Dixon, D.A., E-mail: ddixon@lanl.gov [Los Alamos National Laboratory, P.O. Box 1663, MS P365, Los Alamos, NM 87545 (United States); Prinja, A.K., E-mail: prinja@unm.edu [Department of Nuclear Engineering, MSC01 1120, 1 University of New Mexico, Albuquerque, NM 87131-0001 (United States); Franke, B.C., E-mail: bcfrank@sandia.gov [Sandia National Laboratories, Albuquerque, NM 87123 (United States)
2015-09-15
This paper presents the theoretical development and numerical demonstration of a moment-preserving Monte Carlo electron transport method. Foremost, a full implementation of the moment-preserving (MP) method within the Geant4 particle simulation toolkit is demonstrated. Beyond implementation details, it is shown that the MP method is a viable alternative to the condensed history (CH) method for inclusion in current and future generation transport codes through demonstration of the key features of the method including: systematically controllable accuracy, computational efficiency, mathematical robustness, and versatility. A wide variety of results common to electron transport are presented illustrating the key features of the MP method. In particular, it is possible to achieve accuracy that is statistically indistinguishable from analog Monte Carlo, while remaining up to three orders of magnitude more efficient than analog Monte Carlo simulations. Finally, it is shown that the MP method can be generalized to any applicable analog scattering DCS model by extending previous work on the MP method beyond analytical DCSs to the partial-wave (PW) elastic tabulated DCS data.
The standard implementation of the differential operator (Taylor series) perturbation method for Monte Carlo criticality problems has previously been shown to have a wide range of applicability. In this method, the unperturbed fission distribution is used as a fixed source to estimate the change in the keff eigenvalue of a system due to a perturbation. A new method, based on the deterministic perturbation theory assumption that the flux distribution (rather than the fission source distribution) is unchanged after a perturbation, is proposed in this paper. Dubbed the F-A method, the new method is implemented within the framework of the standard differential operator method by making tallies only in perturbed fissionable regions and combining the standard differential operator estimate of their perturbations according to the deterministic first-order perturbation formula. The F-A method, developed to extend the range of applicability of the differential operator method rather than as a replacement, was more accurate than the standard implementation for positive and negative density perturbations in a thin shell at the exterior of a computational Godiva model. The F-A method was also more accurate than the standard implementation at estimating reactivity worth profiles of samples with a very small positive reactivity worth (compared to actual measurements) in the Zeus critical assembly, but it was less accurate for a sample with a small negative reactivity worth
Implementation of the probability table method in a continuous-energy Monte Carlo code system
Sutton, T.M.; Brown, F.B. [Lockheed Martin Corp., Schenectady, NY (United States)
1998-10-01
RACER is a particle-transport Monte Carlo code that utilizes a continuous-energy treatment for neutrons and neutron cross section data. Until recently, neutron cross sections in the unresolved resonance range (URR) have been treated in RACER using smooth, dilute-average representations. This paper describes how RACER has been modified to use probability tables to treat cross sections in the URR, and the computer codes that have been developed to compute the tables from the unresolved resonance parameters contained in ENDF/B data files. A companion paper presents results of Monte Carlo calculations that demonstrate the effect of the use of probability tables versus the use of dilute-average cross sections for the URR. The next section provides a brief review of the probability table method as implemented in the RACER system. The production of the probability tables for use by RACER takes place in two steps. The first step is the generation of probability tables from the nuclear parameters contained in the ENDF/B data files. This step, and the code written to perform it, are described in Section 3. The tables produced are at energy points determined by the ENDF/B parameters and/or accuracy considerations. The tables actually used in the RACER calculations are obtained in the second step from those produced in the first. These tables are generated at energy points specific to the RACER calculation. Section 4 describes this step and the code written to implement it, as well as modifications made to RACER to enable it to use the tables. Finally, some results and conclusions are presented in Section 5.
Implementation of a Monte Carlo method to model photon conversion for solar cells
A physical model describing different photon conversion mechanisms is presented in the context of photovoltaic applications. To solve the resulting system of equations, a Monte Carlo ray-tracing model is implemented, which takes into account the coupling of the photon transport phenomena to the non-linear rate equations describing luminescence. It also separates the generation of rays from the two very different sources of photons involved (the sun and the luminescence centers). The Monte Carlo simulator presented in this paper is proposed as a tool to help in the evaluation of candidate materials for up- and down-conversion. Some application examples are presented, exploring the range of values that the most relevant parameters describing the converter should have in order to give significant gain in photocurrent
Somasundaram, E.; Palmer, T. S. [Department of Nuclear Engineering and Radiation Health Physics, Oregon State University, 116 Radiation Center, Corvallis, OR 97332-5902 (United States)
2013-07-01
In this paper, the work that has been done to implement variance reduction techniques in a three dimensional, multi group Monte Carlo code - Tortilla, that works within the frame work of the commercial deterministic code - Attila, is presented. This project is aimed to develop an integrated Hybrid code that seamlessly takes advantage of the deterministic and Monte Carlo methods for deep shielding radiation detection problems. Tortilla takes advantage of Attila's features for generating the geometric mesh, cross section library and source definitions. Tortilla can also read importance functions (like adjoint scalar flux) generated from deterministic calculations performed in Attila and use them to employ variance reduction schemes in the Monte Carlo simulation. The variance reduction techniques that are implemented in Tortilla are based on the CADIS (Consistent Adjoint Driven Importance Sampling) method and the LIFT (Local Importance Function Transform) method. These methods make use of the results from an adjoint deterministic calculation to bias the particle transport using techniques like source biasing, survival biasing, transport biasing and weight windows. The results obtained so far and the challenges faced in implementing the variance reduction techniques are reported here. (authors)
In this paper, the work that has been done to implement variance reduction techniques in a three dimensional, multi group Monte Carlo code - Tortilla, that works within the frame work of the commercial deterministic code - Attila, is presented. This project is aimed to develop an integrated Hybrid code that seamlessly takes advantage of the deterministic and Monte Carlo methods for deep shielding radiation detection problems. Tortilla takes advantage of Attila's features for generating the geometric mesh, cross section library and source definitions. Tortilla can also read importance functions (like adjoint scalar flux) generated from deterministic calculations performed in Attila and use them to employ variance reduction schemes in the Monte Carlo simulation. The variance reduction techniques that are implemented in Tortilla are based on the CADIS (Consistent Adjoint Driven Importance Sampling) method and the LIFT (Local Importance Function Transform) method. These methods make use of the results from an adjoint deterministic calculation to bias the particle transport using techniques like source biasing, survival biasing, transport biasing and weight windows. The results obtained so far and the challenges faced in implementing the variance reduction techniques are reported here. (authors)
Implementation of unsteady sampling procedures for the parallel direct simulation Monte Carlo method
Cave, H. M.; Tseng, K.-C.; Wu, J.-S.; Jermy, M. C.; Huang, J.-C.; Krumdieck, S. P.
2008-06-01
An unsteady sampling routine for a general parallel direct simulation Monte Carlo method called PDSC is introduced, allowing the simulation of time-dependent flow problems in the near continuum range. A post-processing procedure called DSMC rapid ensemble averaging method (DREAM) is developed to improve the statistical scatter in the results while minimising both memory and simulation time. This method builds an ensemble average of repeated runs over small number of sampling intervals prior to the sampling point of interest by restarting the flow using either a Maxwellian distribution based on macroscopic properties for near equilibrium flows (DREAM-I) or output instantaneous particle data obtained by the original unsteady sampling of PDSC for strongly non-equilibrium flows (DREAM-II). The method is validated by simulating shock tube flow and the development of simple Couette flow. Unsteady PDSC is found to accurately predict the flow field in both cases with significantly reduced run-times over single processor code and DREAM greatly reduces the statistical scatter in the results while maintaining accurate particle velocity distributions. Simulations are then conducted of two applications involving the interaction of shocks over wedges. The results of these simulations are compared to experimental data and simulations from the literature where there these are available. In general, it was found that 10 ensembled runs of DREAM processing could reduce the statistical uncertainty in the raw PDSC data by 2.5-3.3 times, based on the limited number of cases in the present study.
Dunn, William L
2012-01-01
Exploring Monte Carlo Methods is a basic text that describes the numerical methods that have come to be known as "Monte Carlo." The book treats the subject generically through the first eight chapters and, thus, should be of use to anyone who wants to learn to use Monte Carlo. The next two chapters focus on applications in nuclear engineering, which are illustrative of uses in other fields. Five appendices are included, which provide useful information on probability distributions, general-purpose Monte Carlo codes for radiation transport, and other matters. The famous "Buffon's needle proble
MontePython: Implementing Quantum Monte Carlo using Python
J.K. Nilsen
2006-01-01
We present a cross-language C++/Python program for simulations of quantum mechanical systems with the use of Quantum Monte Carlo (QMC) methods. We describe a system for which to apply QMC, the algorithms of variational Monte Carlo and diffusion Monte Carlo and we describe how to implement theses methods in pure C++ and C++/Python. Furthermore we check the efficiency of the implementations in serial and parallel cases to show that the overhead using Python can be negligible.
We implemented the simplified Monte Carlo (SMC) method on graphics processing unit (GPU) architecture under the computer-unified device architecture platform developed by NVIDIA. The GPU-based SMC was clinically applied for four patients with head and neck, lung, or prostate cancer. The results were compared to those obtained by a traditional CPU-based SMC with respect to the computation time and discrepancy. In the CPU- and GPU-based SMC calculations, the estimated mean statistical errors of the calculated doses in the planning target volume region were within 0.5% rms. The dose distributions calculated by the GPU- and CPU-based SMCs were similar, within statistical errors. The GPU-based SMC showed 12.30–16.00 times faster performance than the CPU-based SMC. The computation time per beam arrangement using the GPU-based SMC for the clinical cases ranged 9–67 s. The results demonstrate the successful application of the GPU-based SMC to a clinical proton treatment planning. (note)
Shell model Monte Carlo methods
We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; resultant path integral is evaluated stochastically. We first discuss the motivation, formalism, and implementation of such Shell Model Monte Carlo methods. There then follows a sampler of results and insights obtained from a number of applications. These include the ground state and thermal properties of pf-shell nuclei, thermal behavior of γ-soft nuclei, and calculation of double beta-decay matrix elements. Finally, prospects for further progress in such calculations are discussed. 87 refs
Jimin Liang
2010-01-01
Full Text Available During the past decade, Monte Carlo method has obtained wide applications in optical imaging to simulate photon transport process inside tissues. However, this method has not been effectively extended to the simulation of free-space photon transport at present. In this paper, a uniform framework for noncontact optical imaging is proposed based on Monte Carlo method, which consists of the simulation of photon transport both in tissues and in free space. Specifically, the simplification theory of lens system is utilized to model the camera lens equipped in the optical imaging system, and Monte Carlo method is employed to describe the energy transformation from the tissue surface to the CCD camera. Also, the focusing effect of camera lens is considered to establish the relationship of corresponding points between tissue surface and CCD camera. Furthermore, a parallel version of the framework is realized, making the simulation much more convenient and effective. The feasibility of the uniform framework and the effectiveness of the parallel version are demonstrated with a cylindrical phantom based on real experimental results.
Monte Carlo Methods in Physics
Method of Monte Carlo integration is reviewed briefly and some of its applications in physics are explained. A numerical experiment on random generators used in the monte Carlo techniques is carried out to show the behavior of the randomness of various methods in generating them. To account for the weight function involved in the Monte Carlo, the metropolis method is used. From the results of the experiment, one can see that there is no regular patterns of the numbers generated, showing that the program generators are reasonably good, while the experimental results, shows a statistical distribution obeying statistical distribution law. Further some applications of the Monte Carlo methods in physics are given. The choice of physical problems are such that the models have available solutions either in exact or approximate values, in which comparisons can be mode, with the calculations using the Monte Carlo method. Comparison show that for the models to be considered, good agreement have been obtained
The MORET code is a three dimensional Monte Carlo criticality code. It is designed to calculate the effective multiplication factor (keff) of any geometrical configuration as well as the reaction rates in the various volumes and the neutron leakage out of the system. A recent development for the MORET code consists of the implementation of an alternate neutron tracking method, known as the pseudo-scattering tracking method. This method has been successfully implemented in the MORET code and its performances have been tested by mean of an extensive parametric study on very simple geometrical configurations. In this context, the goal of the present work is to validate the pseudo-scattering method against realistic configurations. In this perspective, pebble-bed cores are particularly well-adapted cases to model, as they exhibit large amount of volumes stochastically arranged on two different levels (the pebbles in the core and the TRISO particles inside each pebble). This paper will introduce the techniques and methods used to model pebble-bed cores in a realistic way. The results of the criticality calculations, as well as the pseudo-scattering tracking method performance in terms of computation time, will also be presented. (authors)
The MORET code is a three dimensional Monte Carlo criticality code. It is designed to calculate the effective multiplication factor (keff) of any geometrical configuration as well as the reaction rates in the various volumes and the neutron leakage out of the system. A recent development for the MORET code consists of the implementation of an alternate neutron tracking method known as the pseudo-scattering tracking method. This method has been successfully implemented in the MORET code and its performances have been tested by the means of an extensive parametric study on very simple geometrical configurations. In this context, the goal of the present work is to validate the pseudo-scattering method against realistic configurations. In this perspective, pebble-bed cores are particularly well-adapted cases to model as they exhibit large amount of volumes stochastically arranged on two different levels (the pebbles in the core and the TRISO particles inside each pebble). This paper will introduce the techniques and methods used to model pebble-bed cores in a realistic way. The results of the criticality calculations, as well as the pseudo-scattering tracking method performance in terms of computation time will be presented. (authors)
The computer program calculates the average action per plaquette for SU(6)/Z6 lattice gauge theory. By considering quantum field theory on a space-time lattice, the ultraviolet divergences of the theory are regulated through the finite lattice spacing. The continuum theory results can be obtained by a renormalization group procedure. Making use of the FPS Mathematics Library (MATHLIB), we are able to generate an efficient code for the Monte Carlo algorithm for lattice gauge theory calculations which compares favourably with the performance of the CDC 7600. (orig.)
Extending canonical Monte Carlo methods
Velazquez, L.; Curilef, S.
2010-02-01
In this paper, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation for the extension of the available Monte Carlo methods on the basis of the consideration of the Gibbs canonical ensemble to account for the existence of an anomalous regime with negative heat capacities C < 0. The resulting framework appears to be a suitable generalization of the methodology associated with the so-called dynamical ensemble, which is applied to the extension of two well-known Monte Carlo methods: the Metropolis importance sampling and the Swendsen-Wang cluster algorithm. These Monte Carlo algorithms are employed to study the anomalous thermodynamic behavior of the Potts models with many spin states q defined on a d-dimensional hypercubic lattice with periodic boundary conditions, which successfully reduce the exponential divergence of the decorrelation time τ with increase of the system size N to a weak power-law divergence \\tau \\propto N^{\\alpha } with α≈0.2 for the particular case of the 2D ten-state Potts model.
Monte Carlo methods for applied scientists
Dimov, Ivan T
2007-01-01
The Monte Carlo method is inherently parallel and the extensive and rapid development in parallel computers, computational clusters and grids has resulted in renewed and increasing interest in this method. At the same time there has been an expansion in the application areas and the method is now widely used in many important areas of science including nuclear and semiconductor physics, statistical mechanics and heat and mass transfer. This book attempts to bridge the gap between theory and practice concentrating on modern algorithmic implementation on parallel architecture machines. Although
Cătălin LUPU
2009-06-01
Full Text Available In this article presents applications of “Divide et impera” method using object -oriented programming in C #.Main advantage of using the "divide et impera" cost in that it allows software to reduce the complexity of the problem,sub-problems that were being decomposed and simpler data sharing in smaller groups of data (eg sub -algorithmQuickSort. Object-oriented programming means programs with new types that integrates both data and methodsassociated with the creation, processing and destruction of such data. To gain advantages through abstractionprogramming (the program is no longer a succession of processing, but a set of objects to life, have differentproperties, are capable of specific action s and interact in the program. Spoke on instantiation new techniques,derivation and polimorfismul object types.
Purpose: Assessing the performance and uncertainty of a pre-calculated Monte Carlo (PMC) algorithm for proton and electron transport running on graphics processing units (GPU). While PMC methods have been described in the past, an explicit quantification of the latent uncertainty arising from recycling a limited number of tracks in the pre-generated track bank is missing from the literature. With a proper uncertainty analysis, an optimal pre-generated track bank size can be selected for a desired dose calculation uncertainty. Methods: Particle tracks were pre-generated for electrons and protons using EGSnrc and GEANT4, respectively. The PMC algorithm for track transport was implemented on the CUDA programming framework. GPU-PMC dose distributions were compared to benchmark dose distributions simulated using general-purpose MC codes in the same conditions. A latent uncertainty analysis was performed by comparing GPUPMC dose values to a “ground truth” benchmark while varying the track bank size and primary particle histories. Results: GPU-PMC dose distributions and benchmark doses were within 1% of each other in voxels with dose greater than 50% of Dmax. In proton calculations, a submillimeter distance-to-agreement error was observed at the Bragg Peak. Latent uncertainty followed a Poisson distribution with the number of tracks per energy (TPE) and a track bank of 20,000 TPE produced a latent uncertainty of approximately 1%. Efficiency analysis showed a 937× and 508× gain over a single processor core running DOSXYZnrc for 16 MeV electrons in water and bone, respectively. Conclusion: The GPU-PMC method can calculate dose distributions for electrons and protons to a statistical uncertainty below 1%. The track bank size necessary to achieve an optimal efficiency can be tuned based on the desired uncertainty. Coupled with a model to calculate dose contributions from uncharged particles, GPU-PMC is a candidate for inverse planning of modulated electron radiotherapy
Simulations with the Hybrid Monte Carlo algorithm: implementation and data analysis
Schaefer, Stefan
2011-01-01
This tutorial gives a practical introduction to the Hybrid Monte Carlo algorithm and the analysis of Monte Carlo data. The method is exemplified at the ϕ 4 theory, for which all steps from the derivation of the relevant formulae to the actual implementation in a computer program are discussed in detail. It concludes with the analysis of Monte Carlo data, in particular their auto-correlations.
Iterative acceleration methods for Monte Carlo and deterministic criticality calculations
If you have ever given up on a nuclear criticality calculation and terminated it because it took so long to converge, you might find this thesis of interest. The author develops three methods for improving the fission source convergence in nuclear criticality calculations for physical systems with high dominance ratios for which convergence is slow. The Fission Matrix Acceleration Method and the Fission Diffusion Synthetic Acceleration (FDSA) Method are acceleration methods that speed fission source convergence for both Monte Carlo and deterministic methods. The third method is a hybrid Monte Carlo method that also converges for difficult problems where the unaccelerated Monte Carlo method fails. The author tested the feasibility of all three methods in a test bed consisting of idealized problems. He has successfully accelerated fission source convergence in both deterministic and Monte Carlo criticality calculations. By filtering statistical noise, he has incorporated deterministic attributes into the Monte Carlo calculations in order to speed their source convergence. He has used both the fission matrix and a diffusion approximation to perform unbiased accelerations. The Fission Matrix Acceleration method has been implemented in the production code MCNP and successfully applied to a real problem. When the unaccelerated calculations are unable to converge to the correct solution, they cannot be accelerated in an unbiased fashion. A Hybrid Monte Carlo method weds Monte Carlo and a modified diffusion calculation to overcome these deficiencies. The Hybrid method additionally possesses reduced statistical errors
Iterative acceleration methods for Monte Carlo and deterministic criticality calculations
Urbatsch, T.J.
1995-11-01
If you have ever given up on a nuclear criticality calculation and terminated it because it took so long to converge, you might find this thesis of interest. The author develops three methods for improving the fission source convergence in nuclear criticality calculations for physical systems with high dominance ratios for which convergence is slow. The Fission Matrix Acceleration Method and the Fission Diffusion Synthetic Acceleration (FDSA) Method are acceleration methods that speed fission source convergence for both Monte Carlo and deterministic methods. The third method is a hybrid Monte Carlo method that also converges for difficult problems where the unaccelerated Monte Carlo method fails. The author tested the feasibility of all three methods in a test bed consisting of idealized problems. He has successfully accelerated fission source convergence in both deterministic and Monte Carlo criticality calculations. By filtering statistical noise, he has incorporated deterministic attributes into the Monte Carlo calculations in order to speed their source convergence. He has used both the fission matrix and a diffusion approximation to perform unbiased accelerations. The Fission Matrix Acceleration method has been implemented in the production code MCNP and successfully applied to a real problem. When the unaccelerated calculations are unable to converge to the correct solution, they cannot be accelerated in an unbiased fashion. A Hybrid Monte Carlo method weds Monte Carlo and a modified diffusion calculation to overcome these deficiencies. The Hybrid method additionally possesses reduced statistical errors.
Monte Carlo methods for particle transport
Haghighat, Alireza
2015-01-01
The Monte Carlo method has become the de facto standard in radiation transport. Although powerful, if not understood and used appropriately, the method can give misleading results. Monte Carlo Methods for Particle Transport teaches appropriate use of the Monte Carlo method, explaining the method's fundamental concepts as well as its limitations. Concise yet comprehensive, this well-organized text: * Introduces the particle importance equation and its use for variance reduction * Describes general and particle-transport-specific variance reduction techniques * Presents particle transport eigenvalue issues and methodologies to address these issues * Explores advanced formulations based on the author's research activities * Discusses parallel processing concepts and factors affecting parallel performance Featuring illustrative examples, mathematical derivations, computer algorithms, and homework problems, Monte Carlo Methods for Particle Transport provides nuclear engineers and scientists with a practical guide ...
Use of Monte Carlo Methods in brachytherapy
The Monte Carlo method has become a fundamental tool for brachytherapy dosimetry mainly because no difficulties associated with experimental dosimetry. In brachytherapy the main handicap of experimental dosimetry is the high dose gradient near the present sources making small uncertainties in the positioning of the detectors lead to large uncertainties in the dose. This presentation will review mainly the procedure for calculating dose distributions around a fountain using the Monte Carlo method showing the difficulties inherent in these calculations. In addition we will briefly review other applications of the method of Monte Carlo in brachytherapy dosimetry, as its use in advanced calculation algorithms, calculating barriers or obtaining dose applicators around. (Author)
Experience with the Monte Carlo Method
Monte Carlo simulation of radiation transport provides a powerful research and design tool that resembles in many aspects laboratory experiments. Moreover, Monte Carlo simulations can provide an insight not attainable in the laboratory. However, the Monte Carlo method has its limitations, which if not taken into account can result in misleading conclusions. This paper will present the experience of this author, over almost three decades, in the use of the Monte Carlo method for a variety of applications. Examples will be shown on how the method was used to explore new ideas, as a parametric study and design optimization tool, and to analyze experimental data. The consequences of not accounting in detail for detector response and the scattering of radiation by surrounding structures are two of the examples that will be presented to demonstrate the pitfall of condensed
A Multivariate Time Series Method for Monte Carlo Reactor Analysis
A robust multivariate time series method has been established for the Monte Carlo calculation of neutron multiplication problems. The method is termed Coarse Mesh Projection Method (CMPM) and can be implemented using the coarse statistical bins for acquisition of nuclear fission source data. A novel aspect of CMPM is the combination of the general technical principle of projection pursuit in the signal processing discipline and the neutron multiplication eigenvalue problem in the nuclear engineering discipline. CMPM enables reactor physicists to accurately evaluate major eigenvalue separations of nuclear reactors with continuous energy Monte Carlo calculation. CMPM was incorporated in the MCNP Monte Carlo particle transport code of Los Alamos National Laboratory. The great advantage of CMPM over the traditional Fission Matrix method is demonstrated for the three space-dimensional modeling of the initial core of a pressurized water reactor
Extending canonical Monte Carlo methods: II
Velazquez, L.; Curilef, S.
2010-04-01
We have previously presented a methodology for extending canonical Monte Carlo methods inspired by a suitable extension of the canonical fluctuation relation C = β2langδE2rang compatible with negative heat capacities, C < 0. Now, we improve this methodology by including the finite size effects that reduce the precision of a direct determination of the microcanonical caloric curve β(E) = ∂S(E)/∂E, as well as by carrying out a better implementation of the MC schemes. We show that, despite the modifications considered, the extended canonical MC methods lead to an impressive overcoming of the so-called supercritical slowing down observed close to the region of the temperature driven first-order phase transition. In this case, the size dependence of the decorrelation time τ is reduced from an exponential growth to a weak power-law behavior, \\tau (N)\\propto N^{\\alpha } , as is shown in the particular case of the 2D seven-state Potts model where the exponent α = 0.14-0.18.
