International Nuclear Information System (INIS)
1 - Description of problem or function: - ZZ-IRDF-82: ENDF-5 Format; 620 group (SAND II) Dosimetry Library. Nuclides: Li, B, F, Na, Mg, Al, P, S, Sc, Ti, Mn, Fe, Co, Ni, Cu, Zn, Zr, Nb, Rh, In, I, Au, Th, U, Np, Pu, Am. - ZZ-IRDF-90: ENDF-6 Format; 640 groups extended SAND II structure. Nuclides: Li, B, F, Mg, Al, P, S, Sc, Ti, Cr, Mn, Fe, Co, Ni, Cu, Zn, Zr, Nb, Rh, Cd, Ir, Gd, Au, Th, U, Np, Pu, V. Damage cross section for Fe, Cr, Ni. Weighting spectrum: Maxwell spectrum, 1/E spectrum and Watt fission spectrum. - ZZ-IRDF-2002: ENDF-6 Format (pointwise cross-section data). SAND II 640 energy group structure (multigroup data). Nuclides: Li, B, F, Na, Mg, Al, P, S, Sc, Ti, V, Cr, Mn, Fe, Co, Ni, Cu, Zn, As, Y, Zr, Nb, Rh, Ag, In, I, La, Pr, Tm, Ta, W, Au, Hg, Pb, Th, U, Np, Pu, Am, Cd, Gd. Damage cross section for Fe, Cr, Ni, Si, GaAs displacement. Weighting spectrum: - Typical MTR spectrum used in the input of the cross-section uncertainty processing code. - Flat weighting spectrum used in converting the pointwise cross-section data to the extended SAND-II group structure. - ZZ-IRDF-2002-ACE: ACE Format (continuous energy cross-section data for Monte Carlo). Nuclides: Li, B, F, Na, Mg, Al, P, S, Sc, Ti, V, Cr, Mn, Fe, Co, Ni, Cu, Zn, As, Y, Zr, Nb, Rh, Ag, In, I, La, Pr, Tm, Ta, W, Au, Hg, Pb, Th, U, Np, Pu, Am, Cd, Gd. Damage cross section for Fe, Cr, Ni, Si, GaAs displacement. - (A) ZZ-IRDF-82: The 1982 version of the International Reactor Dosimetry File is composed of two different parts. The first part is made up of a collection of dosimetry Cross sections and the second part contains a collection of benchmark spectra. For ease of use in dosimetry applications both Cross sections and spectra are distributed in multigroup form. Each of these two parts is in the ENDF/B-V Format as a separate computer file. I) The dosimetry cross section library contains the following data: (1) The entire ENDF/B-V Dosimetry Library (Mod. 1) in the form of 620 group averaged Cross
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
Monte Carlo Methods in Physics
International Nuclear Information System (INIS)
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
Shell model Monte Carlo methods
International Nuclear Information System (INIS)
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
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 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
International Nuclear Information System (INIS)
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)
Sánchez-Álvaro, E
2000-01-01
The process e/sup +/e/sup -/ to ZZ is studied at LEP at center-of- mass energies near 183 and 189 GeV. Cross sections are measured and found to be in agreement with the standard model expectations. Limits on anomalous ZZZ and ZZ gamma couplings are set. (6 refs).
Experience with the Monte Carlo Method
International Nuclear Information System (INIS)
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
Guideline for radiation transport simulation with the Monte Carlo method
International Nuclear Information System (INIS)
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)
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
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
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
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
DEFF Research Database (Denmark)
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
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
by means of FLUKA Monte Carlo method
Directory of Open Access Journals (Sweden)
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
International Nuclear Information System (INIS)
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)
Monte Carlo method in radiation transport problems
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
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
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.
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.
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.
Use of Monte Carlo Methods in brachytherapy; Uso del metodo de Monte Carlo en braquiterapia
Energy Technology Data Exchange (ETDEWEB)
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)
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. ...
Higgs bosons in ZZ production from pp collisions
International Nuclear Information System (INIS)
The contribution to pp → ZZ + X from gluon fusion (gg → ZZ) is determined and combined with the contributions from the subprocesses q anti q → ZZ, WW → ZZ, and ZZ → ZZ to find the total Higgs signal in ZZ production. 10 refs., 6 figs
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
Energy Technology Data Exchange (ETDEWEB)
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
Directory of Open Access Journals (Sweden)
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.
Iterative acceleration methods for Monte Carlo and deterministic criticality calculations
International Nuclear Information System (INIS)
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
Energy Technology Data Exchange (ETDEWEB)
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.
Ground-state properties of LiH by reptation quantum Monte Carlo methods.
Ospadov, Egor; Oblinsky, Daniel G; Rothstein, Stuart M
2011-05-01
We apply reptation quantum Monte Carlo to calculate one- and two-electron properties for ground-state LiH, including all tensor components for static polarizabilities and hyperpolarizabilities to fourth-order in the field. The importance sampling is performed with a large (QZ4P) STO basis set single determinant, directly obtained from commercial software, without incurring the overhead of optimizing many-parameter Jastrow-type functions of the inter-electronic and internuclear distances. We present formulas for the electrical response properties free from the finite-field approximation, which can be problematic for the purposes of stochastic estimation. The α, γ, A and C polarizability values are reasonably consistent with recent determinations reported in the literature, where they exist. A sum rule is obeyed for components of the B tensor, but B(zz,zz) as well as β(zzz) differ from what was reported in the literature. PMID:21445452
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
On the Markov Chain Monte Carlo (MCMC) method
Indian Academy of Sciences (India)
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
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
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
Stochastic simulation and Monte-Carlo methods; Simulation stochastique et methodes de Monte-Carlo
Energy Technology Data Exchange (ETDEWEB)
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
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
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
A hybrid Monte Carlo and response matrix Monte Carlo method in criticality calculation
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
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...
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.
Monte Carlo methods for the self-avoiding walk
Energy Technology Data Exchange (ETDEWEB)
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
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
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
Energy Technology Data Exchange (ETDEWEB)
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
International Nuclear Information System (INIS)
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
A Multivariate Time Series Method for Monte Carlo Reactor Analysis
International Nuclear Information System (INIS)
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
Monte Carlo methods for the reliability analysis of Markov systems
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
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.
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.
Extending the alias Monte Carlo sampling method to general distributions
International Nuclear Information System (INIS)
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
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.
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
International Nuclear Information System (INIS)
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)
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
Indian Academy of Sciences (India)
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.
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...
Bayesian Monte Carlo method for nuclear data evaluation
International Nuclear Information System (INIS)
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.
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.
Non-analogue Monte Carlo method, application to neutron simulation
International Nuclear Information System (INIS)
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
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...
