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.

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

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

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

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

NASA Astrophysics Data System (ADS)

Li, Fusheng

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

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

DOE PAGES

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

2016-01-01

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

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

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

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

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

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

NASA Astrophysics Data System (ADS)

Broecker, Peter; Trebst, Simon

2016-08-01

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

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

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

Crowder, Stephen Vernon; Moyer, Robert D.

2005-05-01

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

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

PubMed

Wang, Lei; Troyer, Matthias

2014-09-12

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

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

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

Bates, Cameron Russell; Mckigney, Edward Allen

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

Quantum speedup of Monte Carlo methods.

PubMed

Montanaro, Ashley

2015-09-08

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

Quantum speedup of Monte Carlo methods

PubMed Central

Montanaro, Ashley

2015-01-01

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

Monte Carlo algorithms for Brownian phylogenetic models.

PubMed

Horvilleur, Benjamin; Lartillot, Nicolas

2014-11-01

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

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

USDA-ARS?s Scientific Manuscript database

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

Exploring Mass Perception with Markov Chain Monte Carlo

ERIC Educational Resources Information Center

Cohen, Andrew L.; Ross, Michael G.

2009-01-01

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

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

ERIC Educational Resources Information Center

Raiche, Gilles; Blais, Jean-Guy

2006-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2004-04-01

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

Monte Carlo sampling of Wigner functions and surface hopping quantum dynamics

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

Kube, Susanna; Lasser, Caroline; Weber, Marcus

2009-04-01

The article addresses the achievable accuracy for a Monte Carlo sampling of Wigner functions in combination with a surface hopping algorithm for non-adiabatic quantum dynamics. The approximation of Wigner functions is realized by an adaption of the Metropolis algorithm for real-valued functions with disconnected support. The integration, which is necessary for computing values of the Wigner function, uses importance sampling with a Gaussian weight function. The numerical experiments agree with theoretical considerations and show an error of 2-3%.

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

NASA Technical Reports Server (NTRS)

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

2014-01-01

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

MC3: Multi-core Markov-chain Monte Carlo code

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

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

ERIC Educational Resources Information Center

Newman, Isadore; And Others

1979-01-01

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

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

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

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

2015-07-27

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

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

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

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

2015-07-28

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

A New Monte Carlo Method for Estimating Marginal Likelihoods.

PubMed

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

2018-06-01

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

A 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.

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

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.

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.

Multiple-time-stepping generalized hybrid Monte Carlo methods

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

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

2015-01-01

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

MontePython 3: Parameter inference code for cosmology

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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.

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.

Propagating probability distributions of stand variables using sequential Monte Carlo methods

Treesearch

Jeffrey H. Gove

2009-01-01

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

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

ERIC Educational Resources Information Center

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

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

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

ERIC Educational Resources Information Center

Vasu, Ellen Storey

1978-01-01

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

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

PubMed

Sima, Octavian; Luca, Aurelian; Sahagia, Maria

2017-08-01

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

Monte Carlo 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

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].

Bold Diagrammatic Monte Carlo for Fermionic and Fermionized Systems

NASA Astrophysics Data System (ADS)

Svistunov, Boris

2013-03-01

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

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.

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

NASA Astrophysics Data System (ADS)

Vogel, Thomas; Perez, Danny; Junghans, Christoph

2014-03-01

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

Validation of a Monte Carlo Simulation of Binary Time Series.

DTIC Science & Technology

1981-09-18

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

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

ERIC Educational Resources Information Center

Kim, Seock-Ho; Cohen, Allan S.

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

Use of single scatter electron monte carlo transport for medical radiation sciences

DOEpatents

Svatos, Michelle M.

2001-01-01

The single scatter Monte Carlo code CREEP models precise microscopic interactions of electrons with matter to enhance physical understanding of radiation sciences. It is designed to simulate electrons in any medium, including materials important for biological studies. It simulates each interaction individually by sampling from a library which contains accurate information over a broad range of energies.

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

ERIC Educational Resources Information Center

Kim, Jee-Seon; Bolt, Daniel M.

2007-01-01

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

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

DOE PAGES

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

2017-11-07

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

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

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

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

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

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

PubMed

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

2017-11-07

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

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

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

Beer, M.

1980-12-01

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

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

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

Eisenbach, Markus; Li, Ying Wai

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

Hamiltonian Monte Carlo Inversion of Seismic Sources in Complex Media

NASA Astrophysics Data System (ADS)

Fichtner, A.; Simutė, S.

2017-12-01

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

Monte Carlo sampling in diffusive dynamical systems

NASA Astrophysics Data System (ADS)

Tapias, Diego; Sanders, David P.; Altmann, Eduardo G.

2018-05-01

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements, where deviations from a diffusive process are most prominent. We search for initial conditions using a proposal that correlates states in the Markov chain constructed via a Metropolis-Hastings algorithm. We show that our method outperforms the direct sampling method and also Metropolis-Hastings methods with alternative proposals. We test our general method through numerical simulations in 1D (box-map) and 2D (Lorentz gas) systems.

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

Treesearch

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

2005-01-01

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

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

Treesearch

William Salas; Steve Hagen

2013-01-01

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

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.

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.

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

NASA Astrophysics Data System (ADS)

Šantić, Branko; Gracin, Davor

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

Willow, Soohaeng Yoo; Hirata, So

2014-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2011-08-01

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

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

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

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

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

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

PubMed

Tennant, Marc; Kruger, Estie

2013-02-01

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

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.

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).

Multilevel sequential Monte Carlo samplers

DOE PAGES

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

2016-08-24

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

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

PubMed

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

2017-09-26

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

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

NASA Astrophysics Data System (ADS)

Orkoulas, Gerassimos; Panagiotopoulos, Athanassios Z.

1994-07-01

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

Applying Monte Carlo Simulation to Launch Vehicle Design and Requirements Analysis

NASA Technical Reports Server (NTRS)

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

2010-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

A smart Monte Carlo procedure for production costing and uncertainty analysis

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

Parker, C.; Stremel, J.

1996-11-01

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

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.

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

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

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

Online sequential Monte Carlo smoother for partially observed diffusion processes

NASA Astrophysics Data System (ADS)

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

2018-12-01

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

A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification

NASA Astrophysics Data System (ADS)

Wu, Keyi; Li, Jinglai

2016-09-01

In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter y. The performance parameter y is random due to the presence of various sources of uncertainty in the system, and our goal is to estimate the probability density function (PDF) of y. We propose to use the multicanonical Monte Carlo (MMC) method, a special type of adaptive importance sampling algorithms, to compute the PDF of interest. Moreover, we develop an adaptive algorithm to construct local Gaussian process surrogates to further accelerate the MMC iterations. With numerical examples we demonstrate that the proposed method can achieve several orders of magnitudes of speedup over the standard Monte Carlo methods.

Reactive Monte Carlo sampling with an ab initio potential

NASA Astrophysics Data System (ADS)

Leiding, Jeff; Coe, Joshua D.

2016-05-01

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

Lognormal Approximations of Fault Tree Uncertainty Distributions.

PubMed

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

2018-01-26

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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.

Dynamic Event Tree advancements and control logic improvements

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

Alfonsi, Andrea; Rabiti, Cristian; Mandelli, Diego

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

PubMed

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

2014-12-28

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

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

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

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

2014-12-28

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

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

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

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

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

Driven-dissipative quantum Monte Carlo method for open quantum systems

NASA Astrophysics Data System (ADS)

Nagy, Alexandra; Savona, Vincenzo

2018-05-01

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

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

PubMed Central

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

2002-01-01

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

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

PubMed

Badal, Andreu; Badano, Aldo

2009-11-01

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

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

PubMed

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

2007-01-01

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

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

DOE PAGES

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

2016-08-13

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

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

NASA Astrophysics Data System (ADS)

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

2015-01-01

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

A new approach to importance sampling for the simulation of false alarms. [in radar systems

NASA Technical Reports Server (NTRS)

Lu, D.; Yao, K.