Clinical implementation of full Monte Carlo dose calculation in proton beam therapy
Paganetti, Harald; Jiang, Hongyu; Parodi, Katia; Slopsema, Roelf; Engelsman, Martijn [Department of Radiation Oncology, Massachusetts General Hospital and Harvard Medical School, Boston, MA 02114 (United States)
2008-09-07
The goal of this work was to facilitate the clinical use of Monte Carlo proton dose calculation to support routine treatment planning and delivery. The Monte Carlo code Geant4 was used to simulate the treatment head setup, including a time-dependent simulation of modulator wheels (for broad beam modulation) and magnetic field settings (for beam scanning). Any patient-field-specific setup can be modeled according to the treatment control system of the facility. The code was benchmarked against phantom measurements. Using a simulation of the ionization chamber reading in the treatment head allows the Monte Carlo dose to be specified in absolute units (Gy per ionization chamber reading). Next, the capability of reading CT data information was implemented into the Monte Carlo code to model patient anatomy. To allow time-efficient dose calculation, the standard Geant4 tracking algorithm was modified. Finally, a software link of the Monte Carlo dose engine to the patient database and the commercial planning system was established to allow data exchange, thus completing the implementation of the proton Monte Carlo dose calculation engine ('DoC++'). Monte Carlo re-calculated plans are a valuable tool to revisit decisions in the planning process. Identification of clinically significant differences between Monte Carlo and pencil-beam-based dose calculations may also drive improvements of current pencil-beam methods. As an example, four patients (29 fields in total) with tumors in the head and neck regions were analyzed. Differences between the pencil-beam algorithm and Monte Carlo were identified in particular near the end of range, both due to dose degradation and overall differences in range prediction due to bony anatomy in the beam path. Further, the Monte Carlo reports dose-to-tissue as compared to dose-to-water by the planning system. Our implementation is tailored to a specific Monte Carlo code and the treatment planning system XiO (Computerized Medical
Guideline for radiation transport simulation with the Monte Carlo method
Today, the photon and neutron transport calculations with the Monte Carlo method have been progressed with advanced Monte Carlo codes and high-speed computers. Monte Carlo simulation is rather suitable expression than the calculation. Once Monte Carlo codes become more friendly and performance of computer progresses, most of the shielding problems will be solved by using the Monte Carlo codes and high-speed computers. As those codes prepare the standard input data for some problems, the essential techniques for solving the Monte Carlo method and variance reduction techniques of the Monte Carlo calculation might lose the interests to the general Monte Carlo users. In this paper, essential techniques of the Monte Carlo method and the variance reduction techniques, such as importance sampling method, selection of estimator, and biasing technique, are described to afford a better understanding of the Monte Carlo method and Monte Carlo code. (author)
On the Convergence of Adaptive Sequential Monte Carlo Methods
Beskos, Alexandros; Jasra, Ajay; Kantas, Nikolas; Thiery, Alexandre
2013-01-01
In several implementations of Sequential Monte Carlo (SMC) methods it is natural, and important in terms of algorithmic efficiency, to exploit the information of the history of the samples to optimally tune their subsequent propagations. In this article we provide a carefully formulated asymptotic theory for a class of such \\emph{adaptive} SMC methods. The theoretical framework developed here will cover, under assumptions, several commonly used SMC algorithms. There are only limited results a...
Monte Carlo methods beyond detailed balance
Schram, Raoul D.; Barkema, Gerard T.
2015-01-01
Monte Carlo algorithms are nearly always based on the concept of detailed balance and ergodicity. In this paper we focus on algorithms that do not satisfy detailed balance. We introduce a general method for designing non-detailed balance algorithms, starting from a conventional algorithm satisfying
Extending canonical Monte Carlo methods: II
We have previously presented a methodology for extending canonical Monte Carlo methods inspired by a suitable extension of the canonical fluctuation relation C = β2(δE2) compatible with negative heat capacities, C α, as is shown in the particular case of the 2D seven-state Potts model where the exponent α = 0.14–0.18
Introduction to the Monte Carlo methods
Codes illustrating the use of Monte Carlo methods in high energy physics such as the inverse transformation method, the ejection method, the particle propagation through the nucleus, the particle interaction with the nucleus, etc. are presented. A set of useful algorithms of random number generators is given (the binomial distribution, the Poisson distribution, β-distribution, γ-distribution and normal distribution). 5 figs., 1 tab
The Monte Carlo method the method of statistical trials
Shreider, YuA
1966-01-01
The Monte Carlo Method: The Method of Statistical Trials is a systematic account of the fundamental concepts and techniques of the Monte Carlo method, together with its range of applications. Some of these applications include the computation of definite integrals, neutron physics, and in the investigation of servicing processes. This volume is comprised of seven chapters and begins with an overview of the basic features of the Monte Carlo method and typical examples of its application to simple problems in computational mathematics. The next chapter examines the computation of multi-dimensio
A general framework for implementing NLO calculations in shower Monte Carlo programs. The POWHEG BOX
In this work we illustrate the POWHEG BOX, a general computer code framework for implementing NLO calculations in shower Monte Carlo programs according to the POWHEG method. Aim of this work is to provide an illustration of the needed theoretical ingredients, a view of how the code is organized and a description of what a user should provide in order to use it. (orig.)
A general framework for implementing NLO calculations in shower Monte Carlo programs. The POWHEG BOX
Alioli, Simone [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany); Nason, Paolo [INFN, Milano-Bicocca (Italy); Oleari, Carlo [INFN, Milano-Bicocca (Italy); Milano-Bicocca Univ. (Italy); Re, Emanuele [Durham Univ. (United Kingdom). Inst. for Particle Physics Phenomenology
2010-02-15
In this work we illustrate the POWHEG BOX, a general computer code framework for implementing NLO calculations in shower Monte Carlo programs according to the POWHEG method. Aim of this work is to provide an illustration of the needed theoretical ingredients, a view of how the code is organized and a description of what a user should provide in order to use it. (orig.)
The Moment Guided Monte Carlo Method
Degond, Pierre; Dimarco, Giacomo; Pareschi, Lorenzo
2009-01-01
In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of suitable macroscopic moment equations. In order to guarantee that the moment equations provide the correct solutions, they are coupled to the kinetic equation through a non equilibrium term. The basic idea, on which the method relies, consists in guiding the p...
New Dynamic Monte Carlo Renormalization Group Method
Lacasse, Martin-D.; Vinals, Jorge; Grant, Martin
1992-01-01
The dynamical critical exponent of the two-dimensional spin-flip Ising model is evaluated by a Monte Carlo renormalization group method involving a transformation in time. The results agree very well with a finite-size scaling analysis performed on the same data. The value of $z = 2.13 \\pm 0.01$ is obtained, which is consistent with most recent estimates.
Monte Carlo methods for preference learning
Viappiani, P.
2012-01-01
Utility elicitation is an important component of many applications, such as decision support systems and recommender systems. Such systems query the users about their preferences and give recommendations based on the system’s belief about the utility function. Critical to these applications is th...... is the acquisition of prior distribution about the utility parameters and the possibility of real time Bayesian inference. In this paper we consider Monte Carlo methods for these problems....
Fast sequential Monte Carlo methods for counting and optimization
Rubinstein, Reuven Y; Vaisman, Radislav
2013-01-01
A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems. Written by authorities in the
by means of FLUKA Monte Carlo method
Ermis Elif Ebru
2015-01-01
Full Text Available Calculations of gamma-ray mass attenuation coefficients of various detector materials (crystals were carried out by means of FLUKA Monte Carlo (MC method at different gamma-ray energies. NaI, PVT, GSO, GaAs and CdWO4 detector materials were chosen in the calculations. Calculated coefficients were also compared with the National Institute of Standards and Technology (NIST values. Obtained results through this method were highly in accordance with those of the NIST values. It was concluded from the study that FLUKA MC method can be an alternative way to calculate the gamma-ray mass attenuation coefficients of the detector materials.
The Moment Guided Monte Carlo Method
Degond, Pierre; Pareschi, Lorenzo
2009-01-01
In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of suitable macroscopic moment equations. In order to guarantee that the moment equations provide the correct solutions, they are coupled to the kinetic equation through a non equilibrium term. The basic idea, on which the method relies, consists in guiding the particle positions and velocities through moment equations so that the concurrent solution of the moment and kinetic models furnishes the same macroscopic quantities.
Reactor perturbation calculations by Monte Carlo methods
Whilst Monte Carlo methods are useful for reactor calculations involving complicated geometry, it is difficult to apply them to the calculation of perturbation worths because of the large amount of computing time needed to obtain good accuracy. Various ways of overcoming these difficulties are investigated in this report, with the problem of estimating absorbing control rod worths particularly in mind. As a basis for discussion a method of carrying out multigroup reactor calculations by Monte Carlo methods is described. Two methods of estimating a perturbation worth directly, without differencing two quantities of like magnitude, are examined closely but are passed over in favour of a third method based on a correlation technique. This correlation method is described, and demonstrated by a limited range of calculations for absorbing control rods in a fast reactor. In these calculations control rod worths of between 1% and 7% in reactivity are estimated to an accuracy better than 10% (3 standard errors) in about one hour's computing time on the English Electric KDF.9 digital computer. (author)
Parallel Monte Carlo Synthetic Acceleration methods for discrete transport problems
Slattery, Stuart R.
This work researches and develops Monte Carlo Synthetic Acceleration (MCSA) methods as a new class of solution techniques for discrete neutron transport and fluid flow problems. Monte Carlo Synthetic Acceleration methods use a traditional Monte Carlo process to approximate the solution to the discrete problem as a means of accelerating traditional fixed-point methods. To apply these methods to neutronics and fluid flow and determine the feasibility of these methods on modern hardware, three complementary research and development exercises are performed. First, solutions to the SPN discretization of the linear Boltzmann neutron transport equation are obtained using MCSA with a difficult criticality calculation for a light water reactor fuel assembly used as the driving problem. To enable MCSA as a solution technique a group of modern preconditioning strategies are researched. MCSA when compared to conventional Krylov methods demonstrated improved iterative performance over GMRES by converging in fewer iterations when using the same preconditioning. Second, solutions to the compressible Navier-Stokes equations were obtained by developing the Forward-Automated Newton-MCSA (FANM) method for nonlinear systems based on Newton's method. Three difficult fluid benchmark problems in both convective and driven flow regimes were used to drive the research and development of the method. For 8 out of 12 benchmark cases, it was found that FANM had better iterative performance than the Newton-Krylov method by converging the nonlinear residual in fewer linear solver iterations with the same preconditioning. Third, a new domain decomposed algorithm to parallelize MCSA aimed at leveraging leadership-class computing facilities was developed by utilizing parallel strategies from the radiation transport community. The new algorithm utilizes the Multiple-Set Overlapping-Domain strategy in an attempt to reduce parallel overhead and add a natural element of replication to the algorithm. It
Monte Carlo method in radiation transport problems
In neutral radiation transport problems (neutrons, photons), two values are important: the flux in the phase space and the density of particles. To solve the problem with Monte Carlo method leads to, among other things, build a statistical process (called the play) and to provide a numerical value to a variable x (this attribution is called score). Sampling techniques are presented. Play biasing necessity is proved. A biased simulation is made. At last, the current developments (rewriting of programs for instance) are presented due to several reasons: two of them are the vectorial calculation apparition and the photon and neutron transport in vacancy media
Introduction to Monte-Carlo method
We recall first some well known facts about random variables and sampling. Then we define the Monte-Carlo method in the case where one wants to compute a given integral. Afterwards, we ship to discrete Markov chains for which we define random walks, and apply to finite difference approximations of diffusion equations. Finally we consider Markov chains with continuous state (but discrete time), transition probabilities and random walks, which are the main piece of this work. The applications are: diffusion and advection equations, and the linear transport equation with scattering
Pandya, Tara M.; Johnson, Seth R.; Evans, Thomas M.; Davidson, Gregory G.; Hamilton, Steven P.; Godfrey, Andrew T.
2016-03-01
This work discusses the implementation, capabilities, and validation of Shift, a massively parallel Monte Carlo radiation transport package authored at Oak Ridge National Laboratory. Shift has been developed to scale well from laptops to small computing clusters to advanced supercomputers and includes features such as support for multiple geometry and physics engines, hybrid capabilities for variance reduction methods such as the Consistent Adjoint-Driven Importance Sampling methodology, advanced parallel decompositions, and tally methods optimized for scalability on supercomputing architectures. The scaling studies presented in this paper demonstrate good weak and strong scaling behavior for the implemented algorithms. Shift has also been validated and verified against various reactor physics benchmarks, including the Consortium for Advanced Simulation of Light Water Reactors' Virtual Environment for Reactor Analysis criticality test suite and several Westinghouse AP1000® problems presented in this paper. These benchmark results compare well to those from other contemporary Monte Carlo codes such as MCNP5 and KENO.
A new method for commissioning Monte Carlo treatment planning systems
Aljarrah, Khaled Mohammed
2005-11-01
The Monte Carlo method is an accurate method for solving numerical problems in different fields. It has been used for accurate radiation dose calculation for radiation treatment of cancer. However, the modeling of an individual radiation beam produced by a medical linear accelerator for Monte Carlo dose calculation, i.e., the commissioning of a Monte Carlo treatment planning system, has been the bottleneck for the clinical implementation of Monte Carlo treatment planning. In this study a new method has been developed to determine the parameters of the initial electron beam incident on the target for a clinical linear accelerator. The interaction of the initial electron beam with the accelerator target produces x-ray and secondary charge particles. After successive interactions in the linac head components, the x-ray photons and the secondary charge particles interact with the patient's anatomy and deliver dose to the region of interest. The determination of the initial electron beam parameters is important for estimating the delivered dose to the patients. These parameters, such as beam energy and radial intensity distribution, are usually estimated through a trial and error process. In this work an easy and efficient method was developed to determine these parameters. This was accomplished by comparing calculated 3D dose distributions for a grid of assumed beam energies and radii in a water phantom with measurements data. Different cost functions were studied to choose the appropriate function for the data comparison. The beam parameters were determined on the light of this method. Due to the assumption that same type of linacs are exactly the same in their geometries and only differ by the initial phase space parameters, the results of this method were considered as a source data to commission other machines of the same type.
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
Hoel, Hakon
2014-01-01
We present an adaptive multilevel Monte Carlo (MLMC) method for weak approximations of solutions to Itô stochastic dierential equations (SDE). The work [11] proposed and analyzed an MLMC method based on a hierarchy of uniform time discretizations and control variates to reduce the computational effort required by a single level Euler-Maruyama Monte Carlo method from O(TOL-3) to O(TOL-2 log(TOL-1)2) for a mean square error of O(TOL2). Later, the work [17] presented an MLMC method using a hierarchy of adaptively re ned, non-uniform time discretizations, and, as such, it may be considered a generalization of the uniform time discretizationMLMC method. This work improves the adaptiveMLMC algorithms presented in [17] and it also provides mathematical analysis of the improved algorithms. In particular, we show that under some assumptions our adaptive MLMC algorithms are asymptotically accurate and essentially have the correct complexity but with improved control of the complexity constant factor in the asymptotic analysis. Numerical tests include one case with singular drift and one with stopped diusion, where the complexity of a uniform single level method is O(TOL-4). For both these cases the results con rm the theory, exhibiting savings in the computational cost for achieving the accuracy O(TOL) from O(TOL-3) for the adaptive single level algorithm to essentially O(TOL-2 log(TOL-1)2) for the adaptive MLMC algorithm. © 2014 by Walter de Gruyter Berlin/Boston 2014.
11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
Nuyens, Dirk
2016-01-01
This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.
Implementation of a Monte Carlo based inverse planning model for clinical IMRT with MCNP code
He, Tongming Tony
In IMRT inverse planning, inaccurate dose calculations and limitations in optimization algorithms introduce both systematic and convergence errors to treatment plans. The goal of this work is to practically implement a Monte Carlo based inverse planning model for clinical IMRT. The intention is to minimize both types of error in inverse planning and obtain treatment plans with better clinical accuracy than non-Monte Carlo based systems. The strategy is to calculate the dose matrices of small beamlets by using a Monte Carlo based method. Optimization of beamlet intensities is followed based on the calculated dose data using an optimization algorithm that is capable of escape from local minima and prevents possible pre-mature convergence. The MCNP 4B Monte Carlo code is improved to perform fast particle transport and dose tallying in lattice cells by adopting a selective transport and tallying algorithm. Efficient dose matrix calculation for small beamlets is made possible by adopting a scheme that allows concurrent calculation of multiple beamlets of single port. A finite-sized point source (FSPS) beam model is introduced for easy and accurate beam modeling. A DVH based objective function and a parallel platform based algorithm are developed for the optimization of intensities. The calculation accuracy of improved MCNP code and FSPS beam model is validated by dose measurements in phantoms. Agreements better than 1.5% or 0.2 cm have been achieved. Applications of the implemented model to clinical cases of brain, head/neck, lung, spine, pancreas and prostate have demonstrated the feasibility and capability of Monte Carlo based inverse planning for clinical IMRT. Dose distributions of selected treatment plans from a commercial non-Monte Carlo based system are evaluated in comparison with Monte Carlo based calculations. Systematic errors of up to 12% in tumor doses and up to 17% in critical structure doses have been observed. The clinical importance of Monte Carlo based
Method of tallying adjoint fluence and calculating kinetics parameters in Monte Carlo codes
A method of using iterated fission probability to estimate the adjoint fluence during particles simulation, and using it as the weighting function to calculate kinetics parameters βeff and A in Monte Carlo codes, was introduced in this paper. Implements of this method in continuous energy Monte Carlo code MCNP and multi-group Monte Carlo code MCMG are both elaborated. Verification results show that, with regardless additional computing cost, using this method, the adjoint fluence accounted by MCMG matches well with the result computed by ANISN, and the kinetics parameters calculated by MCNP agree very well with benchmarks. This method is proved to be reliable, and the function of calculating kinetics parameters in Monte Carlo codes is carried out effectively, which could be the basement for Monte Carlo codes' utility in the analysis of nuclear reactors' transient behavior. (authors)
Accelerated Monte Carlo Methods for Coulomb Collisions
Rosin, Mark; Ricketson, Lee; Dimits, Andris; Caflisch, Russel; Cohen, Bruce
2014-03-01
We present a new highly efficient multi-level Monte Carlo (MLMC) simulation algorithm for Coulomb collisions in a plasma. The scheme, initially developed and used successfully for applications in financial mathematics, is applied here to kinetic plasmas for the first time. The method is based on a Langevin treatment of the Landau-Fokker-Planck equation and has a rich history derived from the works of Einstein and Chandrasekhar. The MLMC scheme successfully reduces the computational cost of achieving an RMS error ɛ in the numerical solution to collisional plasma problems from (ɛ-3) - for the standard state-of-the-art Langevin and binary collision algorithms - to a theoretically optimal (ɛ-2) scaling, when used in conjunction with an underlying Milstein discretization to the Langevin equation. In the test case presented here, the method accelerates simulations by factors of up to 100. We summarize the scheme, present some tricks for improving its efficiency yet further, and discuss the method's range of applicability. Work performed for US DOE by LLNL under contract DE-AC52- 07NA27344 and by UCLA under grant DE-FG02-05ER25710.
Monte Carlo method with complex-valued weights for frequency domain analyses of neutron noise
Highlights: • The transport equation of the neutron noise is solved with the Monte Carlo method. • A new Monte Carlo algorithm where complex-valued weights are treated is developed.• The Monte Carlo algorithm is verified by comparing with analytical solutions. • The results with the Monte Carlo method are compared with the diffusion theory. - Abstract: A Monte Carlo algorithm to solve the transport equation of the neutron noise in the frequency domain has been developed to extend the conventional diffusion theory of the neutron noise to the transport theory. In this paper, the neutron noise is defined as the stationary fluctuation of the neutron flux around its mean value, and is induced by perturbations of the macroscopic cross sections. Since the transport equation of the neutron noise is a complex equation, a Monte Carlo technique for treating complex-valued weights that was recently proposed for neutron leakage-corrected calculations has been introduced to solve the complex equation. To cancel the positive and negative values of complex-valued weights, an algorithm that is similar to the power iteration method has been implemented. The newly-developed Monte Carlo algorithm is benchmarked to analytical solutions in an infinite homogeneous medium. The neutron noise spatial distributions have been obtained both with the newly-developed Monte Carlo method and the conventional diffusion method for an infinitely-long homogeneous cylinder. The results with the Monte Carlo method agree well with those of the diffusion method. However, near the noise source induced by a high frequency perturbation, significant differences are found between the diffusion method and Monte Carlo method. The newly-developed Monte Carlo algorithm is expected to contribute to the improvement of calculation accuracy of the neutron noise
Improved criticality convergence via a modified Monte Carlo iteration method
Booth, Thomas E [Los Alamos National Laboratory; Gubernatis, James E [Los Alamos National Laboratory
2009-01-01
Nuclear criticality calculations with Monte Carlo codes are normally done using a power iteration method to obtain the dominant eigenfunction and eigenvalue. In the last few years it has been shown that the power iteration method can be modified to obtain the first two eigenfunctions. This modified power iteration method directly subtracts out the second eigenfunction and thus only powers out the third and higher eigenfunctions. The result is a convergence rate to the dominant eigenfunction being |k{sub 3}|/k{sub 1} instead of |k{sub 2}|/k{sub 1}. One difficulty is that the second eigenfunction contains particles of both positive and negative weights that must sum somehow to maintain the second eigenfunction. Summing negative and positive weights can be done using point detector mechanics, but this sometimes can be quite slow. We show that an approximate cancellation scheme is sufficient to accelerate the convergence to the dominant eigenfunction. A second difficulty is that for some problems the Monte Carlo implementation of the modified power method has some stability problems. We also show that a simple method deals with this in an effective, but ad hoc manner.
Use of Monte Carlo Methods in brachytherapy; Uso del metodo de Monte Carlo en braquiterapia
Granero Cabanero, D.
2015-07-01
The Monte Carlo method has become a fundamental tool for brachytherapy dosimetry mainly because no difficulties associated with experimental dosimetry. In brachytherapy the main handicap of experimental dosimetry is the high dose gradient near the present sources making small uncertainties in the positioning of the detectors lead to large uncertainties in the dose. This presentation will review mainly the procedure for calculating dose distributions around a fountain using the Monte Carlo method showing the difficulties inherent in these calculations. In addition we will briefly review other applications of the method of Monte Carlo in brachytherapy dosimetry, as its use in advanced calculation algorithms, calculating barriers or obtaining dose applicators around. (Author)
Advanced computational methods for nodal diffusion, Monte Carlo, and S(sub N) problems
Martin, W. R.
1993-01-01
This document describes progress on five efforts for improving effectiveness of computational methods for particle diffusion and transport problems in nuclear engineering: (1) Multigrid methods for obtaining rapidly converging solutions of nodal diffusion problems. An alternative line relaxation scheme is being implemented into a nodal diffusion code. Simplified P2 has been implemented into this code. (2) Local Exponential Transform method for variance reduction in Monte Carlo neutron transport calculations. This work yielded predictions for both 1-D and 2-D x-y geometry better than conventional Monte Carlo with splitting and Russian Roulette. (3) Asymptotic Diffusion Synthetic Acceleration methods for obtaining accurate, rapidly converging solutions of multidimensional SN problems. New transport differencing schemes have been obtained that allow solution by the conjugate gradient method, and the convergence of this approach is rapid. (4) Quasidiffusion (QD) methods for obtaining accurate, rapidly converging solutions of multidimensional SN Problems on irregular spatial grids. A symmetrized QD method has been developed in a form that results in a system of two self-adjoint equations that are readily discretized and efficiently solved. (5) Response history method for speeding up the Monte Carlo calculation of electron transport problems. This method was implemented into the MCNP Monte Carlo code. In addition, we have developed and implemented a parallel time-dependent Monte Carlo code on two massively parallel processors.
Rare event simulation using Monte Carlo methods
Rubino, Gerardo
2009-01-01
In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue. Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics. ...
This paper discusses the implementation, capabilities, and validation of Shift, a massively parallel Monte Carlo radiation transport package developed and maintained at Oak Ridge National Laboratory. It has been developed to scale well from laptop to small computing clusters to advanced supercomputers. Special features of Shift include hybrid capabilities for variance reduction such as CADIS and FW-CADIS, and advanced parallel decomposition and tally methods optimized for scalability on supercomputing architectures. Shift has been validated and verified against various reactor physics benchmarks and compares well to other state-of-the-art Monte Carlo radiation transport codes such as MCNP5, CE KENO-VI, and OpenMC. Some specific benchmarks used for verification and validation include the CASL VERA criticality test suite and several Westinghouse AP1000® problems. These benchmark and scaling studies show promising results
Combinatorial nuclear level density by a Monte Carlo method
Cerf, N.
1993-01-01
We present a new combinatorial method for the calculation of the nuclear level density. It is based on a Monte Carlo technique, in order to avoid a direct counting procedure which is generally impracticable for high-A nuclei. The Monte Carlo simulation, making use of the Metropolis sampling scheme, allows a computationally fast estimate of the level density for many fermion systems in large shell model spaces. We emphasize the advantages of this Monte Carlo approach, particularly concerning t...
Neutron transport calculations using Quasi-Monte Carlo methods
Moskowitz, B.S.
1997-07-01
This paper examines the use of quasirandom sequences of points in place of pseudorandom points in Monte Carlo neutron transport calculations. For two simple demonstration problems, the root mean square error, computed over a set of repeated runs, is found to be significantly less when quasirandom sequences are used ({open_quotes}Quasi-Monte Carlo Method{close_quotes}) than when a standard Monte Carlo calculation is performed using only pseudorandom points.
Monte Carlo method for solving a parabolic problem
Tian Yi
2016-01-01
Full Text Available In this paper, we present a numerical method based on random sampling for a parabolic problem. This method combines use of the Crank-Nicolson method and Monte Carlo method. In the numerical algorithm, we first discretize governing equations by Crank-Nicolson method, and obtain a large sparse system of linear algebraic equations, then use Monte Carlo method to solve the linear algebraic equations. To illustrate the usefulness of this technique, we apply it to some test problems.
