; Gschwind, R; Makovicka, L; Contassot-Vivier, S; Bahi, J

2005-03-07

The main goal of external beam radiotherapy is the treatment of tumours, while sparing, as much as possible, surrounding healthy tissues. In order to master and optimize the dose distribution within the patient, dosimetric planning has to be carried out. Thus, for determining the most accurate dose distribution during treatment planning, a compromise must be found between the precision and the speed of calculation. Current techniques, using analytic methods, models and databases, are rapid but lack precision. Enhanced precision can be achieved by using calculation codes based, for example, on Monte Carlo methods. However, in spite of all efforts to optimize speed (methods and computer improvements), Monte Carlo based methods remain painfully slow. A newer way to handle all of these problems is to use a new approach in dosimetric calculation by employing neural networks. Neural networks (Wu and Zhu 2000 Phys. Med. Biol. 45 913-22) provide the advantages of those various approaches while avoiding their main inconveniences, i.e., time-consumption calculations. This permits us to obtain quick and accurate results during clinical treatment planning. Currently, results obtained for a single depth-dose calculation using a Monte Carlo based code (such as BEAM (Rogers et al 2003 NRCC Report PIRS-0509(A) rev G)) require hours of computing. By contrast, the practical use of neural networks (Mathieu et al 2003 Proceedings Journees Scientifiques Francophones, SFRP) provides almost instant results and quite low errors (less than 2%) for a two-dimensional dosimetric map.

Loading relativistic Maxwell distributions in particle simulations

NASA Astrophysics Data System (ADS)

Zenitani, S.

2015-12-01

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

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.

MODELING LEACHING OF VIRUSES BY THE MONTE CARLO METHOD

EPA Science Inventory

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

Probabilistic power flow using improved Monte Carlo simulation method with correlated wind sources

NASA Astrophysics Data System (ADS)

Bie, Pei; Zhang, Buhan; Li, Hang; Deng, Weisi; Wu, Jiasi

2017-01-01

Probabilistic Power Flow (PPF) is a very useful tool for power system steady-state analysis. However, the correlation among different random injection power (like wind power) brings great difficulties to calculate PPF. Monte Carlo simulation (MCS) and analytical methods are two commonly used methods to solve PPF. MCS has high accuracy but is very time consuming. Analytical method like cumulants method (CM) has high computing efficiency but the cumulants calculating is not convenient when wind power output does not obey any typical distribution, especially when correlated wind sources are considered. In this paper, an Improved Monte Carlo simulation method (IMCS) is proposed. The joint empirical distribution is applied to model different wind power output. This method combines the advantages of both MCS and analytical method. It not only has high computing efficiency, but also can provide solutions with enough accuracy, which is very suitable for on-line analysis.

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

NASA Technical Reports Server (NTRS)

Deepak, A.; Fluellen, A.

1978-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2008-07-01

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

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.

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

DOE PAGES

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

2015-01-29

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

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

PubMed

Zhang, Weihong; Howell, Steven C; Wright, David W; Heindel, Andrew; Qiu, Xiangyun; Chen, Jianhan; Curtis, Joseph E

2017-05-01

We describe a general method to use Monte Carlo simulation followed by torsion-angle molecular dynamics simulations to create ensembles of structures to model a wide variety of soft-matter biological systems. Our particular emphasis is focused on modeling low-resolution small-angle scattering and reflectivity structural data. We provide examples of this method applied to HIV-1 Gag protein and derived fragment proteins, TraI protein, linear B-DNA, a nucleosome core particle, and a glycosylated monoclonal antibody. This procedure will enable a large community of researchers to model low-resolution experimental data with greater accuracy by using robust physics based simulation and sampling methods which are a significant improvement over traditional methods used to interpret such data. Published by Elsevier Inc.

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.

Effective description of a 3D object for photon transportation in Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Suganuma, R.; Ogawa, K.

2000-06-01

Photon transport simulation by means of the Monte Carlo method is an indispensable technique for examining scatter and absorption correction methods in SPECT and PET. The authors have developed a method for object description with maximum size regions (maximum rectangular regions: MRRs) to speed up photon transport simulation, and compared the computation time with that for conventional object description methods, a voxel-based (VB) method and an octree method, in the simulations of two kinds of phantoms. The simulation results showed that the computation time with the proposed method became about 50% of that with the VD method and about 70% of that with the octree method for a high resolution MCAT phantom. Here, details of the expansion of the MRR method to three dimensions are given. Moreover, the effectiveness of the proposed method was compared with the VB and octree methods.

Frequency-resolved Monte Carlo.

PubMed

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

2018-05-03

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

Chemical accuracy from quantum Monte Carlo for the benzene dimer.

PubMed

Azadi, Sam; Cohen, R E

2015-09-14

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

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

Balsa Terzic, Gabriele Bassi

In this paper we discuss representations of charge particle densities in particle-in-cell (PIC) simulations, analyze the sources and profiles of the intrinsic numerical noise, and present efficient methods for their removal. We devise two alternative estimation methods for charged particle distribution which represent significant improvement over the Monte Carlo cosine expansion used in the 2d code of Bassi, designed to simulate coherent synchrotron radiation (CSR) in charged particle beams. The improvement is achieved by employing an alternative beam density estimation to the Monte Carlo cosine expansion. The representation is first binned onto a finite grid, after which two grid-based methodsmore » are employed to approximate particle distributions: (i) truncated fast cosine transform (TFCT); and (ii) thresholded wavelet transform (TWT). We demonstrate that these alternative methods represent a staggering upgrade over the original Monte Carlo cosine expansion in terms of efficiency, while the TWT approximation also provides an appreciable improvement in accuracy. The improvement in accuracy comes from a judicious removal of the numerical noise enabled by the wavelet formulation. The TWT method is then integrated into Bassi's CSR code, and benchmarked against the original version. We show that the new density estimation method provides a superior performance in terms of efficiency and spatial resolution, thus enabling high-fidelity simulations of CSR effects, including microbunching instability.« less

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

USDA-ARS?s Scientific Manuscript database

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

MO-FG-BRA-01: 4D Monte Carlo Simulations for Verification of Dose Delivered to a Moving Anatomy

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

Gholampourkashi, S; Cygler, J E.; The Ottawa Hospital Cancer Centre, Ottawa, ON

Purpose: To validate 4D Monte Carlo (MC) simulations of dose delivery by an Elekta Agility linear accelerator to a moving phantom. Methods: Monte Carlo simulations were performed using the 4DdefDOSXYZnrc/EGSnrc user code which samples a new geometry for each incident particle and calculates the dose in a continuously moving anatomy. A Quasar respiratory motion phantom with a lung insert containing a 3 cm diameter tumor was used for dose measurements on an Elekta Agility linac with the phantom in stationary and moving states. Dose to the center of tumor was measured using calibrated EBT3 film and the RADPOS 4D dosimetrymore » system. A VMAT plan covering the tumor was created on the static CT scan of the phantom using Monaco V.5.10.02. A validated BEAMnrc model of our Elekta Agility linac was used for Monte Carlo simulations on stationary and moving anatomies. To compare the planned and delivered doses, linac log files recorded during measurements were used for the simulations. For 4D simulations, deformation vectors that modeled the rigid translation of the lung insert were generated as input to the 4DdefDOSXYZnrc code as well as the phantom motion trace recorded with RADPOS during the measurements. Results: Monte Carlo simulations and film measurements were found to agree within 2mm/2% for 97.7% of points in the film in the static phantom and 95.5% in the moving phantom. Dose values based on film and RADPOS measurements are within 2% of each other and within 2σ of experimental uncertainties with respect to simulations. Conclusion: Our 4D Monte Carlo simulation using the defDOSXYZnrc code accurately calculates dose delivered to a moving anatomy. Future work will focus on more investigation of VMAT delivery on a moving phantom to improve the agreement between simulation and measurements, as well as establishing the accuracy of our method in a deforming anatomy. This work was supported by the Ontario Consortium of Adaptive Interventions in Radiation Oncology (OCAIRO), funded by the Ontario Research Fund Research Excellence program.« less

Calculation of radiation therapy dose using all particle Monte Carlo transport

DOEpatents

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

1999-01-01

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

Calculation of radiation therapy dose using all particle Monte Carlo transport

DOEpatents

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

1999-02-09

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Proceedings of the Nuclear Criticality Technology Safety Workshop

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

Rene G. Sanchez

1998-04-01

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

Monte Carlo modeling of atomic oxygen attack of polymers with protective coatings on LDEF

NASA Technical Reports Server (NTRS)

Banks, Bruce A.; Degroh, Kim K.; Sechkar, Edward A.