1987-01-01

In this paper a modified importance sampling technique for improving the convergence of Importance Sampling is given. By using this approach to estimate low false alarm rates in radar simulations, the number of Monte Carlo runs can be reduced significantly. For one-dimensional exponential, Weibull, and Rayleigh distributions, a uniformly minimum variance unbiased estimator is obtained. For Gaussian distribution the estimator in this approach is uniformly better than that of previously known Importance Sampling approach. For a cell averaging system, by combining this technique and group sampling, the reduction of Monte Carlo runs for a reference cell of 20 and false alarm rate of lE-6 is on the order of 170 as compared to the previously known Importance Sampling approach.

(U) Introduction to Monte Carlo Methods

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

Hungerford, Aimee L.

2017-03-20

Monte Carlo methods are very valuable for representing solutions to particle transport problems. Here we describe a “cook book” approach to handling the terms in a transport equation using Monte Carlo methods. Focus is on the mechanics of a numerical Monte Carlo code, rather than the mathematical foundations of the method.

Reconstruction of Human Monte Carlo Geometry from Segmented Images

NASA Astrophysics Data System (ADS)

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

2014-06-01

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

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

PubMed

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

2016-04-01

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

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

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

Liu, T; Lin, H; Xu, X

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

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

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

PubMed

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

2016-07-14

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

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

NASA Astrophysics Data System (ADS)

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

2016-07-01

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

Diffusion Monte Carlo approach versus adiabatic computation for local Hamiltonians

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

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.

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

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

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

2016-07-07

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

Multilevel ensemble Kalman filtering

DOE PAGES

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

2016-06-14

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

Dielectric response of periodic systems from quantum Monte Carlo calculations.

PubMed

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

2005-11-11

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

Sign problem and Monte Carlo calculations beyond Lefschetz thimbles

DOE PAGES

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

2016-05-10

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

Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Cheong, R. Y.; Gabda, D.

2017-09-01

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

Large-cell Monte Carlo renormalization of irreversible growth processes

NASA Technical Reports Server (NTRS)

Nakanishi, H.; Family, F.

1985-01-01

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

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

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

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

Stochastic Investigation of Natural Frequency for Functionally Graded Plates

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

RESPONDENT-DRIVEN SAMPLING AS MARKOV CHAIN MONTE CARLO

PubMed Central

GOEL, SHARAD; SALGANIK, MATTHEW J.

2013-01-01

Respondent-driven sampling (RDS) is a recently introduced, and now widely used, technique for estimating disease prevalence in hidden populations. RDS data are collected through a snowball mechanism, in which current sample members recruit future sample members. In this paper we present respondent-driven sampling as Markov chain Monte Carlo (MCMC) importance sampling, and we examine the effects of community structure and the recruitment procedure on the variance of RDS estimates. Past work has assumed that the variance of RDS estimates is primarily affected by segregation between healthy and infected individuals. We examine an illustrative model to show that this is not necessarily the case, and that bottlenecks anywhere in the networks can substantially affect estimates. We also show that variance is inflated by a common design feature in which sample members are encouraged to recruit multiple future sample members. The paper concludes with suggestions for implementing and evaluating respondent-driven sampling studies. PMID:19572381

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

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

A New Approach to Monte Carlo Simulations in Statistical Physics

NASA Astrophysics Data System (ADS)

Landau, David P.

2002-08-01

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

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

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

Badal, Andreu; Badano, Aldo

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

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

Reactive Monte Carlo sampling with an ab initio potential

DOE PAGES

Leiding, Jeff; Coe, Joshua D.

2016-05-04

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

Monte Carlo Sampling in Fractal Landscapes

NASA Astrophysics Data System (ADS)

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

2013-05-01

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

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

PubMed

Inglis, Stephen; Melko, Roger G

2013-01-01

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

Hamiltonian Monte Carlo acceleration using surrogate functions with random bases.

PubMed

Zhang, Cheng; Shahbaba, Babak; Zhao, Hongkai

2017-11-01

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

Adapting phase-switch Monte Carlo method for flexible organic molecules

NASA Astrophysics Data System (ADS)

Bridgwater, Sally; Quigley, David

2014-03-01

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

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

NASA Astrophysics Data System (ADS)

Arya, Gaurav; Schlick, Tamar

2007-01-01

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

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

Respondent-driven sampling as Markov chain Monte Carlo.

PubMed

Goel, Sharad; Salganik, Matthew J

2009-07-30

Respondent-driven sampling (RDS) is a recently introduced, and now widely used, technique for estimating disease prevalence in hidden populations. RDS data are collected through a snowball mechanism, in which current sample members recruit future sample members. In this paper we present RDS as Markov chain Monte Carlo importance sampling, and we examine the effects of community structure and the recruitment procedure on the variance of RDS estimates. Past work has assumed that the variance of RDS estimates is primarily affected by segregation between healthy and infected individuals. We examine an illustrative model to show that this is not necessarily the case, and that bottlenecks anywhere in the networks can substantially affect estimates. We also show that variance is inflated by a common design feature in which the sample members are encouraged to recruit multiple future sample members. The paper concludes with suggestions for implementing and evaluating RDS studies.

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

PubMed

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

2011-01-01

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

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

PubMed Central

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

2011-01-01

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

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

PubMed

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

2007-05-21

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

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

PubMed

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

2003-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

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

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

Study of multi-dimensional radiative energy transfer in molecular gases

NASA Technical Reports Server (NTRS)

Liu, Jiwen; Tiwari, S. N.

1993-01-01

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

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.

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

PubMed

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

1987-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2000-03-01

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

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

NASA Astrophysics Data System (ADS)

Crevillén-García, D.; Power, H.

2017-08-01

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

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

PubMed

Crevillén-García, D; Power, H

2017-08-01

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

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

PubMed Central

Power, H.

2017-01-01

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

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

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

Souris, Kevin, E-mail: kevin.souris@uclouvain.be; Lee, John Aldo; Sterpin, Edmond

2016-04-15

Purpose: Accuracy in proton therapy treatment planning can be improved using Monte Carlo (MC) simulations. However the long computation time of such methods hinders their use in clinical routine. This work aims to develop a fast multipurpose Monte Carlo simulation tool for proton therapy using massively parallel central processing unit (CPU) architectures. Methods: A new Monte Carlo, called MCsquare (many-core Monte Carlo), has been designed and optimized for the last generation of Intel Xeon processors and Intel Xeon Phi coprocessors. These massively parallel architectures offer the flexibility and the computational power suitable to MC methods. The class-II condensed history algorithmmore » of MCsquare provides a fast and yet accurate method of simulating heavy charged particles such as protons, deuterons, and alphas inside voxelized geometries. Hard ionizations, with energy losses above a user-specified threshold, are simulated individually while soft events are regrouped in a multiple scattering theory. Elastic and inelastic nuclear interactions are sampled from ICRU 63 differential cross sections, thereby allowing for the computation of prompt gamma emission profiles. MCsquare has been benchmarked with the GATE/GEANT4 Monte Carlo application for homogeneous and heterogeneous geometries. Results: Comparisons with GATE/GEANT4 for various geometries show deviations within 2%–1 mm. In spite of the limited memory bandwidth of the coprocessor simulation time is below 25 s for 10{sup 7} primary 200 MeV protons in average soft tissues using all Xeon Phi and CPU resources embedded in a single desktop unit. Conclusions: MCsquare exploits the flexibility of CPU architectures to provide a multipurpose MC simulation tool. Optimized code enables the use of accurate MC calculation within a reasonable computation time, adequate for clinical practice. MCsquare also simulates prompt gamma emission and can thus be used also for in vivo range verification.« less

Importance Sampling Variance Reduction in GRESS ATMOSIM

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

Wakeford, Daniel Tyler

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Constant-pressure nested sampling with atomistic dynamics

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

DOE PAGES

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

2016-01-23

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

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

PubMed

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

2016-11-01

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

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.

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

PubMed

Zhang, Zhe; Ehmann, Uwe; Zacharias, Martin

2017-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

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

PubMed Central

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

2011-01-01

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

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

PubMed Central

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

2013-01-01

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

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

PubMed

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

2009-09-07

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

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.

Solid-propellant rocket motor ballistic performance variation analyses

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

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

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.

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.

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.

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.