On the feasibility of a homogenised multi-group Monte Carlo method in reactor analysis
The use of homogenised multi-group cross sections to speed up Monte Carlo calculation has been studied to some extent, but the method is not widely implemented in modern calculation codes. This paper presents a calculation scheme in which homogenised material parameters are generated using the PSG continuous-energy Monte Carlo reactor physics code and used by MORA, a new full-core Monte Carlo code entirely based on homogenisation. The theory of homogenisation and its implementation in the Monte Carlo method are briefly introduced. The PSG-MORA calculation scheme is put to practice in two fundamentally different test cases: a small sodium-cooled fast reactor (JOYO) and a large PWR core. It is shown that the homogenisation results in a dramatic increase in efficiency. The results are in a reasonably good agreement with reference PSG and MCNP5 calculations, although fission source convergence becomes a problem in the PWR test case. (authors)
Quantum Monte Carlo methods algorithms for lattice models
Gubernatis, James; Werner, Philipp
2016-01-01
Featuring detailed explanations of the major algorithms used in quantum Monte Carlo simulations, this is the first textbook of its kind to provide a pedagogical overview of the field and its applications. The book provides a comprehensive introduction to the Monte Carlo method, its use, and its foundations, and examines algorithms for the simulation of quantum many-body lattice problems at finite and zero temperature. These algorithms include continuous-time loop and cluster algorithms for quantum spins, determinant methods for simulating fermions, power methods for computing ground and excited states, and the variational Monte Carlo method. Also discussed are continuous-time algorithms for quantum impurity models and their use within dynamical mean-field theory, along with algorithms for analytically continuing imaginary-time quantum Monte Carlo data. The parallelization of Monte Carlo simulations is also addressed. This is an essential resource for graduate students, teachers, and researchers interested in ...
Monte Carlo methods in AB initio quantum chemistry quantum Monte Carlo for molecules
Lester, William A; Reynolds, PJ
1994-01-01
This book presents the basic theory and application of the Monte Carlo method to the electronic structure of atoms and molecules. It assumes no previous knowledge of the subject, only a knowledge of molecular quantum mechanics at the first-year graduate level. A working knowledge of traditional ab initio quantum chemistry is helpful, but not essential.Some distinguishing features of this book are: Clear exposition of the basic theory at a level to facilitate independent study. Discussion of the various versions of the theory: diffusion Monte Carlo, Green's function Monte Carlo, and release n
Inference in Kingman's Coalescent with Particle Markov Chain Monte Carlo Method
Chen, Yifei; Xie, Xiaohui
2013-01-01
We propose a new algorithm to do posterior sampling of Kingman's coalescent, based upon the Particle Markov Chain Monte Carlo methodology. Specifically, the algorithm is an instantiation of the Particle Gibbs Sampling method, which alternately samples coalescent times conditioned on coalescent tree structures, and tree structures conditioned on coalescent times via the conditional Sequential Monte Carlo procedure. We implement our algorithm as a C++ package, and demonstrate its utility via a ...
On the Markov Chain Monte Carlo (MCMC) method
Rajeeva L Karandikar
2006-04-01
Markov Chain Monte Carlo (MCMC) is a popular method used to generate samples from arbitrary distributions, which may be speciﬁed indirectly. In this article, we give an introduction to this method along with some examples.
A Particle Population Control Method for Dynamic Monte Carlo
Sweezy, Jeremy; Nolen, Steve; Adams, Terry; Zukaitis, Anthony
2014-06-01
A general particle population control method has been derived from splitting and Russian Roulette for dynamic Monte Carlo particle transport. A well-known particle population control method, known as the particle population comb, has been shown to be a special case of this general method. This general method has been incorporated in Los Alamos National Laboratory's Monte Carlo Application Toolkit (MCATK) and examples of it's use are shown for both super-critical and sub-critical systems.
Problems in radiation shielding calculations with Monte Carlo methods
The Monte Carlo method is a very useful tool for solving a large class of radiation transport problem. In contrast with deterministic method, geometric complexity is a much less significant problem for Monte Carlo calculations. However, the accuracy of Monte Carlo calculations is of course, limited by statistical error of the quantities to be estimated. In this report, we point out some typical problems to solve a large shielding system including radiation streaming. The Monte Carlo coupling technique was developed to settle such a shielding problem accurately. However, the variance of the Monte Carlo results using the coupling technique of which detectors were located outside the radiation streaming, was still not enough. So as to bring on more accurate results for the detectors located outside the streaming and also for a multi-legged-duct streaming problem, a practicable way of ''Prism Scattering technique'' is proposed in the study. (author)
Monte Carlo methods and applications in nuclear physics
Monte Carlo methods for studying few- and many-body quantum systems are introduced, with special emphasis given to their applications in nuclear physics. Variational and Green's function Monte Carlo methods are presented in some detail. The status of calculations of light nuclei is reviewed, including discussions of the three-nucleon-interaction, charge and magnetic form factors, the coulomb sum rule, and studies of low-energy radiative transitions. 58 refs., 12 figs
Neuerburg, Kent M.
2007-01-01
Newton's Method, the recursive algorithm for computing the roots of an equation, is one of the most efficient and best known numerical techniques. The basics of the method are taught in any first-year calculus course. However, in most cases the two most important questions are often left unanswered. These questions are, "Where do I start?" and "When do I stop?" We give criteria for determining when a given value is a good starting value and how many iterations it will take to ...
A new method for the calculation of diffusion coefficients with Monte Carlo
This paper presents a new Monte Carlo-based method for the calculation of diffusion coefficients. One distinctive feature of this method is that it does not resort to the computation of transport cross sections directly, although their functional form is retained. Instead, a special type of tally derived from a deterministic estimate of Fick's Law is used for tallying the total cross section, which is then combined with a set of other standard Monte Carlo tallies. Some properties of this method are presented by means of numerical examples for a multi-group 1-D implementation. Calculated diffusion coefficients are in general good agreement with values obtained by other methods. (author)
A New Method for the Calculation of Diffusion Coefficients with Monte Carlo
Dorval, Eric
2014-06-01
This paper presents a new Monte Carlo-based method for the calculation of diffusion coefficients. One distinctive feature of this method is that it does not resort to the computation of transport cross sections directly, although their functional form is retained. Instead, a special type of tally derived from a deterministic estimate of Fick's Law is used for tallying the total cross section, which is then combined with a set of other standard Monte Carlo tallies. Some properties of this method are presented by means of numerical examples for a multi-group 1-D implementation. Calculated diffusion coefficients are in general good agreement with values obtained by other methods.
Implementation of Rosenbrock methods
Shampine, L. F.
1980-11-01
Rosenbrock formulas have shown promise in research codes for the solution of initial-value problems for stiff systems of ordinary differential equations (ODEs). To help assess their practical value, the author wrote an item of mathematical software based on such a formula. This required a variety of algorithmic and software developments. Those of general interest are reported in this paper. Among them is a way to select automatically, at every step, an explicit Runge-Kutta formula or a Rosenbrock formula according to the stiffness of the problem. Solving linear systems is important to methods for stiff ODEs, and is rather special for Rosenbrock methods. A cheap, effective estimate of the condition of the linear systems is derived. Some numerical results are presented to illustrate the developments.
Stochastic simulation and Monte-Carlo methods; Simulation stochastique et methodes de Monte-Carlo
Graham, C. [Centre National de la Recherche Scientifique (CNRS), 91 - Gif-sur-Yvette (France); Ecole Polytechnique, 91 - Palaiseau (France); Talay, D. [Institut National de Recherche en Informatique et en Automatique (INRIA), 78 - Le Chesnay (France); Ecole Polytechnique, 91 - Palaiseau (France)
2011-07-01
This book presents some numerical probabilistic methods of simulation with their convergence speed. It combines mathematical precision and numerical developments, each proposed method belonging to a precise theoretical context developed in a rigorous and self-sufficient manner. After some recalls about the big numbers law and the basics of probabilistic simulation, the authors introduce the martingales and their main properties. Then, they develop a chapter on non-asymptotic estimations of Monte-Carlo method errors. This chapter gives a recall of the central limit theorem and precises its convergence speed. It introduces the Log-Sobolev and concentration inequalities, about which the study has greatly developed during the last years. This chapter ends with some variance reduction techniques. In order to demonstrate in a rigorous way the simulation results of stochastic processes, the authors introduce the basic notions of probabilities and of stochastic calculus, in particular the essential basics of Ito calculus, adapted to each numerical method proposed. They successively study the construction and important properties of the Poisson process, of the jump and deterministic Markov processes (linked to transport equations), and of the solutions of stochastic differential equations. Numerical methods are then developed and the convergence speed results of algorithms are rigorously demonstrated. In passing, the authors describe the probabilistic interpretation basics of the parabolic partial derivative equations. Non-trivial applications to real applied problems are also developed. (J.S.)
Application of biasing techniques to the contributon Monte Carlo method
Recently, a new Monte Carlo Method called the Contribution Monte Carlo Method was developed. The method is based on the theory of contributions, and uses a new receipe for estimating target responses by a volume integral over the contribution current. The analog features of the new method were discussed in previous publications. The application of some biasing methods to the new contribution scheme is examined here. A theoretical model is developed that enables an analytic prediction of the benefit to be expected when these biasing schemes are applied to both the contribution method and regular Monte Carlo. This model is verified by a variety of numerical experiments and is shown to yield satisfying results, especially for deep-penetration problems. Other considerations regarding the efficient use of the new method are also discussed, and remarks are made as to the application of other biasing methods. 14 figures, 1 tables
Simulation and the Monte Carlo Method, Student Solutions Manual
Rubinstein, Reuven Y
2012-01-01
This accessible new edition explores the major topics in Monte Carlo simulation Simulation and the Monte Carlo Method, Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over twenty-five years ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, suc
A residual Monte Carlo method for discrete thermal radiative diffusion
Residual Monte Carlo methods reduce statistical error at a rate of exp(-bN), where b is a positive constant and N is the number of particle histories. Contrast this convergence rate with 1/√N, which is the rate of statistical error reduction for conventional Monte Carlo methods. Thus, residual Monte Carlo methods hold great promise for increased efficiency relative to conventional Monte Carlo methods. Previous research has shown that the application of residual Monte Carlo methods to the solution of continuum equations, such as the radiation transport equation, is problematic for all but the simplest of cases. However, the residual method readily applies to discrete systems as long as those systems are monotone, i.e., they produce positive solutions given positive sources. We develop a residual Monte Carlo method for solving a discrete 1D non-linear thermal radiative equilibrium diffusion equation, and we compare its performance with that of the discrete conventional Monte Carlo method upon which it is based. We find that the residual method provides efficiency gains of many orders of magnitude. Part of the residual gain is due to the fact that we begin each timestep with an initial guess equal to the solution from the previous timestep. Moreover, fully consistent non-linear solutions can be obtained in a reasonable amount of time because of the effective lack of statistical noise. We conclude that the residual approach has great potential and that further research into such methods should be pursued for more general discrete and continuum systems
Perfetti, Christopher M [ORNL; Martin, William R [University of Michigan; Rearden, Bradley T [ORNL; Williams, Mark L [ORNL
2012-01-01
Three methods for calculating continuous-energy eigenvalue sensitivity coefficients were developed and implemented into the SHIFT Monte Carlo code within the Scale code package. The methods were used for several simple test problems and were evaluated in terms of speed, accuracy, efficiency, and memory requirements. A promising new method for calculating eigenvalue sensitivity coefficients, known as the CLUTCH method, was developed and produced accurate sensitivity coefficients with figures of merit that were several orders of magnitude larger than those from existing methods.
A hybrid Monte Carlo and response matrix Monte Carlo method in criticality calculation
Full core calculations are very useful and important in reactor physics analysis, especially in computing the full core power distributions, optimizing the refueling strategies and analyzing the depletion of fuels. To reduce the computing time and accelerate the convergence, a method named Response Matrix Monte Carlo (RMMC) method based on analog Monte Carlo simulation was used to calculate the fixed source neutron transport problems in repeated structures. To make more accurate calculations, we put forward the RMMC method based on non-analog Monte Carlo simulation and investigate the way to use RMMC method in criticality calculations. Then a new hybrid RMMC and MC (RMMC+MC) method is put forward to solve the criticality problems with combined repeated and flexible geometries. This new RMMC+MC method, having the advantages of both MC method and RMMC method, can not only increase the efficiency of calculations, also simulate more complex geometries rather than repeated structures. Several 1-D numerical problems are constructed to test the new RMMC and RMMC+MC method. The results show that RMMC method and RMMC+MC method can efficiently reduce the computing time and variations in the calculations. Finally, the future research directions are mentioned and discussed at the end of this paper to make RMMC method and RMMC+MC method more powerful. (authors)
Comparison between Monte Carlo method and deterministic method
A fast critical assembly consists of a lattice of plates of sodium, plutonium or uranium, resulting in a high inhomogeneity. The inhomogeneity in the lattice should be evaluated carefully to determine the bias factor accurately. Deterministic procedures are generally used for the lattice calculation. To reduce the required calculation time, various one-dimensional lattice models have been developed previously to replace multi-dimensional models. In the present study, calculations are made for a two-dimensional model and results are compared with those obtained with one-dimensional models in terms of the average microscopic cross section of a lattice and diffusion coefficient. Inhomogeneity in a lattice affects the effective cross section and distribution of neutrons in the lattice. The background cross section determined by the method proposed by Tone is used here to calculate the effective cross section, and the neutron distribution is determined by the collision probability method. Several other methods have been proposed to calculate the effective cross section. The present study also applies the continuous energy Monte Carlo method to the calculation. A code based on this method is employed to evaluate several one-dimensional models. (Nogami, K.)
Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods
Jan Baldeaux; Eckhard Platen
2012-01-01
We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processes from this class. However, should the finance problem under consideration require e.g. continuous monitoring of the processes, the simulation algorithm can easily be embedded in a multilevel Monte Carlo scheme. We choose to introduce the finance problems under the benchmark approach, and find th...
Computing Greeks with Multilevel Monte Carlo Methods using Importance Sampling
Euget, Thomas
2012-01-01
This paper presents a new efficient way to reduce the variance of an estimator of popular payoffs and greeks encounter in financial mathematics. The idea is to apply Importance Sampling with the Multilevel Monte Carlo recently introduced by M.B. Giles. So far, Importance Sampling was proved successful in combination with standard Monte Carlo method. We will show efficiency of our approach on the estimation of financial derivatives prices and then on the estimation of Greeks (i.e. sensitivitie...
A New Method for Parallel Monte Carlo Tree Search
Mirsoleimani, S. Ali; Plaat, Aske; Herik, Jaap van den; Vermaseren, Jos
2016-01-01
In recent years there has been much interest in the Monte Carlo tree search algorithm, a new, adaptive, randomized optimization algorithm. In fields as diverse as Artificial Intelligence, Operations Research, and High Energy Physics, research has established that Monte Carlo tree search can find good solutions without domain dependent heuristics. However, practice shows that reaching high performance on large parallel machines is not so successful as expected. This paper proposes a new method...
New simpler method of matching NLO corrections with parton shower Monte Carlo
Jadach, S.; Placzek, W.; Sapeta, S.(CERN PH-TH, CH-1211, Geneva 23, Switzerland); Siodmok, A.; Skrzypek, M.
2016-01-01
Next steps in development of the KrkNLO method of implementing NLO QCD corrections to hard processes in parton shower Monte Carlo programs are presented. This new method is a simpler alternative to other well-known approaches, such as MC@NLO and POWHEG. The KrkNLO method owns its simplicity to the use of parton distribution functions (PDFs) in a new, so-called Monte Carlo (MC), factorization scheme which was recently fully defined for the first time. Preliminary numerical results for the Higg...
New simpler method of matching NLO corrections with parton shower Monte Carlo
Jadach, S; Sapeta, S; Siodmok, A; Skrzypek, M
2016-01-01
Next steps in development of the KrkNLO method of implementing NLO QCD corrections to hard processes in parton shower Monte Carlo programs are presented. This new method is a simpler alternative to other well-known approaches, such as MC@NLO and POWHEG. The KrkNLO method owns its simplicity to the use of parton distribution functions (PDFs) in a new, so-called Monte Carlo (MC), factorization scheme which was recently fully defined for the first time. Preliminary numerical results for the Higgs-boson production process are also presented.
Monte Carlo methods and models in finance and insurance
Korn, Ralf
2010-01-01
Offering a unique balance between applications and calculations, this book incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models. The book enables readers to find the right algorithm for a desired application and illustrates complicated methods and algorithms with simple applicat
Guideline of Monte Carlo calculation. Neutron/gamma ray transport simulation by Monte Carlo method
2002-01-01
This report condenses basic theories and advanced applications of neutron/gamma ray transport calculations in many fields of nuclear energy research. Chapters 1 through 5 treat historical progress of Monte Carlo methods, general issues of variance reduction technique, cross section libraries used in continuous energy Monte Carlo codes. In chapter 6, the following issues are discussed: fusion benchmark experiments, design of ITER, experiment analyses of fast critical assembly, core analyses of JMTR, simulation of pulsed neutron experiment, core analyses of HTTR, duct streaming calculations, bulk shielding calculations, neutron/gamma ray transport calculations of the Hiroshima atomic bomb. Chapters 8 and 9 treat function enhancements of MCNP and MVP codes, and a parallel processing of Monte Carlo calculation, respectively. An important references are attached at the end of this report.
Markov chain Monte Carlo methods: an introductory example
Klauenberg, Katy; Elster, Clemens
2016-02-01
When the Guide to the Expression of Uncertainty in Measurement (GUM) and methods from its supplements are not applicable, the Bayesian approach may be a valid and welcome alternative. Evaluating the posterior distribution, estimates or uncertainties involved in Bayesian inferences often requires numerical methods to avoid high-dimensional integrations. Markov chain Monte Carlo (MCMC) sampling is such a method—powerful, flexible and widely applied. Here, a concise introduction is given, illustrated by a simple, typical example from metrology. The Metropolis-Hastings algorithm is the most basic and yet flexible MCMC method. Its underlying concepts are explained and the algorithm is given step by step. The few lines of software code required for its implementation invite interested readers to get started. Diagnostics to evaluate the performance and common algorithmic choices are illustrated to calibrate the Metropolis-Hastings algorithm for efficiency. Routine application of MCMC algorithms may be hindered currently by the difficulty to assess the convergence of MCMC output and thus to assure the validity of results. An example points to the importance of convergence and initiates discussion about advantages as well as areas of research. Available software tools are mentioned throughout.
Implementation Method of Stable Model
Shasha Wu
2008-01-01
Full Text Available Software Stability Modeling (SSM is a promising software development methodology based on object-oriented programming to achieve model level stability and reusability. Among the three critical categories of objects proposed by SSM, the business objects play a critical role in connecting the stable problem essentials (enduringbusiness themes and the unstable object implementations (industry objects. The business objects are especially difficult to implement and often raise confusion in the implementation because of their unique characteristics: externally stable and internally unstable. The implementation and code level stability is not the major concern. How to implement the objects in a stable model through object-oriented programming without losing its stability is a big challenge in the real software development. In this paper, we propose new methods to realize the business objects in the implementation of stable model. We also rephrase the definition of the business objects from the implementation perspective, in hope the new description can help software developers to adopt and implement stable models more easily. Finally, we describe the implementation of a stable model for a balloon rental resource management scope to illustrate the advantages of the proposed method.
Monte Carlo methods for the self-avoiding walk
Janse van Rensburg, E J [Department of Mathematics and Statistics, York University, Toronto, ON M3J 1P3 (Canada)], E-mail: rensburg@yorku.ca
2009-08-14
The numerical simulation of self-avoiding walks remains a significant component in the study of random objects in lattices. In this review, I give a comprehensive overview of the current state of Monte Carlo simulations of models of self-avoiding walks. The self-avoiding walk model is revisited, and the motivations for Monte Carlo simulations of this model are discussed. Efficient sampling of self-avoiding walks remains an elusive objective, but significant progress has been made over the last three decades. The model still poses challenging numerical questions however, and I review specific Monte Carlo methods for improved sampling including general Monte Carlo techniques such as Metropolis sampling, umbrella sampling and multiple Markov Chain sampling. In addition, specific static and dynamic algorithms for walks are presented, and I give an overview of recent innovations in this field, including algorithms such as flatPERM, flatGARM and flatGAS. (topical review)
Monte Carlo methods for the self-avoiding walk
The numerical simulation of self-avoiding walks remains a significant component in the study of random objects in lattices. In this review, I give a comprehensive overview of the current state of Monte Carlo simulations of models of self-avoiding walks. The self-avoiding walk model is revisited, and the motivations for Monte Carlo simulations of this model are discussed. Efficient sampling of self-avoiding walks remains an elusive objective, but significant progress has been made over the last three decades. The model still poses challenging numerical questions however, and I review specific Monte Carlo methods for improved sampling including general Monte Carlo techniques such as Metropolis sampling, umbrella sampling and multiple Markov Chain sampling. In addition, specific static and dynamic algorithms for walks are presented, and I give an overview of recent innovations in this field, including algorithms such as flatPERM, flatGARM and flatGAS. (topical review)
Monte Carlo Methods for Tempo Tracking and Rhythm Quantization
Cemgil, A T; 10.1613/jair.1121
2011-01-01
We present a probabilistic generative model for timing deviations in expressive music performance. The structure of the proposed model is equivalent to a switching state space model. The switch variables correspond to discrete note locations as in a musical score. The continuous hidden variables denote the tempo. We formulate two well known music recognition problems, namely tempo tracking and automatic transcription (rhythm quantization) as filtering and maximum a posteriori (MAP) state estimation tasks. Exact computation of posterior features such as the MAP state is intractable in this model class, so we introduce Monte Carlo methods for integration and optimization. We compare Markov Chain Monte Carlo (MCMC) methods (such as Gibbs sampling, simulated annealing and iterative improvement) and sequential Monte Carlo methods (particle filters). Our simulation results suggest better results with sequential methods. The methods can be applied in both online and batch scenarios such as tempo tracking and transcr...
Monte Carlo method application to shielding calculations
CANDU spent fuel discharged from the reactor core contains Pu, so it must be stressed in two directions: tracing for the fuel reactivity in order to prevent critical mass formation and personnel protection during the spent fuel manipulation. The basic tasks accomplished by the shielding calculations in a nuclear safety analysis consist in dose rates calculations in order to prevent any risks both for personnel protection and impact on the environment during the spent fuel manipulation, transport and storage. To perform photon dose rates calculations the Monte Carlo MORSE-SGC code incorporated in SAS4 sequence from SCALE system was used. The paper objective was to obtain the photon dose rates to the spent fuel transport cask wall, both in radial and axial directions. As source of radiation one spent CANDU fuel bundle was used. All the geometrical and material data related to the transport cask were considered according to the shipping cask type B model, whose prototype has been realized and tested in the Institute for Nuclear Research Pitesti. (authors)
Quantum Monte Carlo diagonalization method as a variational calculation
Mizusaki, Takahiro; Otsuka, Takaharu [Tokyo Univ. (Japan). Dept. of Physics; Honma, Michio
1997-05-01
A stochastic method for performing large-scale shell model calculations is presented, which utilizes the auxiliary field Monte Carlo technique and diagonalization method. This method overcomes the limitation of the conventional shell model diagonalization and can extremely widen the feasibility of shell model calculations with realistic interactions for spectroscopic study of nuclear structure. (author)
Auxiliary-field quantum Monte Carlo methods in nuclei
Alhassid, Y
2016-01-01
Auxiliary-field quantum Monte Carlo methods enable the calculation of thermal and ground state properties of correlated quantum many-body systems in model spaces that are many orders of magnitude larger than those that can be treated by conventional diagonalization methods. We review recent developments and applications of these methods in nuclei using the framework of the configuration-interaction shell model.
Observations on variational and projector Monte Carlo methods
Variational Monte Carlo and various projector Monte Carlo (PMC) methods are presented in a unified manner. Similarities and differences between the methods and choices made in designing the methods are discussed. Both methods where the Monte Carlo walk is performed in a discrete space and methods where it is performed in a continuous space are considered. It is pointed out that the usual prescription for importance sampling may not be advantageous depending on the particular quantum Monte Carlo method used and the observables of interest, so alternate prescriptions are presented. The nature of the sign problem is discussed for various versions of PMC methods. A prescription for an exact PMC method in real space, i.e., a method that does not make a fixed-node or similar approximation and does not have a finite basis error, is presented. This method is likely to be practical for systems with a small number of electrons. Approximate PMC methods that are applicable to larger systems and go beyond the fixed-node approximation are also discussed
LISA data analysis using Markov chain Monte Carlo methods
The Laser Interferometer Space Antenna (LISA) is expected to simultaneously detect many thousands of low-frequency gravitational wave signals. This presents a data analysis challenge that is very different to the one encountered in ground based gravitational wave astronomy. LISA data analysis requires the identification of individual signals from a data stream containing an unknown number of overlapping signals. Because of the signal overlaps, a global fit to all the signals has to be performed in order to avoid biasing the solution. However, performing such a global fit requires the exploration of an enormous parameter space with a dimension upwards of 50 000. Markov Chain Monte Carlo (MCMC) methods offer a very promising solution to the LISA data analysis problem. MCMC algorithms are able to efficiently explore large parameter spaces, simultaneously providing parameter estimates, error analysis, and even model selection. Here we present the first application of MCMC methods to simulated LISA data and demonstrate the great potential of the MCMC approach. Our implementation uses a generalized F-statistic to evaluate the likelihoods, and simulated annealing to speed convergence of the Markov chains. As a final step we supercool the chains to extract maximum likelihood estimates, and estimates of the Bayes factors for competing models. We find that the MCMC approach is able to correctly identify the number of signals present, extract the source parameters, and return error estimates consistent with Fisher information matrix predictions
Monte Carlo methods for the reliability analysis of Markov systems
This paper presents Monte Carlo methods for the reliability analysis of Markov systems. Markov models are useful in treating dependencies between components. The present paper shows how the adjoint Monte Carlo method for the continuous time Markov process can be derived from the method for the discrete-time Markov process by a limiting process. The straightforward extensions to the treatment of mean unavailability (over a time interval) are given. System unavailabilities can also be estimated; this is done by making the system failed states absorbing, and not permitting repair from them. A forward Monte Carlo method is presented in which the weighting functions are related to the adjoint function. In particular, if the exact adjoint function is known then weighting factors can be constructed such that the exact answer can be obtained with a single Monte Carlo trial. Of course, if the exact adjoint function is known, there is no need to perform the Monte Carlo calculation. However, the formulation is useful since it gives insight into choices of the weight factors which will reduce the variance of the estimator
Introduction to Monte Carlo methods: sampling techniques and random numbers
The Monte Carlo method describes a very broad area of science, in which many processes, physical systems and phenomena that are statistical in nature and are difficult to solve analytically are simulated by statistical methods employing random numbers. The general idea of Monte Carlo analysis is to create a model, which is similar as possible to the real physical system of interest, and to create interactions within that system based on known probabilities of occurrence, with random sampling of the probability density functions. As the number of individual events (called histories) is increased, the quality of the reported average behavior of the system improves, meaning that the statistical uncertainty decreases. Assuming that the behavior of physical system can be described by probability density functions, then the Monte Carlo simulation can proceed by sampling from these probability density functions, which necessitates a fast and effective way to generate random numbers uniformly distributed on the interval (0,1). Particles are generated within the source region and are transported by sampling from probability density functions through the scattering media until they are absorbed or escaped the volume of interest. The outcomes of these random samplings or trials, must be accumulated or tallied in an appropriate manner to produce the desired result, but the essential characteristic of Monte Carlo is the use of random sampling techniques to arrive at a solution of the physical problem. The major components of Monte Carlo methods for random sampling for a given event are described in the paper
Frequency domain optical tomography using a Monte Carlo perturbation method
Yamamoto, Toshihiro; Sakamoto, Hiroki
2016-04-01
A frequency domain Monte Carlo method is applied to near-infrared optical tomography, where an intensity-modulated light source with a given modulation frequency is used to reconstruct optical properties. The frequency domain reconstruction technique allows for better separation between the scattering and absorption properties of inclusions, even for ill-posed inverse problems, due to cross-talk between the scattering and absorption reconstructions. The frequency domain Monte Carlo calculation for light transport in an absorbing and scattering medium has thus far been analyzed mostly for the reconstruction of optical properties in simple layered tissues. This study applies a Monte Carlo calculation algorithm, which can handle complex-valued particle weights for solving a frequency domain transport equation, to optical tomography in two-dimensional heterogeneous tissues. The Jacobian matrix that is needed to reconstruct the optical properties is obtained by a first-order "differential operator" technique, which involves less variance than the conventional "correlated sampling" technique. The numerical examples in this paper indicate that the newly proposed Monte Carlo method provides reconstructed results for the scattering and absorption coefficients that compare favorably with the results obtained from conventional deterministic or Monte Carlo methods.