1992-01-01

Characterization of the behavior of atomic oxygen interaction with materials on the Long Duration Exposure Facility (LDEF) will assist in understanding the mechanisms involved, and will lead to improved reliability in predicting in-space durability of materials based on ground laboratory testing. A computational simulation of atomic oxygen interaction with protected polymers was developed using Monte Carlo techniques. Through the use of assumed mechanistic behavior of atomic oxygen and results of both ground laboratory and LDEF data, a predictive Monte Carlo model was developed which simulates the oxidation processes that occur on polymers with applied protective coatings that have defects. The use of high atomic oxygen fluence-directed ram LDEF results has enabled mechanistic implications to be made by adjusting Monte Carlo modeling assumptions to match observed results based on scanning electron microscopy. Modeling assumptions, implications, and predictions are presented, along with comparison of observed ground laboratory and LDEF results.

Semi-stochastic full configuration interaction quantum Monte Carlo

NASA Astrophysics Data System (ADS)

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

2012-02-01

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

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

NASA Astrophysics Data System (ADS)

Willow, Soohaeng Yoo; Hirata, So

2014-01-01

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

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.

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

PubMed

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

2011-11-21

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

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

PubMed

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

2018-01-01

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

Deterministic absorbed dose estimation in computed tomography using a discrete ordinates method

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

Norris, Edward T.; Liu, Xin, E-mail: xinliu@mst.edu; Hsieh, Jiang

Purpose: Organ dose estimation for a patient undergoing computed tomography (CT) scanning is very important. Although Monte Carlo methods are considered gold-standard in patient dose estimation, the computation time required is formidable for routine clinical calculations. Here, the authors instigate a deterministic method for estimating an absorbed dose more efficiently. Methods: Compared with current Monte Carlo methods, a more efficient approach to estimating the absorbed dose is to solve the linear Boltzmann equation numerically. In this study, an axial CT scan was modeled with a software package, Denovo, which solved the linear Boltzmann equation using the discrete ordinates method. Themore » CT scanning configuration included 16 x-ray source positions, beam collimators, flat filters, and bowtie filters. The phantom was the standard 32 cm CT dose index (CTDI) phantom. Four different Denovo simulations were performed with different simulation parameters, including the number of quadrature sets and the order of Legendre polynomial expansions. A Monte Carlo simulation was also performed for benchmarking the Denovo simulations. A quantitative comparison was made of the simulation results obtained by the Denovo and the Monte Carlo methods. Results: The difference in the simulation results of the discrete ordinates method and those of the Monte Carlo methods was found to be small, with a root-mean-square difference of around 2.4%. It was found that the discrete ordinates method, with a higher order of Legendre polynomial expansions, underestimated the absorbed dose near the center of the phantom (i.e., low dose region). Simulations of the quadrature set 8 and the first order of the Legendre polynomial expansions proved to be the most efficient computation method in the authors’ study. The single-thread computation time of the deterministic simulation of the quadrature set 8 and the first order of the Legendre polynomial expansions was 21 min on a personal computer. Conclusions: The simulation results showed that the deterministic method can be effectively used to estimate the absorbed dose in a CTDI phantom. The accuracy of the discrete ordinates method was close to that of a Monte Carlo simulation, and the primary benefit of the discrete ordinates method lies in its rapid computation speed. It is expected that further optimization of this method in routine clinical CT dose estimation will improve its accuracy and speed.« less

NMR diffusion simulation based on conditional random walk.

PubMed

Gudbjartsson, H; Patz, S

1995-01-01

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

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

PubMed Central

Pratx, Guillem; Xing, Lei

2011-01-01

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

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

PubMed

Earl, David J; Deem, Michael W

2005-04-14

Adaptive Monte Carlo methods can be viewed as implementations of Markov chains with infinite memory. We derive a general condition for the convergence of a Monte Carlo method whose history dependence is contained within the simulated density distribution. In convergent cases, our result implies that the balance condition need only be satisfied asymptotically. As an example, we show that the adaptive integration method converges.

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

DOE PAGES

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

2017-08-12

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

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

ERIC Educational Resources Information Center

Kalkanis, G.; Sarris, M. M.

1999-01-01

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

Monte Carlo method for magnetic impurities in metals

NASA Technical Reports Server (NTRS)

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

1986-01-01

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

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

ERIC Educational Resources Information Center

Kim, Jee-Seon; Bolt, Daniel M.

2007-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

Jacques, Robert; McNutt, Todd

2014-03-01

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

Concepts and Plans towards fast large scale Monte Carlo production for the ATLAS Experiment

NASA Astrophysics Data System (ADS)

Ritsch, E.; Atlas Collaboration

2014-06-01

The huge success of the physics program of the ATLAS experiment at the Large Hadron Collider (LHC) during Run 1 relies upon a great number of simulated Monte Carlo events. This Monte Carlo production takes the biggest part of the computing resources being in use by ATLAS as of now. In this document we describe the plans to overcome the computing resource limitations for large scale Monte Carlo production in the ATLAS Experiment for Run 2, and beyond. A number of fast detector simulation, digitization and reconstruction techniques are being discussed, based upon a new flexible detector simulation framework. To optimally benefit from these developments, a redesigned ATLAS MC production chain is presented at the end of this document.

GE781: a Monte Carlo package for fixed target experiments

NASA Astrophysics Data System (ADS)

Davidenko, G.; Funk, M. A.; Kim, V.; Kuropatkin, N.; Kurshetsov, V.; Molchanov, V.; Rud, S.; Stutte, L.; Verebryusov, V.; Zukanovich Funchal, R.

The Monte Carlo package for the fixed target experiment B781 at Fermilab, a third generation charmed baryon experiment, is described. This package is based on GEANT 3.21, ADAMO database and DAFT input/output routines.

The Use of Monte Carlo Techniques to Teach Probability.

ERIC Educational Resources Information Center

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

1985-01-01

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

Monte Carlo Simulation of Microscopic Stock Market Models

NASA Astrophysics Data System (ADS)

Stauffer, Dietrich

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

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.

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

NASA Astrophysics Data System (ADS)

Hilburn, Guy Louis

Results from several studies are presented which detail explorations of the physical and spectral properties of low luminosity active galactic nuclei. An initial Sagittarius A* general relativistic magnetohydrodynamic simulation and Monte Carlo radiation transport model suggests accretion rate changes as the dominant flaring method. A similar study on M87 introduces new methods to the Monte Carlo model for increased consistency in highly energetic sources. Again, accretion rate variation seems most appropriate to explain spectral transients. To more closely resolve the methods of particle energization in active galactic nuclei accretion disks, a series of localized shearing box simulations explores the effect of numerical resolution on the development of current sheets. A particular focus on numerically describing converged current sheet formation will provide new methods for consideration of turbulence in accretion disks.

MCMC multilocus lod scores: application of a new approach.

PubMed

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

2005-01-01

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

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

DOE PAGES

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

2016-08-13

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

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].

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

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

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

Sweezy, Jeremy Ed

2016-01-21

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

Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms

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

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

2012-10-01

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

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

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

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.

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

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

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

2015-06-15

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

QUANTIFYING AGGREGATE CHLORPYRIFOS EXPOSURE AND DOSE TO CHILDREN USING A PHYSICALLY-BASED TWO-STAGE MONTE CARLO PROBABILISTIC MODEL

EPA Science Inventory

To help address the Food Quality Protection Act of 1996, a physically-based, two-stage Monte Carlo probabilistic model has been developed to quantify and analyze aggregate exposure and dose to pesticides via multiple routes and pathways. To illustrate model capabilities and ide...