Importance Sampling of Word Patterns in DNA and Protein Sequences

PubMed Central

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

2010-01-01

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

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

PubMed

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

2011-07-01

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

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

NASA Astrophysics Data System (ADS)

Růžička, Štěpán; Allen, Michael P.

2014-09-01

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

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

NASA Astrophysics Data System (ADS)

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

2006-02-01

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

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

NASA Astrophysics Data System (ADS)

Nieciąg, Halina

2015-10-01

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

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

PubMed Central

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

2015-01-01

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

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

NASA Astrophysics Data System (ADS)

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

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

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…

New Approaches and Applications for Monte Carlo Perturbation Theory

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

Aufiero, Manuele; Bidaud, Adrien; Kotlyar, Dan

2017-02-01

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

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

NASA Astrophysics Data System (ADS)

Alves Júnior, A. A.; Sokoloff, M. D.

2017-10-01

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

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

NASA Astrophysics Data System (ADS)

Takaishi, Tetsuya

2014-03-01

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

Multicanonical hybrid Monte Carlo algorithm: Boosting simulations of compact QED

NASA Astrophysics Data System (ADS)

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

1999-03-01

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

A novel Monte Carlo algorithm for simulating crystals with McStas

NASA Astrophysics Data System (ADS)

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

2004-07-01

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

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

PubMed

Florin, Charles; Paragios, Nikos; Williams, Jim

2005-01-01

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

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

ERIC Educational Resources Information Center

Reddon, John R.; And Others

1985-01-01

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

An improved target velocity sampling algorithm for free gas elastic scattering

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

Romano, Paul K.; Walsh, Jonathan A.

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

An improved target velocity sampling algorithm for free gas elastic scattering

DOE PAGES

Romano, Paul K.; Walsh, Jonathan A.

2018-02-03

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

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. .

A Monte Carlo Program for Simulating Selection Decisions from Personnel Tests

ERIC Educational Resources Information Center

Petersen, Calvin R.; Thain, John W.

1976-01-01

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

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

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

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

2016-06-15

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

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

PubMed Central

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

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

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.

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.

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)

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

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

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.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

Mejer Hansen, Thomas

2017-04-01

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

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

PubMed

Zhang, Yajia; Hauser, Kris

2013-01-01

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

Unbiased, scalable sampling of protein loop conformations from probabilistic priors

PubMed Central

2013-01-01

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

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

DOE PAGES

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

2015-11-28

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

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.

Risk assessment predictions of open dumping area after closure using Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Pauzi, Nur Irfah Mohd; Radhi, Mohd Shahril Mat; Omar, Husaini

2017-10-01

Currently, there are many abandoned open dumping areas that were left without any proper mitigation measures. These open dumping areas could pose serious hazard to human and pollute the environment. The objective of this paper is to determine the risk assessment at the open dumping area after they has been closed using Monte Carlo Simulation method. The risk assessment exercise is conducted at the Kuala Lumpur dumping area. The rapid urbanisation of Kuala Lumpur coupled with increase in population lead to increase in waste generation. It leads to more dumping/landfill area in Kuala Lumpur. The first stage of this study involve the assessment of the dumping area and samples collections. It followed by measurement of settlement of dumping area using oedometer. The risk of the settlement is predicted using Monte Carlo simulation method. Monte Carlo simulation calculates the risk and the long-term settlement. The model simulation result shows that risk level of the Kuala Lumpur open dumping area ranges between Level III to Level IV i.e. between medium risk to high risk. These settlement (ΔH) is between 3 meters to 7 meters. Since the risk is between medium to high, it requires mitigation measures such as replacing the top waste soil with new sandy gravel soil. This will increase the strength of the soil and reduce the settlement.

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

NASA Astrophysics Data System (ADS)

Jennings, E.; Madigan, M.

2017-04-01

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

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

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

Wei, J; Penagaricano, J; Narayanasamy, G

2016-06-15

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

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.

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

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

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

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

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.

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.

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.

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.

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

USGS Publications Warehouse

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

1993-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-08-01

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

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

PubMed

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

2015-08-21

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

Use of randomized sampling for analysis of metabolic networks.

PubMed

Schellenberger, Jan; Palsson, Bernhard Ø

2009-02-27

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

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

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

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

2007-01-01

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

Molecular dynamics and dynamic Monte-Carlo simulation of irradiation damage with focused ion beams

NASA Astrophysics Data System (ADS)

Ohya, Kaoru

2017-03-01

The focused ion beam (FIB) has become an important tool for micro- and nanostructuring of samples such as milling, deposition and imaging. However, this leads to damage of the surface on the nanometer scale from implanted projectile ions and recoiled material atoms. It is therefore important to investigate each kind of damage quantitatively. We present a dynamic Monte-Carlo (MC) simulation code to simulate the morphological and compositional changes of a multilayered sample under ion irradiation and a molecular dynamics (MD) simulation code to simulate dose-dependent changes in the backscattering-ion (BSI)/secondary-electron (SE) yields of a crystalline sample. Recent progress in the codes for research to simulate the surface morphology and Mo/Si layers intermixing in an EUV lithography mask irradiated with FIBs, and the crystalline orientation effect on BSI and SE yields relating to the channeling contrast in scanning ion microscopes, is also presented.

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

NASA Technical Reports Server (NTRS)

Kim, Stacy

2011-01-01

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

Optimized nested Markov chain Monte Carlo sampling: theory

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

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

2009-01-01

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

POWER ANALYSIS FOR COMPLEX MEDIATIONAL DESIGNS USING MONTE CARLO METHODS

PubMed Central

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

2013-01-01

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

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

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

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

2016-01-01

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

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.

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…

The Monte Carlo Method. Popular Lectures in Mathematics.

ERIC Educational Resources Information Center

Sobol', I. M.

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

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

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

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

2014-09-15

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

The Wang-Landau Sampling Algorithm

NASA Astrophysics Data System (ADS)

Landau, David P.

2003-03-01

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

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

PubMed

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

2013-12-15

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

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.

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.

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.

Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

NASA Astrophysics Data System (ADS)

Sharma, Sanjib

2017-08-01

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

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.

Monte Carlo approaches to sampling forested tracts with lines or points

Treesearch

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

2001-01-01

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

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.

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

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

ERIC Educational Resources Information Center

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

2017-01-01

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

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.

Deterministic theory of Monte Carlo variance

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

Ueki, T.; Larsen, E.W.

1996-12-31

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

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

NASA Technical Reports Server (NTRS)

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

2015-01-01

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

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.

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

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

ERIC Educational Resources Information Center

Ramsay, J. O.

1980-01-01

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

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

PubMed

Hittner, James B; May, Kim

2012-01-01

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

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

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

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

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

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

DOE PAGES

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

2017-06-22

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

Linear and Non-Linear Dielectric Response of Periodic Systems from Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Umari, Paolo

2006-03-01

We present a novel approach that allows to calculate the dielectric response of periodic systems in the quantum Monte Carlo formalism. We employ a many-body generalization for the electric enthalpy functional, where the coupling with the field is expressed via the Berry-phase formulation for the macroscopic polarization. A self-consistent local Hamiltonian then determines the ground-state wavefunction, allowing for accurate diffusion quantum Monte Carlo calculations where the polarization's fixed point is estimated from the average on an iterative sequence. The polarization is sampled through forward-walking. This approach has been validated for the case of the polarizability of an isolated hydrogen atom, and then applied to a periodic system. We then calculate the linear susceptibility and second-order hyper-susceptibility of molecular-hydrogen chains whith different bond-length alternations, and assess the quality of nodal surfaces derived from density-functional theory or from Hartree-Fock. The results found are in excellent agreement with the best estimates obtained from the extrapolation of quantum-chemistry calculations.P. Umari, A.J. Williamson, G. Galli, and N. MarzariPhys. Rev. Lett. 95, 207602 (2005).

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.

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

NASA Astrophysics Data System (ADS)

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

2016-03-01

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

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.

Smart darting diffusion Monte Carlo: Applications to lithium ion-Stockmayer clusters

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Jake, L. C.; Curotto, E.