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 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
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
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
Energy Technology Data Exchange (ETDEWEB)
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.
Higgs/ZZ searches in the 3 leptons + X channels
Kasmi, Azeddine
2009-05-01
The mechanism of spontaneously broken symmetries is one of the key problems in particles physics. Hence understanding the Higgs mechanism, by which the fundamental particles gain mass, is one of the primary goals of the LHC. Another area of great interest is ZZ diboson production. In the Standard Model(SM), the triple neutral gauge couplings (ZZZ and ZZγ) are absent and ZZ searches provide a test for any gauge-coupling anomalies and hence possible new physics beyond the SM. Production of ZZ dibosons is an irreducible background for the Higgs production with a 4 lepton decay mode (particularly at high mass). To maximize the sensitivity of Higgs searches, the 3l+ X channels were considered as they have higher a acceptance than the 4l channel due to inefficiencies in lepton reconstruction. I pursued an exclusive search for the Higgs/ZZ signal in the 3l+X channel using clustering algorithms for finding unidentified electrons. The motivations for a cluster based algorithm are: 1) no assumption of a cluster width is required 2) the cluster centric based algorithm has greater η coverage than the standard electron identification methods and 3) the cluster based algorithm does not split the cluster in the crack regions. The background in the 3l+X channel is very challenging. In this work, I present a set of selection criteria along with a likelihood method for particle identification to achieve an acceptable signal-over-background.
Comparison of deterministic and Monte Carlo methods in shielding design
International Nuclear Information System (INIS)
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
Institute of Scientific and Technical Information of China (English)
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".
Finite population-size effects in projection Monte Carlo methods
International Nuclear Information System (INIS)
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
Monte Carlo methods in electron transport problems. Pt. 1
International Nuclear Information System (INIS)
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
Improved criticality convergence via a modified Monte Carlo iteration method
Energy Technology Data Exchange (ETDEWEB)
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.
Condensed history Monte Carlo methods for photon transport problems
International Nuclear Information System (INIS)
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
Iridium 192 dosimetric study by Monte-Carlo method
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
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 new DNB design method using the system moment method combined with Monte Carlo simulation
International Nuclear Information System (INIS)
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
The macro response Monte Carlo method for electron transport
Energy Technology Data Exchange (ETDEWEB)
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
International Nuclear Information System (INIS)
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)
Hybrid Deterministic-Monte Carlo Methods for Neutral Particle Transport
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
White dwarf pulsators (ZZ Ceti variables) osub solar acccur in the extension of the radial pulsation envelope ionization instability strip to the observed luminosities of 3 x 10-3L sub solar according to van Horn. Investigations were underway to see if the driving mechanisms of hydrogen and helium ionization can cause radial pulsations as they do for the Cepheids, the RR Lyrae variables, and the delta Scuti variables. Masses used in this study are 0.60 and 0.75 M sub solar for T/sub e/ between 10,000 K and 14,000 K, the observed range in T/sub e/. Helium rich surface compositions like Y = 0.78,, Z = 0.02 as well as Y = 0.28, Z = 0.02 were used in spite of observations showing only hydrogen lines in the spectrum. The deep layers are pure carbon, and several transition compositions are included. The models show radial pulsation instabilities for many overtone modes at periods between about 0.3 and 3 seconds. The driving mechanism is mostly helium ionization at 40,000 and 150,000 K. The blue edge at about 14,000 K is probably due to the driving region becoming too shallow, and the red edge at 10,000 K is due to so much convection in the pulsation deriving region that no radiative luminosity is available for modulation by the γ and kappa effects. It is speculated that the very long observed periods (100 to 1000 sec) of ZZ Ceti variables are not due to nonradial pulsations, but are possibly aliases due to data undersampling. 4 references
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
Energy Technology Data Exchange (ETDEWEB)
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)
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
International Nuclear Information System (INIS)
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)
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...
International Nuclear Information System (INIS)
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.
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.
Search for $ZW/ZZ \\to \\ell^+ \\ell^-$ + Jets Production in $p\\bar{p}$ Collisions at CDF
Energy Technology Data Exchange (ETDEWEB)
Ketchum, Wesley Robert [Univ. of Chicago, IL (United States)
2012-12-01
The Standard Model of particle physics describes weak interactions mediated by massive gauge bosons that interact with each other in well-defined ways. Observations of the production and decay of WW, WZ, and ZZ boson pairs are an opportunity to check that these self-interactions agree with the Standard Model predictions. Furthermore, final states that include quarks are very similar to the most prominent final state of Higgs bosons produced in association with a W or Z boson. Diboson production where WW is a significant component has been observed at the Tevatron collider in semi-hadronic decay modes. We present a search for ZW and ZZ production in a final state containing two charged leptons and two jets using 8.9 fb^{-1} of data recorded with the CDF detector at the Tevatron. We select events by identifying those that contain two charged leptons, two hadronic jets, and low transverse missing energy (E_{T} ). We increase our acceptance by using a wide suite of high-p_{T} lepton triggers and by relaxing many lepton identification requirements. We develop a new method for calculating corrections to jet energies based on whether the originating parton was a quark or gluon to improve the agreement between data and the Monte Carlo simulations used to model our diboson signal and dominant backgrounds. We also make use of neural-network-based discriminants that are trained to pick out jets originating from b quarks and light-flavor quarks, thereby increasing our sensitivity to Z → b$\\bar{b}$ and W=Z → q$\\bar{p'}$0 decays, respectively. The number of signal events is extracted through a simultaneous fit to the dijet mass spectrum in three channels: a heavy-flavor tagged channel, a light-flavor tagged channel, and an untagged channel. We measure σ_{ZW/ZZ}= 2.5^{+2.0}_{ -1.0} pb, which is consistent with the SM cross section of 5.1 pb. We establish an upper limit on the cross section of σ_{ZW/ZZ} < 6.1 pb
On polarization parameters of spin-$1$ particles and anomalous couplings in $e^+e^-\\to ZZ/Z\\gamma$
Rahaman, Rafiqul
2016-01-01
We propose a complete set of asymmetries to construct the polarization density matrix for a massive spin-$1$ particle at colliders. We study their sensitivity to the anomalous trilinear gauge couplings of neutral gauge bosons in $e^+e^-\\to ZZ/Z\\gamma$ processes with unpolarized initial beams. We use these polarization asymmetries, along with the cross-section, to obtain a simultaneous limit on all the anomalous coupling using Markov Chain Monte Carlo (MCMC) method. For an $e^+e^-$ collider running at $500$ GeV center-of-mass energy and $100$ fb$^{-1}$ of integrated luminosity the simultaneous limits on the anomalous couplings are $1\\sim3\\times 10^{-3}$.
