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...

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

A framework for optimizing micro-CT in dual-modality micro-CT/XFCT small-animal imaging system

NASA Astrophysics Data System (ADS)

Vedantham, Srinivasan; Shrestha, Suman; Karellas, Andrew; Cho, Sang Hyun

2017-09-01

Dual-modality Computed Tomography (CT)/X-ray Fluorescence Computed Tomography (XFCT) can be a valuable tool for imaging and quantifying the organ and tissue distribution of small concentrations of high atomic number materials in small-animal system. In this work, the framework for optimizing the micro-CT imaging system component of the dual-modality system is described, either when the micro-CT images are concurrently acquired with XFCT and using the x-ray spectral conditions for XFCT, or when the micro-CT images are acquired sequentially and independently of XFCT. This framework utilizes the cascaded systems analysis for task-specific determination of the detectability index using numerical observer models at a given radiation dose, where the radiation dose is determined using Monte Carlo simulations.

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

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

Performance and accuracy of criticality calculations performed using WARP – A framework for continuous energy Monte Carlo neutron transport in general 3D geometries on GPUs

DOE PAGES

Bergmann, Ryan M.; Rowland, Kelly L.; Radnović, Nikola; ...

2017-05-01

In this companion paper to "Algorithmic Choices in WARP - A Framework for Continuous Energy Monte Carlo Neutron Transport in General 3D Geometries on GPUs" (doi:10.1016/j.anucene.2014.10.039), the WARP Monte Carlo neutron transport framework for graphics processing units (GPUs) is benchmarked against production-level central processing unit (CPU) Monte Carlo neutron transport codes for both performance and accuracy. We compare neutron flux spectra, multiplication factors, runtimes, speedup factors, and costs of various GPU and CPU platforms running either WARP, Serpent 2.1.24, or MCNP 6.1. WARP compares well with the results of the production-level codes, and it is shown that on the newestmore » hardware considered, GPU platforms running WARP are between 0.8 to 7.6 times as fast as CPU platforms running production codes. Also, the GPU platforms running WARP were between 15% and 50% as expensive to purchase and between 80% to 90% as expensive to operate as equivalent CPU platforms performing at an equal simulation rate.« less

Performance and accuracy of criticality calculations performed using WARP – A framework for continuous energy Monte Carlo neutron transport in general 3D geometries on GPUs

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

Bergmann, Ryan M.; Rowland, Kelly L.; Radnović, Nikola

In this companion paper to "Algorithmic Choices in WARP - A Framework for Continuous Energy Monte Carlo Neutron Transport in General 3D Geometries on GPUs" (doi:10.1016/j.anucene.2014.10.039), the WARP Monte Carlo neutron transport framework for graphics processing units (GPUs) is benchmarked against production-level central processing unit (CPU) Monte Carlo neutron transport codes for both performance and accuracy. We compare neutron flux spectra, multiplication factors, runtimes, speedup factors, and costs of various GPU and CPU platforms running either WARP, Serpent 2.1.24, or MCNP 6.1. WARP compares well with the results of the production-level codes, and it is shown that on the newestmore » hardware considered, GPU platforms running WARP are between 0.8 to 7.6 times as fast as CPU platforms running production codes. Also, the GPU platforms running WARP were between 15% and 50% as expensive to purchase and between 80% to 90% as expensive to operate as equivalent CPU platforms performing at an equal simulation rate.« less

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

NASA Astrophysics Data System (ADS)

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

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

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.

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.

Structured filtering

NASA Astrophysics Data System (ADS)

Granade, Christopher; Wiebe, Nathan

2017-08-01

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

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

Multilevel Sequential2 Monte Carlo for Bayesian inverse problems

NASA Astrophysics Data System (ADS)

Latz, Jonas; Papaioannou, Iason; Ullmann, Elisabeth

2018-09-01

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

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.

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.

Building Process Improvement Business Cases Using Bayesian Belief Networks and Monte Carlo Simulation

DTIC Science & Technology

2009-07-01

simulation. The pilot described in this paper used this two-step approach within a Define, Measure, Analyze, Improve, and Control ( DMAIC ) framework to...networks, BBN, Monte Carlo simulation, DMAIC , Six Sigma, business case 15. NUMBER OF PAGES 35 16. PRICE CODE 17. SECURITY CLASSIFICATION OF

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.

Noise in Neuronal and Electronic Circuits: A General Modeling Framework and Non-Monte Carlo Simulation Techniques.

PubMed

Kilinc, Deniz; Demir, Alper

2017-08-01

The brain is extremely energy efficient and remarkably robust in what it does despite the considerable variability and noise caused by the stochastic mechanisms in neurons and synapses. Computational modeling is a powerful tool that can help us gain insight into this important aspect of brain mechanism. A deep understanding and computational design tools can help develop robust neuromorphic electronic circuits and hybrid neuroelectronic systems. In this paper, we present a general modeling framework for biological neuronal circuits that systematically captures the nonstationary stochastic behavior of ion channels and synaptic processes. In this framework, fine-grained, discrete-state, continuous-time Markov chain models of both ion channels and synaptic processes are treated in a unified manner. Our modeling framework features a mechanism for the automatic generation of the corresponding coarse-grained, continuous-state, continuous-time stochastic differential equation models for neuronal variability and noise. Furthermore, we repurpose non-Monte Carlo noise analysis techniques, which were previously developed for analog electronic circuits, for the stochastic characterization of neuronal circuits both in time and frequency domain. We verify that the fast non-Monte Carlo analysis methods produce results with the same accuracy as computationally expensive Monte Carlo simulations. We have implemented the proposed techniques in a prototype simulator, where both biological neuronal and analog electronic circuits can be simulated together in a coupled manner.

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2014-04-01

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

Pattern Recognition for a Flight Dynamics Monte Carlo Simulation

NASA Technical Reports Server (NTRS)

Restrepo, Carolina; Hurtado, John E.

2011-01-01

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

A Markov Chain Monte Carlo Approach to Confirmatory Item Factor Analysis

ERIC Educational Resources Information Center

Edwards, Michael C.

2010-01-01

Item factor analysis has a rich tradition in both the structural equation modeling and item response theory frameworks. The goal of this paper is to demonstrate a novel combination of various Markov chain Monte Carlo (MCMC) estimation routines to estimate parameters of a wide variety of confirmatory item factor analysis models. Further, I show…

A systematic framework for Monte Carlo simulation of remote sensing errors map in carbon assessments

Treesearch

S. Healey; P. Patterson; S. Urbanski

2014-01-01

Remotely sensed observations can provide unique perspective on how management and natural disturbance affect carbon stocks in forests. However, integration of these observations into formal decision support will rely upon improved uncertainty accounting. Monte Carlo (MC) simulations offer a practical, empirical method of accounting for potential remote sensing errors...

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

NASA Astrophysics Data System (ADS)

White, J.; Brakefield, L. K.

2015-12-01

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

The Impact of Misspecifying the Within-Subject Covariance Structure in Multiwave Longitudinal Multilevel Models: A Monte Carlo Study

ERIC Educational Resources Information Center

Kwok, Oi-man; West, Stephen G.; Green, Samuel B.

2007-01-01

This Monte Carlo study examined the impact of misspecifying the [big sum] matrix in longitudinal data analysis under both the multilevel model and mixed model frameworks. Under the multilevel model approach, under-specification and general-misspecification of the [big sum] matrix usually resulted in overestimation of the variances of the random…

Growth of vertically aligned nanowires in metal-oxide nanocomposites: kinetic Monte-Carlo modeling versus experiments.

PubMed

Hennes, M; Schuler, V; Weng, X; Buchwald, J; Demaille, D; Zheng, Y; Vidal, F

2018-04-26

We employ kinetic Monte-Carlo simulations to study the growth process of metal-oxide nanocomposites obtained via sequential pulsed laser deposition. Using Ni-SrTiO3 (Ni-STO) as a model system, we reduce the complexity of the computational problem by choosing a coarse-grained approach mapping Sr, Ti and O atoms onto a single effective STO pseudo-atom species. With this ansatz, we scrutinize the kinetics of the sequential synthesis process, governed by alternating deposition and relaxation steps, and analyze the self-organization propensity of Ni atoms into straight vertically aligned nanowires embedded in the surrounding STO matrix. We finally compare the predictions of our binary toy model with experiments and demonstrate that our computational approach captures fundamental aspects of self-assembled nanowire synthesis. Despite its simplicity, our modeling strategy successfully describes the impact of relevant parameters like the concentration or laser frequency on the final nanoarchitecture of metal-oxide thin films grown via pulsed laser deposition.

Prognostics of slurry pumps based on a moving-average wear degradation index and a general sequential Monte Carlo method

NASA Astrophysics Data System (ADS)

Wang, Dong; Tse, Peter W.

2015-05-01

Slurry pumps are commonly used in oil-sand mining for pumping mixtures of abrasive liquids and solids. These operations cause constant wear of slurry pump impellers, which results in the breakdown of the slurry pumps. This paper develops a prognostic method for estimating remaining useful life of slurry pump impellers. First, a moving-average wear degradation index is proposed to assess the performance degradation of the slurry pump impeller. Secondly, the state space model of the proposed health index is constructed. A general sequential Monte Carlo method is employed to derive the parameters of the state space model. The remaining useful life of the slurry pump impeller is estimated by extrapolating the established state space model to a specified alert threshold. Data collected from an industrial oil sand pump were used to validate the developed method. The results show that the accuracy of the developed method improves as more data become available.

Joint Data Assimilation and Parameter Calibration in on-line groundwater modelling using Sequential Monte Carlo techniques

NASA Astrophysics Data System (ADS)

Ramgraber, M.; Schirmer, M.

2017-12-01

As computational power grows and wireless sensor networks find their way into common practice, it becomes increasingly feasible to pursue on-line numerical groundwater modelling. The reconciliation of model predictions with sensor measurements often necessitates the application of Sequential Monte Carlo (SMC) techniques, most prominently represented by the Ensemble Kalman Filter. In the pursuit of on-line predictions it seems advantageous to transcend the scope of pure data assimilation and incorporate on-line parameter calibration as well. Unfortunately, the interplay between shifting model parameters and transient states is non-trivial. Several recent publications (e.g. Chopin et al., 2013, Kantas et al., 2015) in the field of statistics discuss potential algorithms addressing this issue. However, most of these are computationally intractable for on-line application. In this study, we investigate to what extent compromises between mathematical rigour and computational restrictions can be made within the framework of on-line numerical modelling of groundwater. Preliminary studies are conducted in a synthetic setting, with the goal of transferring the conclusions drawn into application in a real-world setting. To this end, a wireless sensor network has been established in the valley aquifer around Fehraltorf, characterized by a highly dynamic groundwater system and located about 20 km to the East of Zürich, Switzerland. By providing continuous probabilistic estimates of the state and parameter distribution, a steady base for branched-off predictive scenario modelling could be established, providing water authorities with advanced tools for assessing the impact of groundwater management practices. Chopin, N., Jacob, P.E. and Papaspiliopoulos, O. (2013): SMC2: an efficient algorithm for sequential analysis of state space models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 75 (3), p. 397-426. Kantas, N., Doucet, A., Singh, S.S., Maciejowski, J., and Chopin, N. (2015): On Particle Methods for Parameter Estimation in State-Space Models. Statistical Science, 30 (3), p. 328.-351.

Elasticity and photoelasticity relationships for polyethylene terephthalate fiber networks by molecular simulation

NASA Astrophysics Data System (ADS)

Nayak, Kapileswar; Das, Sushanta; Nanavati, Hemant

2008-01-01

We present a framework for the development of elasticity and photoelasticity relationships for polyethylene terephthalate fiber networks, incorporating aspects of the primary molecular structure. Semicrystalline polymeric fiber networks are modeled as sequentially arranged crystalline and amorphous regions. Rotational isomeric states-Monte Carlo simulations of amorphous chains of up to 360 bonds (degree of polymerization, DP =60), confined between and bridging infinite impenetrable crystalline walls, have been characterized by Ω, the probability density of the intercrystal separation h, and Δβ, the polarizability anisotropy. lnΩ and Δβ have been modeled as functions of h, yielding the chain deformation relationships. The development has been extended to the fiber network to yield the photoelasticity relationships. We execute our framework by fitting to experimental stress-elongation data and employing the single fitted parameter to directly predict the birefringence-elongation behavior, without any further fitting. Incorporating the effect of strain-induced crystallization into the framework makes it physically more meaningful and yields accurate predictions of the birefringence-elongation behavior.

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

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.

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

PubMed Central

Zaikin, Alexey; Míguez, Joaquín

2017-01-01

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

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...

The PMHT: solutions for some of its problems

NASA Astrophysics Data System (ADS)

Wieneke, Monika; Koch, Wolfgang

2007-09-01

Tracking multiple targets in a cluttered environment is a challenging task. Probabilistic Multiple Hypothesis Tracking (PMHT) is an efficient approach for dealing with it. Essentially PMHT is based on the method of Expectation-Maximization for handling with association conflicts. Linearity in the number of targets and measurements is the main motivation for a further development and extension of this methodology. Unfortunately, compared with the Probabilistic Data Association Filter (PDAF), PMHT has not yet shown its superiority in terms of track-lost statistics. Furthermore, the problem of track extraction and deletion is apparently not yet satisfactorily solved within this framework. Four properties of PMHT are responsible for its problems in track maintenance: Non-Adaptivity, Hospitality, Narcissism and Local Maxima. 1, 2 In this work we present a solution for each of them and derive an improved PMHT by integrating the solutions into the PMHT formalism. The new PMHT is evaluated by Monte-Carlo simulations. A sequential Likelihood-Ratio (LR) test for track extraction has been developed and already integrated into the framework of traditional Bayesian Multiple Hypothesis Tracking. 3 As a multi-scan approach, also the PMHT methodology has the potential for track extraction. In this paper an analogous integration of a sequential LR test into the PMHT framework is proposed. We present an LR formula for track extraction and deletion using the PMHT update formulae. As PMHT provides all required ingredients for a sequential LR calculation, the LR is thus a by-product of the PMHT iteration process. Therefore the resulting update formula for the sequential LR test affords the development of Track-Before-Detect algorithms for PMHT. The approach is illustrated by a simple example.

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.

Exact Tests for the Rasch Model via Sequential Importance Sampling

ERIC Educational Resources Information Center

Chen, Yuguo; Small, Dylan

2005-01-01

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

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

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

NASA Astrophysics Data System (ADS)

Liang, Yihao; Xing, Xiangjun; Li, Yaohang

2017-06-01

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

Multiple model cardinalized probability hypothesis density filter

NASA Astrophysics Data System (ADS)

Georgescu, Ramona; Willett, Peter

2011-09-01

The Probability Hypothesis Density (PHD) filter propagates the first-moment approximation to the multi-target Bayesian posterior distribution while the Cardinalized PHD (CPHD) filter propagates both the posterior likelihood of (an unlabeled) target state and the posterior probability mass function of the number of targets. Extensions of the PHD filter to the multiple model (MM) framework have been published and were implemented either with a Sequential Monte Carlo or a Gaussian Mixture approach. In this work, we introduce the multiple model version of the more elaborate CPHD filter. We present the derivation of the prediction and update steps of the MMCPHD particularized for the case of two target motion models and proceed to show that in the case of a single model, the new MMCPHD equations reduce to the original CPHD equations.

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

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

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

2010-07-20

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

Sequential Markov chain Monte Carlo filter with simultaneous model selection for electrocardiogram signal modeling.

PubMed

Edla, Shwetha; Kovvali, Narayan; Papandreou-Suppappola, Antonia

2012-01-01

Constructing statistical models of electrocardiogram (ECG) signals, whose parameters can be used for automated disease classification, is of great importance in precluding manual annotation and providing prompt diagnosis of cardiac diseases. ECG signals consist of several segments with different morphologies (namely the P wave, QRS complex and the T wave) in a single heart beat, which can vary across individuals and diseases. Also, existing statistical ECG models exhibit a reliance upon obtaining a priori information from the ECG data by using preprocessing algorithms to initialize the filter parameters, or to define the user-specified model parameters. In this paper, we propose an ECG modeling technique using the sequential Markov chain Monte Carlo (SMCMC) filter that can perform simultaneous model selection, by adaptively choosing from different representations depending upon the nature of the data. Our results demonstrate the ability of the algorithm to track various types of ECG morphologies, including intermittently occurring ECG beats. In addition, we use the estimated model parameters as the feature set to classify between ECG signals with normal sinus rhythm and four different types of arrhythmia.

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

NASA Astrophysics Data System (ADS)

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

2014-02-01

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

Correlated uncertainties in Monte Carlo reaction rate calculations

NASA Astrophysics Data System (ADS)

Longland, Richard

2017-07-01

Context. Monte Carlo methods have enabled nuclear reaction rates from uncertain inputs to be presented in a statistically meaningful manner. However, these uncertainties are currently computed assuming no correlations between the physical quantities that enter those calculations. This is not always an appropriate assumption. Astrophysically important reactions are often dominated by resonances, whose properties are normalized to a well-known reference resonance. This insight provides a basis from which to develop a flexible framework for including correlations in Monte Carlo reaction rate calculations. Aims: The aim of this work is to develop and test a method for including correlations in Monte Carlo reaction rate calculations when the input has been normalized to a common reference. Methods: A mathematical framework is developed for including correlations between input parameters in Monte Carlo reaction rate calculations. The magnitude of those correlations is calculated from the uncertainties typically reported in experimental papers, where full correlation information is not available. The method is applied to four illustrative examples: a fictional 3-resonance reaction, 27Al(p, γ)28Si, 23Na(p, α)20Ne, and 23Na(α, p)26Mg. Results: Reaction rates at low temperatures that are dominated by a few isolated resonances are found to minimally impacted by correlation effects. However, reaction rates determined from many overlapping resonances can be significantly affected. Uncertainties in the 23Na(α, p)26Mg reaction, for example, increase by up to a factor of 5. This highlights the need to take correlation effects into account in reaction rate calculations, and provides insight into which cases are expected to be most affected by them. The impact of correlation effects on nucleosynthesis is also investigated.

Landslide Failure Likelihoods Estimated Through Analysis of Suspended Sediment and Streamflow Time Series Data

NASA Astrophysics Data System (ADS)

Stark, C. P.; Rudd, S.; Lall, U.; Hovius, N.; Dadson, S.; Chen, M.-C.

Off-Axis DOAS measurements with non-artificial scattered light, based upon the renowned DOAS technique, allow to optimize the sensitivity of the technique for the trace gas profile in question by strongly increasing the light's path through the relevant atmosphere layers. Multi-Axis-(MAX) DOAS probe several directions simultaneously or sequentially to increase the spatial resolution. Several devices (ground based, air- borne and ship-built) are operated by our group in the framework of the SCIAMACHY validation. Radiative transfer models are an essential requirement for the interpretation of these measurements and their conversion into detailed profile data. Apart from some existing Monte Carlo Models most codes use analytical algorithms to solve the radia- tive transfer equation for given atmospheric conditions. For specific circumstances, e.g. photon scattering within clouds, these approaches are not efficient enough to pro- vide sufficient accuracy. Also horizontal gradients in atmospheric parameters have to be taken into account. To meet the needs of measurement situations for all kinds of scattered light DOAS platforms, a three dimensional full spherical Monte Carlo model was devised. Here we present Air Mass Factors (AMF) to calculate vertical column densities (VCD) from measured slant column densities (SCD). Sensitivity studies on the influence of the wavelength and telescope direction used, of the altitude of profile layers, albedo, refraction and basic aerosols are shown. Also modelled intensity series are compared with radiometer data.

A Monte Carlo simulation framework for electron beam dose calculations using Varian phase space files for TrueBeam Linacs

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

Rodrigues, Anna; Yin, Fang-Fang; Wu, Qiuwen, E-mail: Qiuwen.Wu@Duke.edu

2015-05-15

Purpose: To develop a framework for accurate electron Monte Carlo dose calculation. In this study, comprehensive validations of vendor provided electron beam phase space files for Varian TrueBeam Linacs against measurement data are presented. Methods: In this framework, the Monte Carlo generated phase space files were provided by the vendor and used as input to the downstream plan-specific simulations including jaws, electron applicators, and water phantom computed in the EGSnrc environment. The phase space files were generated based on open field commissioning data. A subset of electron energies of 6, 9, 12, 16, and 20 MeV and open and collimatedmore » field sizes 3 × 3, 4 × 4, 5 × 5, 6 × 6, 10 × 10, 15 × 15, 20 × 20, and 25 × 25 cm{sup 2} were evaluated. Measurements acquired with a CC13 cylindrical ionization chamber and electron diode detector and simulations from this framework were compared for a water phantom geometry. The evaluation metrics include percent depth dose, orthogonal and diagonal profiles at depths R{sub 100}, R{sub 50}, R{sub p}, and R{sub p+} for standard and extended source-to-surface distances (SSD), as well as cone and cut-out output factors. Results: Agreement for the percent depth dose and orthogonal profiles between measurement and Monte Carlo was generally within 2% or 1 mm. The largest discrepancies were observed within depths of 5 mm from phantom surface. Differences in field size, penumbra, and flatness for the orthogonal profiles at depths R{sub 100}, R{sub 50}, and R{sub p} were within 1 mm, 1 mm, and 2%, respectively. Orthogonal profiles at SSDs of 100 and 120 cm showed the same level of agreement. Cone and cut-out output factors agreed well with maximum differences within 2.5% for 6 MeV and 1% for all other energies. Cone output factors at extended SSDs of 105, 110, 115, and 120 cm exhibited similar levels of agreement. Conclusions: We have presented a Monte Carlo simulation framework for electron beam dose calculations for Varian TrueBeam Linacs. Electron beam energies of 6 to 20 MeV for open and collimated field sizes from 3 × 3 to 25 × 25 cm{sup 2} were studied and results were compared to the measurement data with excellent agreement. Application of this framework can thus be used as the platform for treatment planning of dynamic electron arc radiotherapy and other advanced dynamic techniques with electron beams.« less

A Monte Carlo simulation framework for electron beam dose calculations using Varian phase space files for TrueBeam Linacs.

PubMed

Rodrigues, Anna; Sawkey, Daren; Yin, Fang-Fang; Wu, Qiuwen

2015-05-01

To develop a framework for accurate electron Monte Carlo dose calculation. In this study, comprehensive validations of vendor provided electron beam phase space files for Varian TrueBeam Linacs against measurement data are presented. In this framework, the Monte Carlo generated phase space files were provided by the vendor and used as input to the downstream plan-specific simulations including jaws, electron applicators, and water phantom computed in the EGSnrc environment. The phase space files were generated based on open field commissioning data. A subset of electron energies of 6, 9, 12, 16, and 20 MeV and open and collimated field sizes 3 × 3, 4 × 4, 5 × 5, 6 × 6, 10 × 10, 15 × 15, 20 × 20, and 25 × 25 cm(2) were evaluated. Measurements acquired with a CC13 cylindrical ionization chamber and electron diode detector and simulations from this framework were compared for a water phantom geometry. The evaluation metrics include percent depth dose, orthogonal and diagonal profiles at depths R100, R50, Rp, and Rp+ for standard and extended source-to-surface distances (SSD), as well as cone and cut-out output factors. Agreement for the percent depth dose and orthogonal profiles between measurement and Monte Carlo was generally within 2% or 1 mm. The largest discrepancies were observed within depths of 5 mm from phantom surface. Differences in field size, penumbra, and flatness for the orthogonal profiles at depths R100, R50, and Rp were within 1 mm, 1 mm, and 2%, respectively. Orthogonal profiles at SSDs of 100 and 120 cm showed the same level of agreement. Cone and cut-out output factors agreed well with maximum differences within 2.5% for 6 MeV and 1% for all other energies. Cone output factors at extended SSDs of 105, 110, 115, and 120 cm exhibited similar levels of agreement. We have presented a Monte Carlo simulation framework for electron beam dose calculations for Varian TrueBeam Linacs. Electron beam energies of 6 to 20 MeV for open and collimated field sizes from 3 × 3 to 25 × 25 cm(2) were studied and results were compared to the measurement data with excellent agreement. Application of this framework can thus be used as the platform for treatment planning of dynamic electron arc radiotherapy and other advanced dynamic techniques with electron beams.

Estimating statistical uncertainty of Monte Carlo efficiency-gain in the context of a correlated sampling Monte Carlo code for brachytherapy treatment planning with non-normal dose distribution.

PubMed

Mukhopadhyay, Nitai D; Sampson, Andrew J; Deniz, Daniel; Alm Carlsson, Gudrun; Williamson, Jeffrey; Malusek, Alexandr

2012-01-01

Correlated sampling Monte Carlo methods can shorten computing times in brachytherapy treatment planning. Monte Carlo efficiency is typically estimated via efficiency gain, defined as the reduction in computing time by correlated sampling relative to conventional Monte Carlo methods when equal statistical uncertainties have been achieved. The determination of the efficiency gain uncertainty arising from random effects, however, is not a straightforward task specially when the error distribution is non-normal. The purpose of this study is to evaluate the applicability of the F distribution and standardized uncertainty propagation methods (widely used in metrology to estimate uncertainty of physical measurements) for predicting confidence intervals about efficiency gain estimates derived from single Monte Carlo runs using fixed-collision correlated sampling in a simplified brachytherapy geometry. A bootstrap based algorithm was used to simulate the probability distribution of the efficiency gain estimates and the shortest 95% confidence interval was estimated from this distribution. It was found that the corresponding relative uncertainty was as large as 37% for this particular problem. The uncertainty propagation framework predicted confidence intervals reasonably well; however its main disadvantage was that uncertainties of input quantities had to be calculated in a separate run via a Monte Carlo method. The F distribution noticeably underestimated the confidence interval. These discrepancies were influenced by several photons with large statistical weights which made extremely large contributions to the scored absorbed dose difference. The mechanism of acquiring high statistical weights in the fixed-collision correlated sampling method was explained and a mitigation strategy was proposed. Copyright © 2011 Elsevier Ltd. All rights reserved.

Higher order QCD predictions for associated Higgs production with anomalous couplings to gauge bosons

NASA Astrophysics Data System (ADS)

Mimasu, Ken; Sanz, Verónica; Williams, Ciaran

2016-08-01

We present predictions for the associated production of a Higgs boson at NLO+PS accuracy, including the effect of anomalous interactions between the Higgs and gauge bosons. We present our results in different frameworks, one in which the interaction vertex between the Higgs boson and Standard Model W and Z bosons is parameterized in terms of general Lorentz structures, and one in which Electroweak symmetry breaking is manifestly linear and the resulting operators arise through a six-dimensional effective field theory framework. We present analytic calculations of the Standard Model and Beyond the Standard Model contributions, and discuss the phenomenological impact of the higher order pieces. Our results are implemented in the NLO Monte Carlo program MCFM, and interfaced to shower Monte Carlos through the Powheg box framework.

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.

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

PubMed Central

Pratx, Guillem; Xing, Lei

2011-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Population Annealing Monte Carlo for Frustrated Systems

NASA Astrophysics Data System (ADS)

Amey, Christopher; Machta, Jonathan

Population annealing is a sequential Monte Carlo algorithm that efficiently simulates equilibrium systems with rough free energy landscapes such as spin glasses and glassy fluids. A large population of configurations is initially thermalized at high temperature and then cooled to low temperature according to an annealing schedule. The population is kept in thermal equilibrium at every annealing step via resampling configurations according to their Boltzmann weights. Population annealing is comparable to parallel tempering in terms of efficiency, but has several distinct and useful features. In this talk I will give an introduction to population annealing and present recent progress in understanding its equilibration properties and optimizing it for spin glasses. Results from large-scale population annealing simulations for the Ising spin glass in 3D and 4D will be presented. NSF Grant DMR-1507506.

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.

MCMC multilocus lod scores: application of a new approach.

PubMed

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

2005-01-01

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

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

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.

Simulation of Auger electron emission from nanometer-size gold targets using the Geant4 Monte Carlo simulation toolkit

NASA Astrophysics Data System (ADS)

Incerti, S.; Suerfu, B.; Xu, J.; Ivantchenko, V.; Mantero, A.; Brown, J. M. C.; Bernal, M. A.; Francis, Z.; Karamitros, M.; Tran, H. N.