2016-05-01

In a recent investigation [K. Roberts et al., J. Chem. Phys. 136, 074104 (2012)], we have shown that, for a sufficiently complex potential, the Diffusion Monte Carlo (DMC) random walk can become quasiergodic, and we have introduced smart darting-like moves to improve the sampling. In this article, we systematically characterize the bias that smart darting moves introduce in the estimate of the ground state energy of a bosonic system. We then test a simple approach to eliminate completely such bias from the results. The approach is applied for the determination of the ground state of lithium ion-n-dipoles clusters in the n = 8-20 range. For these, the smart darting diffusion Monte Carlo simulations find the same ground state energy and mixed-distribution as the traditional approach for n < 14. In larger systems we find that while the ground state energies agree quantitatively with or without smart darting moves, the mixed-distributions can be significantly different. Some evidence is offered to conclude that introducing smart darting-like moves in traditional DMC simulations may produce a more reliable ground state mixed-distribution.

PyMC: Bayesian Stochastic Modelling in Python

PubMed Central

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

2010-01-01

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

Multilevel Mixture Kalman Filter

NASA Astrophysics Data System (ADS)

Guo, Dong; Wang, Xiaodong; Chen, Rong

2004-12-01

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

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.

Hybrid Monte Carlo/deterministic methods for radiation shielding problems

NASA Astrophysics Data System (ADS)

Becker, Troy L.

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

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

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.

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

An Efficient MCMC Algorithm to Sample Binary Matrices with Fixed Marginals

ERIC Educational Resources Information Center

Verhelst, Norman D.

2008-01-01

Uniform sampling of binary matrices with fixed margins is known as a difficult problem. Two classes of algorithms to sample from a distribution not too different from the uniform are studied in the literature: importance sampling and Markov chain Monte Carlo (MCMC). Existing MCMC algorithms converge slowly, require a long burn-in period and yield…

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

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

Tuomas, V.; Jaakko, L.

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

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

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

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

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

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.

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.

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

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

Relation Between Pore Size and the Compressibility of a Confined Fluid

PubMed Central

Gor, Gennady Y.; Siderius, Daniel W.; Rasmussen, Christopher J.; Krekelberg, William P.; Shen, Vincent K.; Bernstein, Noam

2015-01-01

When a fluid is confined to a nanopore, its thermodynamic properties differ from the properties of a bulk fluid, so measuring such properties of the confined fluid can provide information about the pore sizes. Here we report a simple relation between the pore size and isothermal compressibility of argon confined in these pores. Compressibility is calculated from the fluctuations of the number of particles in the grand canonical ensemble using two different simulation techniques: conventional grand-canonical Monte Carlo and grand-canonical ensemble transition-matrix Monte Carlo. Our results provide a theoretical framework for extracting the information on the pore sizes of fluid-saturated samples by measuring the compressibility from ultrasonic experiments. PMID:26590541

Bold Diagrammatic Monte Carlo Method Applied to Fermionized Frustrated Spins

NASA Astrophysics Data System (ADS)

Kulagin, S. A.; Prokof'ev, N.; Starykh, O. A.; Svistunov, B.; Varney, C. N.

2013-02-01

We demonstrate, by considering the triangular lattice spin-1/2 Heisenberg model, that Monte Carlo sampling of skeleton Feynman diagrams within the fermionization framework offers a universal first-principles tool for strongly correlated lattice quantum systems. We observe the fermionic sign blessing—cancellation of higher order diagrams leading to a finite convergence radius of the series. We calculate the magnetic susceptibility of the triangular-lattice quantum antiferromagnet in the correlated paramagnet regime and reveal a surprisingly accurate microscopic correspondence with its classical counterpart at all accessible temperatures. The extrapolation of the observed relation to zero temperature suggests the absence of the magnetic order in the ground state. We critically examine the implications of this unusual scenario.

Cross-platform validation and analysis environment for particle physics

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

García Muñoz, A.; Mills, F. P.

2017-08-01

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

Exploring theory space with Monte Carlo reweighting

DOE PAGES

Gainer, James S.; Lykken, Joseph; Matchev, Konstantin T.; ...

2014-10-13

Theories of new physics often involve a large number of unknown parameters which need to be scanned. Additionally, a putative signal in a particular channel may be due to a variety of distinct models of new physics. This makes experimental attempts to constrain the parameter space of motivated new physics models with a high degree of generality quite challenging. We describe how the reweighting of events may allow this challenge to be met, as fully simulated Monte Carlo samples generated for arbitrary benchmark models can be effectively re-used. Specifically, we suggest procedures that allow more efficient collaboration between theorists andmore » experimentalists in exploring large theory parameter spaces in a rigorous way at the LHC.« less

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

NASA Astrophysics Data System (ADS)

Clisby, Nathan

2018-04-01

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

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

Equilibrium Molecular Thermodynamics from Kirkwood Sampling

PubMed Central

2015-01-01

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

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

PubMed

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

2010-01-01

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

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

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

DOE PAGES

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

2017-10-17

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

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

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

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan

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

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

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

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

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.

A flexible importance sampling method for integrating subgrid processes

DOE PAGES

Raut, E. K.; Larson, V. E.

2016-01-29

Numerical models of weather and climate need to compute grid-box-averaged rates of physical processes such as microphysics. These averages are computed by integrating subgrid variability over a grid box. For this reason, an important aspect of atmospheric modeling is spatial integration over subgrid scales. The needed integrals can be estimated by Monte Carlo integration. Monte Carlo integration is simple and general but requires many evaluations of the physical process rate. To reduce the number of function evaluations, this paper describes a new, flexible method of importance sampling. It divides the domain of integration into eight categories, such as the portion that containsmore » both precipitation and cloud, or the portion that contains precipitation but no cloud. It then allows the modeler to prescribe the density of sample points within each of the eight categories. The new method is incorporated into the Subgrid Importance Latin Hypercube Sampler (SILHS). Here, the resulting method is tested on drizzling cumulus and stratocumulus cases. In the cumulus case, the sampling error can be considerably reduced by drawing more sample points from the region of rain evaporation.« less

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.

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

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.

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

PubMed Central

Rechner, Steffen; Berger, Annabell

2016-01-01

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

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

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

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

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

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

ERIC Educational Resources Information Center

Beaujean, A. Alexander

2014-01-01

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

Extreme Magnitude Earthquakes and their Economical Consequences

NASA Astrophysics Data System (ADS)

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

2011-12-01

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

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

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

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

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

NASA Astrophysics Data System (ADS)

Speagle, Joshua S.; Eisenstein, Daniel J.

2017-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-08-01

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

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

DOE PAGES

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

2014-11-01

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

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

Treesearch

Gary W. Fowler; William G. O' Regan

1974-01-01

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

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%.

[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.

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 .

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.

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

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

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.

Comparison of screening-level and Monte Carlo approaches for wildlife food web exposure modeling

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

Pastorok, R.; Butcher, M.; LaTier, A.

1995-12-31

The implications of using quantitative uncertainty analysis (e.g., Monte Carlo) and site-specific tissue residue data for wildlife exposure modeling were examined with data on trace elements at the Clark Fork River Superfund Site. Exposure of white-tailed deer, red fox, and American kestrel was evaluated using three approaches. First, a screening-level exposure model was based on conservative estimates of exposure parameters, including estimates of dietary residues derived from bioconcentration factors (BCFs) and soil chemistry. A second model without Monte Carlo was based on site-specific data for tissue residues of trace elements (As, Cd, Cu, Pb, Zn) in key dietary species andmore » plausible assumptions for habitat spatial segmentation and other exposure parameters. Dietary species sampled included dominant grasses (tufted hairgrass and redtop), willows, alfalfa, barley, invertebrates (grasshoppers, spiders, and beetles), and deer mice. Third, the Monte Carlo analysis was based on the site-specific residue data and assumed or estimated distributions for exposure parameters. Substantial uncertainties are associated with several exposure parameters, especially BCFS, such that exposure and risk may be greatly overestimated in screening-level approaches. The results of the three approaches are compared with respect to realism, practicality, and data gaps. Collection of site-specific data on trace elements concentrations in plants and animals eaten by the target wildlife receptors is a cost-effective way to obtain realistic estimates of exposure. Implications of the results for exposure and risk estimates are discussed relative to use of wildlife exposure modeling and evaluation of remedial actions at Superfund sites.« less

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

PubMed

Rueda, Oscar M; Diaz-Uriarte, Ramon

2007-10-16

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

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.