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.
LISA data analysis using Markov chain Monte Carlo methods
International Nuclear Information System (INIS)
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
Seriation in paleontological data using markov chain Monte Carlo methods.
Directory of Open Access Journals (Sweden)
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. ¶ ...
International Nuclear Information System (INIS)
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)
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
International Nuclear Information System (INIS)
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
Directory of Open Access Journals (Sweden)
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.
Monte Carlo method with complex-valued weights for frequency domain analyses of neutron noise
International Nuclear Information System (INIS)
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
Quantum Monte Carlo methods and lithium cluster properties. [Atomic clusters
Energy Technology Data Exchange (ETDEWEB)
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
Energy Technology Data Exchange (ETDEWEB)
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.
Latent uncertainties of the precalculated track Monte Carlo method
International Nuclear Information System (INIS)
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
Development of 3d reactor burnup code based on Monte Carlo method and exponential Euler method
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
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
Method of tallying adjoint fluence and calculating kinetics parameters in Monte Carlo codes
International Nuclear Information System (INIS)
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)
Simulating Compton scattering using Monte Carlo method: COSMOC library
Czech Academy of Sciences Publication Activity Database
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
International Nuclear Information System (INIS)
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
Energy Technology Data Exchange (ETDEWEB)
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.
Energy Technology Data Exchange (ETDEWEB)
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.
Non-Standard ZZ Production with Leptonic Decays at the Large Hadron Collider
Sun, Hao
2012-04-01
The prospects of anomalous ZZγ and ZZZ triple gauge boson couplings are investigated at the Large Hadron Collider (LHC) through an excess of events in ZZ diboson production. Two such channels are selected and the tree level results including leptonic final states are discussed: ZZ → l1-l1+l2-l2+ and ZZ → l-l+νν¯(l, l1,2 = e, μ). The results in the full finite width method are compared with the narrow width approximation (NWA) method in detail. Besides the Z boson transverse momentum distributions, the azimuthal angle between the Z boson decay to fermions, ΔΦ, and their separations in the pseudo-rapidity-azimuthal angle plane, ΔR, as well as the sensitivity on anomalous couplings are displayed at the 14 TeV LHC.
A Residual Monte Carlo Method for Spatially Discrete, Angularly Continuous Radiation Transport
International Nuclear Information System (INIS)
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.
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
International Nuclear Information System (INIS)
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)
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.
Quasi-Monte Carlo methods for lattice systems. A first look
International Nuclear Information System (INIS)
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.
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
International Nuclear Information System (INIS)
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)
An irreversible Markov-chain Monte Carlo method with skew detailed balance conditions
International Nuclear Information System (INIS)
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
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.
MCHITS: Monte Carlo based Method for Hyperlink Induced Topic Search on Networks
Directory of Open Access Journals (Sweden)
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
Reliability analysis of tunnel surrounding rock stability by Monte-Carlo method
Institute of Scientific and Technical Information of China (English)
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.
Calculation of gamma-ray families by Monte Carlo method
International Nuclear Information System (INIS)
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
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.
On the feasibility of a homogenised multi-group Monte Carlo method in reactor analysis
International Nuclear Information System (INIS)
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)
New methods for the Monte Carlo simulation of neutron noise experiments in Ads
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
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
Seeking CP violating couplings in ZZ production at LEP2
Biebel, Jochen
1998-02-01
The effects of CP violating anomalous ZZZ and γZZ vertices in ZZ production are determined. We present the differential cross-section for e+e--->ZZ with dependence on the spins of the Z bosons. It is shown that from the different spin combinations those with one longitudinally and one transversally polarized Z in the final state are the most sensitive to CP violating anomalous couplings.
Seeking $CP$ Violating Couplings in $ZZ$ Production at LEP2
Biebel, J
1999-01-01
The effects of CP violating anomalous ZZZ and gammaZZ vertices in ZZ production are determined. We present the differential cross-section for e+e- -> ZZ with dependence on the spins of the Z bosons. It is shown that from the different spin combinations those with one longitudinally and one transversally polarized Z in the final state are the most sensitive to CP violating anomalous couplings.
International Nuclear Information System (INIS)
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)
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 ...
TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging
Energy Technology Data Exchange (ETDEWEB)
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
A new method for the calculation of diffusion coefficients with Monte Carlo
International Nuclear Information System (INIS)
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)
Hybrid Monte-Carlo method for simulating neutron and photon radiography
International Nuclear Information System (INIS)
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.
Combination of Monte Carlo and transfer matrix methods to study 2D and 3D percolation
Energy Technology Data Exchange (ETDEWEB)
Saleur, H.; Derrida, B.
1985-07-01
In this paper we develop a method which combines the transfer matrix and the Monte Carlo methods to study the problem of site percolation in 2 and 3 dimensions. We use this method to calculate the properties of strips (2D) and bars (3D). Using a finite size scaling analysis, we obtain estimates of the threshold and of the exponents wich confirm values already known. We discuss the advantages and the limitations of our method by comparing it with usual Monte Carlo calculations.
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.
Spin-orbit interactions in electronic structure quantum Monte Carlo methods
Melton, Cody A.; Zhu, Minyi; Guo, Shi; Ambrosetti, Alberto; Pederiva, Francesco; Mitas, Lubos
2016-04-01
We develop generalization of the fixed-phase diffusion Monte Carlo method for Hamiltonians which explicitly depends on particle spins such as for spin-orbit interactions. The method is formulated in a zero-variance manner and is similar to the treatment of nonlocal operators in commonly used static-spin calculations. Tests on atomic and molecular systems show that it is very accurate, on par with the fixed-node method. This opens electronic structure quantum Monte Carlo methods to a vast research area of quantum phenomena in which spin-related interactions play an important role.
