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

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.

Nuclide Depletion Capabilities in the Shift Monte Carlo Code

DOE PAGES

Davidson, Gregory G.; Pandya, Tara M.; Johnson, Seth R.; ...

2017-12-21

A new depletion capability has been developed in the Exnihilo radiation transport code suite. This capability enables massively parallel domain-decomposed coupling between the Shift continuous-energy Monte Carlo solver and the nuclide depletion solvers in ORIGEN to perform high-performance Monte Carlo depletion calculations. This paper describes this new depletion capability and discusses its various features, including a multi-level parallel decomposition, high-order transport-depletion coupling, and energy-integrated power renormalization. Several test problems are presented to validate the new capability against other Monte Carlo depletion codes, and the parallel performance of the new capability is analyzed.

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

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

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

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

2013-07-01

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

Sign problem and Monte Carlo calculations beyond Lefschetz thimbles

DOE PAGES

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

2016-05-10

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

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.

First-Order or Second-Order Kinetics? A Monte Carlo Answer

ERIC Educational Resources Information Center

Tellinghuisen, Joel

2005-01-01

Monte Carlo computational experiments reveal that the ability to discriminate between first- and second-order kinetics from least-squares analysis of time-dependent concentration data is better than implied in earlier discussions of the problem. The problem is rendered as simple as possible by assuming that the order must be either 1 or 2 and that…

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.

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

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

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

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

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.

Polynomial complexity despite the fermionic sign

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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).

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).

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

Hypothesis testing of scientific Monte Carlo calculations.

PubMed

Wallerberger, Markus; Gull, Emanuel

2017-11-01

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

Hypothesis testing of scientific Monte Carlo calculations

NASA Astrophysics Data System (ADS)

Wallerberger, Markus; Gull, Emanuel

2017-11-01

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

Obtaining identical results with double precision global accuracy on different numbers of processors in parallel particle Monte Carlo simulations

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

Cleveland, Mathew A., E-mail: cleveland7@llnl.gov; Brunner, Thomas A.; Gentile, Nicholas A.

2013-10-15

We describe and compare different approaches for achieving numerical reproducibility in photon Monte Carlo simulations. Reproducibility is desirable for code verification, testing, and debugging. Parallelism creates a unique problem for achieving reproducibility in Monte Carlo simulations because it changes the order in which values are summed. This is a numerical problem because double precision arithmetic is not associative. Parallel Monte Carlo, both domain replicated and decomposed simulations, will run their particles in a different order during different runs of the same simulation because the non-reproducibility of communication between processors. In addition, runs of the same simulation using different domain decompositionsmore » will also result in particles being simulated in a different order. In [1], a way of eliminating non-associative accumulations using integer tallies was described. This approach successfully achieves reproducibility at the cost of lost accuracy by rounding double precision numbers to fewer significant digits. This integer approach, and other extended and reduced precision reproducibility techniques, are described and compared in this work. Increased precision alone is not enough to ensure reproducibility of photon Monte Carlo simulations. Non-arbitrary precision approaches require a varying degree of rounding to achieve reproducibility. For the problems investigated in this work double precision global accuracy was achievable by using 100 bits of precision or greater on all unordered sums which where subsequently rounded to double precision at the end of every time-step.« less

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

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.

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.

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...

Prediction of Breakthrough Curves for Conservative and Reactive Transport from the Structural Parameters of Highly Heterogeneous Media

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

Hansen, Scott; Haslauer, Claus P.; Cirpka, Olaf A.

2017-01-05

The key points of this presentation were to approach the problem of linking breakthrough curve shape (RP-CTRW transition distribution) to structural parameters from a Monte Carlo approach and to use the Monte Carlo analysis to determine any empirical error

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

Simulating variable source problems via post processing of individual particle tallies

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

Bleuel, D.L.; Donahue, R.J.; Ludewigt, B.A.

2000-10-20

Monte Carlo is an extremely powerful method of simulating complex, three dimensional environments without excessive problem simplification. However, it is often time consuming to simulate models in which the source can be highly varied. Similarly difficult are optimization studies involving sources in which many input parameters are variable, such as particle energy, angle, and spatial distribution. Such studies are often approached using brute force methods or intelligent guesswork. One field in which these problems are often encountered is accelerator-driven Boron Neutron Capture Therapy (BNCT) for the treatment of cancers. Solving the reverse problem of determining the best neutron source formore » optimal BNCT treatment can be accomplished by separating the time-consuming particle-tracking process of a full Monte Carlo simulation from the calculation of the source weighting factors which is typically performed at the beginning of a Monte Carlo simulation. By post-processing these weighting factors on a recorded file of individual particle tally information, the effect of changing source variables can be realized in a matter of seconds, instead of requiring hours or days for additional complete simulations. By intelligent source biasing, any number of different source distributions can be calculated quickly from a single Monte Carlo simulation. The source description can be treated as variable and the effect of changing multiple interdependent source variables on the problem's solution can be determined. Though the focus of this study is on BNCT applications, this procedure may be applicable to any problem that involves a variable source.« less

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

NASA Astrophysics Data System (ADS)

Guan, Fada

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

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.

The Multiple-Minima Problem in Protein Folding

NASA Astrophysics Data System (ADS)

Scheraga, Harold A.

1991-10-01

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

Hybrid Monte Carlo approach to the entanglement entropy of interacting fermions

NASA Astrophysics Data System (ADS)

Drut, Joaquín E.; Porter, William J.

2015-09-01

The Monte Carlo calculation of Rényi entanglement entropies Sn of interacting fermions suffers from a well-known signal-to-noise problem, even for a large number of situations in which the infamous sign problem is absent. A few methods have been proposed to overcome this issue, such as ensemble switching and the use of auxiliary partition-function ratios. Here, we present an approach that builds on the recently proposed free-fermion decomposition method; it incorporates entanglement in the probability measure in a natural way; it takes advantage of the hybrid Monte Carlo algorithm (an essential tool in lattice quantum chromodynamics and other gauge theories with dynamical fermions); and it does not suffer from noise problems. This method displays no sign problem for the same cases as other approaches and is therefore useful for a wide variety of systems. As a proof of principle, we calculate S2 for the one-dimensional, half-filled Hubbard model and compare with results from exact diagonalization and the free-fermion decomposition method.

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

An Overview of Importance Splitting for Rare Event Simulation

ERIC Educational Resources Information Center

Morio, Jerome; Pastel, Rudy; Le Gland, Francois

2010-01-01

Monte Carlo simulations are a classical tool to analyse physical systems. When unlikely events are to be simulated, the importance sampling technique is often used instead of Monte Carlo. Importance sampling has some drawbacks when the problem dimensionality is high or when the optimal importance sampling density is complex to obtain. In this…

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"…

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.

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

A novel Kinetic Monte Carlo algorithm for Non-Equilibrium Simulations

NASA Astrophysics Data System (ADS)

Jha, Prateek; Kuzovkov, Vladimir; Grzybowski, Bartosz; Olvera de La Cruz, Monica

2012-02-01

We have developed an off-lattice kinetic Monte Carlo simulation scheme for reaction-diffusion problems in soft matter systems. The definition of transition probabilities in the Monte Carlo scheme are taken identical to the transition rates in a renormalized master equation of the diffusion process and match that of the Glauber dynamics of Ising model. Our scheme provides several advantages over the Brownian dynamics technique for non-equilibrium simulations. Since particle displacements are accepted/rejected in a Monte Carlo fashion as opposed to moving particles following a stochastic equation of motion, nonphysical movements (e.g., violation of a hard core assumption) are not possible (these moves have zero acceptance). Further, the absence of a stochastic ``noise'' term resolves the computational difficulties associated with generating statistically independent trajectories with definitive mean properties. Finally, since the timestep is independent of the magnitude of the interaction forces, much longer time-steps can be employed than Brownian dynamics. We discuss the applications of this scheme for dynamic self-assembly of photo-switchable nanoparticles and dynamical problems in polymeric systems.

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

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.

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.

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

NASA Astrophysics Data System (ADS)

Gardner, Robin P.; Xu, Libai

2009-10-01

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

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

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.

Quantum annealing of the traveling-salesman problem.

PubMed

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

2004-11-01

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

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

Kalugin, A. V., E-mail: Kalugin-AV@nrcki.ru; Tebin, V. V.

The specific features of calculation of the effective multiplication factor using the Monte Carlo method for weakly coupled and non-asymptotic multiplying systems are discussed. Particular examples are considered and practical recommendations on detection and Monte Carlo calculation of systems typical in numerical substantiation of nuclear safety for VVER fuel management problems are given. In particular, the problems of the choice of parameters for the batch mode and the method for normalization of the neutron batch, as well as finding and interpretation of the eigenvalue spectrum for the integral fission matrix, are discussed.

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.

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.

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.

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.

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.

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

Heterogeneous Hardware Parallelism Review of the IN2P3 2016 Computing School

NASA Astrophysics Data System (ADS)

Lafage, Vincent

2017-11-01

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

Monte Carlo 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.

Tool for Rapid Analysis of Monte Carlo Simulations

NASA Technical Reports Server (NTRS)

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

2011-01-01

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

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.

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.

An Unsplit Monte-Carlo solver for the resolution of the linear Boltzmann equation coupled to (stiff) Bateman equations

NASA Astrophysics Data System (ADS)

Bernede, Adrien; Poëtte, Gaël

2018-02-01

In this paper, we are interested in the resolution of the time-dependent problem of particle transport in a medium whose composition evolves with time due to interactions. As a constraint, we want to use of Monte-Carlo (MC) scheme for the transport phase. A common resolution strategy consists in a splitting between the MC/transport phase and the time discretization scheme/medium evolution phase. After going over and illustrating the main drawbacks of split solvers in a simplified configuration (monokinetic, scalar Bateman problem), we build a new Unsplit MC (UMC) solver improving the accuracy of the solutions, avoiding numerical instabilities, and less sensitive to time discretization. The new solver is essentially based on a Monte Carlo scheme with time dependent cross sections implying the on-the-fly resolution of a reduced model for each MC particle describing the time evolution of the matter along their flight path.

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.

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.

LMC: Logarithmantic Monte Carlo

NASA Astrophysics Data System (ADS)

Mantz, Adam B.

2017-06-01

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

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.

Monte Carlo simulation of a dynamical fermion problem: The light q sup 2 q sup 2 system

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

Grondin, G.

1991-01-01

We present results from a Guided Random Walk Monte Carlo simulation of the light q{sup 2}{bar q}{sup 2} system in a Coulomb-plus-linear quark potential model using an Intel iPSC/860 hypercube. A solvable model problem is first considered, after which we study the full q{sup 2}{bar q}{sup 2} system in (J,I) = (2,2) and (2,0) sectors. We find evidence for no bound states below the vector-vector threshold in these systems. 17 refs., 6 figs.

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

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

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.

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.

Advanced Monte Carlo methods for thermal radiation transport

NASA Astrophysics Data System (ADS)

Wollaber, Allan B.

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

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.

[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.

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.

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

PubMed

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

2015-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Radiative transfer calculated from a Markov chain formalism

NASA Technical Reports Server (NTRS)

Esposito, L. W.; House, L. L.

1978-01-01

The theory of Markov chains is used to formulate the radiative transport problem in a general way by modeling the successive interactions of a photon as a stochastic process. Under the minimal requirement that the stochastic process is a Markov chain, the determination of the diffuse reflection or transmission from a scattering atmosphere is equivalent to the solution of a system of linear equations. This treatment is mathematically equivalent to, and thus has many of the advantages of, Monte Carlo methods, but can be considerably more rapid than Monte Carlo algorithms for numerical calculations in particular applications. We have verified the speed and accuracy of this formalism for the standard problem of finding the intensity of scattered light from a homogeneous plane-parallel atmosphere with an arbitrary phase function for scattering. Accurate results over a wide range of parameters were obtained with computation times comparable to those of a standard 'doubling' routine. The generality of this formalism thus allows fast, direct solutions to problems that were previously soluble only by Monte Carlo methods. Some comparisons are made with respect to integral equation methods.

Path integral Monte Carlo and the electron gas

NASA Astrophysics Data System (ADS)

Brown, Ethan W.

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

A Multi-Objective Optimization Technique to Model the Pareto Front of Organic Dielectric Polymers

NASA Astrophysics Data System (ADS)

Gubernatis, J. E.; Mannodi-Kanakkithodi, A.; Ramprasad, R.; Pilania, G.; Lookman, T.

Multi-objective optimization is an area of decision making that is concerned with mathematical optimization problems involving more than one objective simultaneously. Here we describe two new Monte Carlo methods for this type of optimization in the context of their application to the problem of designing polymers with more desirable dielectric and optical properties. We present results of applying these Monte Carlo methods to a two-objective problem (maximizing the total static band dielectric constant and energy gap) and a three objective problem (maximizing the ionic and electronic contributions to the static band dielectric constant and energy gap) of a 6-block organic polymer. Our objective functions were constructed from high throughput DFT calculations of 4-block polymers, following the method of Sharma et al., Nature Communications 5, 4845 (2014) and Mannodi-Kanakkithodi et al., Scientific Reports, submitted. Our high throughput and Monte Carlo methods of analysis extend to general N-block organic polymers. This work was supported in part by the LDRD DR program of the Los Alamos National Laboratory and in part by a Multidisciplinary University Research Initiative (MURI) Grant from the Office of Naval Research.

Infinite variance in fermion quantum Monte Carlo calculations.

PubMed

Shi, Hao; Zhang, Shiwei

2016-03-01

For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, and lattice quantum chromodynamics calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied on to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple subareas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calculation unreliable or meaningless. We discuss how to identify the infinite variance problem. An approach is then proposed to solve the problem. The solution does not require major modifications to standard algorithms, adding a "bridge link" to the imaginary-time path integral. The general idea is applicable to a variety of situations where the infinite variance problem may be present. Illustrative results are presented for the ground state of the Hubbard model at half-filling.

New Tools to Prepare ACE Cross-section Files for MCNP Analytic Test Problems

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

Brown, Forrest B.

Monte Carlo calculations using one-group cross sections, multigroup cross sections, or simple continuous energy cross sections are often used to: (1) verify production codes against known analytical solutions, (2) verify new methods and algorithms that do not involve detailed collision physics, (3) compare Monte Carlo calculation methods with deterministic methods, and (4) teach fundamentals to students. In this work we describe 2 new tools for preparing the ACE cross-section files to be used by MCNP ® for these analytic test problems, simple_ace.pl and simple_ace_mg.pl.

Vectorization of a Monte Carlo simulation scheme for nonequilibrium gas dynamics

NASA Technical Reports Server (NTRS)

Boyd, Iain D.

1991-01-01

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

Neutron matter with Quantum Monte Carlo: chiral 3N forces and static response

DOE PAGES

Buraczynski, M.; Gandolfi, S.; Gezerlis, A.; ...

2016-03-14

Neutron matter is related to the physics of neutron stars and that of neutron-rich nuclei. Moreover, Quantum Monte Carlo (QMC) methods offer a unique way of solving the many-body problem non-perturbatively, providing feedback on features of nuclear interactions and addressing scenarios that are inaccessible to other approaches. Our contribution goes over two recent accomplishments in the theory of neutron matter: a) the fusing of QMC with chiral effective field theory interactions, focusing on local chiral 3N forces, and b) the first attempt to find an ab initio solution to the problem of static response.

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.

Hybrid Microgrid Configuration Optimization with Evolutionary Algorithms

NASA Astrophysics Data System (ADS)

Lopez, Nicolas

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

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

PubMed

Sheppard, C W.

1969-03-01

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

Puzzle of magnetic moments of Ni clusters revisited using quantum Monte Carlo method.

PubMed

Lee, Hung-Wen; Chang, Chun-Ming; Hsing, Cheng-Rong

2017-02-28

The puzzle of the magnetic moments of small nickel clusters arises from the discrepancy between values predicted using density functional theory (DFT) and experimental measurements. Traditional DFT approaches underestimate the magnetic moments of nickel clusters. Two fundamental problems are associated with this puzzle, namely, calculating the exchange-correlation interaction accurately and determining the global minimum structures of the clusters. Theoretically, the two problems can be solved using quantum Monte Carlo (QMC) calculations and the ab initio random structure searching (AIRSS) method correspondingly. Therefore, we combined the fixed-moment AIRSS and QMC methods to investigate the magnetic properties of Ni n (n = 5-9) clusters. The spin moments of the diffusion Monte Carlo (DMC) ground states are higher than those of the Perdew-Burke-Ernzerhof ground states and, in the case of Ni 8-9 , two new ground-state structures have been discovered using the DMC calculations. The predicted results are closer to the experimental findings, unlike the results predicted in previous standard DFT studies.

On recontamination and directional-bias problems in Monte Carlo simulation of PDF turbulence models. [probability density function

NASA Technical Reports Server (NTRS)

Hsu, Andrew T.

1992-01-01

Turbulent combustion can not be simulated adequately by conventional moment closure turbulent models. The probability density function (PDF) method offers an attractive alternative: in a PDF model, the chemical source terms are closed and do not require additional models. Because the number of computational operations grows only linearly in the Monte Carlo scheme, it is chosen over finite differencing schemes. A grid dependent Monte Carlo scheme following J.Y. Chen and W. Kollmann has been studied in the present work. It was found that in order to conserve the mass fractions absolutely, one needs to add further restrictions to the scheme, namely alpha(sub j) + gamma(sub j) = alpha(sub j - 1) + gamma(sub j + 1). A new algorithm was devised that satisfied this restriction in the case of pure diffusion or uniform flow problems. Using examples, it is shown that absolute conservation can be achieved. Although for non-uniform flows absolute conservation seems impossible, the present scheme has reduced the error considerably.

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.

A hybrid (Monte Carlo/deterministic) approach for multi-dimensional radiation transport

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

Bal, Guillaume, E-mail: gb2030@columbia.edu; Davis, Anthony B., E-mail: Anthony.B.Davis@jpl.nasa.gov; Kavli Institute for Theoretical Physics, Kohn Hall, University of California, Santa Barbara, CA 93106-4030

2011-08-20

Highlights: {yields} We introduce a variance reduction scheme for Monte Carlo (MC) transport. {yields} The primary application is atmospheric remote sensing. {yields} The technique first solves the adjoint problem using a deterministic solver. {yields} Next, the adjoint solution is used as an importance function for the MC solver. {yields} The adjoint problem is solved quickly since it ignores the volume. - Abstract: A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or amore » airplane). It uses a deterministic approximation of an adjoint transport solution to reduce variance, computed quickly by ignoring atmospheric interactions. This allows significant variance and computational cost reductions when the atmospheric scattering and absorption coefficient are small. When combined with an atmospheric photon-redirection scheme, significant variance reduction (equivalently acceleration) is achieved in the presence of atmospheric interactions.« less

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

PubMed

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

2017-09-26

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

Four decades of implicit Monte Carlo

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

Wollaber, Allan B.

In 1971, Fleck and Cummings derived a system of equations to enable robust Monte Carlo simulations of time-dependent, thermal radiative transfer problems. Denoted the “Implicit Monte Carlo” (IMC) equations, their solution remains the de facto standard of high-fidelity radiative transfer simulations. Over the course of 44 years, their numerical properties have become better understood, and accuracy enhancements, novel acceleration methods, and variance reduction techniques have been suggested. In this review, we rederive the IMC equations—explicitly highlighting assumptions as they are made—and outfit the equations with a Monte Carlo interpretation. We put the IMC equations in context with other approximate formsmore » of the radiative transfer equations and present a new demonstration of their equivalence to another well-used linearization solved with deterministic transport methods for frequency-independent problems. We discuss physical and numerical limitations of the IMC equations for asymptotically small time steps, stability characteristics and the potential of maximum principle violations for large time steps, and solution behaviors in an asymptotically thick diffusive limit. We provide a new stability analysis for opacities with general monomial dependence on temperature. Here, we consider spatial accuracy limitations of the IMC equations and discussion acceleration and variance reduction techniques.« less

Four decades of implicit Monte Carlo

DOE PAGES

Wollaber, Allan B.

2016-02-23

In 1971, Fleck and Cummings derived a system of equations to enable robust Monte Carlo simulations of time-dependent, thermal radiative transfer problems. Denoted the “Implicit Monte Carlo” (IMC) equations, their solution remains the de facto standard of high-fidelity radiative transfer simulations. Over the course of 44 years, their numerical properties have become better understood, and accuracy enhancements, novel acceleration methods, and variance reduction techniques have been suggested. In this review, we rederive the IMC equations—explicitly highlighting assumptions as they are made—and outfit the equations with a Monte Carlo interpretation. We put the IMC equations in context with other approximate formsmore » of the radiative transfer equations and present a new demonstration of their equivalence to another well-used linearization solved with deterministic transport methods for frequency-independent problems. We discuss physical and numerical limitations of the IMC equations for asymptotically small time steps, stability characteristics and the potential of maximum principle violations for large time steps, and solution behaviors in an asymptotically thick diffusive limit. We provide a new stability analysis for opacities with general monomial dependence on temperature. Here, we consider spatial accuracy limitations of the IMC equations and discussion acceleration and variance reduction techniques.« less

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

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.

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

Multilevel Sequential Monte Carlo Samplers for Normalizing Constants

DOE PAGES

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

2017-08-24

This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the discrete approximation error must be balanced. A multilevel strategy is utilized to substantially reduce the cost to obtain a given error level in the approximation as compared to standard estimators. Two estimators are considered and relative variance bounds are given. The theoretical results are numerically illustrated for two Bayesian inverse problems arising from elliptic partial differential equations (PDEs). The examples involve the inversion of observations of themore » solution of (i) a 1-dimensional Poisson equation to infer the diffusion coefficient, and (ii) a 2-dimensional Poisson equation to infer the external forcing.« less

Quantum Monte Carlo Simulation of Frustrated Kondo Lattice Models

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

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

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

Coupled Monte Carlo neutronics and thermal hydraulics for power reactors

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

Bernnat, W.; Buck, M.; Mattes, M.

The availability of high performance computing resources enables more and more the use of detailed Monte Carlo models even for full core power reactors. The detailed structure of the core can be described by lattices, modeled by so-called repeated structures e.g. in Monte Carlo codes such as MCNP5 or MCNPX. For cores with mainly uniform material compositions, fuel and moderator temperatures, there is no problem in constructing core models. However, when the material composition and the temperatures vary strongly a huge number of different material cells must be described which complicate the input and in many cases exceed code ormore » memory limits. The second problem arises with the preparation of corresponding temperature dependent cross sections and thermal scattering laws. Only if these problems can be solved, a realistic coupling of Monte Carlo neutronics with an appropriate thermal-hydraulics model is possible. In this paper a method for the treatment of detailed material and temperature distributions in MCNP5 is described based on user-specified internal functions which assign distinct elements of the core cells to material specifications (e.g. water density) and temperatures from a thermal-hydraulics code. The core grid itself can be described with a uniform material specification. The temperature dependency of cross sections and thermal neutron scattering laws is taken into account by interpolation, requiring only a limited number of data sets generated for different temperatures. Applications will be shown for the stationary part of the Purdue PWR benchmark using ATHLET for thermal- hydraulics and for a generic Modular High Temperature reactor using THERMIX for thermal- hydraulics. (authors)« less

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

Monte Carlo analyses of TRX slightly enriched uranium-H/sub 2/O critical experiments with ENDF/B-IV and related data sets (AWBA Development Program)

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

Hardy, J. Jr.