2016-04-01

A revised atomic deexcitation framework for the Geant4 general purpose Monte Carlo toolkit capable of simulating full Auger deexcitation cascades was implemented in June 2015 release (version 10.2 Beta). An overview of this refined framework and testing of its capabilities is presented for the irradiation of gold nanoparticles (NP) with keV photon and MeV proton beams. The resultant energy spectra of secondary particles created within and that escape the NP are analyzed and discussed. It is anticipated that this new functionality will improve and increase the use of Geant4 in the medical physics, radiobiology, nanomedicine research and other low energy physics fields.

Spatial interpolation of forest conditions using co-conditional geostatistical simulation

Treesearch

H. Todd Mowrer

2000-01-01

In recent work the author used the geostatistical Monte Carlo technique of sequential Gaussian simulation (s.G.s.) to investigate uncertainty in a GIS analysis of potential old-growth forest areas. The current study compares this earlier technique to that of co-conditional simulation, wherein the spatial cross-correlations between variables are included. As in the...

Characterizing Quality Factor of Niobium Resonators Using a Markov Chain Monte Carlo Approach

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

Basu Thakur, Ritoban; Tang, Qing Yang; McGeehan, Ryan

The next generation of radiation detectors in high precision Cosmology, Astronomy, and particle-astrophysics experiments will rely heavily on superconducting microwave resonators and kinetic inductance devices. Understanding the physics of energy loss in these devices, in particular at low temperatures and powers, is vital. We present a comprehensive analysis framework, using Markov Chain Monte Carlo methods, to characterize loss due to two-level system in concert with quasi-particle dynamics in thin-film Nb resonators in the GHz range.

Hierarchical multistage MCMC follow-up of continuous gravitational wave candidates

NASA Astrophysics Data System (ADS)

Ashton, G.; Prix, R.

2018-05-01

Leveraging Markov chain Monte Carlo optimization of the F statistic, we introduce a method for the hierarchical follow-up of continuous gravitational wave candidates identified by wide-parameter space semicoherent searches. We demonstrate parameter estimation for continuous wave sources and develop a framework and tools to understand and control the effective size of the parameter space, critical to the success of the method. Monte Carlo tests of simulated signals in noise demonstrate that this method is close to the theoretical optimal performance.

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

PubMed

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

2015-11-01

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

Voxel2MCNP: a framework for modeling, simulation and evaluation of radiation transport scenarios for Monte Carlo codes.

PubMed

Pölz, Stefan; Laubersheimer, Sven; Eberhardt, Jakob S; Harrendorf, Marco A; Keck, Thomas; Benzler, Andreas; Breustedt, Bastian

2013-08-21

The basic idea of Voxel2MCNP is to provide a framework supporting users in modeling radiation transport scenarios using voxel phantoms and other geometric models, generating corresponding input for the Monte Carlo code MCNPX, and evaluating simulation output. Applications at Karlsruhe Institute of Technology are primarily whole and partial body counter calibration and calculation of dose conversion coefficients. A new generic data model describing data related to radiation transport, including phantom and detector geometries and their properties, sources, tallies and materials, has been developed. It is modular and generally independent of the targeted Monte Carlo code. The data model has been implemented as an XML-based file format to facilitate data exchange, and integrated with Voxel2MCNP to provide a common interface for modeling, visualization, and evaluation of data. Also, extensions to allow compatibility with several file formats, such as ENSDF for nuclear structure properties and radioactive decay data, SimpleGeo for solid geometry modeling, ImageJ for voxel lattices, and MCNPX's MCTAL for simulation results have been added. The framework is presented and discussed in this paper and example workflows for body counter calibration and calculation of dose conversion coefficients is given to illustrate its application.

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.

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

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

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

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

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

PubMed Central

Hey, Jody; Nielsen, Rasmus

2007-01-01

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

Sequential Geoacoustic Filtering and Geoacoustic Inversion

DTIC Science & Technology

2015-09-30

and online algorithms. We show here that CS obtains higher resolution than MVDR, even in scenarios, which favor classical high-resolution methods...windows actually performs better than conventional beamforming and MVDR/ MUSIC (see Figs. 1-2). Compressive geoacoustic inversion Geoacoustic...histograms based on 100 Monte Carlo simulations, and c)(CS, exhaustive-search, CBF, MVDR, and MUSIC performance versus SNR. The true source positions

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.

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

Simulation of Auger electron emission from nanometer-size gold targets using the Geant4 Monte Carlo simulation toolkit

DOE PAGES

Incerti, S.; Suerfu, B.; Xu, J.; ...

2016-02-16

We report that a revised atomic deexcitation framework for the Geant4 general purpose Monte Carlo toolkit capable of simulating full Auger deexcitation cascades was implemented in June 2015 release (version 10.2 Beta). An overview of this refined framework and testing of its capabilities is presented for the irradiation of gold nanoparticles (NP) with keV photon and MeV proton beams. The resultant energy spectra of secondary particles created within and that escape the NP are analyzed and discussed. It is anticipated that this new functionality will improve and increase the use of Geant4 in the medical physics, radiobiology, nanomedicine research andmore » other low energy physics fields.« less

KMCLib 1.1: Extended random number support and technical updates to the KMCLib general framework for kinetic Monte-Carlo simulations

NASA Astrophysics Data System (ADS)

Leetmaa, Mikael; Skorodumova, Natalia V.

2015-11-01

We here present a revised version, v1.1, of the KMCLib general framework for kinetic Monte-Carlo (KMC) simulations. The generation of random numbers in KMCLib now relies on the C++11 standard library implementation, and support has been added for the user to choose from a set of C++11 implemented random number generators. The Mersenne-twister, the 24 and 48 bit RANLUX and a 'minimal-standard' PRNG are supported. We have also included the possibility to use true random numbers via the C++11 std::random_device generator. This release also includes technical updates to support the use of an extended range of operating systems and compilers.

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

DOE PAGES

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

2015-01-29

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

Monte Carlo generators for studies of the 3D structure of the nucleon

DOE PAGES

Avakian, Harut; D'Alesio, U.; Murgia, F.

2015-01-23

In this study, extraction of transverse momentum and space distributions of partons from measurements of spin and azimuthal asymmetries requires development of a self consistent analysis framework, accounting for evolution effects, and allowing control of systematic uncertainties due to variations of input parameters and models. Development of realistic Monte-Carlo generators, accounting for TMD evolution effects, spin-orbit and quark-gluon correlations will be crucial for future studies of quark-gluon dynamics in general and 3D structure of the nucleon in particular.

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).

A reliability analysis framework with Monte Carlo simulation for weld structure of crane's beam

NASA Astrophysics Data System (ADS)

Wang, Kefei; Xu, Hongwei; Qu, Fuzheng; Wang, Xin; Shi, Yanjun

2018-04-01

The reliability of the crane product in engineering is the core competitiveness of the product. This paper used Monte Carlo method analyzed the reliability of the weld metal structure of the bridge crane whose limit state function is mathematical expression. Then we obtained the minimum reliable welding feet height value for the welds between cover plate and web plate on main beam in different coefficients of variation. This paper provides a new idea and reference for the growth of the inherent reliability of crane.

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

PubMed

Garcia, Alejandro L; Wagner, Wolfgang

2003-11-01

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

KMCThinFilm: A C++ Framework for the Rapid Development of Lattice Kinetic Monte Carlo (kMC) Simulations of Thin Film Growth

DTIC Science & Technology

2015-09-01

direction, so if the simulation domain is set to be a certain size, then that presents a hard ceiling on the thickness of a film that may be grown in...FFA, Los J, Cuppen HM, Bennema P, Meekes H. MONTY:  Monte Carlo crystal growth on any crystal structure in any crystallographic orientation...mhoffman.github.io/kmos/. 23. Kiravittaya S, Schmidt OG. Quantum-dot crystal defects. Applied Physics Letters. 2008;93:173109. 24. Leetmaa M

Soybean Physiology Calibration in the Community Land Model

NASA Astrophysics Data System (ADS)

Drewniak, B. A.; Bilionis, I.; Constantinescu, E. M.

2014-12-01

With the large influence of agricultural land use on biophysical and biogeochemical cycles, integrating cultivation into Earth System Models (ESMs) is increasingly important. The Community Land Model (CLM) was augmented with a CLM-Crop extension that simulates the development of three crop types: maize, soybean, and spring wheat. The CLM-Crop model is a complex system that relies on a suite of parametric inputs that govern plant growth under a given atmospheric forcing and available resources. However, the strong nonlinearity of ESMs makes parameter fitting a difficult task. In this study, our goal is to calibrate ten of the CLM-Crop parameters for one crop type, soybean, in order to improve model projection of plant development and carbon fluxes. We used measurements of gross primary productivity, net ecosystem exchange, and plant biomass from AmeriFlux sites to choose parameter values that optimize crop productivity in the model. Calibration is performed in a Bayesian framework by developing a scalable and adaptive scheme based on sequential Monte Carlo (SMC). Our scheme can perform model calibration using very few evaluations and, by exploiting parallelism, at a fraction of the time required by plain vanilla Markov Chain Monte Carlo (MCMC). We present the results from a twin experiment (self-validation) and calibration results and validation using real observations from an AmeriFlux tower site in the Midwestern United States, for the soybean crop type. The improved model will help researchers understand how climate affects crop production and resulting carbon fluxes, and additionally, how cultivation impacts climate.

Stopping power and dose calculations with analytical and Monte Carlo methods for protons and prompt gamma range verification

NASA Astrophysics Data System (ADS)

Usta, Metin; Tufan, Mustafa Çağatay; Aydın, Güral; Bozkurt, Ahmet

2018-07-01

In this study, we have performed the calculations stopping power, depth dose, and range verification for proton beams using dielectric and Bethe-Bloch theories and FLUKA, Geant4 and MCNPX Monte Carlo codes. In the framework, as analytical studies, Drude model was applied for dielectric theory and effective charge approach with Roothaan-Hartree-Fock charge densities was used in Bethe theory. In the simulations different setup parameters were selected to evaluate the performance of three distinct Monte Carlo codes. The lung and breast tissues were investigated are considered to be related to the most common types of cancer throughout the world. The results were compared with each other and the available data in literature. In addition, the obtained results were verified with prompt gamma range data. In both stopping power values and depth-dose distributions, it was found that the Monte Carlo values give better results compared with the analytical ones while the results that agree best with ICRU data in terms of stopping power are those of the effective charge approach between the analytical methods and of the FLUKA code among the MC packages. In the depth dose distributions of the examined tissues, although the Bragg curves for Monte Carlo almost overlap, the analytical ones show significant deviations that become more pronounce with increasing energy. Verifications with the results of prompt gamma photons were attempted for 100-200 MeV protons which are regarded important for proton therapy. The analytical results are within 2%-5% and the Monte Carlo values are within 0%-2% as compared with those of the prompt gammas.

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

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

A stochastic hybrid systems based framework for modeling dependent failure processes.

PubMed

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

Building occupancy simulation and data assimilation using a graph-based agent-oriented model

NASA Astrophysics Data System (ADS)

Rai, Sanish; Hu, Xiaolin

2018-07-01

Building occupancy simulation and estimation simulates the dynamics of occupants and estimates their real-time spatial distribution in a building. It requires a simulation model and an algorithm for data assimilation that assimilates real-time sensor data into the simulation model. Existing building occupancy simulation models include agent-based models and graph-based models. The agent-based models suffer high computation cost for simulating large numbers of occupants, and graph-based models overlook the heterogeneity and detailed behaviors of individuals. Recognizing the limitations of existing models, this paper presents a new graph-based agent-oriented model which can efficiently simulate large numbers of occupants in various kinds of building structures. To support real-time occupancy dynamics estimation, a data assimilation framework based on Sequential Monte Carlo Methods is also developed and applied to the graph-based agent-oriented model to assimilate real-time sensor data. Experimental results show the effectiveness of the developed model and the data assimilation framework. The major contributions of this work are to provide an efficient model for building occupancy simulation that can accommodate large numbers of occupants and an effective data assimilation framework that can provide real-time estimations of building occupancy from sensor data.

Suppressing correlations in massively parallel simulations of lattice models

NASA Astrophysics Data System (ADS)

Kelling, Jeffrey; Ódor, Géza; Gemming, Sibylle

2017-11-01

For lattice Monte Carlo simulations parallelization is crucial to make studies of large systems and long simulation time feasible, while sequential simulations remain the gold-standard for correlation-free dynamics. Here, various domain decomposition schemes are compared, concluding with one which delivers virtually correlation-free simulations on GPUs. Extensive simulations of the octahedron model for 2 + 1 dimensional Kardar-Parisi-Zhang surface growth, which is very sensitive to correlation in the site-selection dynamics, were performed to show self-consistency of the parallel runs and agreement with the sequential algorithm. We present a GPU implementation providing a speedup of about 30 × over a parallel CPU implementation on a single socket and at least 180 × with respect to the sequential reference.

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

NASA Astrophysics Data System (ADS)

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

2011-05-01

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

A Modeling Framework for Optimal Computational Resource Allocation Estimation: Considering the Trade-offs between Physical Resolutions, Uncertainty and Computational Costs

NASA Astrophysics Data System (ADS)

Moslehi, M.; de Barros, F.; Rajagopal, R.

2014-12-01

Hydrogeological models that represent flow and transport in subsurface domains are usually large-scale with excessive computational complexity and uncertain characteristics. Uncertainty quantification for predicting flow and transport in heterogeneous formations often entails utilizing a numerical Monte Carlo framework, which repeatedly simulates the model according to a random field representing hydrogeological characteristics of the field. The physical resolution (e.g. grid resolution associated with the physical space) for the simulation is customarily chosen based on recommendations in the literature, independent of the number of Monte Carlo realizations. This practice may lead to either excessive computational burden or inaccurate solutions. We propose an optimization-based methodology that considers the trade-off between the following conflicting objectives: time associated with computational costs, statistical convergence of the model predictions and physical errors corresponding to numerical grid resolution. In this research, we optimally allocate computational resources by developing a modeling framework for the overall error based on a joint statistical and numerical analysis and optimizing the error model subject to a given computational constraint. The derived expression for the overall error explicitly takes into account the joint dependence between the discretization error of the physical space and the statistical error associated with Monte Carlo realizations. The accuracy of the proposed framework is verified in this study by applying it to several computationally extensive examples. Having this framework at hand aims hydrogeologists to achieve the optimum physical and statistical resolutions to minimize the error with a given computational budget. Moreover, the influence of the available computational resources and the geometric properties of the contaminant source zone on the optimum resolutions are investigated. We conclude that the computational cost associated with optimal allocation can be substantially reduced compared with prevalent recommendations in the literature.

Direct simulation Monte Carlo method for gas flows in micro-channels with bends with added curvature

NASA Astrophysics Data System (ADS)

Tisovský, Tomáš; Vít, Tomáš

Gas flows in micro-channels are simulated using an open source Direct Simulation Monte Carlo (DSMC) code dsmcFOAM for general application to rarefied gas flow written within the framework of the open source C++ toolbox called OpenFOAM. Aim of this paper is to investigate the flow in micro-channel with bend with added curvature. Results are compared with flows in channel without added curvature and equivalent straight channel. Effects of micro-channel bend was already thoroughly investigated by White et al. Geometry proposed by White is also used here for refference.

Adaptive Sequential Monte Carlo for Multiple Changepoint Analysis

DOE PAGES

Heard, Nicholas A.; Turcotte, Melissa J. M.

2016-05-21

Process monitoring and control requires detection of structural changes in a data stream in real time. This paper introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The method is intuitively simple: new changepoints for the latest window of data are proposed by conditioning only on data observed since the most recent estimated changepoint, as these observations carry most of the information about the current state of the process. The proposed method shows improved performance over the current state of the art. Another advantage of the proposed algorithm is that it can be mademore » adaptive, varying the number of particles according to the apparent local complexity of the target changepoint probability distribution. This saves valuable computing time when changes in the changepoint distribution are negligible, and enables re-balancing of the importance weights of existing particles when a significant change in the target distribution is encountered. The plain and adaptive versions of the method are illustrated using the canonical continuous time changepoint problem of inferring the intensity of an inhomogeneous Poisson process, although the method is generally applicable to any changepoint problem. Performance is demonstrated using both conjugate and non-conjugate Bayesian models for the intensity. Lastly, appendices to the article are available online, illustrating the method on other models and applications.« less

A Sequential Monte Carlo Approach for Streamflow Forecasting

NASA Astrophysics Data System (ADS)

Hsu, K.; Sorooshian, S.

2008-12-01

As alternatives to traditional physically-based models, Artificial Neural Network (ANN) models offer some advantages with respect to the flexibility of not requiring the precise quantitative mechanism of the process and the ability to train themselves from the data directly. In this study, an ANN model was used to generate one-day-ahead streamflow forecasts from the precipitation input over a catchment. Meanwhile, the ANN model parameters were trained using a Sequential Monte Carlo (SMC) approach, namely Regularized Particle Filter (RPF). The SMC approaches are known for their capabilities in tracking the states and parameters of a nonlinear dynamic process based on the Baye's rule and the proposed effective sampling and resampling strategies. In this study, five years of daily rainfall and streamflow measurement were used for model training. Variable sample sizes of RPF, from 200 to 2000, were tested. The results show that, after 1000 RPF samples, the simulation statistics, in terms of correlation coefficient, root mean square error, and bias, were stabilized. It is also shown that the forecasted daily flows fit the observations very well, with the correlation coefficient of higher than 0.95. The results of RPF simulations were also compared with those from the popular back-propagation ANN training approach. The pros and cons of using SMC approach and the traditional back-propagation approach will be discussed.

A discrete event modelling framework for simulation of long-term outcomes of sequential treatment strategies for ankylosing spondylitis.

PubMed

Tran-Duy, An; Boonen, Annelies; van de Laar, Mart A F J; Franke, Angelinus C; Severens, Johan L

2011-12-01

To develop a modelling framework which can simulate long-term quality of life, societal costs and cost-effectiveness as affected by sequential drug treatment strategies for ankylosing spondylitis (AS). Discrete event simulation paradigm was selected for model development. Drug efficacy was modelled as changes in disease activity (Bath Ankylosing Spondylitis Disease Activity Index (BASDAI)) and functional status (Bath Ankylosing Spondylitis Functional Index (BASFI)), which were linked to costs and health utility using statistical models fitted based on an observational AS cohort. Published clinical data were used to estimate drug efficacy and time to events. Two strategies were compared: (1) five available non-steroidal anti-inflammatory drugs (strategy 1) and (2) same as strategy 1 plus two tumour necrosis factor α inhibitors (strategy 2). 13,000 patients were followed up individually until death. For probability sensitivity analysis, Monte Carlo simulations were performed with 1000 sets of parameters sampled from the appropriate probability distributions. The models successfully generated valid data on treatments, BASDAI, BASFI, utility, quality-adjusted life years (QALYs) and costs at time points with intervals of 1-3 months during the simulation length of 70 years. Incremental cost per QALY gained in strategy 2 compared with strategy 1 was €35,186. At a willingness-to-pay threshold of €80,000, it was 99.9% certain that strategy 2 was cost-effective. The modelling framework provides great flexibility to implement complex algorithms representing treatment selection, disease progression and changes in costs and utilities over time of patients with AS. Results obtained from the simulation are plausible.

Kullback-Leibler information function and the sequential selection of experiments to discriminate among several linear models

NASA Technical Reports Server (NTRS)

Sidik, S. M.

1972-01-01

The error variance of the process prior multivariate normal distributions of the parameters of the models are assumed to be specified, prior probabilities of the models being correct. A rule for termination of sampling is proposed. Upon termination, the model with the largest posterior probability is chosen as correct. If sampling is not terminated, posterior probabilities of the models and posterior distributions of the parameters are computed. An experiment was chosen to maximize the expected Kullback-Leibler information function. Monte Carlo simulation experiments were performed to investigate large and small sample behavior of the sequential adaptive procedure.

Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms

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

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

2012-10-01

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

Development of a multi-modal Monte-Carlo radiation treatment planning system combined with PHITS

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

Kumada, Hiroaki; Nakamura, Takemi; Komeda, Masao

A new multi-modal Monte-Carlo radiation treatment planning system is under development at Japan Atomic Energy Agency. This system (developing code: JCDS-FX) builds on fundamental technologies of JCDS. JCDS was developed by JAEA to perform treatment planning of boron neutron capture therapy (BNCT) which is being conducted at JRR-4 in JAEA. JCDS has many advantages based on practical accomplishments for actual clinical trials of BNCT at JRR-4, the advantages have been taken over to JCDS-FX. One of the features of JCDS-FX is that PHITS has been applied to particle transport calculation. PHITS is a multipurpose particle Monte-Carlo transport code, thus applicationmore » of PHITS enables to evaluate doses for not only BNCT but also several radiotherapies like proton therapy. To verify calculation accuracy of JCDS-FX with PHITS for BNCT, treatment planning of an actual BNCT conducted at JRR-4 was performed retrospectively. The verification results demonstrated the new system was applicable to BNCT clinical trials in practical use. In framework of R and D for laser-driven proton therapy, we begin study for application of JCDS-FX combined with PHITS to proton therapy in addition to BNCT. Several features and performances of the new multimodal Monte-Carlo radiotherapy planning system are presented.« 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.

A Monte Carlo study on the effect of the orbital bone to the radiation dose delivered to the eye lens

NASA Astrophysics Data System (ADS)

Stratis, Andreas; Zhang, Guozhi; Jacobs, Reinhilde; Bogaerts, Ria; Bosmans, Hilde

2015-03-01

The aim of this work was to investigate the influence of backscatter radiation from the orbital bone and the intraorbital fat on the eye lens dose in the dental CBCT energy range. To this end we conducted three different yet interrelated studies; A preliminary simulation study was conducted to examine the impact of a bony layer situated underneath a soft tissue layer on the amount of backscatter radiation. We compared the Percentage Depth Dose (PDD) curves in soft tissue with and without the bone layer and we estimated the depth in tissue where the decrease in backscatter caused by the presence of the bone is noticeable. In a supplementary study, an eye voxel phantom was designed with the DOSxyznrc code. Simulations were performed exposing the phantom at different x-ray energies sequentially in air, in fat tissue and in realistic anatomy with the incident beam perpendicular to the phantom. Finally, a virtual head phantom was implemented into a validated hybrid Monte Carlo (MC) framework to simulate a large Field of View protocol of a real CBCT scanner and examine the influence of scattered dose to the eye lens during the whole rotation of the paired tube-detector system. The results indicated an increase in the dose to the lens due to the fatty tissue in the surrounding anatomy. There is a noticeable dose reduction close to the bone-tissue interface which weakens with increasing distance from the interface, such that the impact of the orbital bone in the eye lens dose becomes small.

Monte Carlo Simulation of Massive Absorbers for Cryogenic Calorimeters

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

Brandt, D.; Asai, M.; Brink, P.L.

There is a growing interest in cryogenic calorimeters with macroscopic absorbers for applications such as dark matter direct detection and rare event search experiments. The physics of energy transport in calorimeters with absorber masses exceeding several grams is made complex by the anisotropic nature of the absorber crystals as well as the changing mean free paths as phonons decay to progressively lower energies. We present a Monte Carlo model capable of simulating anisotropic phonon transport in cryogenic crystals. We have initiated the validation process and discuss the level of agreement between our simulation and experimental results reported in the literature,more » focusing on heat pulse propagation in germanium. The simulation framework is implemented using Geant4, a toolkit originally developed for high-energy physics Monte Carlo simulations. Geant4 has also been used for nuclear and accelerator physics, and applications in medical and space sciences. We believe that our current work may open up new avenues for applications in material science and condensed matter physics.« less

Parallelization and implementation of approximate root isolation for nonlinear system by Monte Carlo

NASA Astrophysics Data System (ADS)

Khosravi, Ebrahim

1998-12-01

This dissertation solves a fundamental problem of isolating the real roots of nonlinear systems of equations by Monte-Carlo that were published by Bush Jones. This algorithm requires only function values and can be applied readily to complicated systems of transcendental functions. The implementation of this sequential algorithm provides scientists with the means to utilize function analysis in mathematics or other fields of science. The algorithm, however, is so computationally intensive that the system is limited to a very small set of variables, and this will make it unfeasible for large systems of equations. Also a computational technique was needed for investigating a metrology of preventing the algorithm structure from converging to the same root along different paths of computation. The research provides techniques for improving the efficiency and correctness of the algorithm. The sequential algorithm for this technique was corrected and a parallel algorithm is presented. This parallel method has been formally analyzed and is compared with other known methods of root isolation. The effectiveness, efficiency, enhanced overall performance of the parallel processing of the program in comparison to sequential processing is discussed. The message passing model was used for this parallel processing, and it is presented and implemented on Intel/860 MIMD architecture. The parallel processing proposed in this research has been implemented in an ongoing high energy physics experiment: this algorithm has been used to track neutrinoes in a super K detector. This experiment is located in Japan, and data can be processed on-line or off-line locally or remotely.

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

Improving Computational Efficiency of Prediction in Model-based Prognostics Using the Unscented Transform

DTIC Science & Technology

2010-10-01

bodies becomes greater as surface as- perities wear down (Hutchings, 1992). We characterize friction damage by a change in the friction coefficient...points are such a set, and satisfy an additional constraint in which the skew ( third moment) is minimized, which reduces the average error for a...On sequential Monte Carlo sampling methods for Bayesian filtering. Statistics and Computing, 10, 197–208. Hutchings, I. M. (1992). Tribology : friction

Scalable and massively parallel Monte Carlo photon transport simulations for heterogeneous computing platforms

NASA Astrophysics Data System (ADS)

Yu, Leiming; Nina-Paravecino, Fanny; Kaeli, David; Fang, Qianqian

2018-01-01

We present a highly scalable Monte Carlo (MC) three-dimensional photon transport simulation platform designed for heterogeneous computing systems. Through the development of a massively parallel MC algorithm using the Open Computing Language framework, this research extends our existing graphics processing unit (GPU)-accelerated MC technique to a highly scalable vendor-independent heterogeneous computing environment, achieving significantly improved performance and software portability. A number of parallel computing techniques are investigated to achieve portable performance over a wide range of computing hardware. Furthermore, multiple thread-level and device-level load-balancing strategies are developed to obtain efficient simulations using multiple central processing units and GPUs.

Single inclusive jet production and the nuclear modification ratio at very forward rapidity in proton-lead collisions with √{sNN } = 5.02 TeV

NASA Astrophysics Data System (ADS)

Bury, Marcin; Van Haevermaet, Hans; Van Hameren, Andreas; Van Mechelen, Pierre; Kutak, Krzysztof; Serino, Mirko

2018-05-01

We present calculations of single inclusive jet transverse momentum and energy spectra at forward rapidity (5.2 < y < 6.6) in proton-lead collisions with √{sNN } = 5.02 TeV. The predictions are obtained with the KaTie Monte Carlo event generator, which allows to calculate interactions within the High Energy Factorisation framework. The tree-level matrix element results are subsequently interfaced with the CASCADE Monte Carlo event generator to account for hadronisation. The effects of the saturation of the gluon density, leading to suppression of the cross section, are investigated.

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.

EEG-fMRI Bayesian framework for neural activity estimation: a simulation study

NASA Astrophysics Data System (ADS)

Croce, Pierpaolo; Basti, Alessio; Marzetti, Laura; Zappasodi, Filippo; Del Gratta, Cosimo

2016-12-01

Objective. Due to the complementary nature of electroencephalography (EEG) and functional magnetic resonance imaging (fMRI), and given the possibility of simultaneous acquisition, the joint data analysis can afford a better understanding of the underlying neural activity estimation. In this simulation study we want to show the benefit of the joint EEG-fMRI neural activity estimation in a Bayesian framework. Approach. We built a dynamic Bayesian framework in order to perform joint EEG-fMRI neural activity time course estimation. The neural activity is originated by a given brain area and detected by means of both measurement techniques. We have chosen a resting state neural activity situation to address the worst case in terms of the signal-to-noise ratio. To infer information by EEG and fMRI concurrently we used a tool belonging to the sequential Monte Carlo (SMC) methods: the particle filter (PF). Main results. First, despite a high computational cost, we showed the feasibility of such an approach. Second, we obtained an improvement in neural activity reconstruction when using both EEG and fMRI measurements. Significance. The proposed simulation shows the improvements in neural activity reconstruction with EEG-fMRI simultaneous data. The application of such an approach to real data allows a better comprehension of the neural dynamics.