The S/sub N//Monte Carlo response matrix hybrid method
International Nuclear Information System (INIS)
A hybrid method has been developed to iteratively couple S/sub N/ and Monte Carlo regions of the same problem. This technique avoids many of the restrictions and limitations of previous attempts to do the coupling and results in a general and relatively efficient method. We demonstrate the method with some simple examples
International Nuclear Information System (INIS)
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
Progress on burnup calculation methods coupling Monte Carlo and depletion codes
Energy Technology Data Exchange (ETDEWEB)
Leszczynski, Francisco [Comision Nacional de Energia Atomica, San Carlos de Bariloche, RN (Argentina). Centro Atomico Bariloche]. E-mail: lesinki@cab.cnea.gob.ar
2005-07-01
Several methods of burnup calculations coupling Monte Carlo and depletion codes that were investigated and applied for the author last years are described. here. Some benchmark results and future possibilities are analyzed also. The methods are: depletion calculations at cell level with WIMS or other cell codes, and use of the resulting concentrations of fission products, poisons and actinides on Monte Carlo calculation for fixed burnup distributions obtained from diffusion codes; same as the first but using a method o coupling Monte Carlo (MCNP) and a depletion code (ORIGEN) at a cell level for obtaining the concentrations of nuclides, to be used on full reactor calculation with Monte Carlo code; and full calculation of the system with Monte Carlo and depletion codes, on several steps. All these methods were used for different problems for research reactors and some comparisons with experimental results of regular lattices were performed. On this work, a resume of all these works is presented and discussion of advantages and problems found are included. Also, a brief description of the methods adopted and MCQ system for coupling MCNP and ORIGEN codes is included. (author)
Radiation Transport for Explosive Outflows: A Multigroup Hybrid Monte Carlo Method
Wollaeger, Ryan T; Graziani, Carlo; Couch, Sean M; Jordan, George C; Lamb, Donald Q; Moses, Gregory A
2013-01-01
We explore the application of Implicit Monte Carlo (IMC) and Discrete Diffusion Monte Carlo (DDMC) to radiation transport in strong fluid outflows with structured opacity. The IMC method of Fleck & Cummings is a stochastic computational technique for nonlinear radiation transport. IMC is partially implicit in time and may suffer in efficiency when tracking Monte Carlo particles through optically thick materials. The DDMC method of Densmore accelerates an IMC computation where the domain is diffusive. Recently, Abdikamalov extended IMC and DDMC to multigroup, velocity-dependent neutrino transport with the intent of modeling neutrino dynamics in core-collapse supernovae. Densmore has also formulated a multifrequency extension to the originally grey DDMC method. In this article 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. The method described is suitable for a large variety of non-mono...
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.
International Nuclear Information System (INIS)
A Computer program MCVIEW calculates the radiation view factor between surfaces for three dimensional geometries. MCVIEW was developed to calculate view factors for input data to heat transfer analysis programs TRUMP, HEATING-5, HEATING-6 and so on. In the paper, brief illustration of calculation method using Monte Carlo for view factor is presented. The second section presents comparisons between view factors of other methods such as area integration, line integration and cross string and Monte Carlo methods, concerning with calculation error and computer execution time. The third section provides a user's input guide for MCVIEW. (author)
International Nuclear Information System (INIS)
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)
Metric conjoint segmentation methods : A Monte Carlo comparison
Vriens, M; Wedel, M; Wilms, T
1996-01-01
The authors compare nine metric conjoint segmentation methods. Four methods concern two-stage procedures in which the estimation of conjoint models and the partitioning of the sample are performed separately; in five, the estimation and segmentation stages are integrated. The methods are compared co
International Nuclear Information System (INIS)
Computer development has a bearing on the choice of methods and their possible uses. The authors discuss the possible uses of the diffusion and transport theories and their limitations. Most of the problems encountered in regard to criticality involve fissile materials in simple or multiple assemblies. These entail the use of methods of calculation based on different principles. There are approximate methods of calculation, but very often, for economic reasons or with a view to practical application, a high degree of accuracy is required in determining the reactivity of the assemblies in question, and the methods based on the Monte Carlo principle are then the most valid. When these methods are used, accuracy is linked with the calculation time, so that the usefulness of the codes derives from their speed. With a view to carrying out the work in the best conditions, depending on the geometry and the nature of the materials involved, various codes must be used. Four principal codes are described, as are their variants; some typical possibilities and certain fundamental results are presented. Finally the accuracies of the various methods are compared. (author)
The factorization method for Monte Carlo simulations of systems with a complex with
Ambjørn, J.; Anagnostopoulos, K. N.; Nishimura, J.; Verbaarschot, J. J. M.
2004-03-01
We propose a method for Monte Carlo simulations of systems with a complex action. The method has the advantages of being in principle applicable to any such system and provides a solution to the overlap problem. In some cases, like in the IKKT matrix model, a finite size scaling extrapolation can provide results for systems whose size would make it prohibitive to simulate directly.
Remarkable moments in the history of neutron transport Monte Carlo methods
International Nuclear Information System (INIS)
I highlight a few results from the past of the neutron and photon transport Monte Carlo methods which have caused me a great pleasure for their ingenuity and wittiness and which certainly merit to be remembered even when tricky methods are not needed anymore. (orig.)
Energy Technology Data Exchange (ETDEWEB)
Bredenstein, A.
2006-05-08
In this work we provide precision calculations for the processes {gamma}{gamma} {yields} 4 fermions and H {yields} WW/ZZ {yields} 4 fermions. At a {gamma}{gamma} collider precise theoretical predictions are needed for the {gamma}{gamma} {yields} WW {yields} 4f processes because of their large cross section. These processes allow a measurement of the gauge-boson couplings {gamma}WW and {gamma}{gamma}WW. Furthermore, the reaction {gamma}{gamma} {yields} H {yields} WW/ZZ {yields} 4f arises through loops of virtual charged, massive particles. Thus, the coupling {gamma}{gamma}H can be measured and Higgs bosons with a relatively large mass could be produced. For masses M{sub H} >or(sim) 135 GeV the Higgs boson predominantly decays into W- or Z-boson pairs and subsequently into four leptons. The kinematical reconstruction of these decays is influenced by quantum corrections, especially real photon radiation. Since off-shell effects of the gauge bosons have to be taken into account below M{sub H} {approx} 2M{sub W/Z}, the inclusion of the decays of the gauge bosons is important. In addition, the spin and the CP properties of the Higgs boson can be determined by considering angular and energy distributions of the decay fermions. For a comparison of theoretical predictions with experimental data Monte Carlo generators are useful tools. We construct such programs for the processes {gamma}{gamma} {yields} WW {yields} 4f and H {yields} WW/ZZ {yields} 4f. On the one hand, they provide the complete predictions at lowest order of perturbation theory. On the other hand, they contain quantum corrections, which ca be classified into real corrections, connected with photons bremsstrahlung, and virtual corrections. Whereas the virtual quantum corrections to {gamma}{gamma} {yields} WW {yields} 4f are calculated in the double-pole approximation, i.e. only doubly-resonant contributions are taken into account, we calculate the complete O({alpha}) corrections for the H {yields} WW/ZZ
Energy Technology Data Exchange (ETDEWEB)
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.
Directory of Open Access Journals (Sweden)
GHAREHPETIAN, G. B.