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

PubMed

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

2015-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2005-03-01

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

TU-F-CAMPUS-T-05: A Cloud-Based Monte Carlo Dose Calculation for Electron Cutout Factors

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

Mitchell, T; Bush, K

Purpose: For electron cutouts of smaller sizes, it is necessary to verify electron cutout factors due to perturbations in electron scattering. Often, this requires a physical measurement using a small ion chamber, diode, or film. The purpose of this study is to develop a fast Monte Carlo based dose calculation framework that requires only a smart phone photograph of the cutout and specification of the SSD and energy to determine the electron cutout factor, with the ultimate goal of making this cloud-based calculation widely available to the medical physics community. Methods: The algorithm uses a pattern recognition technique to identifymore » the corners of the cutout in the photograph as shown in Figure 1. It then corrects for variations in perspective, scaling, and translation of the photograph introduced by the user’s positioning of the camera. Blob detection is used to identify the portions of the cutout which comprise the aperture and the portions which are cutout material. This information is then used define physical densities of the voxels used in the Monte Carlo dose calculation algorithm as shown in Figure 2, and select a particle source from a pre-computed library of phase-spaces scored above the cutout. The electron cutout factor is obtained by taking a ratio of the maximum dose delivered with the cutout in place to the dose delivered under calibration/reference conditions. Results: The algorithm has been shown to successfully identify all necessary features of the electron cutout to perform the calculation. Subsequent testing will be performed to compare the Monte Carlo results with a physical measurement. Conclusion: A simple, cloud-based method of calculating electron cutout factors could eliminate the need for physical measurements and substantially reduce the time required to properly assure accurate dose delivery.« less

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

NASA Astrophysics Data System (ADS)

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

2010-03-01

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

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

NASA Astrophysics Data System (ADS)

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

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

Monte Carlo simulation of non-invasive glucose measurement based on FMCW LIDAR

NASA Astrophysics Data System (ADS)

Xiong, Bing; Wei, Wenxiong; Liu, Nan; He, Jian-Jun

2010-11-01

Continuous non-invasive glucose monitoring is a powerful tool for the treatment and management of diabetes. A glucose measurement method, with the potential advantage of miniaturizability with no moving parts, based on the frequency modulated continuous wave (FMCW) LIDAR technology is proposed and investigated. The system mainly consists of an integrated near-infrared tunable semiconductor laser and a detector, using heterodyne technology to convert the signal from time-domain to frequency-domain. To investigate the feasibility of the method, Monte Carlo simulations have been performed on tissue phantoms with optical parameters similar to those of human interstitial fluid. The simulation showed that the sensitivity of the FMCW LIDAR system to glucose concentration can reach 0.2mM. Our analysis suggests that the FMCW LIDAR technique has good potential for noninvasive blood glucose monitoring.

Markov Chain Monte Carlo Bayesian Learning for Neural Networks

NASA Technical Reports Server (NTRS)

Goodrich, Michael S.

2011-01-01

Conventional training methods for neural networks involve starting al a random location in the solution space of the network weights, navigating an error hyper surface to reach a minimum, and sometime stochastic based techniques (e.g., genetic algorithms) to avoid entrapment in a local minimum. It is further typically necessary to preprocess the data (e.g., normalization) to keep the training algorithm on course. Conversely, Bayesian based learning is an epistemological approach concerned with formally updating the plausibility of competing candidate hypotheses thereby obtaining a posterior distribution for the network weights conditioned on the available data and a prior distribution. In this paper, we developed a powerful methodology for estimating the full residual uncertainty in network weights and therefore network predictions by using a modified Jeffery's prior combined with a Metropolis Markov Chain Monte Carlo method.

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.

OBJECT KINETIC MONTE CARLO SIMULATIONS OF RADIATION DAMAGE ACCUMULATION IN TUNGSTEN

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

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

2016-09-01

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

Play It Again: Teaching Statistics with Monte Carlo Simulation

ERIC Educational Resources Information Center

Sigal, Matthew J.; Chalmers, R. Philip

2016-01-01

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

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

ERIC Educational Resources Information Center

Raiche, Gilles; Blais, Jean-Guy

2006-01-01

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

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.

SU-E-T-171: Evaluation of the Analytical Anisotropic Algorithm in a Small Finger Joint Phantom Using Monte Carlo Simulation

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

Chow, J; Owrangi, A; Jiang, R

2014-06-01

Purpose: This study investigated the performance of the anisotropic analytical algorithm (AAA) in dose calculation in radiotherapy concerning a small finger joint. Monte Carlo simulation (EGSnrc code) was used in this dosimetric evaluation. Methods: Heterogeneous finger joint phantom containing a vertical water layer (bone joint or cartilage) sandwiched by two bones with dimension 2 × 2 × 2 cm{sup 3} was irradiated by the 6 MV photon beams (field size = 4 × 4 cm{sup 2}). The central beam axis was along the length of the bone joint and the isocenter was set to the center of the joint. Themore » joint width and beam angle were varied from 0.5–2 mm and 0°–15°, respectively. Depth doses were calculated using the AAA and DOSXYZnrc. For dosimetric comparison and normalization, dose calculations were repeated in water phantom using the same beam geometry. Results: Our AAA and Monte Carlo results showed that the AAA underestimated the joint doses by 10%–20%, and could not predict joint dose variation with changes of joint width and beam angle. The calculated bone dose enhancement for the AAA was lower than Monte Carlo and the depth of maximum dose for the phantom was smaller than that for the water phantom. From Monte Carlo results, there was a decrease of joint dose as its width increased. This reflected the smaller the joint width, the more the bone scatter contributed to the depth dose. Moreover, the joint dose was found slightly decreased with an increase of beam angle. Conclusion: The AAA could not handle variations of joint dose well with changes of joint width and beam angle based on our finger joint phantom. Monte Carlo results showed that the joint dose decreased with increase of joint width and beam angle. This dosimetry comparison should be useful to radiation staff in radiotherapy related to small bone joint.« less

High-Fidelity Coupled Monte-Carlo/Thermal-Hydraulics Calculations

NASA Astrophysics Data System (ADS)

Ivanov, Aleksandar; Sanchez, Victor; Ivanov, Kostadin

2014-06-01

Monte Carlo methods have been used as reference reactor physics calculation tools worldwide. The advance in computer technology allows the calculation of detailed flux distributions in both space and energy. In most of the cases however, those calculations are done under the assumption of homogeneous material density and temperature distributions. The aim of this work is to develop a consistent methodology for providing realistic three-dimensional thermal-hydraulic distributions by coupling the in-house developed sub-channel code SUBCHANFLOW with the standard Monte-Carlo transport code MCNP. In addition to the innovative technique of on-the fly material definition, a flux-based weight-window technique has been introduced to improve both the magnitude and the distribution of the relative errors. Finally, a coupled code system for the simulation of steady-state reactor physics problems has been developed. Besides the problem of effective feedback data interchange between the codes, the treatment of temperature dependence of the continuous energy nuclear data has been investigated.

OWL: A scalable Monte Carlo simulation suite for finite-temperature study of materials

NASA Astrophysics Data System (ADS)

Li, Ying Wai; Yuk, Simuck F.; Cooper, Valentino R.; Eisenbach, Markus; Odbadrakh, Khorgolkhuu

The OWL suite is a simulation package for performing large-scale Monte Carlo simulations. Its object-oriented, modular design enables it to interface with various external packages for energy evaluations. It is therefore applicable to study the finite-temperature properties for a wide range of systems: from simple classical spin models to materials where the energy is evaluated by ab initio methods. This scheme not only allows for the study of thermodynamic properties based on first-principles statistical mechanics, it also provides a means for massive, multi-level parallelism to fully exploit the capacity of modern heterogeneous computer architectures. We will demonstrate how improved strong and weak scaling is achieved by employing novel, parallel and scalable Monte Carlo algorithms, as well as the applications of OWL to a few selected frontier materials research problems. This research was supported by the Office of Science of the Department of Energy under contract DE-AC05-00OR22725.

Comparison of UWCC MOX fuel measurements to MCNP-REN calculations

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

Abhold, M.; Baker, M.; Jie, R.

1998-12-31

The development of neutron coincidence counting has greatly improved the accuracy and versatility of neutron-based techniques to assay fissile materials. Today, the shift register analyzer connected to either a passive or active neutron detector is widely used by both domestic and international safeguards organizations. The continued development of these techniques and detectors makes extensive use of the predictions of detector response through the use of Monte Carlo techniques in conjunction with the point reactor model. Unfortunately, the point reactor model, as it is currently used, fails to accurately predict detector response in highly multiplying mediums such as mixed-oxide (MOX) lightmore » water reactor fuel assemblies. For this reason, efforts have been made to modify the currently used Monte Carlo codes and to develop new analytical methods so that this model is not required to predict detector response. The authors describe their efforts to modify a widely used Monte Carlo code for this purpose and also compare calculational results with experimental measurements.« less

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

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

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

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

Kinetics versus thermodynamics in materials modeling: The case of the di-vacancy in iron

NASA Astrophysics Data System (ADS)

Djurabekova, F.; Malerba, L.; Pasianot, R. C.; Olsson, P.; Nordlund, K.