Physical Principle for Generation of Randomness

NASA Technical Reports Server (NTRS)

Zak, Michail

2009-01-01

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

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

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

DOE PAGES

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

2016-10-21

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

Monte Carlo capabilities of the SCALE code system

DOE PAGES

Rearden, Bradley T.; Petrie, Jr., Lester M.; Peplow, Douglas E.; ...

2014-09-12

SCALE is a broadly used suite of tools for nuclear systems modeling and simulation that provides comprehensive, verified and validated, user-friendly capabilities for criticality safety, reactor physics, radiation shielding, and sensitivity and uncertainty analysis. For more than 30 years, regulators, licensees, and research institutions around the world have used SCALE for nuclear safety analysis and design. SCALE provides a “plug-and-play” framework that includes three deterministic and three Monte Carlo radiation transport solvers that can be selected based on the desired solution, including hybrid deterministic/Monte Carlo simulations. SCALE includes the latest nuclear data libraries for continuous-energy and multigroup radiation transport asmore » well as activation, depletion, and decay calculations. SCALE’s graphical user interfaces assist with accurate system modeling, visualization, and convenient access to desired results. SCALE 6.2 will provide several new capabilities and significant improvements in many existing features, especially with expanded continuous-energy Monte Carlo capabilities for criticality safety, shielding, depletion, and sensitivity and uncertainty analysis. Finally, an overview of the Monte Carlo capabilities of SCALE is provided here, with emphasis on new features for SCALE 6.2.« less

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.

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

PubMed

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

2018-05-31

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

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

PubMed

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

2016-02-26

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

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

NASA Astrophysics Data System (ADS)

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

2015-05-01

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

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

NASA Astrophysics Data System (ADS)

Räisänen, Petri; Barker, W. Howard

2004-07-01

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

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

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.

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.

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

Variance reduction for Fokker–Planck based particle Monte Carlo schemes

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

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

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

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.

Smart darting diffusion Monte Carlo: Applications to lithium ion-Stockmayer clusters

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

Christensen, H. M.; Jake, L. C.; Curotto, E., E-mail: curotto@arcadia.edu

2016-05-07

In a recent investigation [K. Roberts et al., J. Chem. Phys. 136, 074104 (2012)], we have shown that, for a sufficiently complex potential, the Diffusion Monte Carlo (DMC) random walk can become quasiergodic, and we have introduced smart darting-like moves to improve the sampling. In this article, we systematically characterize the bias that smart darting moves introduce in the estimate of the ground state energy of a bosonic system. We then test a simple approach to eliminate completely such bias from the results. The approach is applied for the determination of the ground state of lithium ion-n–dipoles clusters in themore » n = 8–20 range. For these, the smart darting diffusion Monte Carlo simulations find the same ground state energy and mixed-distribution as the traditional approach for n < 14. In larger systems we find that while the ground state energies agree quantitatively with or without smart darting moves, the mixed-distributions can be significantly different. Some evidence is offered to conclude that introducing smart darting-like moves in traditional DMC simulations may produce a more reliable ground state mixed-distribution.« less

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.

Probability techniques for reliability analysis of composite materials

NASA Technical Reports Server (NTRS)

Wetherhold, Robert C.; Ucci, Anthony M.

1994-01-01

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

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

Simulating the Generalized Gibbs Ensemble (GGE): A Hilbert space Monte Carlo approach

NASA Astrophysics Data System (ADS)

Alba, Vincenzo

By combining classical Monte Carlo and Bethe ansatz techniques we devise a numerical method to construct the Truncated Generalized Gibbs Ensemble (TGGE) for the spin-1/2 isotropic Heisenberg (XXX) chain. The key idea is to sample the Hilbert space of the model with the appropriate GGE probability measure. The method can be extended to other integrable systems, such as the Lieb-Liniger model. We benchmark the approach focusing on GGE expectation values of several local observables. As finite-size effects decay exponentially with system size, moderately large chains are sufficient to extract thermodynamic quantities. The Monte Carlo results are in agreement with both the Thermodynamic Bethe Ansatz (TBA) and the Quantum Transfer Matrix approach (QTM). Remarkably, it is possible to extract in a simple way the steady-state Bethe-Gaudin-Takahashi (BGT) roots distributions, which encode complete information about the GGE expectation values in the thermodynamic limit. Finally, it is straightforward to simulate extensions of the GGE, in which, besides the local integral of motion (local charges), one includes arbitrary functions of the BGT roots. As an example, we include in the GGE the first non-trivial quasi-local integral of motion.

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

PubMed

Ritchie, Nicholas W M

2017-06-01

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

First Monte Carlo Global Analysis of Nucleon Transversity with Lattice QCD Constraints

DOE PAGES

Lin, Huey-Wen; Melnitchouk, Wally; Prokudin, Alexei; ...

2018-04-11

We report on the first global QCD analysis of the quark transversity distributions in the nucleon from semi-inclusive deep-inelastic scattering (SIDIS), using a new Monte Carlo method based on nested sampling and constraints on the isovector tensor chargemore » $$g_T$$ from lattice QCD. A simultaneous fit to the available SIDIS Collins asymmetry data is compatible with $$g_T$$ values extracted from a comprehensive reanalysis of existing lattice simulations, in contrast to previous analyses, which found significantly smaller $$g_T$$ values. The contributions to the nucleon tensor charge from $u$ and $d$ quarks are found to be $$\\delta u = 0.3(2)$$ and $$\\delta d = -0.7(2)$$ at a scale $Q^2 = 2$ GeV$^2$.« less

Continuous-time quantum Monte Carlo calculation of multiorbital vertex asymptotics

NASA Astrophysics Data System (ADS)

Kaufmann, Josef; Gunacker, Patrik; Held, Karsten

2017-07-01

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

Cross-platform validation and analysis environment for particle physics

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

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

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

Optimization and benchmarking of a perturbative Metropolis Monte Carlo quantum mechanics/molecular mechanics program

NASA Astrophysics Data System (ADS)

Feldt, Jonas; Miranda, Sebastião; Pratas, Frederico; Roma, Nuno; Tomás, Pedro; Mata, Ricardo A.

2017-12-01

In this work, we present an optimized perturbative quantum mechanics/molecular mechanics (QM/MM) method for use in Metropolis Monte Carlo simulations. The model adopted is particularly tailored for the simulation of molecular systems in solution but can be readily extended to other applications, such as catalysis in enzymatic environments. The electrostatic coupling between the QM and MM systems is simplified by applying perturbation theory to estimate the energy changes caused by a movement in the MM system. This approximation, together with the effective use of GPU acceleration, leads to a negligible added computational cost for the sampling of the environment. Benchmark calculations are carried out to evaluate the impact of the approximations applied and the overall computational performance.

First Monte Carlo Global Analysis of Nucleon Transversity with Lattice QCD Constraints

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

Lin, Huey-Wen; Melnitchouk, Wally; Prokudin, Alexei

We report on the first global QCD analysis of the quark transversity distributions in the nucleon from semi-inclusive deep-inelastic scattering (SIDIS), using a new Monte Carlo method based on nested sampling and constraints on the isovector tensor chargemore » $$g_T$$ from lattice QCD. A simultaneous fit to the available SIDIS Collins asymmetry data is compatible with $$g_T$$ values extracted from a comprehensive reanalysis of existing lattice simulations, in contrast to previous analyses, which found significantly smaller $$g_T$$ values. The contributions to the nucleon tensor charge from $u$ and $d$ quarks are found to be $$\\delta u = 0.3(2)$$ and $$\\delta d = -0.7(2)$$ at a scale $Q^2 = 2$ GeV$^2$.« less

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

First Monte Carlo Global Analysis of Nucleon Transversity with Lattice QCD Constraints.