2009-06-01
Full Text Available The analysis of the risk of partial and total blackouts has a crucial role to determine safe limits in power system design, operation and upgrade. Due to huge cost of blackouts, it is very important to improve risk assessment methods. In this paper, Monte Carlo simulation (MCS was used to analyze the risk and Gaussian Mixture Method (GMM has been used to estimate the probability density function (PDF of the load curtailment, in order to improve the power system risk assessment method. In this improved method, PDF and a suggested index have been used to analyze the risk of loss of load. The effect of considering the number of generation units of power plants in the risk analysis has been studied too. The improved risk assessment method has been applied to IEEE 118 bus and the network of Khorasan Regional Electric Company (KREC and the PDF of the load curtailment has been determined for both systems. The effect of various network loadings, transmission unavailability, transmission capacity and generation unavailability conditions on blackout risk has been investigated too.
Advantages of Analytical Transformations in Monte Carlo Methods for Radiation Transport
International Nuclear Information System (INIS)
Monte Carlo methods for radiation transport typically attempt to solve an integral by directly sampling analog or weighted particles, which are treated as physical entities. Improvements to the methods involve better sampling, probability games or physical intuition about the problem. We show that significant improvements can be achieved by recasting the equations with an analytical transform to solve for new, non-physical entities or fields. This paper looks at one such transform, the difference formulation for thermal photon transport, showing a significant advantage for Monte Carlo solution of the equations for time dependent transport. Other related areas are discussed that may also realize significant benefits from similar analytical transformations
Measurement of the ZZ production cross section with ATLAS
Energy Technology Data Exchange (ETDEWEB)
Ellinghaus, Frank; Schmitz, Simon; Tapprogge, Stefan [Institut fuer Physik, Johannes Gutenberg-Universitaet Mainz (Germany); Collaboration: ATLAS-Collaboration
2015-07-01
The study of the ZZ production has an excellent potential to test the electroweak sector of the Standard Model, where Z boson pairs can be produced via non-resonant processes or via Higgs decays. A deviation from the Standard Model expectation for the ZZ production cross section would be an indication for new physics. This could manifest itself in so called triple gauge couplings via ZZZ or ZZγ, which the Standard Model forbids at tree level. The measurement of the ZZ production cross section is based on an integrated luminosity of 20.3 fb{sup -1} of proton-proton collision data at √(s) = 8 TeV recorded with the ATLAS detector in 2012. Measurements of differential cross sections as well as searches for triple gauge couplings have been performed. This talk presents the measurement and analysis details of the ZZ production in the ZZ → 4l channel.
External individual monitoring: experiments and simulations using Monte Carlo Method
International Nuclear Information System (INIS)
In this work, we have evaluated the possibility of applying the Monte Carlo simulation technique in photon dosimetry of external individual monitoring. The GEANT4 toolkit was employed to simulate experiments with radiation monitors containing TLD-100 and CaF2:NaCl thermoluminescent detectors. As a first step, X ray spectra were generated impinging electrons on a tungsten target. Then, the produced photon beam was filtered in a beryllium window and additional filters to obtain the radiation with desired qualities. This procedure, used to simulate radiation fields produced by a X ray tube, was validated by comparing characteristics such as half value layer, which was also experimentally measured, mean photon energy and the spectral resolution of simulated spectra with that of reference spectra established by international standards. In the construction of thermoluminescent dosimeter, two approaches for improvements have. been introduced. The first one was the inclusion of 6% of air in the composition of the CaF2:NaCl detector due to the difference between measured and calculated values of its density. Also, comparison between simulated and experimental results showed that the self-attenuation of emitted light in the readout process of the fluorite dosimeter must be taken into account. Then, in the second approach, the light attenuation coefficient of CaF2:NaCl compound estimated by simulation to be 2,20(25) mm-1 was introduced. Conversion coefficients Cp from air kerma to personal dose equivalent were calculated using a slab water phantom with polymethyl-metacrilate (PMMA) walls, for reference narrow and wide X ray spectrum series [ISO 4037-1], and also for the wide spectra implanted and used in routine at Laboratorio de Dosimetria. Simulations of backscattered radiations by PMMA slab water phantom and slab phantom of ICRU tissue-equivalent material produced very similar results. Therefore, the PMMA slab water phantom that can be easily constructed with low price can
Quasi-Monte Carlo methods for lattice systems. A first look
Energy Technology Data Exchange (ETDEWEB)
Jansen, K. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Cyprus Univ., Nicosia (Cyprus). Dept. of Physics; Leovey, H.; Griewank, A. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Mathematik; Nube, A. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik; Mueller-Preussker, M. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik
2013-02-15
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{sup -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{sup -1}. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling.
Monte Carlo boundary methods for RF-heating of fusion plasma
International Nuclear Information System (INIS)
A fusion plasma can be heated by launching an electromagnetic wave into the plasma with a frequency close to the cyclotron frequency of a minority ion species. This heating process creates a non-Maxwellian distribution function, that is difficult to solve numerically in toroidal geometry. Solutions have previously been found using a Monte Carlo code FIDO. However the computations are rather time consuming. Therefore methods to speed up the computations, using Monte Carlo boundary methods have been studied. The ion cyclotron frequency heating mainly perturbs the high velocity distribution, while the low velocity distribution remains approximately Maxwellian. An hybrid model is therefore proposed, assuming a Maxwellian at low velocities and calculating the high velocity distribution with a Monte Carlo method. Three different methods to treat the boundary between the low and the high velocity regime are presented. A Monte Carlo code HYBRID has been developed to test the most promising method, the 'Modified differential equation' method, for a one dimensional problem. The results show good agreement with analytical solutions
MEASURING THE EVOLUTIONARY RATE OF COOLING OF ZZ Ceti
Energy Technology Data Exchange (ETDEWEB)