2010-07-01

Monte Carlo models are widely used for the study of microstructural and microchemical evolution of materials under irradiation. However, they often link explicitly the relevant activation energies to the energy difference between local equilibrium states. We provide a simple example (di-vacancy migration in iron) in which a rigorous activation energy calculation, by means of both empirical interatomic potentials and density functional theory methods, clearly shows that such a link is not granted, revealing a migration mechanism that a thermodynamics-linked activation energy model cannot predict. Such a mechanism is, however, fully consistent with thermodynamics. This example emphasizes the importance of basing Monte Carlo methods on models where the activation energies are rigorously calculated, rather than deduced from widespread heuristic equations.

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

DOE PAGES

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

2014-10-01

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

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

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

1995-05-01

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

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

PubMed

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

2008-12-01

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

Online sequential Monte Carlo smoother for partially observed diffusion processes

NASA Astrophysics Data System (ADS)

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

2018-12-01

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

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

PubMed Central

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

2018-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2016-01-01

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

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

PubMed

Norris, Peter M; da Silva, Arlindo M

2016-07-01

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

Computer Simulation as an Aid for Management of an Information System.

ERIC Educational Resources Information Center

Simmonds, W. H.; And Others

The aim of this study was to develop methods, based upon computer simulation, of designing information systems and illustrate the use of these methods by application to an information service. The method developed is based upon Monte Carlo and discrete event simulation techniques and is described in an earlier report - Sira report R412 Organizing…

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

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

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

2015-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-07-01

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

Characterization of the energy-dependent uncertainty and correlation in silicon neutron displacement damage metrics

NASA Astrophysics Data System (ADS)

Griffin, Patrick; Rochman, Dimitri; Koning, Arjan

2017-09-01

A rigorous treatment of the uncertainty in the underlying nuclear data on silicon displacement damage metrics is presented. The uncertainty in the cross sections and recoil atom spectra are propagated into the energy-dependent uncertainty contribution in the silicon displacement kerma and damage energy using a Total Monte Carlo treatment. An energy-dependent covariance matrix is used to characterize the resulting uncertainty. A strong correlation between different reaction channels is observed in the high energy neutron contributions to the displacement damage metrics which supports the necessity of using a Monte Carlo based method to address the nonlinear nature of the uncertainty propagation.

Optimization of fiber-optic evanescent wave spectroscopy: a Monte Carlo approach.

PubMed

Mann, M P; Mark, S; Raichlin, Y; Katzir, A; Mordechai, S

2009-09-01

The absorbance of the evanescent waves of infrared radiation transmitted through an optical fiber depends on the geometry of the fiber in addition to the wavelength of the electromagnetic radiation. The signal can thus be enhanced by flattening the midsection of the fiber. While the dependence of the absorbance on the thickness of the midsection has already been studied and experimented upon, we demonstrate that similar results are obtained using Monte Carlo methods based simply on geometrical optics, given the dimensions of the fiber and the power distribution of the fired rays. The optimization can be extended to fibers with more complex geometries of the sensor.

A new concept of pencil beam dose calculation for 40-200 keV photons using analytical dose kernels.

PubMed

Bartzsch, Stefan; Oelfke, Uwe

2013-11-01

The advent of widespread kV-cone beam computer tomography in image guided radiation therapy and special therapeutic application of keV photons, e.g., in microbeam radiation therapy (MRT) require accurate and fast dose calculations for photon beams with energies between 40 and 200 keV. Multiple photon scattering originating from Compton scattering and the strong dependence of the photoelectric cross section on the atomic number of the interacting tissue render these dose calculations by far more challenging than the ones established for corresponding MeV beams. That is why so far developed analytical models of kV photon dose calculations fail to provide the required accuracy and one has to rely on time consuming Monte Carlo simulation techniques. In this paper, the authors introduce a novel analytical approach for kV photon dose calculations with an accuracy that is almost comparable to the one of Monte Carlo simulations. First, analytical point dose and pencil beam kernels are derived for homogeneous media and compared to Monte Carlo simulations performed with the Geant4 toolkit. The dose contributions are systematically separated into contributions from the relevant orders of multiple photon scattering. Moreover, approximate scaling laws for the extension of the algorithm to inhomogeneous media are derived. The comparison of the analytically derived dose kernels in water showed an excellent agreement with the Monte Carlo method. Calculated values deviate less than 5% from Monte Carlo derived dose values, for doses above 1% of the maximum dose. The analytical structure of the kernels allows adaption to arbitrary materials and photon spectra in the given energy range of 40-200 keV. The presented analytical methods can be employed in a fast treatment planning system for MRT. In convolution based algorithms dose calculation times can be reduced to a few minutes.

SU-C-201-06: Utility of Quantitative 3D SPECT/CT Imaging in Patient Specific Internal Dosimetry of 153-Samarium with GATE Monte Carlo Package

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

Fallahpoor, M; Abbasi, M; Sen, A

Purpose: Patient-specific 3-dimensional (3D) internal dosimetry in targeted radionuclide therapy is essential for efficient treatment. Two major steps to achieve reliable results are: 1) generating quantitative 3D images of radionuclide distribution and attenuation coefficients and 2) using a reliable method for dose calculation based on activity and attenuation map. In this research, internal dosimetry for 153-Samarium (153-Sm) was done by SPECT-CT images coupled GATE Monte Carlo package for internal dosimetry. Methods: A 50 years old woman with bone metastases from breast cancer was prescribed 153-Sm treatment (Gamma: 103keV and beta: 0.81MeV). A SPECT/CT scan was performed with the Siemens Simbia-Tmore » scanner. SPECT and CT images were registered using default registration software. SPECT quantification was achieved by compensating for all image degrading factors including body attenuation, Compton scattering and collimator-detector response (CDR). Triple energy window method was used to estimate and eliminate the scattered photons. Iterative ordered-subsets expectation maximization (OSEM) with correction for attenuation and distance-dependent CDR was used for image reconstruction. Bilinear energy mapping is used to convert Hounsfield units in CT image to attenuation map. Organ borders were defined by the itk-SNAP toolkit segmentation on CT image. GATE was then used for internal dose calculation. The Specific Absorbed Fractions (SAFs) and S-values were reported as MIRD schema. Results: The results showed that the largest SAFs and S-values are in osseous organs as expected. S-value for lung is the highest after spine that can be important in 153-Sm therapy. Conclusion: We presented the utility of SPECT-CT images and Monte Carlo for patient-specific dosimetry as a reliable and accurate method. It has several advantages over template-based methods or simplified dose estimation methods. With advent of high speed computers, Monte Carlo can be used for treatment planning on a day to day basis.« less

Monte Carlo calculations of the impact of a hip prosthesis on the dose distribution

NASA Astrophysics Data System (ADS)

Buffard, Edwige; Gschwind, Régine; Makovicka, Libor; David, Céline

2006-09-01

Because of the ageing of the population, an increasing number of patients with hip prostheses are undergoing pelvic irradiation. Treatment planning systems (TPS) currently available are not always able to accurately predict the dose distribution around such implants. In fact, only Monte Carlo simulation has the ability to precisely calculate the impact of a hip prosthesis during radiotherapeutic treatment. Monte Carlo phantoms were developed to evaluate the dose perturbations during pelvic irradiation. A first model, constructed with the DOSXYZnrc usercode, was elaborated to determine the dose increase at the tissue-metal interface as well as the impact of the material coating the prosthesis. Next, CT-based phantoms were prepared, using the usercode CTCreate, to estimate the influence of the geometry and the composition of such implants on the beam attenuation. Thanks to a program that we developed, the study was carried out with CT-based phantoms containing a hip prosthesis without metal artefacts. Therefore, anthropomorphic phantoms allowed better definition of both patient anatomy and the hip prosthesis in order to better reproduce the clinical conditions of pelvic irradiation. The Monte Carlo results revealed the impact of certain coatings such as PMMA on dose enhancement at the tissue-metal interface. Monte Carlo calculations in CT-based phantoms highlighted the marked influence of the implant's composition, its geometry as well as its position within the beam on dose distribution.