PubMed

Lin, H-W; Melnitchouk, W; Prokudin, A; Sato, N; Shows, H

2018-04-13

We report on the first global QCD analysis of the quark transversity distributions in the nucleon from semi-inclusive deep-inelastic scattering (SIDIS), using a new Monte Carlo method based on nested sampling and constraints on the isovector tensor charge g_{T} from lattice QCD. A simultaneous fit to the available SIDIS Collins asymmetry data is compatible with g_{T} values extracted from a comprehensive reanalysis of existing lattice simulations, in contrast to previous analyses, which found significantly smaller g_{T} values. The contributions to the nucleon tensor charge from u and d quarks are found to be δu=0.3(2) and δd=-0.7(2) at a scale Q^{2}=2  GeV^{2}.

First Monte Carlo Global Analysis of Nucleon Transversity with Lattice QCD Constraints

NASA Astrophysics Data System (ADS)

Lin, H.-W.; Melnitchouk, W.; Prokudin, A.; Sato, N.; Shows, H.; Jefferson Lab Angular Momentum JAM Collaboration

2018-04-01

We report on the first global QCD analysis of the quark transversity distributions in the nucleon from semi-inclusive deep-inelastic scattering (SIDIS), using a new Monte Carlo method based on nested sampling and constraints on the isovector tensor charge gT from lattice QCD. A simultaneous fit to the available SIDIS Collins asymmetry data is compatible with gT values extracted from a comprehensive reanalysis of existing lattice simulations, in contrast to previous analyses, which found significantly smaller gT values. The contributions to the nucleon tensor charge from u and d quarks are found to be δ u =0.3 (2 ) and δ d =-0.7 (2 ) at a scale Q2=2 GeV2.

Optimization and benchmarking of a perturbative Metropolis Monte Carlo quantum mechanics/molecular mechanics program.

PubMed

Feldt, Jonas; Miranda, Sebastião; Pratas, Frederico; Roma, Nuno; Tomás, Pedro; Mata, Ricardo A

2017-12-28

In this work, we present an optimized perturbative quantum mechanics/molecular mechanics (QM/MM) method for use in Metropolis Monte Carlo simulations. The model adopted is particularly tailored for the simulation of molecular systems in solution but can be readily extended to other applications, such as catalysis in enzymatic environments. The electrostatic coupling between the QM and MM systems is simplified by applying perturbation theory to estimate the energy changes caused by a movement in the MM system. This approximation, together with the effective use of GPU acceleration, leads to a negligible added computational cost for the sampling of the environment. Benchmark calculations are carried out to evaluate the impact of the approximations applied and the overall computational performance.

A Hundred-Year-Old Experiment Re-evaluated: Accurate Ab-Initio Monte-Carlo Simulations of the Melting of Radon.

PubMed

Schwerdtfeger, Peter; Smits, Odile; Pahl, Elke; Jerabek, Paul

2018-06-12

State-of-the-art relativistic coupled-cluster theory is used to construct many-body potentials for the rare gas element radon in order to determine its bulk properties including the solid-to-liquid phase transition from parallel tempering Monte Carlo simulations through either direct sampling of the bulk or from a finite cluster approach. The calculated melting temperature are 201(3) K and 201(6) K from bulk simulations and from extrapolation of finite cluster values, respectively. This is in excellent agreement with the often debated (but widely cited) and only available value of 202 K, dating back to measurements by Gray and Ramsay in 1909. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Study of the CP-violating effects with gg → Η → τ{sup +}τ{sup –} process

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

Belyaev, N. L., E-mail: nbelyaev@cern.ch; Konoplich, R. V.

Study of the gg → Η → τ{sup +}τ{sup –} process was performed at Monte Carlo level within the framework of searching for CP-violating effects. The sensitivity of chosen observables to CP-parity of the Higgs boson was demonstrated for hadronic 1-prong τ decays (τ{sup ±} → π{sup ±}, ρ{sup ±}). Monte Carlo samples for the gg → Η → τ{sup +}τ{sup -} process were generated including the parton hadronisation to final state particles. This generation was performed for the Standard Model Higgs boson, the pseudoscalar Higgs boson, the Z → τ{sup +}τ{sup –} background, and mixed CP-states of the Higgsmore » boson.« less

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

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

ERIC Educational Resources Information Center

Alsop, Brent

2004-01-01

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

Bootstrap Estimation of Sample Statistic Bias in Structural Equation Modeling.

ERIC Educational Resources Information Center

Thompson, Bruce; Fan, Xitao

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

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

ERIC Educational Resources Information Center

Fan, Xitao

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

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

ERIC Educational Resources Information Center

Schoeneberger, Jason A.

2016-01-01

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

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

DTIC Science & Technology

1985-05-01

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

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

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

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

2015-01-01

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

Multiscale Monte Carlo equilibration: Pure Yang-Mills theory

DOE PAGES

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

2015-12-29

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

A 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.

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

Bertholon, François; Harant, Olivier; Bourlon, Bertrand

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

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

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.

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

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.

Data collection strategies for time-resolved X-ray free-electron laser diffraction, and 2-color methods

PubMed Central

Li, Chufeng; Schmidt, Kevin; Spence, John C.

2015-01-01

We compare three schemes for time-resolved X-ray diffraction from protein nanocrystals using an X-ray free-electron laser. We find expressions for the errors in structure factor measurement using the Monte Carlo pump-probe method of data analysis with a liquid jet, the fixed sample pump-probe (goniometer) method (both diffract-and-destroy, and below the safe damage dose), and a proposed two-color method. Here, an optical pump pulse arrives between X-ray pulses of slightly different energies which hit the same nanocrystal, using a weak first X-ray pulse which does not damage the sample. (Radiation damage is outrun in the other cases.) This two-color method, in which separated Bragg spots are impressed on the same detector readout, eliminates stochastic fluctuations in crystal size, shape, and orientation and is found to require two orders of magnitude fewer diffraction patterns than the currently used Monte Carlo liquid jet method, for 1% accuracy. Expressions are given for errors in structure factor measurement for the four approaches, and detailed simulations provided for cathepsin B and IC3 crystals. While the error is independent of the number of shots for the dose-limited goniometer method, it falls off inversely as the square root of the number of shots for the two-color and Monte Carlo methods, with a much smaller pre-factor for the two-color mode, when the first shot is below the damage threshold. PMID:26798813

Invited review article: physics and Monte Carlo techniques as relevant to cryogenic, phonon, and ionization readout of Cryogenic Dark Matter Search radiation detectors.

PubMed

Leman, Steven W

2012-09-01

This review discusses detector physics and Monte Carlo techniques for cryogenic, radiation detectors that utilize combined phonon and ionization readout. A general review of cryogenic phonon and charge transport is provided along with specific details of the Cryogenic Dark Matter Search detector instrumentation. In particular, this review covers quasidiffusive phonon transport, which includes phonon focusing, anharmonic decay, and isotope scattering. The interaction of phonons in the detector surface is discussed along with the downconversion of phonons in superconducting films. The charge transport physics include a mass tensor which results from the crystal band structure and is modeled with a Herring-Vogt transformation. Charge scattering processes involve the creation of Neganov-Luke phonons. Transition-edge-sensor (TES) simulations include a full electric circuit description and all thermal processes including Joule heating, cooling to the substrate, and thermal diffusion within the TES, the latter of which is necessary to model normal-superconducting phase separation. Relevant numerical constants are provided for these physical processes in germanium, silicon, aluminum, and tungsten. Random number sampling methods including inverse cumulative distribution function (CDF) and rejection techniques are reviewed. To improve the efficiency of charge transport modeling, an additional second order inverse CDF method is developed here along with an efficient barycentric coordinate sampling method of electric fields. Results are provided in a manner that is convenient for use in Monte Carlo and references are provided for validation of these models.