Mukadam, Anjum S.; Fraser, Oliver; Riecken, T. S.; Kronberg, M. E. [Department of Astronomy, University of Washington, Seattle, WA 98195 (United States); Bischoff-Kim, Agnes [Georgia College and State University, Milledgeville, GA 31061 (United States); Corsico, A. H. [Facultad de Ciencias Astronomicas y Geofisicas, Universidad Nacional de La Plata (Argentina); Montgomery, M. H.; Winget, D. E.; Hermes, J. J.; Winget, K. I.; Falcon, Ross E.; Reaves, D. [Department of Astronomy, University of Texas at Austin, Austin, TX 78759 (United States); Kepler, S. O.; Romero, A. D. [Universidade Federal do Rio Grande do Sul, Porto Alegre 91501-970, RS (Brazil); Chandler, D. W. [Meyer Observatory, Central Texas Astronomical Society, 3409 Whispering Oaks, Temple, TX 76504 (United States); Kuehne, J. W. [McDonald Observatory, Fort Davis, TX 79734 (United States); Sullivan, D. J. [Victoria University of Wellington, P.O. Box 600, Wellington (New Zealand); Von Hippel, T. [Embry-Riddle Aeronautical University, 600 South Clyde Morris Boulevard, Daytona Beach, FL 32114 (United States); Mullally, F. [SETI Institute, NASA Ames Research Center, MS 244-30, Moffet Field, CA 94035 (United States); Shipman, H. [Delaware Asteroseismic Research Center, Mt. Cuba Observatory, Greenville, DE 19807 (United States); and others
2013-07-01
We have finally measured the evolutionary rate of cooling of the pulsating hydrogen atmosphere (DA) white dwarf ZZ Ceti (Ross 548), as reflected by the drift rate of the 213.13260694 s period. Using 41 yr of time-series photometry from 1970 November to 2012 January, we determine the rate of change of this period with time to be dP/dt = (5.2 {+-} 1.4) Multiplication-Sign 10{sup -15} s s{sup -1} employing the O - C method and (5.45 {+-} 0.79) Multiplication-Sign 10{sup -15} s s{sup -1} using a direct nonlinear least squares fit to the entire lightcurve. We adopt the dP/dt obtained from the nonlinear least squares program as our final determination, but augment the corresponding uncertainty to a more realistic value, ultimately arriving at the measurement of dP/dt = (5.5 {+-} 1.0) Multiplication-Sign 10{sup -15} s s{sup -1}. After correcting for proper motion, the evolutionary rate of cooling of ZZ Ceti is computed to be (3.3 {+-} 1.1) Multiplication-Sign 10{sup -15} s s{sup -1}. This value is consistent within uncertainties with the measurement of (4.19 {+-} 0.73) Multiplication-Sign 10{sup -15} s s{sup -1} for another similar pulsating DA white dwarf, G 117-B15A. Measuring the cooling rate of ZZ Ceti helps us refine our stellar structure and evolutionary models, as cooling depends mainly on the core composition and stellar mass. Calibrating white dwarf cooling curves with this measurement will reduce the theoretical uncertainties involved in white dwarf cosmochronometry. Should the 213.13 s period be trapped in the hydrogen envelope, then our determination of its drift rate compared to the expected evolutionary rate suggests an additional source of stellar cooling. Attributing the excess cooling to the emission of axions imposes a constraint on the mass of the hypothetical axion particle.
Methods of Monte Carlo biasing using two-dimensional discrete ordinates adjoint flux
Energy Technology Data Exchange (ETDEWEB)
Tang, J.S.; Stevens, P.N.; Hoffman, T.J.
1976-06-01
Methods of biasing three-dimensional deep penetration Monte Carlo calculations using importance functions obtained from a two-dimensional discrete ordinates adjoint calculation have been developed. The important distinction was made between the applications of the point value and the event value to alter the random walk in Monte Carlo analysis of radiation transport. The biasing techniques developed are the angular probability biasing which alters the collision kernel using the point value as the importance function and the path length biasing which alters the transport kernel using the event value as the importance function. Source location biasings using the step importance function and the scalar adjoint flux obtained from the two-dimensional discrete ordinates adjoint calculation were also investigated. The effects of the biasing techniques to Monte Carlo calculations have been investigated for neutron transport through a thick concrete shield with a penetrating duct. Source location biasing, angular probability biasing, and path length biasing were employed individually and in various combinations. Results of the biased Monte Carlo calculations were compared with the standard Monte Carlo and discrete ordinates calculations.
Markov Chain Monte Carlo methods in computational statistics and econometrics
Czech Academy of Sciences Publication Activity Database
Volf, Petr
Plzeň : University of West Bohemia in Pilsen, 2006 - (Lukáš, L.), s. 525-530 ISBN 978-80-7043-480-2. [Mathematical Methods in Economics 2006. Plzeň (CZ), 13.09.2006-15.09.2006] R&D Projects: GA ČR GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : Random search * MCMC * optimization Subject RIV: BB - Applied Statistics, Operational Research
The application of Monte Carlo method to electron and photon beams transport
International Nuclear Information System (INIS)
The application of a Monte Carlo method to study a transport in matter of electron and photon beams is presented, especially for electrons with energies up to 18 MeV. The SHOWME Monte Carlo code, a modified version of GEANT3 code, was used on the CONVEX C3210 computer at Swierk. It was assumed that an electron beam is mono directional and monoenergetic. Arbitrary user-defined, complex geometries made of any element or material can be used in calculation. All principal phenomena occurring when electron beam penetrates the matter are taken into account. The use of calculation for a therapeutic electron beam collimation is presented. (author). 20 refs, 29 figs
International Nuclear Information System (INIS)
An approach to (normalized) infinite dimensional integrals, including normalized oscillatory integrals, through a sequence of evaluations in the spirit of the Monte Carlo method for probability measures is proposed. in this approach the normalization through the partition function is included in the definition. For suitable sequences of evaluations, the ('classical') expectation values of cylinder functions are recovered.
Magnot, Jean-Pierre
2012-01-01
An approach to (normalized) infinite dimensional integrals, including normalized oscillatory integrals, through a sequence of evaluations in the spirit of the Monte Carlo method for probability measures is proposed. in this approach the normalization through the partition function is included in the definition. For suitable sequences of evaluations, the ("classical") expectation values of cylinder functions are recovered
Lowest-order relativistic corrections of helium computed using Monte Carlo methods
International Nuclear Information System (INIS)
We have calculated the lowest-order relativistic effects for the three lowest states of the helium atom with symmetry 1S, 1P, 1D, 3S, 3P, and 3D using variational Monte Carlo methods and compact, explicitly correlated trial wave functions. Our values are in good agreement with the best results in the literature.
The information-based complexity of approximation problem by adaptive Monte Carlo methods
Institute of Scientific and Technical Information of China (English)
2008-01-01
In this paper, we study the complexity of information of approximation problem on the multivariate Sobolev space with bounded mixed derivative MWpr,α(Td), 1 < p < ∞, in the norm of Lq(Td), 1 < q < ∞, by adaptive Monte Carlo methods. Applying the discretization technique and some properties of pseudo-s-scale, we determine the exact asymptotic orders of this problem.