Proton Upset Monte Carlo Simulation

NASA Technical Reports Server (NTRS)

O'Neill, Patrick M.; Kouba, Coy K.; Foster, Charles C.

2009-01-01

The Proton Upset Monte Carlo Simulation (PROPSET) program calculates the frequency of on-orbit upsets in computer chips (for given orbits such as Low Earth Orbit, Lunar Orbit, and the like) from proton bombardment based on the results of heavy ion testing alone. The software simulates the bombardment of modern microelectronic components (computer chips) with high-energy (.200 MeV) protons. The nuclear interaction of the proton with the silicon of the chip is modeled and nuclear fragments from this interaction are tracked using Monte Carlo techniques to produce statistically accurate predictions.

SABRINA - An interactive geometry modeler for MCNP (Monte Carlo Neutron Photon)

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

West, J.T.; Murphy, J.

SABRINA is an interactive three-dimensional geometry modeler developed to produce complicated models for the Los Alamos Monte Carlo Neutron Photon program MCNP. SABRINA produces line drawings and color-shaded drawings for a wide variety of interactive graphics terminals. It is used as a geometry preprocessor in model development and as a Monte Carlo particle-track postprocessor in the visualization of complicated particle transport problem. SABRINA is written in Fortran 77 and is based on the Los Alamos Common Graphics System, CGS. 5 refs., 2 figs.

A Dasymetric-Based Monte Carlo Simulation Approach to the Probabilistic Analysis of Spatial Variables

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

Morton, April M; Piburn, Jesse O; McManamay, Ryan A

2017-01-01

Monte Carlo simulation is a popular numerical experimentation technique used in a range of scientific fields to obtain the statistics of unknown random output variables. Despite its widespread applicability, it can be difficult to infer required input probability distributions when they are related to population counts unknown at desired spatial resolutions. To overcome this challenge, we propose a framework that uses a dasymetric model to infer the probability distributions needed for a specific class of Monte Carlo simulations which depend on population counts.

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.

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

NASA Technical Reports Server (NTRS)

Thanedar, B. D.

1972-01-01

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

Fast Monte Carlo-assisted simulation of cloudy Earth backgrounds

NASA Astrophysics Data System (ADS)

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

2012-11-01

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

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

NASA Astrophysics Data System (ADS)

Chin, Siu A.

2015-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-04-01

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

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

ERIC Educational Resources Information Center

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

2017-01-01

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

Monte Carlo Methodology Serves Up a Software Success

NASA Technical Reports Server (NTRS)

2003-01-01

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

WARP

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

Bergmann, Ryan M.; Rowland, Kelly L.

2017-04-12

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

Maximum-entropy reconstruction method for moment-based solution of the Boltzmann equation

NASA Astrophysics Data System (ADS)

Summy, Dustin; Pullin, Dale

2013-11-01

We describe a method for a moment-based solution of the Boltzmann equation. This starts with moment equations for a 10 + 9 N , N = 0 , 1 , 2 . . . -moment representation. The partial-differential equations (PDEs) for these moments are unclosed, containing both higher-order moments and molecular-collision terms. These are evaluated using a maximum-entropy construction of the velocity distribution function f (c , x , t) , using the known moments, within a finite-box domain of single-particle-velocity (c) space. Use of a finite-domain alleviates known problems (Junk and Unterreiter, Continuum Mech. Thermodyn., 2002) concerning existence and uniqueness of the reconstruction. Unclosed moments are evaluated with quadrature while collision terms are calculated using a Monte-Carlo method. This allows integration of the moment PDEs in time. Illustrative examples will include zero-space- dimensional relaxation of f (c , t) from a Mott-Smith-like initial condition toward equilibrium and one-space dimensional, finite Knudsen number, planar Couette flow. Comparison with results using the direct-simulation Monte-Carlo method will be presented.

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

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

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

2016-12-19

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

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Finite element model updating using the shadow hybrid Monte Carlo technique

NASA Astrophysics Data System (ADS)

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

2015-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

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

Kraft, R.; Wensrich, C.J.

1961-09-11

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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.

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

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

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

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

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.

TH-AB-207A-07: Radiation Dose Simulation for a Newly Proposed Dynamic Bowtie Filters for CT Using Fast Monte Carlo Methods

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

Liu, T; Lin, H; Gao, Y

Purpose: Dynamic bowtie filter is an innovative design capable of modulating the X-ray and balancing the flux in the detectors, and it introduces a new way of patient-specific CT scan optimizations. This study demonstrates the feasibility of performing fast Monte Carlo dose calculation for a type of dynamic bowtie filter for cone-beam CT (Liu et al. 2014 9(7) PloS one) using MIC coprocessors. Methods: The dynamic bowtie filter in question consists of a highly attenuating bowtie component (HB) and a weakly attenuating bowtie (WB). The HB is filled with CeCl3 solution and its surface is defined by a transcendental equation.more » The WB is an elliptical cylinder filled with air and immersed in the HB. As the scanner rotates, the orientation of WB remains the same with the static patient. In our Monte Carlo simulation, the HB was approximated by 576 boxes. The phantom was a voxelized elliptical cylinder composed of PMMA and surrounded by air (44cm×44cm×40cm, 1000×1000×1 voxels). The dose to the PMMA phantom was tallied with 0.15% statistical uncertainty under 100 kVp source. Two Monte Carlo codes ARCHER and MCNP-6.1 were compared. Both used double-precision. Compiler flags that may trade accuracy for speed were avoided. Results: The wall time of the simulation was 25.4 seconds by ARCHER on a 5110P MIC, 40 seconds on a X5650 CPU, and 523 seconds by the multithreaded MCNP on the same CPU. The high performance of ARCHER is attributed to the parameterized geometry and vectorization of the program hotspots. Conclusion: The dynamic bowtie filter modeled in this study is able to effectively reduce the dynamic range of the detected signals for the photon-counting detectors. With appropriate software optimization methods, the accelerator-based (MIC and GPU) Monte Carlo dose engines have shown good performance and can contribute to patient-specific CT scan optimizations.« less

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Particle-Based Simulations of Microscopic Thermal Properties of Confined Systems

DTIC Science & Technology

2014-11-01

velocity versus electric field in gallium arsenide (GaAs) computed with the original CMC table structure (squares) at temperature T=150K, and the new...computer-aided design Cellular Monte Carlo Ensemble Monte Carlo gallium arsenide Heat Transport Equation DARPA Defense Advanced Research Projects

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

DOE PAGES

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

2016-10-21

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

Monte Carlo capabilities of the SCALE code system

DOE PAGES

Rearden, Bradley T.; Petrie, Jr., Lester M.; Peplow, Douglas E.; ...

2014-09-12

SCALE is a broadly used suite of tools for nuclear systems modeling and simulation that provides comprehensive, verified and validated, user-friendly capabilities for criticality safety, reactor physics, radiation shielding, and sensitivity and uncertainty analysis. For more than 30 years, regulators, licensees, and research institutions around the world have used SCALE for nuclear safety analysis and design. SCALE provides a “plug-and-play” framework that includes three deterministic and three Monte Carlo radiation transport solvers that can be selected based on the desired solution, including hybrid deterministic/Monte Carlo simulations. SCALE includes the latest nuclear data libraries for continuous-energy and multigroup radiation transport asmore » well as activation, depletion, and decay calculations. SCALE’s graphical user interfaces assist with accurate system modeling, visualization, and convenient access to desired results. SCALE 6.2 will provide several new capabilities and significant improvements in many existing features, especially with expanded continuous-energy Monte Carlo capabilities for criticality safety, shielding, depletion, and sensitivity and uncertainty analysis. Finally, an overview of the Monte Carlo capabilities of SCALE is provided here, with emphasis on new features for SCALE 6.2.« less

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

Creation of problem-dependent Doppler-broadened cross sections in the KENO Monte Carlo code

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

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

2015-11-06

In this paper, we introduce a quick method for improving the accuracy of Monte Carlo simulations by generating one- and two-dimensional cross sections at a user-defined temperature before performing transport calculations. A finite difference method is used to Doppler-broaden cross sections to the desired temperature, and unit-base interpolation is done to generate the probability distributions for double differential two-dimensional thermal moderator cross sections at any arbitrarily user-defined temperature. The accuracy of these methods is tested using a variety of contrived problems. In addition, various benchmarks at elevated temperatures are modeled, and results are compared with benchmark results. Lastly, the problem-dependentmore » cross sections are observed to produce eigenvalue estimates that are closer to the benchmark results than those without the problem-dependent cross sections.« less

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

PubMed Central

Fitzgerald, R.