Monte Carlo Method for Determining Earthquake Recurrence Parameters from Short Paleoseismic Catalogs: Example Calculations for California

USGS Publications Warehouse

Parsons, Tom

2008-01-01

Paleoearthquake observations often lack enough events at a given site to directly define a probability density function (PDF) for earthquake recurrence. Sites with fewer than 10-15 intervals do not provide enough information to reliably determine the shape of the PDF using standard maximum-likelihood techniques [e.g., Ellsworth et al., 1999]. In this paper I present a method that attempts to fit wide ranges of distribution parameters to short paleoseismic series. From repeated Monte Carlo draws, it becomes possible to quantitatively estimate most likely recurrence PDF parameters, and a ranked distribution of parameters is returned that can be used to assess uncertainties in hazard calculations. In tests on short synthetic earthquake series, the method gives results that cluster around the mean of the input distribution, whereas maximum likelihood methods return the sample means [e.g., NIST/SEMATECH, 2006]. For short series (fewer than 10 intervals), sample means tend to reflect the median of an asymmetric recurrence distribution, possibly leading to an overestimate of the hazard should they be used in probability calculations. Therefore a Monte Carlo approach may be useful for assessing recurrence from limited paleoearthquake records. Further, the degree of functional dependence among parameters like mean recurrence interval and coefficient of variation can be established. The method is described for use with time-independent and time-dependent PDF?s, and results from 19 paleoseismic sequences on strike-slip faults throughout the state of California are given.

Monte Carlo method for determining earthquake recurrence parameters from short paleoseismic catalogs: Example calculations for California

USGS Publications Warehouse

Parsons, T.

2008-01-01

Paleoearthquake observations often lack enough events at a given site to directly define a probability density function (PDF) for earthquake recurrence. Sites with fewer than 10-15 intervals do not provide enough information to reliably determine the shape of the PDF using standard maximum-likelihood techniques (e.g., Ellsworth et al., 1999). In this paper I present a method that attempts to fit wide ranges of distribution parameters to short paleoseismic series. From repeated Monte Carlo draws, it becomes possible to quantitatively estimate most likely recurrence PDF parameters, and a ranked distribution of parameters is returned that can be used to assess uncertainties in hazard calculations. In tests on short synthetic earthquake series, the method gives results that cluster around the mean of the input distribution, whereas maximum likelihood methods return the sample means (e.g., NIST/SEMATECH, 2006). For short series (fewer than 10 intervals), sample means tend to reflect the median of an asymmetric recurrence distribution, possibly leading to an overestimate of the hazard should they be used in probability calculations. Therefore a Monte Carlo approach may be useful for assessing recurrence from limited paleoearthquake records. Further, the degree of functional dependence among parameters like mean recurrence interval and coefficient of variation can be established. The method is described for use with time-independent and time-dependent PDFs, and results from 19 paleoseismic sequences on strike-slip faults throughout the state of California are given.

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 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

Calculating Potential Energy Curves with Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Powell, Andrew D.; Dawes, Richard

2014-06-01

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

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

PubMed Central

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

2011-01-01

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

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

Criticality Calculations with MCNP6 - Practical Lectures

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

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

2016-11-29

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

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

PubMed

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

2011-10-11

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

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.

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.

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.

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

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.

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

Treesearch

Ronald E. McRoberts; Veronica C. Lessard

2001-01-01

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

A New Sample Size Formula for Regression.

ERIC Educational Resources Information Center

Brooks, Gordon P.; Barcikowski, Robert S.

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

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

PubMed

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

2010-06-30

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

Applying Monte Carlo Simulation to Launch Vehicle Design and Requirements Verification

NASA Technical Reports Server (NTRS)

Hanson, John M.; Beard, Bernard B.

2010-01-01

This paper is focused on applying Monte Carlo simulation to probabilistic launch vehicle design and requirements verification. The approaches developed in this paper can be applied to other complex design efforts as well. Typically the verification must show that requirement "x" is met for at least "y" % of cases, with, say, 10% consumer risk or 90% confidence. Two particular aspects of making these runs for requirements verification will be explored in this paper. First, there are several types of uncertainties that should be handled in different ways, depending on when they become known (or not). The paper describes how to handle different types of uncertainties and how to develop vehicle models that can be used to examine their characteristics. This includes items that are not known exactly during the design phase but that will be known for each assembled vehicle (can be used to determine the payload capability and overall behavior of that vehicle), other items that become known before or on flight day (can be used for flight day trajectory design and go/no go decision), and items that remain unknown on flight day. Second, this paper explains a method (order statistics) for determining whether certain probabilistic requirements are met or not and enables the user to determine how many Monte Carlo samples are required. Order statistics is not new, but may not be known in general to the GN&C community. The methods also apply to determining the design values of parameters of interest in driving the vehicle design. The paper briefly discusses when it is desirable to fit a distribution to the experimental Monte Carlo results rather than using order statistics.

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

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.

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.

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

PubMed

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

2015-11-01

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

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.

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.

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.

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.

Geometry and Dynamics for Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Off-diagonal expansion quantum Monte Carlo.

PubMed

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

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

Monte Carlo 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

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

PubMed

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

2017-05-01

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

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

PubMed

Kawrakow, I

2000-03-01

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

Generating Nonnormal Multivariate Data Using Copulas: Applications to SEM.

PubMed

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

2012-07-01

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

Accuracy and convergence of coupled finite-volume/Monte Carlo codes for plasma edge simulations of nuclear fusion reactors

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

Ghoos, K., E-mail: kristel.ghoos@kuleuven.be; Dekeyser, W.; Samaey, G.

2016-10-01

The plasma and neutral transport in the plasma edge of a nuclear fusion reactor is usually simulated using coupled finite volume (FV)/Monte Carlo (MC) codes. However, under conditions of future reactors like ITER and DEMO, convergence issues become apparent. This paper examines the convergence behaviour and the numerical error contributions with a simplified FV/MC model for three coupling techniques: Correlated Sampling, Random Noise and Robbins Monro. Also, practical procedures to estimate the errors in complex codes are proposed. Moreover, first results with more complex models show that an order of magnitude speedup can be achieved without any loss in accuracymore » by making use of averaging in the Random Noise coupling technique.« less

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.

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

ERIC Educational Resources Information Center

In'nami, Yo; Koizumi, Rie

2013-01-01

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

Quantitative basis for component factors of gas flow proportional counting efficiencies

NASA Astrophysics Data System (ADS)

Nichols, Michael C.

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

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

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.

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.

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

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

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

2014-08-15

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

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

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.

Improved Monte Carlo Renormalization Group Method

DOE R&D Accomplishments Database

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

1985-01-01

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

Monte Carlo calculations of k{sub Q}, the beam quality conversion factor

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

Muir, B. R.; Rogers, D. W. O.

2010-11-15

Purpose: To use EGSnrc Monte Carlo simulations to directly calculate beam quality conversion factors, k{sub Q}, for 32 cylindrical ionization chambers over a range of beam qualities and to quantify the effect of systematic uncertainties on Monte Carlo calculations of k{sub Q}. These factors are required to use the TG-51 or TRS-398 clinical dosimetry protocols for calibrating external radiotherapy beams. Methods: Ionization chambers are modeled either from blueprints or manufacturers' user's manuals. The dose-to-air in the chamber is calculated using the EGSnrc user-code egs{sub c}hamber using 11 different tabulated clinical photon spectra for the incident beams. The dose to amore » small volume of water is also calculated in the absence of the chamber at the midpoint of the chamber on its central axis. Using a simple equation, k{sub Q} is calculated from these quantities under the assumption that W/e is constant with energy and compared to TG-51 protocol and measured values. Results: Polynomial fits to the Monte Carlo calculated k{sub Q} factors as a function of beam quality expressed as %dd(10){sub x} and TPR{sub 10}{sup 20} are given for each ionization chamber. Differences are explained between Monte Carlo calculated values and values from the TG-51 protocol or calculated using the computer program used for TG-51 calculations. Systematic uncertainties in calculated k{sub Q} values are analyzed and amount to a maximum of one standard deviation uncertainty of 0.99% if one assumes that photon cross-section uncertainties are uncorrelated and 0.63% if they are assumed correlated. The largest components of the uncertainty are the constancy of W/e and the uncertainty in the cross-section for photons in water. Conclusions: It is now possible to calculate k{sub Q} directly using Monte Carlo simulations. Monte Carlo calculations for most ionization chambers give results which are comparable to TG-51 values. Discrepancies can be explained using individual Monte Carlo calculations of various correction factors which are more accurate than previously used values. For small ionization chambers with central electrodes composed of high-Z materials, the effect of the central electrode is much larger than that for the aluminum electrodes in Farmer chambers.« less

FORMAL UNCERTAINTY ANALYSIS OF A LAGRANGIAN PHOTOCHEMICAL AIR POLLUTION MODEL. (R824792)

EPA Science Inventory

This study applied Monte Carlo analysis with Latin
hypercube sampling to evaluate the effects of uncertainty
in air parcel trajectory paths, emissions, rate constants,
deposition affinities, mixing heights, and atmospheric stability
on predictions from a vertically...