EEG-fMRI Bayesian framework for neural activity estimation: a simulation study.

PubMed

Croce, Pierpaolo; Basti, Alessio; Marzetti, Laura; Zappasodi, Filippo; Gratta, Cosimo Del

2016-12-01

Due to the complementary nature of electroencephalography (EEG) and functional magnetic resonance imaging (fMRI), and given the possibility of simultaneous acquisition, the joint data analysis can afford a better understanding of the underlying neural activity estimation. In this simulation study we want to show the benefit of the joint EEG-fMRI neural activity estimation in a Bayesian framework. We built a dynamic Bayesian framework in order to perform joint EEG-fMRI neural activity time course estimation. The neural activity is originated by a given brain area and detected by means of both measurement techniques. We have chosen a resting state neural activity situation to address the worst case in terms of the signal-to-noise ratio. To infer information by EEG and fMRI concurrently we used a tool belonging to the sequential Monte Carlo (SMC) methods: the particle filter (PF). First, despite a high computational cost, we showed the feasibility of such an approach. Second, we obtained an improvement in neural activity reconstruction when using both EEG and fMRI measurements. The proposed simulation shows the improvements in neural activity reconstruction with EEG-fMRI simultaneous data. The application of such an approach to real data allows a better comprehension of the neural dynamics.

A Bayesian Framework for Reliability Analysis of Spacecraft Deployments

NASA Technical Reports Server (NTRS)

Evans, John W.; Gallo, Luis; Kaminsky, Mark

2012-01-01

Deployable subsystems are essential to mission success of most spacecraft. These subsystems enable critical functions including power, communications and thermal control. The loss of any of these functions will generally result in loss of the mission. These subsystems and their components often consist of unique designs and applications for which various standardized data sources are not applicable for estimating reliability and for assessing risks. In this study, a two stage sequential Bayesian framework for reliability estimation of spacecraft deployment was developed for this purpose. This process was then applied to the James Webb Space Telescope (JWST) Sunshield subsystem, a unique design intended for thermal control of the Optical Telescope Element. Initially, detailed studies of NASA deployment history, "heritage information", were conducted, extending over 45 years of spacecraft launches. This information was then coupled to a non-informative prior and a binomial likelihood function to create a posterior distribution for deployments of various subsystems uSing Monte Carlo Markov Chain sampling. Select distributions were then coupled to a subsequent analysis, using test data and anomaly occurrences on successive ground test deployments of scale model test articles of JWST hardware, to update the NASA heritage data. This allowed for a realistic prediction for the reliability of the complex Sunshield deployment, with credibility limits, within this two stage Bayesian framework.

Monte Carlo simulation methodology for the reliabilty of aircraft structures under damage tolerance considerations

NASA Astrophysics Data System (ADS)

Rambalakos, Andreas

Current federal aviation regulations in the United States and around the world mandate the need for aircraft structures to meet damage tolerance requirements through out the service life. These requirements imply that the damaged aircraft structure must maintain adequate residual strength in order to sustain its integrity that is accomplished by a continuous inspection program. The multifold objective of this research is to develop a methodology based on a direct Monte Carlo simulation process and to assess the reliability of aircraft structures. Initially, the structure is modeled as a parallel system with active redundancy comprised of elements with uncorrelated (statistically independent) strengths and subjected to an equal load distribution. Closed form expressions for the system capacity cumulative distribution function (CDF) are developed by expanding the current expression for the capacity CDF of a parallel system comprised by three elements to a parallel system comprised with up to six elements. These newly developed expressions will be used to check the accuracy of the implementation of a Monte Carlo simulation algorithm to determine the probability of failure of a parallel system comprised of an arbitrary number of statistically independent elements. The second objective of this work is to compute the probability of failure of a fuselage skin lap joint under static load conditions through a Monte Carlo simulation scheme by utilizing the residual strength of the fasteners subjected to various initial load distributions and then subjected to a new unequal load distribution resulting from subsequent fastener sequential failures. The final and main objective of this thesis is to present a methodology for computing the resulting gradual deterioration of the reliability of an aircraft structural component by employing a direct Monte Carlo simulation approach. The uncertainties associated with the time to crack initiation, the probability of crack detection, the exponent in the crack propagation rate (Paris equation) and the yield strength of the elements are considered in the analytical model. The structural component is assumed to consist of a prescribed number of elements. This Monte Carlo simulation methodology is used to determine the required non-periodic inspections so that the reliability of the structural component will not fall below a prescribed minimum level. A sensitivity analysis is conducted to determine the effect of three key parameters on the specification of the non-periodic inspection intervals: namely a parameter associated with the time to crack initiation, the applied nominal stress fluctuation and the minimum acceptable reliability level.

Astrocytic tracer dynamics estimated from [1-¹¹C]-acetate PET measurements.

PubMed

Arnold, Andrea; Calvetti, Daniela; Gjedde, Albert; Iversen, Peter; Somersalo, Erkki

2015-12-01

We address the problem of estimating the unknown parameters of a model of tracer kinetics from sequences of positron emission tomography (PET) scan data using a statistical sequential algorithm for the inference of magnitudes of dynamic parameters. The method, based on Bayesian statistical inference, is a modification of a recently proposed particle filtering and sequential Monte Carlo algorithm, where instead of preassigning the accuracy in the propagation of each particle, we fix the time step and account for the numerical errors in the innovation term. We apply the algorithm to PET images of [1-¹¹C]-acetate-derived tracer accumulation, estimating the transport rates in a three-compartment model of astrocytic uptake and metabolism of the tracer for a cohort of 18 volunteers from 3 groups, corresponding to healthy control individuals, cirrhotic liver and hepatic encephalopathy patients. The distribution of the parameters for the individuals and for the groups presented within the Bayesian framework support the hypothesis that the parameters for the hepatic encephalopathy group follow a significantly different distribution than the other two groups. The biological implications of the findings are also discussed. © The Authors 2014. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

Bayesian inversion analysis of nonlinear dynamics in surface heterogeneous reactions.

PubMed

Omori, Toshiaki; Kuwatani, Tatsu; Okamoto, Atsushi; Hukushima, Koji

2016-09-01

It is essential to extract nonlinear dynamics from time-series data as an inverse problem in natural sciences. We propose a Bayesian statistical framework for extracting nonlinear dynamics of surface heterogeneous reactions from sparse and noisy observable data. Surface heterogeneous reactions are chemical reactions with conjugation of multiple phases, and they have the intrinsic nonlinearity of their dynamics caused by the effect of surface-area between different phases. We adapt a belief propagation method and an expectation-maximization (EM) algorithm to partial observation problem, in order to simultaneously estimate the time course of hidden variables and the kinetic parameters underlying dynamics. The proposed belief propagation method is performed by using sequential Monte Carlo algorithm in order to estimate nonlinear dynamical system. Using our proposed method, we show that the rate constants of dissolution and precipitation reactions, which are typical examples of surface heterogeneous reactions, as well as the temporal changes of solid reactants and products, were successfully estimated only from the observable temporal changes in the concentration of the dissolved intermediate product.

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.

A Monte Carlo model for 3D grain evolution during welding

NASA Astrophysics Data System (ADS)

Rodgers, Theron M.; Mitchell, John A.; Tikare, Veena

2017-09-01

Welding is one of the most wide-spread processes used in metal joining. However, there are currently no open-source software implementations for the simulation of microstructural evolution during a weld pass. Here we describe a Potts Monte Carlo based model implemented in the SPPARKS kinetic Monte Carlo computational framework. The model simulates melting, solidification and solid-state microstructural evolution of material in the fusion and heat-affected zones of a weld. The model does not simulate thermal behavior, but rather utilizes user input parameters to specify weld pool and heat-affect zone properties. Weld pool shapes are specified by Bézier curves, which allow for the specification of a wide range of pool shapes. Pool shapes can range from narrow and deep to wide and shallow representing different fluid flow conditions within the pool. Surrounding temperature gradients are calculated with the aide of a closest point projection algorithm. The model also allows simulation of pulsed power welding through time-dependent variation of the weld pool size. Example simulation results and comparisons with laboratory weld observations demonstrate microstructural variation with weld speed, pool shape, and pulsed-power.

Constraining physical parameters of ultra-fast outflows in PDS 456 with Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Hagino, K.; Odaka, H.; Done, C.; Gandhi, P.; Takahashi, T.

2014-07-01

Deep absorption lines with extremely high velocity of ˜0.3c observed in PDS 456 spectra strongly indicate the existence of ultra-fast outflows (UFOs). However, the launching and acceleration mechanisms of UFOs are still uncertain. One possible way to solve this is to constrain physical parameters as a function of distance from the source. In order to study the spatial dependence of parameters, it is essential to adopt 3-dimensional Monte Carlo simulations that treat radiation transfer in arbitrary geometry. We have developed a new simulation code of X-ray radiation reprocessed in AGN outflow. Our code implements radiative transfer in 3-dimensional biconical disk wind geometry, based on Monte Carlo simulation framework called MONACO (Watanabe et al. 2006, Odaka et al. 2011). Our simulations reproduce FeXXV and FeXXVI absorption features seen in the spectra. Also, broad Fe emission lines, which reflects the geometry and viewing angle, is successfully reproduced. By comparing the simulated spectra with Suzaku data, we obtained constraints on physical parameters. We discuss launching and acceleration mechanisms of UFOs in PDS 456 based on our analysis.

Monte Carlo Simulation for Perusal and Practice.

ERIC Educational Resources Information Center

Brooks, Gordon P.; Barcikowski, Robert S.; Robey, Randall R.

The meaningful investigation of many problems in statistics can be solved through Monte Carlo methods. Monte Carlo studies can help solve problems that are mathematically intractable through the analysis of random samples from populations whose characteristics are known to the researcher. Using Monte Carlo simulation, the values of a statistic are…

(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.

Combining Monte Carlo methods with coherent wave optics for the simulation of phase-sensitive X-ray imaging

PubMed Central

Peter, Silvia; Modregger, Peter; Fix, Michael K.; Volken, Werner; Frei, Daniel; Manser, Peter; Stampanoni, Marco

2014-01-01

Phase-sensitive X-ray imaging shows a high sensitivity towards electron density variations, making it well suited for imaging of soft tissue matter. However, there are still open questions about the details of the image formation process. Here, a framework for numerical simulations of phase-sensitive X-ray imaging is presented, which takes both particle- and wave-like properties of X-rays into consideration. A split approach is presented where we combine a Monte Carlo method (MC) based sample part with a wave optics simulation based propagation part, leading to a framework that takes both particle- and wave-like properties into account. The framework can be adapted to different phase-sensitive imaging methods and has been validated through comparisons with experiments for grating interferometry and propagation-based imaging. The validation of the framework shows that the combination of wave optics and MC has been successfully implemented and yields good agreement between measurements and simulations. This demonstrates that the physical processes relevant for developing a deeper understanding of scattering in the context of phase-sensitive imaging are modelled in a sufficiently accurate manner. The framework can be used for the simulation of phase-sensitive X-ray imaging, for instance for the simulation of grating interferometry or propagation-based imaging. PMID:24763652

Bayesian Framework for Water Quality Model Uncertainty Estimation and Risk Management

EPA Science Inventory

A formal Bayesian methodology is presented for integrated model calibration and risk-based water quality management using Bayesian Monte Carlo simulation and maximum likelihood estimation (BMCML). The primary focus is on lucid integration of model calibration with risk-based wat...

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.

Introduction of Parallel GPGPU Acceleration Algorithms for the Solution of Radiative Transfer

NASA Technical Reports Server (NTRS)

Godoy, William F.; Liu, Xu

2011-01-01

General-purpose computing on graphics processing units (GPGPU) is a recent technique that allows the parallel graphics processing unit (GPU) to accelerate calculations performed sequentially by the central processing unit (CPU). To introduce GPGPU to radiative transfer, the Gauss-Seidel solution of the well-known expressions for 1-D and 3-D homogeneous, isotropic media is selected as a test case. Different algorithms are introduced to balance memory and GPU-CPU communication, critical aspects of GPGPU. Results show that speed-ups of one to two orders of magnitude are obtained when compared to sequential solutions. The underlying value of GPGPU is its potential extension in radiative solvers (e.g., Monte Carlo, discrete ordinates) at a minimal learning curve.

Performance evaluation of an asynchronous multisensor track fusion filter

NASA Astrophysics Data System (ADS)

Alouani, Ali T.; Gray, John E.; McCabe, D. H.

2003-08-01

Recently the authors developed a new filter that uses data generated by asynchronous sensors to produce a state estimate that is optimal in the minimum mean square sense. The solution accounts for communications delay between sensors platform and fusion center. It also deals with out of sequence data as well as latent data by processing the information in a batch-like manner. This paper compares, using simulated targets and Monte Carlo simulations, the performance of the filter to the optimal sequential processing approach. It was found that the new asynchronous Multisensor track fusion filter (AMSTFF) performance is identical to that of the extended sequential Kalman filter (SEKF), while the new filter updates its track at a much lower rate than the SEKF.

PARTICLE FILTERING WITH SEQUENTIAL PARAMETER LEARNING FOR NONLINEAR BOLD fMRI SIGNALS.

PubMed

Xia, Jing; Wang, Michelle Yongmei

Analyzing the blood oxygenation level dependent (BOLD) effect in the functional magnetic resonance imaging (fMRI) is typically based on recent ground-breaking time series analysis techniques. This work represents a significant improvement over existing approaches to system identification using nonlinear hemodynamic models. It is important for three reasons. First, instead of using linearized approximations of the dynamics, we present a nonlinear filtering based on the sequential Monte Carlo method to capture the inherent nonlinearities in the physiological system. Second, we simultaneously estimate the hidden physiological states and the system parameters through particle filtering with sequential parameter learning to fully take advantage of the dynamic information of the BOLD signals. Third, during the unknown static parameter learning, we employ the low-dimensional sufficient statistics for efficiency and avoiding potential degeneration of the parameters. The performance of the proposed method is validated using both the simulated data and real BOLD fMRI data.

A Hardware-Accelerated Quantum Monte Carlo framework (HAQMC) for N-body systems

NASA Astrophysics Data System (ADS)

Gothandaraman, Akila; Peterson, Gregory D.; Warren, G. Lee; Hinde, Robert J.; Harrison, Robert J.

2009-12-01

Interest in the study of structural and energetic properties of highly quantum clusters, such as inert gas clusters has motivated the development of a hardware-accelerated framework for Quantum Monte Carlo simulations. In the Quantum Monte Carlo method, the properties of a system of atoms, such as the ground-state energies, are averaged over a number of iterations. Our framework is aimed at accelerating the computations in each iteration of the QMC application by offloading the calculation of properties, namely energy and trial wave function, onto reconfigurable hardware. This gives a user the capability to run simulations for a large number of iterations, thereby reducing the statistical uncertainty in the properties, and for larger clusters. This framework is designed to run on the Cray XD1 high performance reconfigurable computing platform, which exploits the coarse-grained parallelism of the processor along with the fine-grained parallelism of the reconfigurable computing devices available in the form of field-programmable gate arrays. In this paper, we illustrate the functioning of the framework, which can be used to calculate the energies for a model cluster of helium atoms. In addition, we present the capabilities of the framework that allow the user to vary the chemical identities of the simulated atoms. Program summaryProgram title: Hardware Accelerated Quantum Monte Carlo (HAQMC) Catalogue identifier: AEEP_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEEP_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 691 537 No. of bytes in distributed program, including test data, etc.: 5 031 226 Distribution format: tar.gz Programming language: C/C++ for the QMC application, VHDL and Xilinx 8.1 ISE/EDK tools for FPGA design and development Computer: Cray XD1 consisting of a dual-core, dualprocessor AMD Opteron 2.2 GHz with a Xilinx Virtex-4 (V4LX160) or Xilinx Virtex-II Pro (XC2VP50) FPGA per node. We use the compute node with the Xilinx Virtex-4 FPGA Operating system: Red Hat Enterprise Linux OS Has the code been vectorised or parallelized?: Yes Classification: 6.1 Nature of problem: Quantum Monte Carlo is a practical method to solve the Schrödinger equation for large many-body systems and obtain the ground-state properties of such systems. This method involves the sampling of a number of configurations of atoms and averaging the properties of the configurations over a number of iterations. We are interested in applying the QMC method to obtain the energy and other properties of highly quantum clusters, such as inert gas clusters. Solution method: The proposed framework provides a combined hardware-software approach, in which the QMC simulation is performed on the host processor, with the computationally intensive functions such as energy and trial wave function computations mapped onto the field-programmable gate array (FPGA) logic device attached as a co-processor to the host processor. We perform the QMC simulation for a number of iterations as in the case of our original software QMC approach, to reduce the statistical uncertainty of the results. However, our proposed HAQMC framework accelerates each iteration of the simulation, by significantly reducing the time taken to calculate the ground-state properties of the configurations of atoms, thereby accelerating the overall QMC simulation. We provide a generic interpolation framework that can be extended to study a variety of pure and doped atomic clusters, irrespective of the chemical identities of the atoms. For the FPGA implementation of the properties, we use a two-region approach for accurately computing the properties over the entire domain, employ deep pipelines and fixed-point for all our calculations guaranteeing the accuracy required for our simulation.

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

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

Enright, S; Asprinio, A; Lu, L

2014-06-01

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

Full Counting Statistics for Interacting Fermions with Determinantal Quantum Monte Carlo Simulations.

PubMed

Humeniuk, Stephan; Büchler, Hans Peter

2017-12-08

We present a method for computing the full probability distribution function of quadratic observables such as particle number or magnetization for the Fermi-Hubbard model within the framework of determinantal quantum Monte Carlo calculations. Especially in cold atom experiments with single-site resolution, such a full counting statistics can be obtained from repeated projective measurements. We demonstrate that the full counting statistics can provide important information on the size of preformed pairs. Furthermore, we compute the full counting statistics of the staggered magnetization in the repulsive Hubbard model at half filling and find excellent agreement with recent experimental results. We show that current experiments are capable of probing the difference between the Hubbard model and the limiting Heisenberg model.

Effect of the surface charge discretization on electric double layers: a Monte Carlo simulation study.

PubMed

Madurga, Sergio; Martín-Molina, Alberto; Vilaseca, Eudald; Mas, Francesc; Quesada-Pérez, Manuel

2007-06-21

The structure of the electric double layer in contact with discrete and continuously charged planar surfaces is studied within the framework of the primitive model through Monte Carlo simulations. Three different discretization models are considered together with the case of uniform distribution. The effect of discreteness is analyzed in terms of charge density profiles. For point surface groups, a complete equivalence with the situation of uniformly distributed charge is found if profiles are exclusively analyzed as a function of the distance to the charged surface. However, some differences are observed moving parallel to the surface. Significant discrepancies with approaches that do not account for discreteness are reported if charge sites of finite size placed on the surface are considered.

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

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.

Monte Carlo simulation of portal dosimetry on a rectilinear voxel geometry: a variable gantry angle solution.

PubMed

Chin, P W; Spezi, E; Lewis, D G

2003-08-21

A software solution has been developed to carry out Monte Carlo simulations of portal dosimetry using the BEAMnrc/DOSXYZnrc code at oblique gantry angles. The solution is based on an integrated phantom, whereby the effect of incident beam obliquity was included using geometric transformations. Geometric transformations are accurate within +/- 1 mm and +/- 1 degrees with respect to exact values calculated using trigonometry. An application in portal image prediction of an inhomogeneous phantom demonstrated good agreement with measured data, where the root-mean-square of the difference was under 2% within the field. Thus, we achieved a dose model framework capable of handling arbitrary gantry angles, voxel-by-voxel phantom description and realistic particle transport throughout the geometry.

High-Throughput Characterization of Porous Materials Using Graphics Processing Units

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

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

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

Numerical study on the sequential Bayesian approach for radioactive materials detection

NASA Astrophysics Data System (ADS)

Qingpei, Xiang; Dongfeng, Tian; Jianyu, Zhu; Fanhua, Hao; Ge, Ding; Jun, Zeng

2013-01-01

A new detection method, based on the sequential Bayesian approach proposed by Candy et al., offers new horizons for the research of radioactive detection. Compared with the commonly adopted detection methods incorporated with statistical theory, the sequential Bayesian approach offers the advantages of shorter verification time during the analysis of spectra that contain low total counts, especially in complex radionuclide components. In this paper, a simulation experiment platform implanted with the methodology of sequential Bayesian approach was developed. Events sequences of γ-rays associating with the true parameters of a LaBr3(Ce) detector were obtained based on an events sequence generator using Monte Carlo sampling theory to study the performance of the sequential Bayesian approach. The numerical experimental results are in accordance with those of Candy. Moreover, the relationship between the detection model and the event generator, respectively represented by the expected detection rate (Am) and the tested detection rate (Gm) parameters, is investigated. To achieve an optimal performance for this processor, the interval of the tested detection rate as a function of the expected detection rate is also presented.

Application of Multi-Hypothesis Sequential Monte Carlo for Breakup Analysis

NASA Astrophysics Data System (ADS)

Faber, W. R.; Zaidi, W.; Hussein, I. I.; Roscoe, C. W. T.; Wilkins, M. P.; Schumacher, P. W., Jr.

As more objects are launched into space, the potential for breakup events and space object collisions is ever increasing. These events create large clouds of debris that are extremely hazardous to space operations. Providing timely, accurate, and statistically meaningful Space Situational Awareness (SSA) data is crucial in order to protect assets and operations in space. The space object tracking problem, in general, is nonlinear in both state dynamics and observations, making it ill-suited to linear filtering techniques such as the Kalman filter. Additionally, given the multi-object, multi-scenario nature of the problem, space situational awareness requires multi-hypothesis tracking and management that is combinatorially challenging in nature. In practice, it is often seen that assumptions of underlying linearity and/or Gaussianity are used to provide tractable solutions to the multiple space object tracking problem. However, these assumptions are, at times, detrimental to tracking data and provide statistically inconsistent solutions. This paper details a tractable solution to the multiple space object tracking problem applicable to space object breakup events. Within this solution, simplifying assumptions of the underlying probability density function are relaxed and heuristic methods for hypothesis management are avoided. This is done by implementing Sequential Monte Carlo (SMC) methods for both nonlinear filtering as well as hypothesis management. This goal of this paper is to detail the solution and use it as a platform to discuss computational limitations that hinder proper analysis of large breakup events.

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

THE MOVEMENT OF OIL UNDER NON-BREAKING WAVES

EPA Science Inventory

The combined effects of wave kinematics, turbulent diffusion, and buoyancy on the transport of oil droplets at sea were investigated in this work using random walk techniques in a Monte Carlo framework. Six hundred oil particles were placed at the water surface and tracked for 5...

Comparative and Predictive Multimedia Assessments Using Monte Carlo Uncertainty Analyses

NASA Astrophysics Data System (ADS)

Whelan, G.

2002-05-01

Multiple-pathway frameworks (sometimes referred to as multimedia models) provide a platform for combining medium-specific environmental models and databases, such that they can be utilized in a more holistic assessment of contaminant fate and transport in the environment. These frameworks provide a relatively seamless transfer of information from one model to the next and from databases to models. Within these frameworks, multiple models are linked, resulting in models that consume information from upstream models and produce information to be consumed by downstream models. The Framework for Risk Analysis in Multimedia Environmental Systems (FRAMES) is an example, which allows users to link their models to other models and databases. FRAMES is an icon-driven, site-layout platform that is an open-architecture, object-oriented system that interacts with environmental databases; helps the user construct a Conceptual Site Model that is real-world based; allows the user to choose the most appropriate models to solve simulation requirements; solves the standard risk paradigm of release transport and fate; and exposure/risk assessments to people and ecology; and presents graphical packages for analyzing results. FRAMES is specifically designed allow users to link their own models into a system, which contains models developed by others. This paper will present the use of FRAMES to evaluate potential human health exposures using real site data and realistic assumptions from sources, through the vadose and saturated zones, to exposure and risk assessment at three real-world sites, using the Multimedia Environmental Pollutant Assessment System (MEPAS), which is a multimedia model contained within FRAMES. These real-world examples use predictive and comparative approaches coupled with a Monte Carlo analysis. A predictive analysis is where models are calibrated to monitored site data, prior to the assessment, and a comparative analysis is where models are not calibrated but based solely on literature or judgement and is usually used to compare alternatives. In many cases, a combination is employed where the model is calibrated to a portion of the data (e.g., to determine hydrodynamics), then used to compare alternatives. Three subsurface-based multimedia examples are presented, increasing in complexity. The first presents the application of a predictive, deterministic assessment; the second presents a predictive and comparative, Monte Carlo analysis; and the third presents a comparative, multi-dimensional Monte Carlo analysis. Endpoints are typically presented in terms of concentration, hazard, risk, and dose, and because the vadose zone model typically represents a connection between a source and the aquifer, it does not generally represent the final medium in a multimedia risk assessment.

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Solvent effects on the absorption spectrum and first hyperpolarizability of keto-enol tautomeric forms of anil derivatives: A Monte Carlo/quantum mechanics study

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

Adriano Junior, L.; Fonseca, T. L.; Castro, M. A.

2016-06-21

Theoretical results for the absorption spectrum and electric properties of the enol and keto tautomeric forms of anil derivatives in the gas-phase and in solution are presented. The electronic properties in chloroform, acetonitrile, methanol, and water were determined by carrying out sequential Monte Carlo simulations and quantum mechanics calculations based on the time dependent density functional theory and on the second-order Møller–Plesset perturbation theory method. The results illustrate the role played by electrostatic interactions in the electronic properties of anil derivatives in a liquid environment. There is a significant increase of the dipole moment in solution (20%-100%) relative to themore » gas-phase value. Solvent effects are mild for the absorption spectrum and linear polarizability but they can be particularly important for first hyperpolarizability. A large first hyperpolarizability contrast between the enol and keto forms is observed when absorption spectra present intense lowest-energy absorption bands. Dynamic results for the first hyperpolarizability are in qualitative agreement with the available experimental results.« less

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

NASA Astrophysics Data System (ADS)

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

2011-12-01

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

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

PubMed

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

2015-10-01

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

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

DTIC Science & Technology

2013-07-01

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

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

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

Badal, A; Zbijewski, W; Bolch, W

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

A kinetic Monte Carlo approach to diffusion-controlled thermal desorption spectroscopy

NASA Astrophysics Data System (ADS)

Schablitzki, T.; Rogal, J.; Drautz, R.

2017-06-01

Atomistic simulations of thermal desorption spectra for effusion from bulk materials to characterize binding or trapping sites are a challenging task as large system sizes as well as extended time scales are required. Here, we introduce an approach where we combine kinetic Monte Carlo with an analytic approximation of the superbasins within the framework of absorbing Markov chains. We apply our approach to the effusion of hydrogen from BCC iron, where the diffusion within bulk grains is coarse grained using absorbing Markov chains, which provide an exact solution of the dynamics within a superbasin. Our analytic approximation to the superbasin is transferable with respect to grain size and elliptical shapes and can be applied in simulations with constant temperature as well as constant heating rate. The resulting thermal desorption spectra are in close agreement with direct kinetic Monte Carlo simulations, but the calculations are computationally much more efficient. Our approach is thus applicable to much larger system sizes and provides a first step towards an atomistic understanding of the influence of structural features on the position and shape of peaks in thermal desorption spectra. This article is part of the themed issue 'The challenges of hydrogen and metals'.

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.

Structural, electronic and magnetic properties of LaCr2Si2C: Ab initio calculation, mean field approximation and Monte-Carlo simulation

NASA Astrophysics Data System (ADS)

Endichi, A.; Zaari, H.; Benyoussef, A.; El Kenz, A.