1977-12-01

Four H/sub 2/O-moderated, slightly-enriched-uranium critical experiments were analyzed by Monte Carlo methods with ENDF/B-IV data. These were simple metal-rod lattices comprising Cross Section Evaluation Working Group thermal reactor benchmarks TRX-1 through TRX-4. Generally good agreement with experiment was obtained for calculated integral parameters: the epi-thermal/thermal ratio of U238 capture (rho/sup 28/) and of U235 fission (delta/sup 25/), the ratio of U238 capture to U235 fission (CR*), and the ratio of U238 fission to U235 fission (delta/sup 28/). Full-core Monte Carlo calculations for two lattices showed good agreement with cell Monte Carlo-plus-multigroup P/sub l/ leakage corrections. Newly measured parameters for themore » low energy resonances of U238 significantly improved rho/sup 28/. In comparison with other CSEWG analyses, the strong correlation between K/sub eff/ and rho/sup 28/ suggests that U238 resonance capture is the major problem encountered in analyzing these lattices.« less

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Nuclear reactor transient analysis via a quasi-static kinetics Monte Carlo method

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

Jo, YuGwon; Cho, Bumhee; Cho, Nam Zin, E-mail: nzcho@kaist.ac.kr

2015-12-31

The predictor-corrector quasi-static (PCQS) method is applied to the Monte Carlo (MC) calculation for reactor transient analysis. To solve the transient fixed-source problem of the PCQS method, fission source iteration is used and a linear approximation of fission source distributions during a macro-time step is introduced to provide delayed neutron source. The conventional particle-tracking procedure is modified to solve the transient fixed-source problem via MC calculation. The PCQS method with MC calculation is compared with the direct time-dependent method of characteristics (MOC) on a TWIGL two-group problem for verification of the computer code. Then, the results on a continuous-energy problemmore » are presented.« less

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.

Uncertainty Optimization Applied to the Monte Carlo Analysis of Planetary Entry Trajectories

NASA Technical Reports Server (NTRS)

Olds, John; Way, David

2001-01-01

Recently, strong evidence of liquid water under the surface of Mars and a meteorite that might contain ancient microbes have renewed interest in Mars exploration. With this renewed interest, NASA plans to send spacecraft to Mars approx. every 26 months. These future spacecraft will return higher-resolution images, make precision landings, engage in longer-ranging surface maneuvers, and even return Martian soil and rock samples to Earth. Future robotic missions and any human missions to Mars will require precise entries to ensure safe landings near science objective and pre-employed assets. Potential sources of water and other interesting geographic features are often located near hazards, such as within craters or along canyon walls. In order for more accurate landings to be made, spacecraft entering the Martian atmosphere need to use lift to actively control the entry. This active guidance results in much smaller landing footprints. Planning for these missions will depend heavily on Monte Carlo analysis. Monte Carlo trajectory simulations have been used with a high degree of success in recent planetary exploration missions. These analyses ascertain the impact of off-nominal conditions during a flight and account for uncertainty. Uncertainties generally stem from limitations in manufacturing tolerances, measurement capabilities, analysis accuracies, and environmental unknowns. Thousands of off-nominal trajectories are simulated by randomly dispersing uncertainty variables and collecting statistics on forecast variables. The dependability of Monte Carlo forecasts, however, is limited by the accuracy and completeness of the assumed uncertainties. This is because Monte Carlo analysis is a forward driven problem; beginning with the input uncertainties and proceeding to the forecasts outputs. It lacks a mechanism to affect or alter the uncertainties based on the forecast results. If the results are unacceptable, the current practice is to use an iterative, trial-and-error approach to reconcile discrepancies. Therefore, an improvement to the Monte Carlo analysis is needed that will allow the problem to be worked in reverse. In this way, the largest allowable dispersions that achieve the required mission objectives can be determined quantitatively.

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

NASA Technical Reports Server (NTRS)

Jordan, T. M.

1970-01-01

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

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.

GPU Acceleration of Mean Free Path Based Kernel Density Estimators for Monte Carlo Neutronics Simulations

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

Burke, TImothy P.; Kiedrowski, Brian C.; Martin, William R.

Kernel Density Estimators (KDEs) are a non-parametric density estimation technique that has recently been applied to Monte Carlo radiation transport simulations. Kernel density estimators are an alternative to histogram tallies for obtaining global solutions in Monte Carlo tallies. With KDEs, a single event, either a collision or particle track, can contribute to the score at multiple tally points with the uncertainty at those points being independent of the desired resolution of the solution. Thus, KDEs show potential for obtaining estimates of a global solution with reduced variance when compared to a histogram. Previously, KDEs have been applied to neutronics formore » one-group reactor physics problems and fixed source shielding applications. However, little work was done to obtain reaction rates using KDEs. This paper introduces a new form of the MFP KDE that is capable of handling general geometries. Furthermore, extending the MFP KDE to 2-D problems in continuous energy introduces inaccuracies to the solution. An ad-hoc solution to these inaccuracies is introduced that produces errors smaller than 4% at material interfaces.« less

A Large-Particle Monte Carlo Code for Simulating Non-Linear High-Energy Processes Near Compact Objects

NASA Technical Reports Server (NTRS)

Stern, Boris E.; Svensson, Roland; Begelman, Mitchell C.; Sikora, Marek

1995-01-01

High-energy radiation processes in compact cosmic objects are often expected to have a strongly non-linear behavior. Such behavior is shown, for example, by electron-positron pair cascades and the time evolution of relativistic proton distributions in dense radiation fields. Three independent techniques have been developed to simulate these non-linear problems: the kinetic equation approach; the phase-space density (PSD) Monte Carlo method; and the large-particle (LP) Monte Carlo method. In this paper, we present the latest version of the LP method and compare it with the other methods. The efficiency of the method in treating geometrically complex problems is illustrated by showing results of simulations of 1D, 2D and 3D systems. The method is shown to be powerful enough to treat non-spherical geometries, including such effects as bulk motion of the background plasma, reflection of radiation from cold matter, and anisotropic distributions of radiating particles. It can therefore be applied to simulate high-energy processes in such astrophysical systems as accretion discs with coronae, relativistic jets, pulsar magnetospheres and gamma-ray bursts.

A microstructural lattice model for strain oriented problems: A combined Monte Carlo finite element technique

NASA Technical Reports Server (NTRS)

Gayda, J.; Srolovitz, D. J.

1987-01-01

A specialized, microstructural lattice model, termed MCFET for combined Monte Carlo Finite Element Technique, was developed which simulates microstructural evolution in material systems where modulated phases occur and the directionality of the modulation is influenced by internal and external stresses. In this approach, the microstructure is discretized onto a fine lattice. Each element in the lattice is labelled in accordance with its microstructural identity. Diffusion of material at elevated temperatures is simulated by allowing exchanges of neighboring elements if the exchange lowers the total energy of the system. A Monte Carlo approach is used to select the exchange site while the change in energy associated with stress fields is computed using a finite element technique. The MCFET analysis was validated by comparing this approach with a closed form, analytical method for stress assisted, shape changes of a single particle in an infinite matrix. Sample MCFET analytical for multiparticle problems were also run and in general the resulting microstructural changes associated with the application of an external stress are similar to that observed in Ni-Al-Cr alloys at elevated temperature.

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.

MCNP (Monte Carlo Neutron Photon) capabilities for nuclear well logging calculations

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

Forster, R.A.; Little, R.C.; Briesmeister, J.F.

The Los Alamos Radiation Transport Code System (LARTCS) consists of state-of-the-art Monte Carlo and discrete ordinates transport codes and data libraries. The general-purpose continuous-energy Monte Carlo code MCNP (Monte Carlo Neutron Photon), part of the LARTCS, provides a computational predictive capability for many applications of interest to the nuclear well logging community. The generalized three-dimensional geometry of MCNP is well suited for borehole-tool models. SABRINA, another component of the LARTCS, is a graphics code that can be used to interactively create a complex MCNP geometry. Users can define many source and tally characteristics with standard MCNP features. The time-dependent capabilitymore » of the code is essential when modeling pulsed sources. Problems with neutrons, photons, and electrons as either single particle or coupled particles can be calculated with MCNP. The physics of neutron and photon transport and interactions is modeled in detail using the latest available cross-section data. A rich collections of variance reduction features can greatly increase the efficiency of a calculation. MCNP is written in FORTRAN 77 and has been run on variety of computer systems from scientific workstations to supercomputers. The next production version of MCNP will include features such as continuous-energy electron transport and a multitasking option. Areas of ongoing research of interest to the well logging community include angle biasing, adaptive Monte Carlo, improved discrete ordinates capabilities, and discrete ordinates/Monte Carlo hybrid development. Los Alamos has requested approval by the Department of Energy to create a Radiation Transport Computational Facility under their User Facility Program to increase external interactions with industry, universities, and other government organizations. 21 refs.« 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

Tracking student progress in a game-like physics learning environment with a Monte Carlo Bayesian knowledge tracing model

NASA Astrophysics Data System (ADS)

Gweon, Gey-Hong; Lee, Hee-Sun; Dorsey, Chad; Tinker, Robert; Finzer, William; Damelin, Daniel

2015-03-01

In tracking student learning in on-line learning systems, the Bayesian knowledge tracing (BKT) model is a popular model. However, the model has well-known problems such as the identifiability problem or the empirical degeneracy problem. Understanding of these problems remain unclear and solutions to them remain subjective. Here, we analyze the log data from an online physics learning program with our new model, a Monte Carlo BKT model. With our new approach, we are able to perform a completely unbiased analysis, which can then be used for classifying student learning patterns and performances. Furthermore, a theoretical analysis of the BKT model and our computational work shed new light on the nature of the aforementioned problems. This material is based upon work supported by the National Science Foundation under Grant REC-1147621 and REC-1435470.

Fast, Nonlinear, Fully Probabilistic Inversion of Large Geophysical Problems

NASA Astrophysics Data System (ADS)

Curtis, A.; Shahraeeni, M.; Trampert, J.; Meier, U.; Cho, G.

2010-12-01

Almost all Geophysical inverse problems are in reality nonlinear. Fully nonlinear inversion including non-approximated physics, and solving for probability distribution functions (pdf’s) that describe the solution uncertainty, generally requires sampling-based Monte-Carlo style methods that are computationally intractable in most large problems. In order to solve such problems, physical relationships are usually linearized leading to efficiently-solved, (possibly iterated) linear inverse problems. However, it is well known that linearization can lead to erroneous solutions, and in particular to overly optimistic uncertainty estimates. What is needed across many Geophysical disciplines is a method to invert large inverse problems (or potentially tens of thousands of small inverse problems) fully probabilistically and without linearization. This talk shows how very large nonlinear inverse problems can be solved fully probabilistically and incorporating any available prior information using mixture density networks (driven by neural network banks), provided the problem can be decomposed into many small inverse problems. In this talk I will explain the methodology, compare multi-dimensional pdf inversion results to full Monte Carlo solutions, and illustrate the method with two applications: first, inverting surface wave group and phase velocities for a fully-probabilistic global tomography model of the Earth’s crust and mantle, and second inverting industrial 3D seismic data for petrophysical properties throughout and around a subsurface hydrocarbon reservoir. The latter problem is typically decomposed into 104 to 105 individual inverse problems, each solved fully probabilistically and without linearization. The results in both cases are sufficiently close to the Monte Carlo solution to exhibit realistic uncertainty, multimodality and bias. This provides far greater confidence in the results, and in decisions made on their basis.

Monte Carlo simulations of particle acceleration at oblique shocks

NASA Technical Reports Server (NTRS)

Baring, Matthew G.; Ellison, Donald C.; Jones, Frank C.

1994-01-01

The Fermi shock acceleration mechanism may be responsible for the production of high-energy cosmic rays in a wide variety of environments. Modeling of this phenomenon has largely focused on plane-parallel shocks, and one of the most promising techniques for its study is the Monte Carlo simulation of particle transport in shocked fluid flows. One of the principal problems in shock acceleration theory is the mechanism and efficiency of injection of particles from the thermal gas into the accelerated population. The Monte Carlo technique is ideally suited to addressing the injection problem directly, and previous applications of it to the quasi-parallel Earth bow shock led to very successful modeling of proton and heavy ion spectra, as well as other observed quantities. Recently this technique has been extended to oblique shock geometries, in which the upstream magnetic field makes a significant angle Theta(sub B1) to the shock normal. Spectral resutls from test particle Monte Carlo simulations of cosmic-ray acceleration at oblique, nonrelativistic shocks are presented. The results show that low Mach number shocks have injection efficiencies that are relatively insensitive to (though not independent of) the shock obliquity, but that there is a dramatic drop in efficiency for shocks of Mach number 30 or more as the obliquity increases above 15 deg. Cosmic-ray distributions just upstream of the shock reveal prominent bumps at energies below the thermal peak; these disappear far upstream but might be observable features close to astrophysical shocks.

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

PubMed

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

2017-01-01

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

A Method for Decentralised Optimisation in Networks

NASA Astrophysics Data System (ADS)

Saramäki, Jari

2005-06-01

We outline a method for distributed Monte Carlo optimisation of computational problems in networks of agents, such as peer-to-peer networks of computers. The optimisation and messaging procedures are inspired by gossip protocols and epidemic data dissemination, and are decentralised, i.e. no central overseer is required. In the outlined method, each agent follows simple local rules and seeks for better solutions to the optimisation problem by Monte Carlo trials, as well as by querying other agents in its local neighbourhood. With proper network topology, good solutions spread rapidly through the network for further improvement. Furthermore, the system retains its functionality even in realistic settings where agents are randomly switched on and off.

MDTS: automatic complex materials design using Monte Carlo tree search

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-05-01

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

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

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

Booth, T.E.

1996-01-01

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

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).

A Monte-Carlo Benchmark of TRIPOLI-4® and MCNP on ITER neutronics

NASA Astrophysics Data System (ADS)

Blanchet, David; Pénéliau, Yannick; Eschbach, Romain; Fontaine, Bruno; Cantone, Bruno; Ferlet, Marc; Gauthier, Eric; Guillon, Christophe; Letellier, Laurent; Proust, Maxime; Mota, Fernando; Palermo, Iole; Rios, Luis; Guern, Frédéric Le; Kocan, Martin; Reichle, Roger

2017-09-01

Radiation protection and shielding studies are often based on the extensive use of 3D Monte-Carlo neutron and photon transport simulations. ITER organization hence recommends the use of MCNP-5 code (version 1.60), in association with the FENDL-2.1 neutron cross section data library, specifically dedicated to fusion applications. The MCNP reference model of the ITER tokamak, the `C-lite', is being continuously developed and improved. This article proposes to develop an alternative model, equivalent to the 'C-lite', but for the Monte-Carlo code TRIPOLI-4®. A benchmark study is defined to test this new model. Since one of the most critical areas for ITER neutronics analysis concerns the assessment of radiation levels and Shutdown Dose Rates (SDDR) behind the Equatorial Port Plugs (EPP), the benchmark is conducted to compare the neutron flux through the EPP. This problem is quite challenging with regard to the complex geometry and considering the important neutron flux attenuation ranging from 1014 down to 108 n•cm-2•s-1. Such code-to-code comparison provides independent validation of the Monte-Carlo simulations, improving the confidence in neutronic results.

AREVA Developments for an Efficient and Reliable use of Monte Carlo codes for Radiation Transport Applications

NASA Astrophysics Data System (ADS)

Chapoutier, Nicolas; Mollier, François; Nolin, Guillaume; Culioli, Matthieu; Mace, Jean-Reynald

2017-09-01

In the context of the rising of Monte Carlo transport calculations for any kind of application, AREVA recently improved its suite of engineering tools in order to produce efficient Monte Carlo workflow. Monte Carlo codes, such as MCNP or TRIPOLI, are recognized as reference codes to deal with a large range of radiation transport problems. However the inherent drawbacks of theses codes - laboring input file creation and long computation time - contrast with the maturity of the treatment of the physical phenomena. The goals of the recent AREVA developments were to reach similar efficiency as other mature engineering sciences such as finite elements analyses (e.g. structural or fluid dynamics). Among the main objectives, the creation of a graphical user interface offering CAD tools for geometry creation and other graphical features dedicated to the radiation field (source definition, tally definition) has been reached. The computations times are drastically reduced compared to few years ago thanks to the use of massive parallel runs, and above all, the implementation of hybrid variance reduction technics. From now engineering teams are capable to deliver much more prompt support to any nuclear projects dealing with reactors or fuel cycle facilities from conceptual phase to decommissioning.

Present Status and Extensions of the Monte Carlo Performance Benchmark

NASA Astrophysics Data System (ADS)

Hoogenboom, J. Eduard; Petrovic, Bojan; Martin, William R.

2014-06-01

The NEA Monte Carlo Performance benchmark started in 2011 aiming to monitor over the years the abilities to perform a full-size Monte Carlo reactor core calculation with a detailed power production for each fuel pin with axial distribution. This paper gives an overview of the contributed results thus far. It shows that reaching a statistical accuracy of 1 % for most of the small fuel zones requires about 100 billion neutron histories. The efficiency of parallel execution of Monte Carlo codes on a large number of processor cores shows clear limitations for computer clusters with common type computer nodes. However, using true supercomputers the speedup of parallel calculations is increasing up to large numbers of processor cores. More experience is needed from calculations on true supercomputers using large numbers of processors in order to predict if the requested calculations can be done in a short time. As the specifications of the reactor geometry for this benchmark test are well suited for further investigations of full-core Monte Carlo calculations and a need is felt for testing other issues than its computational performance, proposals are presented for extending the benchmark to a suite of benchmark problems for evaluating fission source convergence for a system with a high dominance ratio, for coupling with thermal-hydraulics calculations to evaluate the use of different temperatures and coolant densities and to study the correctness and effectiveness of burnup calculations. Moreover, other contemporary proposals for a full-core calculation with realistic geometry and material composition will be discussed.

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.

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

PubMed

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

2012-11-28

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

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

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

DOE PAGES

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

2015-12-21

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

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.

Absolute Helmholtz free energy of highly anharmonic crystals: theory vs Monte Carlo.

PubMed

Yakub, Lydia; Yakub, Eugene

2012-04-14

We discuss the problem of the quantitative theoretical prediction of the absolute free energy for classical highly anharmonic solids. Helmholtz free energy of the Lennard-Jones (LJ) crystal is calculated accurately while accounting for both the anharmonicity of atomic vibrations and the pair and triple correlations in displacements of the atoms from their lattice sites. The comparison with most precise computer simulation data on sublimation and melting lines revealed that theoretical predictions are in excellent agreement with Monte Carlo simulation data in the whole range of temperatures and densities studied.

LP-search and its use in analysis of the accuracy of control systems with acoustical models

NASA Technical Reports Server (NTRS)

Sergeyev, V. I.; Sobol, I. M.; Statnikov, R. B.; Statnikov, I. N.

1973-01-01

The LP-search is proposed as an analog of the Monte Carlo method for finding values in nonlinear statistical systems. It is concluded that: To attain the required accuracy in solution to the problem of control for a statistical system in the LP-search, a considerably smaller number of tests is required than in the Monte Carlo method. The LP-search allows the possibility of multiple repetitions of tests under identical conditions and observability of the output variables of the system.

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.

A Monte-Carlo maplet for the study of the optical properties of biological tissues

NASA Astrophysics Data System (ADS)

Yip, Man Ho; Carvalho, M. J.

2007-12-01

Monte-Carlo simulations are commonly used to study complex physical processes in various fields of physics. In this paper we present a Maple program intended for Monte-Carlo simulations of photon transport in biological tissues. The program has been designed so that the input data and output display can be handled by a maplet (an easy and user-friendly graphical interface), named the MonteCarloMaplet. A thorough explanation of the programming steps and how to use the maplet is given. Results obtained with the Maple program are compared with corresponding results available in the literature. Program summaryProgram title:MonteCarloMaplet Catalogue identifier:ADZU_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADZU_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.:3251 No. of bytes in distributed program, including test data, etc.:296 465 Distribution format: tar.gz Programming language:Maple 10 Computer: Acer Aspire 5610 (any running Maple 10) Operating system: Windows XP professional (any running Maple 10) Classification: 3.1, 5 Nature of problem: Simulate the transport of radiation in biological tissues. Solution method: The Maple program follows the steps of the C program of L. Wang et al. [L. Wang, S.L. Jacques, L. Zheng, Computer Methods and Programs in Biomedicine 47 (1995) 131-146]; The Maple library routine for random number generation is used [Maple 10 User Manual c Maplesoft, a division of Waterloo Maple Inc., 2005]. Restrictions: Running time increases rapidly with the number of photons used in the simulation. Unusual features: A maplet (graphical user interface) has been programmed for data input and output. Note that the Monte-Carlo simulation was programmed with Maple 10. If attempting to run the simulation with an earlier version of Maple, appropriate modifications (regarding typesetting fonts) are required and once effected the worksheet runs without problem. However some of the windows of the maplet may still appear distorted. Running time: Depends essentially on the number of photons used in the simulation. Elapsed times for particular runs are reported in the main text.

Morse Monte Carlo Radiation Transport Code System

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

Emmett, M.B.

1975-02-01

The report contains sections containing descriptions of the MORSE and PICTURE codes, input descriptions, sample problems, deviations of the physical equations and explanations of the various error messages. The MORSE code is a multipurpose neutron and gamma-ray transport Monte Carlo code. Time dependence for both shielding and criticality problems is provided. General three-dimensional geometry may be used with an albedo option available at any material surface. The PICTURE code provide aid in preparing correct input data for the combinatorial geometry package CG. It provides a printed view of arbitrary two-dimensional slices through the geometry. By inspecting these pictures one maymore » determine if the geometry specified by the input cards is indeed the desired geometry. 23 refs. (WRF)« less

Monte-Carlo simulation of a stochastic differential equation

NASA Astrophysics Data System (ADS)

Arif, ULLAH; Majid, KHAN; M, KAMRAN; R, KHAN; Zhengmao, SHENG

2017-12-01

For solving higher dimensional diffusion equations with an inhomogeneous diffusion coefficient, Monte Carlo (MC) techniques are considered to be more effective than other algorithms, such as finite element method or finite difference method. The inhomogeneity of diffusion coefficient strongly limits the use of different numerical techniques. For better convergence, methods with higher orders have been kept forward to allow MC codes with large step size. The main focus of this work is to look for operators that can produce converging results for large step sizes. As a first step, our comparative analysis has been applied to a general stochastic problem. Subsequently, our formulization is applied to the problem of pitch angle scattering resulting from Coulomb collisions of charge particles in the toroidal devices.