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

PubMed

Chodera, John D; Shirts, Michael R

2011-11-21

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

Improved diffusion Monte Carlo propagators for bosonic systems using Itô calculus

NASA Astrophysics Data System (ADS)

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

2006-11-01

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

Computational tools for exact conditional logistic regression.

PubMed

Corcoran, C; Mehta, C; Patel, N; Senchaudhuri, P

Logistic regression analyses are often challenged by the inability of unconditional likelihood-based approximations to yield consistent, valid estimates and p-values for model parameters. This can be due to sparseness or separability in the data. Conditional logistic regression, though useful in such situations, can also be computationally unfeasible when the sample size or number of explanatory covariates is large. We review recent developments that allow efficient approximate conditional inference, including Monte Carlo sampling and saddlepoint approximations. We demonstrate through real examples that these methods enable the analysis of significantly larger and more complex data sets. We find in this investigation that for these moderately large data sets Monte Carlo seems a better alternative, as it provides unbiased estimates of the exact results and can be executed in less CPU time than can the single saddlepoint approximation. Moreover, the double saddlepoint approximation, while computationally the easiest to obtain, offers little practical advantage. It produces unreliable results and cannot be computed when a maximum likelihood solution does not exist. Copyright 2001 John Wiley & Sons, Ltd.

Apparently abnormal Wechsler Memory Scale index score patterns in the normal population.

PubMed

Carrasco, Roman Marcus; Grups, Josefine; Evans, Brittney; Simco, Edward; Mittenberg, Wiley

2015-01-01

Interpretation of the Wechsler Memory Scale-Fourth Edition may involve examination of multiple memory index score contrasts and similar comparisons with Wechsler Adult Intelligence Scale-Fourth Edition ability indexes. Standardization sample data suggest that 15-point differences between any specific pair of index scores are relatively uncommon in normal individuals, but these base rates refer to a comparison between a single pair of indexes rather than multiple simultaneous comparisons among indexes. This study provides normative data for the occurrence of multiple index score differences calculated by using Monte Carlo simulations and validated against standardization data. Differences of 15 points between any two memory indexes or between memory and ability indexes occurred in 60% and 48% of the normative sample, respectively. Wechsler index score discrepancies are normally common and therefore not clinically meaningful when numerous such comparisons are made. Explicit prior interpretive hypotheses are necessary to reduce the number of index comparisons and associated false-positive conclusions. Monte Carlo simulation accurately predicts these false-positive rates.

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.

Monte Carlo simulation of expert judgments on human errors in chemical analysis--a case study of ICP-MS.

PubMed

Kuselman, Ilya; Pennecchi, Francesca; Epstein, Malka; Fajgelj, Ales; Ellison, Stephen L R

2014-12-01

Monte Carlo simulation of expert judgments on human errors in a chemical analysis was used for determination of distributions of the error quantification scores (scores of likelihood and severity, and scores of effectiveness of a laboratory quality system in prevention of the errors). The simulation was based on modeling of an expert behavior: confident, reasonably doubting and irresolute expert judgments were taken into account by means of different probability mass functions (pmfs). As a case study, 36 scenarios of human errors which may occur in elemental analysis of geological samples by ICP-MS were examined. Characteristics of the score distributions for three pmfs of an expert behavior were compared. Variability of the scores, as standard deviation of the simulated score values from the distribution mean, was used for assessment of the score robustness. A range of the score values, calculated directly from elicited data and simulated by a Monte Carlo method for different pmfs, was also discussed from the robustness point of view. It was shown that robustness of the scores, obtained in the case study, can be assessed as satisfactory for the quality risk management and improvement of a laboratory quality system against human errors. Copyright © 2014 Elsevier B.V. All rights reserved.

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

PubMed Central

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

2015-01-01

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

Monte Carlo Particle Lists: MCPL

NASA Astrophysics Data System (ADS)

Kittelmann, T.; Klinkby, E.; Knudsen, E. B.; Willendrup, P.; Cai, X. X.; Kanaki, K.

2017-09-01

A binary format with lists of particle state information, for interchanging particles between various Monte Carlo simulation applications, is presented. Portable C code for file manipulation is made available to the scientific community, along with converters and plugins for several popular simulation packages.

OBJECT KINETIC MONTE CARLO SIMULATIONS OF CASCADE ANNEALING IN TUNGSTEN

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

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

2014-03-31

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

Quantum interference and Monte Carlo simulations of multiparticle production

NASA Astrophysics Data System (ADS)

Bialas, A.; Krzywicki, A.

1995-02-01

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

Scalable Domain Decomposed Monte Carlo Particle Transport

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

O'Brien, Matthew Joseph

2013-12-05

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

Baseball Monte Carlo Style.

ERIC Educational Resources Information Center

Houser, Larry L.

1981-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

92 Years of the Ising Model: A High Resolution Monte Carlo Study

NASA Astrophysics Data System (ADS)

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

2018-04-01

Using extensive Monte Carlo simulations that employ the Wolff cluster flipping 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, we obtained the critical inverse temperature K c = 0.221 654 626(5) and the critical exponent of the correlation length ν = 0.629 912(86) with precision that improves upon previous Monte Carlo estimates.

Accelerate quasi Monte Carlo method for solving systems of linear algebraic equations through shared memory

NASA Astrophysics Data System (ADS)

Lai, Siyan; Xu, Ying; Shao, Bo; Guo, Menghan; Lin, Xiaola

2017-04-01

In this paper we study on Monte Carlo method for solving systems of linear algebraic equations (SLAE) based on shared memory. Former research demostrated that GPU can effectively speed up the computations of this issue. Our purpose is to optimize Monte Carlo method simulation on GPUmemoryachritecture specifically. Random numbers are organized to storein shared memory, which aims to accelerate the parallel algorithm. Bank conflicts can be avoided by our Collaborative Thread Arrays(CTA)scheme. The results of experiments show that the shared memory based strategy can speed up the computaions over than 3X at most.

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

NASA Technical Reports Server (NTRS)

Wang, B. S.

1972-01-01

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

Exact Dynamics via Poisson Process: a unifying Monte Carlo paradigm

NASA Astrophysics Data System (ADS)

Gubernatis, James

2014-03-01

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

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

PubMed

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

2005-07-07

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

Harnessing graphical structure in Markov chain Monte Carlo learning

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

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

1996-12-31

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

Monte Carlo calculation of dose rate conversion factors for external exposure to photon emitters in soil

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

Clovas, A.; Zanthos, S.; Antonopoulos-Domis, M.

2000-03-01

The dose rate conversion factors {dot D}{sub CF} (absorbed dose rate in air per unit activity per unit of soil mass, nGy h{sup {minus}1} per Bq kg{sup {minus}1}) are calculated 1 m above ground for photon emitters of natural radionuclides uniformly distributed in the soil. Three Monte Carlo codes are used: (1) The MCNP code of Los Alamos; (2) The GEANT code of CERN; and (3) a Monte Carlo code developed in the Nuclear Technology Laboratory of the Aristotle University of Thessaloniki. The accuracy of the Monte Carlo results is tested by the comparison of the unscattered flux obtained bymore » the three Monte Carlo codes with an independent straightforward calculation. All codes and particularly the MCNP calculate accurately the absorbed dose rate in air due to the unscattered radiation. For the total radiation (unscattered plus scattered) the {dot D}{sub CF} values calculated from the three codes are in very good agreement between them. The comparison between these results and the results deduced previously by other authors indicates a good agreement (less than 15% of difference) for photon energies above 1,500 keV. Antithetically, the agreement is not as good (difference of 20--30%) for the low energy photons.« less