Library Design in Combinatorial Chemistry by Monte Carlo Methods
Falcioni, Marco; Michael W. Deem
2000-01-01
Strategies for searching the space of variables in combinatorial chemistry experiments are presented, and a random energy model of combinatorial chemistry experiments is introduced. The search strategies, derived by analogy with the computer modeling technique of Monte Carlo, effectively search the variable space even in combinatorial chemistry experiments of modest size. Efficient implementations of the library design and redesign strategies are feasible with current experimental capabilities.
TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging
Badal, A [U.S. Food and Drug Administration (CDRH/OSEL), Silver Spring, MD (United States); Zbijewski, W [Johns Hopkins University, Baltimore, MD (United States); Bolch, W [University of Florida, Gainesville, FL (United States); Sechopoulos, I [Emory University, Atlanta, GA (United States)
2014-06-15
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, 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
Monte Carlo Form-Finding Method for Tensegrity Structures
Li, Yue; Feng, Xi-Qiao; Cao, Yan-Ping
2010-05-01
In this paper, we propose a Monte Carlo-based approach to solve tensegrity form-finding problems. It uses a stochastic procedure to find the deterministic equilibrium configuration of a tensegrity structure. The suggested Monte Carlo form-finding (MCFF) method is highly efficient because it does not involve complicated matrix operations and symmetry analysis and it works for arbitrary initial configurations. Both regular and non-regular tensegrity problems of large scale can be solved. Some representative examples are presented to demonstrate the efficiency and accuracy of this versatile method.
Latent uncertainties of the precalculated track Monte Carlo method
Purpose: While significant progress has been made in speeding up Monte Carlo (MC) dose calculation methods, they remain too time-consuming for the purpose of inverse planning. To achieve clinically usable calculation speeds, a precalculated Monte Carlo (PMC) algorithm for proton and electron transport was developed to run on graphics processing units (GPUs). The algorithm utilizes pregenerated particle track data from conventional MC codes for different materials such as water, bone, and lung to produce dose distributions in voxelized phantoms. While PMC methods have been described in the past, an explicit quantification of the latent uncertainty arising from the limited number of unique tracks in the pregenerated track bank is missing from the paper. With a proper uncertainty analysis, an optimal number of tracks in the pregenerated track bank can be selected for a desired dose calculation uncertainty. Methods: Particle tracks were pregenerated for electrons and protons using EGSnrc and GEANT4 and saved in a database. The PMC algorithm for track selection, rotation, and transport was implemented on the Compute Unified Device Architecture (CUDA) 4.0 programming framework. PMC dose distributions were calculated in a variety of media and compared to benchmark dose distributions simulated from the corresponding general-purpose MC codes in the same conditions. A latent uncertainty metric was defined and analysis was performed by varying the pregenerated track bank size and the number of simulated primary particle histories and comparing dose values to a “ground truth” benchmark dose distribution calculated to 0.04% average uncertainty in voxels with dose greater than 20% of Dmax. Efficiency metrics were calculated against benchmark MC codes on a single CPU core with no variance reduction. Results: Dose distributions generated using PMC and benchmark MC codes were compared and found to be within 2% of each other in voxels with dose values greater than 20% of the
Monte Carlo method is widely used for solving neutron transport equation. Basically Monte Carlo method treats continuous angle, space and energy. It gives very accurate solution when enough many particle histories are used, but it takes too long computation time. To reduce computation time, discrete Monte Carlo method was proposed. It is called Discrete Transport Monte Carlo (DTMC) method. It uses discrete space but continuous angle in mono energy one dimension problem and uses lump, linear-discontinuous (LLD) equation to make probabilities of leakage, scattering, and absorption. LLD may cause negative angular fluxes in highly scattering problem, so two scatter variance reduction method is applied to DTMC and shows very accurate solution in various problems. In transport Monte Carlo calculation, the particle history does not end for scattering event. So it also takes much computation time in highly scattering problem. To further reduce computation time, Discrete Diffusion Monte Carlo (DDMC) method is implemented. DDMC uses diffusion equation to make probabilities and has no scattering events. So DDMC takes very short computation time comparing with DTMC and shows very well-agreed results with cell-centered diffusion results. It is known that diffusion result may not be good in boundaries. So in hybrid method of DTMC and DDMC, boundary regions are calculated by DTMC and the other regions are calculated by DDMC. In this thesis, DTMC, DDMC and hybrid methods and their results of several problems are presented. The results show that DDMC and DTMC are well agreed with deterministic diffusion and transport results, respectively. The hybrid method shows transport-like results in problems where diffusion results are poor. The computation time of hybrid method is between DDMC and DTMC, as expected
Extending the alias Monte Carlo sampling method to general distributions
The alias method is a Monte Carlo sampling technique that offers significant advantages over more traditional methods. It equals the accuracy of table lookup and the speed of equal probable bins. The original formulation of this method sampled from discrete distributions and was easily extended to histogram distributions. We have extended the method further to applications more germane to Monte Carlo particle transport codes: continuous distributions. This paper presents the alias method as originally derived and our extensions to simple continuous distributions represented by piecewise linear functions. We also present a method to interpolate accurately between distributions tabulated at points other than the point of interest. We present timing studies that demonstrate the method's increased efficiency over table lookup and show further speedup achieved through vectorization. 6 refs., 12 figs., 2 tabs
Esquivel E, J.; Ramirez S, J. R.; Palacios H, J. C., E-mail: jaime.esquivel@fi.uaemex.mx [ININ, Carretera Mexico-Toluca s/n, 52750 Ocoyoacac, Estado de Mexico (Mexico)
2011-11-15
The present work shows predicted prices of the uranium, using a neural network. The importance of predicting financial indexes of an energy resource, in this case, allows establishing budgetary measures, as well as the costs of the resource to medium period. The uranium is part of the main energy generating fuels and as such, its price rebounds in the financial analyses, due to this is appealed to predictive methods to obtain an outline referent to the financial behaviour that will have in a certain time. In this study, two methodologies are used for the prediction of the uranium price: the Monte Carlo method and the neural networks. These methods allow predicting the indexes of monthly costs, for a two years period, starting from the second bimonthly of 2011. For the prediction the uranium costs are used, registered from the year 2005. (Author)
Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods
Baldeaux, Jan
2012-01-01
We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processes from this class. However, should the finance problem under consideration require e.g. continuous monitoring of the processes, the simulation algorithm can easily be embedded in a multilevel Monte Carlo scheme. We choose to introduce the finance problems under the benchmark approach, and find that this approach allows us to exploit conveniently the analytical tractability of these diffusion processes.
The Monte Carlo (MC) and discrete ordinates (SN) are the commonly used methods in the design of radiation shielding. Monte Carlo method is able to treat the geometry exactly, but time-consuming in dealing with the deep penetration problem. The discrete ordinate method has great computational efficiency, but it is quite costly in computer memory and it suffers from ray effect. Single discrete ordinates method or single Monte Carlo method has limitation in shielding calculation for large complex nuclear facilities. In order to solve the problem, the Monte Carlo and discrete ordinates bidirectional coupling method is developed. The bidirectional coupling method is implemented in the interface program to transfer the particle probability distribution of MC and angular flux of discrete ordinates. The coupling method combines the advantages of MC and SN. The test problems of cartesian and cylindrical coordinate have been calculated by the coupling methods. The calculation results are performed with comparison to MCNP and TORT and satisfactory agreements are obtained. The correctness of the program is proved. (authors)
MOSFET GATE CURRENT MODELLING USING MONTE-CARLO METHOD
Voves, J.; Vesely, J.
1988-01-01
The new technique for determining the probability of hot-electron travel through the gate oxide is presented. The technique is based on the Monte Carlo method and is used in MOSFET gate current modelling. The calculated values of gate current are compared with experimental results from direct measurements on MOSFET test chips.
Application of equivalence methods on Monte Carlo method based homogenization multi-group constants
The multi-group constants generated via continuous energy Monte Carlo method do not satisfy the equivalence between reference calculation and diffusion calculation applied in reactor core analysis. To the satisfaction of the equivalence theory, general equivalence theory (GET) and super homogenization method (SPH) were applied to the Monte Carlo method based group constants, and a simplified reactor core and C5G7 benchmark were examined with the Monte Carlo constants. The results show that the calculating precision of group constants is improved, and GET and SPH are good candidates for the equivalence treatment of Monte Carlo homogenization. (authors)
Implementation of Monte Carlo Dose calculation for CyberKnife treatment planning
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.
Implementation of Monte Carlo Dose calculation for CyberKnife treatment planning
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 (registered) 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 and 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
Implementation of Monte Carlo Dose calculation for CyberKnife treatment planning
Ma, C-M; Li, J S; Deng, J; Fan, J [Radiation Oncology Department, Fox Chase Cancer Center, Philadelphia, PA (United States)], E-mail: Charlie.ma@fccc.edu
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 (registered) 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 and 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.
A separable shadow Hamiltonian hybrid Monte Carlo method
Sweet, Christopher R.; Hampton, Scott S.; Skeel, Robert D.; Izaguirre, Jesús A.
2009-11-01
Hybrid Monte Carlo (HMC) is a rigorous sampling method that uses molecular dynamics (MD) as a global Monte Carlo move. The acceptance rate of HMC decays exponentially with system size. The shadow hybrid Monte Carlo (SHMC) was previously introduced to reduce this performance degradation by sampling instead from the shadow Hamiltonian defined for MD when using a symplectic integrator. SHMC's performance is limited by the need to generate momenta for the MD step from a nonseparable shadow Hamiltonian. We introduce the separable shadow Hamiltonian hybrid Monte Carlo (S2HMC) method based on a formulation of the leapfrog/Verlet integrator that corresponds to a separable shadow Hamiltonian, which allows efficient generation of momenta. S2HMC gives the acceptance rate of a fourth order integrator at the cost of a second-order integrator. Through numerical experiments we show that S2HMC consistently gives a speedup greater than two over HMC for systems with more than 4000 atoms for the same variance. By comparison, SHMC gave a maximum speedup of only 1.6 over HMC. S2HMC has the additional advantage of not requiring any user parameters beyond those of HMC. S2HMC is available in the program PROTOMOL 2.1. A Python version, adequate for didactic purposes, is also in MDL (http://mdlab.sourceforge.net/s2hmc).
Monte Carlo methods for pricing ﬁnancial options
N Bolia; S Juneja
2005-04-01
Pricing ﬁnancial options is amongst the most important and challenging problems in the modern ﬁnancial industry. Except in the simplest cases, the prices of options do not have a simple closed form solution and efﬁcient computational methods are needed to determine them. Monte Carlo methods have increasingly become a popular computational tool to price complex ﬁnancial options, especially when the underlying space of assets has a large dimensionality, as the performance of other numerical methods typically suffer from the ‘curse of dimensionality’. However, even Monte-Carlo techniques can be quite slow as the problem-size increases, motivating research in variance reduction techniques to increase the efﬁciency of the simulations. In this paper, we review some of the popular variance reduction techniques and their application to pricing options. We particularly focus on the recent Monte-Carlo techniques proposed to tackle the difﬁcult problem of pricing American options. These include: regression-based methods, random tree methods and stochastic mesh methods. Further, we show how importance sampling, a popular variance reduction technique, may be combined with these methods to enhance their effectiveness. We also brieﬂy review the evolving options market in India.
Stabilizing Canonical-Ensemble Calculations in the Auxiliary-Field Monte Carlo Method
Gilbreth, C N
2014-01-01
Quantum Monte Carlo methods are powerful techniques for studying strongly interacting Fermi systems. However, implementing these methods on computers with finite-precision arithmetic requires careful attention to numerical stability. In the auxiliary-field Monte Carlo (AFMC) method, low-temperature or large-model-space calculations require numerically stabilized matrix multiplication. When adapting methods used in the grand-canonical ensemble to the canonical ensemble of fixed particle number, the numerical stabilization increases the number of required floating-point operations for computing observables by a factor of the size of the single-particle model space, and thus can greatly limit the systems that can be studied. We describe an improved method for stabilizing canonical-ensemble calculations in AFMC that exhibits better scaling, and present numerical tests that demonstrate the accuracy and improved performance of the method.
Bayesian Monte Carlo method for nuclear data evaluation
A Bayesian Monte Carlo method is outlined which allows a systematic evaluation of nuclear reactions using the nuclear model code TALYS and the experimental nuclear reaction database EXFOR. The method is applied to all nuclides at the same time. First, the global predictive power of TALYS is numerically assessed, which enables to set the prior space of nuclear model solutions. Next, the method gradually zooms in on particular experimental data per nuclide, until for each specific target nuclide its existing experimental data can be used for weighted Monte Carlo sampling. To connect to the various different schools of uncertainty propagation in applied nuclear science, the result will be either an EXFOR-weighted covariance matrix or a collection of random files, each accompanied by the EXFOR-based weight. (orig.)
A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification
Wu, Keyi; Li, Jinglai
2016-09-01
In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter y. The performance parameter y is random due to the presence of various sources of uncertainty in the system, and our goal is to estimate the probability density function (PDF) of y. We propose to use the multicanonical Monte Carlo (MMC) method, a special type of adaptive importance sampling algorithms, to compute the PDF of interest. Moreover, we develop an adaptive algorithm to construct local Gaussian process surrogates to further accelerate the MMC iterations. With numerical examples we demonstrate that the proposed method can achieve several orders of magnitudes of speedup over the standard Monte Carlo methods.
Non-analogue Monte Carlo method, application to neutron simulation
With most of the traditional and contemporary techniques, it is still impossible to solve the transport equation if one takes into account a fully detailed geometry and if one studies precisely the interactions between particles and matters. Nowadays, only the Monte Carlo method offers such possibilities. However with significant attenuation, the natural simulation remains inefficient: it becomes necessary to use biasing techniques where the solution of the adjoint transport equation is essential. The Monte Carlo code Tripoli has been using such techniques successfully for a long time with different approximate adjoint solutions: these methods require from the user to find out some parameters. If this parameters are not optimal or nearly optimal, the biases simulations may bring about small figures of merit. This paper presents a description of the most important biasing techniques of the Monte Carlo code Tripoli ; then we show how to calculate the importance function for general geometry with multigroup cases. We present a completely automatic biasing technique where the parameters of the biased simulation are deduced from the solution of the adjoint transport equation calculated by collision probabilities. In this study we shall estimate the importance function through collision probabilities method and we shall evaluate its possibilities thanks to a Monte Carlo calculation. We compare different biased simulations with the importance function calculated by collision probabilities for one-group and multigroup problems. We have run simulations with new biasing method for one-group transport problems with isotropic shocks and for multigroup problems with anisotropic shocks. The results show that for the one-group and homogeneous geometry transport problems the method is quite optimal without splitting and russian roulette technique but for the multigroup and heterogeneous X-Y geometry ones the figures of merit are higher if we add splitting and russian roulette
Perfetti, C.; Martin, W. [Univ. of Michigan, Dept. of Nuclear Engineering and Radiological Sciences, 2355 Bonisteel Boulevard, Ann Arbor, MI 48109-2104 (United States); Rearden, B.; Williams, M. [Oak Ridge National Laboratory, Reactor and Nuclear Systems Div., Bldg. 5700, P.O. Box 2008, Oak Ridge, TN 37831-6170 (United States)
2012-07-01
Three methods for calculating continuous-energy eigenvalue sensitivity coefficients were developed and implemented into the Shift Monte Carlo code within the SCALE code package. The methods were used for two small-scale test problems and were evaluated in terms of speed, accuracy, efficiency, and memory requirements. A promising new method for calculating eigenvalue sensitivity coefficients, known as the CLUTCH method, was developed and produced accurate sensitivity coefficients with figures of merit that were several orders of magnitude larger than those from existing methods. (authors)
San Martini, F. M.; E. J. Dunlea; R. Volkamer; Onasch, T. B.; J. T. Jayne; Canagaratna, M. R.; Worsnop, D. R.; C. E. Kolb; J. H. Shorter; S. C. Herndon; M. S. Zahniser; D. Salcedo; Dzepina, K.; Jimenez, J. L; Ortega, J. M.
2006-01-01
A Markov Chain Monte Carlo model for integrating the observations of inorganic species with a thermodynamic equilibrium model was presented in Part I of this series. Using observations taken at three ground sites, i.e. a residential, industrial and rural site, during the MCMA-2003 campaign in Mexico City, the model is used to analyze the inorganic particle and ammonia data and to predict gas phase concentrations of nitric and hydrochloric acid. In general, the model is able to accurately pred...
San Martini, F. M.; Dunlea, E. J.; R. Volkamer; Onasch, T. B.; Jayne, J. T.; Canagaratna, M. R.; Worsnop, D. R.; Kolb, C. E.; Shorter, J. H.; Herndon, S. C.; Zahniser, M. S.; D. Salcedo; Dzepina, K.; Jimenez, J. L.; Ortega, J. M.
2006-01-01
A Markov Chain Monte Carlo model for integrating the observations of inorganic species with a thermodynamic equilibrium model was presented in Part I of this series. Using observations taken at three ground sites, i.e. a residential, industrial and rural site, during the MCMA-2003 campaign in Mexico City, the model is used to analyze the inorganic particle and ammonia data and to predict gas phase concentrations of nitric and hydrochloric acid. In general, the mode...
Efficient Monte Carlo methods for continuum radiative transfer
Juvela, M
2005-01-01
We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied. For spherically symmetric clouds we find that the computational cost of Monte Carlo simulations can be reduced, in some cases by orders of magnitude, with simple importance weighting schemes. This is particularly true for models consisting of cells of different sizes for which the run times would otherwise be determined by the size of the smallest cell. We present a new idea of extending importance weighting to scattered photons. This is found to be useful in calculations of scattered flux and could be important for three-dimensional models when observed intensity is needed only for one general direction of observations. Convergence of dust temperature calculations is studied for models with optical depths 10-10000. We examine acceleration methods where radiative interactio...
Multi-way Monte Carlo Method for Linear Systems
Wu, Tao; Gleich, David F.
2016-01-01
We study the Monte Carlo method for solving a linear system of the form $x = H x + b$. A sufficient condition for the method to work is $\\| H \\| < 1$, which greatly limits the usability of this method. We improve this condition by proposing a new multi-way Markov random walk, which is a generalization of the standard Markov random walk. Under our new framework we prove that the necessary and sufficient condition for our method to work is the spectral radius $\\rho(H^{+}) < 1$, which is a weake...
Monte Carlo methods and applications for the nuclear shell model
Dean, D. J.; White, J A
1998-01-01
The shell-model Monte Carlo (SMMC) technique transforms the traditional nuclear shell-model problem into a path-integral over auxiliary fields. We describe below the method and its applications to four physics issues: calculations of sdpf- shell nuclei, a discussion of electron-capture rates in pf-shell nuclei, exploration of pairing correlations in unstable nuclei, and level densities in rare earth systems.
Efficient Monte Carlo methods for light transport in scattering media
Jarosz, Wojciech
2008-01-01
In this dissertation we focus on developing accurate and efficient Monte Carlo methods for synthesizing images containing general participating media. Participating media such as clouds, smoke, and fog are ubiquitous in the world and are responsible for many important visual phenomena which are of interest to computer graphics as well as related fields. When present, the medium participates in lighting interactions by scattering or absorbing photons as they travel through the scene. Though th...
Calculating atomic and molecular properties using variational Monte Carlo methods
The authors compute a number of properties for the 1 1S, 21S, and 23S states of helium as well as the ground states of H2 and H/+3 using Variational Monte Carlo. These are in good agreement with previous calculations (where available). Electric-response constants for the ground states of helium, H2 and H+3 are computed as derivatives of the total energy. The method used to calculate these quantities is discussed in detail
Monte Carlo Methods and Applications for the Nuclear Shell Model
The shell-model Monte Carlo (SMMC) technique transforms the traditional nuclear shell-model problem into a path-integral over auxiliary fields. We describe below the method and its applications to four physics issues: calculations of sd-pf-shell nuclei, a discussion of electron-capture rates in pf-shell nuclei, exploration of pairing correlations in unstable nuclei, and level densities in rare earth systems
Calculations of pair production by Monte Carlo methods
We describe some of the technical design issues associated with the production of particle-antiparticle pairs in very large accelerators. To answer these questions requires extensive calculation of Feynman diagrams, in effect multi-dimensional integrals, which we evaluate by Monte Carlo methods on a variety of supercomputers. We present some portable algorithms for generating random numbers on vector and parallel architecture machines. 12 refs., 14 figs
Calculations of pair production by Monte Carlo methods
Bottcher, C.; Strayer, M.R.
1991-01-01
We describe some of the technical design issues associated with the production of particle-antiparticle pairs in very large accelerators. To answer these questions requires extensive calculation of Feynman diagrams, in effect multi-dimensional integrals, which we evaluate by Monte Carlo methods on a variety of supercomputers. We present some portable algorithms for generating random numbers on vector and parallel architecture machines. 12 refs., 14 figs.
Comparison of deterministic and Monte Carlo methods in shielding design
In shielding calculation, deterministic methods have some advantages and also some disadvantages relative to other kind of codes, such as Monte Carlo. The main advantage is the short computer time needed to find solutions while the disadvantages are related to the often-used build-up factor that is extrapolated from high to low energies or with unknown geometrical conditions, which can lead to significant errors in shielding results. The aim of this work is to investigate how good are some deterministic methods to calculating low-energy shielding, using attenuation coefficients and build-up factor corrections. Commercial software MicroShield 5.05 has been used as the deterministic code while MCNP has been used as the Monte Carlo code. Point and cylindrical sources with slab shield have been defined allowing comparison between the capability of both Monte Carlo and deterministic methods in a day-by-day shielding calculation using sensitivity analysis of significant parameters, such as energy and geometrical conditions. (authors)
A new lattice Monte Carlo method for simulating dielectric inhomogeneity
Duan, Xiaozheng; Wang, Zhen-Gang; Nakamura, Issei
We present a new lattice Monte Carlo method for simulating systems involving dielectric contrast between different species by modifying an algorithm originally proposed by Maggs et al. The original algorithm is known to generate attractive interactions between particles that have different dielectric constant than the solvent. Here we show that such attractive force is spurious, arising from incorrectly biased statistical weight caused by the particle motion during the Monte Carlo moves. We propose a new, simple algorithm to resolve this erroneous sampling. We demonstrate the application of our algorithm by simulating an uncharged polymer in a solvent with different dielectric constant. Further, we show that the electrostatic fields in ionic crystals obtained from our simulations with a relatively small simulation box correspond well with results from the analytical solution. Thus, our Monte Carlo method avoids the need for the Ewald summation in conventional simulation methods for charged systems. This work was supported by the National Natural Science Foundation of China (21474112 and 21404103). We are grateful to Computing Center of Jilin Province for essential support.
A new hybrid method--combined heat flux method with Monte-Carlo method to analyze thermal radiation
无
2006-01-01
A new hybrid method, Monte-Carlo-Heat-Flux (MCHF) method, was presented to analyze the radiative heat transfer of participating medium in a three-dimensional rectangular enclosure using combined the Monte-Carlo method with the heat flux method. Its accuracy and reliability was proved by comparing the computational results with exact results from classical "Zone Method".