2018-06-01

The magnetic behavior of LaCr2Si2C compound is investigated in this work, using first principle methods, Monte Carlo simulation (MCS) and mean field approximation (MFA). The structural, electronic and magnetic properties are described using ab initio method in the framework of the Generalized Gradient Approximation (GGA), and the Full Potential-Linearized Augmented Plane Wave (FP-LAPW) method implemented in the WIEN2K packages. We have also computed the coupling terms between magnetic atoms which are used in Hamiltonian model. A theoretical study realized by mean field approximation and Monte Carlo Simulation within the Ising model is used to more understand the magnetic properties of this compound. Thereby, our results showed a ferromagnetic ordering of the Cr magnetic moments below the Curie temperature of 30 K (Tc < 30 K) in LaCr2Si2C. Other parameters are also computed as: the magnetization, the energy, the specific heat and the susceptibility. This material shows the small sign of supra-conductivity; and future researches could be focused to enhance the transport and magnetic properties of this system.

A Monte Carlo model for 3D grain evolution during welding

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

Rodgers, Theron M.; Mitchell, John A.; Tikare, Veena

Welding is one of the most wide-spread processes used in metal joining. However, there are currently no open-source software implementations for the simulation of microstructural evolution during a weld pass. Here we describe a Potts Monte Carlo based model implemented in the SPPARKS kinetic Monte Carlo computational framework. The model simulates melting, solidification and solid-state microstructural evolution of material in the fusion and heat-affected zones of a weld. The model does not simulate thermal behavior, but rather utilizes user input parameters to specify weld pool and heat-affect zone properties. Weld pool shapes are specified by Bezier curves, which allow formore » the specification of a wide range of pool shapes. Pool shapes can range from narrow and deep to wide and shallow representing different fluid flow conditions within the pool. Surrounding temperature gradients are calculated with the aide of a closest point projection algorithm. Furthermore, the model also allows simulation of pulsed power welding through time-dependent variation of the weld pool size. Example simulation results and comparisons with laboratory weld observations demonstrate microstructural variation with weld speed, pool shape, and pulsed-power.« less

A Monte Carlo model for 3D grain evolution during welding

DOE PAGES

Rodgers, Theron M.; Mitchell, John A.; Tikare, Veena

2017-08-04

Welding is one of the most wide-spread processes used in metal joining. However, there are currently no open-source software implementations for the simulation of microstructural evolution during a weld pass. Here we describe a Potts Monte Carlo based model implemented in the SPPARKS kinetic Monte Carlo computational framework. The model simulates melting, solidification and solid-state microstructural evolution of material in the fusion and heat-affected zones of a weld. The model does not simulate thermal behavior, but rather utilizes user input parameters to specify weld pool and heat-affect zone properties. Weld pool shapes are specified by Bezier curves, which allow formore » the specification of a wide range of pool shapes. Pool shapes can range from narrow and deep to wide and shallow representing different fluid flow conditions within the pool. Surrounding temperature gradients are calculated with the aide of a closest point projection algorithm. Furthermore, the model also allows simulation of pulsed power welding through time-dependent variation of the weld pool size. Example simulation results and comparisons with laboratory weld observations demonstrate microstructural variation with weld speed, pool shape, and pulsed-power.« less

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.

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

Concurrent Monte Carlo transport and fluence optimization with fluence adjusting scalable transport Monte Carlo

PubMed Central

Svatos, M.; Zankowski, C.; Bednarz, B.

2016-01-01

Purpose: The future of radiation therapy will require advanced inverse planning solutions to support single-arc, multiple-arc, and “4π” delivery modes, which present unique challenges in finding an optimal treatment plan over a vast search space, while still preserving dosimetric accuracy. The successful clinical implementation of such methods would benefit from Monte Carlo (MC) based dose calculation methods, which can offer improvements in dosimetric accuracy when compared to deterministic methods. The standard method for MC based treatment planning optimization leverages the accuracy of the MC dose calculation and efficiency of well-developed optimization methods, by precalculating the fluence to dose relationship within a patient with MC methods and subsequently optimizing the fluence weights. However, the sequential nature of this implementation is computationally time consuming and memory intensive. Methods to reduce the overhead of the MC precalculation have been explored in the past, demonstrating promising reductions of computational time overhead, but with limited impact on the memory overhead due to the sequential nature of the dose calculation and fluence optimization. The authors propose an entirely new form of “concurrent” Monte Carlo treat plan optimization: a platform which optimizes the fluence during the dose calculation, reduces wasted computation time being spent on beamlets that weakly contribute to the final dose distribution, and requires only a low memory footprint to function. In this initial investigation, the authors explore the key theoretical and practical considerations of optimizing fluence in such a manner. Methods: The authors present a novel derivation and implementation of a gradient descent algorithm that allows for optimization during MC particle transport, based on highly stochastic information generated through particle transport of very few histories. A gradient rescaling and renormalization algorithm, and the concept of momentum from stochastic gradient descent were used to address obstacles unique to performing gradient descent fluence optimization during MC particle transport. The authors have applied their method to two simple geometrical phantoms, and one clinical patient geometry to examine the capability of this platform to generate conformal plans as well as assess its computational scaling and efficiency, respectively. Results: The authors obtain a reduction of at least 50% in total histories transported in their investigation compared to a theoretical unweighted beamlet calculation and subsequent fluence optimization method, and observe a roughly fixed optimization time overhead consisting of ∼10% of the total computation time in all cases. Finally, the authors demonstrate a negligible increase in memory overhead of ∼7–8 MB to allow for optimization of a clinical patient geometry surrounded by 36 beams using their platform. Conclusions: This study demonstrates a fluence optimization approach, which could significantly improve the development of next generation radiation therapy solutions while incurring minimal additional computational overhead. PMID:27277051

Light-Nuclei Spectra from Chiral Dynamics

NASA Astrophysics Data System (ADS)

Piarulli, M.; Baroni, A.; Girlanda, L.; Kievsky, A.; Lovato, A.; Lusk, Ewing; Marcucci, L. E.; Pieper, Steven C.; Schiavilla, R.; Viviani, M.; Wiringa, R. B.

2018-02-01

In recent years local chiral interactions have been derived and implemented in quantum Monte Carlo methods in order to test to what extent the chiral effective field theory framework impacts our knowledge of few- and many-body systems. In this Letter, we present Green's function Monte Carlo calculations of light nuclei based on the family of local two-body interactions presented by our group in a previous paper in conjunction with chiral three-body interactions fitted to bound- and scattering-state observables in the three-nucleon sector. These interactions include Δ intermediate states in their two-pion-exchange components. We obtain predictions for the energy levels and level ordering of nuclei in the mass range A =4 - 12 , accurate to ≤2 % of the binding energy, in very satisfactory agreement with experimental data.

Tests of constituent-quark generation methods which maintain both the nucleon center of mass and the desired radial distribution in Monte Carlo Glauber models

DOE PAGES

Mitchell, J. T.; Perepelitsa, D. V.; Tannenbaum, M. J.; ...

2016-05-23

Here, several methods of generating three constituent quarks in a nucleon are evaluated which explicitly maintain the nucleon's center of mass and desired radial distribution and can be used within Monte Carlo Glauber frameworks. The geometric models provided by each method are used to generate distributions over the number of constituent quark participants ( N qp) in p+p,d+Au, and Au+Au collisions. The results are compared with each other and to a previous result of N qp calculations, without this explicit constraint, used in measurements of √S NN = 200 GeV p+p,d+Au, and Au+Au collisions at the BNL Relativistic Heavy Ionmore » Collider.« less

Quantum Monte Carlo simulation of the ferroelectric or ferrielectric nanowire with core shell morphology

NASA Astrophysics Data System (ADS)

Feraoun, A.; Zaim, A.; Kerouad, M.

2016-09-01

By using the Quantum Monte Carlo simulation; the electric properties of a nanowire, consisting of a ferroelectric core of spin-1/2 surrounded by a ferroelectric shell of spin-1/2 with ferro- or anti-ferroelectric interfacial coupling have been studied within the framework of the Transverse Ising Model (TIM). We have examined the effects of the shell coupling Js, the interfacial coupling JInt, the transverse field Ω, and the temperature T on the hysteresis behavior and on the electric properties of the system. The remanent polarization and the coercive field as a function of the transverse field and the temperature are examined. A number of characteristic behavior have been found such as the appearance of triple hysteresis loops for appropriate values of the system parameters.

Bayesian approach to inverse statistical mechanics.

PubMed

Habeck, Michael

2014-05-01

Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.

Bayesian approach to inverse statistical mechanics

NASA Astrophysics Data System (ADS)

Habeck, Michael

2014-05-01

Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.

Error in telemetry studies: Effects of animal movement on triangulation

USGS Publications Warehouse

Schmutz, Joel A.; White, Gary C.

1990-01-01

We used Monte Carlo simulations to investigate the effects of animal movement on error of estimated animal locations derived from radio-telemetry triangulation of sequentially obtained bearings. Simulated movements of 0-534 m resulted in up to 10-fold increases in average location error but <10% decreases in location precision when observer-to-animal distances were <1,000 m. Location error and precision were minimally affected by censorship of poor locations with Chi-square goodness-of-fit tests. Location error caused by animal movement can only be eliminated by taking simultaneous bearings.

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.

Implicit Particle Filter for Power System State Estimation with Large Scale Renewable Power Integration.

NASA Astrophysics Data System (ADS)

Uzunoglu, B.; Hussaini, Y.

2017-12-01

Implicit Particle Filter is a sequential Monte Carlo method for data assimilation that guides the particles to the high-probability by an implicit step . It optimizes a nonlinear cost function which can be inherited from legacy assimilation routines . Dynamic state estimation for almost real-time applications in power systems are becomingly increasingly more important with integration of variable wind and solar power generation. New advanced state estimation tools that will replace the old generation state estimation in addition to having a general framework of complexities should be able to address the legacy software and able to integrate the old software in a mathematical framework while allowing the power industry need for a cautious and evolutionary change in comparison to a complete revolutionary approach while addressing nonlinearity and non-normal behaviour. This work implements implicit particle filter as a state estimation tool for the estimation of the states of a power system and presents the first implicit particle filter application study on a power system state estimation. The implicit particle filter is introduced into power systems and the simulations are presented for a three-node benchmark power system . The performance of the filter on the presented problem is analyzed and the results are presented.

A Monte Carlo simulation of advanced HIV disease: application to prevention of CMV infection.

PubMed

Paltiel, A D; Scharfstein, J A; Seage, G R; Losina, E; Goldie, S J; Weinstein, M C; Craven, D E; Freedberg, K A

1998-01-01

Disagreement exists among decision makers regarding the allocation of limited HIV patient care resources and, specifically, the comparative value of preventing opportunistic infections in late-stage disease. A Monte Carlo simulation framework was used to evaluate a state-transition model of the natural history of HIV illness in patients with CD4 counts below 300/mm3 and to project the costs and consequences of alternative strategies for preventing AIDS-related complications. The authors describe the model and demonstrate how it may be employed to assess the cost-effectiveness of oral ganciclovir for prevention of cytomegalovirus (CMV) infection. Ganciclovir prophylaxis confers an estimated additional 0.7 quality-adjusted month of life at a net cost of $10,700, implying an incremental cost-effectiveness ratio of roughly $173,000 per quality-adjusted life year gained. Sensitivity analysis reveals that this baseline result is stable over a wide range of input data estimates, including quality of life and drug efficacy, but it is sensitive to CMV incidence and drug price assumptions. The Monte Carlo simulation framework offers decision makers a powerful and flexible tool for evaluating choices in the realm of chronic disease patient care. The authors have used it to assess HIV-related treatment options and continue to refine it to reflect advances in defining the pathogenesis and treatment of AIDS. Compared with alternative interventions, CMV prophylaxis does not appear to be a cost-effective use of scarce HIV clinical care funds. However, targeted prevention in patients identified to be at higher risk for CMV-related disease may warrant consideration.

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

QCDLoop: A comprehensive framework for one-loop scalar integrals

NASA Astrophysics Data System (ADS)

Carrazza, Stefano; Ellis, R. Keith; Zanderighi, Giulia

2016-12-01

We present a new release of the QCDLoop library based on a modern object-oriented framework. We discuss the available new features such as the extension to the complex masses, the possibility to perform computations in double and quadruple precision simultaneously, and useful caching mechanisms to improve the computational speed. We benchmark the performance of the new library, and provide practical examples of phenomenological implementations by interfacing this new library to Monte Carlo programs.

Bayesian inference and decision theory - A framework for decision making in natural resource management

USGS Publications Warehouse

Dorazio, R.M.; Johnson, F.A.

2003-01-01

Bayesian inference and decision theory may be used in the solution of relatively complex problems of natural resource management, owing to recent advances in statistical theory and computing. In particular, Markov chain Monte Carlo algorithms provide a computational framework for fitting models of adequate complexity and for evaluating the expected consequences of alternative management actions. We illustrate these features using an example based on management of waterfowl habitat.

Triple collinear emissions in parton showers

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

Höche, Stefan; Prestel, Stefan

2017-10-01

A framework to include triple collinear splitting functions into parton showers is presented, and the implementation of flavor-changing NLO splitting kernels is discussed as a first application. The correspondence between the Monte-Carlo integration and the analytic computation of NLO DGLAP evolution kernels is made explicit for both timelike and spacelike parton evolution. Numerical simulation results are obtained with two independent implementations of the new algorithm, using the two independent event generation frameworks Pythia and Sherpa.

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 Techniques for Nuclear Systems - Theory Lectures

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

Brown, Forrest B.

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

Power Analysis for Complex Mediational Designs Using Monte Carlo Methods

ERIC Educational Resources Information Center

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

2010-01-01

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…

A framework for simulating map error in ecosystem models

Treesearch

Sean P. Healey; Shawn P. Urbanski; Paul L. Patterson; Chris Garrard

2014-01-01

The temporal depth and spatial breadth of observations from platforms such as Landsat provide unique perspective on ecosystem dynamics, but the integration of these observations into formal decision support will rely upon improved uncertainty accounting. Monte Carlo (MC) simulations offer a practical, empirical method of accounting for potential map errors in broader...

Development of accelerated Raman and fluorescent Monte Carlo method

NASA Astrophysics Data System (ADS)

Dumont, Alexander P.; Patil, Chetan

2018-02-01

Monte Carlo (MC) modeling of photon propagation in turbid media is an essential tool for understanding optical interactions between light and tissue. Insight gathered from outputs of MC models assists in mapping between detected optical signals and bulk tissue optical properties, and as such, has proven useful for inverse calculations of tissue composition and optimization of the design of optical probes. MC models of Raman scattering have previously been implemented without consideration to background autofluorescence, despite its presence in raw measurements. Modeling both Raman and fluorescence profiles at high spectral resolution requires a significant increase in computation, but is more appropriate for investigating issues such as detection limits. We present a new Raman Fluorescence MC model developed atop an existing GPU parallelized MC framework that can run more than 300x times faster than CPU methods. The robust acceleration allows for the efficient production of both Raman and fluorescence outputs from the MC model. In addition, this model can handle arbitrary sample morphologies of excitation and collection geometries to more appropriately mimic experimental settings. We will present the model framework and initial results.

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

Quasi-Monte Carlo Methods Applied to Tau-Leaping in Stochastic Biological Systems.

PubMed

Beentjes, Casper H L; Baker, Ruth E

2018-05-25

Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random number input stream in a simulation procedure by a low-discrepancy number input stream, variance reductions of several orders have been observed in financial applications. Analysis of stochastic effects in well-mixed chemical reaction networks often relies on sample path simulation using Monte Carlo methods, even though these methods suffer from typical slow [Formula: see text] convergence rates as a function of the number of sample paths N. This paper investigates the combination of (randomised) quasi-Monte Carlo methods with an efficient sample path simulation procedure, namely [Formula: see text]-leaping. We show that this combination is often more effective than traditional Monte Carlo simulation in terms of the decay of statistical errors. The observed convergence rate behaviour is, however, non-trivial due to the discrete nature of the models of chemical reactions. We explain how this affects the performance of quasi-Monte Carlo methods by looking at a test problem in standard quadrature.

Ascertainment correction for Markov chain Monte Carlo segregation and linkage analysis of a quantitative trait.

PubMed

Ma, Jianzhong; Amos, Christopher I; Warwick Daw, E

2007-09-01

Although extended pedigrees are often sampled through probands with extreme levels of a quantitative trait, Markov chain Monte Carlo (MCMC) methods for segregation and linkage analysis have not been able to perform ascertainment corrections. Further, the extent to which ascertainment of pedigrees leads to biases in the estimation of segregation and linkage parameters has not been previously studied for MCMC procedures. In this paper, we studied these issues with a Bayesian MCMC approach for joint segregation and linkage analysis, as implemented in the package Loki. We first simulated pedigrees ascertained through individuals with extreme values of a quantitative trait in spirit of the sequential sampling theory of Cannings and Thompson [Cannings and Thompson [1977] Clin. Genet. 12:208-212]. Using our simulated data, we detected no bias in estimates of the trait locus location. However, in addition to allele frequencies, when the ascertainment threshold was higher than or close to the true value of the highest genotypic mean, bias was also found in the estimation of this parameter. When there were multiple trait loci, this bias destroyed the additivity of the effects of the trait loci, and caused biases in the estimation all genotypic means when a purely additive model was used for analyzing the data. To account for pedigree ascertainment with sequential sampling, we developed a Bayesian ascertainment approach and implemented Metropolis-Hastings updates in the MCMC samplers used in Loki. Ascertainment correction greatly reduced biases in parameter estimates. Our method is designed for multiple, but a fixed number of trait loci. Copyright (c) 2007 Wiley-Liss, Inc.

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

EPA Science Inventory

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

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

PubMed

Serebrinsky, Santiago A

2011-03-01

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

Implementation of Monte Carlo Dose calculation for CyberKnife treatment planning

NASA Astrophysics Data System (ADS)

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

2008-02-01

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

Monte Carlo Transport for Electron Thermal Transport

NASA Astrophysics Data System (ADS)

Chenhall, Jeffrey; Cao, Duc; Moses, Gregory

2015-11-01

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

Light-Nuclei Spectra from Chiral Dynamics

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

Piarulli, M.; Baroni, A.; Girlanda, L.

In recent years local chiral interactions have been derived and implemented in quantum Monte Carlo methods in order to test to what extent the chiral effective field theory framework impacts our knowledge of few- and many-body systems. Here in this Letter, we present Green’s function Monte Carlo calculations of light nuclei based on the family of local two-body interactions presented by our group in a previous paper in conjunction with chiral three-body interactions fitted to bound- and scattering-state observables in the three-nucleon sector. These interactions include Δ intermediate states in their two-pion-exchange components. We obtain predictions for the energy levelsmore » and level ordering of nuclei in the mass range A=4–12, accurate to ≤2% of the binding energy, in very satisfactory agreement with experimental data.« less

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

NASA Astrophysics Data System (ADS)

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

2014-08-01

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

Light-Nuclei Spectra from Chiral Dynamics

DOE PAGES

Piarulli, M.; Baroni, A.; Girlanda, L.; ...

2018-02-01

In recent years local chiral interactions have been derived and implemented in quantum Monte Carlo methods in order to test to what extent the chiral effective field theory framework impacts our knowledge of few- and many-body systems. Here in this Letter, we present Green’s function Monte Carlo calculations of light nuclei based on the family of local two-body interactions presented by our group in a previous paper in conjunction with chiral three-body interactions fitted to bound- and scattering-state observables in the three-nucleon sector. These interactions include Δ intermediate states in their two-pion-exchange components. We obtain predictions for the energy levelsmore » and level ordering of nuclei in the mass range A=4–12, accurate to ≤2% of the binding energy, in very satisfactory agreement with experimental data.« less

Fitting mechanistic epidemic models to data: A comparison of simple Markov chain Monte Carlo approaches.

PubMed

Li, Michael; Dushoff, Jonathan; Bolker, Benjamin M

2018-07-01

Simple mechanistic epidemic models are widely used for forecasting and parameter estimation of infectious diseases based on noisy case reporting data. Despite the widespread application of models to emerging infectious diseases, we know little about the comparative performance of standard computational-statistical frameworks in these contexts. Here we build a simple stochastic, discrete-time, discrete-state epidemic model with both process and observation error and use it to characterize the effectiveness of different flavours of Bayesian Markov chain Monte Carlo (MCMC) techniques. We use fits to simulated data, where parameters (and future behaviour) are known, to explore the limitations of different platforms and quantify parameter estimation accuracy, forecasting accuracy, and computational efficiency across combinations of modeling decisions (e.g. discrete vs. continuous latent states, levels of stochasticity) and computational platforms (JAGS, NIMBLE, Stan).

Monte Carlo simulation of the operational quantities at the realistic mixed neutron-photon radiation fields CANEL and SIGMA.

PubMed

Lacoste, V; Gressier, V

2007-01-01

The Institute for Radiological Protection and Nuclear Safety owns two facilities producing realistic mixed neutron-photon radiation fields, CANEL, an accelerator driven moderator modular device, and SIGMA, a graphite moderated americium-beryllium assembly. These fields are representative of some of those encountered at nuclear workplaces, and the corresponding facilities are designed and used for calibration of various instruments, such as survey meters, personal dosimeters or spectrometric devices. In the framework of the European project EVIDOS, irradiations of personal dosimeters were performed at CANEL and SIGMA. Monte Carlo calculations were performed to estimate the reference values of the personal dose equivalent at both facilities. The Hp(10) values were calculated for three different angular positions, 0 degrees, 45 degrees and 75 degrees, of an ICRU phantom located at the position of irradiation.

Nuclear deformation in the laboratory frame

NASA Astrophysics Data System (ADS)

Gilbreth, C. N.; Alhassid, Y.; Bertsch, G. F.

2018-01-01

We develop a formalism for calculating the distribution of the axial quadrupole operator in the laboratory frame within the rotationally invariant framework of the configuration-interaction shell model. The calculation is carried out using a finite-temperature auxiliary-field quantum Monte Carlo method. We apply this formalism to isotope chains of even-mass samarium and neodymium nuclei and show that the quadrupole distribution provides a model-independent signature of nuclear deformation. Two technical advances are described that greatly facilitate the calculations. The first is to exploit the rotational invariance of the underlying Hamiltonian to reduce the statistical fluctuations in the Monte Carlo calculations. The second is to determine quadruple invariants from the distribution of the axial quadrupole operator in the laboratory frame. This allows us to extract effective values of the intrinsic quadrupole shape parameters without invoking an intrinsic frame or a mean-field approximation.

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.

Use of SCALE Continuous-Energy Monte Carlo Tools for Eigenvalue Sensitivity Coefficient Calculations

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

Perfetti, Christopher M; Rearden, Bradley T

2013-01-01

The TSUNAMI code within the SCALE code system makes use of eigenvalue sensitivity coefficients for an extensive number of criticality safety applications, such as quantifying the data-induced uncertainty in the eigenvalue of critical systems, assessing the neutronic similarity between different critical systems, and guiding nuclear data adjustment studies. The need to model geometrically complex systems with improved fidelity and the desire to extend TSUNAMI analysis to advanced applications has motivated the development of a methodology for calculating sensitivity coefficients in continuous-energy (CE) Monte Carlo applications. The CLUTCH and Iterated Fission Probability (IFP) eigenvalue sensitivity methods were recently implemented in themore » CE KENO framework to generate the capability for TSUNAMI-3D to perform eigenvalue sensitivity calculations in continuous-energy applications. This work explores the improvements in accuracy that can be gained in eigenvalue and eigenvalue sensitivity calculations through the use of the SCALE CE KENO and CE TSUNAMI continuous-energy Monte Carlo tools as compared to multigroup tools. The CE KENO and CE TSUNAMI tools were used to analyze two difficult models of critical benchmarks, and produced eigenvalue and eigenvalue sensitivity coefficient results that showed a marked improvement in accuracy. The CLUTCH sensitivity method in particular excelled in terms of efficiency and computational memory requirements.« less

Study of the IMRT interplay effect using a 4DCT Monte Carlo dose calculation.

PubMed

Jensen, Michael D; Abdellatif, Ady; Chen, Jeff; Wong, Eugene

2012-04-21

Respiratory motion may lead to dose errors when treating thoracic and abdominal tumours with radiotherapy. The interplay between complex multileaf collimator patterns and patient respiratory motion could result in unintuitive dose changes. We have developed a treatment reconstruction simulation computer code that accounts for interplay effects by combining multileaf collimator controller log files, respiratory trace log files, 4DCT images and a Monte Carlo dose calculator. Two three-dimensional (3D) IMRT step-and-shoot plans, a concave target and integrated boost were delivered to a 1D rigid motion phantom. Three sets of experiments were performed with 100%, 50% and 25% duty cycle gating. The log files were collected, and five simulation types were performed on each data set: continuous isocentre shift, discrete isocentre shift, 4DCT, 4DCT delivery average and 4DCT plan average. Analysis was performed using 3D gamma analysis with passing criteria of 2%, 2 mm. The simulation framework was able to demonstrate that a single fraction of the integrated boost plan was more sensitive to interplay effects than the concave target. Gating was shown to reduce the interplay effects. We have developed a 4DCT Monte Carlo simulation method that accounts for IMRT interplay effects with respiratory motion by utilizing delivery log files.

Parallel and Portable Monte Carlo Particle Transport

NASA Astrophysics Data System (ADS)

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

1997-08-01

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

Towards a systematic assessment of errors in diffusion Monte Carlo calculations of semiconductors: Case study of zinc selenide and zinc oxide

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

Yu, Jaehyung; Wagner, Lucas K.; Ertekin, Elif, E-mail: ertekin@illinois.edu

2015-12-14

The fixed node diffusion Monte Carlo (DMC) method has attracted interest in recent years as a way to calculate properties of solid materials with high accuracy. However, the framework for the calculation of properties such as total energies, atomization energies, and excited state energies is not yet fully established. Several outstanding questions remain as to the effect of pseudopotentials, the magnitude of the fixed node error, and the size of supercell finite size effects. Here, we consider in detail the semiconductors ZnSe and ZnO and carry out systematic studies to assess the magnitude of the energy differences arising from controlledmore » and uncontrolled approximations in DMC. The former include time step errors and supercell finite size effects for ground and optically excited states, and the latter include pseudopotentials, the pseudopotential localization approximation, and the fixed node approximation. We find that for these compounds, the errors can be controlled to good precision using modern computational resources and that quantum Monte Carlo calculations using Dirac-Fock pseudopotentials can offer good estimates of both cohesive energy and the gap of these systems. We do however observe differences in calculated optical gaps that arise when different pseudopotentials are used.« less

Monte Carlo simulations versus experimental measurements in a small animal PET system. A comparison in the NEMA NU 4-2008 framework

NASA Astrophysics Data System (ADS)

Popota, F. D.; Aguiar, P.; España, S.; Lois, C.; Udias, J. M.; Ros, D.; Pavia, J.; Gispert, J. D.

2015-01-01

In this work a comparison between experimental and simulated data using GATE and PeneloPET Monte Carlo simulation packages is presented. All simulated setups, as well as the experimental measurements, followed exactly the guidelines of the NEMA NU 4-2008 standards using the microPET R4 scanner. The comparison was focused on spatial resolution, sensitivity, scatter fraction and counting rates performance. Both GATE and PeneloPET showed reasonable agreement for the spatial resolution when compared to experimental measurements, although they lead to slight underestimations for the points close to the edge. High accuracy was obtained between experiments and simulations of the system’s sensitivity and scatter fraction for an energy window of 350-650 keV, as well as for the counting rate simulations. The latter was the most complicated test to perform since each code demands different specifications for the characterization of the system’s dead time. Although simulated and experimental results were in excellent agreement for both simulation codes, PeneloPET demanded more information about the behavior of the real data acquisition system. To our knowledge, this constitutes the first validation of these Monte Carlo codes for the full NEMA NU 4-2008 standards for small animal PET imaging systems.

Monte Carlo simulations versus experimental measurements in a small animal PET system. A comparison in the NEMA NU 4-2008 framework.