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

Verification of unfold error estimates in the UFO code

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

Fehl, D.L.; Biggs, F.

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

Fast alternative Monte Carlo formalism for a class of problems in biophotonics

NASA Astrophysics Data System (ADS)

Miller, Steven D.

1997-12-01

A practical and effective, alternative Monte Carlo formalism is presented that rapidly finds flux solutions to the radiative transport equation for a class of problems in biophotonics; namely, wide-beam irradiance of finite, optically anisotropic homogeneous or heterogeneous biomedias, which both strongly scatter and absorb light. Such biomedias include liver, tumors, blood, or highly blood perfused tissues. As Fermat rays comprising a wide coherent (laser) beam enter the tissue, they evolve into a bundle of random optical paths or trajectories due to scattering. Overall, this can be physically interpreted as a bundle of Markov trajectories traced out by a 'gas' of Brownian-like point photons being successively scattered and absorbed. By considering the cumulative flow of a statistical bundle of trajectories through interior data planes, the effective equivalent information of the (generally unknown) analytical flux solutions of the transfer equation rapidly emerges. Unlike the standard Monte Carlo techniques, which evaluate scalar fluence, this technique is faster, more efficient, and simpler to apply for this specific class of optical situations. Other analytical or numerical techniques can either become unwieldy or lack viability or are simply more difficult to apply. Illustrative flux calculations are presented for liver, blood, and tissue-tumor-tissue systems.

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.

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

Consistent Adjoint Driven Importance Sampling using Space, Energy and Angle

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

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

2012-08-01

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

Golden Ratio Versus Pi as Random Sequence Sources for Monte Carlo Integration

NASA Technical Reports Server (NTRS)

Sen, S. K.; Agarwal, Ravi P.; Shaykhian, Gholam Ali

2007-01-01

We discuss here the relative merits of these numbers as possible random sequence sources. The quality of these sequences is not judged directly based on the outcome of all known tests for the randomness of a sequence. Instead, it is determined implicitly by the accuracy of the Monte Carlo integration in a statistical sense. Since our main motive of using a random sequence is to solve real world problems, it is more desirable if we compare the quality of the sequences based on their performances for these problems in terms of quality/accuracy of the output. We also compare these sources against those generated by a popular pseudo-random generator, viz., the Matlab rand and the quasi-random generator ha/ton both in terms of error and time complexity. Our study demonstrates that consecutive blocks of digits of each of these numbers produce a good random sequence source. It is observed that randomly chosen blocks of digits do not have any remarkable advantage over consecutive blocks for the accuracy of the Monte Carlo integration. Also, it reveals that pi is a better source of a random sequence than theta when the accuracy of the integration is concerned.

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.

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

Feasibility of antihydrogen atom containment in helium: a problem of electron-positron correlation investigated by the Monte Carol method

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

Jackman, T.M.

1987-01-01

A theoretical investigation of the interaction potential between the helium atom and the antihydrogen atom was performed for the purpose of determining the feasibility of antihydrogen atom containment. The interaction potential showed an energy barrier to collapse of this system. A variational estimate of the height of this energy barrier and estimates of lifetime with respect to electron-positron annihilation were determined by the Variational Monte Carlo method. This calculation allowed for an improvement over an SCF result through the inclusion of explicit correlation factors in the trial wave function. An estimate of the correlation energy of this system was determinedmore » by the Green's Function Monte Carlo (GFMC) method.« less

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

DOE PAGES

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

2015-06-30

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

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

NASA Astrophysics Data System (ADS)

Rose, Michael Benjamin

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

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.

Estimating rare events in biochemical systems using conditional sampling.

PubMed

Sundar, V S

2017-01-28

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

Towards overcoming the Monte Carlo sign problem with tensor networks

NASA Astrophysics Data System (ADS)

Bañuls, Mari Carmen; Cichy, Krzysztof; Ignacio Cirac, J.; Jansen, Karl; Kühn, Stefan; Saito, Hana

2017-03-01

The study of lattice gauge theories with Monte Carlo simulations is hindered by the infamous sign problem that appears under certain circumstances, in particular at non-zero chemical potential. So far, there is no universal method to overcome this problem. However, recent years brought a new class of non-perturbative Hamiltonian techniques named tensor networks, where the sign problem is absent. In previous work, we have demonstrated that this approach, in particular matrix product states in 1+1 dimensions, can be used to perform precise calculations in a lattice gauge theory, the massless and massive Schwinger model. We have computed the mass spectrum of this theory, its thermal properties and real-time dynamics. In this work, we review these results and we extend our calculations to the case of two flavours and non-zero chemical potential. We are able to reliably reproduce known analytical results for this model, thus demonstrating that tensor networks can tackle the sign problem of a lattice gauge theory at finite density.

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

Understanding quantum tunneling using diffusion Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Inack, E. M.; Giudici, G.; Parolini, T.; Santoro, G.; Pilati, S.

2018-03-01

In simple ferromagnetic quantum Ising models characterized by an effective double-well energy landscape the characteristic tunneling time of path-integral Monte Carlo (PIMC) simulations has been shown to scale as the incoherent quantum-tunneling time, i.e., as 1 /Δ2 , where Δ is the tunneling gap. Since incoherent quantum tunneling is employed by quantum annealers (QAs) to solve optimization problems, this result suggests that there is no quantum advantage in using QAs with respect to quantum Monte Carlo (QMC) simulations. A counterexample is the recently introduced shamrock model (Andriyash and Amin, arXiv:1703.09277), where topological obstructions cause an exponential slowdown of the PIMC tunneling dynamics with respect to incoherent quantum tunneling, leaving open the possibility for potential quantum speedup, even for stoquastic models. In this work we investigate the tunneling time of projective QMC simulations based on the diffusion Monte Carlo (DMC) algorithm without guiding functions, showing that it scales as 1 /Δ , i.e., even more favorably than the incoherent quantum-tunneling time, both in a simple ferromagnetic system and in the more challenging shamrock model. However, a careful comparison between the DMC ground-state energies and the exact solution available for the transverse-field Ising chain indicates an exponential scaling of the computational cost required to keep a fixed relative error as the system size increases.

Efficient Monte Carlo Methods for Biomolecular Simulations.

NASA Astrophysics Data System (ADS)

Bouzida, Djamal

A new approach to efficient Monte Carlo simulations of biological molecules is presented. By relaxing the usual restriction to Markov processes, we are able to optimize performance while dealing directly with the inhomogeneity and anisotropy inherent in these systems. The advantage of this approach is that we can introduce a wide variety of Monte Carlo moves to deal with complicated motions of the molecule, while maintaining full optimization at every step. This enables the use of a variety of collective rotational moves that relax long-wavelength modes. We were able to show by explicit simulations that the resulting algorithms substantially increase the speed of the simulation while reproducing the correct equilibrium behavior. This approach is particularly intended for simulations of macromolecules, although we expect it to be useful in other situations. The dynamic optimization of the new Monte Carlo methods makes them very suitable for simulated annealing experiments on all systems whose state space is continuous in general, and to the protein folding problem in particular. We introduce an efficient annealing schedule using preferential bias moves. Our simulated annealing experiments yield structures whose free energies were lower than the equilibrated X-ray structure, which leads us to believe that the empirical energy function used does not fully represent the interatomic interactions. Furthermore, we believe that the largest discrepancies involve the solvent effects in particular.

Monte Carlo exploration of Mikheyev-Smirnov-Wolfenstein solutions to the solar neutrino problem

NASA Technical Reports Server (NTRS)

Shi, X.; Schramm, D. N.; Bahcall, J. N.

1992-01-01

The paper explores the impact of astrophysical uncertainties on the Mikheyev-Smirnov-Wolfenstein (MSW) solution by calculating the allowed MSW solutions for 1000 different solar models with a Monte Carlo selection of solar model input parameters, assuming a full three-family MSW mixing. Applications are made to the chlorine, gallium, Kamiokande, and Borexino experiments. The initial GALLEX result limits the mixing parameters to the upper diagonal and the vertical regions of the MSW triangle. The expected event rates in the Borexino experiment are also calculated, assuming the MSW solutions implied by GALLEX.

Radiation doses in volume-of-interest breast computed tomography—A Monte Carlo simulation study

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

Lai, Chao-Jen, E-mail: cjlai3711@gmail.com; Zhong, Yuncheng; Yi, Ying

2015-06-15

Purpose: Cone beam breast computed tomography (breast CT) with true three-dimensional, nearly isotropic spatial resolution has been developed and investigated over the past decade to overcome the problem of lesions overlapping with breast anatomical structures on two-dimensional mammographic images. However, the ability of breast CT to detect small objects, such as tissue structure edges and small calcifications, is limited. To resolve this problem, the authors proposed and developed a volume-of-interest (VOI) breast CT technique to image a small VOI using a higher radiation dose to improve that region’s visibility. In this study, the authors performed Monte Carlo simulations to estimatemore » average breast dose and average glandular dose (AGD) for the VOI breast CT technique. Methods: Electron–Gamma-Shower system code-based Monte Carlo codes were used to simulate breast CT. The Monte Carlo codes estimated were validated using physical measurements of air kerma ratios and point doses in phantoms with an ion chamber and optically stimulated luminescence dosimeters. The validated full cone x-ray source was then collimated to simulate half cone beam x-rays to image digital pendant-geometry, hemi-ellipsoidal, homogeneous breast phantoms and to estimate breast doses with full field scans. 13-cm in diameter, 10-cm long hemi-ellipsoidal homogeneous phantoms were used to simulate median breasts. Breast compositions of 25% and 50% volumetric glandular fractions (VGFs) were used to investigate the influence on breast dose. The simulated half cone beam x-rays were then collimated to a narrow x-ray beam with an area of 2.5 × 2.5 cm{sup 2} field of view at the isocenter plane and to perform VOI field scans. The Monte Carlo results for the full field scans and the VOI field scans were then used to estimate the AGD for the VOI breast CT technique. Results: The ratios of air kerma ratios and dose measurement results from the Monte Carlo simulation to those from the physical measurements were 0.97 ± 0.03 and 1.10 ± 0.13, respectively, indicating that the accuracy of the Monte Carlo simulation was adequate. The normalized AGD with VOI field scans was substantially reduced by a factor of about 2 over the VOI region and by a factor of 18 over the entire breast for both 25% and 50% VGF simulated breasts compared with the normalized AGD with full field scans. The normalized AGD for the VOI breast CT technique can be kept the same as or lower than that for a full field scan with the exposure level for the VOI field scan increased by a factor of as much as 12. Conclusions: The authors’ Monte Carlo estimates of normalized AGDs for the VOI breast CT technique show that this technique can be used to markedly increase the dose to the breast and thus the visibility of the VOI region without increasing the dose to the breast. The results of this investigation should be helpful for those interested in using VOI breast CT technique to image small calcifications with dose concern.« less

Radiation doses in volume-of-interest breast computed tomography—A Monte Carlo simulation study

PubMed Central

Lai, Chao-Jen; Zhong, Yuncheng; Yi, Ying; Wang, Tianpeng; Shaw, Chris C.

2015-01-01

Purpose: Cone beam breast computed tomography (breast CT) with true three-dimensional, nearly isotropic spatial resolution has been developed and investigated over the past decade to overcome the problem of lesions overlapping with breast anatomical structures on two-dimensional mammographic images. However, the ability of breast CT to detect small objects, such as tissue structure edges and small calcifications, is limited. To resolve this problem, the authors proposed and developed a volume-of-interest (VOI) breast CT technique to image a small VOI using a higher radiation dose to improve that region’s visibility. In this study, the authors performed Monte Carlo simulations to estimate average breast dose and average glandular dose (AGD) for the VOI breast CT technique. Methods: Electron–Gamma-Shower system code-based Monte Carlo codes were used to simulate breast CT. The Monte Carlo codes estimated were validated using physical measurements of air kerma ratios and point doses in phantoms with an ion chamber and optically stimulated luminescence dosimeters. The validated full cone x-ray source was then collimated to simulate half cone beam x-rays to image digital pendant-geometry, hemi-ellipsoidal, homogeneous breast phantoms and to estimate breast doses with full field scans. 13-cm in diameter, 10-cm long hemi-ellipsoidal homogeneous phantoms were used to simulate median breasts. Breast compositions of 25% and 50% volumetric glandular fractions (VGFs) were used to investigate the influence on breast dose. The simulated half cone beam x-rays were then collimated to a narrow x-ray beam with an area of 2.5 × 2.5 cm2 field of view at the isocenter plane and to perform VOI field scans. The Monte Carlo results for the full field scans and the VOI field scans were then used to estimate the AGD for the VOI breast CT technique. Results: The ratios of air kerma ratios and dose measurement results from the Monte Carlo simulation to those from the physical measurements were 0.97 ± 0.03 and 1.10 ± 0.13, respectively, indicating that the accuracy of the Monte Carlo simulation was adequate. The normalized AGD with VOI field scans was substantially reduced by a factor of about 2 over the VOI region and by a factor of 18 over the entire breast for both 25% and 50% VGF simulated breasts compared with the normalized AGD with full field scans. The normalized AGD for the VOI breast CT technique can be kept the same as or lower than that for a full field scan with the exposure level for the VOI field scan increased by a factor of as much as 12. Conclusions: The authors’ Monte Carlo estimates of normalized AGDs for the VOI breast CT technique show that this technique can be used to markedly increase the dose to the breast and thus the visibility of the VOI region without increasing the dose to the breast. The results of this investigation should be helpful for those interested in using VOI breast CT technique to image small calcifications with dose concern. PMID:26127058

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

Simulation Insights Using "R"

ERIC Educational Resources Information Center

Kostadinov, Boyan

2013-01-01

This article attempts to introduce the reader to computational thinking and solving problems involving randomness. The main technique being employed is the Monte Carlo method, using the freely available software "R for Statistical Computing." The author illustrates the computer simulation approach by focusing on several problems of…

PyMercury: Interactive Python for the Mercury Monte Carlo Particle Transport Code

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

Iandola, F N; O'Brien, M J; Procassini, R J

2010-11-29

Monte Carlo particle transport applications are often written in low-level languages (C/C++) for optimal performance on clusters and supercomputers. However, this development approach often sacrifices straightforward usability and testing in the interest of fast application performance. To improve usability, some high-performance computing applications employ mixed-language programming with high-level and low-level languages. In this study, we consider the benefits of incorporating an interactive Python interface into a Monte Carlo application. With PyMercury, a new Python extension to the Mercury general-purpose Monte Carlo particle transport code, we improve application usability without diminishing performance. In two case studies, we illustrate how PyMercury improvesmore » usability and simplifies testing and validation in a Monte Carlo application. In short, PyMercury demonstrates the value of interactive Python for Monte Carlo particle transport applications. In the future, we expect interactive Python to play an increasingly significant role in Monte Carlo usage and testing.« less

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

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.

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.

MCNP capabilities for nuclear well logging calculations

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

Forster, R.A.; Little, R.C.; Briesmeister, J.F.

The Los Alamos Radiation Transport Code System (LARTCS) consists of state-of-the-art Monte Carlo and discrete ordinates transport codes and data libraries. This paper discusses how the general-purpose continuous-energy Monte Carlo code MCNP ({und M}onte {und C}arlo {und n}eutron {und p}hoton), part of the LARTCS, provides a computational predictive capability for many applications of interest to the nuclear well logging community. The generalized three-dimensional geometry of MCNP is well suited for borehole-tool models. SABRINA, another component of the LARTCS, is a graphics code that can be used to interactively create a complex MCNP geometry. Users can define many source and tallymore » characteristics with standard MCNP features. The time-dependent capability of the code is essential when modeling pulsed sources. Problems with neutrons, photons, and electrons as either single particle or coupled particles can be calculated with MCNP. The physics of neutron and photon transport and interactions is modeled in detail using the latest available cross-section data.« less

Auxiliary-field quantum Monte Carlo simulations of neutron matter in chiral effective field theory.

PubMed

Wlazłowski, G; Holt, J W; Moroz, S; Bulgac, A; Roche, K J

2014-10-31

We present variational Monte Carlo calculations of the neutron matter equation of state using chiral nuclear forces. The ground-state wave function of neutron matter, containing nonperturbative many-body correlations, is obtained from auxiliary-field quantum Monte Carlo simulations of up to about 340 neutrons interacting on a 10(3) discretized lattice. The evolution Hamiltonian is chosen to be attractive and spin independent in order to avoid the fermion sign problem and is constructed to best reproduce broad features of the chiral nuclear force. This is facilitated by choosing a lattice spacing of 1.5 fm, corresponding to a momentum-space cutoff of Λ=414  MeV/c, a resolution scale at which strongly repulsive features of nuclear two-body forces are suppressed. Differences between the evolution potential and the full chiral nuclear interaction (Entem and Machleidt Λ=414  MeV [L. Coraggio et al., Phys. Rev. C 87, 014322 (2013).

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 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.

Monte Carlo Modeling of the Initial Radiation Emitted by a Nuclear Device in the National Capital Region

DTIC Science & Technology

2013-07-01

also simulated in the models. Data was derived from calculations using the three-dimensional Monte Carlo radiation transport code MCNP (Monte Carlo N...32  B.  MCNP PHYSICS OPTIONS ......................................................................................... 33  C.  HAZUS...input deck’) for the MCNP , Monte Carlo N-Particle, radiation transport code. MCNP is a general-purpose code designed to simulate neutron, photon

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

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.

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.

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.

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

NASA Technical Reports Server (NTRS)

Yelle, Roger V.; Wallace, Lloyd

1989-01-01

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

Prompt Radiation Protection Factors

DTIC Science & Technology

2018-02-01

dimensional Monte-Carlo radiation transport code MCNP (Monte Carlo N-Particle) and the evaluation of the protection factors (ratio of dose in the open to...radiation was performed using the three dimensional Monte- Carlo radiation transport code MCNP (Monte Carlo N-Particle) and the evaluation of the protection...by detonation of a nuclear device have placed renewed emphasis on evaluation of the consequences in case of such an event. The Defense Threat

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

DOE PAGES

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

2016-01-23

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

Feature aided Monte Carlo probabilistic data association filter for ballistic missile tracking

NASA Astrophysics Data System (ADS)

Ozdemir, Onur; Niu, Ruixin; Varshney, Pramod K.; Drozd, Andrew L.; Loe, Richard

2011-05-01

The problem of ballistic missile tracking in the presence of clutter is investigated. Probabilistic data association filter (PDAF) is utilized as the basic filtering algorithm. We propose to use sequential Monte Carlo methods, i.e., particle filters, aided with amplitude information (AI) in order to improve the tracking performance of a single target in clutter when severe nonlinearities exist in the system. We call this approach "Monte Carlo probabilistic data association filter with amplitude information (MCPDAF-AI)." Furthermore, we formulate a realistic problem in the sense that we use simulated radar cross section (RCS) data for a missile warhead and a cylinder chaff using Lucernhammer1, a state of the art electromagnetic signature prediction software, to model target and clutter amplitude returns as additional amplitude features which help to improve data association and tracking performance. A performance comparison is carried out between the extended Kalman filter (EKF) and the particle filter under various scenarios using single and multiple sensors. The results show that, when only one sensor is used, the MCPDAF performs significantly better than the EKF in terms of tracking accuracy under severe nonlinear conditions for ballistic missile tracking applications. However, when the number of sensors is increased, even under severe nonlinear conditions, the EKF performs as well as the MCPDAF.

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

Phase transition in nonuniform Josephson arrays: Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Lozovik, Yu. E.; Pomirchy, L. M.

1994-01-01

Disordered 2D system with Josephson interactions is considered. Disordered XY-model describes the granular films, Josephson arrays etc. Two types of disorder are analyzed: (1) randomly diluted system: Josephson coupling constants J ij are equal to J with probability p or zero (bond percolation problem); (2) coupling constants J ij are positive and distributed randomly and uniformly in some interval either including the vicinity of zero or apart from it. These systems are simulated by Monte Carlo method. Behaviour of potential energy, specific heat, phase correlation function and helicity modulus are analyzed. The phase diagram of the diluted system in T c-p plane is obtained.

Lecture Notes on Criticality Safety Validation Using MCNP & Whisper

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

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

Training classes for nuclear criticality safety, MCNP documentation. The need for, and problems surrounding, validation of computer codes and data area considered first. Then some background for MCNP & Whisper is given--best practices for Monte Carlo criticality calculations, neutron spectra, S(α,β) thermal neutron scattering data, nuclear data sensitivities, covariance data, and correlation coefficients. Whisper is computational software designed to assist the nuclear criticality safety analyst with validation studies with the Monte Carlo radiation transport package MCNP. Whisper's methodology (benchmark selection – C k's, weights; extreme value theory – bias, bias uncertainty; MOS for nuclear data uncertainty – GLLS) and usagemore » are discussed.« 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

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.

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.

Estimation of the Thermal Process in the Honeycomb Panel by a Monte Carlo Method

NASA Astrophysics Data System (ADS)

Gusev, S. A.; Nikolaev, V. N.

2018-01-01

A new Monte Carlo method for estimating the thermal state of the heat insulation containing honeycomb panels is proposed in the paper. The heat transfer in the honeycomb panel is described by a boundary value problem for a parabolic equation with discontinuous diffusion coefficient and boundary conditions of the third kind. To obtain an approximate solution, it is proposed to use the smoothing of the diffusion coefficient. After that, the obtained problem is solved on the basis of the probability representation. The probability representation is the expectation of the functional of the diffusion process corresponding to the boundary value problem. The process of solving the problem is reduced to numerical statistical modelling of a large number of trajectories of the diffusion process corresponding to the parabolic problem. It was used earlier the Euler method for this object, but that requires a large computational effort. In this paper the method is modified by using combination of the Euler and the random walk on moving spheres methods. The new approach allows us to significantly reduce the computation costs.

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

APPLICATION OF BAYESIAN MONTE CARLO ANALYSIS TO A LAGRANGIAN PHOTOCHEMICAL AIR QUALITY MODEL. (R824792)

EPA Science Inventory

Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...

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

PubMed

Serebrinsky, Santiago A

2011-03-01

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

Implementation of Monte Carlo Dose calculation for CyberKnife treatment planning

NASA Astrophysics Data System (ADS)

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

2008-02-01

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

Monte Carlo 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.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

Brownian dynamics and dynamic Monte Carlo simulations of isotropic and liquid crystal phases of anisotropic colloidal particles: a comparative study.

PubMed

Patti, Alessandro; Cuetos, Alejandro

2012-07-01

We report on the diffusion of purely repulsive and freely rotating colloidal rods in the isotropic, nematic, and smectic liquid crystal phases to probe the agreement between Brownian and Monte Carlo dynamics under the most general conditions. By properly rescaling the Monte Carlo time step, being related to any elementary move via the corresponding self-diffusion coefficient, with the acceptance rate of simultaneous trial displacements and rotations, we demonstrate the existence of a unique Monte Carlo time scale that allows for a direct comparison between Monte Carlo and Brownian dynamics simulations. To estimate the validity of our theoretical approach, we compare the mean square displacement of rods, their orientational autocorrelation function, and the self-intermediate scattering function, as obtained from Brownian dynamics and Monte Carlo simulations. The agreement between the results of these two approaches, even under the condition of heterogeneous dynamics generally observed in liquid crystalline phases, is excellent.