2016-01-01

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

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

DOE PAGES

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

2015-12-14

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

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

NASA Astrophysics Data System (ADS)

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

2014-06-01

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

Neural network simulation of the atmospheric point spread function for the adjacency effect research

NASA Astrophysics Data System (ADS)

Ma, Xiaoshan; Wang, Haidong; Li, Ligang; Yang, Zhen; Meng, Xin

2016-10-01

Adjacency effect could be regarded as the convolution of the atmospheric point spread function (PSF) and the surface leaving radiance. Monte Carlo is a common method to simulate the atmospheric PSF. But it can't obtain analytic expression and the meaningful results can be only acquired by statistical analysis of millions of data. A backward Monte Carlo algorithm was employed to simulate photon emitting and propagating in the atmosphere under different conditions. The PSF was determined by recording the photon-receiving numbers in fixed bin at different position. A multilayer feed-forward neural network with a single hidden layer was designed to learn the relationship between the PSF's and the input condition parameters. The neural network used the back-propagation learning rule for training. Its input parameters involved atmosphere condition, spectrum range, observing geometry. The outputs of the network were photon-receiving numbers in the corresponding bin. Because the output units were too many to be allowed by neural network, the large network was divided into a collection of smaller ones. These small networks could be ran simultaneously on many workstations and/or PCs to speed up the training. It is important to note that the simulated PSF's by Monte Carlo technique in non-nadir viewing angles are more complicated than that in nadir conditions which brings difficulties in the design of the neural network. The results obtained show that the neural network approach could be very useful to compute the atmospheric PSF based on the simulated data generated by Monte Carlo method.

A Configurational-Bias-Monte-Carlo Back-Mapping Algorithm for Efficient and Rapid Conversion of Coarse-Grained Water Structures Into Atomistic Models.

PubMed

Loeffler, Troy David; Chan, Henry; Narayanan, Badri; Cherukara, Mathew J; Gray, Stephen K; Sankaranarayanan, Subramanian K R S

2018-06-20

Coarse-grained molecular dynamics (MD) simulations represent a powerful approach to simulate longer time scale and larger length scale phenomena than those accessible to all-atom models. The gain in efficiency, however, comes at the cost of atomistic details. The reverse transformation, also known as back-mapping, of coarse grained beads into their atomistic constituents represents a major challenge. Most existing approaches are limited to specific molecules or specific force-fields and often rely on running a long time atomistic MD of the back-mapped configuration to arrive at an optimal solution. Such approaches are problematic when dealing with systems with high diffusion barriers. Here, we introduce a new extension of the configurational-bias-Monte-Carlo (CBMC) algorithm, which we term the crystalline-configurational-bias-Monte-Carlo (C-CBMC) algortihm, that allows rapid and efficient conversion of a coarse-grained model back into its atomistic representation. Although the method is generic, we use a coarse-grained water model as a representative example and demonstrate the back-mapping or reverse transformation for model systems ranging from the ice-liquid water interface to amorphous and crystalline ice configurations. A series of simulations using the TIP4P/Ice model are performed to compare the new CBMC method to several other standard Monte Carlo and Molecular Dynamics based back-mapping techniques. In all the cases, the C-CBMC algorithm is able to find optimal hydrogen bonded configuration many thousand evaluations/steps sooner than the other methods compared within this paper. For crystalline ice structures such as a hexagonal, cubic, and cubic-hexagonal stacking disorder structures, the C-CBMC was able to find structures that were between 0.05 and 0.1 eV/water molecule lower in energy than the ground state energies predicted by the other methods. Detailed analysis of the atomistic structures show a significantly better global hydrogen positioning when contrasted with the existing simpler back-mapping methods. Our results demonstrate the efficiency and efficacy of our new back-mapping approach, especially for crystalline systems where simple force-field based relaxations have a tendency to get trapped in local minima.

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

Correlated uncertainties in Monte Carlo reaction rate calculations

NASA Astrophysics Data System (ADS)

Longland, Richard

2017-07-01

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

Fast quantum Monte Carlo on a GPU

NASA Astrophysics Data System (ADS)

Lutsyshyn, Y.

2015-02-01

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

Heterogeneous Hardware Parallelism Review of the IN2P3 2016 Computing School

NASA Astrophysics Data System (ADS)

Lafage, Vincent

2017-11-01

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

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

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-05-01

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

Exact stochastic unraveling of an optical coherence dynamics by cumulant expansion

NASA Astrophysics Data System (ADS)

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

2014-10-01

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

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

PubMed Central

Jabbari, Iraj; Monadi, Shahram

2015-01-01

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

Commissioning of a Varian Clinac iX 6 MV photon beam using Monte Carlo simulation

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

Dirgayussa, I Gde Eka, E-mail: ekadirgayussa@gmail.com; Yani, Sitti; Haryanto, Freddy, E-mail: freddy@fi.itb.ac.id

2015-09-30

Monte Carlo modelling of a linear accelerator is the first and most important step in Monte Carlo dose calculations in radiotherapy. Monte Carlo is considered today to be the most accurate and detailed calculation method in different fields of medical physics. In this research, we developed a photon beam model for Varian Clinac iX 6 MV equipped with MilleniumMLC120 for dose calculation purposes using BEAMnrc/DOSXYZnrc Monte Carlo system based on the underlying EGSnrc particle transport code. Monte Carlo simulation for this commissioning head LINAC divided in two stages are design head Linac model using BEAMnrc, characterize this model using BEAMDPmore » and analyze the difference between simulation and measurement data using DOSXYZnrc. In the first step, to reduce simulation time, a virtual treatment head LINAC was built in two parts (patient-dependent component and patient-independent component). The incident electron energy varied 6.1 MeV, 6.2 MeV and 6.3 MeV, 6.4 MeV, and 6.6 MeV and the FWHM (full width at half maximum) of source is 1 mm. Phase-space file from the virtual model characterized using BEAMDP. The results of MC calculations using DOSXYZnrc in water phantom are percent depth doses (PDDs) and beam profiles at depths 10 cm were compared with measurements. This process has been completed if the dose difference of measured and calculated relative depth-dose data along the central-axis and dose profile at depths 10 cm is ≤ 5%. The effect of beam width on percentage depth doses and beam profiles was studied. Results of the virtual model were in close agreement with measurements in incident energy electron 6.4 MeV. Our results showed that photon beam width could be tuned using large field beam profile at the depth of maximum dose. The Monte Carlo model developed in this study accurately represents the Varian Clinac iX with millennium MLC 120 leaf and can be used for reliable patient dose calculations. In this commissioning process, the good criteria of dose difference in PDD and dose profiles were achieve using incident electron energy 6.4 MeV.« less

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

PubMed

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

2001-03-20

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

Following atomistic kinetics on experimental timescales with the kinetic Activation–Relaxation Technique

DOE PAGES

Mousseau, Normand; Béland, Laurent Karim; Brommer, Peter; ...

2014-12-24

The properties of materials, even at the atomic level, evolve on macroscopic time scales. Following this evolution through simulation has been a challenge for many years. For lattice-based activated diffusion, kinetic Monte Carlo has turned out to be an almost perfect solution. Various accelerated molecular dynamical schemes, for their part, have allowed the study on long time scale of relatively simple systems. There is still a desire and need, however, for methods able to handle complex materials such as alloys and disordered systems. In this paper, we review the kinetic Activation–Relaxation Technique (k-ART), one of a handful of off-lattice kineticmore » Monte Carlo methods, with on-the-fly cataloging, that have been proposed in the last few years.« less

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

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

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

1978-11-01

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

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

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

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

2014-03-24

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

Calculating Remote Sensing Reflectance Uncertainties Using an Instrument Model Propagated Through Atmospheric Correction via Monte Carlo Simulations

NASA Technical Reports Server (NTRS)

Karakoylu, E.; Franz, B.

2016-01-01

First attempt at quantifying uncertainties in ocean remote sensing reflectance satellite measurements. Based on 1000 iterations of Monte Carlo. Data source is a SeaWiFS 4-day composite, 2003. The uncertainty is for remote sensing reflectance (Rrs) at 443 nm.