PubMed

Popota, F D; Aguiar, P; España, S; Lois, C; Udias, J M; Ros, D; Pavia, J; Gispert, J D

2015-01-07

In this work a comparison between experimental and simulated data using GATE and PeneloPET Monte Carlo simulation packages is presented. All simulated setups, as well as the experimental measurements, followed exactly the guidelines of the NEMA NU 4-2008 standards using the microPET R4 scanner. The comparison was focused on spatial resolution, sensitivity, scatter fraction and counting rates performance. Both GATE and PeneloPET showed reasonable agreement for the spatial resolution when compared to experimental measurements, although they lead to slight underestimations for the points close to the edge. High accuracy was obtained between experiments and simulations of the system's sensitivity and scatter fraction for an energy window of 350-650 keV, as well as for the counting rate simulations. The latter was the most complicated test to perform since each code demands different specifications for the characterization of the system's dead time. Although simulated and experimental results were in excellent agreement for both simulation codes, PeneloPET demanded more information about the behavior of the real data acquisition system. To our knowledge, this constitutes the first validation of these Monte Carlo codes for the full NEMA NU 4-2008 standards for small animal PET imaging systems.

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.

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 study we developed an efficient Bayesian inversion framework for interpreting marine seismic amplitude versus angle (AVA) and controlled source electromagnetic (CSEM) data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo (MCMC) sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis (DREAM) and Adaptive Metropolis (AM) samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and CSEM data. The multi-chain MCMC 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,more » 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 AVA and CSEM joint inversion provides better estimation of reservoir saturations than the seismic AVA-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

Accelerated event-by-event Monte Carlo microdosimetric calculations of electrons and protons tracks on a multi-core CPU and a CUDA-enabled GPU.

PubMed

Kalantzis, Georgios; Tachibana, Hidenobu

2014-01-01

For microdosimetric calculations event-by-event Monte Carlo (MC) methods are considered the most accurate. The main shortcoming of those methods is the extensive requirement for computational time. In this work we present an event-by-event MC code of low projectile energy electron and proton tracks for accelerated microdosimetric MC simulations on a graphic processing unit (GPU). Additionally, a hybrid implementation scheme was realized by employing OpenMP and CUDA in such a way that both GPU and multi-core CPU were utilized simultaneously. The two implementation schemes have been tested and compared with the sequential single threaded MC code on the CPU. Performance comparison was established on the speed-up for a set of benchmarking cases of electron and proton tracks. A maximum speedup of 67.2 was achieved for the GPU-based MC code, while a further improvement of the speedup up to 20% was achieved for the hybrid approach. The results indicate the capability of our CPU-GPU implementation for accelerated MC microdosimetric calculations of both electron and proton tracks without loss of accuracy. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

On uncertainty quantification in hydrogeology and hydrogeophysics

NASA Astrophysics Data System (ADS)

Linde, Niklas; Ginsbourger, David; Irving, James; Nobile, Fabio; Doucet, Arnaud

2017-12-01

Recent advances in sensor technologies, field methodologies, numerical modeling, and inversion approaches have contributed to unprecedented imaging of hydrogeological properties and detailed predictions at multiple temporal and spatial scales. Nevertheless, imaging results and predictions will always remain imprecise, which calls for appropriate uncertainty quantification (UQ). In this paper, we outline selected methodological developments together with pioneering UQ applications in hydrogeology and hydrogeophysics. The applied mathematics and statistics literature is not easy to penetrate and this review aims at helping hydrogeologists and hydrogeophysicists to identify suitable approaches for UQ that can be applied and further developed to their specific needs. To bypass the tremendous computational costs associated with forward UQ based on full-physics simulations, we discuss proxy-modeling strategies and multi-resolution (Multi-level Monte Carlo) methods. We consider Bayesian inversion for non-linear and non-Gaussian state-space problems and discuss how Sequential Monte Carlo may become a practical alternative. We also describe strategies to account for forward modeling errors in Bayesian inversion. Finally, we consider hydrogeophysical inversion, where petrophysical uncertainty is often ignored leading to overconfident parameter estimation. The high parameter and data dimensions encountered in hydrogeological and geophysical problems make UQ a complicated and important challenge that has only been partially addressed to date.

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

Using Functional Languages and Declarative Programming to analyze ROOT data: LINQtoROOT

NASA Astrophysics Data System (ADS)

Watts, Gordon

2015-05-01

Modern high energy physics analysis is complex. It typically requires multiple passes over different datasets, and is often held together with a series of scripts and programs. For example, one has to first reweight the jet energy spectrum in Monte Carlo to match data before plots of any other jet related variable can be made. This requires a pass over the Monte Carlo and the Data to derive the reweighting, and then another pass over the Monte Carlo to plot the variables the analyser is really interested in. With most modern ROOT based tools this requires separate analysis loops for each pass, and script files to glue to the results of the two analysis loops together. A framework has been developed that uses the functional and declarative features of the C# language and its Language Integrated Query (LINQ) extensions to declare the analysis. The framework uses language tools to convert the analysis into C++ and runs ROOT or PROOF as a backend to get the results. This gives the analyser the full power of an object-oriented programming language to put together the analysis and at the same time the speed of C++ for the analysis loop. The tool allows one to incorporate C++ algorithms written for ROOT by others. A by-product of the design is the ability to cache results between runs, dramatically reducing the cost of adding one-more-plot and also to keep a complete record associated with each plot for data preservation reasons. The code is mature enough to have been used in ATLAS analyses. The package is open source and available on the open source site CodePlex.

Adaptive measurement selection for progressive damage estimation

NASA Astrophysics Data System (ADS)

Zhou, Wenfan; Kovvali, Narayan; Papandreou-Suppappola, Antonia; Chattopadhyay, Aditi; Peralta, Pedro

2011-04-01

Noise and interference in sensor measurements degrade the quality of data and have a negative impact on the performance of structural damage diagnosis systems. In this paper, a novel adaptive measurement screening approach is presented to automatically select the most informative measurements and use them intelligently for structural damage estimation. The method is implemented efficiently in a sequential Monte Carlo (SMC) setting using particle filtering. The noise suppression and improved damage estimation capability of the proposed method is demonstrated by an application to the problem of estimating progressive fatigue damage in an aluminum compact-tension (CT) sample using noisy PZT sensor measurements.

Lord's Wald Test for Detecting Dif in Multidimensional Irt Models: A Comparison of Two Estimation Approaches

ERIC Educational Resources Information Center

Lee, Soo; Suh, Youngsuk

2018-01-01

Lord's Wald test for differential item functioning (DIF) has not been studied extensively in the context of the multidimensional item response theory (MIRT) framework. In this article, Lord's Wald test was implemented using two estimation approaches, marginal maximum likelihood estimation and Bayesian Markov chain Monte Carlo estimation, to detect…

TU-H-CAMPUS-IeP1-05: A Framework for the Analytic Calculation of Patient-Specific Dose Distribution Due to CBCT Scan for IGRT

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

Youn, H; Jeon, H; Nam, J

Purpose: To investigate the feasibility of an analytic framework to estimate patients’ absorbed dose distribution owing to daily cone-beam CT scan for image-guided radiation treatment. Methods: To compute total absorbed dose distribution, we separated the framework into primary and scattered dose calculations. Using the source parameters such as voltage, current, and bowtie filtration, for the primary dose calculation, we simulated the forward projection from the source to each voxel of an imaging object including some inhomogeneous inserts. Then we calculated the primary absorbed dose at each voxel based on the absorption probability deduced from the HU values and Beer’s law.more » In sequence, all voxels constructing the phantom were regarded as secondary sources to radiate scattered photons for scattered dose calculation. Details of forward projection were identical to that of the previous step. The secondary source intensities were given by using scatter-to- primary ratios provided by NIST. In addition, we compared the analytically calculated dose distribution with their Monte Carlo simulation results. Results: The suggested framework for absorbed dose estimation successfully provided the primary and secondary dose distributions of the phantom. Moreover, our analytic dose calculations and Monte Carlo calculations were well agreed each other even near the inhomogeneous inserts. Conclusion: This work indicated that our framework can be an effective monitor to estimate a patient’s exposure owing to cone-beam CT scan for image-guided radiation treatment. Therefore, we expected that the patient’s over-exposure during IGRT might be prevented by our framework.« 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

Results of EAS characteristics calculations in the framework of the universal hadronic interaction model NEXUS

NASA Astrophysics Data System (ADS)

Kalmykov, N. N.; Ostapchenko, S. S.; Werner, K.

An extensive air shower (EAS) calculation scheme based on cascade equations and some EAS characteristics for energies 1014 -1017 eV are presented. The universal hadronic interaction model NEXUS is employed to provide the necessary data concerning hadron-air collisions. The influence of model assumptions on the longitudinal EAS development is discussed in the framework of the NEXUS and QGSJET models. Applied to EAS simulations, perspectives of combined Monte Carlo and numerical methods are considered.

Triple collinear emissions in parton showers

DOE PAGES

Hoche, Stefan; Prestel, Stefan

2017-10-17

A framework to include triple collinear splitting functions into parton showers is presented, and the implementation of flavor-changing next-to-leading-order (NLO) splitting kernels is discussed as a first application. The correspondence between the Monte Carlo integration and the analytic computation of NLO DGLAP evolution kernels is made explicit for both timelike and spacelike parton evolution. Finally, numerical simulation results are obtained with two independent implementations of the new algorithm, using the two independent event generation frameworks PYTHIA and SHERPA.

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.

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.

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.

Microwave Analysis with Monte Carlo Methods for ECH Transmission Lines

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

Kaufman, Michael C.; Lau, Cornwall H.; Hanson, Gregory R.

A new code framework, MORAMC, is presented which model transmission line (TL) systems consisting of overmoded circular waveguide and other components including miter bends and transmission line gaps. The transmission line is modeled as a set of mode converters in series where each component is composed of one or more converters. The parametrization of each mode converter can account for the fabrication tolerances of physically realizable components. These tolerances as well as the precision to which these TL systems can be installed and aligned gives a practical limit to which the uncertainty of the microwave performance of the system canmore » be calculated. Because of this, Monte Carlo methods are a natural fit and are employed to calculate the probability distribution that a given TL can deliver a required power and mode purity. Several examples are given to demonstrate the usefulness of MORAMC in optimizing TL systems.« less

Microwave Analysis with Monte Carlo Methods for ECH Transmission Lines

DOE PAGES

Kaufman, Michael C.; Lau, Cornwall H.; Hanson, Gregory R.

2018-03-08

A new code framework, MORAMC, is presented which model transmission line (TL) systems consisting of overmoded circular waveguide and other components including miter bends and transmission line gaps. The transmission line is modeled as a set of mode converters in series where each component is composed of one or more converters. The parametrization of each mode converter can account for the fabrication tolerances of physically realizable components. These tolerances as well as the precision to which these TL systems can be installed and aligned gives a practical limit to which the uncertainty of the microwave performance of the system canmore » be calculated. Because of this, Monte Carlo methods are a natural fit and are employed to calculate the probability distribution that a given TL can deliver a required power and mode purity. Several examples are given to demonstrate the usefulness of MORAMC in optimizing TL systems.« less

Simulations of the HIE-ISOLDE radio frequency quadrupole cooler and buncher vacuum using the Monte Carlo test particle code Molflow+

NASA Astrophysics Data System (ADS)

Hermann, M.; Vandoni, G.; Kersevan, R.; Babcock, C.

2013-12-01

The existing ISOLDE radio frequency quadrupole cooler and buncher (RFQCB) will be upgraded in the framework of the HIE-ISOLDE design study. In order to improve beam properties, the upgrade includes vacuum optimization with the aim of tayloring the overall pressure profile: increasing gas pressure at the injection to enhance cooling and reducing it at the extraction to avoid emittance blow up while the beam is being bunched. This paper describes the vacuum modelling of the present RFQCB using Test Particle Monte Carlo (Molflow+). In order to benchmark the simulation results, real pressure profiles along the existing RFQCB are measured using variable helium flux in the cooling section and compared with the pressure profiles obtained with Molflow+. Vacuum conditions of the improved future RFQCB can then be simulated to validate its design.

Influence of longitudinal spin fluctuations on the phase transition features in chiral magnets

NASA Astrophysics Data System (ADS)

Belemuk, A. M.; Stishov, S. M.

2018-04-01

Using the classical Monte Carlo calculations, we investigate the effects of longitudinal spin fluctuations on the helimagnetic transition in a Heisenberg magnet with the Dzyaloshinskii-Moriya interaction. We use variable spin amplitudes in the framework of the spin-lattice Hamiltonian. It is this kind of fluctuations that naturally occur in an itinerant system. We show that the basic features of the helical phase transition are not changed much by the longitudinal spin fluctuations though the transition temperature Tc and the fluctuation hump seen in specific heat at T >Tc is significantly affected. We report thermodynamic and structural effects of these fluctuations. By increasing the system size in the Monte Carlo modeling, we are able to reproduce the ring shape scattering intensity above the helimagnetic transition temperature Tc, which transforms into the spiral spots seen below Tc in the neutron scattering experiments.

Microwave Analysis with Monte Carlo Methods for ECH Transmission Lines

NASA Astrophysics Data System (ADS)

Kaufman, M. C.; Lau, C.; Hanson, G. R.

2018-03-01

A new code framework, MORAMC, is presented which model transmission line (TL) systems consisting of overmoded circular waveguide and other components including miter bends and transmission line gaps. The transmission line is modeled as a set of mode converters in series where each component is composed of one or more converters. The parametrization of each mode converter can account for the fabrication tolerances of physically realizable components. These tolerances as well as the precision to which these TL systems can be installed and aligned gives a practical limit to which the uncertainty of the microwave performance of the system can be calculated. Because of this, Monte Carlo methods are a natural fit and are employed to calculate the probability distribution that a given TL can deliver a required power and mode purity. Several examples are given to demonstrate the usefulness of MORAMC in optimizing TL systems.

Investigation by Monte Carlo simulation of substitution doping in the Double Perovskite Sr2CrRe1-xWxO6

NASA Astrophysics Data System (ADS)

El Rhazouani, O.; Benyoussef, A.

2018-01-01

Re-substitution doping by W has been investigated in the Double Perovskite (DP) Sr2CrRe1-xWxO6 for x ranging from 10 to 90% by using a Monte Carlo Simulation (MCS) in the framework of Ising model. Exchange couplings used in the simulation have been approximated in previous work for experimental Curie temperatures (TC). Doping effect on: partial and total magnetization, magnetic susceptibility, internal energy, specific heat, and Curie temperature has been studied. A sharp drop of partial magnetizations at 40% of W-concentration has been noticed at the magnetic transition. Apparition of a non-monotonic behavior of the total magnetization at 20% of W-concentration. Effect of doping on the stability of the compound has been emphasized. A quasilinear decrease of TC has been observed by increasing the concentration percentage of substitution doping by W.

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

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 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.

Focusing effect of bent GaAs crystals for γ-ray Laue lenses: Monte Carlo and experimental results

NASA Astrophysics Data System (ADS)

Virgilli, E.; Frontera, F.; Rosati, P.; Bonnini, E.; Buffagni, E.; Ferrari, C.; Stephen, J. B.; Caroli, E.; Auricchio, N.; Basili, A.; Silvestri, S.

2016-02-01

We report on results of observation of the focusing effect from the planes (220) of Gallium Arsenide (GaAs) crystals. We have compared the experimental results with the Monte Carlo simulations of the focusing capability of GaAs tiles performed with a dedicated ray-tracer. The GaAs tiles were bent using a lapping process developed at the cnr/imem - Parma (Italy) in the framework of the laue project, funded by ASI, dedicated to build a broad band Laue lens prototype for astrophysical applications in the hard X-/soft γ-ray energy range (80-600 keV). We present and discuss the results obtained from their characterization, mainly in terms of focusing capability. Bent crystals will significantly increase the signal to noise ratio of a telescope based on a Laue lens, consequently leading to an unprecedented enhancement of sensitivity with respect to the present non focusing instrumentation.

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

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.

Multiple point statistical simulation using uncertain (soft) conditional data

NASA Astrophysics Data System (ADS)

Hansen, Thomas Mejer; Vu, Le Thanh; Mosegaard, Klaus; Cordua, Knud Skou

2018-05-01

Geostatistical simulation methods have been used to quantify spatial variability of reservoir models since the 80s. In the last two decades, state of the art simulation methods have changed from being based on covariance-based 2-point statistics to multiple-point statistics (MPS), that allow simulation of more realistic Earth-structures. In addition, increasing amounts of geo-information (geophysical, geological, etc.) from multiple sources are being collected. This pose the problem of integration of these different sources of information, such that decisions related to reservoir models can be taken on an as informed base as possible. In principle, though difficult in practice, this can be achieved using computationally expensive Monte Carlo methods. Here we investigate the use of sequential simulation based MPS simulation methods conditional to uncertain (soft) data, as a computational efficient alternative. First, it is demonstrated that current implementations of sequential simulation based on MPS (e.g. SNESIM, ENESIM and Direct Sampling) do not account properly for uncertain conditional information, due to a combination of using only co-located information, and a random simulation path. Then, we suggest two approaches that better account for the available uncertain information. The first make use of a preferential simulation path, where more informed model parameters are visited preferentially to less informed ones. The second approach involves using non co-located uncertain information. For different types of available data, these approaches are demonstrated to produce simulation results similar to those obtained by the general Monte Carlo based approach. These methods allow MPS simulation to condition properly to uncertain (soft) data, and hence provides a computationally attractive approach for integration of information about a reservoir model.

Use of Fluka to Create Dose Calculations

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2012-06-01

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

A modified Monte Carlo model for the ionospheric heating rates

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

PubMed

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

2018-05-16

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

A Bayesian Approach to Person Fit Analysis in Item Response Theory Models. Research Report.

ERIC Educational Resources Information Center

Glas, Cees A. W.; Meijer, Rob R.

A Bayesian approach to the evaluation of person fit in item response theory (IRT) models is presented. In a posterior predictive check, the observed value on a discrepancy variable is positioned in its posterior distribution. In a Bayesian framework, a Markov Chain Monte Carlo procedure can be used to generate samples of the posterior distribution…

Lattice QCD in rotating frames.

PubMed

Yamamoto, Arata; Hirono, Yuji

2013-08-23

We formulate lattice QCD in rotating frames to study the physics of QCD matter under rotation. We construct the lattice QCD action with the rotational metric and apply it to the Monte Carlo simulation. As the first application, we calculate the angular momenta of gluons and quarks in the rotating QCD vacuum. This new framework is useful to analyze various rotation-related phenomena in QCD.

Enhancing Data Assimilation by Evolutionary Particle Filter and Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Moradkhani, H.; Abbaszadeh, P.; Yan, H.

2016-12-01

Particle Filters (PFs) have received increasing attention by the researchers from different disciplines in hydro-geosciences as an effective method to improve model predictions in nonlinear and non-Gaussian dynamical systems. The implication of dual state and parameter estimation by means of data assimilation in hydrology and geoscience has evolved since 2005 from SIR-PF to PF-MCMC and now to the most effective and robust framework through evolutionary PF approach based on Genetic Algorithm (GA) and Markov Chain Monte Carlo (MCMC), the so-called EPF-MCMC. In this framework, the posterior distribution undergoes an evolutionary process to update an ensemble of prior states that more closely resemble realistic posterior probability distribution. The premise of this approach is that the particles move to optimal position using the GA optimization coupled with MCMC increasing the number of effective particles, hence the particle degeneracy is avoided while the particle diversity is improved. The proposed algorithm is applied on a conceptual and highly nonlinear hydrologic model and the effectiveness, robustness and reliability of the method in jointly estimating the states and parameters and also reducing the uncertainty is demonstrated for few river basins across the United States.

Multiscale modeling of a rectifying bipolar nanopore: Comparing Poisson-Nernst-Planck to Monte Carlo

NASA Astrophysics Data System (ADS)

Matejczyk, Bartłomiej; Valiskó, Mónika; Wolfram, Marie-Therese; Pietschmann, Jan-Frederik; Boda, Dezső

2017-03-01

In the framework of a multiscale modeling approach, we present a systematic study of a bipolar rectifying nanopore using a continuum and a particle simulation method. The common ground in the two methods is the application of the Nernst-Planck (NP) equation to compute ion transport in the framework of the implicit-water electrolyte model. The difference is that the Poisson-Boltzmann theory is used in the Poisson-Nernst-Planck (PNP) approach, while the Local Equilibrium Monte Carlo (LEMC) method is used in the particle simulation approach (NP+LEMC) to relate the concentration profile to the electrochemical potential profile. Since we consider a bipolar pore which is short and narrow, we perform simulations using two-dimensional PNP. In addition, results of a non-linear version of PNP that takes crowding of ions into account are shown. We observe that the mean field approximation applied in PNP is appropriate to reproduce the basic behavior of the bipolar nanopore (e.g., rectification) for varying parameters of the system (voltage, surface charge, electrolyte concentration, and pore radius). We present current data that characterize the nanopore's behavior as a device, as well as concentration, electrical potential, and electrochemical potential profiles.

Multiscale modeling of a rectifying bipolar nanopore: Comparing Poisson-Nernst-Planck to Monte Carlo.

PubMed

Matejczyk, Bartłomiej; Valiskó, Mónika; Wolfram, Marie-Therese; Pietschmann, Jan-Frederik; Boda, Dezső

2017-03-28

In the framework of a multiscale modeling approach, we present a systematic study of a bipolar rectifying nanopore using a continuum and a particle simulation method. The common ground in the two methods is the application of the Nernst-Planck (NP) equation to compute ion transport in the framework of the implicit-water electrolytemodel. The difference is that the Poisson-Boltzmann theory is used in the Poisson-Nernst-Planck (PNP) approach, while the Local Equilibrium Monte Carlo (LEMC) method is used in the particle simulation approach (NP+LEMC) to relate the concentration profile to the electrochemical potential profile. Since we consider a bipolar pore which is short and narrow, we perform simulations using two-dimensional PNP. In addition, results of a non-linear version of PNP that takes crowding of ions into account are shown. We observe that the mean field approximation applied in PNP is appropriate to reproduce the basic behavior of the bipolar nanopore (e.g., rectification) for varying parameters of the system (voltage, surface charge,electrolyte concentration, and pore radius). We present current data that characterize the nanopore's behavior as a device, as well as concentration, electrical potential, and electrochemical potential profiles.

Learning Kinetic Monte Carlo Models of Condensed Phase High Temperature Chemistry from Molecular Dynamics

NASA Astrophysics Data System (ADS)

Yang, Qian; Sing-Long, Carlos; Chen, Enze; Reed, Evan

2017-06-01

Complex chemical processes, such as the decomposition of energetic materials and the chemistry of planetary interiors, are typically studied using large-scale molecular dynamics simulations that run for weeks on high performance parallel machines. These computations may involve thousands of atoms forming hundreds of molecular species and undergoing thousands of reactions. It is natural to wonder whether this wealth of data can be utilized to build more efficient, interpretable, and predictive models. In this talk, we will use techniques from statistical learning to develop a framework for constructing Kinetic Monte Carlo (KMC) models from molecular dynamics data. We will show that our KMC models can not only extrapolate the behavior of the chemical system by as much as an order of magnitude in time, but can also be used to study the dynamics of entirely different chemical trajectories with a high degree of fidelity. Then, we will discuss three different methods for reducing our learned KMC models, including a new and efficient data-driven algorithm using L1-regularization. We demonstrate our framework throughout on a system of high-temperature high-pressure liquid methane, thought to be a major component of gas giant planetary interiors.

Uncertainty Quantification of Medium-Term Heat Storage From Short-Term Geophysical Experiments Using Bayesian Evidential Learning

NASA Astrophysics Data System (ADS)

Hermans, Thomas; Nguyen, Frédéric; Klepikova, Maria; Dassargues, Alain; Caers, Jef

2018-04-01

In theory, aquifer thermal energy storage (ATES) systems can recover in winter the heat stored in the aquifer during summer to increase the energy efficiency of the system. In practice, the energy efficiency is often lower than expected from simulations due to spatial heterogeneity of hydraulic properties or non-favorable hydrogeological conditions. A proper design of ATES systems should therefore consider the uncertainty of the prediction related to those parameters. We use a novel framework called Bayesian Evidential Learning (BEL) to estimate the heat storage capacity of an alluvial aquifer using a heat tracing experiment. BEL is based on two main stages: pre- and postfield data acquisition. Before data acquisition, Monte Carlo simulations and global sensitivity analysis are used to assess the information content of the data to reduce the uncertainty of the prediction. After data acquisition, prior falsification and machine learning based on the same Monte Carlo are used to directly assess uncertainty on key prediction variables from observations. The result is a full quantification of the posterior distribution of the prediction conditioned to observed data, without any explicit full model inversion. We demonstrate the methodology in field conditions and validate the framework using independent measurements.

A parallel computational model for GATE simulations.

PubMed

Rannou, F R; Vega-Acevedo, N; El Bitar, Z

2013-12-01

GATE/Geant4 Monte Carlo simulations are computationally demanding applications, requiring thousands of processor hours to produce realistic results. The classical strategy of distributing the simulation of individual events does not apply efficiently for Positron Emission Tomography (PET) experiments, because it requires a centralized coincidence processing and large communication overheads. We propose a parallel computational model for GATE that handles event generation and coincidence processing in a simple and efficient way by decentralizing event generation and processing but maintaining a centralized event and time coordinator. The model is implemented with the inclusion of a new set of factory classes that can run the same executable in sequential or parallel mode. A Mann-Whitney test shows that the output produced by this parallel model in terms of number of tallies is equivalent (but not equal) to its sequential counterpart. Computational performance evaluation shows that the software is scalable and well balanced. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

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.

Development, validation, and implementation of a patient-specific Monte Carlo 3D internal dosimetry platform

NASA Astrophysics Data System (ADS)

Besemer, Abigail E.

Targeted radionuclide therapy is emerging as an attractive treatment option for a broad spectrum of tumor types because it has the potential to simultaneously eradicate both the primary tumor site as well as the metastatic disease throughout the body. Patient-specific absorbed dose calculations for radionuclide therapies are important for reducing the risk of normal tissue complications and optimizing tumor response. However, the only FDA approved software for internal dosimetry calculates doses based on the MIRD methodology which estimates mean organ doses using activity-to-dose scaling factors tabulated from standard phantom geometries. Despite the improved dosimetric accuracy afforded by direct Monte Carlo dosimetry methods these methods are not widely used in routine clinical practice because of the complexity of implementation, lack of relevant standard protocols, and longer dose calculation times. The main goal of this work was to develop a Monte Carlo internal dosimetry platform in order to (1) calculate patient-specific voxelized dose distributions in a clinically feasible time frame, (2) examine and quantify the dosimetric impact of various parameters and methodologies used in 3D internal dosimetry methods, and (3) develop a multi-criteria treatment planning optimization framework for multi-radiopharmaceutical combination therapies. This platform utilizes serial PET/CT or SPECT/CT images to calculate voxelized 3D internal dose distributions with the Monte Carlo code Geant4. Dosimetry can be computed for any diagnostic or therapeutic radiopharmaceutical and for both pre-clinical and clinical applications. In this work, the platform's dosimetry calculations were successfully validated against previously published reference doses values calculated in standard phantoms for a variety of radionuclides, over a wide range of photon and electron energies, and for many different organs and tumor sizes. Retrospective dosimetry was also calculated for various pre-clinical and clinical patients and large dosimetric differences resulted when using conventional organ-level methods and the patient-specific voxelized methods described in this work. The dosimetric impact of various steps in the 3D voxelized dosimetry process were evaluated including quantitative imaging acquisition, image coregistration, voxel resampling, ROI contouring, CT-based material segmentation, and pharmacokinetic fitting. Finally, a multi-objective treatment planning optimization framework was developed for multi-radiopharmaceutical combination therapies.