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.

Topics in structural dynamics: Nonlinear unsteady transonic flows and Monte Carlo methods in acoustics

NASA Technical Reports Server (NTRS)

Haviland, J. K.

1974-01-01

The results are reported of two unrelated studies. The first was an investigation of the formulation of the equations for non-uniform unsteady flows, by perturbation of an irrotational flow to obtain the linear Green's equation. The resulting integral equation was found to contain a kernel which could be expressed as the solution of the adjoint flow equation, a linear equation for small perturbations, but with non-constant coefficients determined by the steady flow conditions. It is believed that the non-uniform flow effects may prove important in transonic flutter, and that in such cases, the use of doublet type solutions of the wave equation would then prove to be erroneous. The second task covered an initial investigation into the use of the Monte Carlo method for solution of acoustical field problems. Computed results are given for a rectangular room problem, and for a problem involving a circular duct with a source located at the closed end.

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.

An improved random walk algorithm for the implicit Monte Carlo method

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

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

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

An 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.

Discrete range clustering using Monte Carlo methods

NASA Technical Reports Server (NTRS)

Chatterji, G. B.; Sridhar, B.

1993-01-01

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

Metallic lithium by quantum Monte Carlo

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

Sugiyama, G.; Zerah, G.; Alder, B.J.

Lithium was chosen as the simplest known metal for the first application of quantum Monte Carlo methods in order to evaluate the accuracy of conventional one-electron band theories. Lithium has been extensively studied using such techniques. Band theory calculations have certain limitations in general and specifically in their application to lithium. Results depend on such factors as charge shape approximations (muffin tins), pseudopotentials (a special problem for lithium where the lack of rho core states requires a strong pseudopotential), and the form and parameters chosen for the exchange potential. The calculations are all one-electron methods in which the correlation effectsmore » are included in an ad hoc manner. This approximation may be particularly poor in the high compression regime, where the core states become delocalized. Furthermore, band theory provides only self-consistent results rather than strict limits on the energies. The quantum Monte Carlo method is a totally different technique using a many-body rather than a mean field approach which yields an upper bound on the energies. 18 refs., 4 figs., 1 tab.« less

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

PubMed

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

2005-01-01

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

Monte Carlo investigation of anomalous transport in presence of a discontinuity and of an advection field

NASA Astrophysics Data System (ADS)

Marseguerra, M.; Zoia, A.

2007-04-01

Anomalous diffusion has recently turned out to be almost ubiquitous in transport problems. When the physical properties of the medium where the transport process takes place are stationary and constant at each spatial location, anomalous transport has been successfully analysed within the Continuous Time Random Walk (CTRW) model. In this paper, within a Monte Carlo approach to CTRW, we focus on the particle transport through two regions characterized by different physical properties, in presence of an external driving action constituted by an additional advective field, modelled within both the Galilei invariant and Galilei variant schemes. Particular attention is paid to the interplay between the distributions of space and time across the discontinuity. The resident concentration and the flux of the particles are finally evaluated and it is shown that at the interface between the two regions the flux is continuous as required by mass conservation, while the concentration may reveal a neat discontinuity. This result could open the route to the Monte Carlo investigation of the effectiveness of a physical discontinuity acting as a filter on particle concentration.

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.

Supernova Light Curves and Spectra from Two Different Codes: Supernu and Phoenix

NASA Astrophysics Data System (ADS)

Van Rossum, Daniel R; Wollaeger, Ryan T

2014-08-01

The observed similarities between light curve shapes from Type Ia supernovae, and in particular the correlation of light curve shape and brightness, have been actively studied for more than two decades. In recent years, hydronamic simulations of white dwarf explosions have advanced greatly, and multiple mechanisms that could potentially produce Type Ia supernovae have been explored in detail. The question which of the proposed mechanisms is (or are) possibly realized in nature remains challenging to answer, but detailed synthetic light curves and spectra from explosion simulations are very helpful and important guidelines towards answering this question.We present results from a newly developed radiation transport code, Supernu. Supernu solves the supernova radiation transfer problem uses a novel technique based on a hybrid between Implicit Monte Carlo and Discrete Diffusion Monte Carlo. This technique enhances the efficiency with respect to traditional implicit monte carlo codes and thus lends itself perfectly for multi-dimensional simulations. We show direct comparisons of light curves and spectra from Type Ia simulations with Supernu versus the legacy Phoenix code.

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.

Summarizing Monte Carlo Results in Methodological Research.

ERIC Educational Resources Information Center

Harwell, Michael R.

Monte Carlo studies of statistical tests are prominently featured in the methodological research literature. Unfortunately, the information from these studies does not appear to have significantly influenced methodological practice in educational and psychological research. One reason is that Monte Carlo studies lack an overarching theory to guide…

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

NASA Astrophysics Data System (ADS)

Schwarz, Karsten; Rieger, Heiko

2013-03-01

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

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

NASA Technical Reports Server (NTRS)

1982-01-01

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

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

NASA Technical Reports Server (NTRS)

Jordan, T. M.

1970-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

Use of Monte Carlo simulation for the interpretation and analysis of diffuse scattering

NASA Astrophysics Data System (ADS)

Welberry, T. R.; Chan, E. J.; Goossens, D. J.; Heerdegen, A. P.

2010-02-01

With the development of computer simulation methods there is, for the first time, the possibility of having a single general method that can be used for any diffuse scattering problem in any type of system. As computers get ever faster it is expected that current methods will become increasingly powerful and applicable to a wider and wider range of problems and materials and provide results in increasingly fine detail. In this article we discuss two contrasting recent examples. The first is concerned with the two polymorphic forms of the pharmaceutical compound benzocaine. The strong and highly structured diffuse scattering in these is shown to be symptomatic of the presence of highly correlated molecular motions. The second concerns Ag+ fast ion conduction in the pearceite/polybasite family of mineral solid electrolytes. Here Monte-Carlo simulation is used to model the diffuse scattering and gain insight into how the ionic conduction arises.

SALUTE Grid Application using Message-Oriented Middleware

NASA Astrophysics Data System (ADS)

Atanassov, E.; Dimitrov, D. Sl.; Gurov, T.

2009-10-01

Stochastic ALgorithms for Ultra-fast Transport in sEmiconductors (SALUTE) is a grid application developed for solving various computationally intensive problems which describe ultra-fast carrier transport in semiconductors. SALUTE studies memory and quantum effects during the relaxation process due to electronphonon interaction in one-band semiconductors or quantum wires. Formally, SALUTE integrates a set of novel Monte Carlo, quasi-Monte Carlo and hybrid algorithms for solving various computationally intensive problems which describe the femtosecond relaxation process of optically excited carriers in one-band semiconductors or quantum wires. In this paper we present application-specific job submission and reservation management tool named a Job Track Server (JTS). It is developed using Message-Oriented middleware to implement robust, versatile job submission and tracing mechanism, which can be tailored to application specific failover and quality of service requirements. Experience from using the JTS for submission of SALUTE jobs is presented.

Extending Strong Scaling of Quantum Monte Carlo to the Exascale

NASA Astrophysics Data System (ADS)

Shulenburger, Luke; Baczewski, Andrew; Luo, Ye; Romero, Nichols; Kent, Paul

Quantum Monte Carlo is one of the most accurate and most computationally expensive methods for solving the electronic structure problem. In spite of its significant computational expense, its massively parallel nature is ideally suited to petascale computers which have enabled a wide range of applications to relatively large molecular and extended systems. Exascale capabilities have the potential to enable the application of QMC to significantly larger systems, capturing much of the complexity of real materials such as defects and impurities. However, both memory and computational demands will require significant changes to current algorithms to realize this possibility. This talk will detail both the causes of the problem and potential solutions. Sandia National Laboratories is a multi-mission laboratory managed and operated by Sandia Corp, a wholly owned subsidiary of Lockheed Martin Corp, for the US Department of Energys National Nuclear Security Administration under contract DE-AC04-94AL85000.

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

Ant colony algorithm implementation in electron and photon Monte Carlo transport: application to the commissioning of radiosurgery photon beams.

PubMed

García-Pareja, S; Galán, P; Manzano, F; Brualla, L; Lallena, A M

2010-07-01

In this work, the authors describe an approach which has been developed to drive the application of different variance-reduction techniques to the Monte Carlo simulation of photon and electron transport in clinical accelerators. The new approach considers the following techniques: Russian roulette, splitting, a modified version of the directional bremsstrahlung splitting, and the azimuthal particle redistribution. Their application is controlled by an ant colony algorithm based on an importance map. The procedure has been applied to radiosurgery beams. Specifically, the authors have calculated depth-dose profiles, off-axis ratios, and output factors, quantities usually considered in the commissioning of these beams. The agreement between Monte Carlo results and the corresponding measurements is within approximately 3%/0.3 mm for the central axis percentage depth dose and the dose profiles. The importance map generated in the calculation can be used to discuss simulation details in the different parts of the geometry in a simple way. The simulation CPU times are comparable to those needed within other approaches common in this field. The new approach is competitive with those previously used in this kind of problems (PSF generation or source models) and has some practical advantages that make it to be a good tool to simulate the radiation transport in problems where the quantities of interest are difficult to obtain because of low statistics.

Renormalization Group Studies and Monte Carlo Simulation for Quantum Spin Systems.

NASA Astrophysics Data System (ADS)

Pan, Ching-Yan

We have discussed the extended application of various real space renormalization group methods to the quantum spin systems. At finite temperature, we extended both the reliability and range of application of the decimation renormalization group method (DRG) for calculating the thermal and magnetic properties of low-dimensional quantum spin chains, in which we have proposed general models of the three-state Potts model and the general Heisenberg model. Some interesting finite-temperature behavior of the models has been obtained. We also proposed a general formula for the critical properties of the n-dimensional q-state Potts model by using a modified migdal-Kadanoff approach which is in very good agreement with all available results for general q and d. For high-spin systems, we have investigated the famous Haldane's prediction by using a modified block renormalization group approach in spin -1over2, spin-1 and spin-3 over2 cases. Our result supports Haldane's prediction and a novel property of the spin-1 Heisenberg antiferromagnet has been predicted. A modified quantum monte Carlo simulation approach has been developed in this study which we use to treat quantum interacting problems (we only work on quantum spin systems in this study) without the "negative sign problem". We also obtain with the Monte Carlo approach the numerical derivative directly. Furthermore, using this approach we have obtained the energy spectrum and the thermodynamic properties of the antiferromagnetic q-state Potts model, and have studied the q-color problem with the result which supports Mattis' recent conjecture of entropy for the n -dimensional q-state Potts antiferromagnet. We also find a general solution for the q-color problem in d dimensions.

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

ERIC Educational Resources Information Center

Alsop, Brent

2004-01-01

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

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)

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.

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

NASA Astrophysics Data System (ADS)

Hoogenboom, J. Eduard

2014-06-01

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

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.

New approach based on tetrahedral-mesh geometry for accurate 4D Monte Carlo patient-dose calculation

NASA Astrophysics Data System (ADS)

Han, Min Cheol; Yeom, Yeon Soo; Kim, Chan Hyeong; Kim, Seonghoon; Sohn, Jason W.

2015-02-01

In the present study, to achieve accurate 4D Monte Carlo dose calculation in radiation therapy, we devised a new approach that combines (1) modeling of the patient body using tetrahedral-mesh geometry based on the patient’s 4D CT data, (2) continuous movement/deformation of the tetrahedral patient model by interpolation of deformation vector fields acquired through deformable image registration, and (3) direct transportation of radiation particles during the movement and deformation of the tetrahedral patient model. The results of our feasibility study show that it is certainly possible to construct 4D patient models (= phantoms) with sufficient accuracy using the tetrahedral-mesh geometry and to directly transport radiation particles during continuous movement and deformation of the tetrahedral patient model. This new approach not only produces more accurate dose distribution in the patient but also replaces the current practice of using multiple 3D voxel phantoms and combining multiple dose distributions after Monte Carlo simulations. For routine clinical application of our new approach, the use of fast automatic segmentation algorithms is a must. In order to achieve, simultaneously, both dose accuracy and computation speed, the number of tetrahedrons for the lungs should be optimized. Although the current computation speed of our new 4D Monte Carlo simulation approach is slow (i.e. ~40 times slower than that of the conventional dose accumulation approach), this problem is resolvable by developing, in Geant4, a dedicated navigation class optimized for particle transportation in tetrahedral-mesh geometry.

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

Performance Study of Monte Carlo Codes on Xeon Phi Coprocessors — Testing MCNP 6.1 and Profiling ARCHER Geometry Module on the FS7ONNi Problem

NASA Astrophysics Data System (ADS)

Liu, Tianyu; Wolfe, Noah; Lin, Hui; Zieb, Kris; Ji, Wei; Caracappa, Peter; Carothers, Christopher; Xu, X. George

2017-09-01

This paper contains two parts revolving around Monte Carlo transport simulation on Intel Many Integrated Core coprocessors (MIC, also known as Xeon Phi). (1) MCNP 6.1 was recompiled into multithreading (OpenMP) and multiprocessing (MPI) forms respectively without modification to the source code. The new codes were tested on a 60-core 5110P MIC. The test case was FS7ONNi, a radiation shielding problem used in MCNP's verification and validation suite. It was observed that both codes became slower on the MIC than on a 6-core X5650 CPU, by a factor of 4 for the MPI code and, abnormally, 20 for the OpenMP code, and both exhibited limited capability of strong scaling. (2) We have recently added a Constructive Solid Geometry (CSG) module to our ARCHER code to provide better support for geometry modelling in radiation shielding simulation. The functions of this module are frequently called in the particle random walk process. To identify the performance bottleneck we developed a CSG proxy application and profiled the code using the geometry data from FS7ONNi. The profiling data showed that the code was primarily memory latency bound on the MIC. This study suggests that despite low initial porting e_ort, Monte Carlo codes do not naturally lend themselves to the MIC platform — just like to the GPUs, and that the memory latency problem needs to be addressed in order to achieve decent performance gain.

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.

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

Application of the Bootstrap Methods in Factor Analysis.

ERIC Educational Resources Information Center

Ichikawa, Masanori; Konishi, Sadanori

1995-01-01

A Monte Carlo experiment was conducted to investigate the performance of bootstrap methods in normal theory maximum likelihood factor analysis when the distributional assumption was satisfied or unsatisfied. Problems arising with the use of bootstrap methods are highlighted. (SLD)

Self-optimizing Monte Carlo method for nuclear well logging simulation

NASA Astrophysics Data System (ADS)

Liu, Lianyan

1997-09-01

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

A Primer in Monte Carlo Integration Using Mathcad

ERIC Educational Resources Information Center

Hoyer, Chad E.; Kegerreis, Jeb S.

2013-01-01

The essentials of Monte Carlo integration are presented for use in an upper-level physical chemistry setting. A Mathcad document that aids in the dissemination and utilization of this information is described and is available in the Supporting Information. A brief outline of Monte Carlo integration is given, along with ideas and pedagogy for…

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.

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.

Numerical integration of detector response functions via Monte Carlo simulations

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

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

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

NOTE: Monte Carlo evaluation of kerma in an HDR brachytherapy bunker

NASA Astrophysics Data System (ADS)

Pérez-Calatayud, J.; Granero, D.; Ballester, F.; Casal, E.; Crispin, V.; Puchades, V.; León, A.; Verdú, G.

2004-12-01

In recent years, the use of high dose rate (HDR) after-loader machines has greatly increased due to the shift from traditional Cs-137/Ir-192 low dose rate (LDR) to HDR brachytherapy. The method used to calculate the required concrete and, where appropriate, lead shielding in the door is based on analytical methods provided by documents published by the ICRP, the IAEA and the NCRP. The purpose of this study is to perform a more realistic kerma evaluation at the entrance maze door of an HDR bunker using the Monte Carlo code GEANT4. The Monte Carlo results were validated experimentally. The spectrum at the maze entrance door, obtained with Monte Carlo, has an average energy of about 110 keV, maintaining a similar value along the length of the maze. The comparison of results from the aforementioned values with the Monte Carlo ones shows that results obtained using the albedo coefficient from the ICRP document more closely match those given by the Monte Carlo method, although the maximum value given by MC calculations is 30% greater.

Numerical integration of detector response functions via Monte Carlo simulations

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Numerical integration of detector response functions via Monte Carlo simulations

DOE PAGES

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

2017-06-13

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

Monte Carlo Calculations of Polarized Microwave Radiation Emerging from Cloud Structures

NASA Technical Reports Server (NTRS)

Kummerow, Christian; Roberti, Laura

1998-01-01

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

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.

Monte Carlo simulations in X-ray imaging

NASA Astrophysics Data System (ADS)

Giersch, Jürgen; Durst, Jürgen

2008-06-01

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

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.

Continuous-time quantum Monte Carlo impurity solvers

NASA Astrophysics Data System (ADS)

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

2011-04-01

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

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.

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

PubMed

Kapfer, Sebastian C; Krauth, Werner

2016-09-01

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

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.

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.

Monte Carlo, Probability, Algebra, and Pi.

ERIC Educational Resources Information Center

Hinders, Duane C.

1981-01-01

The uses of random number generators are illustrated in three ways: (1) the solution of a probability problem using a coin; (2) the solution of a system of simultaneous linear equations using a die; and (3) the approximation of pi using darts. (MP)

Computational Physics.

ERIC Educational Resources Information Center

Borcherds, P. H.

1986-01-01

Describes an optional course in "computational physics" offered at the University of Birmingham. Includes an introduction to numerical methods and presents exercises involving fast-Fourier transforms, non-linear least-squares, Monte Carlo methods, and the three-body problem. Recommends adding laboratory work into the course in the…

Comparing Linear Discriminant Function with Logistic Regression for the Two-Group Classification Problem.

ERIC Educational Resources Information Center

Fan, Xitao; Wang, Lin

The Monte Carlo study compared the performance of predictive discriminant analysis (PDA) and that of logistic regression (LR) for the two-group classification problem. Prior probabilities were used for classification, but the cost of misclassification was assumed to be equal. The study used a fully crossed three-factor experimental design (with…

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

ERIC Educational Resources Information Center

Mao, Xiuzhen; Xin, Tao

2013-01-01

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

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

ERIC Educational Resources Information Center

Simonson, Shawn R.

2017-01-01

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

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

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.

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.

Improving multivariate Horner schemes with Monte Carlo tree search

NASA Astrophysics Data System (ADS)

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

2013-11-01

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

Unreliable numbers: error and harm induced by bad design can be reduced by better design

PubMed Central

Thimbleby, Harold; Oladimeji, Patrick; Cairns, Paul

2015-01-01

Number entry is a ubiquitous activity and is often performed in safety- and mission-critical procedures, such as healthcare, science, finance, aviation and in many other areas. We show that Monte Carlo methods can quickly and easily compare the reliability of different number entry systems. A surprising finding is that many common, widely used systems are defective, and induce unnecessary human error. We show that Monte Carlo methods enable designers to explore the implications of normal and unexpected operator behaviour, and to design systems to be more resilient to use error. We demonstrate novel designs with improved resilience, implying that the common problems identified and the errors they induce are avoidable. PMID:26354830

A comparison of the COG and MCNP codes in computational neutron capture therapy modeling, Part I: boron neutron capture therapy models.

PubMed

Culbertson, C N; Wangerin, K; Ghandourah, E; Jevremovic, T

2005-08-01

The goal of this study was to evaluate the COG Monte Carlo radiation transport code, developed and tested by Lawrence Livermore National Laboratory, for neutron capture therapy related modeling. A boron neutron capture therapy model was analyzed comparing COG calculational results to results from the widely used MCNP4B (Monte Carlo N-Particle) transport code. The approach for computing neutron fluence rate and each dose component relevant in boron neutron capture therapy is described, and calculated values are shown in detail. The differences between the COG and MCNP predictions are qualified and quantified. The differences are generally small and suggest that the COG code can be applied for BNCT research related problems.

Model-Averaged ℓ1 Regularization using Markov Chain Monte Carlo Model Composition

PubMed Central

Fraley, Chris; Percival, Daniel

2014-01-01

Bayesian Model Averaging (BMA) is an effective technique for addressing model uncertainty in variable selection problems. However, current BMA approaches have computational difficulty dealing with data in which there are many more measurements (variables) than samples. This paper presents a method for combining ℓ1 regularization and Markov chain Monte Carlo model composition techniques for BMA. By treating the ℓ1 regularization path as a model space, we propose a method to resolve the model uncertainty issues arising in model averaging from solution path point selection. We show that this method is computationally and empirically effective for regression and classification in high-dimensional datasets. We apply our technique in simulations, as well as to some applications that arise in genomics. PMID:25642001

Bold-line Monte Carlo and the nonequilibrium physics of strongly correlated many-body systems

NASA Astrophysics Data System (ADS)

Cohen, Guy

2015-03-01

This talk summarizes real time bold-line diagrammatic Monte-Carlo approaches to quantum impurity models, which make significant headway against the sign problem by summing over corrections to self-consistent diagrammatic expansions rather than a bare diagrammatic series. When the bold-line method is combined with reduced dynamics techniques both local single-time properties and two time correlators such as Green functions can be computed at very long timescales, enabling studies of nonequilibrium steady state behavior of quantum impurity models and creating new solvers for nonequilibrium dynamical mean field theory. This work is supported by NSF DMR 1006282, NSF CHE-1213247, DOE ER 46932, TG-DMR120085 and TG-DMR130036, and the Yad Hanadiv-Rothschild Foundation.

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

NASA Astrophysics Data System (ADS)

Madani, Kaveh; Lund, Jay R.

2011-05-01

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

Use of Fluka to Create Dose Calculations

NASA Technical Reports Server (NTRS)

Lee, Kerry T.; Barzilla, Janet; Townsend, Lawrence; Brittingham, John

2012-01-01

Monte Carlo codes provide an effective means of modeling three dimensional radiation transport; however, their use is both time- and resource-intensive. The creation of a lookup table or parameterization from Monte Carlo simulation allows users to perform calculations with Monte Carlo results without replicating lengthy calculations. FLUKA Monte Carlo transport code was used to develop lookup tables and parameterizations for data resulting from the penetration of layers of aluminum, polyethylene, and water with areal densities ranging from 0 to 100 g/cm^2. Heavy charged ion radiation including ions from Z=1 to Z=26 and from 0.1 to 10 GeV/nucleon were simulated. Dose, dose equivalent, and fluence as a function of particle identity, energy, and scattering angle were examined at various depths. Calculations were compared against well-known results and against the results of other deterministic and Monte Carlo codes. Results will be presented.

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.