An object-oriented implementation of a parallel Monte Carlo code for radiation transport
Santos, Pedro Duarte; Lani, Andrea
2016-05-01
This paper describes the main features of a state-of-the-art Monte Carlo solver for radiation transport which has been implemented within COOLFluiD, a world-class open source object-oriented platform for scientific simulations. The Monte Carlo code makes use of efficient ray tracing algorithms (for 2D, axisymmetric and 3D arbitrary unstructured meshes) which are described in detail. The solver accuracy is first verified in testcases for which analytical solutions are available, then validated for a space re-entry flight experiment (i.e. FIRE II) for which comparisons against both experiments and reference numerical solutions are provided. Through the flexible design of the physical models, ray tracing and parallelization strategy (fully reusing the mesh decomposition inherited by the fluid simulator), the implementation was made efficient and reusable.
A zero-variance (ZV) Monte Carlo transport method is a theoretical construct that, if it could be implemented on a practical computer, would produce the exact result after any number of histories. Unfortunately, ZV methods are impractical; to implement them, one must have complete knowledge of a certain adjoint flux, and acquiring this knowledge is an infinitely greater task than solving the original criticality or source-detector problem. (In fact, the adjoint flux itself yields the desired result, with no need of a Monte Carlo simulation) Nevertheless, ZV methods are of practical interest because it is possible to approximate them in ways that yield efficient variance-reduction schemes. Such implementations must be done carefully. For example, one must not change the mean of the final answer) The goal of variance reduction is to estimate the true mean with greater efficiency. In this paper, we describe new ZV methods for Monte Carlo criticality and source-detector problems. These methods have the same requirements (and disadvantages) as described earlier. However, their implementation is very different. Thus, the concept of approximating them to obtain practical variance-reduction schemes opens new possibilities. In previous ZV methods, (a) a single characteristic parameter (the k-eigenvalue or a detector response) of a forward transport problem is sought; (b) the exact solution of an adjoint problem must be known for all points in phase-space; and (c) a non-analog process, defined in terms of the adjoint solution, transports forward Monte Carlo particles from the source to the detector (in criticality problems, from the fission region, where a generation n fission neutron is born, back to the fission region, where generation n+1 fission neutrons are born). In the non-analog transport process, Monte Carlo particles (a) are born in the source region with weight equal to the desired characteristic parameter, (b) move through the system by an altered transport
Finite population-size effects in projection Monte Carlo methods
Projection (Green's function and diffusion) Monte Carlo techniques sample a wave function by a stochastic iterative procedure. It is shown that these methods converge to a stationary distribution which is unexpectedly biased, i.e., differs from the exact ground state wave function, and that this bias occurs because of the introduction of a replication procedure. It is demonstrated that these biased Monte Carlo algorithms lead to a modified effective mass which is equal to the desired mass only in the limit of an infinite population of walkers. In general, the bias scales as 1/N for a population of walkers of size N. Various strategies to reduce this bias are considered. (authors). 29 refs., 3 figs
A Hamiltonian Monte–Carlo method for Bayesian inference of supermassive black hole binaries
We investigate the use of a Hamiltonian Monte–Carlo to map out the posterior density function for supermassive black hole binaries. While previous Markov Chain Monte–Carlo (MCMC) methods, such as Metropolis–Hastings MCMC, have been successfully employed for a number of different gravitational wave sources, these methods are essentially random walk algorithms. The Hamiltonian Monte–Carlo treats the inverse likelihood surface as a ‘gravitational potential’ and by introducing canonical positions and momenta, dynamically evolves the Markov chain by solving Hamilton's equations of motion. This method is not as widely used as other MCMC algorithms due to the necessity of calculating gradients of the log-likelihood, which for most applications results in a bottleneck that makes the algorithm computationally prohibitive. We circumvent this problem by using accepted initial phase-space trajectory points to analytically fit for each of the individual gradients. Eliminating the waveform generation needed for the numerical derivatives reduces the total number of required templates for a 106 iteration chain from ∼109 to ∼106. The result is in an implementation of the Hamiltonian Monte–Carlo that is faster, and more efficient by a factor of approximately the dimension of the parameter space, than a Hessian MCMC. (paper)
TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging
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, 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 107 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
Monte Carlo methods in electron transport problems. Pt. 1
The condensed-history Monte Carlo method for charged particles transport is reviewed and discussed starting from a general form of the Boltzmann equation (Part I). The physics of the electronic interactions, together with some pedagogic example will be introduced in the part II. The lecture is directed to potential users of the method, for which it can be a useful introduction to the subject matter, and wants to establish the basis of the work on the computer code RECORD, which is at present in a developing stage
Highlights: • The subdivision combines both advantages of uniform and non-uniform schemes. • The grid models were proved to be more efficient than traditional CSG models. • Monte Carlo simulation performance was enhanced by Optimal Spatial Subdivision. • Efficiency gains were obtained for realistic whole reactor core models. - Abstract: Geometry navigation is one of the key aspects of dominating Monte Carlo particle transport simulation performance for large-scale whole reactor models. In such cases, spatial subdivision is an easily-established and high-potential method to improve the run-time performance. In this study, a dedicated method, named Optimal Spatial Subdivision, is proposed for generating numerically optimal spatial grid models, which are demonstrated to be more efficient for geometry navigation than traditional Constructive Solid Geometry (CSG) models. The method uses a recursive subdivision algorithm to subdivide a CSG model into non-overlapping grids, which are labeled as totally or partially occupied, or not occupied at all, by CSG objects. The most important point is that, at each stage of subdivision, a conception of quality factor based on a cost estimation function is derived to evaluate the qualities of the subdivision schemes. Only the scheme with optimal quality factor will be chosen as the final subdivision strategy for generating the grid model. Eventually, the model built with the optimal quality factor will be efficient for Monte Carlo particle transport simulation. The method has been implemented and integrated into the Super Monte Carlo program SuperMC developed by FDS Team. Testing cases were used to highlight the performance gains that could be achieved. Results showed that Monte Carlo simulation runtime could be reduced significantly when using the new method, even as cases reached whole reactor core model sizes
Dynamical Monte Carlo methods for plasma-surface reactions
Guerra, Vasco; Marinov, Daniil
2016-08-01
Different dynamical Monte Carlo algorithms to investigate molecule formation on surfaces are developed, evaluated and compared with the deterministic approach based on reaction-rate equations. These include a null event algorithm, the n-fold way/BKL algorithm and an ‘hybrid’ variant of the latter. NO2 formation by NO oxidation on Pyrex and O recombination on silica with the formation of O2 are taken as case studies. The influence of the grid size on the CPU calculation time and the accuracy of the results is analysed. The role of Langmuir–Hinsehlwood recombination involving two physisorbed atoms and the effect of back diffusion and its inclusion in a deterministic formulation are investigated and discussed. It is shown that dynamical Monte Carlo schemes are flexible, simple to implement, describe easily elementary processes that are not straightforward to include in deterministic simulations, can run very efficiently if appropriately chosen and give highly reliable results. Moreover, the present approach provides a relatively simple procedure to describe fully coupled surface and gas phase chemistries.
Monte Carlo implementation of a guiding-center Fokker-Planck kinetic equation
A Monte Carlo method for the collisional guiding-center Fokker-Planck kinetic equation is derived in the five-dimensional guiding-center phase space, where the effects of magnetic drifts due to the background magnetic field nonuniformity are included. It is shown that, in the limit of a homogeneous magnetic field, our guiding-center Monte Carlo collision operator reduces to the guiding-center Monte Carlo Coulomb operator previously derived by Xu and Rosenbluth [Phys. Fluids B 3, 627 (1991)]. Applications of the present work will focus on the collisional transport of energetic ions in complex nonuniform magnetized plasmas in the large mean-free-path (collisionless) limit, where magnetic drifts must be retained
Condensed history Monte Carlo methods for photon transport problems
We study methods for accelerating Monte Carlo simulations that retain most of the accuracy of conventional Monte Carlo algorithms. These methods - called Condensed History (CH) methods - have been very successfully used to model the transport of ionizing radiation in turbid systems. Our primary objective is to determine whether or not such methods might apply equally well to the transport of photons in biological tissue. In an attempt to unify the derivations, we invoke results obtained first by Lewis, Goudsmit and Saunderson and later improved by Larsen and Tolar. We outline how two of the most promising of the CH models - one based on satisfying certain similarity relations and the second making use of a scattering phase function that permits only discrete directional changes - can be developed using these approaches. The main idea is to exploit the connection between the space-angle moments of the radiance and the angular moments of the scattering phase function. We compare the results obtained when the two CH models studied are used to simulate an idealized tissue transport problem. The numerical results support our findings based on the theoretical derivations and suggest that CH models should play a useful role in modeling light-tissue interactions
MCNP4, a parallel Monte Carlo implementation on a workstation network
The Monte Carlo code MCNP4 has been implemented on a workstation network to allow parallel computing of Monte Carlo transport processes. This has been achieved by making use of the communication tool PVM (Parallel Virtual Machine) and introducing some changes in the MCNP4 code. The PVM daemons and user libraries have been installed on different workstations to allow working on the same platform. Essential features of PVM and the structure of the parallelized MCNP4 version are discussed in this paper. Experiences are described and problems are explained and solved with the extended version of MCNP. The efficiency of the parallelized MCNP4 is assessed for two realistic sample problems from the field of fusion neutronics. Compared with the fastest workstation in the network, a speed-up factor near five has been obtained by using a network of ten workstations, different in architecture and performance. (orig.)
Iridium 192 dosimetric study by Monte-Carlo method
The Monte-Carlo method was applied to a dosimetry of iridium192 in water and in air; an iridium-platinum alloy seed, enveloped by a platinum can, is used as source. The radioactive decay of this nuclide and the transport of emitted particles from the seed-source in the can and in the irradiated medium are simulated successively. The photons energy spectra outside the source, as well as dose distributions, are given. Phi(d) function is calculated and our results with various experimental values are compared
Research on Monte Carlo simulation method of industry CT system
There are a series of radiation physical problems in the design and production of industry CT system (ICTS), including limit quality index analysis; the effect of scattering, efficiency of detectors and crosstalk to the system. Usually the Monte Carlo (MC) Method is applied to resolve these problems. Most of them are of little probability, so direct simulation is very difficult, and existing MC methods and programs can't meet the needs. To resolve these difficulties, particle flux point auto-important sampling (PFPAIS) is given on the basis of auto-important sampling. Then, on the basis of PFPAIS, a particular ICTS simulation method: MCCT is realized. Compared with existing MC methods, MCCT is proved to be able to simulate the ICTS more exactly and effectively. Furthermore, the effects of all kinds of disturbances of ICTS are simulated and analyzed by MCCT. To some extent, MCCT can guide the research of the radiation physical problems in ICTS. (author)
The macro response Monte Carlo method for electron transport
Svatos, M M
1999-01-01
This thesis demonstrates the feasibility of basing dose calculations for electrons in radiotherapy on first-principles single scatter physics, in a calculation time that is comparable to or better than current electron Monte Carlo methods. The macro response Monte Carlo (MRMC) method achieves run times that have potential to be much faster than conventional electron transport methods such as condensed history. The problem is broken down into two separate transport calculations. The first stage is a local, single scatter calculation, which generates probability distribution functions (PDFs) to describe the electron's energy, position, and trajectory after leaving the local geometry, a small sphere or "kugel." A number of local kugel calculations were run for calcium and carbon, creating a library of kugel data sets over a range of incident energies (0.25-8 MeV) and sizes (0.025 to 0.1 cm in radius). The second transport stage is a global calculation, in which steps that conform to the size of the kugels in the...
'Odontologic dosimetric card' experiments and simulations using Monte Carlo methods
The techniques for data processing, combined with the development of fast and more powerful computers, makes the Monte Carlo methods one of the most widely used tools in the radiation transport simulation. For applications in diagnostic radiology, this method generally uses anthropomorphic phantoms to evaluate the absorbed dose to patients during exposure. In this paper, some Monte Carlo techniques were used to simulation of a testing device designed for intra-oral X-ray equipment performance evaluation called Odontologic Dosimetric Card (CDO of 'Cartao Dosimetrico Odontologico' in Portuguese) for different thermoluminescent detectors. This paper used two computational models of exposition RXD/EGS4 and CDO/EGS4. In the first model, the simulation results are compared with experimental data obtained in the similar conditions. The second model, it presents the same characteristics of the testing device studied (CDO). For the irradiations, the X-ray spectra were generated by the IPEM report number 78, spectrum processor. The attenuated spectrum was obtained for IEC 61267 qualities and various additional filters for a Pantak 320 X-ray industrial equipment. The results obtained for the study of the copper filters used in the determination of the kVp were compared with experimental data, validating the model proposed for the characterization of the CDO. The results shower of the CDO will be utilized in quality assurance programs in order to guarantee that the equipment fulfill the requirements of the Norm SVS No. 453/98 MS (Brazil) 'Directives of Radiation Protection in Medical and Dental Radiodiagnostic'. We conclude that the EGS4 is a suitable code Monte Carlo to simulate thermoluminescent dosimeters and experimental procedures employed in the routine of the quality control laboratory in diagnostic radiology. (author)
Application of Monte Carlo methods in tomotherapy and radiation biophysics
Hsiao, Ya-Yun
Helical tomotherapy is an attractive treatment for cancer therapy because highly conformal dose distributions can be achieved while the on-board megavoltage CT provides simultaneous images for accurate patient positioning. The convolution/superposition (C/S) dose calculation methods typically used for Tomotherapy treatment planning may overestimate skin (superficial) doses by 3-13%. Although more accurate than C/S methods, Monte Carlo (MC) simulations are too slow for routine clinical treatment planning. However, the computational requirements of MC can be reduced by developing a source model for the parts of the accelerator that do not change from patient to patient. This source model then becomes the starting point for additional simulations of the penetration of radiation through patient. In the first section of this dissertation, a source model for a helical tomotherapy is constructed by condensing information from MC simulations into series of analytical formulas. The MC calculated percentage depth dose and beam profiles computed using the source model agree within 2% of measurements for a wide range of field sizes, which suggests that the proposed source model provides an adequate representation of the tomotherapy head for dose calculations. Monte Carlo methods are a versatile technique for simulating many physical, chemical and biological processes. In the second major of this thesis, a new methodology is developed to simulate of the induction of DNA damage by low-energy photons. First, the PENELOPE Monte Carlo radiation transport code is used to estimate the spectrum of initial electrons produced by photons. The initial spectrum of electrons are then combined with DNA damage yields for monoenergetic electrons from the fast Monte Carlo damage simulation (MCDS) developed earlier by Semenenko and Stewart (Purdue University). Single- and double-strand break yields predicted by the proposed methodology are in good agreement (1%) with the results of published
A study of potential energy curves from the model space quantum Monte Carlo method
Ohtsuka, Yuhki; Ten-no, Seiichiro, E-mail: tenno@cs.kobe-u.ac.jp [Department of Computational Sciences, Graduate School of System Informatics, Kobe University, Nada-ku, Kobe 657-8501 (Japan)
2015-12-07
We report on the first application of the model space quantum Monte Carlo (MSQMC) to potential energy curves (PECs) for the excited states of C{sub 2}, N{sub 2}, and O{sub 2} to validate the applicability of the method. A parallel MSQMC code is implemented with the initiator approximation to enable efficient sampling. The PECs of MSQMC for various excited and ionized states are compared with those from the Rydberg-Klein-Rees and full configuration interaction methods. The results indicate the usefulness of MSQMC for precise PECs in a wide range obviating problems concerning quasi-degeneracy.
Time-step limits for a Monte Carlo Compton-scattering method
Densmore, Jeffery D [Los Alamos National Laboratory; Warsa, James S [Los Alamos National Laboratory; Lowrie, Robert B [Los Alamos National Laboratory
2008-01-01
Compton scattering is an important aspect of radiative transfer in high energy density applications. In this process, the frequency and direction of a photon are altered by colliding with a free electron. The change in frequency of a scattered photon results in an energy exchange between the photon and target electron and energy coupling between radiation and matter. Canfield, Howard, and Liang have presented a Monte Carlo method for simulating Compton scattering that models the photon-electron collision kinematics exactly. However, implementing their technique in multiphysics problems that include the effects of radiation-matter energy coupling typically requires evaluating the material temperature at its beginning-of-time-step value. This explicit evaluation can lead to unstable and oscillatory solutions. In this paper, we perform a stability analysis of this Monte Carlo method and present time-step limits that avoid instabilities and nonphysical oscillations by considering a spatially independent, purely scattering radiative-transfer problem. Examining a simplified problem is justified because it isolates the effects of Compton scattering, and existing Monte Carlo techniques can robustly model other physics (such as absorption, emission, sources, and photon streaming). Our analysis begins by simplifying the equations that are solved via Monte Carlo within each time step using the Fokker-Planck approximation. Next, we linearize these approximate equations about an equilibrium solution such that the resulting linearized equations describe perturbations about this equilibrium. We then solve these linearized equations over a time step and determine the corresponding eigenvalues, quantities that can predict the behavior of solutions generated by a Monte Carlo simulation as a function of time-step size and other physical parameters. With these results, we develop our time-step limits. This approach is similar to our recent investigation of time discretizations for the
Multilevel Monte Carlo methods for computing failure probability of porous media flow systems
Fagerlund, F.; Hellman, F.; Målqvist, A.; Niemi, A.
2016-08-01
We study improvements of the standard and multilevel Monte Carlo method for point evaluation of the cumulative distribution function (failure probability) applied to porous media two-phase flow simulations with uncertain permeability. To illustrate the methods, we study an injection scenario where we consider sweep efficiency of the injected phase as quantity of interest and seek the probability that this quantity of interest is smaller than a critical value. In the sampling procedure, we use computable error bounds on the sweep efficiency functional to identify small subsets of realizations to solve highest accuracy by means of what we call selective refinement. We quantify the performance gains possible by using selective refinement in combination with both the standard and multilevel Monte Carlo method. We also identify issues in the process of practical implementation of the methods. We conclude that significant savings in computational cost are possible for failure probability estimation in a realistic setting using the selective refinement technique, both in combination with standard and multilevel Monte Carlo.
Application of Macro Response Monte Carlo method for electron spectrum simulation
During the past years several variance reduction techniques for Monte Carlo electron transport have been developed in order to reduce the electron computation time transport for absorbed dose distribution. We have implemented the Macro Response Monte Carlo (MRMC) method to evaluate the electron spectrum which can be used as a phase space input for others simulation programs. Such technique uses probability distributions for electron histories previously simulated in spheres (called kugels). These probabilities are used to sample the primary electron final state, as well as the creation secondary electrons and photons. We have compared the MRMC electron spectra simulated in homogeneous phantom against the Geant4 spectra. The results showed an agreement better than 6% in the spectra peak energies and that MRMC code is up to 12 time faster than Geant4 simulations
Monte Carlo implementation, validation, and characterization of a 120 leaf MLC
Purpose: Recently, the new high definition multileaf collimator (HD120 MLC) was commercialized by Varian Medical Systems providing high resolution in the center section of the treatment field. The aim of this work is to investigate the characteristics of the HD120 MLC using Monte Carlo (MC) methods. Methods: Based on the information of the manufacturer, the HD120 MLC was implemented into the already existing Swiss MC Plan (SMCP). The implementation has been configured by adjusting the physical density and the air gap between adjacent leaves in order to match transmission profile measurements for 6 and 15 MV beams of a Novalis TX. These measurements have been performed in water using gafchromic films and an ionization chamber at an SSD of 95 cm and a depth of 5 cm. The implementation was validated by comparing diamond measured and calculated penumbra values (80%-20%) for different field sizes and water depths. Additionally, measured and calculated dose distributions for a head and neck IMRT case using the DELTA4 phantom have been compared. The validated HD120 MLC implementation has been used for its physical characterization. For this purpose, phase space (PS) files have been generated below the fully closed multileaf collimator (MLC) of a 40 x 22 cm2 field size for 6 and 15 MV. The PS files have been analyzed in terms of energy spectra, mean energy, fluence, and energy fluence in the direction perpendicular to the MLC leaves and have been compared with the corresponding data using the well established Varian 80 leaf (MLC80) and Millennium M120 (M120 MLC) MLCs. Additionally, the impact of the tongue and groove design of the MLCs on dose has been characterized. Results: Calculated transmission values for the HD120 MLC are 1.25% and 1.34% in the central part of the field for the 6 and 15 MV beam, respectively. The corresponding ionization chamber measurements result in a transmission of 1.20% and 1.35%. Good agreement has been found for the comparison between
Tyagi, Neelam; Bose, Abhijit; Chetty, Indrin J
2004-09-01
We have parallelized the Dose Planning Method (DPM), a Monte Carlo code optimized for radiotherapy class problems, on distributed-memory processor architectures using the Message Passing Interface (MPI). Parallelization has been investigated on a variety of parallel computing architectures at the University of Michigan-Center for Advanced Computing, with respect to efficiency and speedup as a function of the number of processors. We have integrated the parallel pseudo random number generator from the Scalable Parallel Pseudo-Random Number Generator (SPRNG) library to run with the parallel DPM. The Intel cluster consisting of 800 MHz Intel Pentium III processor shows an almost linear speedup up to 32 processors for simulating 1 x 10(8) or more particles. The speedup results are nearly linear on an Athlon cluster (up to 24 processors based on availability) which consists of 1.8 GHz+ Advanced Micro Devices (AMD) Athlon processors on increasing the problem size up to 8 x 10(8) histories. For a smaller number of histories (1 x 10(8)) the reduction of efficiency with the Athlon cluster (down to 83.9% with 24 processors) occurs because the processing time required to simulate 1 x 10(8) histories is less than the time associated with interprocessor communication. A similar trend was seen with the Opteron Cluster (consisting of 1400 MHz, 64-bit AMD Opteron processors) on increasing the problem size. Because of the 64-bit architecture Opteron processors are capable of storing and processing instructions at a faster rate and hence are faster as compared to the 32-bit Athlon processors. We have validated our implementation with an in-phantom dose calculation study using a parallel pencil monoenergetic electron beam of 20 MeV energy. The phantom consists of layers of water, lung, bone, aluminum, and titanium. The agreement in the central axis depth dose curves and profiles at different depths shows that the serial and parallel codes are equivalent in accuracy. PMID:15487756
We have parallelized the Dose Planning Method (DPM), a Monte Carlo code optimized for radiotherapy class problems, on distributed-memory processor architectures using the Message Passing Interface (MPI). Parallelization has been investigated on a variety of parallel computing architectures at the University of Michigan-Center for Advanced Computing, with respect to efficiency and speedup as a function of the number of processors. We have integrated the parallel pseudo random number generator from the Scalable Parallel Pseudo-Random Number Generator (SPRNG) library to run with the parallel DPM. The Intel cluster consisting of 800 MHz Intel Pentium III processor shows an almost linear speedup up to 32 processors for simulating 1x108 or more particles. The speedup results are nearly linear on an Athlon cluster (up to 24 processors based on availability) which consists of 1.8 GHz+ Advanced Micro Devices (AMD) Athlon processors on increasing the problem size up to 8x108 histories. For a smaller number of histories (1x108) the reduction of efficiency with the Athlon cluster (down to 83.9% with 24 processors) occurs because the processing time required to simulate 1x108 histories is less than the time associated with interprocessor communication. A similar trend was seen with the Opteron Cluster (consisting of 1400 MHz, 64-bit AMD Opteron processors) on increasing the problem size. Because of the 64-bit architecture Opteron processors are capable of storing and processing instructions at a faster rate and hence are faster as compared to the 32-bit Athlon processors. We have validated our implementation with an in-phantom dose calculation study using a parallel pencil monoenergetic electron beam of 20 MeV energy. The phantom consists of layers of water, lung, bone, aluminum, and titanium. The agreement in the central axis depth dose curves and profiles at different depths shows that the serial and parallel codes are equivalent in accuracy
A new DNB design method using the system moment method combined with Monte Carlo simulation
A new statistical method of core thermal design for pressurized water reactors is presented. It not only quantifies the DNBR parameter uncertainty by the system moment method, but also combines the DNBR parameter with correlation uncertainty using Monte Carlo technique. The randomizing function for Monte Carlo simulation was expressed in a form of reciprocal-multiplication of DNBR parameter and correlation uncertainty factors. The results of comparisons with the conventional methods show that the DNBR limit calculated by this method is in good agreement with that by the SCU method with less computational effort and it is considered applicable to the current DNB design
S. J. Noh
2011-10-01
Full Text Available Data assimilation techniques have received growing attention due to their capability to improve prediction. Among various data assimilation techniques, sequential Monte Carlo (SMC methods, known as "particle filters", are a Bayesian learning process that has the capability to handle non-linear and non-Gaussian state-space models. In this paper, we propose an improved particle filtering approach to consider different response times of internal state variables in a hydrologic model. The proposed method adopts a lagged filtering approach to aggregate model response until the uncertainty of each hydrologic process is propagated. The regularization with an additional move step based on the Markov chain Monte Carlo (MCMC methods is also implemented to preserve sample diversity under the lagged filtering approach. A distributed hydrologic model, water and energy transfer processes (WEP, is implemented for the sequential data assimilation through the updating of state variables. The lagged regularized particle filter (LRPF and the sequential importance resampling (SIR particle filter are implemented for hindcasting of streamflow at the Katsura catchment, Japan. Control state variables for filtering are soil moisture content and overland flow. Streamflow measurements are used for data assimilation. LRPF shows consistent forecasts regardless of the process noise assumption, while SIR has different values of optimal process noise and shows sensitive variation of confidential intervals, depending on the process noise. Improvement of LRPF forecasts compared to SIR is particularly found for rapidly varied high flows due to preservation of sample diversity from the kernel, even if particle impoverishment takes place.
Harries, Tim J
2015-01-01
We present a set of new numerical methods that are relevant to calculating radiation pressure terms in hydrodynamics calculations, with a particular focus on massive star formation. The radiation force is determined from a Monte Carlo estimator and enables a complete treatment of the detailed microphysics, including polychromatic radiation and anisotropic scattering, in both the free-streaming and optically-thick limits. Since the new method is computationally demanding we have developed two new methods that speed up the algorithm. The first is a photon packet splitting algorithm that enables efficient treatment of the Monte Carlo process in very optically thick regions. The second is a parallelisation method that distributes the Monte Carlo workload over many instances of the hydrodynamic domain, resulting in excellent scaling of the radiation step. We also describe the implementation of a sink particle method that enables us to follow the accretion onto, and the growth of, the protostars. We detail the resu...