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…

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

Treesearch

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

2013-01-01

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

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

PubMed

Furuta, Takuya

2017-01-01

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

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

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

Perfetti, Christopher M; Rearden, Bradley T

2014-01-01

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

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

Recommender engine for continuous-time quantum Monte Carlo methods

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

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

PubMed

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

2010-08-01

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

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

PubMed

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

2015-02-01

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

High-efficiency wavefunction updates for large scale Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

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

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

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

vECTlab—A fully integrated multi-modality Monte Carlo simulation framework for the radiological imaging sciences

NASA Astrophysics Data System (ADS)

Peter, Jörg; Semmler, Wolfhard

2007-10-01

Alongside and in part motivated by recent advances in molecular diagnostics, the development of dual-modality instruments for patient and dedicated small animal imaging has gained attention by diverse research groups. The desire for such systems is high not only to link molecular or functional information with the anatomical structures, but also for detecting multiple molecular events simultaneously at shorter total acquisition times. While PET and SPECT have been integrated successfully with X-ray CT, the advance of optical imaging approaches (OT) and the integration thereof into existing modalities carry a high application potential, particularly for imaging small animals. A multi-modality Monte Carlo (MC) simulation approach at present has been developed that is able to trace high-energy (keV) as well as optical (eV) photons concurrently within identical phantom representation models. We show that the involved two approaches for ray-tracing keV and eV photons can be integrated into a unique simulation framework which enables both photon classes to be propagated through various geometry models representing both phantoms and scanners. The main advantage of such integrated framework for our specific application is the investigation of novel tomographic multi-modality instrumentation intended for in vivo small animal imaging through time-resolved MC simulation upon identical phantom geometries. Design examples are provided for recently proposed SPECT-OT and PET-OT imaging systems.

A Comparison of Traditional, Step-Path, and Geostatistical Techniques in the Stability Analysis of a Large Open Pit

NASA Astrophysics Data System (ADS)

Mayer, J. M.; Stead, D.

2017-04-01

With the increased drive towards deeper and more complex mine designs, geotechnical engineers are often forced to reconsider traditional deterministic design techniques in favour of probabilistic methods. These alternative techniques allow for the direct quantification of uncertainties within a risk and/or decision analysis framework. However, conventional probabilistic practices typically discretize geological materials into discrete, homogeneous domains, with attributes defined by spatially constant random variables, despite the fact that geological media display inherent heterogeneous spatial characteristics. This research directly simulates this phenomenon using a geostatistical approach, known as sequential Gaussian simulation. The method utilizes the variogram which imposes a degree of controlled spatial heterogeneity on the system. Simulations are constrained using data from the Ok Tedi mine site in Papua New Guinea and designed to randomly vary the geological strength index and uniaxial compressive strength using Monte Carlo techniques. Results suggest that conventional probabilistic techniques have a fundamental limitation compared to geostatistical approaches, as they fail to account for the spatial dependencies inherent to geotechnical datasets. This can result in erroneous model predictions, which are overly conservative when compared to the geostatistical results.

Labeled RFS-Based Track-Before-Detect for Multiple Maneuvering Targets in the Infrared Focal Plane Array.

PubMed

Li, Miao; Li, Jun; Zhou, Yiyu

2015-12-08

The problem of jointly detecting and tracking multiple targets from the raw observations of an infrared focal plane array is a challenging task, especially for the case with uncertain target dynamics. In this paper a multi-model labeled multi-Bernoulli (MM-LMB) track-before-detect method is proposed within the labeled random finite sets (RFS) framework. The proposed track-before-detect method consists of two parts-MM-LMB filter and MM-LMB smoother. For the MM-LMB filter, original LMB filter is applied to track-before-detect based on target and measurement models, and is integrated with the interacting multiple models (IMM) approach to accommodate the uncertainty of target dynamics. For the MM-LMB smoother, taking advantage of the track labels and posterior model transition probability, the single-model single-target smoother is extended to a multi-model multi-target smoother. A Sequential Monte Carlo approach is also presented to implement the proposed method. Simulation results show the proposed method can effectively achieve tracking continuity for multiple maneuvering targets. In addition, compared with the forward filtering alone, our method is more robust due to its combination of forward filtering and backward smoothing.

Labeled RFS-Based Track-Before-Detect for Multiple Maneuvering Targets in the Infrared Focal Plane Array

PubMed Central

Li, Miao; Li, Jun; Zhou, Yiyu

2015-01-01

The problem of jointly detecting and tracking multiple targets from the raw observations of an infrared focal plane array is a challenging task, especially for the case with uncertain target dynamics. In this paper a multi-model labeled multi-Bernoulli (MM-LMB) track-before-detect method is proposed within the labeled random finite sets (RFS) framework. The proposed track-before-detect method consists of two parts—MM-LMB filter and MM-LMB smoother. For the MM-LMB filter, original LMB filter is applied to track-before-detect based on target and measurement models, and is integrated with the interacting multiple models (IMM) approach to accommodate the uncertainty of target dynamics. For the MM-LMB smoother, taking advantage of the track labels and posterior model transition probability, the single-model single-target smoother is extended to a multi-model multi-target smoother. A Sequential Monte Carlo approach is also presented to implement the proposed method. Simulation results show the proposed method can effectively achieve tracking continuity for multiple maneuvering targets. In addition, compared with the forward filtering alone, our method is more robust due to its combination of forward filtering and backward smoothing. PMID:26670234

An Unscented Kalman-Particle Hybrid Filter for Space Object Tracking

NASA Astrophysics Data System (ADS)

Raihan A. V, Dilshad; Chakravorty, Suman

2018-03-01

Optimal and consistent estimation of the state of space objects is pivotal to surveillance and tracking applications. However, probabilistic estimation of space objects is made difficult by the non-Gaussianity and nonlinearity associated with orbital mechanics. In this paper, we present an unscented Kalman-particle hybrid filtering framework for recursive Bayesian estimation of space objects. The hybrid filtering scheme is designed to provide accurate and consistent estimates when measurements are sparse without incurring a large computational cost. It employs an unscented Kalman filter (UKF) for estimation when measurements are available. When the target is outside the field of view (FOV) of the sensor, it updates the state probability density function (PDF) via a sequential Monte Carlo method. The hybrid filter addresses the problem of particle depletion through a suitably designed filter transition scheme. To assess the performance of the hybrid filtering approach, we consider two test cases of space objects that are assumed to undergo full three dimensional orbital motion under the effects of J 2 and atmospheric drag perturbations. It is demonstrated that the hybrid filters can furnish fast, accurate and consistent estimates outperforming standard UKF and particle filter (PF) implementations.

Causal mediation analysis with a latent mediator.

PubMed

Albert, Jeffrey M; Geng, Cuiyu; Nelson, Suchitra

2016-05-01

Health researchers are often interested in assessing the direct effect of a treatment or exposure on an outcome variable, as well as its indirect (or mediation) effect through an intermediate variable (or mediator). For an outcome following a nonlinear model, the mediation formula may be used to estimate causally interpretable mediation effects. This method, like others, assumes that the mediator is observed. However, as is common in structural equations modeling, we may wish to consider a latent (unobserved) mediator. We follow a potential outcomes framework and assume a generalized structural equations model (GSEM). We provide maximum-likelihood estimation of GSEM parameters using an approximate Monte Carlo EM algorithm, coupled with a mediation formula approach to estimate natural direct and indirect effects. The method relies on an untestable sequential ignorability assumption; we assess robustness to this assumption by adapting a recently proposed method for sensitivity analysis. Simulation studies show good properties of the proposed estimators in plausible scenarios. Our method is applied to a study of the effect of mother education on occurrence of adolescent dental caries, in which we examine possible mediation through latent oral health behavior. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

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.

Derivative-Free Estimation of the Score Vector and Observed Information Matrix with Application to State-Space Models

DTIC Science & Technology

2015-07-14

2008). Sequential Monte Carlo smoothing with applica- tion to parameter estimation in non-linear state space models. Bernoulli , 14, 155-179. [22] Parikh...1BcΣ(θ?,δ)(Θ) ] = o ( τk ) for all k ∈ N. (45) The other integral is over the ball BΣ(θ?, δ), i.e. close to θ?; hence we perform a Taylor expansion of...1] R3 (θ, θ?) = ∑ |α|=4 ∂αϕ (θ? + cθ (θ − θ?)) (θ − θ?)α α! . 26 We now use the symmetry of the normal distribution N ( θ?, τ2Σ ) on the ball BΣ(θ

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.

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

Random Numbers and Monte Carlo Methods

NASA Astrophysics Data System (ADS)

Scherer, Philipp O. J.

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

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

exocartographer: Constraining surface maps orbital parameters of exoplanets

NASA Astrophysics Data System (ADS)

Farr, Ben; Farr, Will M.; Cowan, Nicolas B.; Haggard, Hal M.; Robinson, Tyler

2018-05-01

exocartographer solves the exo-cartography inverse problem. This flexible forward-modeling framework, written in Python, retrieves the albedo map and spin geometry of a planet based on time-resolved photometry; it uses a Markov chain Monte Carlo method to extract albedo maps and planet spin and their uncertainties. Gaussian Processes use the data to fit for the characteristic length scale of the map and enforce smooth maps.

Characterization of boron carbide with an electron microprobe

NASA Technical Reports Server (NTRS)

Matteudi, G.; Ruste, J.

1983-01-01

Within the framework of a study of heterogeneous materials (Matteudi et al., 1971: Matteudi and Verchery, 1972) thin deposits of boron carbide were characterized. Experiments using an electronic probe microanalyzer to analyze solid boron carbide or boron carbide in the form of thick deposits are described. Quantitative results on boron and carbon are very close to those obtained when applying the Monte Carlo-type correction calculations.

PENGEOM-A general-purpose geometry package for Monte Carlo simulation of radiation transport in material systems defined by quadric surfaces

NASA Astrophysics Data System (ADS)

Almansa, Julio; Salvat-Pujol, Francesc; Díaz-Londoño, Gloria; Carnicer, Artur; Lallena, Antonio M.; Salvat, Francesc

2016-02-01

The Fortran subroutine package PENGEOM provides a complete set of tools to handle quadric geometries in Monte Carlo simulations of radiation transport. The material structure where radiation propagates is assumed to consist of homogeneous bodies limited by quadric surfaces. The PENGEOM subroutines (a subset of the PENELOPE code) track particles through the material structure, independently of the details of the physics models adopted to describe the interactions. Although these subroutines are designed for detailed simulations of photon and electron transport, where all individual interactions are simulated sequentially, they can also be used in mixed (class II) schemes for simulating the transport of high-energy charged particles, where the effect of soft interactions is described by the random-hinge method. The definition of the geometry and the details of the tracking algorithm are tailored to optimize simulation speed. The use of fuzzy quadric surfaces minimizes the impact of round-off errors. The provided software includes a Java graphical user interface for editing and debugging the geometry definition file and for visualizing the material structure. Images of the structure are generated by using the tracking subroutines and, hence, they describe the geometry actually passed to the simulation code.

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

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

O'Rourke, Patrick Francis

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

Sample Size and Power Estimates for a Confirmatory Factor Analytic Model in Exercise and Sport: A Monte Carlo Approach

ERIC Educational Resources Information Center

Myers, Nicholas D.; Ahn, Soyeon; Jin, Ying

2011-01-01

Monte Carlo methods can be used in data analytic situations (e.g., validity studies) to make decisions about sample size and to estimate power. The purpose of using Monte Carlo methods in a validity study is to improve the methodological approach within a study where the primary focus is on construct validity issues and not on advancing…

MR Imaging Based Treatment Planning for Radiotherapy of Prostate Cancer

DTIC Science & Technology

2007-02-01

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

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

NASA Astrophysics Data System (ADS)

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

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

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

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

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

1999-10-18

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

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

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

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

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

Mitchell, T; Bush, K

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

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.

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

The NOvA software testing framework

NASA Astrophysics Data System (ADS)

Tamsett, M.; C Group

2015-12-01

The NOvA experiment at Fermilab is a long-baseline neutrino experiment designed to study vε appearance in a vμ beam. NOvA has already produced more than one million Monte Carlo and detector generated files amounting to more than 1 PB in size. This data is divided between a number of parallel streams such as far and near detector beam spills, cosmic ray backgrounds, a number of data-driven triggers and over 20 different Monte Carlo configurations. Each of these data streams must be processed through the appropriate steps of the rapidly evolving, multi-tiered, interdependent NOvA software framework. In total there are greater than 12 individual software tiers, each of which performs a different function and can be configured differently depending on the input stream. In order to regularly test and validate that all of these software stages are working correctly NOvA has designed a powerful, modular testing framework that enables detailed validation and benchmarking to be performed in a fast, efficient and accessible way with minimal expert knowledge. The core of this system is a novel series of python modules which wrap, monitor and handle the underlying C++ software framework and then report the results to a slick front-end web-based interface. This interface utilises modern, cross-platform, visualisation libraries to render the test results in a meaningful way. They are fast and flexible, allowing for the easy addition of new tests and datasets. In total upwards of 14 individual streams are regularly tested amounting to over 70 individual software processes, producing over 25 GB of output files. The rigour enforced through this flexible testing framework enables NOvA to rapidly verify configurations, results and software and thus ensure that data is available for physics analysis in a timely and robust manner.

SU-G-TeP4-04: An Automated Monte Carlo Based QA Framework for Pencil Beam Scanning Treatments

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

Shin, J; Jee, K; Clasie, B

2016-06-15

Purpose: Prior to treating new PBS field, multiple (three) patient-field-specific QA measurements are performed: two 2D dose distributions at shallow depth (M1) and at the tumor depth (M2) with treatment hardware at zero gantry angle; one 2D dose distribution at iso-center (M3) without patient specific devices at the planned gantry angle. This patient-specific QA could be simplified by the use of MC model. The results of MC model commissioning for a spot-scanning system and the fully automated TOPAS/MC-based QA framework will be presented. Methods: We have developed in-house MC interface to access a TPS (Astroid) database from a computer clustermore » remotely. Once a plan is identified, the interface downloads information for the MC simulations, such as patient images, apertures points, and fluence maps and initiates calculations in both the patient and QA geometries. The resulting calculations are further analyzed to evaluate the TPS dose accuracy and the PBS delivery. Results: The Monte Carlo model of our system was validated within 2.0 % accuracy over the whole range of the dose distribution (proximal/shallow part, as well as target dose part) due to the location of the measurements. The averaged range difference after commissioning was 0.25 mm over entire treatment ranges, e.g., 6.5 cm to 31.6 cm. Conclusion: As M1 depths range typically from 1 cm to 4 cm from the phantom surface, The Monte Carlo model of our system was validated within +− 2.0 % in absolute dose level over a whole treatment range. The averaged range difference after commissioning was 0.25 mm over entire treatment ranges, e.g., 6.5 cm to 31.6 cm. This work was supported by NIH/NCI under CA U19 21239.« less

Dependence of the prompt fission γ-ray spectrum on the entrance channel of compound nucleus: Spontaneous vs. neutron-induced fission

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

Chyzh, A.; Jaffke, P.; Wu, C. Y.

Prompt γ-ray spectra were measured for the spontaneous fission of 240,242Pu and the neutron-induced fission of 239,241Pu with incident neutron energies ranging from thermal to about 100 keV. Measurements were made using the Detector for Advanced Neutron Capture Experiments (DANCE) array in coincidence with the detection of fission fragments using a parallel-plate avalanche counter. The unfolded prompt fission γ-ray energy spectra can be reproduced reasonably well by Monte Carlo Hauser–Feshbach statistical model for the neutron-induced fission channel but not for the spontaneous fission channel. However, this entrance-channel dependence of the prompt fission γ-ray emission can be described qualitatively by themore » model due to the very different fission-fragment mass distributions and a lower average fragment spin for spontaneous fission. The description of measurements and the discussion of results under the framework of a Monte Carlo Hauser–Feshbach statistical approach are presented.« less

Numerical stabilization of entanglement computation in auxiliary-field quantum Monte Carlo simulations of interacting many-fermion systems.

PubMed

Broecker, Peter; Trebst, Simon

2016-12-01

In the absence of a fermion sign problem, auxiliary-field (or determinantal) quantum Monte Carlo (DQMC) approaches have long been the numerical method of choice for unbiased, large-scale simulations of interacting many-fermion systems. More recently, the conceptual scope of this approach has been expanded by introducing ingenious schemes to compute entanglement entropies within its framework. On a practical level, these approaches, however, suffer from a variety of numerical instabilities that have largely impeded their applicability. Here we report on a number of algorithmic advances to overcome many of these numerical instabilities and significantly improve the calculation of entanglement measures in the zero-temperature projective DQMC approach, ultimately allowing us to reach similar system sizes as for the computation of conventional observables. We demonstrate the applicability of this improved DQMC approach by providing an entanglement perspective on the quantum phase transition from a magnetically ordered Mott insulator to a band insulator in the bilayer square lattice Hubbard model at half filling.

Can Condensing Organic Aerosols Lead to Less Cloud Particles?

NASA Astrophysics Data System (ADS)

Gao, C. Y.; Tsigaridis, K.; Bauer, S.

2017-12-01

We examined the impact of condensing organic aerosols on activated cloud number concentration in a new aerosol microphysics box model, MATRIX-VBS. The model includes the volatility-basis set (VBS) framework in an aerosol microphysical scheme MATRIX (Multiconfiguration Aerosol TRacker of mIXing state) that resolves aerosol mass and number concentrations and aerosol mixing state. Preliminary results show that by including the condensation of organic aerosols, the new model (MATRIX-VBS) has less activated particles compared to the original model (MATRIX), which treats organic aerosols as non-volatile. Parameters such as aerosol chemical composition, mass and number concentrations, and particle sizes which affect activated cloud number concentration are thoroughly evaluated via a suite of Monte-Carlo simulations. The Monte-Carlo simulations also provide information on which climate-relevant parameters play a critical role in the aerosol evolution in the atmosphere. This study also helps simplifying the newly developed box model which will soon be implemented in the global model GISS ModelE as a module.

Multiscale Mathematics for Biomass Conversion to Renewable Hydrogen

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

Katsoulakis, Markos

2014-08-09

Our two key accomplishments in the first three years were towards the development of, (1) a mathematically rigorous and at the same time computationally flexible framework for parallelization of Kinetic Monte Carlo methods, and its implementation on GPUs, and (2) spatial multilevel coarse-graining methods for Monte Carlo sampling and molecular simulation. A common underlying theme in both these lines of our work is the development of numerical methods which are at the same time both computationally efficient and reliable, the latter in the sense that they provide controlled-error approximations for coarse observables of the simulated molecular systems. Finally, our keymore » accomplishment in the last year of the grant is that we started developing (3) pathwise information theory-based and goal-oriented sensitivity analysis and parameter identification methods for complex high-dimensional dynamics and in particular of nonequilibrium extended (high-dimensional) systems. We discuss these three research directions in some detail below, along with the related publications.« less

Equivalence of Brownian dynamics and dynamic Monte Carlo simulations in multicomponent colloidal suspensions.

PubMed

Cuetos, Alejandro; Patti, Alessandro

2015-08-01

We propose a simple but powerful theoretical framework to quantitatively compare Brownian dynamics (BD) and dynamic Monte Carlo (DMC) simulations of multicomponent colloidal suspensions. By extending our previous study focusing on monodisperse systems of rodlike colloids, here we generalize the formalism described there to multicomponent colloidal mixtures and validate it by investigating the dynamics in isotropic and liquid crystalline phases containing spherical and rodlike particles. In order to investigate the dynamics of multicomponent colloidal systems by DMC simulations, it is key to determine the elementary time step of each species and establish a unique timescale. This is crucial to consistently study the dynamics of colloidal particles with different geometry. By analyzing the mean-square displacement, the orientation autocorrelation functions, and the self part of the van Hove correlation functions, we show that DMC simulation is a very convenient and reliable technique to describe the stochastic dynamics of any multicomponent colloidal system. Our theoretical formalism can be easily extended to any colloidal system containing size and/or shape polydisperse particles.

Efficiency in nonequilibrium molecular dynamics Monte Carlo simulations

DOE PAGES

Radak, Brian K.; Roux, Benoît

2016-10-07

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

Nonequilibrium hypersonic flows simulations with asymptotic-preserving Monte Carlo methods

NASA Astrophysics Data System (ADS)

Ren, Wei; Liu, Hong; Jin, Shi

2014-12-01

In the rarefied gas dynamics, the DSMC method is one of the most popular numerical tools. It performs satisfactorily in simulating hypersonic flows surrounding re-entry vehicles and micro-/nano- flows. However, the computational cost is expensive, especially when Kn → 0. Even for flows in the near-continuum regime, pure DSMC simulations require a number of computational efforts for most cases. Albeit several DSMC/NS hybrid methods are proposed to deal with this, those methods still suffer from the boundary treatment, which may cause nonphysical solutions. Filbet and Jin [1] proposed a framework of new numerical methods of Boltzmann equation, called asymptotic preserving schemes, whose computational costs are affordable as Kn → 0. Recently, Ren et al. [2] realized the AP schemes with Monte Carlo methods (AP-DSMC), which have better performance than counterpart methods. In this paper, AP-DSMC is applied in simulating nonequilibrium hypersonic flows. Several numerical results are computed and analyzed to study the efficiency and capability of capturing complicated flow characteristics.

CosmoSIS: A system for MC parameter estimation

DOE PAGES

Bridle, S.; Dodelson, S.; Jennings, E.; ...

2015-12-23

CosmoSIS is a modular system for cosmological parameter estimation, based on Markov Chain Monte Carlo and related techniques. It provides a series of samplers, which drive the exploration of the parameter space, and a series of modules, which calculate the likelihood of the observed data for a given physical model, determined by the location of a sample in the parameter space. While CosmoSIS ships with a set of modules that calculate quantities of interest to cosmologists, there is nothing about the framework itself, nor in the Markov Chain Monte Carlo technique, that is specific to cosmology. Thus CosmoSIS could bemore » used for parameter estimation problems in other fields, including HEP. This paper describes the features of CosmoSIS and show an example of its use outside of cosmology. Furthermore, it also discusses how collaborative development strategies differ between two different communities: that of HEP physicists, accustomed to working in large collaborations, and that of cosmologists, who have traditionally not worked in large groups.« less

Non-Thermal Spectra from Pulsar Magnetospheres in the Full Electromagnetic Cascade Scenario

NASA Astrophysics Data System (ADS)

Peng, Qi-Yong; Zhang, Li

2008-08-01

We simulated non-thermal emission from a pulsar magnetosphere within the framework of a full polar-cap cascade scenario by taking the acceleration gap into account, using the Monte Carlo method. For a given electric field parallel to open field lines located at some height above the surface of a neutron star, primary electrons were accelerated by parallel electric fields and lost their energies by curvature radiation; these photons were converted to electron-positron pairs, which emitted photons through subsequent quantum synchrotron radiation and inverse Compton scattering, leading to a cascade. In our calculations, the acceleration gap was assumed to be high above the stellar surface (about several stellar radii); the primary and secondary particles and photons emitted during the journey of those particles in the magnetosphere were traced using the Monte Carlo method. In such a scenario, we calculated the non-thermal photon spectra for different pulsar parameters and compared the model results for two normal pulsars and one millisecond pulsar with the observed data.

Reconstruction of Exposure to m-Xylene from Human Biomonitoring Data Using PBPK Modelling, Bayesian Inference, and Markov Chain Monte Carlo Simulation

PubMed Central

McNally, Kevin; Cotton, Richard; Cocker, John; Jones, Kate; Bartels, Mike; Rick, David; Price, Paul; Loizou, George

2012-01-01

There are numerous biomonitoring programs, both recent and ongoing, to evaluate environmental exposure of humans to chemicals. Due to the lack of exposure and kinetic data, the correlation of biomarker levels with exposure concentrations leads to difficulty in utilizing biomonitoring data for biological guidance values. Exposure reconstruction or reverse dosimetry is the retrospective interpretation of external exposure consistent with biomonitoring data. We investigated the integration of physiologically based pharmacokinetic modelling, global sensitivity analysis, Bayesian inference, and Markov chain Monte Carlo simulation to obtain a population estimate of inhalation exposure to m-xylene. We used exhaled breath and venous blood m-xylene and urinary 3-methylhippuric acid measurements from a controlled human volunteer study in order to evaluate the ability of our computational framework to predict known inhalation exposures. We also investigated the importance of model structure and dimensionality with respect to its ability to reconstruct exposure. PMID:22719759

Dependence of the prompt fission γ-ray spectrum on the entrance channel of compound nucleus: Spontaneous vs. neutron-induced fission

DOE PAGES

Chyzh, A.; Jaffke, P.; Wu, C. Y.; ...

2018-06-07

Prompt γ-ray spectra were measured for the spontaneous fission of 240,242Pu and the neutron-induced fission of 239,241Pu with incident neutron energies ranging from thermal to about 100 keV. Measurements were made using the Detector for Advanced Neutron Capture Experiments (DANCE) array in coincidence with the detection of fission fragments using a parallel-plate avalanche counter. The unfolded prompt fission γ-ray energy spectra can be reproduced reasonably well by Monte Carlo Hauser–Feshbach statistical model for the neutron-induced fission channel but not for the spontaneous fission channel. However, this entrance-channel dependence of the prompt fission γ-ray emission can be described qualitatively by themore » model due to the very different fission-fragment mass distributions and a lower average fragment spin for spontaneous fission. The description of measurements and the discussion of results under the framework of a Monte Carlo Hauser–Feshbach statistical approach are presented.« less

Kinetic Monte Carlo and cellular particle dynamics simulations of multicellular systems

NASA Astrophysics Data System (ADS)

Flenner, Elijah; Janosi, Lorant; Barz, Bogdan; Neagu, Adrian; Forgacs, Gabor; Kosztin, Ioan

2012-03-01

Computer modeling of multicellular systems has been a valuable tool for interpreting and guiding in vitro experiments relevant to embryonic morphogenesis, tumor growth, angiogenesis and, lately, structure formation following the printing of cell aggregates as bioink particles. Here we formulate two computer simulation methods: (1) a kinetic Monte Carlo (KMC) and (2) a cellular particle dynamics (CPD) method, which are capable of describing and predicting the shape evolution in time of three-dimensional multicellular systems during their biomechanical relaxation. Our work is motivated by the need of developing quantitative methods for optimizing postprinting structure formation in bioprinting-assisted tissue engineering. The KMC and CPD model parameters are determined and calibrated by using an original computational-theoretical-experimental framework applied to the fusion of two spherical cell aggregates. The two methods are used to predict the (1) formation of a toroidal structure through fusion of spherical aggregates and (2) cell sorting within an aggregate formed by two types of cells with different adhesivities.

Electron heating in quasi-perpendicular shocks - A Monte Carlo simulation

NASA Technical Reports Server (NTRS)

Veltri, Pierluigi; Mangeney, Andre; Scudder, Jack D.

1990-01-01

To study the problem of electron heating in quasi-perpendicular shocks, under the combined effects of 'reversible' motion, in the shock electric potential and magnetic field, and wave-particle interactions a diffusion equation was derived, in the drift (adiabatic) approximation and it was solved by using a Monte Carlo method. The results show that most of the observations can be explained within this framework. The simulation has also definitively shown that the electron parallel temperature is determined by the dc electromagnetic field and not by any wave particle induced heating. Wave-particle interactions are effective in smoothing out the large gradients in phase space produced by the 'reversible' motion of the electrons, thus producing a 'cooling' of the electrons. Some constraints on the wave-particle interaction process may be obtained from a detailed comparison between the simulation and observations. In particular, it appears that the adiabatic approximation must be violated in order to explain the observed evolution of the perpendicular temperature.

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 .

Simulation-Based Model Checking for Nondeterministic Systems and Rare Events

DTIC Science & Technology

2016-03-24

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

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

PubMed

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

2008-01-01

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

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

NASA Astrophysics Data System (ADS)

Hoogland, Jiri; Kleiss, Ronald

1997-04-01

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

Monte Carlos of the new generation: status and progress

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

Frixione, Stefano

2005-03-22

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

Monte Carlo simulation of aorta autofluorescence

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

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

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

Matthew Ellis; Derek Gaston; Benoit Forget

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

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.

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.

A theoretical framework to predict the most likely ion path in particle imaging.

PubMed

Collins-Fekete, Charles-Antoine; Volz, Lennart; Portillo, Stephen K N; Beaulieu, Luc; Seco, Joao

2017-03-07

In this work, a generic rigorous Bayesian formalism is introduced to predict the most likely path of any ion crossing a medium between two detection points. The path is predicted based on a combination of the particle scattering in the material and measurements of its initial and final position, direction and energy. The path estimate's precision is compared to the Monte Carlo simulated path. Every ion from hydrogen to carbon is simulated in two scenarios, (1) where the range is fixed and (2) where the initial velocity is fixed. In the scenario where the range is kept constant, the maximal root-mean-square error between the estimated path and the Monte Carlo path drops significantly between the proton path estimate (0.50 mm) and the helium path estimate (0.18 mm), but less so up to the carbon path estimate (0.09 mm). However, this scenario is identified as the configuration that maximizes the dose while minimizing the path resolution. In the scenario where the initial velocity is fixed, the maximal root-mean-square error between the estimated path and the Monte Carlo path drops significantly between the proton path estimate (0.29 mm) and the helium path estimate (0.09 mm) but increases for heavier ions up to carbon (0.12 mm). As a result, helium is found to be the particle with the most accurate path estimate for the lowest dose, potentially leading to tomographic images of higher spatial resolution.