On the use of the continuous-energy Monte Carlo method for lattice physics applications
International Nuclear Information System (INIS)
This paper is a general overview of the Serpent Monte Carlo reactor physics burnup calculation code. The Serpent code is a project carried out at VTT Technical Research Centre of Finland, in an effort to extend the use of the continuous-energy Monte Carlo method to lattice physics applications, including group constant generation for coupled full-core reactor simulator calculations. The main motivation of going from deterministic transport methods to Monte Carlo simulation is the capability to model any fuel or reactor type using the same fundamental neutron interaction data without major approximations. This capability is considered important especially for the development of next-generation reactor technology, which often lies beyond the modeling capabilities of conventional LWR codes. One of the main limiting factors for the Monte Carlo method is still today the prohibitively long computing time, especially in burnup calculation. The Serpent code uses certain dedicated calculation techniques to overcome this limitation. The overall running time is reduced significantly, in some cases by almost two orders of magnitude. The main principles of the calculation methods and the general capabilities of the code are introduced. The results section presents a collection of validation cases in which Serpent calculations are compared to reference MCNP4C and CASMO-4E results. (author)
A Monte Carlo Green's function method for three-dimensional neutron transport
International Nuclear Information System (INIS)
This paper describes a Monte Carlo transport kernel capability, which has recently been incorporated into the RACER continuous-energy Monte Carlo code. The kernels represent a Green's function method for neutron transport from a fixed-source volume out to a particular volume of interest. This method is very powerful transport technique. Also, since kernels are evaluated numerically by Monte Carlo, the problem geometry can be arbitrarily complex, yet exact. This method is intended for problems where an ex-core neutron response must be determined for a variety of reactor conditions. Two examples are ex-core neutron detector response and vessel critical weld fast flux. The response is expressed in terms of neutron transport kernels weighted by a core fission source distribution. In these types of calculations, the response must be computed for hundreds of source distributions, but the kernels only need to be calculated once. The advance described in this paper is that the kernels are generated with a highly accurate three-dimensional Monte Carlo transport calculation instead of an approximate method such as line-of-sight attenuation theory or a synthesized three-dimensional discrete ordinates solution
Transpor properties of electrons in GaAs using random techniques (Monte-Carlo Method)
International Nuclear Information System (INIS)
We study the transport properties of electrons in GaAs using random techniques (Monte-Carlo method). With a simple non parabolic band model for this semiconductor we obtain the electron stationary against the electric field in this material, cheking these theoretical results with the experimental ones given by several authors. (Author)
An Evaluation of a Markov Chain Monte Carlo Method for the Rasch Model.
Kim, Seock-Ho
2001-01-01
Examined the accuracy of the Gibbs sampling Markov chain Monte Carlo procedure for estimating item and person (theta) parameters in the one-parameter logistic model. Analyzed four empirical datasets using the Gibbs sampling, conditional maximum likelihood, marginal maximum likelihood, and joint maximum likelihood methods. Discusses the conditions…
Kim, Jee-Seon; Bolt, Daniel M.
2007-01-01
The purpose of this ITEMS module is to provide an introduction to Markov chain Monte Carlo (MCMC) estimation for item response models. A brief description of Bayesian inference is followed by an overview of the various facets of MCMC algorithms, including discussion of prior specification, sampling procedures, and methods for evaluating chain…
Stability of few-body systems and quantum Monte-Carlo methods
International Nuclear Information System (INIS)
Quantum Monte-Carlo methods are well suited to study the stability of few-body systems. Their capabilities are illustrated by studying the critical stability of the hydrogen molecular ion whose nuclei and electron interact through the Yukawa potential, and the stability of small helium clusters. Refs. 16 (author)
A Monte-Carlo-Based Network Method for Source Positioning in Bioluminescence Tomography
Zhun Xu; Xiaolei Song; Xiaomeng Zhang; Jing Bai
2007-01-01
We present an approach based on the improved Levenberg Marquardt (LM) algorithm of backpropagation (BP) neural network to estimate the light source position in bioluminescent imaging. For solving the forward problem, the table-based random sampling algorithm (TBRS), a fast Monte Carlo simulation method ...
Analysis of the distribution of X-ray characteristic production using the Monte Carlo methods
International Nuclear Information System (INIS)
The Monte Carlo method has been applied for the simulation of electron trajectories in a bulk sample, and therefore for the distribution of signals produced in an electron microprobe. Results for the function φ(ρz) are compared with experimental data. Some conclusions are drawn with respect to the parameters involved in the gaussian model. (Author)
A variance-reduced electrothermal Monte Carlo method for semiconductor device simulation
Energy Technology Data Exchange (ETDEWEB)
Muscato, Orazio; Di Stefano, Vincenza [Univ. degli Studi di Catania (Italy). Dipt. di Matematica e Informatica; Wagner, Wolfgang [Weierstrass-Institut fuer Angewandte Analysis und Stochastik (WIAS) Leibniz-Institut im Forschungsverbund Berlin e.V., Berlin (Germany)
2012-11-01
This paper is concerned with electron transport and heat generation in semiconductor devices. An improved version of the electrothermal Monte Carlo method is presented. This modification has better approximation properties due to reduced statistical fluctuations. The corresponding transport equations are provided and results of numerical experiments are presented.
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.
International Nuclear Information System (INIS)
We present a new, nondestructive, method for determining chemical potentials in Monte Carlo and molecular dynamics simulations. The method estimates a value for the chemical potential such that one has a balance between fictitious successful creation and destruction trials in which the Monte Carlo method is used to determine success or failure of the creation/destruction attempts; we thus call the method a detailed balance method. The method allows one to obtain estimates of the chemical potential for a given species in any closed ensemble simulation; the closed ensemble is paired with a ''natural'' open ensemble for the purpose of obtaining creation and destruction probabilities. We present results for the Lennard-Jones system and also for an embedded atom model of liquid palladium, and compare to previous results in the literature for these two systems. We are able to obtain an accurate estimate of the chemical potential for the Lennard-Jones system at higher densities than reported in the literature
Sequential Monte Carlo methods for nonlinear discrete-time filtering
Bruno, Marcelo GS
2013-01-01
In these notes, we introduce particle filtering as a recursive importance sampling method that approximates the minimum-mean-square-error (MMSE) estimate of a sequence of hidden state vectors in scenarios where the joint probability distribution of the states and the observations is non-Gaussian and, therefore, closed-form analytical expressions for the MMSE estimate are generally unavailable.We begin the notes with a review of Bayesian approaches to static (i.e., time-invariant) parameter estimation. In the sequel, we describe the solution to the problem of sequential state estimation in line
Markov chain Monte Carlo methods in directed graphical models
DEFF Research Database (Denmark)
Højbjerre, Malene
Directed graphical models present data possessing a complex dependence structure, and MCMC methods are computer-intensive simulation techniques to approximate high-dimensional intractable integrals, which emerge in such models with incomplete data. MCMC computations in directed graphical models...... tendency to foetal loss is heritable. The data possess a complicated dependence structure due to replicate pregnancies for the same woman, and a given family pattern. We conclude that a tendency to foetal loss is heritable. The model is of great interest in genetic epidemiology, because it considers both...