Hierarchical multistage MCMC follow-up of continuous gravitational wave candidates

NASA Astrophysics Data System (ADS)

Ashton, G.; Prix, R.

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

Foucart, Francois

2018-04-01

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

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

ERIC Educational Resources Information Center

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

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

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

Treesearch

S. Healey; P. Patterson; S. Urbanski

2014-01-01

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

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

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

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

2015-12-31

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

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

PubMed Central

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

2008-01-01

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

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

PubMed

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

2007-01-28

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

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 Bayesian Inference on a Statistical Model of Sub-Gridcolumn Moisture Variability using High-Resolution Cloud Observations

NASA Astrophysics Data System (ADS)

Norris, P. M.; da Silva, A. M., Jr.

2016-12-01

Norris and da Silva recently published a method to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation (CDA). The gridcolumn model includes assumed-PDF intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used are MODIS cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast where the background state has a clear swath. The new approach not only significantly reduces mean and standard deviation biases with respect to the assimilated observables, but also improves the simulated rotational-Ramman scattering cloud optical centroid pressure against independent (non-assimilated) retrievals from the OMI instrument. One obvious difficulty for the method, and other CDA methods, is the lack of information content in passive cloud observables on cloud vertical structure, beyond cloud-top and thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification due to Riishojgaard is helpful, better honoring inversion structures in the background state.

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

NASA Astrophysics Data System (ADS)

Sanattalab, Ehsan; SalmanOgli, Ahmad; Piskin, Erhan

2016-04-01

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

Spectroscopic characterization of low dose rate brachytherapy sources

NASA Astrophysics Data System (ADS)

Beach, Stephen M.

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

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.

Monte Carlo simulations guided by imaging to predict the in vitro ranking of radiosensitizing nanoparticles

PubMed Central

Retif, Paul; Reinhard, Aurélie; Paquot, Héna; Jouan-Hureaux, Valérie; Chateau, Alicia; Sancey, Lucie; Barberi-Heyob, Muriel; Pinel, Sophie; Bastogne, Thierry

2016-01-01

This article addresses the in silico–in vitro prediction issue of organometallic nanoparticles (NPs)-based radiosensitization enhancement. The goal was to carry out computational experiments to quickly identify efficient nanostructures and then to preferentially select the most promising ones for the subsequent in vivo studies. To this aim, this interdisciplinary article introduces a new theoretical Monte Carlo computational ranking method and tests it using 3 different organometallic NPs in terms of size and composition. While the ranking predicted in a classical theoretical scenario did not fit the reference results at all, in contrast, we showed for the first time how our accelerated in silico virtual screening method, based on basic in vitro experimental data (which takes into account the NPs cell biodistribution), was able to predict a relevant ranking in accordance with in vitro clonogenic efficiency. This corroborates the pertinence of such a prior ranking method that could speed up the preclinical development of NPs in radiation therapy. PMID:27920524

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

PubMed

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

2013-01-01

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

Monte Carlo simulations guided by imaging to predict the in vitro ranking of radiosensitizing nanoparticles.

PubMed

Retif, Paul; Reinhard, Aurélie; Paquot, Héna; Jouan-Hureaux, Valérie; Chateau, Alicia; Sancey, Lucie; Barberi-Heyob, Muriel; Pinel, Sophie; Bastogne, Thierry

This article addresses the in silico-in vitro prediction issue of organometallic nanoparticles (NPs)-based radiosensitization enhancement. The goal was to carry out computational experiments to quickly identify efficient nanostructures and then to preferentially select the most promising ones for the subsequent in vivo studies. To this aim, this interdisciplinary article introduces a new theoretical Monte Carlo computational ranking method and tests it using 3 different organometallic NPs in terms of size and composition. While the ranking predicted in a classical theoretical scenario did not fit the reference results at all, in contrast, we showed for the first time how our accelerated in silico virtual screening method, based on basic in vitro experimental data (which takes into account the NPs cell biodistribution), was able to predict a relevant ranking in accordance with in vitro clonogenic efficiency. This corroborates the pertinence of such a prior ranking method that could speed up the preclinical development of NPs in radiation therapy.

Accelerated rescaling of single Monte Carlo simulation runs with the Graphics Processing Unit (GPU).

PubMed

Yang, Owen; Choi, Bernard

2013-01-01

To interpret fiber-based and camera-based measurements of remitted light from biological tissues, researchers typically use analytical models, such as the diffusion approximation to light transport theory, or stochastic models, such as Monte Carlo modeling. To achieve rapid (ideally real-time) measurement of tissue optical properties, especially in clinical situations, there is a critical need to accelerate Monte Carlo simulation runs. In this manuscript, we report on our approach using the Graphics Processing Unit (GPU) to accelerate rescaling of single Monte Carlo runs to calculate rapidly diffuse reflectance values for different sets of tissue optical properties. We selected MATLAB to enable non-specialists in C and CUDA-based programming to use the generated open-source code. We developed a software package with four abstraction layers. To calculate a set of diffuse reflectance values from a simulated tissue with homogeneous optical properties, our rescaling GPU-based approach achieves a reduction in computation time of several orders of magnitude as compared to other GPU-based approaches. Specifically, our GPU-based approach generated a diffuse reflectance value in 0.08ms. The transfer time from CPU to GPU memory currently is a limiting factor with GPU-based calculations. However, for calculation of multiple diffuse reflectance values, our GPU-based approach still can lead to processing that is ~3400 times faster than other GPU-based approaches.

BOOTSTRAPPING AND MONTE CARLO METHODS OF POWER ANALYSIS USED TO ESTABLISH CONDITION CATEGORIES FOR BIOTIC INDICES

EPA Science Inventory

Biotic indices have been used ot assess biological condition by dividing index scores into condition categories. Historically the number of categories has been based on professional judgement. Alternatively, statistical methods such as power analysis can be used to determine the ...

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Parameter Uncertainty Analysis Using Monte Carlo Simulations for a Regional-Scale Groundwater Model

NASA Astrophysics Data System (ADS)

Zhang, Y.; Pohlmann, K.

2016-12-01

Regional-scale grid-based groundwater models for flow and transport often contain multiple types of parameters that can intensify the challenge of parameter uncertainty analysis. We propose a Monte Carlo approach to systematically quantify the influence of various types of model parameters on groundwater flux and contaminant travel times. The Monte Carlo simulations were conducted based on the steady-state conversion of the original transient model, which was then combined with the PEST sensitivity analysis tool SENSAN and particle tracking software MODPATH. Results identified hydrogeologic units whose hydraulic conductivity can significantly affect groundwater flux, and thirteen out of 173 model parameters that can cause large variation in travel times for contaminant particles originating from given source zones.

Dosimetric quality control of Eclipse treatment planning system using pelvic digital test object

NASA Astrophysics Data System (ADS)

Benhdech, Yassine; Beaumont, Stéphane; Guédon, Jeanpierre; Crespin, Sylvain

2011-03-01

Last year, we demonstrated the feasibility of a new method to perform dosimetric quality control of Treatment Planning Systems in radiotherapy, this method is based on Monte-Carlo simulations and uses anatomical Digital Test Objects (DTOs). The pelvic DTO was used in order to assess this new method on an ECLIPSE VARIAN Treatment Planning System. Large dose variations were observed particularly in air and bone equivalent material. In this current work, we discuss the results of the previous paper and provide an explanation for observed dose differences, the VARIAN Eclipse (Anisotropic Analytical) algorithm was investigated. Monte Carlo simulations (MC) were performed with a PENELOPE code version 2003. To increase efficiency of MC simulations, we have used our parallelized version based on the standard MPI (Message Passing Interface). The parallel code has been run on a 32- processor SGI cluster. The study was carried out using pelvic DTOs and was performed for low- and high-energy photon beams (6 and 18MV) on 2100CD VARIAN linear accelerator. A square field (10x10 cm2) was used. Assuming the MC data as reference, χ index analyze was carried out. For this study, a distance to agreement (DTA) was set to 7mm while the dose difference was set to 5% as recommended in the TRS-430 and TG-53 (on the beam axis in 3-D inhomogeneities). When using Monte Carlo PENELOPE, the absorbed dose is computed to the medium, however the TPS computes dose to water. We have used the method described by Siebers et al. based on Bragg-Gray cavity theory to convert MC simulated dose to medium to dose to water. Results show a strong consistency between ECLIPSE and MC calculations on the beam axis.