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

A new variable parallel holes collimator for scintigraphic device with validation method based on Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Trinci, G.; Massari, R.; Scandellari, M.; Boccalini, S.; Costantini, S.; Di Sero, R.; Basso, A.; Sala, R.; Scopinaro, F.; Soluri, A.

2010-09-01

The aim of this work is to show a new scintigraphic device able to change automatically the length of its collimator in order to adapt the spatial resolution value to gamma source distance. This patented technique replaces the need for collimator change that standard gamma cameras still feature. Monte Carlo simulations represent the best tool in searching new technological solutions for such an innovative collimation structure. They also provide a valid analysis on response of gamma cameras performances as well as on advantages and limits of this new solution. Specifically, Monte Carlo simulations are realized with GEANT4 (GEometry ANd Tracking) framework and the specific simulation object is a collimation method based on separate blocks that can be brought closer and farther, in order to reach and maintain specific spatial resolution values for all source-detector distances. To verify the accuracy and the faithfulness of these simulations, we have realized experimental measurements with identical setup and conditions. This confirms the power of the simulation as an extremely useful tool, especially where new technological solutions need to be studied, tested and analyzed before their practical realization. The final aim of this new collimation system is the improvement of the SPECT techniques, with the real control of the spatial resolution value during tomographic acquisitions. This principle did allow us to simulate a tomographic acquisition of two capillaries of radioactive solution, in order to verify the possibility to clearly distinguish them.

Assessing the performance of a covert automatic target recognition algorithm

NASA Astrophysics Data System (ADS)

Ehrman, Lisa M.; Lanterman, Aaron D.

2005-05-01

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

A Monte-Carlo Analysis of Organic Volatility with Aerosol Microphysics

NASA Astrophysics Data System (ADS)

Gao, Chloe; Tsigaridis, Kostas; Bauer, Susanne E.

2017-04-01

A newly developed box model, MATRIX-VBS, includes the volatility-basis set (VBS) framework in an aerosol microphysical scheme MATRIX (Multiconfiguration Aerosol TRacker of mIXing state), which resolves aerosol mass and number concentrations and aerosol mixing state. The new scheme advanced the representation of organic aerosols in models by improving the traditional and simplistic treatment of organic aerosols as non-volatile and with a fixed size distribution. Further development includes adding the condensation of organics on coarse mode aerosols - dust and sea salt, thus making all organics in the system semi-volatile. To test and simplify the model, a Monte-Carlo analysis is performed to pin point which processes affect organics the most under varied chemical and meteorological conditions. Since the model's parameterizations have the ability to capture a very wide range of conditions, all possible scenarios on Earth across the whole parameter space, including temperature, humidity, location, emissions and oxidant levels, are examined. The Monte-Carlo simulations provide quantitative information on the sensitivity of the newly developed model and help us understand how organics are affecting the size distribution, mixing state and volatility distribution at varying levels of meteorological conditions and pollution levels. In addition, these simulations give information on which parameters play a critical role in the aerosol distribution and evolution in the atmosphere and which do not, that will facilitate the simplification of the box model, an important step in its implementation in the global model GISS ModelE as a module.

A Comparison of Pseudo-Maximum Likelihood and Asymptotically Distribution-Free Dynamic Factor Analysis Parameter Estimation in Fitting Covariance Structure Models to Block-Toeplitz Matrices Representing Single-Subject Multivariate Time-Series.

ERIC Educational Resources Information Center

Molenaar, Peter C. M.; Nesselroade, John R.

1998-01-01

Pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation methods for estimating dynamic factor model parameters within a covariance structure framework were compared through a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates, but only ADF gives standard errors and chi-square…

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

PubMed

Beerli, Peter; Palczewski, Michal

2010-05-01

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

dsmcFoam+: An OpenFOAM based direct simulation Monte Carlo solver

NASA Astrophysics Data System (ADS)

White, C.; Borg, M. K.; Scanlon, T. J.; Longshaw, S. M.; John, B.; Emerson, D. R.; Reese, J. M.

2018-03-01

dsmcFoam+ is a direct simulation Monte Carlo (DSMC) solver for rarefied gas dynamics, implemented within the OpenFOAM software framework, and parallelised with MPI. It is open-source and released under the GNU General Public License in a publicly available software repository that includes detailed documentation and tutorial DSMC gas flow cases. This release of the code includes many features not found in standard dsmcFoam, such as molecular vibrational and electronic energy modes, chemical reactions, and subsonic pressure boundary conditions. Since dsmcFoam+ is designed entirely within OpenFOAM's C++ object-oriented framework, it benefits from a number of key features: the code emphasises extensibility and flexibility so it is aimed first and foremost as a research tool for DSMC, allowing new models and test cases to be developed and tested rapidly. All DSMC cases are as straightforward as setting up any standard OpenFOAM case, as dsmcFoam+ relies upon the standard OpenFOAM dictionary based directory structure. This ensures that useful pre- and post-processing capabilities provided by OpenFOAM remain available even though the fully Lagrangian nature of a DSMC simulation is not typical of most OpenFOAM applications. We show that dsmcFoam+ compares well to other well-known DSMC codes and to analytical solutions in terms of benchmark results.

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

NASA Astrophysics Data System (ADS)

Abbaszadeh, Peyman; Moradkhani, Hamid; Yan, Hongxiang

2018-01-01

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

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

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.

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.

Quantum speedup of Monte Carlo methods.

PubMed

Montanaro, Ashley

2015-09-08

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

Self-Learning Monte Carlo Method

NASA Astrophysics Data System (ADS)

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

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

Fixed forced detection for fast SPECT Monte-Carlo simulation

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

NASA Technical Reports Server (NTRS)

Pinckney, John

2010-01-01

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

Fixed forced detection for fast SPECT Monte-Carlo simulation.

PubMed

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

2018-03-02

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

Calculation of radiation therapy dose using all particle Monte Carlo transport

DOEpatents

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

1999-01-01

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

Monte Carlo simulation: Its status and future

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

Murtha, J.A.

1997-04-01

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

Quantum speedup of Monte Carlo methods

PubMed Central

Montanaro, Ashley

2015-01-01

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

Calculation of radiation therapy dose using all particle Monte Carlo transport

DOEpatents

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

1999-02-09

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

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.

SU-F-J-14: Kilovoltage Cone-Beam CT Dose Estimation of Varian On-Board Imager Using GMctdospp Monte Carlo Framework

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

Kim, S; Rangaraj, D

2016-06-15

Purpose: Although cone-beam CT (CBCT) imaging became popular in radiation oncology, its imaging dose estimation is still challenging. The goal of this study is to assess the kilovoltage CBCT doses using GMctdospp - an EGSnrc based Monte Carlo (MC) framework. Methods: Two Varian OBI x-ray tube models were implemented in the GMctpdospp framework of EGSnrc MC System. The x-ray spectrum of 125 kVp CBCT beam was acquired from an EGSnrc/BEAMnrc simulation and validated with IPEM report 78. Then, the spectrum was utilized as an input spectrum in GMctdospp dose calculations. Both full and half bowtie pre-filters of the OBI systemmore » were created by using egs-prism module. The x-ray tube MC models were verified by comparing calculated dosimetric profiles (lateral and depth) to ion chamber measurements for a static x-ray beam irradiation to a cuboid water phantom. An abdominal CBCT imaging doses was simulated in GMctdospp framework using a 5-year-old anthropomorphic phantom. The organ doses and effective dose (ED) from the framework were assessed and compared to the MOSFET measurements and convolution/superposition dose calculations. Results: The lateral and depth dose profiles in the water cuboid phantom were well matched within 6% except a few areas - left shoulder of the half bowtie lateral profile and surface of water phantom. The organ doses and ED from the MC framework were found to be closer to MOSFET measurements and CS calculations within 2 cGy and 5 mSv respectively. Conclusion: This study implemented and validated the Varian OBI x-ray tube models in the GMctdospp MC framework using a cuboid water phantom and CBCT imaging doses were also evaluated in a 5-year-old anthropomorphic phantom. In future study, various CBCT imaging protocols will be implemented and validated and consequently patient CT images will be used to estimate the CBCT imaging doses in patients.« less

Selective O 2 sorption at ambient temperatures via node distortions in Sc-MIL-100

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

Sava Gallis, Dorina F.; Chapman, Karena W.; Rodriguez, Mark A.

2016-04-14

In this study, oxygen selectivity in metal-organic frameworks (MOFs) at exceptionally high temperatures originally predicted by Density Functional Theory (DFT) and Grand Canonical Monte Carlo (GCMC) modeling is now confirmed by synthesis, sorption metal center access, in particular Sc and Fe. Based on DFT M-O 2 binding energies, we chose the large pored MIL-100 framework for metal center access, in particular Sc and Fe. Both resulted in preferential O 2 and N 2 gas uptake at temperatures ranging from 77 K to ambient temperatures (258 K, 298 K and 313 K).

Exploring first-order phase transitions with population annealing

NASA Astrophysics Data System (ADS)

Barash, Lev Yu.; Weigel, Martin; Shchur, Lev N.; Janke, Wolfhard

2017-03-01

Population annealing is a hybrid of sequential and Markov chain Monte Carlo methods geared towards the efficient parallel simulation of systems with complex free-energy landscapes. Systems with first-order phase transitions are among the problems in computational physics that are difficult to tackle with standard methods such as local-update simulations in the canonical ensemble, for example with the Metropolis algorithm. It is hence interesting to see whether such transitions can be more easily studied using population annealing. We report here our preliminary observations from population annealing runs for the two-dimensional Potts model with q > 4, where it undergoes a first-order transition.

"Explosive" synthesis of metal-formate frameworks for methane capture: an experimental and computational study.

PubMed

Liu, Xiao-Wei; Guo, Ya; Tao, Andi; Fischer, Michael; Sun, Tian-Jun; Moghadam, Peyman Z; Fairen-Jimenez, David; Wang, Shu-Dong

2017-10-17

In this work, we show a solvent-free "explosive" synthesis (SFES) method for the ultrafast and low-cost synthesis of metal-formate frameworks (MFFs). A combination of experiments and in-depth molecular modelling analysis - using grand canonical Monte Carlo (GCMC) simulations - of the adsorption performance of the synthesized nickel-formate framework (Ni-FA) revealed extremely high quality products with permanent porosity, prominent CH 4 /N 2 selectivity (ca. 6.0), and good CH 4 adsorption capacity (ca. 0.80 mmol g -1 or 33.97 cm 3 cm -3 ) at 1 bar and 298 K. This performance is superior to those of many other state-of-the-art porous materials.

Radiative transport produced by oblique illumination of turbid media with collimated beams

NASA Astrophysics Data System (ADS)

Gardner, Adam R.; Kim, Arnold D.; Venugopalan, Vasan

2013-06-01

We examine the general problem of light transport initiated by oblique illumination of a turbid medium with a collimated beam. This situation has direct relevance to the analysis of cloudy atmospheres, terrestrial surfaces, soft condensed matter, and biological tissues. We introduce a solution approach to the equation of radiative transfer that governs this problem, and develop a comprehensive spherical harmonics expansion method utilizing Fourier decomposition (SHEFN). The SHEFN approach enables the solution of problems lacking azimuthal symmetry and provides both the spatial and directional dependence of the radiance. We also introduce the method of sequential-order smoothing that enables the calculation of accurate solutions from the results of two sequential low-order approximations. We apply the SHEFN approach to determine the spatial and angular dependence of both internal and boundary radiances from strongly and weakly scattering turbid media. These solutions are validated using more costly Monte Carlo simulations and reveal important insights regarding the evolution of the radiant field generated by oblique collimated beams spanning ballistic and diffusely scattering regimes.

Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations

NASA Astrophysics Data System (ADS)

Bilionis, I.; Koutsourelakis, P. S.

2012-05-01

The present paper proposes an adaptive biasing potential technique for the computation of free energy landscapes. It is motivated by statistical learning arguments and unifies the tasks of biasing the molecular dynamics to escape free energy wells and estimating the free energy function, under the same objective of minimizing the Kullback-Leibler divergence between appropriately selected densities. It offers rigorous convergence diagnostics even though history dependent, non-Markovian dynamics are employed. It makes use of a greedy optimization scheme in order to obtain sparse representations of the free energy function which can be particularly useful in multidimensional cases. It employs embarrassingly parallelizable sampling schemes that are based on adaptive Sequential Monte Carlo and can be readily coupled with legacy molecular dynamics simulators. The sequential nature of the learning and sampling scheme enables the efficient calculation of free energy functions parametrized by the temperature. The characteristics and capabilities of the proposed method are demonstrated in three numerical examples.

Footprints of electron correlation in strong-field double ionization of Kr close to the sequential-ionization regime

NASA Astrophysics Data System (ADS)

Li, Xiaokai; Wang, Chuncheng; Yuan, Zongqiang; Ye, Difa; Ma, Pan; Hu, Wenhui; Luo, Sizuo; Fu, Libin; Ding, Dajun

2017-09-01

By combining kinematically complete measurements and a semiclassical Monte Carlo simulation we study the correlated-electron dynamics in the strong-field double ionization of Kr. Interestingly, we find that, as we step into the sequential-ionization regime, there are still signatures of correlation in the two-electron joint momentum spectrum and, more intriguingly, the scaling law of the high-energy tail is completely different from early predictions on the low-Z atom (He). These experimental observations are well reproduced by our generalized semiclassical model adapting a Green-Sellin-Zachor potential. It is revealed that the competition between the screening effect of inner-shell electrons and the Coulomb focusing of nuclei leads to a non-inverse-square central force, which twists the returned electron trajectory at the vicinity of the parent core and thus significantly increases the probability of hard recollisions between two electrons. Our results might have promising applications ranging from accurately retrieving atomic structures to simulating celestial phenomena in the laboratory.

Analytical Applications of Monte Carlo Techniques.

ERIC Educational Resources Information Center

Guell, Oscar A.; Holcombe, James A.

1990-01-01

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

Monte Carlo simulation of proton track structure in biological matter

DOE PAGES

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

2017-05-25

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

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

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

Frambati, S.; Frignani, M.

2012-07-01

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

Monte Carlo simulation of proton track structure in biological matter

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

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

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

Exploring cluster Monte Carlo updates with Boltzmann machines

NASA Astrophysics Data System (ADS)

Wang, Lei

2017-11-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2014-06-01

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

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

PubMed

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

2006-10-01

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

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

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

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

2014-09-30

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

The Development of WARP - A Framework for Continuous Energy Monte Carlo Neutron Transport in General 3D Geometries on GPUs

NASA Astrophysics Data System (ADS)

Bergmann, Ryan

Graphics processing units, or GPUs, have gradually increased in computational power from the small, job-specific boards of the early 1990s to the programmable powerhouses of today. Compared to more common central processing units, or CPUs, GPUs have a higher aggregate memory bandwidth, much higher floating-point operations per second (FLOPS), and lower energy consumption per FLOP. Because one of the main obstacles in exascale computing is power consumption, many new supercomputing platforms are gaining much of their computational capacity by incorporating GPUs into their compute nodes. Since CPU-optimized parallel algorithms are not directly portable to GPU architectures (or at least not without losing substantial performance), transport codes need to be rewritten to execute efficiently on GPUs. Unless this is done, reactor simulations cannot take full advantage of these new supercomputers. WARP, which can stand for ``Weaving All the Random Particles,'' is a three-dimensional (3D) continuous energy Monte Carlo neutron transport code developed in this work as to efficiently implement a continuous energy Monte Carlo neutron transport algorithm on a GPU. WARP accelerates Monte Carlo simulations while preserving the benefits of using the Monte Carlo Method, namely, very few physical and geometrical simplifications. WARP is able to calculate multiplication factors, flux tallies, and fission source distributions for time-independent problems, and can run in both criticality or fixed source modes. WARP can transport neutrons in unrestricted arrangements of parallelepipeds, hexagonal prisms, cylinders, and spheres. WARP uses an event-based algorithm, but with some important differences. Moving data is expensive, so WARP uses a remapping vector of pointer/index pairs to direct GPU threads to the data they need to access. The remapping vector is sorted by reaction type after every transport iteration using a high-efficiency parallel radix sort, which serves to keep the reaction types as contiguous as possible and removes completed histories from the transport cycle. The sort reduces the amount of divergence in GPU ``thread blocks,'' keeps the SIMD units as full as possible, and eliminates using memory bandwidth to check if a neutron in the batch has been terminated or not. Using a remapping vector means the data access pattern is irregular, but this is mitigated by using large batch sizes where the GPU can effectively eliminate the high cost of irregular global memory access. WARP modifies the standard unionized energy grid implementation to reduce memory traffic. Instead of storing a matrix of pointers indexed by reaction type and energy, WARP stores three matrices. The first contains cross section values, the second contains pointers to angular distributions, and a third contains pointers to energy distributions. This linked list type of layout increases memory usage, but lowers the number of data loads that are needed to determine a reaction by eliminating a pointer load to find a cross section value. Optimized, high-performance GPU code libraries are also used by WARP wherever possible. The CUDA performance primitives (CUDPP) library is used to perform the parallel reductions, sorts and sums, the CURAND library is used to seed the linear congruential random number generators, and the OptiX ray tracing framework is used for geometry representation. OptiX is a highly-optimized library developed by NVIDIA that automatically builds hierarchical acceleration structures around user-input geometry so only surfaces along a ray line need to be queried in ray tracing. WARP also performs material and cell number queries with OptiX by using a point-in-polygon like algorithm. WARP has shown that GPUs are an effective platform for performing Monte Carlo neutron transport with continuous energy cross sections. Currently, WARP is the most detailed and feature-rich program in existence for performing continuous energy Monte Carlo neutron transport in general 3D geometries on GPUs, but compared to production codes like Serpent and MCNP, WARP has limited capabilities. Despite WARP's lack of features, its novel algorithm implementations show that high performance can be achieved on a GPU despite the inherently divergent program flow and sparse data access patterns. WARP is not ready for everyday nuclear reactor calculations, but is a good platform for further development of GPU-accelerated Monte Carlo neutron transport. In it's current state, it may be a useful tool for multiplication factor searches, i.e. determining reactivity coefficients by perturbing material densities or temperatures, since these types of calculations typically do not require many flux tallies. (Abstract shortened by UMI.)

A Comparison of Monte Carlo Tree Search and Rolling Horizon Optimization for Large Scale Dynamic Resource Allocation Problems

DTIC Science & Technology

2015-05-01

decisions on the fly in an online retail environment. Tech. rep., Working Paper, Massachusetts Institute of Technology, Boston, MA. Arneson, Broderick , Ryan...Hayward, Philip Henderson. 2009. MoHex wins Hex tournament. International Computer Games Association Journal 32 114–116. Arneson, Broderick , Ryan B...Combina- torial Search. Enzenberger, Markus, Martin Muller, Broderick Arneson, Richard Segal. 2010. Fuego—an open-source framework for board games and

RadVel: General toolkit for modeling Radial Velocities

NASA Astrophysics Data System (ADS)

Fulton, Benjamin J.; Petigura, Erik A.; Blunt, Sarah; Sinukoff, Evan

2018-01-01

RadVel models Keplerian orbits in radial velocity (RV) time series. The code is written in Python with a fast Kepler's equation solver written in C. It provides a framework for fitting RVs using maximum a posteriori optimization and computing robust confidence intervals by sampling the posterior probability density via Markov Chain Monte Carlo (MCMC). RadVel can perform Bayesian model comparison and produces publication quality plots and LaTeX tables.

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

How to improve an un-alterable model forecast? A sequential data assimilation based error updating approach

NASA Astrophysics Data System (ADS)

Gragne, A. S.; Sharma, A.; Mehrotra, R.; Alfredsen, K. T.

2012-12-01

Accuracy of reservoir inflow forecasts is instrumental for maximizing value of water resources and influences operation of hydropower reservoirs significantly. Improving hourly reservoir inflow forecasts over a 24 hours lead-time is considered with the day-ahead (Elspot) market of the Nordic exchange market in perspectives. The procedure presented comprises of an error model added on top of an un-alterable constant parameter conceptual model, and a sequential data assimilation routine. The structure of the error model was investigated using freely available software for detecting mathematical relationships in a given dataset (EUREQA) and adopted to contain minimum complexity for computational reasons. As new streamflow data become available the extra information manifested in the discrepancies between measurements and conceptual model outputs are extracted and assimilated into the forecasting system recursively using Sequential Monte Carlo technique. Besides improving forecast skills significantly, the probabilistic inflow forecasts provided by the present approach entrains suitable information for reducing uncertainty in decision making processes related to hydropower systems operation. The potential of the current procedure for improving accuracy of inflow forecasts at lead-times unto 24 hours and its reliability in different seasons of the year will be illustrated and discussed thoroughly.

Reliability-based trajectory optimization using nonintrusive polynomial chaos for Mars entry mission

NASA Astrophysics Data System (ADS)

Huang, Yuechen; Li, Haiyang

2018-06-01

This paper presents the reliability-based sequential optimization (RBSO) method to settle the trajectory optimization problem with parametric uncertainties in entry dynamics for Mars entry mission. First, the deterministic entry trajectory optimization model is reviewed, and then the reliability-based optimization model is formulated. In addition, the modified sequential optimization method, in which the nonintrusive polynomial chaos expansion (PCE) method and the most probable point (MPP) searching method are employed, is proposed to solve the reliability-based optimization problem efficiently. The nonintrusive PCE method contributes to the transformation between the stochastic optimization (SO) and the deterministic optimization (DO) and to the approximation of trajectory solution efficiently. The MPP method, which is used for assessing the reliability of constraints satisfaction only up to the necessary level, is employed to further improve the computational efficiency. The cycle including SO, reliability assessment and constraints update is repeated in the RBSO until the reliability requirements of constraints satisfaction are satisfied. Finally, the RBSO is compared with the traditional DO and the traditional sequential optimization based on Monte Carlo (MC) simulation in a specific Mars entry mission to demonstrate the effectiveness and the efficiency of the proposed method.

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

DOE PAGES

Hoffmann, Max J.; Bligaard, Thomas

2018-01-22

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

DOE PAGES

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

2017-11-07

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

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).

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

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

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

Hoffmann, Max J.; Bligaard, Thomas

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

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

PubMed

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

2017-11-07

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

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Criticality Calculations with MCNP6 - Practical Lectures

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

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

2016-11-29

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

Mosaicing of airborne LiDAR bathymetry strips based on Monte Carlo matching

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Monte Carlo simulation of evaporation-driven self-assembly in suspensions of colloidal rods

NASA Astrophysics Data System (ADS)

Lebovka, Nikolai I.; Vygornitskii, Nikolai V.; Gigiberiya, Volodymyr A.; Tarasevich, Yuri Yu.

2016-12-01

The vertical drying of a colloidal film containing rodlike particles was studied by means of kinetic Monte Carlo (MC) simulation. The problem was approached using a two-dimensional square lattice, and the rods were represented as linear k -mers (i.e., particles occupying k adjacent sites). The initial state before drying was produced using a model of random sequential adsorption (RSA) with isotropic orientations of the k -mers (orientation of the k -mers along horizontal x and vertical y directions are equiprobable). In the RSA model, overlapping of the k -mers is forbidden. During the evaporation, an upper interface falls with a linear velocity of u in the vertical direction and the k -mers undergo translation Brownian motion. The MC simulations were run at different initial concentrations, pi, (pi∈[0 ,pj] , where pj is the jamming concentration), lengths of k -mers (k ∈[1 ,12 ] ), and solvent evaporation rates, u . For completely dried films, the spatial distributions of k -mers and their electrical conductivities in both x and y directions were examined. Significant evaporation-driven self-assembly and orientation stratification of the k -mers oriented along the x and y directions were observed. The extent of stratification increased with increasing value of k . The anisotropy of the electrical conductivity of the film can be finely regulated by changes in the values of pi, k , and u .

Numerical and experimental analyses of the radiant heat flux produced by quartz heating systems

NASA Technical Reports Server (NTRS)

Turner, Travis L.; Ash, Robert L.

1994-01-01

A method is developed for predicting the radiant heat flux distribution produced by tungsten filament, tubular fused-quartz envelope heating systems with reflectors. The method is an application of Monte Carlo simulation, which takes the form of a random walk or ray tracing scheme. The method is applied to four systems of increasing complexity, including a single lamp without a reflector, a single lamp with a Hat reflector, a single lamp with a parabolic reflector, and up to six lamps in a six-lamp contoured-reflector heating unit. The application of the Monte Carlo method to the simulation of the thermal radiation generated by these systems is discussed. The procedures for numerical implementation are also presented. Experiments were conducted to study these quartz heating systems and to acquire measurements of the corresponding empirical heat flux distributions for correlation with analysis. The experiments were conducted such that several complicating factors could be isolated and studied sequentially. Comparisons of the experimental results with analysis are presented and discussed. Good agreement between the experimental and simulated results was obtained in all cases. This study shows that this method can be used to analyze very complicated quartz heating systems and can account for factors such as spectral properties, specular reflection from curved surfaces, source enhancement due to reflectors and/or adjacent sources, and interaction with a participating medium in a straightforward manner.

Automated crack detection in conductive smart-concrete structures using a resistor mesh model

NASA Astrophysics Data System (ADS)

Downey, Austin; D'Alessandro, Antonella; Ubertini, Filippo; Laflamme, Simon

2018-03-01

Various nondestructive evaluation techniques are currently used to automatically detect and monitor cracks in concrete infrastructure. However, these methods often lack the scalability and cost-effectiveness over large geometries. A solution is the use of self-sensing carbon-doped cementitious materials. These self-sensing materials are capable of providing a measurable change in electrical output that can be related to their damage state. Previous work by the authors showed that a resistor mesh model could be used to track damage in structural components fabricated from electrically conductive concrete, where damage was located through the identification of high resistance value resistors in a resistor mesh model. In this work, an automated damage detection strategy that works through placing high value resistors into the previously developed resistor mesh model using a sequential Monte Carlo method is introduced. Here, high value resistors are used to mimic the internal condition of damaged cementitious specimens. The proposed automated damage detection method is experimentally validated using a 500 × 500 × 50 mm3 reinforced cement paste plate doped with multi-walled carbon nanotubes exposed to 100 identical impact tests. Results demonstrate that the proposed Monte Carlo method is capable of detecting and localizing the most prominent damage in a structure, demonstrating that automated damage detection in smart-concrete structures is a promising strategy for real-time structural health monitoring of civil infrastructure.

Monte Carlo Study of Melting of a Model Bulk Ice.

NASA Astrophysics Data System (ADS)

Han, Kyu-Kwang

The methods of NVT (constant number, volume and temperature) and NPT (constant number, pressure and temperature) Monte Carlo computer simulations are used to examine the melting of a periodic hexagonal ice (ice Ih) sample with a unit cell of 192 (rigid) water molecules interacting via the revised central force potentials of Stillinger and Rahman (RSL2). In NVT Monte Carlo simulation of P-T plot for a constant density (0.904g/cm^3) is used to locate onset of the liquid-solid coexistence region (where the slope of the pressure changes sign) and estimate the (constant density) melting point. The slope reversal is a natural consequence of the constant density condition for substances which expand upon freezing and it is pointed out that this analysis is extremely useful for substances such as water. In this study, a sign reversal of the pressure slope is observed near 280 K, indicating that the RSL2 potentials reproduce the freezing expansion expected for water and support a bulk ice Ih system which melts <280 K. The internal energy, specific heat, and two dimensional structure factors for the constant density H_2O system are also examined at a range of temperatures between 100 and 370 K and support the P-T analysis for location of the melting point. This P-T analysis might likewise be useful for determining a (constant density) freezing point, or, with multiple simulations at appropriate densities, the triple point. For NPT Monte Carlo simulations preliminary results are presented. In this study the density, enthalpy, specific heat, and structure factor dependences on temperature are monitored during a sequential heating of the system from 100 to 370 K at a constant pressure (1 atm.). A jump in density upon melting is observed and indicates that the RSL2 potentials reproduce the melting contraction of ice. From the dependences of monitored physical properties on temperature an upper bound on the melting temperature is estimated. In this study we made the first analysis and calculation of the P-T curve for ice Ih melting at constant volume and the first NPT study of ice and of ice melting. In the NVT simulation we found for rho = 0.904g/cm^3 T_ {rm m} ~eq 280 K which is much closer to physical T_ {rm m} than any other published NVT simulation of ice. Finally it is shown that RSL2 potentials do a credible job of describing the thermodynamic properties of ice Ih near its melting point.