The macro response Monte Carlo method for electron transport
Svatos, M M
1998-09-01
The main goal of this thesis was to prove the feasibility of basing electron depth dose calculations in a phantom on first-principles single scatter physics, in an amount of time that is equal to or better than current electron Monte Carlo methods. The Macro Response Monte Carlo (MRMC) method achieves run times that are on the order of conventional electron transport methods such as condensed history, with the potential to be much faster. This is possible because MRMC is a Local-to-Global method, meaning the problem is broken down into two separate transport calculations. The first stage is a local, in this case, single scatter calculation, which generates probability distribution functions (PDFs) to describe the electron's energy, position and trajectory after leaving the local geometry, a small sphere or "kugel" A number of local kugel calculations were run for calcium and carbon, creating a library of kugel data sets over a range of incident energies (0.25 MeV - 8 MeV) and sizes (0.025 cm to 0.1 cm in radius). The second transport stage is a global calculation, where steps that conform to the size of the kugels in the library are taken through the global geometry. For each step, the appropriate PDFs from the MRMC library are sampled to determine the electron's new energy, position and trajectory. The electron is immediately advanced to the end of the step and then chooses another kugel to sample, which continues until transport is completed. The MRMC global stepping code was benchmarked as a series of subroutines inside of the Peregrine Monte Carlo code. It was compared to Peregrine's class II condensed history electron transport package, EGS4, and MCNP for depth dose in simple phantoms having density inhomogeneities. Since the kugels completed in the library were of relatively small size, the zoning of the phantoms was scaled down from a clinical size, so that the energy deposition algorithms for spreading dose across 5-10 zones per kugel could
A CNS calculation line based on a Monte Carlo method
Full text: The design of the moderator cell of a Cold Neutron Source (CNS) involves many different considerations regarding geometry, location, and materials. Decisions taken in this sense affect not only the neutron flux in the source neighborhood, which can be evaluated by a standard empirical method, but also the neutron flux values in experimental positions far away of the neutron source. At long distances from the neutron source, very time consuming 3D deterministic methods or Monte Carlo transport methods are necessary in order to get accurate figures. Standard and typical terminology such as average neutron flux, neutron current, angular flux, luminosity, are magnitudes very difficult to evaluate in positions located several meters away from the neutron source. The Monte Carlo method is a unique and powerful tool to transport neutrons. Its use in a bootstrap scheme appears to be an appropriate solution for this type of systems. The proper use of MCNP as the main tool leads to a fast and reliable method to perform calculations in a relatively short time with low statistical errors. The design goal is to evaluate the performance of the neutron sources, their beam tubes and neutron guides at specific experimental locations in the reactor hall as well as in the neutron or experimental hall. In this work, the calculation methodology used to design Cold, Thermal and Hot Neutron Sources and their associated Neutron Beam Transport Systems, based on the use of the MCNP code, is presented. This work also presents some changes made to the cross section libraries in order to cope with cryogenic moderators such as liquid hydrogen and liquid deuterium. (author)
F. M. San Martini
2006-01-01
Full Text Available A Markov Chain Monte Carlo model for integrating the observations of inorganic species with a thermodynamic equilibrium model was presented in Part I of this series. Using observations taken at three ground sites, i.e. a residential, industrial and rural site, during the MCMA-2003 campaign in Mexico City, the model is used to analyze the inorganic particle and ammonia data and to predict gas phase concentrations of nitric and hydrochloric acid. In general, the model is able to accurately predict the observed inorganic particle concentrations at all three sites. The agreement between the predicted and observed gas phase ammonia concentration is excellent. The NOz concentration calculated from the NOy, NO and NO2 observations is of limited use in constraining the gas phase nitric acid concentration given the large uncertainties in this measure of nitric acid and additional reactive nitrogen species. Focusing on the acidic period of 9–11 April identified by Salcedo et al. (2006, the model accurately predicts the particle phase observations during this period with the exception of the nitrate predictions after 10:00 a.m. (Central Daylight Time, CDT on 9 April, where the model underpredicts the observations by, on average, 20%. This period had a low planetary boundary layer, very high particle concentrations, and higher than expected nitrogen dioxide concentrations. For periods when the particle chloride observations are consistently above the detection limit, the model is able to both accurately predict the particle chloride mass concentrations and provide well-constrained HCl (g concentrations. The availability of gas-phase ammonia observations helps constrain the predicted HCl (g concentrations. When the particles are aqueous, the most likely concentrations of HCl (g are in the sub-ppbv range. The most likely predicted concentration of HCl (g was found to reach concentrations of order 10 ppbv if the particles are dry. Finally, the
Hybrid Deterministic-Monte Carlo Methods for Neutral Particle Transport
In the history of transport analysis methodology for nuclear systems, there have been two fundamentally different methods, i.e., deterministic and Monte Carlo (MC) methods. Even though these two methods coexisted for the past 60 years and are complementary each other, they never been coded in the same computer codes. Recently, however, researchers have started to consider to combine these two methods in a computer code to make use of the strengths of two algorithms and avoid weaknesses. Although the advanced modern deterministic techniques such as method of characteristics (MOC) can solve a multigroup transport equation very accurately, there are still uncertainties in the MOC solutions due to the inaccuracy of the multigroup cross section data caused by approximations in the process of multigroup cross section generation, i.e., equivalence theory, interference effects, etc. Conversely, the MC method can handle the resonance shielding effect accurately when sufficiently many neutron histories are used but it takes a long calculation time. There was also a research to combine a multigroup transport and a continuous energy transport solver in a computer code system depending on the energy range. This paper proposes a hybrid deterministic-MC method in which a multigroup MOC method is used for high and low energy range and continuous MC method is used for the intermediate resonance energy range for efficient and accurate transport analysis
The derivation of Particle Monte Carlo methods for plasma modeling from transport equations
Longo, Savino
2008-01-01
We analyze here in some detail, the derivation of the Particle and Monte Carlo methods of plasma simulation, such as Particle in Cell (PIC), Monte Carlo (MC) and Particle in Cell / Monte Carlo (PIC/MC) from formal manipulation of transport equations.
Methods for variance reduction in Monte Carlo simulations
Bixler, Joel N.; Hokr, Brett H.; Winblad, Aidan; Elpers, Gabriel; Zollars, Byron; 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, due to the probabilistic nature of these simulations, large numbers of photons are often required in order to generate relevant results. Here, we present methods for reduction in the variance of dose distribution in a computational volume. Dose distribution is computed via tracing of a large number of rays, and tracking the absorption and scattering of the rays within discrete voxels that comprise the volume. Variance reduction is shown here using quasi-random sampling, interaction forcing for weakly scattering media, and dose smoothing via bi-lateral filtering. These methods, along with the corresponding performance enhancements are detailed here.
Radiative heat transfer by the Monte Carlo method
Hartnett †, James P; Cho, Young I; Greene, George A; Taniguchi, Hiroshi; Yang, Wen-Jei; Kudo, Kazuhiko
1995-01-01
This book presents the basic principles and applications of radiative heat transfer used in energy, space, and geo-environmental engineering, and can serve as a reference book for engineers and scientists in researchand development. A PC disk containing software for numerical analyses by the Monte Carlo method is included to provide hands-on practice in analyzing actual radiative heat transfer problems.Advances in Heat Transfer is designed to fill the information gap between regularly scheduled journals and university level textbooks by providing in-depth review articles over a broader scope than journals or texts usually allow.Key Features* Offers solution methods for integro-differential formulation to help avoid difficulties* Includes a computer disk for numerical analyses by PC* Discusses energy absorption by gas and scattering effects by particles* Treats non-gray radiative gases* Provides example problems for direct applications in energy, space, and geo-environmental engineering
Modelling a gamma irradiation process using the Monte Carlo method
Soares, Gabriela A.; Pereira, Marcio T., E-mail: gas@cdtn.br, E-mail: mtp@cdtn.br [Centro de Desenvolvimento da Tecnologia Nuclear (CDTN/CNEN-MG), Belo Horizonte, MG (Brazil)
2011-07-01
In gamma irradiation service it is of great importance the evaluation of absorbed dose in order to guarantee the service quality. When physical structure and human resources are not available for performing dosimetry in each product irradiated, the appliance of mathematic models may be a solution. Through this, the prediction of the delivered dose in a specific product, irradiated in a specific position and during a certain period of time becomes possible, if validated with dosimetry tests. At the gamma irradiation facility of CDTN, equipped with a Cobalt-60 source, the Monte Carlo method was applied to perform simulations of products irradiations and the results were compared with Fricke dosimeters irradiated under the same conditions of the simulations. The first obtained results showed applicability of this method, with a linear relation between simulation and experimental results. (author)
The discrete angle technique combined with the subgroup Monte Carlo method
We are investigating the use of the discrete angle technique for taking into account anisotropy scattering in the case of a subgroup (or multiband) Monte Carlo algorithm implemented in the DRAGON lattice code. In order to use the same input library data already available for deterministic methods, only Legendre moments of the isotopic transfer cross sections are available, typically computed by the GROUPR module of NJOY. However the direct use of these data is impractical into a Monte Carlo algorithm, due to the occurrence of negative parts into these distributions. To deal with this limitation, Legendre expansions are consistently converted by a moment method into sums of Dirac-delta distributions. These probability tables can then be directly used to sample the scattering cosine. In this proposed approach, the same moment approach is used to compute probability tables for the scattering angle and for the resonant cross sections. The applicability of the moment approach shall however be thoroughly investigated, due to the presence of incoherent Legendre moments. When Dirac angles can not be computed, the discrete angle technique is substituted by legacy semi-analytic methods. We provide numerical examples to illustrate the methodology by comparison with SN and legacy Monte Carlo codes on several benchmarks from the ICSBEP. (author)
Monte Carlo Methods for Rough Free Energy Landscapes: Population Annealing and Parallel Tempering
Machta, Jon; Ellis, Richard S.
2011-01-01
Parallel tempering and population annealing are both effective methods for simulating equilibrium systems with rough free energy landscapes. Parallel tempering, also known as replica exchange Monte Carlo, is a Markov chain Monte Carlo method while population annealing is a sequential Monte Carlo method. Both methods overcome the exponential slowing associated with high free energy barriers. The convergence properties and efficiency of the two methods are compared. For large systems, populatio...
Reactor physics analysis method based on Monte Carlo homogenization
Background: Many new concepts of nuclear energy systems with complicated geometric structures and diverse energy spectra have been put forward to meet the future demand of nuclear energy market. The traditional deterministic neutronics analysis method has been challenged in two aspects: one is the ability of generic geometry processing; the other is the multi-spectrum applicability of the multi-group cross section libraries. The Monte Carlo (MC) method predominates the suitability of geometry and spectrum, but faces the problems of long computation time and slow convergence. Purpose: This work aims to find a novel scheme to take the advantages of both methods drawn from the deterministic core analysis method and MC method. Methods: A new two-step core analysis scheme is proposed to combine the geometry modeling capability and continuous energy cross section libraries of MC method, as well as the higher computational efficiency of deterministic method. First of all, the MC simulations are performed for assembly, and the assembly homogenized multi-group cross sections are tallied at the same time. Then, the core diffusion calculations can be done with these multi-group cross sections. Results: The new scheme can achieve high efficiency while maintain acceptable precision. Conclusion: The new scheme can be used as an effective tool for the design and analysis of innovative nuclear energy systems, which has been verified by numeric tests. (authors)
Zhang, Aizhen; Wen, Ning; Nurushev, Teamour; Burmeister, Jay; Chetty, Indrin J
2013-01-01
A commercial electron Monte Carlo (eMC) dose calculation algorithm has become available in Eclipse treatment planning system. The purpose of this work was to evaluate the eMC algorithm and investigate the clinical implementation of this system. The beam modeling of the eMC algorithm was performed for beam energies of 6, 9, 12, 16, and 20 MeV for a Varian Trilogy and all available applicator sizes in the Eclipse treatment planning system. The accuracy of the eMC algorithm was evaluated in a homogeneous water phantom, solid water phantoms containing lung and bone materials, and an anthropomorphic phantom. In addition, dose calculation accuracy was compared between pencil beam (PB) and eMC algorithms in the same treatment planning system for heterogeneous phantoms. The overall agreement between eMC calculations and measurements was within 3%/2 mm, while the PB algorithm had large errors (up to 25%) in predicting dose distributions in the presence of inhomogeneities such as bone and lung. The clinical implementation of the eMC algorithm was investigated by performing treatment planning for 15 patients with lesions in the head and neck, breast, chest wall, and sternum. The dose distributions were calculated using PB and eMC algorithms with no smoothing and all three levels of 3D Gaussian smoothing for comparison. Based on a routine electron beam therapy prescription method, the number of eMC calculated monitor units (MUs) was found to increase with increased 3D Gaussian smoothing levels. 3D Gaussian smoothing greatly improved the visual usability of dose distributions and produced better target coverage. Differences of calculated MUs and dose distributions between eMC and PB algorithms could be significant when oblique beam incidence, surface irregularities, and heterogeneous tissues were present in the treatment plans. In our patient cases, monitor unit differences of up to 7% were observed between PB and eMC algorithms. Monitor unit calculations were also preformed
S. J. Noh
2011-04-01
Full Text Available Applications of data assimilation techniques have been widely used to improve hydrologic prediction. Among various data assimilation techniques, sequential Monte Carlo (SMC methods, known as "particle filters", provide the capability to handle non-linear and non-Gaussian state-space models. In this paper, we propose an improved particle filtering approach to consider different response time of internal state variables in a hydrologic model. The proposed method adopts a lagged filtering approach to aggregate model response until uncertainty of each hydrologic process is propagated. The regularization with an additional move step based on Markov chain Monte Carlo (MCMC is also implemented to preserve sample diversity under the lagged filtering approach. A distributed hydrologic model, WEP is implemented for the sequential data assimilation through the updating of state variables. Particle filtering is parallelized and implemented in the multi-core computing environment via open message passing interface (MPI. We compare performance results of particle filters in terms of model efficiency, predictive QQ plots and particle diversity. The improvement of model efficiency and the preservation of particle diversity are found in the lagged regularized particle filter.
XBRL implementation methods in COREP reporting
Kettula, Teemu
2015-01-01
Objectives of the Study: The main objective of this study is to find out the XBRL adoption methods for European banks to submit COREP reports to local FSAs and to explore transitions in these methods. Thus, the goal is to find patterns from the transitions in XBRL implementation methods. The study is exploratory, as there is no earlier literature about XBRL implementation methods in COREP reporting or from XBRL implementation method transitions in any field. Additionally, this thesis h...
Implementation of mathematical phantom of hand and forearm in GEANT4 Monte Carlo code
In this work, the implementation of a hand and forearm Geant4 phantom code, for further evaluation of occupational exposure of ends of the radionuclides decay manipulated during procedures involving the use of injection syringe. The simulation model offered by Geant4 includes a full set of features, with the reconstruction of trajectories, geometries and physical models. For this work, the values calculated in the simulation are compared with the measurements rates by thermoluminescent dosimeters (TLDs) in physical phantom REMAB®. From the analysis of the data obtained through simulation and experimentation, of the 14 points studied, there was a discrepancy of only 8.2% of kerma values found, and these figures are considered compatible. The geometric phantom implemented in Geant4 Monte Carlo code was validated and can be used later for the evaluation of doses at ends
The transmission/escape probability (TEP) method for neutral particle transport has recently been introduced and implemented for the calculation of 2-D neutral atom transport in the edge plasma and divertor regions of tokamaks. The results of an evaluation of the accuracy of the approximations made in the calculation of the basic TEP transport parameters are summarized. Comparisons of the TEP and Monte Carlo calculations for model problems using tokamak experimental geometries and for the analysis of measured neutral densities in DIII-D are presented. The TEP calculations are found to agree rather well with Monte Carlo results, for the most part, but the need for a few extensions of the basic TEP transport methodology and for inclusion of molecular effects and a better wall reflection model in the existing code is suggested by the study. (author)
Interacting multiagent systems kinetic equations and Monte Carlo methods
Pareschi, Lorenzo
2014-01-01
The description of emerging collective phenomena and self-organization in systems composed of large numbers of individuals has gained increasing interest from various research communities in biology, ecology, robotics and control theory, as well as sociology and economics. Applied mathematics is concerned with the construction, analysis and interpretation of mathematical models that can shed light on significant problems of the natural sciences as well as our daily lives. To this set of problems belongs the description of the collective behaviours of complex systems composed by a large enough number of individuals. Examples of such systems are interacting agents in a financial market, potential voters during political elections, or groups of animals with a tendency to flock or herd. Among other possible approaches, this book provides a step-by-step introduction to the mathematical modelling based on a mesoscopic description and the construction of efficient simulation algorithms by Monte Carlo methods. The ar...
We discuss progress in quasi Monte Carlo methods for numerical calculation integrals or expected values and justify why these methods are more efficient than the classic Monte Carlo methods. Quasi Monte Carlo methods are found to be particularly efficient if the integrands have a low effective dimension. That's why We also discuss the concept of effective dimension and prove on the example of a stochastic Optimization model of the energy industry that such models can posses a low effective dimension. Modern quasi Monte Carlo methods are therefore for such models very promising.
On-the-fly nuclear data processing methods for Monte Carlo simulations of fast spectrum systems
Walsh, Jon [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2015-08-31
The presentation summarizes work performed over summer 2015 related to Monte Carlo simulations. A flexible probability table interpolation scheme has been implemented and tested with results comparing favorably to the continuous phase-space on-the-fly approach.
Measurement of grating pitch by optical diffraction is one of the few methods currently available for establishing traceability to the definition of the meter on the nanoscale; therefore, understanding all aspects of the measurement is imperative for accurate dissemination of the SI meter. A method for evaluating the component of measurement uncertainty associated with coherent scattering in the diffractometer instrument is presented. The model equation for grating pitch calibration by optical diffraction is an example where Monte Carlo (MC) methods can vastly simplify evaluation of measurement uncertainty. This paper includes discussion of the practical aspects of implementing MC methods for evaluation of measurement uncertainty in grating pitch calibration by diffraction. Downloadable open-source software is demonstrated. (technical design note)
Werner, M J; Sornette, D
2009-01-01
In meteorology, engineering and computer sciences, data assimilation is routinely employed as the optimal way to combine noisy observations with prior model information for obtaining better estimates of a state, and thus better forecasts, than can be achieved by ignoring data uncertainties. Earthquake forecasting, too, suffers from measurement errors and partial model information and may thus gain significantly from data assimilation. We present perhaps the first fully implementable data assimilation method for earthquake forecasts generated by a point-process model of seismicity. We test the method on a synthetic and pedagogical example of a renewal process observed in noise, which is relevant to the seismic gap hypothesis, models of characteristic earthquakes and to recurrence statistics of large quakes inferred from paleoseismic data records. To address the non-Gaussian statistics of earthquakes, we use sequential Monte Carlo methods, a set of flexible simulation-based methods for recursively estimating ar...
First Numerical Implementation of the Loop-Tree Duality Method
Buchta, Sebastian
2015-01-01
The Loop-Tree Duality (LTD) is a novel perturbative method in QFT that establishes a relation between loop-level and tree-level amplitudes, which gives rise to the idea of treating them simultaneously in a common Monte Carlo. Initially introduced for one-loop scalar integrals, the applicability of the LTD has been expanded to higher order loops and Feynman graphs beyond simple poles. For the first time, a numerical implementation relying on the LTD was realized in the form of a computer program that calculates one-loop scattering amplitudes. We present details on the employed contour deformation as well as results for scalar and tensor integrals.
An adaptation of the synchronous parallel Kinetic Monte Carlo (spKMC) algorithm developed by Martinez et al. (2008) to the existing KMC code MMonCa (Martin-Bragado et al. 2013) is presented in this work. Two cases, general enough to provide an idea of the current state-of-the-art in parallel KMC, are presented: Object KMC simulations of the evolution of damage in irradiated iron, and Lattice KMC simulations of epitaxial regrowth of amorphized silicon. The results allow us to state that (a) the parallel overhead is critical, and severely degrades the performance of the simulator when it is comparable to the CPU time consumed per event, (b) the balance between domains is important, but not critical, (c) the algorithm and its implementation are correct and (d) further improvements are needed for spKMC to become a general, all-working solution for KMC simulations
Martin-Bragado, Ignacio, E-mail: ignacio.martin@imdea.org [IMDEA Materials Institute, C/ Eric Kandel 2, 28906 Getafe, Madrid (Spain); Abujas, J.; Galindo, P.L.; Pizarro, J. [Departamento de Ingeniería Informática, Universidad de Cádiz, Puerto Real, Cádiz (Spain)
2015-06-01
An adaptation of the synchronous parallel Kinetic Monte Carlo (spKMC) algorithm developed by Martinez et al. (2008) to the existing KMC code MMonCa (Martin-Bragado et al. 2013) is presented in this work. Two cases, general enough to provide an idea of the current state-of-the-art in parallel KMC, are presented: Object KMC simulations of the evolution of damage in irradiated iron, and Lattice KMC simulations of epitaxial regrowth of amorphized silicon. The results allow us to state that (a) the parallel overhead is critical, and severely degrades the performance of the simulator when it is comparable to the CPU time consumed per event, (b) the balance between domains is important, but not critical, (c) the algorithm and its implementation are correct and (d) further improvements are needed for spKMC to become a general, all-working solution for KMC simulations.
A Comparison of Advanced Monte Carlo Methods for Open Systems: CFCMC vs CBMC
A. Torres-Knoop; S.P. Balaji; T.J.H. Vlugt; D. Dubbeldam
2014-01-01
Two state-of-the-art simulation methods for computing adsorption properties in porous materials like zeolites and metal-organic frameworks are compared: the configurational bias Monte Carlo (CBMC) method and the recently proposed continuous fractional component Monte Carlo (CFCMC) method. We show th
Formulation and Application of Quantum Monte Carlo Method to Fractional Quantum Hall Systems
Suzuki, Sei; Nakajima, Tatsuya
2003-01-01
Quantum Monte Carlo method is applied to fractional quantum Hall systems. The use of the linear programming method enables us to avoid the negative-sign problem in the Quantum Monte Carlo calculations. The formulation of this method and the technique for avoiding the sign problem are described. Some numerical results on static physical quantities are also reported.
Radiation transport in random disperse media implemented in the Monte Carlo code PRIZMA
The paper describes PRIZMA capabilities for modeling radiation transport in random disperse media by the Monte Carlo method. It proposes a method for simulating radiation transport in binary media with variable volume fractions. The method models the medium consequently from one grain crossed by a particle trajectory to another. Like in the Limited Chord Length Sampling (LCLS) method, particles in grains are tracked in the actual grain geometry, but unlike LCLS, the medium is modeled using only Matrix Chord Length Sampling (MCLS) from the exponential distribution and it is not necessary to know the grain chord length distribution. This helped us extend the method to media with randomly oriented, arbitrarily shaped convex grains. Other extensions include multicomponent media - grains of several sorts, and polydisperse media - grains of different sizes
Seriation in paleontological data using markov chain Monte Carlo methods.
Kai Puolamäki
2006-02-01
Full Text Available Given a collection of fossil sites with data about the taxa that occur in each site, the task in biochronology is to find good estimates for the ages or ordering of sites. We describe a full probabilistic model for fossil data. The parameters of the model are natural: the ordering of the sites, the origination and extinction times for each taxon, and the probabilities of different types of errors. We show that the posterior distributions of these parameters can be estimated reliably by using Markov chain Monte Carlo techniques. The posterior distributions of the model parameters can be used to answer many different questions about the data, including seriation (finding the best ordering of the sites and outlier detection. We demonstrate the usefulness of the model and estimation method on synthetic data and on real data on large late Cenozoic mammals. As an example, for the sites with large number of occurrences of common genera, our methods give orderings, whose correlation with geochronologic ages is 0.95.
Limit theorems for weighted samples with applications to sequential Monte Carlo methods
Douc, R.; Moulines, France E.
2008-01-01
In the last decade, sequential Monte Carlo methods (SMC) emerged as a key tool in computational statistics [see, e.g., Sequential Monte Carlo Methods in Practice (2001) Springer, New York, Monte Carlo Strategies in Scientific Computing (2001) Springer, New York, Complex Stochastic Systems (2001) 109–173]. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted population of particles, which are generated recursively. ¶ ...
Various strategies to implement efficiently quantum Monte Carlo (QMC) simulations for large chemical systems are presented. These include: (i) the introduction of an efficient algorithm to calculate the computationally expensive Slater matrices. This novel scheme is based on the use of the highly localized character of atomic Gaussian basis functions (not the molecular orbitals as usually done), (ii) the possibility of keeping the memory footprint minimal, (iii) the important enhancement of single-core performance when efficient optimization tools are used, and (iv) the definition of a universal, dynamic, fault-tolerant, and load-balanced framework adapted to all kinds of computational platforms (massively parallel machines, clusters, or distributed grids). These strategies have been implemented in the QMC-Chem code developed at Toulouse and illustrated with numerical applications on small peptides of increasing sizes (158, 434, 1056, and 1731 electrons). Using 10-80 k computing cores of the Curie machine (GENCI-TGCC-CEA, France), QMC-Chem has been shown to be capable of running at the peta scale level, thus demonstrating that for this machine a large part of the peak performance can be achieved. Implementation of large-scale QMC simulations for future exa scale platforms with a comparable level of efficiency is expected to be feasible. (authors)
This work introduces a new approach for calculating the sensitivity of generalized neutronic responses to nuclear data uncertainties using continuous-energy Monte Carlo methods. The GEneralized Adjoint Responses in Monte Carlo (GEAR-MC) method has enabled the calculation of high resolution sensitivity coefficients for multiple, generalized neutronic 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 calculating sensitivity coefficients for responses in several 3D, continuous-energy Monte Carlo applications. (author)
Schoups, G.; Vrugt, J. A.; Fenicia, F.; van de Giesen, N. C.