Radiative transfer modelling inside thermal protection system using hybrid homogenization method for a backward Monte Carlo method coupled with Mie theory

NASA Astrophysics Data System (ADS)

Le Foll, S.; André, F.; Delmas, A.; Bouilly, J. M.; Aspa, Y.

2012-06-01

A backward Monte Carlo method for modelling the spectral directional emittance of fibrous media has been developed. It uses Mie theory to calculate the radiative properties of single fibres, modelled as infinite cylinders, and the complex refractive index is computed by a Drude-Lorenz model for the dielectric function. The absorption and scattering coefficient are homogenised over several fibres, but the scattering phase function of a single one is used to determine the scattering direction of energy inside the medium. Sensitivity analysis based on several Monte Carlo results has been performed to estimate coefficients for a Multi-Linear Model (MLM) specifically developed for inverse analysis of experimental data. This model concurs with the Monte Carlo method and is highly computationally efficient. In contrast, the surface emissivity model, which assumes an opaque medium, shows poor agreement with the reference Monte Carlo calculations.

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.

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.

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.

Analysis of Naval Ammunition Stock Positioning

DTIC Science & Technology

2015-12-01

model takes once the Monte -Carlo simulation determines the assigned probabilities for site-to-site locations. Column two shows how the simulation...stockpiles and positioning them at coastal Navy facilities. A Monte -Carlo simulation model was developed to simulate expected cost and delivery...TERMS supply chain management, Monte -Carlo simulation, risk, delivery performance, stock positioning 15. NUMBER OF PAGES 85 16. PRICE CODE 17

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...

[Accuracy Check of Monte Carlo Simulation in Particle Therapy Using Gel Dosimeters].

PubMed

Furuta, Takuya

2017-01-01

Gel dosimeters are a three-dimensional imaging tool for dose distribution induced by radiations. They can be used for accuracy check of Monte Carlo simulation in particle therapy. An application was reviewed in this article. An inhomogeneous biological sample placing a gel dosimeter behind it was irradiated by carbon beam. The recorded dose distribution in the gel dosimeter reflected the inhomogeneity of the biological sample. Monte Carlo simulation was conducted by reconstructing the biological sample from its CT image. The accuracy of the particle transport by Monte Carlo simulation was checked by comparing the dose distribution in the gel dosimeter between simulation and experiment.

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.

Recommender engine for continuous-time quantum Monte Carlo methods

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

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

Accuracy of Monte Carlo simulations compared to in-vivo MDCT dosimetry.

PubMed

Bostani, Maryam; Mueller, Jonathon W; McMillan, Kyle; Cody, Dianna D; Cagnon, Chris H; DeMarco, John J; McNitt-Gray, Michael F

2015-02-01

The purpose of this study was to assess the accuracy of a Monte Carlo simulation-based method for estimating radiation dose from multidetector computed tomography (MDCT) by comparing simulated doses in ten patients to in-vivo dose measurements. MD Anderson Cancer Center Institutional Review Board approved the acquisition of in-vivo rectal dose measurements in a pilot study of ten patients undergoing virtual colonoscopy. The dose measurements were obtained by affixing TLD capsules to the inner lumen of rectal catheters. Voxelized patient models were generated from the MDCT images of the ten patients, and the dose to the TLD for all exposures was estimated using Monte Carlo based simulations. The Monte Carlo simulation results were compared to the in-vivo dose measurements to determine accuracy. The calculated mean percent difference between TLD measurements and Monte Carlo simulations was -4.9% with standard deviation of 8.7% and a range of -22.7% to 5.7%. The results of this study demonstrate very good agreement between simulated and measured doses in-vivo. Taken together with previous validation efforts, this work demonstrates that the Monte Carlo simulation methods can provide accurate estimates of radiation dose in patients undergoing CT examinations.

High-efficiency wavefunction updates for large scale Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

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

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

A Monte Carlo analysis of breast screening randomized trials.

PubMed

Zamora, Luis I; Forastero, Cristina; Guirado, Damián; Lallena, Antonio M

2016-12-01

To analyze breast screening randomized trials with a Monte Carlo simulation tool. A simulation tool previously developed to simulate breast screening programmes was adapted for that purpose. The history of women participating in the trials was simulated, including a model for survival after local treatment of invasive cancers. Distributions of time gained due to screening detection against symptomatic detection and the overall screening sensitivity were used as inputs. Several randomized controlled trials were simulated. Except for the age range of women involved, all simulations used the same population characteristics and this permitted to analyze their external validity. The relative risks obtained were compared to those quoted for the trials, whose internal validity was addressed by further investigating the reasons of the disagreements observed. The Monte Carlo simulations produce results that are in good agreement with most of the randomized trials analyzed, thus indicating their methodological quality and external validity. A reduction of the breast cancer mortality around 20% appears to be a reasonable value according to the results of the trials that are methodologically correct. Discrepancies observed with Canada I and II trials may be attributed to a low mammography quality and some methodological problems. Kopparberg trial appears to show a low methodological quality. Monte Carlo simulations are a powerful tool to investigate breast screening controlled randomized trials, helping to establish those whose results are reliable enough to be extrapolated to other populations and to design the trial strategies and, eventually, adapting them during their development. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Polarized radiative transfer considering thermal emission in semitransparent media

NASA Astrophysics Data System (ADS)

Ben, Xun; Yi, Hong-Liang; Tan, He-Ping

2014-09-01

The characteristics of the polarization must be considered for a complete and correct description of radiation transfer in a scattering medium. Observing and identifying the polarizition characteristics of the thermal emission of a hot semitransparent medium have a major significance to analyze the optical responses of the medium for different temperatures. In this paper, a Monte Carlo method is developed for polarzied radiative transfer in a semitransparent medium. There are mainly two kinds of mechanisms leading to polarization of light: specular reflection on the Fresnel boundary and scattering by particles. The determination of scattering direction is the key to solve polarized radiative transfer problem using the Monte Carlo method. An optimized rejection method is used to calculate the scattering angles. In the model, the treatment of specular reflection is also considered, and in the process of tracing photons, the normalization must be applied to the Stokes vector when scattering, reflection, or transmission occurs. The vector radiative transfer matrix (VRTM) is defined and solved using Monte Carlo strategy, by which all four Stokes elements can be determined. Our results for Rayleigh scattering and Mie scattering are compared well with published data. The accuracy of the developed Monte Carlo method is shown to be good enough for the solution to vector radiative transfer. Polarization characteristics of thermal emission in a hot semitransparent medium is investigated, and results show that the U and V parameters of Stokes vector are equal to zero, an obvious peak always appear in the Q curve instead of the I curve, and refractive index has a completely different effect on I from Q.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

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.

Bayesian modelling of uncertainties of Monte Carlo radiative-transfer simulations

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Bayesian modelling of uncertainties of Monte Carlo radiative-transfer simulations

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

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

DTIC Science & Technology

1984-07-01

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

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

Verification of unfold error estimates in the unfold operator code

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

Fehl, D.L.; Biggs, F.

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

Parallel Monte Carlo Search for Hough Transform

NASA Astrophysics Data System (ADS)

Lopes, Raul H. C.; Franqueira, Virginia N. L.; Reid, Ivan D.; Hobson, Peter R.

2017-10-01

We investigate the problem of line detection in digital image processing and in special how state of the art algorithms behave in the presence of noise and whether CPU efficiency can be improved by the combination of a Monte Carlo Tree Search, hierarchical space decomposition, and parallel computing. The starting point of the investigation is the method introduced in 1962 by Paul Hough for detecting lines in binary images. Extended in the 1970s to the detection of space forms, what came to be known as Hough Transform (HT) has been proposed, for example, in the context of track fitting in the LHC ATLAS and CMS projects. The Hough Transform transfers the problem of line detection, for example, into one of optimization of the peak in a vote counting process for cells which contain the possible points of candidate lines. The detection algorithm can be computationally expensive both in the demands made upon the processor and on memory. Additionally, it can have a reduced effectiveness in detection in the presence of noise. Our first contribution consists in an evaluation of the use of a variation of the Radon Transform as a form of improving theeffectiveness of line detection in the presence of noise. Then, parallel algorithms for variations of the Hough Transform and the Radon Transform for line detection are introduced. An algorithm for Parallel Monte Carlo Search applied to line detection is also introduced. Their algorithmic complexities are discussed. Finally, implementations on multi-GPU and multicore architectures are discussed.

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.

Diagnosing Undersampling Biases in Monte Carlo Eigenvalue and Flux Tally Estimates

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

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

2017-02-08

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

Hybrid Monte Carlo/Deterministic Methods for Accelerating Active Interrogation Modeling

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

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

2013-01-01

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

Annealed Importance Sampling Reversible Jump MCMC algorithms

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

Karagiannis, Georgios; Andrieu, Christophe

2013-03-20

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

A linear stability analysis for nonlinear, grey, thermal radiative transfer problems

NASA Astrophysics Data System (ADS)

Wollaber, Allan B.; Larsen, Edward W.

2011-02-01

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 α, the IMC time-discretization parameter, satisfies 0.5 < α ⩽ 1. This is consistent with conventional wisdom. However, we 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.

Solving geosteering inverse problems by stochastic Hybrid Monte Carlo method

DOE PAGES

Shen, Qiuyang; Wu, Xuqing; Chen, Jiefu; ...

2017-11-20

The inverse problems arise in almost all fields of science where the real-world parameters are extracted from a set of measured data. The geosteering inversion plays an essential role in the accurate prediction of oncoming strata as well as a reliable guidance to adjust the borehole position on the fly to reach one or more geological targets. This mathematical treatment is not easy to solve, which requires finding an optimum solution among a large solution space, especially when the problem is non-linear and non-convex. Nowadays, a new generation of logging-while-drilling (LWD) tools has emerged on the market. The so-called azimuthalmore » resistivity LWD tools have azimuthal sensitivity and a large depth of investigation. Hence, the associated inverse problems become much more difficult since the earth model to be inverted will have more detailed structures. The conventional deterministic methods are incapable to solve such a complicated inverse problem, where they suffer from the local minimum trap. Alternatively, stochastic optimizations are in general better at finding global optimal solutions and handling uncertainty quantification. In this article, we investigate the Hybrid Monte Carlo (HMC) based statistical inversion approach and suggest that HMC based inference is more efficient in dealing with the increased complexity and uncertainty faced by the geosteering problems.« less

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…

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

PubMed

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

2005-01-01

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

Break the Data-Bank with Monte Carlo? Statistical Problems in the Dispute between Conroy (1996) and Crinella, McCleary, and Swanson (1998).

ERIC Educational Resources Information Center

Heifetz, Louis J.

1998-01-01

Comments on "The Small ICF/MR Program: Dimensions of Quality and Cost" (Conroy), that found small Intermediate Care Facilities (ICF) for individuals with mental retardation are inferior to other community programs. Acknowledges that while some research problems exist, no important evidence against the findings has been provided. (CR)

Application of Monte Carlo algorithms to the Bayesian analysis of the Cosmic Microwave Background

NASA Technical Reports Server (NTRS)

Jewell, J.; Levin, S.; Anderson, C. H.

2004-01-01

Power spectrum estimation and evaluation of associated errors in the presence of incomplete sky coverage; nonhomogeneous, correlated instrumental noise; and foreground emission are problems of central importance for the extraction of cosmological information from the cosmic microwave background (CMB).

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

DOE PAGES

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

2018-04-30

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

On recontamination and directional-bias problems in Monte Carlo simulation of PDF turbulence models

NASA Technical Reports Server (NTRS)

Hsu, Andrew T.

1991-01-01

Turbulent combustion can not be simulated adequately by conventional moment closure turbulence models. The difficulty lies in the fact that the reaction rate is in general an exponential function of the temperature, and the higher order correlations in the conventional moment closure models of the chemical source term can not be neglected, making the applications of such models impractical. The probability density function (pdf) method offers an attractive alternative: in a pdf model, the chemical source terms are closed and do not require additional models. A grid dependent Monte Carlo scheme was studied, since it is a logical alternative, wherein the number of computer operations increases only linearly with the increase of number of independent variables, as compared to the exponential increase in a conventional finite difference scheme. A new algorithm was devised that satisfies a restriction in the case of pure diffusion or uniform flow problems. Although for nonuniform flows absolute conservation seems impossible, the present scheme has reduced the error considerably.

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

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

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

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

Least squares polynomial chaos expansion: A review of sampling strategies

NASA Astrophysics Data System (ADS)

Hadigol, Mohammad; Doostan, Alireza

2018-04-01

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

Scaling analysis and instantons for thermally assisted tunneling and quantum Monte Carlo simulations

NASA Astrophysics Data System (ADS)

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

2017-01-01

We develop an instantonic calculus to derive an analytical expression for the thermally assisted tunneling decay rate of a metastable state in a fully connected quantum spin model. The tunneling decay problem can be mapped onto the Kramers escape problem of a classical random dynamical field. This dynamical field is simulated efficiently by path-integral quantum Monte Carlo (QMC). We show analytically that the exponential scaling with the number of spins of the thermally assisted quantum tunneling rate and the escape rate of the QMC process are identical. We relate this effect to the existence of a dominant instantonic tunneling path. The instanton trajectory is described by nonlinear dynamical mean-field theory equations for a single-site magnetization vector, which we solve exactly. Finally, we derive scaling relations for the "spiky" barrier shape when the spin tunneling and QMC rates scale polynomially with the number of spins N while a purely classical over-the-barrier activation rate scales exponentially with N .

Controlling sign problems in spin models using tensor renormalization

NASA Astrophysics Data System (ADS)

Denbleyker, Alan; Liu, Yuzhi; Meurice, Y.; Qin, M. P.; Xiang, T.; Xie, Z. Y.; Yu, J. F.; Zou, Haiyuan

2014-01-01

We consider the sign problem for classical spin models at complex β =1/g02 on L ×L lattices. We show that the tensor renormalization group method allows reliable calculations for larger Imβ than the reweighting Monte Carlo method. For the Ising model with complex β we compare our results with the exact Onsager-Kaufman solution at finite volume. The Fisher zeros can be determined precisely with the tensor renormalization group method. We check the convergence of the tensor renormalization group method for the O(2) model on L×L lattices when the number of states Ds increases. We show that the finite size scaling of the calculated Fisher zeros agrees very well with the Kosterlitz-Thouless transition assumption and predict the locations for larger volume. The location of these zeros agree with Monte Carlo reweighting calculation for small volume. The application of the method for the O(2) model with a chemical potential is briefly discussed.

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.

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.

Self-learning Monte Carlo method

DOE PAGES

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

2017-01-04

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

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

PubMed

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

2005-10-01

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

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

DOE PAGES

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

2018-04-19

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

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.

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

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

NASA Astrophysics Data System (ADS)

Burns, Kimberly Ann

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

Computation of Ground-State Properties in Molecular Systems: Back-Propagation with Auxiliary-Field Quantum Monte Carlo.

PubMed

Motta, Mario; Zhang, Shiwei

2017-11-14

We address the computation of ground-state properties of chemical systems and realistic materials within the auxiliary-field quantum Monte Carlo method. The phase constraint to control the Fermion phase problem requires the random walks in Slater determinant space to be open-ended with branching. This in turn makes it necessary to use back-propagation (BP) to compute averages and correlation functions of operators that do not commute with the Hamiltonian. Several BP schemes are investigated, and their optimization with respect to the phaseless constraint is considered. We propose a modified BP method for the computation of observables in electronic systems, discuss its numerical stability and computational complexity, and assess its performance by computing ground-state properties in several molecular systems, including small organic molecules.

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

PubMed Central

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

2015-01-01

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

Virial coefficients and demixing in the Asakura-Oosawa model.

PubMed

López de Haro, Mariano; Tejero, Carlos F; Santos, Andrés; Yuste, Santos B; Fiumara, Giacomo; Saija, Franz

2015-01-07

The problem of demixing in the Asakura-Oosawa colloid-polymer model is considered. The critical constants are computed using truncated virial expansions up to fifth order. While the exact analytical results for the second and third virial coefficients are known for any size ratio, analytical results for the fourth virial coefficient are provided here, and fifth virial coefficients are obtained numerically for particular size ratios using standard Monte Carlo techniques. We have computed the critical constants by successively considering the truncated virial series up to the second, third, fourth, and fifth virial coefficients. The results for the critical colloid and (reservoir) polymer packing fractions are compared with those that follow from available Monte Carlo simulations in the grand canonical ensemble. Limitations and perspectives of this approach are pointed out.

Tool for Rapid Analysis of Monte Carlo Simulations

NASA Technical Reports Server (NTRS)

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

2013-01-01

Designing a spacecraft, or any other complex engineering system, requires extensive simulation and analysis work. Oftentimes, the large amounts of simulation data generated are very difficult and time consuming to analyze, with the added risk of overlooking potentially critical problems in the design. The authors have developed a generic data analysis tool that can quickly sort through large data sets and point an analyst to the areas in the data set that cause specific types of failures. The first version of this tool was a serial code and the current version is a parallel code, which has greatly increased the analysis capabilities. This paper describes the new implementation of this analysis tool on a graphical processing unit, and presents analysis results for NASA's Orion Monte Carlo data to demonstrate its capabilities.

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

PubMed

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

2015-04-08

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

Bayesian Treatment of Uncertainty in Environmental Modeling: Optimization, Sampling and Data Assimilation Using the DREAM Software Package

NASA Astrophysics Data System (ADS)

Vrugt, J. A.

2012-12-01

In the past decade much progress has been made in the treatment of uncertainty in earth systems modeling. Whereas initial approaches has focused mostly on quantification of parameter and predictive uncertainty, recent methods attempt to disentangle the effects of parameter, forcing (input) data, model structural and calibration data errors. In this talk I will highlight some of our recent work involving theory, concepts and applications of Bayesian parameter and/or state estimation. In particular, new methods for sequential Monte Carlo (SMC) and Markov Chain Monte Carlo (MCMC) simulation will be presented with emphasis on massively parallel distributed computing and quantification of model structural errors. The theoretical and numerical developments will be illustrated using model-data synthesis problems in hydrology, hydrogeology and geophysics.

Benchmarking PARTISN with Analog Monte Carlo: Moments of the Neutron Number and the Cumulative Fission Number Probability Distributions

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

O'Rourke, Patrick Francis

The purpose of this report is to provide the reader with an understanding of how a Monte Carlo neutron transport code was written, developed, and evolved to calculate the probability distribution functions (PDFs) and their moments for the neutron number at a final time as well as the cumulative fission number, along with introducing several basic Monte Carlo concepts.

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…

MR Imaging Based Treatment Planning for Radiotherapy of Prostate Cancer

DTIC Science & Technology

2007-02-01

developed practical methods for heterogeneity correction for MRI - based dose calculations (Chen et al 2007). 6) We will use existing Monte Carlo ... Monte Carlo verification of IMRT dose distributions from a commercial treatment planning optimization system, Phys. Med. Biol., 45:2483-95 (2000) Ma...accuracy and consistency for MR based IMRT treatment planning for prostate cancer. A short paper entitled “ Monte Carlo dose verification of MR image based

Perturbative two- and three-loop coefficients from large β Monte Carlo

NASA Astrophysics Data System (ADS)

Lepage, G. P.; Mackenzie, P. B.; Shakespeare, N. H.; Trottier, H. D.

Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large β on finite volumes, where all the lattice momenta are large. The Monte Carlo results are in excellent agreement with perturbation theory through second order. New results for third order coefficients are reported. Twisted boundary conditions are used to eliminate zero modes and to suppress Z3 tunneling.

Perturbative two- and three-loop coefficients from large b Monte Carlo

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

G.P. Lepage; P.B. Mackenzie; N.H. Shakespeare

1999-10-18

Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large {beta} on finite volumes, where all the lattice momenta are large. The Monte Carlo results are in excellent agreement with perturbation theory through second order. New results for third order coefficients are reported. Twisted boundary conditions are used to eliminate zero modes and to suppress Z{sub 3} tunneling.

Accuracy of Monte Carlo simulations compared to in-vivo MDCT dosimetry

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

Bostani, Maryam, E-mail: mbostani@mednet.ucla.edu; McMillan, Kyle; Cagnon, Chris H.

Purpose: The purpose of this study was to assess the accuracy of a Monte Carlo simulation-based method for estimating radiation dose from multidetector computed tomography (MDCT) by comparing simulated doses in ten patients to in-vivo dose measurements. Methods: MD Anderson Cancer Center Institutional Review Board approved the acquisition of in-vivo rectal dose measurements in a pilot study of ten patients undergoing virtual colonoscopy. The dose measurements were obtained by affixing TLD capsules to the inner lumen of rectal catheters. Voxelized patient models were generated from the MDCT images of the ten patients, and the dose to the TLD for allmore » exposures was estimated using Monte Carlo based simulations. The Monte Carlo simulation results were compared to the in-vivo dose measurements to determine accuracy. Results: The calculated mean percent difference between TLD measurements and Monte Carlo simulations was −4.9% with standard deviation of 8.7% and a range of −22.7% to 5.7%. Conclusions: The results of this study demonstrate very good agreement between simulated and measured doses in-vivo. Taken together with previous validation efforts, this work demonstrates that the Monte Carlo simulation methods can provide accurate estimates of radiation dose in patients undergoing CT examinations.« less

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

Hybrid computer optimization of systems with random parameters

NASA Technical Reports Server (NTRS)

White, R. C., Jr.