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

PubMed

Wang, Lei; Troyer, Matthias

2014-09-12

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Proton Upset Monte Carlo Simulation

NASA Technical Reports Server (NTRS)

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

2009-01-01

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

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.

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

PubMed

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

2006-01-01

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

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

DTIC Science & Technology

2016-04-01

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

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

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

Bates, Cameron Russell; Mckigney, Edward Allen

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

Proceedings of the Nuclear Criticality Technology Safety Workshop

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

Rene G. Sanchez

1998-04-01

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

Study the effect of reservoir spatial heterogeneity on CO2 sequestration under an uncertainty quantification (UQ) software framework

NASA Astrophysics Data System (ADS)

Fang, Y.; Hou, J.; Engel, D.; Lin, G.; Yin, J.; Han, B.; Fang, Z.; Fountoulakis, V.

2011-12-01

In this study, we introduce an uncertainty quantification (UQ) software framework for carbon sequestration, with the focus of studying being the effect of spatial heterogeneity of reservoir properties on CO2 migration. We use a sequential Gaussian method (SGSIM) to generate realizations of permeability fields with various spatial statistical attributes. To deal with the computational difficulties, we integrate the following ideas/approaches: 1) firstly, we use three different sampling approaches (probabilistic collocation, quasi-Monte Carlo, and adaptive sampling approaches) to reduce the required forward calculations while trying to explore the parameter space and quantify the input uncertainty; 2) secondly, we use eSTOMP as the forward modeling simulator. eSTOMP is implemented using the Global Arrays toolkit (GA) that is based on one-sided inter-processor communication and supports a shared memory programming style on distributed memory platforms. It provides highly-scalable performance. It uses a data model to partition most of the large scale data structures into a relatively small number of distinct classes. The lower level simulator infrastructure (e.g. meshing support, associated data structures, and data mapping to processors) is separated from the higher level physics and chemistry algorithmic routines using a grid component interface; and 3) besides the faster model and more efficient algorithms to speed up the forward calculation, we built an adaptive system infrastructure to select the best possible data transfer mechanisms, to optimally allocate system resources to improve performance, and to integrate software packages and data for composing carbon sequestration simulation, computation, analysis, estimation and visualization. We will demonstrate the framework with a given CO2 injection scenario in a heterogeneous sandstone reservoir.

QuTiP: An open-source Python framework for the dynamics of open quantum systems

NASA Astrophysics Data System (ADS)

Johansson, J. R.; Nation, P. D.; Nori, Franco

2012-08-01

We present an object-oriented open-source framework for solving the dynamics of open quantum systems written in Python. Arbitrary Hamiltonians, including time-dependent systems, may be built up from operators and states defined by a quantum object class, and then passed on to a choice of master equation or Monte Carlo solvers. We give an overview of the basic structure for the framework before detailing the numerical simulation of open system dynamics. Several examples are given to illustrate the build up to a complete calculation. Finally, we measure the performance of our library against that of current implementations. The framework described here is particularly well suited to the fields of quantum optics, superconducting circuit devices, nanomechanics, and trapped ions, while also being ideal for use in classroom instruction. Catalogue identifier: AEMB_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEMB_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.: 16 482 No. of bytes in distributed program, including test data, etc.: 213 438 Distribution format: tar.gz Programming language: Python Computer: i386, x86-64 Operating system: Linux, Mac OSX, Windows RAM: 2+ Gigabytes Classification: 7 External routines: NumPy (http://numpy.scipy.org/), SciPy (http://www.scipy.org/), Matplotlib (http://matplotlib.sourceforge.net/) Nature of problem: Dynamics of open quantum systems. Solution method: Numerical solutions to Lindblad master equation or Monte Carlo wave function method. Restrictions: Problems must meet the criteria for using the master equation in Lindblad form. Running time: A few seconds up to several tens of minutes, depending on size of underlying Hilbert space.

Bayesian Parameter Inference and Model Selection by Population Annealing in Systems Biology

PubMed Central

Murakami, Yohei

2014-01-01

Parameter inference and model selection are very important for mathematical modeling in systems biology. Bayesian statistics can be used to conduct both parameter inference and model selection. Especially, the framework named approximate Bayesian computation is often used for parameter inference and model selection in systems biology. However, Monte Carlo methods needs to be used to compute Bayesian posterior distributions. In addition, the posterior distributions of parameters are sometimes almost uniform or very similar to their prior distributions. In such cases, it is difficult to choose one specific value of parameter with high credibility as the representative value of the distribution. To overcome the problems, we introduced one of the population Monte Carlo algorithms, population annealing. Although population annealing is usually used in statistical mechanics, we showed that population annealing can be used to compute Bayesian posterior distributions in the approximate Bayesian computation framework. To deal with un-identifiability of the representative values of parameters, we proposed to run the simulations with the parameter ensemble sampled from the posterior distribution, named “posterior parameter ensemble”. We showed that population annealing is an efficient and convenient algorithm to generate posterior parameter ensemble. We also showed that the simulations with the posterior parameter ensemble can, not only reproduce the data used for parameter inference, but also capture and predict the data which was not used for parameter inference. Lastly, we introduced the marginal likelihood in the approximate Bayesian computation framework for Bayesian model selection. We showed that population annealing enables us to compute the marginal likelihood in the approximate Bayesian computation framework and conduct model selection depending on the Bayes factor. PMID:25089832

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.

Crop physiology calibration in the CLM

DOE PAGES

Bilionis, I.; Drewniak, B. A.; Constantinescu, E. M.

2015-04-15

Farming is using more of the land surface, as population increases and agriculture is increasingly applied for non-nutritional purposes such as biofuel production. This agricultural expansion exerts an increasing impact on the terrestrial carbon cycle. In order to understand the impact of such processes, the Community Land Model (CLM) has been augmented with a CLM-Crop extension that simulates the development of three crop types: maize, soybean, and spring wheat. The CLM-Crop model is a complex system that relies on a suite of parametric inputs that govern plant growth under a given atmospheric forcing and available resources. CLM-Crop development used measurementsmore » of gross primary productivity (GPP) and net ecosystem exchange (NEE) from AmeriFlux sites to choose parameter values that optimize crop productivity in the model. In this paper, we calibrate these parameters for one crop type, soybean, in order to provide a faithful projection in terms of both plant development and net carbon exchange. Calibration is performed in a Bayesian framework by developing a scalable and adaptive scheme based on sequential Monte Carlo (SMC). The model showed significant improvement of crop productivity with the new calibrated parameters. We demonstrate that the calibrated parameters are applicable across alternative years and different sites.« less

Crop physiology calibration in the CLM

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

Bilionis, I.; Drewniak, B. A.; Constantinescu, E. M.

Farming is using more of the land surface, as population increases and agriculture is increasingly applied for non-nutritional purposes such as biofuel production. This agricultural expansion exerts an increasing impact on the terrestrial carbon cycle. In order to understand the impact of such processes, the Community Land Model (CLM) has been augmented with a CLM-Crop extension that simulates the development of three crop types: maize, soybean, and spring wheat. The CLM-Crop model is a complex system that relies on a suite of parametric inputs that govern plant growth under a given atmospheric forcing and available resources. CLM-Crop development used measurementsmore » of gross primary productivity (GPP) and net ecosystem exchange (NEE) from AmeriFlux sites to choose parameter values that optimize crop productivity in the model. In this paper, we calibrate these parameters for one crop type, soybean, in order to provide a faithful projection in terms of both plant development and net carbon exchange. Calibration is performed in a Bayesian framework by developing a scalable and adaptive scheme based on sequential Monte Carlo (SMC). The model showed significant improvement of crop productivity with the new calibrated parameters. We demonstrate that the calibrated parameters are applicable across alternative years and different sites.« less

Accelerating Fibre Orientation Estimation from Diffusion Weighted Magnetic Resonance Imaging Using GPUs

PubMed Central

Hernández, Moisés; Guerrero, Ginés D.; Cecilia, José M.; García, José M.; Inuggi, Alberto; Jbabdi, Saad; Behrens, Timothy E. J.; Sotiropoulos, Stamatios N.

2013-01-01

With the performance of central processing units (CPUs) having effectively reached a limit, parallel processing offers an alternative for applications with high computational demands. Modern graphics processing units (GPUs) are massively parallel processors that can execute simultaneously thousands of light-weight processes. In this study, we propose and implement a parallel GPU-based design of a popular method that is used for the analysis of brain magnetic resonance imaging (MRI). More specifically, we are concerned with a model-based approach for extracting tissue structural information from diffusion-weighted (DW) MRI data. DW-MRI offers, through tractography approaches, the only way to study brain structural connectivity, non-invasively and in-vivo. We parallelise the Bayesian inference framework for the ball & stick model, as it is implemented in the tractography toolbox of the popular FSL software package (University of Oxford). For our implementation, we utilise the Compute Unified Device Architecture (CUDA) programming model. We show that the parameter estimation, performed through Markov Chain Monte Carlo (MCMC), is accelerated by at least two orders of magnitude, when comparing a single GPU with the respective sequential single-core CPU version. We also illustrate similar speed-up factors (up to 120x) when comparing a multi-GPU with a multi-CPU implementation. PMID:23658616

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.

Monte Carlo tests of the ELIPGRID-PC algorithm

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

Davidson, J.R.

1995-04-01

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

Off-diagonal expansion quantum Monte Carlo.

PubMed

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

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

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

PubMed Central

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

2015-01-01

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

Two proposed convergence criteria for Monte Carlo solutions

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

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

1992-01-01

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

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.

Monte Carlo sensitivity analysis of land surface parameters using the Variable Infiltration Capacity model

NASA Astrophysics Data System (ADS)

Demaria, Eleonora M.; Nijssen, Bart; Wagener, Thorsten

2007-06-01

Current land surface models use increasingly complex descriptions of the processes that they represent. Increase in complexity is accompanied by an increase in the number of model parameters, many of which cannot be measured directly at large spatial scales. A Monte Carlo framework was used to evaluate the sensitivity and identifiability of ten parameters controlling surface and subsurface runoff generation in the Variable Infiltration Capacity model (VIC). Using the Monte Carlo Analysis Toolbox (MCAT), parameter sensitivities were studied for four U.S. watersheds along a hydroclimatic gradient, based on a 20-year data set developed for the Model Parameter Estimation Experiment (MOPEX). Results showed that simulated streamflows are sensitive to three parameters when evaluated with different objective functions. Sensitivity of the infiltration parameter (b) and the drainage parameter (exp) were strongly related to the hydroclimatic gradient. The placement of vegetation roots played an important role in the sensitivity of model simulations to the thickness of the second soil layer (thick2). Overparameterization was found in the base flow formulation indicating that a simplified version could be implemented. Parameter sensitivity was more strongly dictated by climatic gradients than by changes in soil properties. Results showed how a complex model can be reduced to a more parsimonious form, leading to a more identifiable model with an increased chance of successful regionalization to ungauged basins. Although parameter sensitivities are strictly valid for VIC, this model is representative of a wider class of macroscale hydrological models. Consequently, the results and methodology will have applicability to other hydrological models.

SU-F-T-507: Modeling Cerenkov Emissions From Medical Linear Accelerators: A Monte Carlo Study

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

Shrock, Z; Oldham, M; Adamson, J

2016-06-15

Purpose: Cerenkov emissions are a natural byproduct of MV radiotherapy but are typically ignored as inconsequential. However, Cerenkov photons may be useful for activation of drugs such as psoralen. Here, we investigate Cerenkov radiation from common radiotherapy beams using Monte Carlo simulations. Methods: GAMOS, a GEANT4-based framework for Monte Carlo simulations, was used to model 6 and 18MV photon beams from a Varian medical linac. Simulations were run to track Cerenkov production from these beams when irradiating a 50cm radius sphere of water. Electron contamination was neglected. 2 million primary photon histories were run for each energy, and values scoredmore » included integral dose and total track length of Cerenkov photons between 100 and 400 nm wavelength. By lowering process energy thresholds, simulations included low energy Bremsstrahlung photons to ensure comprehensive evaluation of UV production in the medium. Results: For the same number of primary photons, UV Cerenkov production for 18MV was greater than 6MV by a factor of 3.72 as determined by total track length. The total integral dose was a factor of 2.31 greater for the 18MV beam. Bremsstrahlung photons were a negligibly small component of photons in the wavelength range of interest, comprising 0.02% of such photons. Conclusion: Cerenkov emissions in water are 1.6x greater for 18MV than 6MV for the same integral dose. Future work will expand the analysis to include optical properties of tissues, and to investigate strategies to maximize Cerenkov emission per unit dose for MV radiotherapy.« less

A Monte-Carlo Analysis of Organic Aerosol Volatility with Aerosol Microphysics

NASA Astrophysics Data System (ADS)

Gao, C. Y.; Tsigaridis, K.; Bauer, S. E.

2016-12-01

A newly developed box model scheme, MATRIX-VBS, includes the volatility-basis set (VBS) framework in an aerosol microphysical scheme MATRIX (Multiconfiguration Aerosol TRacker of mIXing state), which resolves aerosol mass and number concentrations and aerosol mixing state. The new scheme advanced the representation of organic aerosols in Earth system models by improving the traditional and simplistic treatment of organic aerosols as non-volatile and with a fixed size distribution. Further development includes adding the condensation of organics on coarse mode aerosols - dust and sea salt, thus making all organics in the system semi-volatile. To test and simplify the model, a Monte-Carlo analysis is performed to pin point which processes affect organics the most under which chemical and meteorological conditions. Since the model's parameterizations have the ability to capture a very wide range of conditions, from very clean to very polluted and for a wide range of meteorological conditions, all possible scenarios on Earth across the whole parameter space, including temperature, location, emissions and oxidant levels, are examined. The Monte-Carlo simulations provide quantitative information on the sensitivity of the newly developed model and help us understand how organics are affecting the size distribution, mixing state and volatility distribution at varying levels of meteorological conditions and pollution levels. In addition, these simulations give information on which parameters play a critical role in the aerosol distribution and evolution in the atmosphere and which do not, that will facilitate the simplification of the box model, an important step in its implementation in the global model.

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

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

Spectroscopic characterization of low dose rate brachytherapy sources

NASA Astrophysics Data System (ADS)

Beach, Stephen M.

The low dose rate (LDR) brachytherapy seeds employed in permanent radioactive-source implant treatments usually use one of two radionuclides, 125I or 103Pd. The theoretically expected source spectroscopic output from these sources can be obtained via Monte Carlo calculation based upon seed dimensions and materials as well as the bare-source photon emissions for that specific radionuclide. However the discrepancies resulting from inconsistent manufacturing of sources in comparison to each other within model groups and simplified Monte Carlo calculational geometries ultimately result in undesirably large uncertainties in the Monte Carlo calculated values. This dissertation describes experimentally attained spectroscopic outputs of the clinically used brachytherapy sources in air and in liquid water. Such knowledge can then be applied to characterize these sources by a more fundamental and metro logically-pure classification, that of energy-based dosimetry. The spectroscopic results contained within this dissertation can be utilized in the verification and benchmarking of Monte Carlo calculational models of these brachytherapy sources. This body of work was undertaken to establish a usable spectroscopy system and analysis methods for the meaningful study of LDR brachytherapy seeds. The development of a correction algorithm and the analysis of the resultant spectroscopic measurements are presented. The characterization of the spectrometer and the subsequent deconvolution of the measured spectrum to obtain the true spectrum free of any perturbations caused by the spectrometer itself is an important contribution of this work. The approach of spectroscopic deconvolution that was applied in this work is derived in detail and it is applied to the physical measurements. In addition, the spectroscopically based analogs to the LDR dosimetry parameters that are currently employed are detailed, as well as the development of the theory and measurement methods to arrive at these analogs. Several dosimetrically-relevant water-equivalent plastics were also investigated for their transmission properties within a liquid water environment, as well as in air. The framework for the accurate spectrometry of LDR sources is established as a result of this dissertation work. In addition to the measurement and analysis methods, this work presents the basic measured spectroscopic characteristics of each LDR seed currently in use in the clinic today.

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Track-before-detect labeled multi-bernoulli particle filter with label switching

NASA Astrophysics Data System (ADS)

Garcia-Fernandez, Angel F.

2016-10-01

This paper presents a multitarget tracking particle filter (PF) for general track-before-detect measurement models. The PF is presented in the random finite set framework and uses a labelled multi-Bernoulli approximation. We also present a label switching improvement algorithm based on Markov chain Monte Carlo that is expected to increase filter performance if targets get in close proximity for a sufficiently long time. The PF is tested in two challenging numerical examples.

A Five-Species Jungle Game.

PubMed

Kang, Yibin; Pan, Qiuhui; Wang, Xueting; He, Mingfeng

2016-01-01

In this paper, we investigate the five-species Jungle game in the framework of evolutionary game theory. We address the coexistence and biodiversity of the system using mean-field theory and Monte Carlo simulations. Then, we find that the inhibition from the bottom-level species to the top-level species can be critical factors that affect biodiversity, no matter how it is distributed, whether homogeneously well mixed or structured. We also find that predators' different preferences for food affect species' coexistence.

Empirical force field-based kinetic Monte Carlo simulation of precipitate evolution and growth in Al-Cu alloys

NASA Astrophysics Data System (ADS)

Joshi, Kaushik; Chaudhuri, Santanu

2016-10-01

Ability to accelerate the morphological evolution of nanoscale precipitates is a fundamental challenge for atomistic simulations. Kinetic Monte Carlo (KMC) methodology is an effective approach for accelerating the evolution of nanoscale systems that are dominated by so-called rare events. The quality and accuracy of energy landscape used in KMC calculations can be significantly improved using DFT-informed interatomic potentials. Using newly developed computational framework that uses molecular simulator LAMMPS as a library function inside KMC solver SPPARKS, we investigated formation and growth of Guiner-Preston (GP) zones in dilute Al-Cu alloys at different temperature and copper concentrations. The KMC simulations with angular dependent potential (ADP) predict formation of coherent disc-shaped monolayers of copper atoms (GPI zones) in early stage. Such monolayers are then gradually transformed into energetically favored GPII phase that has two aluminum layers sandwiched between copper layers. We analyzed the growth kinetics of KMC trajectory using Johnson-Mehl-Avrami (JMA) theory and obtained a phase transformation index close to 1.0. In the presence of grain boundaries, the KMC calculations predict the segregation of copper atoms near the grain boundaries instead of formation of GP zones. The computational framework presented in this work is based on open source potentials and MD simulator and can predict morphological changes during the evolution of the alloys in the bulk and around grain boundaries.

Markov Chain Monte Carlo Inference of Parametric Dictionaries for Sparse Bayesian Approximations

PubMed Central

Chaspari, Theodora; Tsiartas, Andreas; Tsilifis, Panagiotis; Narayanan, Shrikanth

2016-01-01

Parametric dictionaries can increase the ability of sparse representations to meaningfully capture and interpret the underlying signal information, such as encountered in biomedical problems. Given a mapping function from the atom parameter space to the actual atoms, we propose a sparse Bayesian framework for learning the atom parameters, because of its ability to provide full posterior estimates, take uncertainty into account and generalize on unseen data. Inference is performed with Markov Chain Monte Carlo, that uses block sampling to generate the variables of the Bayesian problem. Since the parameterization of dictionary atoms results in posteriors that cannot be analytically computed, we use a Metropolis-Hastings-within-Gibbs framework, according to which variables with closed-form posteriors are generated with the Gibbs sampler, while the remaining ones with the Metropolis Hastings from appropriate candidate-generating densities. We further show that the corresponding Markov Chain is uniformly ergodic ensuring its convergence to a stationary distribution independently of the initial state. Results on synthetic data and real biomedical signals indicate that our approach offers advantages in terms of signal reconstruction compared to previously proposed Steepest Descent and Equiangular Tight Frame methods. This paper demonstrates the ability of Bayesian learning to generate parametric dictionaries that can reliably represent the exemplar data and provides the foundation towards inferring the entire variable set of the sparse approximation problem for signal denoising, adaptation and other applications. PMID:28649173

A Framework for Assessing Uncertainty Associated with Human Health Risks from MSW Landfill Leachate Contamination.

PubMed

Mishra, Harshit; Karmakar, Subhankar; Kumar, Rakesh; Singh, Jitendra

2017-07-01

Landfilling is a cost-effective method, which makes it a widely used practice around the world, especially in developing countries. However, because of the improper management of landfills, high leachate leakage can have adverse impacts on soils, plants, groundwater, aquatic organisms, and, subsequently, human health. A comprehensive survey of the literature finds that the probabilistic quantification of uncertainty based on estimations of the human health risks due to landfill leachate contamination has rarely been reported. Hence, in the present study, the uncertainty about the human health risks from municipal solid waste landfill leachate contamination to children and adults was quantified to investigate its long-term risks by using a Monte Carlo simulation framework for selected heavy metals. The Turbhe sanitary landfill of Navi Mumbai, India, which was commissioned in the recent past, was selected to understand the fate and transport of heavy metals in leachate. A large residential area is located near the site, which makes the risk assessment problem both crucial and challenging. In this article, an integral approach in the form of a framework has been proposed to quantify the uncertainty that is intrinsic to human health risk estimation. A set of nonparametric cubic splines was fitted to identify the nonlinear seasonal trend in leachate quality parameters. LandSim 2.5, a landfill simulator, was used to simulate the landfill activities for various time slices, and further uncertainty in noncarcinogenic human health risk was estimated using a Monte Carlo simulation followed by univariate and multivariate sensitivity analyses. © 2016 Society for Risk Analysis.

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.

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.

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.

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

DOE PAGES

Chekanov, S. V.

2015-02-03

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

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

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.

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

Determination of Rolling-Element Fatigue Life From Computer Generated Bearing Tests

NASA Technical Reports Server (NTRS)

Vlcek, Brian L.; Hendricks, Robert C.; Zaretsky, Erwin V.

2003-01-01

Two types of rolling-element bearings representing radial loaded and thrust loaded bearings were used for this study. Three hundred forty (340) virtual bearing sets totaling 31400 bearings were randomly assembled and tested by Monte Carlo (random) number generation. The Monte Carlo results were compared with endurance data from 51 bearing sets comprising 5321 bearings. A simple algebraic relation was established for the upper and lower L(sub 10) life limits as function of number of bearings failed for any bearing geometry. There is a fifty percent (50 percent) probability that the resultant bearing life will be less than that calculated. The maximum and minimum variation between the bearing resultant life and the calculated life correlate with the 90-percent confidence limits for a Weibull slope of 1.5. The calculated lives for bearings using a load-life exponent p of 4 for ball bearings and 5 for roller bearings correlated with the Monte Carlo generated bearing lives and the bearing data. STLE life factors for bearing steel and processing provide a reasonable accounting for differences between bearing life data and calculated life. Variations in Weibull slope from the Monte Carlo testing and bearing data correlated. There was excellent agreement between percent of individual components failed from Monte Carlo simulation and that predicted.

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.

Association effects in the {methanol + inert solvent} system via Monte Carlo simulations. II. Thermodynamics

NASA Astrophysics Data System (ADS)

Gómez-Álvarez, Paula; Romaní, Luis; González-Salgado, Diego

2013-05-01

Mixtures containing associated substances show a singular thermodynamic behaviour that has attracted to scientific community during the last century. Particularly, binary systems composed of an associating fluid and an inert solvent, where association occurs only between molecules of the same kind, have been extensively studied. A number of theoretical approaches were used in order to gain insights into the effect of the association on the macroscopic behaviour, especially on the second-order thermodynamic derivatives (or response functions). Curiously, to our knowledge, molecular simulations have not been used to that end despite describing the molecules and their interactions in a more complete and realistic way than theoretical models. With this in mind, a simple methodology developed in the framework of Monte Carlo molecular simulation is used in this work to quantify the association contribution to a wide set of thermodynamic properties for the {methanol + Lennard Jones} specific system under room conditions and throughout the composition range. Special attention was paid to the response functions and their respective excess properties, for which a detailed comparison with selected previous works in the field has been established.

Uncertainty importance analysis using parametric moment ratio functions.

PubMed

Wei, Pengfei; Lu, Zhenzhou; Song, Jingwen

2014-02-01

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

Sensitivity analysis in practice: providing an uncertainty budget when applying supplement 1 to the GUM

NASA Astrophysics Data System (ADS)

Allard, Alexandre; Fischer, Nicolas

2018-06-01

Sensitivity analysis associated with the evaluation of measurement uncertainty is a very important tool for the metrologist, enabling them to provide an uncertainty budget and to gain a better understanding of the measurand and the underlying measurement process. Using the GUM uncertainty framework, the contribution of an input quantity to the variance of the output quantity is obtained through so-called ‘sensitivity coefficients’. In contrast, such coefficients are no longer computed in cases where a Monte-Carlo method is used. In such a case, supplement 1 to the GUM suggests varying the input quantities one at a time, which is not an efficient method and may provide incorrect contributions to the variance in cases where significant interactions arise. This paper proposes different methods for the elaboration of the uncertainty budget associated with a Monte Carlo method. An application to the mass calibration example described in supplement 1 to the GUM is performed with the corresponding R code for implementation. Finally, guidance is given for choosing a method, including suggestions for a future revision of supplement 1 to the GUM.

Monte Carlo Planning Method Estimates Planning Horizons during Interactive Social Exchange.

PubMed

Hula, Andreas; Montague, P Read; Dayan, Peter

2015-06-01

Reciprocating interactions represent a central feature of all human exchanges. They have been the target of various recent experiments, with healthy participants and psychiatric populations engaging as dyads in multi-round exchanges such as a repeated trust task. Behaviour in such exchanges involves complexities related to each agent's preference for equity with their partner, beliefs about the partner's appetite for equity, beliefs about the partner's model of their partner, and so on. Agents may also plan different numbers of steps into the future. Providing a computationally precise account of the behaviour is an essential step towards understanding what underlies choices. A natural framework for this is that of an interactive partially observable Markov decision process (IPOMDP). However, the various complexities make IPOMDPs inordinately computationally challenging. Here, we show how to approximate the solution for the multi-round trust task using a variant of the Monte-Carlo tree search algorithm. We demonstrate that the algorithm is efficient and effective, and therefore can be used to invert observations of behavioural choices. We use generated behaviour to elucidate the richness and sophistication of interactive inference.

multiUQ: An intrusive uncertainty quantification tool for gas-liquid multiphase flows

NASA Astrophysics Data System (ADS)

Turnquist, Brian; Owkes, Mark

2017-11-01

Uncertainty quantification (UQ) can improve our understanding of the sensitivity of gas-liquid multiphase flows to variability about inflow conditions and fluid properties, creating a valuable tool for engineers. While non-intrusive UQ methods (e.g., Monte Carlo) are simple and robust, the cost associated with these techniques can render them unrealistic. In contrast, intrusive UQ techniques modify the governing equations by replacing deterministic variables with stochastic variables, adding complexity, but making UQ cost effective. Our numerical framework, called multiUQ, introduces an intrusive UQ approach for gas-liquid flows, leveraging a polynomial chaos expansion of the stochastic variables: density, momentum, pressure, viscosity, and surface tension. The gas-liquid interface is captured using a conservative level set approach, including a modified reinitialization equation which is robust and quadrature free. A least-squares method is leveraged to compute the stochastic interface normal and curvature needed in the continuum surface force method for surface tension. The solver is tested by applying uncertainty to one or two variables and verifying results against the Monte Carlo approach. NSF Grant #1511325.