2010-10-01
Conceptual rainfall-runoff models have traditionally been applied without paying much attention to numerical errors induced by temporal integration of water balance dynamics. Reliance on first-order, explicit, fixed-step integration methods leads to computationally cheap simulation models that are easy to implement. Computational speed is especially desirable for estimating parameter and predictive uncertainty using Markov chain Monte Carlo (MCMC) methods. Confirming earlier work of Kavetski et al. (2003), we show here that the computational speed of first-order, explicit, fixed-step integration methods comes at a cost: for a case study with a spatially lumped conceptual rainfall-runoff model, it introduces artificial bimodality in the marginal posterior parameter distributions, which is not present in numerically accurate implementations of the same model. The resulting effects on MCMC simulation include (1) inconsistent estimates of posterior parameter and predictive distributions, (2) poor performance and slow convergence of the MCMC algorithm, and (3) unreliable convergence diagnosis using the Gelman-Rubin statistic. We studied several alternative numerical implementations to remedy these problems, including various adaptive-step finite difference schemes and an operator splitting method. Our results show that adaptive-step, second-order methods, based on either explicit finite differencing or operator splitting with analytical integration, provide the best alternative for accurate and efficient MCMC simulation. Fixed-step or adaptive-step implicit methods may also be used for increased accuracy, but they cannot match the efficiency of adaptive-step explicit finite differencing or operator splitting. Of the latter two, explicit finite differencing is more generally applicable and is preferred if the individual hydrologic flux laws cannot be integrated analytically, as the splitting method then loses its advantage.
Direct simulation Monte Carlo calculation of rarefied gas drag using an immersed boundary method
Jin, W.; Kleijn, C. R.; van Ommen, J. R.
2016-06-01
For simulating rarefied gas flows around a moving body, an immersed boundary method is presented here in conjunction with the Direct Simulation Monte Carlo (DSMC) method in order to allow the movement of a three dimensional immersed body on top of a fixed background grid. The simulated DSMC particles are reflected exactly at the landing points on the surface of the moving immersed body, while the effective cell volumes are taken into account for calculating the collisions between molecules. The effective cell volumes are computed by utilizing the Lagrangian intersecting points between the immersed boundary and the fixed background grid with a simple polyhedra regeneration algorithm. This method has been implemented in OpenFOAM and validated by computing the drag forces exerted on steady and moving spheres and comparing the results to that from conventional body-fitted mesh DSMC simulations and to analytical approximations.
A Monte Carlo simulation based inverse propagation method for stochastic model updating
Bao, Nuo; Wang, Chunjie
2015-08-01
This paper presents an efficient stochastic model updating method based on statistical theory. Significant parameters have been selected implementing the F-test evaluation and design of experiments, and then the incomplete fourth-order polynomial response surface model (RSM) has been developed. Exploiting of the RSM combined with Monte Carlo simulation (MCS), reduces the calculation amount and the rapid random sampling becomes possible. The inverse uncertainty propagation is given by the equally weighted sum of mean and covariance matrix objective functions. The mean and covariance of parameters are estimated synchronously by minimizing the weighted objective function through hybrid of particle-swarm and Nelder-Mead simplex optimization method, thus the better correlation between simulation and test is achieved. Numerical examples of a three degree-of-freedom mass-spring system under different conditions and GARTEUR assembly structure validated the feasibility and effectiveness of the proposed method.
Diffusion Monte Carlo methods applied to Hamaker Constant evaluations
Hongo, Kenta
2016-01-01
We applied diffusion Monte Carlo (DMC) methods to evaluate Hamaker constants of liquids for wettabilities, with practical size of a liquid molecule, Si$_6$H$_{12}$ (cyclohexasilane). The evaluated constant would be justified in the sense that it lies within the expected dependence on molecular weights among similar kinds of molecules, though there is no reference experimental values available for this molecule. Comparing the DMC with vdW-DFT evaluations, we clarified that some of the vdW-DFT evaluations could not describe correct asymptotic decays and hence Hamaker constants even though they gave reasonable binding lengths and energies, and vice versa for the rest of vdW-DFTs. We also found the advantage of DMC for this practical purpose over CCSD(T) because of the large amount of BSSE/CBS corrections required for the latter under the limitation of basis set size applicable to the practical size of a liquid molecule, while the former is free from such limitations to the extent that only the nodal structure of...
Dose calculation of 6 MV Truebeam using Monte Carlo method
The purpose of this work is to simulate 6 MV Varian Truebeam linac dosimeter characteristics using Monte Carlo method and to investigate the availability of phase space file and the accuracy of the simulation. With the phase space file at linac window supplied by Varian to be a source, the patient-dependent part was simulated. Dose distributions in a water phantom with a 10 cm × 10 cm field were calculated and compared with measured data for validation. Evident time reduction was obtained from 4-5 h which a whole simulation cost on the same computer to around 48 minutes. Good agreement between simulations and measurements in water was observed. Dose differences are less than 3% for depth doses in build-up region and also for dose profiles inside the 80% field size, and the effect in penumbra is good. It demonstrate that the simulation using existing phase space file as the EGSnrc source is efficient. Dose differences between calculated data and measured data could meet the requirements for dose calculation. (authors)
Medical Imaging Image Quality Assessment with Monte Carlo Methods
Michail, C. M.; Karpetas, G. E.; Fountos, G. P.; Kalyvas, N. I.; Martini, Niki; Koukou, Vaia; Valais, I. G.; Kandarakis, I. S.
2015-09-01
The aim of the present study was to assess image quality of PET scanners through a thin layer chromatography (TLC) plane source. The source was simulated using a previously validated Monte Carlo model. The model was developed by using the GATE MC package and reconstructed images obtained with the STIR software for tomographic image reconstruction, with cluster computing. The PET scanner simulated in this study was the GE DiscoveryST. A plane source consisted of a TLC plate, was simulated by a layer of silica gel on aluminum (Al) foil substrates, immersed in 18F-FDG bath solution (1MBq). Image quality was assessed in terms of the Modulation Transfer Function (MTF). MTF curves were estimated from transverse reconstructed images of the plane source. Images were reconstructed by the maximum likelihood estimation (MLE)-OSMAPOSL algorithm. OSMAPOSL reconstruction was assessed by using various subsets (3 to 21) and iterations (1 to 20), as well as by using various beta (hyper) parameter values. MTF values were found to increase up to the 12th iteration whereas remain almost constant thereafter. MTF improves by using lower beta values. The simulated PET evaluation method based on the TLC plane source can be also useful in research for the further development of PET and SPECT scanners though GATE simulations.
Gas Swing Options: Introduction and Pricing using Monte Carlo Methods
Václavík Tomáš
2016-02-01
Full Text Available Motivated by the changing nature of the natural gas industry in the European Union, driven by the liberalisation process, we focus on the introduction and pricing of gas swing options. These options are embedded in typical gas sales agreements in the form of offtake flexibility concerning volume and time. The gas swing option is actually a set of several American puts on a spread between prices of two or more energy commodities. This fact, together with the fact that the energy markets are fundamentally different from traditional financial security markets, is important for our choice of valuation technique. Due to the specific features of the energy markets, the existing analytic approximations for spread option pricing are hardly applicable to our framework. That is why we employ Monte Carlo methods to model the spot price dynamics of the underlying commodities. The price of an arbitrarily chosen gas swing option is then computed in accordance with the concept of risk-neutral expectations. Finally, our result is compared with the real payoff from the option realised at the time of the option execution and the maximum ex-post payoff that the buyer could generate in case he knew the future, discounted to the original time of the option pricing.
Quantum Monte Carlo methods and lithium cluster properties. [Atomic clusters
Owen, R.K.
1990-12-01
Properties of small lithium clusters with sizes ranging from n = 1 to 5 atoms were investigated using quantum Monte Carlo (QMC) methods. Cluster geometries were found from complete active space self consistent field (CASSCF) calculations. A detailed development of the QMC method leading to the variational QMC (V-QMC) and diffusion QMC (D-QMC) methods is shown. The many-body aspect of electron correlation is introduced into the QMC importance sampling electron-electron correlation functions by using density dependent parameters, and are shown to increase the amount of correlation energy obtained in V-QMC calculations. A detailed analysis of D-QMC time-step bias is made and is found to be at least linear with respect to the time-step. The D-QMC calculations determined the lithium cluster ionization potentials to be 0.1982(14) (0.1981), 0.1895(9) (0.1874(4)), 0.1530(34) (0.1599(73)), 0.1664(37) (0.1724(110)), 0.1613(43) (0.1675(110)) Hartrees for lithium clusters n = 1 through 5, respectively; in good agreement with experimental results shown in the brackets. Also, the binding energies per atom was computed to be 0.0177(8) (0.0203(12)), 0.0188(10) (0.0220(21)), 0.0247(8) (0.0310(12)), 0.0253(8) (0.0351(8)) Hartrees for lithium clusters n = 2 through 5, respectively. The lithium cluster one-electron density is shown to have charge concentrations corresponding to nonnuclear attractors. The overall shape of the electronic charge density also bears a remarkable similarity with the anisotropic harmonic oscillator model shape for the given number of valence electrons.
Quantum Monte Carlo methods and lithium cluster properties
Owen, R.K.
1990-12-01
Properties of small lithium clusters with sizes ranging from n = 1 to 5 atoms were investigated using quantum Monte Carlo (QMC) methods. Cluster geometries were found from complete active space self consistent field (CASSCF) calculations. A detailed development of the QMC method leading to the variational QMC (V-QMC) and diffusion QMC (D-QMC) methods is shown. The many-body aspect of electron correlation is introduced into the QMC importance sampling electron-electron correlation functions by using density dependent parameters, and are shown to increase the amount of correlation energy obtained in V-QMC calculations. A detailed analysis of D-QMC time-step bias is made and is found to be at least linear with respect to the time-step. The D-QMC calculations determined the lithium cluster ionization potentials to be 0.1982(14) [0.1981], 0.1895(9) [0.1874(4)], 0.1530(34) [0.1599(73)], 0.1664(37) [0.1724(110)], 0.1613(43) [0.1675(110)] Hartrees for lithium clusters n = 1 through 5, respectively; in good agreement with experimental results shown in the brackets. Also, the binding energies per atom was computed to be 0.0177(8) [0.0203(12)], 0.0188(10) [0.0220(21)], 0.0247(8) [0.0310(12)], 0.0253(8) [0.0351(8)] Hartrees for lithium clusters n = 2 through 5, respectively. The lithium cluster one-electron density is shown to have charge concentrations corresponding to nonnuclear attractors. The overall shape of the electronic charge density also bears a remarkable similarity with the anisotropic harmonic oscillator model shape for the given number of valence electrons.
Development of 3d reactor burnup code based on Monte Carlo method and exponential Euler method
Burnup analysis plays a key role in fuel breeding, transmutation and post-processing in nuclear reactor. Burnup codes based on one-dimensional and two-dimensional transport method have difficulties in meeting the accuracy requirements. A three-dimensional burnup analysis code based on Monte Carlo method and Exponential Euler method has been developed. The coupling code combines advantage of Monte Carlo method in complex geometry neutron transport calculation and FISPACT in fast and precise inventory calculation, meanwhile resonance Self-shielding effect in inventory calculation can also be considered. The IAEA benchmark text problem has been adopted for code validation. Good agreements were shown in the comparison with other participants' results. (authors)
Applications of Monte Carlo methods in nuclear science and engineering
With the advent of inexpensive computing power over the past two decades and development of variance reduction techniques, applications of Monte Carlo radiation transport techniques have proliferated dramatically. The motivation of variance reduction technique is for computational efficiency. The typical variance reduction techniques worth mentioning here are: importance sampling, implicit capture, energy and angular biasing, Russian Roulette, exponential transform, next event estimator, weight window generator, range rejection technique (only for charged particles) etc. Applications of Monte Carlo in radiation transport include nuclear safeguards, accelerator applications, homeland security, nuclear criticality, health physics, radiological safety, radiography, radiotherapy physics, radiation standards, nuclear medicine (dosimetry and imaging) etc. Towards health care, Monte Carlo particle transport techniques offer exciting tools for radiotherapy research (cancer treatments involving photons, electrons, neutrons, protons, pions and other heavy ions) where they play an increasingly important role. Research and applications of Monte Carlo techniques in radiotherapy span a very wide range from fundamental studies of cross sections and development of particle transport algorithms, to clinical evaluation of treatment plans for a variety of radiotherapy modalities. Recent development is the voxel-based Monte Carlo Radiotherapy Treatment Planning involving external electron beam and patient data in the form of DICOM (Digital Imaging and Communications in Medicine) images. Articles relevant to the INIS are indexed separately
Simple recursive implementation of fast multipole method
In this paper we present an implementation of the well known 'fast multipole' method (FMM) for the efficient calculation of dipole fields. The main advantage of the present implementation is simplicity-we believe that a major reason for the lack of use of FMMs is their complexity. One of the simplifications is the use of polynomials in the Cartesian coordinates rather than spherical harmonics. We have implemented it in the context of an arbitrary hierarchical system of cells-no periodic mesh is required, as it is for FFT (fast Fourier transform) methods. The implementation is in terms of recursive functions. Results are given for application to micromagnetic simulation. Complete source code is provided for an open-source implementation of this method, as well as an installer for the resulting program.
Theory and applications of the fission matrix method for continuous-energy Monte Carlo
Highlights: • The fission matrix method is implemented into the MCNP Monte Carlo code. • Eigenfunctions and eigenvalues of power distributions are shown and studied. • Source convergence acceleration is demonstrated for a fuel storage vault problem. • Forward flux eigenmodes and relative uncertainties are shown for a reactor problem. • Eigenmodes expansions are performed during source convergence for a reactor problem. - Abstract: The fission matrix method can be used to provide estimates of the fundamental mode fission distribution, the dominance ratio, the eigenvalue spectrum, and higher mode forward and adjoint eigenfunctions of the fission distribution. It can also be used to accelerate the convergence of power method iterations and to provide basis functions for higher-order perturbation theory. The higher-mode fission sources can be used to determine higher-mode forward fluxes and tallies, and work is underway to provide higher-mode adjoint-weighted fluxes and tallies. These aspects of the method are here both theoretically justified and demonstrated, and then used to investigate fundamental properties of the transport equation for a continuous-energy physics treatment. Implementation into the MCNP6 Monte Carlo code is also discussed, including a sparse representation of the fission matrix, which permits much larger and more accurate representations. Properties of the calculated eigenvalue spectrum of a 2D PWR problem are discussed: for a fine enough mesh and a sufficient degree of sampling, the spectrum both converges and has a negligible imaginary component. Calculation of the fundamental mode of the fission matrix for a fuel storage vault problem shows how convergence can be accelerated by over a factor of ten given a flat initial distribution. Forward fluxes and the relative uncertainties for a 2D PWR are shown, both of which qualitatively agree with expectation. Lastly, eigenmode expansions are performed during source convergence of the 2D PWR
Even with state of the art treatment planning systems the photon dose calculation can be erroneous under certain circumstances. In these cases Monte Carlo methods promise a higher accuracy. We have used the photon transport code CHILD of the GSF-Forschungszentrum, which was developed to calculate dose in diagnostic radiation protection matters. The code was refined for application in radiotherapy for high energy photon irradiation and should serve for dose verification in individual cases. The irradiation phantom can be entered as any desired 3D matrix or be generated automatically from an individual CT database. The particle transport takes into account pair production, photo, and Compton effect with certain approximations. Efficiency is increased by the method of 'fractional photons'. The generated secondary electrons are followed by the unscattered continuous-slowing-down-approximation (CSDA). The developed Monte Carlo code Monaco Matrix was tested with simple homogeneous and heterogeneous phantoms through comparisons with simulations of the well known but slower EGS4 code. The use of a point source with a direction independent energy spectrum as simplest model of the radiation field from the accelerator head is shown to be sufficient for simulation of actual accelerator depth dose curves. Good agreement (<2%) was found for depth dose curves in water and in bone. With complex test phantoms and comparisons with EGS4 calculated dose profiles some drawbacks in the code were found. Thus, the implementation of the electron multiple-scattering should lead us to step by step improvement of the algorithm. (orig.)
Simulating Compton scattering using Monte Carlo method: COSMOC library
Adámek, K.; Bursa, Michal
Opava: Silesian University, 2014 - (Stuchlík, Z.), s. 1-10. (Publications of the Institute of Physics. 7). ISBN 9788075101266. ISSN 2336-5668. [RAGtime /14.-16./. Opava (CZ), 18.09. 2012 -22.09. 2012 ] Institutional support: RVO:67985815 Keywords : Monte Carlo * Compton scattering * C++ Subject RIV: BN - Astronomy, Celestial Mechanics, Astrophysics
Analysis of some splitting and roulette algorithms in shield calculations by the Monte Carlo method
Different schemes of using the splitting and roulette methods in calculation of radiation transport in nuclear facility shields by the Monte Carlo method are considered. Efficiency of the considered schemes is estimated on the example of test calculations
Review of quantum Monte Carlo methods and results for Coulombic systems
Ceperley, D.
1983-01-27
The various Monte Carlo methods for calculating ground state energies are briefly reviewed. Then a summary of the charged systems that have been studied with Monte Carlo is given. These include the electron gas, small molecules, a metal slab and many-body hydrogen.
Perfetti, Christopher M [ORNL; Rearden, Bradley T [ORNL
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.
Parallel implementation of the Monte Carlo transport code EGS4 on the hypercube
Monte Carlo transport codes are commonly used in the study of particle interactions. The CALOR89 code system is a combination of several Monte Carlo transport and analysis programs. In order to produce good results, a typical Monte Carlo run will have to produce many particle histories. On a single processor computer, the transport calculation can take a huge amount of time. However, if the transport of particles were divided among several processors in a multiprocessor machine, the time can be drastically reduced
BREESE-II: auxiliary routines for implementing the albedo option in the MORSE Monte Carlo code
The routines in the BREESE package implement the albedo option in the MORSE Monte Carlo Code by providing (1) replacements for the default routines ALBIN and ALBDO in the MORSE Code, (2) an estimating routine ALBDOE compatible with the SAMBO package in MORSE, and (3) a separate program that writes a tape of albedo data in the proper format for ALBIN. These extensions of the package initially reported in 1974 were performed jointly by ORNL, Bechtel Power Corporation, and Science Applications, Inc. The first version of BREESE had a fixed number of outgoing polar angles and the number of outgoing azimuthal angles was a function of the value of the outgoing polar angle only. An examination of differential albedo data led to this modified version which allows the number of outgoing polar angles to be dependent upon the value of the incoming polar angle and the number of outgoing azimuthal angles to be a function of the value of both incoming and outgoing polar angles
The FLUKA code for application of Monte Carlo methods to promote high precision ion beam therapy
Parodi, K; Cerutti, F; Ferrari, A; Mairani, A; Paganetti, H; Sommerer, F
2010-01-01
Monte Carlo (MC) methods are increasingly being utilized to support several aspects of commissioning and clinical operation of ion beam therapy facilities. In this contribution two emerging areas of MC applications are outlined. The value of MC modeling to promote accurate treatment planning is addressed via examples of application of the FLUKA code to proton and carbon ion therapy at the Heidelberg Ion Beam Therapy Center in Heidelberg, Germany, and at the Proton Therapy Center of Massachusetts General Hospital (MGH) Boston, USA. These include generation of basic data for input into the treatment planning system (TPS) and validation of the TPS analytical pencil-beam dose computations. Moreover, we review the implementation of PET/CT (Positron-Emission-Tomography / Computed- Tomography) imaging for in-vivo verification of proton therapy at MGH. Here, MC is used to calculate irradiation-induced positron-emitter production in tissue for comparison with the +-activity measurement in order to infer indirect infor...
Bianco, Federica B; Oh, Seung Man; Fierroz, David; Liu, Yuqian; Kewley, Lisa; Graur, Or
2015-01-01
We present the open-source Python code pyMCZ that determines oxygen abundance and its distribution from strong emission lines in the standard metallicity scales, based on the original IDL code of Kewley & Dopita (2002) with updates from Kewley & Ellison (2008), and expanded to include more recently developed scales. The standard strong-line diagnostics have been used to estimate the oxygen abundance in the interstellar medium through various emission line ratios in many areas of astrophysics, including galaxy evolution and supernova host galaxy studies. We introduce a Python implementation of these methods that, through Monte Carlo (MC) sampling, better characterizes the statistical reddening-corrected oxygen abundance confidence region. Given line flux measurements and their uncertainties, our code produces synthetic distributions for the oxygen abundance in up to 13 metallicity scales simultaneously, as well as for E(B-V), and estimates their median values and their 66% confidence regions. In additi...
A Residual Monte Carlo Method for Spatially Discrete, Angularly Continuous Radiation Transport
Residual Monte Carlo provides exponential convergence of statistical error with respect to the number of particle histories. In the past, residual Monte Carlo has been applied to a variety of angularly discrete radiation-transport problems. Here, we apply residual Monte Carlo to spatially discrete, angularly continuous transport. By maintaining angular continuity, our method avoids the deficiencies of angular discretizations, such as ray effects. For planar geometry and step differencing, we use the corresponding integral transport equation to calculate an angularly independent residual from the scalar flux in each stage of residual Monte Carlo. We then demonstrate that the resulting residual Monte Carlo method does indeed converge exponentially to within machine precision of the exact step differenced solution.
Bianco, F. B.; Modjaz, M.; Oh, S. M.; Fierroz, D.; Liu, Y. Q.; Kewley, L.; Graur, O.
2016-07-01
We present the open-source Python code pyMCZ that determines oxygen abundance and its distribution from strong emission lines in the standard metallicity calibrators, based on the original IDL code of Kewley and Dopita (2002) with updates from Kewley and Ellison (2008), and expanded to include more recently developed calibrators. The standard strong-line diagnostics have been used to estimate the oxygen abundance in the interstellar medium through various emission line ratios (referred to as indicators) in many areas of astrophysics, including galaxy evolution and supernova host galaxy studies. We introduce a Python implementation of these methods that, through Monte Carlo sampling, better characterizes the statistical oxygen abundance confidence region including the effect due to the propagation of observational uncertainties. These uncertainties are likely to dominate the error budget in the case of distant galaxies, hosts of cosmic explosions. Given line flux measurements and their uncertainties, our code produces synthetic distributions for the oxygen abundance in up to 15 metallicity calibrators simultaneously, as well as for E(B- V) , and estimates their median values and their 68% confidence regions. We provide the option of outputting the full Monte Carlo distributions, and their Kernel Density estimates. We test our code on emission line measurements from a sample of nearby supernova host galaxies (z https://github.com/nyusngroup/pyMCZ.
Gallagher, Kerry; Sambridge, Malcolm; Drijkoningen, Guy
In providing a method for solving non-linear optimization problems Monte Carlo techniques avoid the need for linearization but, in practice, are often prohibitive because of the large number of models that must be considered. A new class of methods known as Genetic Algorithms have recently been devised in the field of Artificial Intelligence. We outline the basic concept of genetic algorithms and discuss three examples. We show that, in locating an optimal model, the new technique is far superior in performance to Monte Carlo techniques in all cases considered. However, Monte Carlo integration is still regarded as an effective method for the subsequent model appraisal.
Gamma ray energy loss spectra simulation in NaI detectors with the Monte Carlo method
With the aim of studying and applying the Monte Carlo method, a computer code was developed to calculate the pulse height spectra and detector efficiencies for gamma rays incident on NaI (Tl) crystals. The basic detector processes in NaI (Tl) detectors are given together with an outline of Monte Carlo methods and a general review of relevant published works. A detailed description of the application of Monte Carlo methods to ν-ray detection in NaI (Tl) detectors is given. Comparisons are made with published, calculated and experimental, data. (Author)
Use of Monte Carlo methods in environmental risk assessments at the INEL: Applications and issues
The EPA is increasingly considering the use of probabilistic risk assessment techniques as an alternative or refinement of the current point estimate of risk. This report provides an overview of the probabilistic technique called Monte Carlo Analysis. Advantages and disadvantages of implementing a Monte Carlo analysis over a point estimate analysis for environmental risk assessment are discussed. The general methodology is provided along with an example of its implementation. A phased approach to risk analysis that allows iterative refinement of the risk estimates is recommended for use at the INEL
SU-E-T-277: Raystation Electron Monte Carlo Commissioning and Clinical Implementation
Purpose: To evaluate the Raystation v4.0 Electron Monte Carlo algorithm for an Elekta Infinity linear accelerator and commission for clinical use. Methods: A total of 199 tests were performed (75 Export and Documentation, 20 PDD, 30 Profiles, 4 Obliquity, 10 Inhomogeneity, 55 MU Accuracy, and 5 Grid and Particle History). Export and documentation tests were performed with respect to MOSAIQ (Elekta AB) and RadCalc (Lifeline Software Inc). Mechanical jaw parameters and cutout magnifications were verified. PDD and profiles for open cones and cutouts were extracted and compared with water tank measurements. Obliquity and inhomogeneity for bone and air calculations were compared to film dosimetry. MU calculations for open cones and cutouts were performed and compared to both RadCalc and simple hand calculations. Grid size and particle histories were evaluated per energy for statistical uncertainty performance. Acceptability was categorized as follows: performs as expected, negligible impact on workflow, marginal impact, critical impact or safety concern, and catastrophic impact of safety concern. Results: Overall results are: 88.8% perform as expected, 10.2% negligible, 2.0% marginal, 0% critical and 0% catastrophic. Results per test category are as follows: Export and Documentation: 100% perform as expected, PDD: 100% perform as expected, Profiles: 66.7% perform as expected, 33.3% negligible, Obliquity: 100% marginal, Inhomogeneity 50% perform as expected, 50% negligible, MU Accuracy: 100% perform as expected, Grid and particle histories: 100% negligible. To achieve distributions with satisfactory smoothness level, 5,000,000 particle histories were used. Calculation time was approximately 1 hour. Conclusion: Raystation electron Monte Carlo is acceptable for clinical use. All of the issues encountered have acceptable workarounds. Known issues were reported to Raysearch and will be resolved in upcoming releases
An Implementation of the Frequency Matching Method
Lange, Katrine; Frydendall, Jan; Hansen, Thomas Mejer;
aspects of the implementation of the Fre-quency Matching method and the techniques adopted to make it com-putationally feasible also for large-scale inverse problems. The source code is publicly available at GitHub and this paper also provides an example of how to apply the Frequency Matching method to a...