1972-01-01

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

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

NASA Astrophysics Data System (ADS)

Kalle, Claus; Wansleben, Stephan

1984-10-01

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

Teaching Probability in Intermediate Grades

ERIC Educational Resources Information Center

Engel, Arthur

1971-01-01

A discussion of the importance and procedures for including probability in the elementary through secondary mathematics curriculum is presented. Many examples and problems are presented which the author feels students can understand and will be motivated to do. Random digits, Monte Carlo methods, combinatorial theory, and Markov chains are…

A new Green's function Monte Carlo algorithm for the solution of the two-dimensional nonlinear Poisson–Boltzmann equation: Application to the modeling of the communication breakdown problem in space vehicles during re-entry

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

Chatterjee, Kausik, E-mail: kausik.chatterjee@aggiemail.usu.edu; Center for Atmospheric and Space Sciences, Utah State University, Logan, UT 84322; Roadcap, John R., E-mail: john.roadcap@us.af.mil

The objective of this paper is the exposition of a recently-developed, novel Green's function Monte Carlo (GFMC) algorithm for the solution of nonlinear partial differential equations and its application to the modeling of the plasma sheath region around a cylindrical conducting object, carrying a potential and moving at low speeds through an otherwise neutral medium. The plasma sheath is modeled in equilibrium through the GFMC solution of the nonlinear Poisson–Boltzmann (NPB) equation. The traditional Monte Carlo based approaches for the solution of nonlinear equations are iterative in nature, involving branching stochastic processes which are used to calculate linear functionals ofmore » the solution of nonlinear integral equations. Over the last several years, one of the authors of this paper, K. Chatterjee has been developing a philosophically-different approach, where the linearization of the equation of interest is not required and hence there is no need for iteration and the simulation of branching processes. Instead, an approximate expression for the Green's function is obtained using perturbation theory, which is used to formulate the random walk equations within the problem sub-domains where the random walker makes its walks. However, as a trade-off, the dimensions of these sub-domains have to be restricted by the limitations imposed by perturbation theory. The greatest advantage of this approach is the ease and simplicity of parallelization stemming from the lack of the need for iteration, as a result of which the parallelization procedure is identical to the parallelization procedure for the GFMC solution of a linear problem. The application area of interest is in the modeling of the communication breakdown problem during a space vehicle's re-entry into the atmosphere. However, additional application areas are being explored in the modeling of electromagnetic propagation through the atmosphere/ionosphere in UHF/GPS applications.« less

A new Green's function Monte Carlo algorithm for the solution of the two-dimensional nonlinear Poisson-Boltzmann equation: Application to the modeling of the communication breakdown problem in space vehicles during re-entry

NASA Astrophysics Data System (ADS)

Chatterjee, Kausik; Roadcap, John R.; Singh, Surendra

2014-11-01

The objective of this paper is the exposition of a recently-developed, novel Green's function Monte Carlo (GFMC) algorithm for the solution of nonlinear partial differential equations and its application to the modeling of the plasma sheath region around a cylindrical conducting object, carrying a potential and moving at low speeds through an otherwise neutral medium. The plasma sheath is modeled in equilibrium through the GFMC solution of the nonlinear Poisson-Boltzmann (NPB) equation. The traditional Monte Carlo based approaches for the solution of nonlinear equations are iterative in nature, involving branching stochastic processes which are used to calculate linear functionals of the solution of nonlinear integral equations. Over the last several years, one of the authors of this paper, K. Chatterjee has been developing a philosophically-different approach, where the linearization of the equation of interest is not required and hence there is no need for iteration and the simulation of branching processes. Instead, an approximate expression for the Green's function is obtained using perturbation theory, which is used to formulate the random walk equations within the problem sub-domains where the random walker makes its walks. However, as a trade-off, the dimensions of these sub-domains have to be restricted by the limitations imposed by perturbation theory. The greatest advantage of this approach is the ease and simplicity of parallelization stemming from the lack of the need for iteration, as a result of which the parallelization procedure is identical to the parallelization procedure for the GFMC solution of a linear problem. The application area of interest is in the modeling of the communication breakdown problem during a space vehicle's re-entry into the atmosphere. However, additional application areas are being explored in the modeling of electromagnetic propagation through the atmosphere/ionosphere in UHF/GPS applications.

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Verification and Validation of Monte Carlo n-Particle Code 6 (MCNP6) with Neutron Protection Factor Measurements of an Iron Box

DTIC Science & Technology

2014-03-27

VERIFICATION AND VALIDATION OF MONTE CARLO N- PARTICLE CODE 6 (MCNP6) WITH NEUTRON PROTECTION FACTOR... PARTICLE CODE 6 (MCNP6) WITH NEUTRON PROTECTION FACTOR MEASUREMENTS OF AN IRON BOX THESIS Presented to the Faculty Department of Engineering...STATEMENT A. APPROVED FOR PUBLIC RELEASE; DISTRIBUTION UNLIMITED iv AFIT-ENP-14-M-05 VERIFICATION AND VALIDATION OF MONTE CARLO N- PARTICLE CODE 6

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.

MUFFSgenMC: An Open Source MUon Flexible Framework for Spectral GENeration for Monte Carlo Applications

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

Chatzidakis, Stylianos; Greulich, Christopher

A cosmic ray Muon Flexible Framework for Spectral GENeration for Monte Carlo Applications (MUFFSgenMC) has been developed to support state-of-the-art cosmic ray muon tomographic applications. The flexible framework allows for easy and fast creation of source terms for popular Monte Carlo applications like GEANT4 and MCNP. This code framework simplifies the process of simulations used for cosmic ray muon tomography.

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.

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.

SU-F-T-166: On the Nature of the Background Visible Light Observed in Fiber Optic Dosimetry of Proton Beams

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

Darafsheh, A; Kassaee, A; Finlay, J

Purpose: The nature of the background visible light observed during fiber optic dosimetry of proton beams, whether it is due to Cherenkov radiation or not, has been debated in the literature recently. In this work, experimentally and by means of Monte Carlo simulations, we shed light on this problem and investigated the nature of the background visible light observed in fiber optics irradiated with proton beams. Methods: A bare silica fiber optics was embedded in tissue-mimicking phantoms and irradiated with clinical proton beams with energies of 100–225 MeV at Roberts Proton Therapy Center. Luminescence spectroscopy was performed by a CCD-coupledmore » spectrograph to analyze in detail the emission spectrum of the fiber tip across the visible range of 400–700 nm. Monte Carlo simulation was performed by using FLUKA Monte Carlo code to simulate Cherenkov light and ionizing radiation dose deposition in the fiber. Results: The experimental spectra of the irradiated silica fiber shows two distinct peaks at 450 and 650 nm, whose spectral shape is different from that of Cherenkov radiation. We believe that the nature of these peaks are connected to the point defects of silica including oxygen-deficiency center (ODC) and non-bridging oxygen hole center (NBOHC). Monte Carlo simulations confirmed the experimental observations that Cherenkov radiation cannot be solely responsible for such a signal. Conclusion: We showed that Cherenkov radiation is not the dominant visible signal observed in bare fiber optics irradiated with proton beams. We observed two distinct peaks at 450 and 650 nm whose nature is connected with the point defects of silica fiber including oxygen-deficiency center and non-bridging oxygen hole center.« less

Design and dosimetry of a few leaf electron collimator for energy modulated electron therapy

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

Al-Yahya, Khalid; Verhaegen, Frank; Seuntjens, Jan

2007-12-15

Despite the capability of energy modulated electron therapy (EMET) to achieve highly conformal dose distributions in superficial targets it has not been widely implemented due to problems inherent in electron beam radiotherapy such as planning dosimetry accuracy, and verification as well as a lack of systems for automated delivery. In previous work we proposed a novel technique to deliver EMET using an automated 'few leaf electron collimator' (FLEC) that consists of four motor-driven leaves fit in a standard clinical electron beam applicator. Integrated with a Monte Carlo based optimization algorithm that utilizes patient-specific dose kernels, a treatment delivery was incorporatedmore » within the linear accelerator operation. The FLEC was envisioned to work as an accessory tool added to the clinical accelerator. In this article the design and construction of the FLEC prototype that match our compact design goals are presented. It is controlled using an in-house developed EMET controller. The structure of the software and the hardware characteristics of the EMET controller are demonstrated. Using a parallel plate ionization chamber, output measurements were obtained to validate the Monte Carlo calculations for a range of fields with different energies and sizes. Further verifications were also performed for comparing 1-D and 2-D dose distributions using energy independent radiochromic films. Comparisons between Monte Carlo calculations and measurements of complex intensity map deliveries show an overall agreement to within {+-}3%. This work confirms our design objectives of the FLEC that allow for automated delivery of EMET. Furthermore, the Monte Carlo dose calculation engine required for EMET planning was validated. The result supports the potential of the prototype FLEC for the planning and delivery of EMET.« less

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

NASA Astrophysics Data System (ADS)

Ehrman, Lisa M.; Lanterman, Aaron D.

2004-09-01

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

Methods for High-Order Multi-Scale and Stochastic Problems Analysis, Algorithms, and Applications

DTIC Science & Technology

2016-10-17

finite volume schemes, discontinuous Galerkin finite element method, and related methods, for solving computational fluid dynamics (CFD) problems and...approximation for finite element methods. (3) The development of methods of simulation and analysis for the study of large scale stochastic systems of...laws, finite element method, Bernstein-Bezier finite elements , weakly interacting particle systems, accelerated Monte Carlo, stochastic networks 16

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.

Physical models, cross sections, and numerical approximations used in MCNP and GEANT4 Monte Carlo codes for photon and electron absorbed fraction calculation.

PubMed

Yoriyaz, Hélio; Moralles, Maurício; Siqueira, Paulo de Tarso Dalledone; Guimarães, Carla da Costa; Cintra, Felipe Belonsi; dos Santos, Adimir

2009-11-01

Radiopharmaceutical applications in nuclear medicine require a detailed dosimetry estimate of the radiation energy delivered to the human tissues. Over the past years, several publications addressed the problem of internal dose estimate in volumes of several sizes considering photon and electron sources. Most of them used Monte Carlo radiation transport codes. Despite the widespread use of these codes due to the variety of resources and potentials they offered to carry out dose calculations, several aspects like physical models, cross sections, and numerical approximations used in the simulations still remain an object of study. Accurate dose estimate depends on the correct selection of a set of simulation options that should be carefully chosen. This article presents an analysis of several simulation options provided by two of the most used codes worldwide: MCNP and GEANT4. For this purpose, comparisons of absorbed fraction estimates obtained with different physical models, cross sections, and numerical approximations are presented for spheres of several sizes and composed as five different biological tissues. Considerable discrepancies have been found in some cases not only between the different codes but also between different cross sections and algorithms in the same code. Maximum differences found between the two codes are 5.0% and 10%, respectively, for photons and electrons. Even for simple problems as spheres and uniform radiation sources, the set of parameters chosen by any Monte Carlo code significantly affects the final results of a simulation, demonstrating the importance of the correct choice of parameters in the simulation.

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

NASA Astrophysics Data System (ADS)

Munk, Madicken

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

Analysis of equi-intensity curves and NU distribution of EAS

NASA Technical Reports Server (NTRS)

Tanahashi, G.

1985-01-01

The distribution of the number of muons in extensive air showers (EAS) and the equi-intensity curves of EAS are analyzed on the basis of Monte Carlo simulation of various cosmic ray composition and the interaction models. Problems in the two best combined models are discussed.

The use of Monte Carlo simulations for accurate dose determination with thermoluminescence dosemeters in radiation therapy beams.

PubMed

Mobit, P

2002-01-01

The energy responses of LiF-TLDs irradiated in megavoltage electron and photon beams have been determined experimentally by many investigators over the past 35 years but the results vary considerably. General cavity theory has been used to model some of the experimental findings but the predictions of these cavity theories differ from each other and from measurements by more than 13%. Recently, two groups or investigators using Monte Carlo simulations and careful experimental techniques showed that the energy response of 1 mm or 2 mm thick LiF-TLD irradiated by megavoltage photon and electron beams is not more than 5% less than unity for low-Z phantom materials like water or Perspex. However, when the depth of irradiation is significantly different from dmax and the TLD size is more than 5 mm, then the energy response is up to 12% less than unity for incident electron beams. Monte Carlo simulations of some of the experiments reported in the literature showed that some of the contradictory experimental results are reproducible with Monte Carlo simulations. Monte Carlo simulations show that the energy response of LiF-TLDs depends on the size of detector used in electron beams, the depth of irradiation and the incident electron energy. Other differences can be attributed to absolute dose determination and precision of the TL technique. Monte Carlo simulations have also been used to evaluate some of the published general cavity theories. The results show that some of the parameters used to evaluate Burlin's general cavity theory are wrong by factor of 3. Despite this, the estimation of the energy response for most clinical situations using Burlin's cavity equation agrees with Monte Carlo simulations within 1%.

TASEP of interacting particles of arbitrary size

NASA Astrophysics Data System (ADS)

Narasimhan, S. L.; Baumgaertner, A.

2017-10-01

A mean-field description of the stationary state behaviour of interacting k-mers performing totally asymmetric exclusion processes (TASEP) on an open lattice segment is presented employing the discrete Takahashi formalism. It is shown how the maximal current and the phase diagram, including triple-points, depend on the strength of repulsive and attractive interactions. We compare the mean-field results with Monte Carlo simulation of three types interacting k-mers: monomers, dimers and trimers. (a) We find that the Takahashi estimates of the maximal current agree quantitatively with those of the Monte Carlo simulation in the absence of interaction as well as in both the the attractive and the strongly repulsive regimes. However, theory and Monte Carlo results disagree in the range of weak repulsion, where the Takahashi estimates of the maximal current show a monotonic behaviour, whereas the Monte Carlo data show a peaking behaviour. It is argued that the peaking of the maximal current is due to a correlated motion of the particles. In the limit of very strong repulsion the theory predicts a universal behavior: th maximal currents of k-mers correspond to that of non-interacting (k+1) -mers; (b) Monte Carlo estimates of the triple-points for monomers, dimers and trimers show an interesting general behaviour : (i) the phase boundaries α * and β* for entry and exit current, respectively, as function of interaction strengths show maxima for α* whereas β * exhibit minima at the same strength; (ii) in the attractive regime, however, the trend is reversed (β * > α * ). The Takahashi estimates of the triple-point for monomers show a similar trend as the Monte Carlo data except for the peaking of α * ; for dimers and trimers, however, the Takahashi estimates show an opposite trend as compared to the Monte Carlo data.

RNA folding kinetics using Monte Carlo and Gillespie algorithms.

PubMed

Clote, Peter; Bayegan, Amir H

2018-04-01

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

Optimization of Monte Carlo dose calculations: The interface problem

NASA Astrophysics Data System (ADS)

Soudentas, Edward

1998-05-01

High energy photon beams are widely used for radiation treatment of deep-seated tumors. The human body contains many types of interfaces between dissimilar materials that affect dose distribution in radiation therapy. Experimentally, significant radiation dose perturbations has been observed at such interfaces. The EGS4 Monte Carlo code was used to calculate dose perturbations at boundaries between dissimilar materials (such as bone/water) for 60Co and 6 MeV linear accelerator beams using a UNIX workstation. A simple test of the reliability of a random number generator was also developed. A systematic study of the adjustable parameters in EGS4 was performed in order to minimize calculational artifacts at boundaries. Calculations of dose perturbations at boundaries between different materials showed that there is a 12% increase in dose at water/bone interface, and a 44% increase in dose at water/copper interface. with the increase mainly due to electrons produced in water and backscattered from the high atomic number material. The dependence of the dose increase on the atomic number was also investigated. The clinically important case of using two parallel opposed beams for radiation therapy was investigated where increased doses at boundaries has been observed. The Monte Carlo calculations can provide accurate dosimetry data under conditions of electronic non-equilibrium at tissue interfaces.

The Wang-Landau Sampling Algorithm

NASA Astrophysics Data System (ADS)

Landau, David P.

2003-03-01

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

Parallel and Portable Monte Carlo Particle Transport

NASA Astrophysics Data System (ADS)

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

1997-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

Effect of the multiple scattering of electrons in Monte Carlo simulation of LINACS.

PubMed

Vilches, Manuel; García-Pareja, Salvador; Guerrero, Rafael; Anguiano, Marta; Lallena, Antonio M

2008-01-01

Results obtained from Monte Carlo simulations of the transport of electrons in thin slabs of dense material media and air slabs with different widths are analyzed. Various general purpose Monte Carlo codes have been used: PENELOPE, GEANT3, GEANT4, EGSNRC, MCNPX. Non-negligible differences between the angular and radial distributions after the slabs have been found. The effects of these differences on the depth doses measured in water are also discussed.

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.

Monte Carlos of the new generation: status and progress

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

Frixione, Stefano

2005-03-22

Standard parton shower monte carlos are designed to give reliable descriptions of low-pT physics. In the very high-energy regime of modern colliders, this is may lead to largely incorrect predictions of the basic reaction processes. This motivated the recent theoretical efforts aimed at improving monte carlos through the inclusion of matrix elements computed beyond the leading order in QCD. I briefly review the progress made, and discuss bottom production at the Tevatron.

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.

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

Combined experimental and Monte Carlo verification of brachytherapy plans for vaginal applicators

NASA Astrophysics Data System (ADS)

Sloboda, Ron S.; Wang, Ruqing

1998-12-01

Dose rates in a phantom around a shielded and an unshielded vaginal applicator containing Selectron low-dose-rate sources were determined by experiment and Monte Carlo simulation. Measurements were performed with thermoluminescent dosimeters in a white polystyrene phantom using an experimental protocol geared for precision. Calculations for the same set-up were done using a version of the EGS4 Monte Carlo code system modified for brachytherapy applications into which a new combinatorial geometry package developed by Bielajew was recently incorporated. Measured dose rates agree with Monte Carlo estimates to within 5% (1 SD) for the unshielded applicator, while highlighting some experimental uncertainties for the shielded applicator. Monte Carlo calculations were also done to determine a value for the effective transmission of the shield required for clinical treatment planning, and to estimate the dose rate in water at points in axial and sagittal planes transecting the shielded applicator. Comparison with dose rates generated by the planning system indicates that agreement is better than 5% (1 SD) at most positions. The precision thermoluminescent dosimetry protocol and modified Monte Carlo code are effective complementary tools for brachytherapy applicator dosimetry.

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].

Monte Carlo modelling the dosimetric effects of electrode material on diamond detectors.

PubMed

Baluti, Florentina; Deloar, Hossain M; Lansley, Stuart P; Meyer, Juergen

2015-03-01

Diamond detectors for radiation dosimetry were modelled using the EGSnrc Monte Carlo code to investigate the influence of electrode material and detector orientation on the absorbed dose. The small dimensions of the electrode/diamond/electrode detector structure required very thin voxels and the use of non-standard DOSXYZnrc Monte Carlo model parameters. The interface phenomena was investigated by simulating a 6 MV beam and detectors with different electrode materials, namely Al, Ag, Cu and Au, with thickens of 0.1 µm for the electrodes and 0.1 mm for the diamond, in both perpendicular and parallel detector orientation with regards to the incident beam. The smallest perturbations were observed for the parallel detector orientation and Al electrodes (Z = 13). In summary, EGSnrc Monte Carlo code is well suited for modelling small detector geometries. The Monte Carlo model developed is a useful tool to investigate the dosimetric effects caused by different electrode materials. To minimise perturbations cause by the detector electrodes, it is recommended that the electrodes should be made from a low-atomic number material and placed parallel to the beam direction.

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

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

Procassini, R.J.

1997-12-31

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

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

The structure of liquid water by polarized neutron diffraction and reverse Monte Carlo modelling.

PubMed

Temleitner, László; Pusztai, László; Schweika, Werner

2007-08-22

The coherent static structure factor of water has been investigated by polarized neutron diffraction. Polarization analysis allows us to separate the huge incoherent scattering background from hydrogen and to obtain high quality data of the coherent scattering from four different mixtures of liquid H(2)O and D(2)O. The information obtained by the variation of the scattering contrast confines the configurational space of water and is used by the reverse Monte Carlo technique to model the total structure factors. Structural characteristics have been calculated directly from the resulting sets of particle coordinates. Consistency with existing partial pair correlation functions, derived without the application of polarized neutrons, was checked by incorporating them into our reverse Monte Carlo calculations. We also performed Monte Carlo simulations of a hard sphere system, which provides an accurate estimate of the information content of the measured data. It is shown that the present combination of polarized neutron scattering and reverse Monte Carlo structural modelling is a promising approach towards a detailed understanding of the microscopic structure of water.

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

NASA Astrophysics Data System (ADS)

Yan, Yangqian; Blume, D.

2017-11-01

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

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.

Self-Learning Monte Carlo Method

NASA Astrophysics Data System (ADS)

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

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

Fixed forced detection for fast SPECT Monte-Carlo simulation

NASA Astrophysics Data System (ADS)

Cajgfinger, T.; Rit, S.; Létang, J. M.; Halty, A.; Sarrut, D.

2018-03-01

Monte-Carlo simulations of SPECT images are notoriously slow to converge due to the large ratio between the number of photons emitted and detected in the collimator. This work proposes a method to accelerate the simulations based on fixed forced detection (FFD) combined with an analytical response of the detector. FFD is based on a Monte-Carlo simulation but forces the detection of a photon in each detector pixel weighted by the probability of emission (or scattering) and transmission to this pixel. The method was evaluated with numerical phantoms and on patient images. We obtained differences with analog Monte Carlo lower than the statistical uncertainty. The overall computing time gain can reach up to five orders of magnitude. Source code and examples are available in the Gate V8.0 release.

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

NASA Technical Reports Server (NTRS)

Pinckney, John

2010-01-01

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

Fixed forced detection for fast SPECT Monte-Carlo simulation.

PubMed

Cajgfinger, T; Rit, S; Létang, J M; Halty, A; Sarrut, D

2018-03-02

Monte-Carlo simulations of SPECT images are notoriously slow to converge due to the large ratio between the number of photons emitted and detected in the collimator. This work proposes a method to accelerate the simulations based on fixed forced detection (FFD) combined with an analytical response of the detector. FFD is based on a Monte-Carlo simulation but forces the detection of a photon in each detector pixel weighted by the probability of emission (or scattering) and transmission to this pixel. The method was evaluated with numerical phantoms and on patient images. We obtained differences with analog Monte Carlo lower than the statistical uncertainty. The overall computing time gain can reach up to five orders of magnitude. Source code and examples are available in the Gate V8.0 release.

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.

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

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

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.

Percolation of binary disk systems: Modeling and theory

DOE PAGES

Meeks, Kelsey; Tencer, John; Pantoya, Michelle L.

2017-01-12

The dispersion and connectivity of particles with a high degree of polydispersity is relevant to problems involving composite material properties and reaction decomposition prediction and has been the subject of much study in the literature. This paper utilizes Monte Carlo models to predict percolation thresholds for a two-dimensional systems containing disks of two different radii. Monte Carlo simulations and spanning probability are used to extend prior models into regions of higher polydispersity than those previously considered. A correlation to predict the percolation threshold for binary disk systems is proposed based on the extended dataset presented in this work and comparedmore » to previously published correlations. Finally, a set of boundary conditions necessary for a good fit is presented, and a condition for maximizing percolation threshold for binary disk systems is suggested.« less

Reference hypernetted chain theory for ferrofluid bilayer: Distribution functions compared with Monte Carlo

NASA Astrophysics Data System (ADS)

Polyakov, Evgeny A.; Vorontsov-Velyaminov, Pavel N.

2014-08-01

Properties of ferrofluid bilayer (modeled as a system of two planar layers separated by a distance h and each layer carrying a soft sphere dipolar liquid) are calculated in the framework of inhomogeneous Ornstein-Zernike equations with reference hypernetted chain closure (RHNC). The bridge functions are taken from a soft sphere (1/r12) reference system in the pressure-consistent closure approximation. In order to make the RHNC problem tractable, the angular dependence of the correlation functions is expanded into special orthogonal polynomials according to Lado. The resulting equations are solved using the Newton-GRMES algorithm as implemented in the public-domain solver NITSOL. Orientational densities and pair distribution functions of dipoles are compared with Monte Carlo simulation results. A numerical algorithm for the Fourier-Hankel transform of any positive integer order on a uniform grid is presented.