Monte Carlo modeling of the MammoSite(Reg) treatments: Dose effects of air pockets

NASA Astrophysics Data System (ADS)

Huang, Yu-Huei Jessica

In the treatment of early-stage breast cancer, MammoSiteRTM has been used as one of the partial breast irradiation techniques after breast-conserving surgery. The MammoSiteRTM applicator is a single catheter with an inflatable balloon at its distal end that can be placed in the resected cavity (tumor bed). The treatment is performed by delivering the Ir-192 high-dose-rate source through the center lumen of the catheter by a remote afterloader while the balloon is inflated in the tumor bed cavity. In the MammoSiteRTM treatment, it has been found that air pockets occasionally exist and can be seen and measured in CT images. Experiences have shown that about 90% of the patients have air pockets when imaged two days after the balloon placement. The criterion for the air pocket volume is less than or equal to 10% of the planning target volume in volume. The purpose of this study is to quantify dose errors occurring at the interface of the air pocket in MammoSiteRTM treatments with Monte Carlo calculations, so that the dosimetric effects from the air pocket can be fully understood. Modern brachytherapy treatment planning systems typically consider patient anatomy as a homogeneous water medium, and incorrectly model lateral and backscatter radiation during treatment delivery. Heterogeneities complicate the problem and may result in overdosage to the tissue located near the medium interface. This becomes a problem in MammoSiteRTM brachytherapy when air pocket appears during the treatment. The resulting percentage dose difference near the air-tissue interface is hypothesized to be greater than 10% when comparing Monte Carlo N-Particle (version 5) with current treatment planning systems. The specific aims for this study are: (1) Validate Monte Carlo N-Particle (Version 5) source modeling. (2) Develop phantom. (3) Calculate phantom doses with Monte Carlo N-Particle (Version 5) and investigate doses difference between thermoluminescent dosimeter measurement, treatment planning system, and Monte Carlo results. (4) Calculate dose differences for various treatment parameters. The results from thermoliminescent dosimeter phantom measurements proves that with correct geometric and source models, Monte Carlo method can be used to estimate homogeneity and heterogeneity doses in MammoSiteRTM treatment. The resulting dose differences at various points of interests in Monte Carlo calculations were presented and compared between different calculation methods. The air pocket doses were found to be underestimated by the treatment planning system. It was concluded that after correcting for inverse square law, the underestimation error from the treatment planning system will be less than +/- 2.0%, and +/- 3.5%, at the air pocket surface and air pocket planning target volume, respectively, when comparing Monte Carlo N-Particle (version 5) results. If the skin surface is located close to the air pocket, the underestimation effect at the air pocket surface and air pocket planning target volume doses becomes less because the air outside of the skin surface reduces the air pocket inhomogeneity effect. In order to maintain appropriate skin dose within tolerance, the skin surface criterion should be considered as the smallest thickness of the breast tissue located between the air pocket and the skin surface. The thickness should be at least 5 mm. In conclusion, the air pocket outside the balloon had less than 10% inhomogeneity effect based on the situations studied. It is recommended that at least an inverse square correction should be taken into consideration in order to relate clinical outcomes to actual delivered doses to the air pocket and surrounding tissues.

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

NASA Astrophysics Data System (ADS)

Blommel, Thomas; Wagner, Alexander J.

2018-02-01

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

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

PubMed

Paixão, Lucas; Oliveira, Bruno Beraldo; Viloria, Carolina; de Oliveira, Marcio Alves; Teixeira, Maria Helena Araújo; Nogueira, Maria do Socorro

2015-01-01

Derive filtered tungsten X-ray spectra used in digital mammography systems by means of Monte Carlo simulations. Filtered spectra for rhodium filter were obtained for tube potentials between 26 and 32 kV. The half-value layer (HVL) of simulated filtered spectra were compared with those obtained experimentally with a solid state detector Unfors model 8202031-H Xi R/F & MAM Detector Platinum and 8201023-C Xi Base unit Platinum Plus w mAs in a Hologic Selenia Dimensions system using a direct radiography mode. Calculated HVL values showed good agreement as compared with those obtained experimentally. The greatest relative difference between the Monte Carlo calculated HVL values and experimental HVL values was 4%. The results show that the filtered tungsten anode X-ray spectra and the EGSnrc Monte Carlo code can be used for mean glandular dose determination in mammography.

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

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

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

2017-01-01

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

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

PubMed

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

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

Nelson, Adam

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

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.

Diffusion Monte Carlo approach versus adiabatic computation for local Hamiltonians

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

USGS Publications Warehouse

Yen, Chung-Cheng; Guymon, Gary L.

1990-01-01

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

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

NASA Astrophysics Data System (ADS)

Yen, Chung-Cheng; Guymon, Gary L.

1990-07-01

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

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

Multi-Subband Ensemble Monte Carlo simulations of scaled GAA MOSFETs

NASA Astrophysics Data System (ADS)

Donetti, L.; Sampedro, C.; Ruiz, F. G.; Godoy, A.; Gamiz, F.

2018-05-01

We developed a Multi-Subband Ensemble Monte Carlo simulator for non-planar devices, taking into account two-dimensional quantum confinement. It couples self-consistently the solution of the 3D Poisson equation, the 2D Schrödinger equation, and the 1D Boltzmann transport equation with the Ensemble Monte Carlo method. This simulator was employed to study MOS devices based on ultra-scaled Gate-All-Around Si nanowires with diameters in the range from 4 nm to 8 nm with gate length from 8 nm to 14 nm. We studied the output and transfer characteristics, interpreting the behavior in the sub-threshold region and in the ON state in terms of the spatial charge distribution and the mobility computed with the same simulator. We analyzed the results, highlighting the contribution of different valleys and subbands and the effect of the gate bias on the energy and velocity profiles. Finally the scaling behavior was studied, showing that only the devices with D = 4nm maintain a good control of the short channel effects down to the gate length of 8nm .

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

PubMed

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

2017-01-24

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

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.

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

DTIC Science & Technology

2014-03-27

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

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

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

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

2011-02-20

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

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

DOE PAGES

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

2017-11-30

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

Estimating Uncertainty in N2O Emissions from US Cropland Soils

USDA-ARS?s Scientific Manuscript database

A Monte Carlo analysis was combined with an empirically-based approach to quantify uncertainties in soil N2O emissions from US croplands estimated with the DAYCENT simulation model. Only a subset of croplands was simulated in the Monte Carlo analysis which was used to infer uncertainties across the ...

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.

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

ERIC Educational Resources Information Center

Kim, Seock-Ho; Cohen, Allan S.

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

Shielding analyses: the rabbit vs the turtle?

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

Broadhead, B.L.

1996-12-31

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

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

NASA Technical Reports Server (NTRS)

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

2003-01-01

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

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

ERIC Educational Resources Information Center

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

2002-01-01

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

Modeling 2D and 3D diffusion.

PubMed

Saxton, Michael J

2007-01-01

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

Monte Carlo Perturbation Theory Estimates of Sensitivities to System Dimensions

DOE PAGES

Burke, Timothy P.; Kiedrowski, Brian C.

2017-12-11

Here, Monte Carlo methods are developed using adjoint-based perturbation theory and the differential operator method to compute the sensitivities of the k-eigenvalue, linear functions of the flux (reaction rates), and bilinear functions of the forward and adjoint flux (kinetics parameters) to system dimensions for uniform expansions or contractions. The calculation of sensitivities to system dimensions requires computing scattering and fission sources at material interfaces using collisions occurring at the interface—which is a set of events with infinitesimal probability. Kernel density estimators are used to estimate the source at interfaces using collisions occurring near the interface. The methods for computing sensitivitiesmore » of linear and bilinear ratios are derived using the differential operator method and adjoint-based perturbation theory and are shown to be equivalent to methods previously developed using a collision history–based approach. The methods for determining sensitivities to system dimensions are tested on a series of fast, intermediate, and thermal critical benchmarks as well as a pressurized water reactor benchmark problem with iterated fission probability used for adjoint-weighting. The estimators are shown to agree within 5% and 3σ of reference solutions obtained using direct perturbations with central differences for the majority of test problems.« less

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).