This work is based on the determination of the detection efficiency of 125I and 131I in thyroid of the identiFINDER detector using the Monte Carlo method. The suitability of the calibration method is analyzed, when comparing the results of the direct Monte Carlo method with the corrected, choosing the latter because the differences with the real efficiency stayed below 10%. To simulate the detector their geometric parameters were optimized using a tomographic study, what allowed the uncertainties minimization of the estimates. Finally were obtained the simulations of the detector geometry-point source to find the correction factors to 5 cm, 15 cm and 25 cm, and those corresponding to the detector-simulator arrangement for the method validation and final calculation of the efficiency, demonstrating that in the Monte Carlo method implementation if simulates at a greater distance than the used in the Laboratory measurements an efficiency overestimation can be obtained, while if simulates at a shorter distance this will be underestimated, so should be simulated at the same distance to which will be measured in the reality. Also, is achieved the obtaining of the efficiency curves and minimum detectable activity for the measurement of 131I and 125I. In general is achieved the implementation of the Monte Carlo methodology for the identiFINDER calibration with the purpose of estimating the measured activity of iodine in thyroid. This method represents an ideal way to replace the lack of patterns solutions and simulators assuring the capacities of the Internal Contamination Laboratory of the Centro de Proteccion e Higiene de las Radiaciones are always calibrated for the iodine measurement in thyroid. (author)
Quasi-Monte Carlo methods for lattice systems. A first look
We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable calculated by averaging over random observations generated from an ordinary Markov chain Monte Carlo simulation behaves like N-1/2, where N is the number of observations. By means of Quasi-Monte Carlo methods it is possible to improve this behavior for certain problems up to N-1. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling.
A method of modelling the dynamic motion of multileaf collimators (MLCs) for intensity-modulated radiation therapy (IMRT) was developed and implemented into the Monte Carlo simulation. The simulation of the dynamic MLCs (DMLCs) was based on randomizing leaf positions during a simulation so that the number of particle histories being simulated for each possible leaf position was proportional to the monitor units delivered to that position. This approach was incorporated into an EGS4 Monte Carlo program, and was evaluated in simulating the DMLCs for Varian accelerators (Varian Medical Systems, Palo Alto, CA, USA). The MU index of each segment, which was specified in the DMLC-control data, was used to compute the cumulative probability distribution function (CPDF) for the leaf positions. This CPDF was then used to sample the leaf positions during a real-time simulation, which allowed for either the step-shoot or sweeping-leaf motion in the beam delivery. Dose intensity maps for IMRT fields were computed using the above Monte Carlo method, with its accuracy verified by film measurements. The DMLC simulation improved the operational efficiency by eliminating the need to simulate multiple segments individually. More importantly, the dynamic motion of the leaves could be simulated more faithfully by using the above leaf-position sampling technique in the Monte Carlo simulation. (author)
Implementation and the choice of evaluation methods
Flyvbjerg, Bent
1984-01-01
approach founded more in phenomenology and social science. The role of analytical methods is viewed very differently in the two paradigms as in the conception of the policy process in general. Allthough analytical methods have come to play a prominent (and often dominant) role in transportation evaluation...... the programmed paradigm. By emphasizing the importance of the process of social interaction and subordinating analysis to this process, the adaptive paradigm reduces the likelihood of analytical methods narrowing and biasing implementation. To fulfil this subordinate role and to aid social interaction......The development of evaluation and implementation processes has been closely interrelated in both theory and practice. Today, two major paradigms of evaluation and implementation exist: the programmed paradigm with its approach based on the natural science model, and the adaptive paradigm with an...
Frequency-domain deviational Monte Carlo method for linear oscillatory gas flows
Ladiges, Daniel R.; Sader, John E.
2015-10-01
Oscillatory non-continuum low Mach number gas flows are often generated by nanomechanical devices in ambient conditions. These flows can be simulated using a range of particle based Monte Carlo techniques, which in their original form operate exclusively in the time-domain. Recently, a frequency-domain weight-based Monte Carlo method was proposed [D. R. Ladiges and J. E. Sader, "Frequency-domain Monte Carlo method for linear oscillatory gas flows," J. Comput. Phys. 284, 351-366 (2015)] that exhibits superior statistical convergence when simulating oscillatory flows. This previous method used the Bhatnagar-Gross-Krook (BGK) kinetic model and contains a "virtual-time" variable to maintain the inherent time-marching nature of existing Monte Carlo algorithms. Here, we propose an alternative frequency-domain deviational Monte Carlo method that facilitates the use of a wider range of molecular models and more efficient collision/relaxation operators. We demonstrate this method with oscillatory Couette flow and the flow generated by an oscillating sphere, utilizing both the BGK kinetic model and hard sphere particles. We also discuss how oscillatory motion of arbitrary time-dependence can be simulated using computationally efficient parallelization. As in the weight-based method, this deviational frequency-domain Monte Carlo method is shown to offer improved computational speed compared to the equivalent time-domain technique.
Growing lattice animals and Monte-Carlo methods
Reich, G. R.; Leath, P. L.
1980-01-01
We consider the search problems which arise in Monte-Carlo studies involving growing lattice animals. A new periodic hashing scheme (based on a periodic cell) especially suited to these problems is presented which takes advantage both of the connected geometric structure of the animals and the traversal-oriented nature of the search. The scheme is motivated by a physical analogy and tested numerically on compact and on ramified animals. In both cases the performance is found to be more efficient than random hashing, and to a degree depending on the compactness of the animals
Study of the quantitative analysis approach of maintenance by the Monte Carlo simulation method
This study is examination of the quantitative valuation by Monte Carlo simulation method of maintenance activities of a nuclear power plant. Therefore, the concept of the quantitative valuation of maintenance that examination was advanced in the Japan Society of Maintenology and International Institute of Universality (IUU) was arranged. Basis examination for quantitative valuation of maintenance was carried out at simple feed water system, by Monte Carlo simulation method. (author)
Spectral method and its high performance implementation
Wu, Zedong
2014-01-01
We have presented a new method that can be dispersion free and unconditionally stable. Thus the computational cost and memory requirement will be reduced a lot. Based on this feature, we have implemented this algorithm on GPU based CUDA for the anisotropic Reverse time migration. There is almost no communication between CPU and GPU. For the prestack wavefield extrapolation, it can combine all the shots together to migration. However, it requires to solve a bigger dimensional problem and more meory which can\\'t fit into one GPU cards. In this situation, we implement it based on domain decomposition method and MPI for distributed memory system.
Radiation Transport for Explosive Outflows: A Multigroup Hybrid Monte Carlo Method
Wollaeger, Ryan T.; van Rossum, Daniel R.; Graziani, Carlo; Couch, Sean M.; Jordan, George C., IV; Lamb, Donald Q.; Moses, Gregory A.
2013-12-01
We explore Implicit Monte Carlo (IMC) and discrete diffusion Monte Carlo (DDMC) for radiation transport in high-velocity outflows with structured opacity. The IMC method is a stochastic computational technique for nonlinear radiation transport. IMC is partially implicit in time and may suffer in efficiency when tracking MC particles through optically thick materials. DDMC accelerates IMC in diffusive domains. Abdikamalov extended IMC and DDMC to multigroup, velocity-dependent transport with the intent of modeling neutrino dynamics in core-collapse supernovae. Densmore has also formulated a multifrequency extension to the originally gray DDMC method. We rigorously formulate IMC and DDMC over a high-velocity Lagrangian grid for possible application to photon transport in the post-explosion phase of Type Ia supernovae. This formulation includes an analysis that yields an additional factor in the standard IMC-to-DDMC spatial interface condition. To our knowledge the new boundary condition is distinct from others presented in prior DDMC literature. The method is suitable for a variety of opacity distributions and may be applied to semi-relativistic radiation transport in simple fluids and geometries. Additionally, we test the code, called SuperNu, using an analytic solution having static material, as well as with a manufactured solution for moving material with structured opacities. Finally, we demonstrate with a simple source and 10 group logarithmic wavelength grid that IMC-DDMC performs better than pure IMC in terms of accuracy and speed when there are large disparities between the magnitudes of opacities in adjacent groups. We also present and test our implementation of the new boundary condition.
Implementation of Mobility Management Methods for MANET
Jiri Hosek
2012-12-01
Full Text Available The Mobile Adhoc Networks represent very perspective way of communication. The mobility management is on the most often discussed research issues within these networks. There have been designed many methods and algorithms to control and predict the movement of mobile nodes, but each method has different functional principle and is suitable for different environment and network circumstances. Therefore, it is advantageous to use a simulation tool in order to model and evaluate a mobile network together with the mobility management method. The aim of this paper is to present the implementation process of movement control methods into simulation environment OPNET Modeler based on the TRJ file. The described trajectory control procedure utilized the information about the route stored in the GPX file which is used to store the GPS coordinates. The developed conversion tool, implementation of proposed method into OPNET Modeler and also final evaluation are presented in this paper.
An irreversible Markov-chain Monte Carlo method with skew detailed balance conditions
An irreversible Markov-chain Monte Carlo (MCMC) method based on a skew detailed balance condition is discussed. Some recent theoretical works concerned with the irreversible MCMC method are reviewed and the irreversible Metropolis-Hastings algorithm for the method is described. We apply the method to ferromagnetic Ising models in two and three dimensions. Relaxation dynamics of the order parameter and the dynamical exponent are studied in comparison to those with the conventional reversible MCMC method with the detailed balance condition. We also examine how the efficiency of exchange Monte Carlo method is affected by the combined use of the irreversible MCMC method
In general there are two ways how to calculate effective doses. The first way is by use of deterministic methods like point kernel method which is implemented in Visiplan or Microshield. These kind of calculations are very fast, but they are not very convenient for a complex geometry with shielding composed of more then one material in meaning of result precision. In spite of this that programs are sufficient for ALARA optimisation calculations. On other side there are Monte Carlo methods which can be used for calculations. This way of calculation is quite precise in comparison with reality but calculation time is usually very large. Deterministic method like programs have one disadvantage -usually there is option to choose buildup factor (BUF) only for one material in multilayer stratified slabs shielding calculation problems even if shielding is composed from different materials. In literature there are proposed different formulas for multilayer BUF approximation. Aim of this paper was to examine these different formulas and their comparison with MCNP calculations. At first ware compared results of Visiplan and Microshield. Simple geometry was modelled - point source behind single and double slab shielding. For Build-up calculations was chosen Geometric Progression method (feature of the newest version of Visiplan) because there are lower deviations in comparison with Taylor fitting. (authors)
Verification of the spectral history correction method with fully coupled Monte Carlo code BGCore
Recently, a new method for accounting for burnup history effects on few-group cross sections was developed and implemented in the reactor dynamic code DYN3D. The method relies on the tracking of the local Pu-239 density which serves as an indicator of burnup spectral history. The validity of the method was demonstrated in PWR and VVER applications. However, the spectrum variation in BWR core is more pronounced due to the stronger coolant density change. Therefore, the purpose of the current work is to further investigate the applicability of the method to BWR analysis. The proposed methodology was verified against recently developed BGCore system, which couples Monte Carlo neutron transport with depletion and thermal hydraulic solvers and thus capable of providing a reference solution for 3D simulations. The results dearly show that neglecting the spectral history effects leads to a very large deviation (e.g. 2000 pcm in reactivity) from fee reference solution. However, a very good agreement between DYN3D and BGCore is observed (on the order of 200 pcm in reactivity), when the. Pu-correction method is applied. (author)
MCHITS: Monte Carlo based Method for Hyperlink Induced Topic Search on Networks
Zhaoyan Jin
2013-10-01
Full Text Available Hyperlink Induced Topic Search (HITS is the most authoritative and most widely used personalized ranking algorithm on networks. The HITS algorithm ranks nodes on networks according to power iteration, and has high complexity of computation. This paper models the HITS algorithm with the Monte Carlo method, and proposes Monte Carlo based algorithms for the HITS computation. Theoretical analysis and experiments show that the Monte Carlo based approximate computing of the HITS ranking reduces computing resources a lot while keeping higher accuracy, and is significantly better than related works
This analysis is part of the report on ' Implementation of geometry module of 05R code in another Monte Carlo code', chapter 6.0: establishment of future activity related to geometry in Monte Carlo method. The introduction points out some problems in solving complex three-dimensional models which induce the need for developing more efficient geometry modules in Monte Carlo calculations. Second part include formulation of the problem and geometry module. Two fundamental questions to be solved are defined: (1) for a given point, it is necessary to determine material region or boundary where it belongs, and (2) for a given direction, all cross section points with material regions should be determined. Third part deals with possible connection with Monte Carlo calculations for computer simulation of geometry objects. R-function theory enables creation of geometry module base on the same logic (complex regions are constructed by elementary regions sets operations) as well as construction geometry codes. R-functions can efficiently replace functions of three-value logic in all significant models. They are even more appropriate for application since three-value logic is not typical for digital computers which operate in two-value logic. This shows that there is a need for work in this field. It is shown that there is a possibility to develop interactive code for computer modeling of geometry objects in parallel with development of geometry module
Harries, Tim J.
2015-04-01
We present a set of new numerical methods that are relevant to calculating radiation pressure terms in hydrodynamics calculations, with a particular focus on massive star formation. The radiation force is determined from a Monte Carlo estimator and enables a complete treatment of the detailed microphysics, including polychromatic radiation and anisotropic scattering, in both the free-streaming and optically thick limits. Since the new method is computationally demanding we have developed two new methods that speed up the algorithm. The first is a photon packet splitting algorithm that enables efficient treatment of the Monte Carlo process in very optically thick regions. The second is a parallelization method that distributes the Monte Carlo workload over many instances of the hydrodynamic domain, resulting in excellent scaling of the radiation step. We also describe the implementation of a sink particle method that enables us to follow the accretion on to, and the growth of, the protostars. We detail the results of extensive testing and benchmarking of the new algorithms.
Reliability analysis of tunnel surrounding rock stability by Monte-Carlo method
XI Jia-mi; YANG Geng-she
2008-01-01
Discussed advantages of improved Monte-Carlo method and feasibility aboutproposed approach applying in reliability analysis for tunnel surrounding rock stability. Onthe basis of deterministic parsing for tunnel surrounding rock, reliability computing methodof surrounding rock stability was derived from improved Monte-Carlo method. The com-puting method considered random of related parameters, and therefore satisfies relativityamong parameters. The proposed method can reasonably determine reliability of sur-rounding rock stability. Calculation results show that this method is a scientific method indiscriminating and checking surrounding rock stability.
The Metropolis algorithm and the classical Heisenberg approximation were implemented by the Monte Carlo method to design a computational approach to the magnetization and resistivity of La2/3Ca1/3MnO3, which depends on the Mn ion vacancies as the external magnetic field increases. This compound is ferromagnetic, and it exhibits the colossal magnetoresistance (CMR) effect. The monolayer was built with L×L×d dimensions, and it had L=30 umc (units of magnetic cells) for its dimension in the x–y plane and was d=12 umc in thickness. The Hamiltonian that was used contains interactions between first neighbors, the magnetocrystalline anisotropy effect and the external applied magnetic field response. The system that was considered contains mixed-valence bonds: Mn3+eg’–O–Mn3+eg, Mn3+eg–O–Mn4+d3 and Mn3+eg’–O–Mn4+d3. The vacancies were placed randomly in the sample, replacing any type of Mn ion. The main result shows that without vacancies, the transitions TC (Curie temperature) and TMI (metal–insulator temperature) are similar, whereas with the increase in the vacancy percentage, TMI presented lower values than TC. This situation is caused by the competition between the external magnetic field, the vacancy percentage and the magnetocrystalline anisotropy, which favors the magnetoresistive effect at temperatures below TMI. Resistivity loops were also observed, which shows a direct correlation with the hysteresis loops of magnetization at temperatures below TC. - Highlights: • Changes in the resistivity of FM materials as a function of the temperature and external magnetic field can be obtained by the Monte Carlo method, Metropolis algorithm, classical Heisenberg and Kronig–Penney approximation for magnetic clusters. • Increases in the magnetoresistive effect were observed at temperatures below TMI by the vacancies effect. • The resistive hysteresis loop presents two peaks that are directly associated with the coercive field in the magnetic
Application of a Monte Carlo method for modeling debris flow run-out
Luna, B. Quan; Cepeda, J.; Stumpf, A.; van Westen, C. J.; Malet, J. P.; van Asch, T. W. J.
2012-04-01
A probabilistic framework based on a Monte Carlo method for the modeling of debris flow hazards is presented. The framework is based on a dynamic model, which is combined with an explicit representation of the different parameter uncertainties. The probability distribution of these parameters is determined from an extensive collected database with information of back calibrated past events from different authors. The uncertainty in these inputs can be simulated and used to increase confidence in certain extreme run-out distances. In the Monte Carlo procedure; the input parameters of the numerical models simulating propagation and stoppage of debris flows are randomly selected. Model runs are performed using the randomly generated input values. This allows estimating the probability density function of the output variables characterizing the destructive power of debris flow (for instance depth, velocities and impact pressures) at any point along the path. To demonstrate the implementation of this method, a continuum two-dimensional dynamic simulation model that solves the conservation equations of mass and momentum was applied (MassMov2D). This general methodology facilitates the consistent combination of physical models with the available observations. The probabilistic model presented can be considered as a framework to accommodate any existing one or two dimensional dynamic model. The resulting probabilistic spatial model can serve as a basis for hazard mapping and spatial risk assessment. The outlined procedure provides a useful way for experts to produce hazard or risk maps for the typical case where historical records are either poorly documented or even completely lacking, as well as to derive confidence limits on the proposed zoning.
Calculation of gamma-ray families by Monte Carlo method
Extensive Monte Carlo calculation on gamma-ray families was carried out under appropriate model parameters which are currently used in high energy cosmic ray phenomenology. Characteristics of gamma-ray families are systematically investigated by the comparison of calculated results with experimental data obtained at mountain altitudes. The main point of discussion is devoted to examine the validity of Feynman scaling in the fragmentation region of the multiple meson production. It is concluded that experimental data cannot be reproduced under the assumption of scaling law when primary cosmic rays are dominated by protons. Other possibilities on primary composition and increase of interaction cross section are also examined. These assumptions are consistent with experimental data only when we introduce intense dominance of heavy primaries in E0>1015 eV region and very strong increase of interaction cross section (say sigma varies as Esub(0)sup(0.06)) simultaneously
New methods for the Monte Carlo simulation of neutron noise experiments in Ads
This paper presents two improvements to speed up the Monte-Carlo simulation of neutron noise experiments. The first one is to separate the actual Monte Carlo transport calculation from the digital signal processing routines, while the second is to introduce non-analogue techniques to improve the efficiency of the Monte Carlo calculation. For the latter method, adaptations to the theory of neutron noise experiments were made to account for the distortion of the higher-moments of the calculated neutron noise. Calculations were performed to test the feasibility of the above outlined scheme and to demonstrate the advantages of the application of the track length estimator. It is shown that the modifications improve the efficiency of these calculations to a high extent, which turns the Monte Carlo method into a powerful tool for the development and design of on-line reactivity measurement systems for ADS
Quantum trajectory Monte Carlo method describing the coherent dynamics of highly charged ions
We present a theoretical framework for studying dynamics of open quantum systems. Our formalism gives a systematic path from Hamiltonians constructed by first principles to a Monte Carlo algorithm. Our Monte Carlo calculation can treat the build-up and time evolution of coherences. We employ a reduced density matrix approach in which the total system is divided into a system of interest and its environment. An equation of motion for the reduced density matrix is written in the Lindblad form using an additional approximation to the Born-Markov approximation. The Lindblad form allows the solution of this multi-state problem in terms of Monte Carlo sampling of quantum trajectories. The Monte Carlo method is advantageous in terms of computer storage compared to direct solutions of the equation of motion. We apply our method to discuss coherence properties of the internal state of a Kr35+ ion subject to spontaneous radiative decay. Simulations exhibit clear signatures of coherent transitions
Convex-based void filling method for CAD-based Monte Carlo geometry modeling
Highlights: • We present a new void filling method named CVF for CAD based MC geometry modeling. • We describe convex based void description based and quality-based space subdivision. • The results showed improvements provided by CVF for both modeling and MC calculation efficiency. - Abstract: CAD based automatic geometry modeling tools have been widely applied to generate Monte Carlo (MC) calculation geometry for complex systems according to CAD models. Automatic void filling is one of the main functions in the CAD based MC geometry modeling tools, because the void space between parts in CAD models is traditionally not modeled while MC codes such as MCNP need all the problem space to be described. A dedicated void filling method, named Convex-based Void Filling (CVF), is proposed in this study for efficient void filling and concise void descriptions. The method subdivides all the problem space into disjointed regions using Quality based Subdivision (QS) and describes the void space in each region with complementary descriptions of the convex volumes intersecting with that region. It has been implemented in SuperMC/MCAM, the Multiple-Physics Coupling Analysis Modeling Program, and tested on International Thermonuclear Experimental Reactor (ITER) Alite model. The results showed that the new method reduced both automatic modeling time and MC calculation time
An energy transfer method for 4D Monte Carlo dose calculation.
Siebers, Jeffrey V; Zhong, Hualiang
2008-09-01
This article presents a new method for four-dimensional Monte Carlo dose calculations which properly addresses dose mapping for deforming anatomy. The method, called the energy transfer method (ETM), separates the particle transport and particle scoring geometries: Particle transport takes place in the typical rectilinear coordinate system of the source image, while energy deposition scoring takes place in a desired reference image via use of deformable image registration. Dose is the energy deposited per unit mass in the reference image. ETM has been implemented into DOSXYZnrc and compared with a conventional dose interpolation method (DIM) on deformable phantoms. For voxels whose contents merge in the deforming phantom, the doses calculated by ETM are exactly the same as an analytical solution, contrasting to the DIM which has an average 1.1% dose discrepancy in the beam direction with a maximum error of 24.9% found in the penumbra of a 6 MV beam. The DIM error observed persists even if voxel subdivision is used. The ETM is computationally efficient and will be useful for 4D dose addition and benchmarking alternative 4D dose addition algorithms. PMID:18841862
At the present time a Monte Carlo transport computer code is being designed and implemented at Lawrence Livermore National Laboratory to include the transport of: neutrons, photons, electrons and light charged particles as well as the coupling between all species of particles, e.g., photon induced electron emission. Since this code is being designed to handle all particles this approach is called the ''All Particle Method''. The code is designed as a test bed code to include as many different methods as possible (e.g., electron single or multiple scattering) and will be data driven to minimize the number of methods and models ''hard wired'' into the code. This approach will allow changes in the Livermore nuclear and atomic data bases, used to described the interaction and production of particles, to be used to directly control the execution of the program. In addition this approach will allow the code to be used at various levels of complexity to balance computer running time against the accuracy requirements of specific applications. This paper describes the current design philosophy and status of the code. Since the treatment of neutrons and photons used by the All Particle Method code is more or less conventional, emphasis in this paper is placed on the treatment of electron, and to a lesser degree charged particle, transport. An example is presented in order to illustrate an application in which the ability to accurately transport electrons is important. 21 refs., 1 fig
Theoretical consideration is made for possibility to accelerate and judge convergence of a conventional Monte Carlo iterative calculation when it is used for a weak neutron interaction problem. And the clue for this consideration is rendered with some application analyses using the OECD/NEA source convergence benchmark problems. Some practical procedures are proposed to realize these acceleration and judgment methods in practical application using a Monte Carlo code. (author)
Hybrid Monte-Carlo method for simulating neutron and photon radiography
We present a Hybrid Monte-Carlo method (HMCM) for simulating neutron and photon radiographs. HMCM utilizes the combination of a Monte-Carlo particle simulation for calculating incident film radiation and a statistical post-processing routine to simulate film noise. Since the method relies on MCNP for transport calculations, it is easily generalized to most non-destructive evaluation (NDE) simulations. We verify the method's accuracy through ASTM International's E592-99 publication, Standard Guide to Obtainable (E)quivalent Penetrameter Sensitivity for Radiography of Steel Plates [1]. Potential uses for the method include characterizing alternative radiological sources and simulating NDE radiographs
Hybrid Monte-Carlo method for simulating neutron and photon radiography
Wang, Han; Tang, Vincent
2013-11-01
We present a Hybrid Monte-Carlo method (HMCM) for simulating neutron and photon radiographs. HMCM utilizes the combination of a Monte-Carlo particle simulation for calculating incident film radiation and a statistical post-processing routine to simulate film noise. Since the method relies on MCNP for transport calculations, it is easily generalized to most non-destructive evaluation (NDE) simulations. We verify the method's accuracy through ASTM International's E592-99 publication, Standard Guide to Obtainable Equivalent Penetrameter Sensitivity for Radiography of Steel Plates [1]. Potential uses for the method include characterizing alternative radiological sources and simulating NDE radiographs.