Structured filtering

NASA Astrophysics Data System (ADS)

Granade, Christopher; Wiebe, Nathan

2017-08-01

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

Crossover of cation partitioning in olivines: a combination of ab initio and Monte Carlo study

NASA Astrophysics Data System (ADS)

Chatterjee, Swastika; Bhattacharyya, Sirshendu; Sengupta, Surajit; Saha-Dasgupta, Tanusri

2011-04-01

We report studies based on a combination of ab initio electronic structure and Monte Carlo (MC) technique on the problem of cation partitioning among inequivalent octahedral sites, M1 and M2 in mixed olivines containing Mg2+ and Fe2+ ions. Our MC scheme uses interactions derived out of ab initio, density functional calculations carried out on measured crystal structure data. Our results show that there is no reversal of the preference of Fe for M1 over M2 as a function of temperature. Our findings do not agree with the experimental findings of Redfern et al. (Phys Chem Miner 27:630-637, 2000), but are in agreement with those of Heinemann et al. (Eur J Mineral 18:673-689, 2006) and Morozov et al. (Eur J Mineral 17:495-500, 2005).

Data Analysis Recipes: Using Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Hogg, David W.; Foreman-Mackey, Daniel

2018-05-01

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

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

NASA Astrophysics Data System (ADS)

Gelß, Patrick; Matera, Sebastian; Schütte, Christof

2016-06-01

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO2(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

The problem of measurement model misspecification in behavioral and organizational research and some recommended solutions.

PubMed

MacKenzie, Scott B; Podsakoff, Philip M; Jarvis, Cheryl Burke

2005-07-01

The purpose of this study was to review the distinction between formative- and reflective-indicator measurement models, articulate a set of criteria for deciding whether measures are formative or reflective, illustrate some commonly researched constructs that have formative indicators, empirically test the effects of measurement model misspecification using a Monte Carlo simulation, and recommend new scale development procedures for latent constructs with formative indicators. Results of the Monte Carlo simulation indicated that measurement model misspecification can inflate unstandardized structural parameter estimates by as much as 400% or deflate them by as much as 80% and lead to Type I or Type II errors of inference, depending on whether the exogenous or the endogenous latent construct is misspecified. Implications of this research are discussed. Copyright 2005 APA, all rights reserved.

On processed splitting methods and high-order actions in path-integral Monte Carlo simulations.

PubMed

Casas, Fernando

2010-10-21

Processed splitting methods are particularly well adapted to carry out path-integral Monte Carlo (PIMC) simulations: since one is mainly interested in estimating traces of operators, only the kernel of the method is necessary to approximate the thermal density matrix. Unfortunately, they suffer the same drawback as standard, nonprocessed integrators: kernels of effective order greater than two necessarily involve some negative coefficients. This problem can be circumvented, however, by incorporating modified potentials into the composition, thus rendering schemes of higher effective order. In this work we analyze a family of fourth-order schemes recently proposed in the PIMC setting, paying special attention to their linear stability properties, and justify their observed behavior in practice. We also propose a new fourth-order scheme requiring the same computational cost but with an enlarged stability interval.

Calculation of electron Dose Point Kernel in water with GEANT4 for medical application

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

Guimaraes, C. C.; Sene, F. F.; Martinelli, J. R.

2009-06-03

The rapid insertion of new technologies in medical physics in the last years, especially in nuclear medicine, has been followed by a great development of faster Monte Carlo algorithms. GEANT4 is a Monte Carlo toolkit that contains the tools to simulate the problems of particle transport through matter. In this work, GEANT4 was used to calculate the dose-point-kernel (DPK) for monoenergetic electrons in water, which is an important reference medium for nuclear medicine. The three different physical models of electromagnetic interactions provided by GEANT4 - Low Energy, Penelope and Standard - were employed. To verify the adequacy of these models,more » the results were compared with references from the literature. For all energies and physical models, the agreement between calculated DPKs and reported values is satisfactory.« less

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

DOE PAGES

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

2017-01-09

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

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

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

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

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

A Monte Carlo simulation study of associated liquid crystals

NASA Astrophysics Data System (ADS)

Berardi, R.; Fehervari, M.; Zannoni, C.

We have performed a Monte Carlo simulation study of a system of ellipsoidal particles with donor-acceptor sites modelling complementary hydrogen-bonding groups in real molecules. We have considered elongated Gay-Berne particles with terminal interaction sites allowing particles to associate and form dimers. The changes in the phase transitions and in the molecular organization and the interplay between orientational ordering and dimer formation are discussed. Particle flip and dimer moves have been used to increase the convergency rate of the Monte Carlo (MC) Markov chain.

PEPSI — a Monte Carlo generator for polarized leptoproduction

NASA Astrophysics Data System (ADS)

Mankiewicz, L.; Schäfer, A.; Veltri, M.

1992-09-01

We describe PEPSI (Polarized Electron Proton Scattering Interactions), a Monte Carlo program for polarized deep inelastic leptoproduction mediated by electromagnetic interaction, and explain how to use it. The code is a modification of the LEPTO 4.3 Lund Monte Carlo for unpolarized scattering. The hard virtual gamma-parton scattering is generated according to the polarization-dependent QCD cross-section of the first order in α S. PEPSI requires the standard polarization-independent JETSET routines to simulate the fragmentation into final hadrons.

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.

Importance biasing scheme implemented in the PRIZMA code

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

Kandiev, I.Z.; Malyshkin, G.N.

1997-12-31

PRIZMA code is intended for Monte Carlo calculations of linear radiation transport problems. The code has wide capabilities to describe geometry, sources, material composition, and to obtain parameters specified by user. There is a capability to calculate path of particle cascade (including neutrons, photons, electrons, positrons and heavy charged particles) taking into account possible transmutations. Importance biasing scheme was implemented to solve the problems which require calculation of functionals related to small probabilities (for example, problems of protection against radiation, problems of detection, etc.). The scheme enables to adapt trajectory building algorithm to problem peculiarities.

Analytical Applications of Monte Carlo Techniques.

ERIC Educational Resources Information Center

Guell, Oscar A.; Holcombe, James A.

1990-01-01

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

Monte Carlo simulation of proton track structure in biological matter

DOE PAGES

Quinto, Michele A.; Monti, Juan M.; Weck, Philippe F.; ...

2017-05-25

Here, understanding the radiation-induced effects at the cellular and subcellular levels remains crucial for predicting the evolution of irradiated biological matter. In this context, Monte Carlo track-structure simulations have rapidly emerged among the most suitable and powerful tools. However, most existing Monte Carlo track-structure codes rely heavily on the use of semi-empirical cross sections as well as water as a surrogate for biological matter. In the current work, we report on the up-to-date version of our homemade Monte Carlo code TILDA-V – devoted to the modeling of the slowing-down of 10 keV–100 MeV protons in both water and DNA –more » where the main collisional processes are described by means of an extensive set of ab initio differential and total cross sections.« less

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

Monte Carlo simulation of proton track structure in biological matter

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

Quinto, Michele A.; Monti, Juan M.; Weck, Philippe F.

Here, understanding the radiation-induced effects at the cellular and subcellular levels remains crucial for predicting the evolution of irradiated biological matter. In this context, Monte Carlo track-structure simulations have rapidly emerged among the most suitable and powerful tools. However, most existing Monte Carlo track-structure codes rely heavily on the use of semi-empirical cross sections as well as water as a surrogate for biological matter. In the current work, we report on the up-to-date version of our homemade Monte Carlo code TILDA-V – devoted to the modeling of the slowing-down of 10 keV–100 MeV protons in both water and DNA –more » where the main collisional processes are described by means of an extensive set of ab initio differential and total cross sections.« less

Exploring cluster Monte Carlo updates with Boltzmann machines

NASA Astrophysics Data System (ADS)

Wang, Lei

2017-11-01

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

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.

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.

Study the sensitivity of dose calculation in prism treatment planning system using Monte Carlo simulation of 6 MeV electron beam

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

Hardiansyah, D.; Haryanto, F.; Male, S.

2014-09-30

Prism is a non-commercial Radiotherapy Treatment Planning System (RTPS) develop by Ira J. Kalet from Washington University. Inhomogeneity factor is included in Prism TPS dose calculation. The aim of this study is to investigate the sensitivity of dose calculation on Prism using Monte Carlo simulation. Phase space source from head linear accelerator (LINAC) for Monte Carlo simulation is implemented. To achieve this aim, Prism dose calculation is compared with EGSnrc Monte Carlo simulation. Percentage depth dose (PDD) and R50 from both calculations are observed. BEAMnrc is simulated electron transport in LINAC head and produced phase space file. This file ismore » used as DOSXYZnrc input to simulated electron transport in phantom. This study is started with commissioning process in water phantom. Commissioning process is adjusted Monte Carlo simulation with Prism RTPS. Commissioning result is used for study of inhomogeneity phantom. Physical parameters of inhomogeneity phantom that varied in this study are: density, location and thickness of tissue. Commissioning result is shown that optimum energy of Monte Carlo simulation for 6 MeV electron beam is 6.8 MeV. This commissioning is used R50 and PDD with Practical length (R{sub p}) as references. From inhomogeneity study, the average deviation for all case on interest region is below 5 %. Based on ICRU recommendations, Prism has good ability to calculate the radiation dose in inhomogeneity tissue.« less

A Note on Structural Equation Modeling Estimates of Reliability

ERIC Educational Resources Information Center

Yang, Yanyun; Green, Samuel B.

2010-01-01

Reliability can be estimated using structural equation modeling (SEM). Two potential problems with this approach are that estimates may be unstable with small sample sizes and biased with misspecified models. A Monte Carlo study was conducted to investigate the quality of SEM estimates of reliability by themselves and relative to coefficient…

Heaping-Induced Bias in Regression-Discontinuity Designs. NBER Working Paper No. 17408

ERIC Educational Resources Information Center

Barreca, Alan I.; Lindo, Jason M.; Waddell, Glen R.

2011-01-01

This study uses Monte Carlo simulations to demonstrate that regression-discontinuity designs arrive at biased estimates when attributes related to outcomes predict heaping in the running variable. After showing that our usual diagnostics are poorly suited to identifying this type of problem, we provide alternatives. We also demonstrate how the…

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

ERIC Educational Resources Information Center

Li, Zhao; Corti, David S.

2018-01-01

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

Calculating Pi Using the Monte Carlo Method

ERIC Educational Resources Information Center

Williamson, Timothy

2013-01-01

During the summer of 2012, I had the opportunity to participate in a research experience for teachers at the center for sustainable energy at Notre Dame University (RET @ cSEND) working with Professor John LoSecco on the problem of using antineutrino detection to accurately determine the fuel makeup and operating power of nuclear reactors. During…

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.

Vertical drying of a suspension of sticks: Monte Carlo simulation for continuous two-dimensional problem

NASA Astrophysics Data System (ADS)

Lebovka, Nikolai I.; Tarasevich, Yuri Yu.; Vygornitskii, Nikolai V.

2018-02-01

The vertical drying of a two-dimensional colloidal film containing zero-thickness sticks (lines) was studied by means of kinetic Monte Carlo (MC) simulations. The continuous two-dimensional problem for both the positions and orientations was considered. The initial state before drying was produced using a model of random sequential adsorption with isotropic orientations of the sticks. During the evaporation, an upper interface falls with a linear velocity in the vertical direction, and the sticks undergo translational and rotational Brownian motions. The MC simulations were run at different initial number concentrations (the numbers of sticks per unit area), pi, and solvent evaporation rates, u . For completely dried films, the spatial distributions of the sticks, the order parameters, and the electrical conductivities of the films in both the horizontal, x , and vertical, y , directions were examined. Significant evaporation-driven self-assembly and stratification of the sticks in the vertical direction was observed. The extent of stratification increased with increasing values of u . The anisotropy of the electrical conductivity of the film can be finely regulated by changes in the values of pi and u .

Improved method for implicit Monte Carlo

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

Brown, F. B.; Martin, W. R.

2001-01-01

The Implicit Monte Carlo (IMC) method has been used for over 30 years to analyze radiative transfer problems, such as those encountered in stellar atmospheres or inertial confinement fusion. Reference [2] provided an exact error analysis of IMC for 0-D problems and demonstrated that IMC can exhibit substantial errors when timesteps are large. These temporal errors are inherent in the method and are in addition to spatial discretization errors and approximations that address nonlinearities (due to variation of physical constants). In Reference [3], IMC and four other methods were analyzed in detail and compared on both theoretical grounds and themore » accuracy of numerical tests. As discussed in, two alternative schemes for solving the radiative transfer equations, the Carter-Forest (C-F) method and the Ahrens-Larsen (A-L) method, do not exhibit the errors found in IMC; for 0-D, both of these methods are exact for all time, while for 3-D, A-L is exact for all time and C-F is exact within a timestep. These methods can yield substantially superior results to IMC.« less

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

DOE PAGES

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

2015-09-08

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

Application of a Java-based, univel geometry, neutral particle Monte Carlo code to the searchlight problem

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

Charles A. Wemple; Joshua J. Cogliati

2005-04-01

A univel geometry, neutral particle Monte Carlo transport code, written entirely in the Java programming language, is under development for medical radiotherapy applications. The code uses ENDF-VI based continuous energy cross section data in a flexible XML format. Full neutron-photon coupling, including detailed photon production and photonuclear reactions, is included. Charged particle equilibrium is assumed within the patient model so that detailed transport of electrons produced by photon interactions may be neglected. External beam and internal distributed source descriptions for mixed neutron-photon sources are allowed. Flux and dose tallies are performed on a univel basis. A four-tap, shift-register-sequence random numbermore » generator is used. Initial verification and validation testing of the basic neutron transport routines is underway. The searchlight problem was chosen as a suitable first application because of the simplicity of the physical model. Results show excellent agreement with analytic solutions. Computation times for similar numbers of histories are comparable to other neutron MC codes written in C and FORTRAN.« less

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

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

Liang, Faming; Cheng, Yichen; Lin, Guang

2014-06-13

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

What makes the T c of monolayer FeSe on SrTiO 3 so high: a sign-problem-free quantum Monte Carlo study

DOE PAGES

Li, Zi-Xiang; Wang, Fa; Yao, Hong; ...

2016-04-30

Monolayer FeSe films grown on SrTiO 3 (STO) substrate show superconducting gap-opening temperatures (T c) which are almost an order of magnitude higher than those of the bulk FeSe and are highest among all known Fe-based superconductors. Angle-resolved photoemission spectroscopy observed “replica bands” suggesting the importance of the interaction between FeSe electrons and STO phonons. These facts rejuvenated the quest for T c enhancement mechanisms in iron-based, especially iron-chalcogenide, superconductors. Here, we perform the first numerically-exact sign-problem-free quantum Monte Carlo simulations to iron-based superconductors. We (1) study the electronic pairing mechanism intrinsic to heavily electron doped FeSe films, and (2)more » examine the effects of electron–phonon interaction between FeSe and STO as well as nematic fluctuations on T c. Armed with these results, we return to the question “what makes the T c of monolayer FeSe on SrTiO 3 so high?” in the conclusion and discussions.« less

Effect of Multiple Scattering on the Compton Recoil Current Generated in an EMP, Revisited

DOE PAGES

Farmer, William A.; Friedman, Alex

2015-06-18

Multiple scattering has historically been treated in EMP modeling through the obliquity factor. The validity of this approach is examined here. A simplified model problem, which correctly captures cyclotron motion, Doppler shifting due to the electron motion, and multiple scattering is first considered. The simplified problem is solved three ways: the obliquity factor, Monte-Carlo, and Fokker-Planck finite-difference. Because of the Doppler effect, skewness occurs in the distribution. It is demonstrated that the obliquity factor does not correctly capture this skewness, but the Monte-Carlo and Fokker-Planck finite-difference approaches do. Here, the obliquity factor and Fokker-Planck finite-difference approaches are then compared inmore » a fuller treatment, which includes the initial Klein-Nishina distribution of the electrons, and the momentum dependence of both drag and scattering. It is found that, in general, the obliquity factor is adequate for most situations. However, as the gamma energy increases and the Klein-Nishina becomes more peaked in the forward direction, skewness in the distribution causes greater disagreement between the obliquity factor and a more accurate model of multiple scattering.« less

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

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

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

2016-06-15

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

Processing and Quality Monitoring for the ATLAS Tile Hadronic Calorimeter Data

NASA Astrophysics Data System (ADS)

Burghgrave, Blake; ATLAS Collaboration

2017-10-01

An overview is presented of Data Processing and Data Quality (DQ) Monitoring for the ATLAS Tile Hadronic Calorimeter. Calibration runs are monitored from a data quality perspective and used as a cross-check for physics runs. Data quality in physics runs is monitored extensively and continuously. Any problems are reported and immediately investigated. The DQ efficiency achieved was 99.6% in 2012 and 100% in 2015, after the detector maintenance in 2013-2014. Changes to detector status or calibrations are entered into the conditions database (DB) during a brief calibration loop between the end of a run and the beginning of bulk processing of data collected in it. Bulk processed data are reviewed and certified for the ATLAS Good Run List if no problem is detected. Experts maintain the tools used by DQ shifters and the calibration teams during normal operation, and prepare new conditions for data reprocessing and Monte Carlo (MC) production campaigns. Conditions data are stored in 3 databases: Online DB, Offline DB for data and a special DB for Monte Carlo. Database updates can be performed through a custom-made web interface.

Sequential Monte Carlo filter for state estimation of LiFePO4 batteries based on an online updated model

NASA Astrophysics Data System (ADS)

Li, Jiahao; Klee Barillas, Joaquin; Guenther, Clemens; Danzer, Michael A.

2014-02-01

Battery state monitoring is one of the key techniques in battery management systems e.g. in electric vehicles. An accurate estimation can help to improve the system performance and to prolong the battery remaining useful life. Main challenges for the state estimation for LiFePO4 batteries are the flat characteristic of open-circuit-voltage over battery state of charge (SOC) and the existence of hysteresis phenomena. Classical estimation approaches like Kalman filtering show limitations to handle nonlinear and non-Gaussian error distribution problems. In addition, uncertainties in the battery model parameters must be taken into account to describe the battery degradation. In this paper, a novel model-based method combining a Sequential Monte Carlo filter with adaptive control to determine the cell SOC and its electric impedance is presented. The applicability of this dual estimator is verified using measurement data acquired from a commercial LiFePO4 cell. Due to a better handling of the hysteresis problem, results show the benefits of the proposed method against the estimation with an Extended Kalman filter.

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

NASA Astrophysics Data System (ADS)

Chen, Hsing-Ta

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

Multilevel Monte Carlo simulation of Coulomb collisions

DOE PAGES

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

2014-05-29

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

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 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.

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

DOE PAGES

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

2017-11-07

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

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).

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

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

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

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

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

PubMed Central

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

2011-01-01

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

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

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

PubMed

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

2017-11-07

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

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Criticality Calculations with MCNP6 - Practical Lectures

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

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

2016-11-29

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

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.

MC-TESTER: a universal tool for comparisons of Monte Carlo predictions for particle decays in high energy physics

NASA Astrophysics Data System (ADS)

Golonka, P.; Pierzchała, T.; Waş, Z.

2004-02-01

Theoretical predictions in high energy physics are routinely provided in the form of Monte Carlo generators. Comparisons of predictions from different programs and/or different initialization set-ups are often necessary. MC-TESTER can be used for such tests of decays of intermediate states (particles or resonances) in a semi-automated way. Our test consists of two steps. Different Monte Carlo programs are run; events with decays of a chosen particle are searched, decay trees are analyzed and appropriate information is stored. Then, at the analysis step, a list of all found decay modes is defined and branching ratios are calculated for both runs. Histograms of all scalar Lorentz-invariant masses constructed from the decay products are plotted and compared for each decay mode found in both runs. For each plot a measure of the difference of the distributions is calculated and its maximal value over all histograms for each decay channel is printed in a summary table. As an example of MC-TESTER application, we include a test with the τ lepton decay Monte Carlo generators, TAUOLA and PYTHIA. The HEPEVT (or LUJETS) common block is used as exclusive source of information on the generated events. Program summaryTitle of the program:MC-TESTER, version 1.1 Catalogue identifier: ADSM Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADSM Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Computer: PC, two Intel Xeon 2.0 GHz processors, 512MB RAM Operating system: Linux Red Hat 6.1, 7.2, and also 8.0 Programming language used:C++, FORTRAN77: gcc 2.96 or 2.95.2 (also 3.2) compiler suite with g++ and g77 Size of the package: 7.3 MB directory including example programs (2 MB compressed distribution archive), without ROOT libraries (additional 43 MB). No. of bytes in distributed program, including test data, etc.: 2 024 425 Distribution format: tar gzip file Additional disk space required: Depends on the analyzed particle: 40 MB in the case of τ lepton decays (30 decay channels, 594 histograms, 82-pages booklet). Keywords: particle physics, decay simulation, Monte Carlo methods, invariant mass distributions, programs comparison Nature of the physical problem: The decays of individual particles are well defined modules of a typical Monte Carlo program chain in high energy physics. A fast, semi-automatic way of comparing results from different programs is often desirable, for the development of new programs, to check correctness of the installations or for discussion of uncertainties. Method of solution: A typical HEP Monte Carlo program stores the generated events in the event records such as HEPEVT or PYJETS. MC-TESTER scans, event by event, the contents of the record and searches for the decays of the particle under study. The list of the found decay modes is successively incremented and histograms of all invariant masses which can be calculated from the momenta of the particle decay products are defined and filled. The outputs from the two runs of distinct programs can be later compared. A booklet of comparisons is created: for every decay channel, all histograms present in the two outputs are plotted and parameter quantifying shape difference is calculated. Its maximum over every decay channel is printed in the summary table. Restrictions on the complexity of the problem: For a list of limitations see Section 6. Typical running time: Varies substantially with the analyzed decay particle. On a PC/Linux with 2.0 GHz processors MC-TESTER increases the run time of the τ-lepton Monte Carlo program TAUOLA by 4.0 seconds for every 100 000 analyzed events (generation itself takes 26 seconds). The analysis step takes 13 seconds; ? processing takes additionally 10 seconds. Generation step runs may be executed simultaneously on multi-processor machines. Accessibility: web page: http://cern.ch/Piotr.Golonka/MC/MC-TESTER e-mails: Piotr.Golonka@CERN.CH, T.Pierzchala@friend.phys.us.edu.pl, Zbigniew.Was@CERN.CH.

MC 2 -3: Multigroup Cross Section Generation Code for Fast Reactor Analysis

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

Lee, Changho; Yang, Won Sik

This paper presents the methods and performance of the MC2 -3 code, which is a multigroup cross-section generation code for fast reactor analysis, developed to improve the resonance self-shielding and spectrum calculation methods of MC2 -2 and to simplify the current multistep schemes generating region-dependent broad-group cross sections. Using the basic neutron data from ENDF/B data files, MC2 -3 solves the consistent P1 multigroup transport equation to determine the fundamental mode spectra for use in generating multigroup neutron cross sections. A homogeneous medium or a heterogeneous slab or cylindrical unit cell problem is solved in ultrafine (2082) or hyperfine (~400more » 000) group levels. In the resolved resonance range, pointwise cross sections are reconstructed with Doppler broadening at specified temperatures. The pointwise cross sections are directly used in the hyperfine group calculation, whereas for the ultrafine group calculation, self-shielded cross sections are prepared by numerical integration of the pointwise cross sections based upon the narrow resonance approximation. For both the hyperfine and ultrafine group calculations, unresolved resonances are self-shielded using the analytic resonance integral method. The ultrafine group calculation can also be performed for a two-dimensional whole-core problem to generate region-dependent broad-group cross sections. Verification tests have been performed using the benchmark problems for various fast critical experiments including Los Alamos National Laboratory critical assemblies; Zero-Power Reactor, Zero-Power Physics Reactor, and Bundesamt für Strahlenschutz experiments; Monju start-up core; and Advanced Burner Test Reactor. Verification and validation results with ENDF/B-VII.0 data indicated that eigenvalues from MC2 -3/DIF3D agreed well with Monte Carlo N-Particle5 MCNP5 or VIM Monte Carlo solutions within 200 pcm and regionwise one-group fluxes were in good agreement with Monte Carlo solutions.« less

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

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

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

2011-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2005-11-01

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

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 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.

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.

Surface entropy of liquids via a direct Monte Carlo approach - Application to liquid Si

NASA Technical Reports Server (NTRS)

Wang, Z. Q.; Stroud, D.

1990-01-01

Two methods are presented for a direct Monte Carlo evaluation of the surface entropy S(s) of a liquid interacting by specified, volume-independent potentials. The first method is based on an application of the approach of Ferrenberg and Swendsen (1988, 1989) to Monte Carlo simulations at two different temperatures; it gives much more reliable results for S(s) in liquid Si than previous calculations based on numerical differentiation. The second method expresses the surface entropy directly as a canonical average at fixed temperature.

A 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.

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

PubMed

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

2006-01-01

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

Window for Optimal Frequency Operation and Reliability of 3DEG and 2DEG Channels for Oxide Microwave MESFETs and HFETs

DTIC Science & Technology

2016-04-01

noise, and energy relaxation for doped zinc-oxide and structured ZnO transistor materials with a 2-D electron gas (2DEG) channel subjected to a strong...function on the time delay. Closed symbols represent the Monte Carlo data with hot-phonon effect at different electron gas density: 1•1017 cm-3...Monte Carlo simulation is performed for electron gas density of 1•1018 cm-3. Figure 18. Monte Carlo simulation of density-dependent hot-electron energy

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.

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.

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

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.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Triplet p + ip pairing correlations in the doped Kane-Mele-Hubbard model: A quantum Monte Carlo study

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

Ma, Tianxing; Lin, Hai-Qing; Gubernatis, James E.

2015-09-01

By using the constrained-phase quantum Monte Carlo method, we performed a systematic study of the pairing correlations in the ground state of the doped Kane-Mele-Hubbard model on a honeycomb lattice. We find that pairing correlations with d + id symmetry dominate close to half filling, but pairing correlations with p+ip symmetry dominate as hole doping moves the system below three-quarters filling. We correlate these behaviors of the pairing correlations with the topology of the Fermi surfaces of the non-interacting problem. We also find that the effective pairing correlation is enhanced greatly as the interaction increases, and these superconducting correlations aremore » robust against varying the spin-orbit coupling strength. Finally, our numerical results suggest a possible way to realize spin triplet superconductivity in doped honeycomb-like materials or ultracold atoms in optical traps.« less

Effective Hubbard model for Helium atoms adsorbed on a graphite

NASA Astrophysics Data System (ADS)

Motoyama, Yuichi; Masaki-Kato, Akiko; Kawashima, Naoki

Helium atoms adsorbed on a graphite is a two-dimensional strongly correlated quantum system and it has been an attractive subject of research for a long time. A helium atom feels Lennard-Jones like potential (Aziz potential) from another one and corrugated potential from the graphite. Therefore, this system may be described by a hardcore Bose Hubbard model with the nearest neighbor repulsion on the triangular lattice, which is the dual lattice of the honeycomb lattice formed by carbons. A Hubbard model is easier to simulate than the original problem in continuous space, but we need to know the model parameters of the effective model, hopping constant t and interaction V. In this presentation, we will present an estimation of the model parameters from ab initio quantum Monte Carlo calculation in continuous space in addition to results of quantum Monte Carlo simulation for an obtained discrete model.

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

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

Gelß, Patrick, E-mail: p.gelss@fu-berlin.de; Matera, Sebastian, E-mail: matera@math.fu-berlin.de; Schütte, Christof, E-mail: schuette@mi.fu-berlin.de

2016-06-01

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO{sub 2}(110) surface.more » We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.« less

On predicting contamination levels of HALOE optics aboard UARS using direct simulation Monte Carlo

NASA Technical Reports Server (NTRS)

Woronowicz, Michael S.; Rault, Didier F. G.

1993-01-01

A three-dimensional version of the direct simulation Monte Carlo method is adapted to assess the contamination environment surrounding a highly detailed model of the Upper Atmosphere Research Satellite. Emphasis is placed on simulating a realistic, worst-case set of flowfield and surface conditions and geometric orientations in order to estimate an upper limit for the cumulative level of volatile organic molecular deposits at the aperture of the Halogen Occultation Experiment. Problems resolving species outgassing and vent flux rates that varied over many orders of magnitude were handled using species weighting factors. Results relating to contaminant cloud structure, cloud composition, and statistics of simulated molecules impinging on the target surface are presented, along with data related to code performance. Using procedures developed in standard contamination analyses, the cumulative level of volatile organic deposits on HALOE's aperture over the instrument's 35-month nominal data collection period is estimated to be about 2700A.

Peelle's pertinent puzzle using the Monte Carlo technique

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

Kawano, Toshihiko; Talou, Patrick; Burr, Thomas

2009-01-01

We try to understand the long-standing problem of the Peelle's Pertinent Puzzle (PPP) using the Monte Carlo technique. We allow the probability density functions to be any kind of form to assume the impact of distribution, and obtain the least-squares solution directly from numerical simulations. We found that the standard least squares method gives the correct answer if a weighting function is properly provided. Results from numerical simulations show that the correct answer of PPP is 1.1 {+-} 0.25 if the common error is multiplicative. The thought-provoking answer of 0.88 is also correct, if the common error is additive, andmore » if the error is proportional to the measured values. The least squares method correctly gives us the most probable case, where the additive component has a negative value. Finally, the standard method fails for PPP due to a distorted (non Gaussian) joint distribution.« less

Planning chemical syntheses with deep neural networks and symbolic AI

NASA Astrophysics Data System (ADS)

Segler, Marwin H. S.; Preuss, Mike; Waller, Mark P.

2018-03-01

To plan the syntheses of small organic molecules, chemists use retrosynthesis, a problem-solving technique in which target molecules are recursively transformed into increasingly simpler precursors. Computer-aided retrosynthesis would be a valuable tool but at present it is slow and provides results of unsatisfactory quality. Here we use Monte Carlo tree search and symbolic artificial intelligence (AI) to discover retrosynthetic routes. We combined Monte Carlo tree search with an expansion policy network that guides the search, and a filter network to pre-select the most promising retrosynthetic steps. These deep neural networks were trained on essentially all reactions ever published in organic chemistry. Our system solves for almost twice as many molecules, thirty times faster than the traditional computer-aided search method, which is based on extracted rules and hand-designed heuristics. In a double-blind AB test, chemists on average considered our computer-generated routes to be equivalent to reported literature routes.

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.

Markov Chain Monte Carlo from Lagrangian Dynamics.

PubMed

Lan, Shiwei; Stathopoulos, Vasileios; Shahbaba, Babak; Girolami, Mark

2015-04-01

Hamiltonian Monte Carlo (HMC) improves the computational e ciency of the Metropolis-Hastings algorithm by reducing its random walk behavior. Riemannian HMC (RHMC) further improves the performance of HMC by exploiting the geometric properties of the parameter space. However, the geometric integrator used for RHMC involves implicit equations that require fixed-point iterations. In some cases, the computational overhead for solving implicit equations undermines RHMC's benefits. In an attempt to circumvent this problem, we propose an explicit integrator that replaces the momentum variable in RHMC by velocity. We show that the resulting transformation is equivalent to transforming Riemannian Hamiltonian dynamics to Lagrangian dynamics. Experimental results suggests that our method improves RHMC's overall computational e ciency in the cases considered. All computer programs and data sets are available online (http://www.ics.uci.edu/~babaks/Site/Codes.html) in order to allow replication of the results reported in this paper.

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

NASA Astrophysics Data System (ADS)

Alexander, Kathleen C.; Schuh, Christopher A.

2016-08-01

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

Monte Carlo simulation of a near-continuum shock-shock interaction problem

NASA Technical Reports Server (NTRS)

Carlson, Ann B.; Wilmoth, Richard G.

1992-01-01

A complex shock interaction is calculated with direct simulation Monte Carlo (DSMC). The calculation is performed for the near-continuum flow produced when an incident shock impinges on the bow shock of a 0.1 in. radius cowl lip for freestream conditions of approximately Mach 15 and 35 km altitude. Solutions are presented both for a full finite-rate chemistry calculation and for a case with chemical reactions suppressed. In each case, both the undisturbed flow about the cowl lip and the full shock interaction flowfields are calculated. Good agreement has been obtained between the no-chemistry simulation of the undisturbed flow and a perfect gas solution obtained with the viscous shock-layer method. Large differences in calculated surface properties when different chemical models are used demonstrate the necessity of adequately representing the chemistry when making surface property predictions. Preliminary grid refinement studies make it possible to estimate the accuracy of the solutions.

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

NASA Astrophysics Data System (ADS)

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

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

Kinetic Monte Carlo modeling of chemical reactions coupled with heat transfer.

PubMed

Castonguay, Thomas C; Wang, Feng

2008-03-28

In this paper, we describe two types of effective events for describing heat transfer in a kinetic Monte Carlo (KMC) simulation that may involve stochastic chemical reactions. Simulations employing these events are referred to as KMC-TBT and KMC-PHE. In KMC-TBT, heat transfer is modeled as the stochastic transfer of "thermal bits" between adjacent grid points. In KMC-PHE, heat transfer is modeled by integrating the Poisson heat equation for a short time. Either approach is capable of capturing the time dependent system behavior exactly. Both KMC-PHE and KMC-TBT are validated by simulating pure heat transfer in a rod and a square and modeling a heated desorption problem where exact numerical results are available. KMC-PHE is much faster than KMC-TBT and is used to study the endothermic desorption of a lattice gas. Interesting findings from this study are reported.

Kinetic Monte Carlo modeling of chemical reactions coupled with heat transfer

NASA Astrophysics Data System (ADS)

Castonguay, Thomas C.; Wang, Feng

2008-03-01

In this paper, we describe two types of effective events for describing heat transfer in a kinetic Monte Carlo (KMC) simulation that may involve stochastic chemical reactions. Simulations employing these events are referred to as KMC-TBT and KMC-PHE. In KMC-TBT, heat transfer is modeled as the stochastic transfer of "thermal bits" between adjacent grid points. In KMC-PHE, heat transfer is modeled by integrating the Poisson heat equation for a short time. Either approach is capable of capturing the time dependent system behavior exactly. Both KMC-PHE and KMC-TBT are validated by simulating pure heat transfer in a rod and a square and modeling a heated desorption problem where exact numerical results are available. KMC-PHE is much faster than KMC-TBT and is used to study the endothermic desorption of a lattice gas. Interesting findings from this study are reported.

Combining four Monte Carlo estimators for radiation momentum deposition

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

Urbatsch, Todd J; Hykes, Joshua M

2010-11-18

Using four distinct Monte Carlo estimators for momentum deposition - analog, absorption, collision, and track-length estimators - we compute a combined estimator. In the wide range of problems tested, the combined estimator always has a figure of merit (FOM) equal to or better than the other estimators. In some instances the gain in FOM is only a few percent higher than the FOM of the best solo estimator, the track-length estimator, while in one instance it is better by a factor of 2.5. Over the majority of configurations, the combined estimator's FOM is 10-20% greater than any of the solomore » estimators FOM. In addition, the numerical results show that the track-length estimator is the most important term in computing the combined estimator, followed far behind by the analog estimator. The absorption and collision estimators make negligible contributions.« less

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

Denbleyker, Alan; Liu, Yuzhi; Meurice, Y.

We consider the sign problem for classical spin models at complexmore » $$\\beta =1/g_0^2$$ on $$L\\times L$$ lattices. We show that the tensor renormalization group method allows reliable calculations for larger Im$$\\beta$$ than the reweighting Monte Carlo method. For the Ising model with complex $$\\beta$$ we compare our results with the exact Onsager-Kaufman solution at finite volume. The Fisher zeros can be determined precisely with the TRG method. We check the convergence of the TRG method for the O(2) model on $$L\\times L$$ lattices when the number of states $$D_s$$ increases. We show that the finite size scaling of the calculated Fisher zeros agrees very well with the Kosterlitz-Thouless transition assumption and predict the locations for larger volume. The location of these zeros agree with Monte Carlo reweighting calculation for small volume. The application of the method for the O(2) model with a chemical potential is briefly discussed.« less

The Direct Lighting Computation in Global Illumination Methods

NASA Astrophysics Data System (ADS)

Wang, Changyaw Allen

1994-01-01

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

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

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.

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.

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.

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.

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

Off-diagonal expansion quantum Monte Carlo.

PubMed

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

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

Monte Carlo 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

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 of X-ray imaging and spectroscopy experiments using quadric geometry and variance reduction techniques

NASA Astrophysics Data System (ADS)

Golosio, Bruno; Schoonjans, Tom; Brunetti, Antonio; Oliva, Piernicola; Masala, Giovanni Luca

2014-03-01

The simulation of X-ray imaging experiments is often performed using deterministic codes, which can be relatively fast and easy to use. However, such codes are generally not suitable for the simulation of even slightly more complex experimental conditions, involving, for instance, first-order or higher-order scattering, X-ray fluorescence emissions, or more complex geometries, particularly for experiments that combine spatial resolution with spectral information. In such cases, simulations are often performed using codes based on the Monte Carlo method. In a simple Monte Carlo approach, the interaction position of an X-ray photon and the state of the photon after an interaction are obtained simply according to the theoretical probability distributions. This approach may be quite inefficient because the final channels of interest may include only a limited region of space or photons produced by a rare interaction, e.g., fluorescent emission from elements with very low concentrations. In the field of X-ray fluorescence spectroscopy, this problem has been solved by combining the Monte Carlo method with variance reduction techniques, which can reduce the computation time by several orders of magnitude. In this work, we present a C++ code for the general simulation of X-ray imaging and spectroscopy experiments, based on the application of the Monte Carlo method in combination with variance reduction techniques, with a description of sample geometry based on quadric surfaces. We describe the benefits of the object-oriented approach in terms of code maintenance, the flexibility of the program for the simulation of different experimental conditions and the possibility of easily adding new modules. Sample applications in the fields of X-ray imaging and X-ray spectroscopy are discussed. Catalogue identifier: AERO_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AERO_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland Licensing provisions: GNU General Public License version 3 No. of lines in distributed program, including test data, etc.: 83617 No. of bytes in distributed program, including test data, etc.: 1038160 Distribution format: tar.gz Programming language: C++. Computer: Tested on several PCs and on Mac. Operating system: Linux, Mac OS X, Windows (native and cygwin). RAM: It is dependent on the input data but usually between 1 and 10 MB. Classification: 2.5, 21.1. External routines: XrayLib (https://github.com/tschoonj/xraylib/wiki) Nature of problem: Simulation of a wide range of X-ray imaging and spectroscopy experiments using different types of sources and detectors. Solution method: XRMC is a versatile program that is useful for the simulation of a wide range of X-ray imaging and spectroscopy experiments. It enables the simulation of monochromatic and polychromatic X-ray sources, with unpolarised or partially/completely polarised radiation. Single-element detectors as well as two-dimensional pixel detectors can be used in the simulations, with several acquisition options. In the current version of the program, the sample is modelled by combining convex three-dimensional objects demarcated by quadric surfaces, such as planes, ellipsoids and cylinders. The Monte Carlo approach makes XRMC able to accurately simulate X-ray photon transport and interactions with matter up to any order of interaction. The differential cross-sections and all other quantities related to the interaction processes (photoelectric absorption, fluorescence emission, elastic and inelastic scattering) are computed using the xraylib software library, which is currently the most complete and up-to-date software library for X-ray parameters. The use of variance reduction techniques makes XRMC able to reduce the simulation time by several orders of magnitude compared to other general-purpose Monte Carlo simulation programs. Running time: It is dependent on the complexity of the simulation. For the examples distributed with the code, it ranges from less than 1 s to a few minutes.

LCG MCDB—a knowledgebase of Monte-Carlo simulated events

NASA Astrophysics Data System (ADS)

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

2008-02-01

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

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

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

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

2014-11-21

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

A non-stochastic iterative computational method to model light propagation in turbid media

NASA Astrophysics Data System (ADS)

McIntyre, Thomas J.; Zemp, Roger J.

2015-03-01

Monte Carlo models are widely used to model light transport in turbid media, however their results implicitly contain stochastic variations. These fluctuations are not ideal, especially for inverse problems where Jacobian matrix errors can lead to large uncertainties upon matrix inversion. Yet Monte Carlo approaches are more computationally favorable than solving the full Radiative Transport Equation. Here, a non-stochastic computational method of estimating fluence distributions in turbid media is proposed, which is called the Non-Stochastic Propagation by Iterative Radiance Evaluation method (NSPIRE). Rather than using stochastic means to determine a random walk for each photon packet, the propagation of light from any element to all other elements in a grid is modelled simultaneously. For locally homogeneous anisotropic turbid media, the matrices used to represent scattering and projection are shown to be block Toeplitz, which leads to computational simplifications via convolution operators. To evaluate the accuracy of the algorithm, 2D simulations were done and compared against Monte Carlo models for the cases of an isotropic point source and a pencil beam incident on a semi-infinite turbid medium. The model was shown to have a mean percent error less than 2%. The algorithm represents a new paradigm in radiative transport modelling and may offer a non-stochastic alternative to modeling light transport in anisotropic scattering media for applications where the diffusion approximation is insufficient.

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

DOE PAGES

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

2017-10-17

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

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

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

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan

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

Stochastic generation of hourly rainstorm events in Johor

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

Nojumuddin, Nur Syereena; Yusof, Fadhilah; Yusop, Zulkifli

2015-02-03

Engineers and researchers in water-related studies are often faced with the problem of having insufficient and long rainfall record. Practical and effective methods must be developed to generate unavailable data from limited available data. Therefore, this paper presents a Monte-Carlo based stochastic hourly rainfall generation model to complement the unavailable data. The Monte Carlo simulation used in this study is based on the best fit of storm characteristics. Hence, by using the Maximum Likelihood Estimation (MLE) and Anderson Darling goodness-of-fit test, lognormal appeared to be the best rainfall distribution. Therefore, the Monte Carlo simulation based on lognormal distribution was usedmore » in the study. The proposed model was verified by comparing the statistical moments of rainstorm characteristics from the combination of the observed rainstorm events under 10 years and simulated rainstorm events under 30 years of rainfall records with those under the entire 40 years of observed rainfall data based on the hourly rainfall data at the station J1 in Johor over the period of 1972–2011. The absolute percentage error of the duration-depth, duration-inter-event time and depth-inter-event time will be used as the accuracy test. The results showed the first four product-moments of the observed rainstorm characteristics were close with the simulated rainstorm characteristics. The proposed model can be used as a basis to derive rainfall intensity-duration frequency in Johor.« less

Nonlinear Monte Carlo model of superdiffusive shock acceleration with magnetic field amplification

NASA Astrophysics Data System (ADS)

Bykov, Andrei M.; Ellison, Donald C.; Osipov, Sergei M.

2017-03-01

Fast collisionless shocks in cosmic plasmas convert their kinetic energy flow into the hot downstream thermal plasma with a substantial fraction of energy going into a broad spectrum of superthermal charged particles and magnetic fluctuations. The superthermal particles can penetrate into the shock upstream region producing an extended shock precursor. The cold upstream plasma flow is decelerated by the force provided by the superthermal particle pressure gradient. In high Mach number collisionless shocks, efficient particle acceleration is likely coupled with turbulent magnetic field amplification (MFA) generated by the anisotropic distribution of accelerated particles. This anisotropy is determined by fast particle transport, making the problem strongly nonlinear and multiscale. Here, we present a nonlinear Monte Carlo model of collisionless shock structure with superdiffusive propagation of high-energy Fermi accelerated particles coupled to particle acceleration and MFA, which affords a consistent description of strong shocks. A distinctive feature of the Monte Carlo technique is that it includes the full angular anisotropy of the particle distribution at all precursor positions. The model reveals that the superdiffusive transport of energetic particles (i.e., Lévy-walk propagation) generates a strong quadruple anisotropy in the precursor particle distribution. The resultant pressure anisotropy of the high-energy particles produces a nonresonant mirror-type instability that amplifies compressible wave modes with wavelengths longer than the gyroradii of the highest-energy protons produced by the shock.

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

On the modeling of the 2010 Gulf of Mexico Oil Spill

NASA Astrophysics Data System (ADS)

Mariano, A. J.; Kourafalou, V. H.; Srinivasan, A.; Kang, H.; Halliwell, G. R.; Ryan, E. H.; Roffer, M.

2011-09-01

Two oil particle trajectory forecasting systems were developed and applied to the 2010 Deepwater Horizon Oil Spill in the Gulf of Mexico. Both systems use ocean current fields from high-resolution numerical ocean circulation model simulations, Lagrangian stochastic models to represent unresolved sub-grid scale variability to advect oil particles, and Monte Carlo-based schemes for representing uncertain biochemical and physical processes. The first system assumes two-dimensional particle motion at the ocean surface, the oil is in one state, and the particle removal is modeled as a Monte Carlo process parameterized by a one number removal rate. Oil particles are seeded using both initial conditions based on observations and particles released at the location of the Maconda well. The initial conditions (ICs) of oil particle location for the two-dimensional surface oil trajectory forecasts are based on a fusing of all available information including satellite-based analyses. The resulting oil map is digitized into a shape file within which a polygon filling software generates longitude and latitude with variable particle density depending on the amount of oil present in the observations for the IC. The more complex system assumes three (light, medium, heavy) states for the oil, each state has a different removal rate in the Monte Carlo process, three-dimensional particle motion, and a particle size-dependent oil mixing model. Simulations from the two-dimensional forecast system produced results that qualitatively agreed with the uncertain "truth" fields. These simulations validated the use of our Monte Carlo scheme for representing oil removal by evaporation and other weathering processes. Eulerian velocity fields for predicting particle motion from data-assimilative models produced better particle trajectory distributions than a free running model with no data assimilation. Monte Carlo simulations of the three-dimensional oil particle trajectory, whose ensembles were generated by perturbing the size of the oil particles and the fraction in a given size range that are released at depth, the two largest unknowns in this problem. 36 realizations of the model were run with only subsurface oil releases. An average of these results yields that after three months, about 25% of the oil remains in the water column and that most of the oil is below 800 m.

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.

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

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.