An energy transfer method for 4D Monte Carlo dose calculation
Siebers, Jeffrey V; Zhong, Hualiang
2008-01-01
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 ...
TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging
International Nuclear Information System (INIS)
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
Constrained-Realization Monte-Carlo Method for Hypothesis Testing
Theiler, J; Theiler, James; Prichard, Dean
1996-01-01
We compare two theoretically distinct approaches to generating artificial (or ``surrogate'') data for testing hypotheses about a given data set. The first and more straightforward approach is to fit a single ``best'' model to the original data, and then to generate surrogate data sets that are ``typical realizations'' of that model. The second approach concentrates not on the model but directly on the original data; it attempts to constrain the surrogate data sets so that they exactly agree with the original data for a specified set of sample statistics. Examples of these two approaches are provided for two simple cases: a test for deviations from a gaussian distribution, and a test for serial dependence in a time series. Additionally, we consider tests for nonlinearity in time series based on a Fourier transform (FT) method and on more conventional autoregressive moving-average (ARMA) fits to the data. The comparative performance of hypothesis testing schemes based on these two approaches is found to depend ...
International Nuclear Information System (INIS)
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
A Hamiltonian Monte–Carlo method for Bayesian inference of supermassive black hole binaries
International Nuclear Information System (INIS)
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)
Energy Technology Data Exchange (ETDEWEB)
Makovicka, L.; Vasseur, A.; Sauget, M.; Martin, E.; Gschwind, R.; Henriet, J. [Universite de Franche-Comte, Equipe IRMA/ENISYS/FEMTO-ST, UMR6174 CNRS, 25 - Montbeliard (France); Vasseur, A.; Sauget, M.; Martin, E.; Gschwind, R.; Henriet, J.; Salomon, M. [Universite de Franche-Comte, Equipe AND/LIFC, 90 - Belfort (France)
2009-01-15
Monte Carlo codes, precise but slow, are very important tools in the vast majority of specialities connected to Radiation Physics, Radiation Protection and Dosimetry. A discussion about some other computing solutions is carried out; solutions not only based on the enhancement of computer power, or on the 'biasing'used for relative acceleration of these codes (in the case of photons), but on more efficient methods (A.N.N. - artificial neural network, C.B.R. - case-based reasoning - or other computer science techniques) already and successfully used for a long time in other scientific or industrial applications and not only Radiation Protection or Medical Dosimetry. (authors)
MONTE CARLO METHOD AND APPLICATION IN @RISK SIMULATION SYSTEM
Directory of Open Access Journals (Sweden)
Gabriela Ižaríková
2015-12-01
Full Text Available The article is an example of using the software simulation @Risk designed for simulation in Microsoft Excel spread sheet, demonstrated the possibility of its usage in order to show a universal method of solving problems. The simulation is experimenting with computer models based on the real production process in order to optimize the production processes or the system. The simulation model allows performing a number of experiments, analysing them, evaluating, optimizing and afterwards applying the results to the real system. A simulation model in general is presenting modelling system by using mathematical formulations and logical relations. In the model is possible to distinguish controlled inputs (for instance investment costs and random outputs (for instance demand, which are by using a model transformed into outputs (for instance mean value of profit. In case of a simulation experiment at the beginning are chosen controlled inputs and random (stochastic outputs are generated randomly. Simulations belong into quantitative tools, which can be used as a support for a decision making.
Survival in severe alpha-1-antitrypsin deficiency (PiZZ
Directory of Open Access Journals (Sweden)
Nilsson Jan-Åke
2010-04-01
Full Text Available Abstract Background Previous studies of the natural history of alpha-1-antitrypsin (AAT deficiency are mostly based on highly selected patients. The aim of this study was to analyse the mortality of PiZZ individuals. Methods Data from 1339 adult PiZZ individuals from the Swedish National AAT Deficiency Registry, followed from 1991 to 2008, were analysed. Forty-three percent of these individuals were identified by respiratory symptoms (respiratory cases, 32% by liver diseases and other diseases (non-respiratory cases and 25% by screening (screened cases. Smoking status was divided into two groups: smokers 737 (55% and 602 (45% never-smokers. Results During the follow-up 315 individuals (24% died. The standardised mortality rate (SMR for respiratory cases was 4.70 (95% Confidence Interval (CI 4.10-5.40, 3.0 (95%CI 2.35-3.70 for the non-respiratory cases and 2.30 (95% CI 1.46-3.46 for the screened cases. The smokers had a higher mortality risk than never-smokers, with a SMR of 4.80 (95%CI 4.20-5.50 for the smokers and 2.80(95%CI 2.30-3.40 for the never-smokers. The Rate Ratio (RR was 1.70 (95% CI 1.35-2.20. Also among the screened cases, the mortality risk for the smokers was significantly higher than in the general Swedish population (SMR 3.40 (95% CI 1.98-5.40. Conclusion Smokers with severe AAT deficiency, irrespective of mode of identification, have a significantly higher mortality risk than the general Swedish population.
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Henniger, Juergen; Jakobi, Christoph [Technische Univ. Dresden (Germany). Arbeitsgruppe Strahlungsphysik (ASP)
2015-07-01
From a mathematical point of view Monte Carlo methods are the numerical solution of certain integrals and integral equations using a random experiment. There are several advantages compared to the classical stepwise integration. The time required for computing increases for multi-dimensional problems only moderately with increasing dimension. The only requirements for the integral kernel are its capability of being integrated in the considered integration area and the possibility of an algorithmic representation. These are the important properties of Monte Carlo methods that allow the application in every scientific area. Besides that Monte Carlo algorithms are often more intuitive than conventional numerical integration methods. The contribution demonstrates these facts using the example of dead time corrections for counting measurements.
Energy Technology Data Exchange (ETDEWEB)
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.
A Method for Estimating Annual Energy Production Using Monte Carlo Wind Speed Simulation
Directory of Open Access Journals (Sweden)
Birgir Hrafnkelsson
2016-04-01
Full Text Available A novel Monte Carlo (MC approach is proposed for the simulation of wind speed samples to assess the wind energy production potential of a site. The Monte Carlo approach is based on historical wind speed data and reserves the effect of autocorrelation and seasonality in wind speed observations. No distributional assumptions are made, and this approach is relatively simple in comparison to simulation methods that aim at including the autocorrelation and seasonal effects. Annual energy production (AEP is simulated by transforming the simulated wind speed values via the power curve of the wind turbine at the site. The proposed Monte Carlo approach is generic and is applicable for all sites provided that a sufficient amount of wind speed data and information on the power curve are available. The simulated AEP values based on the Monte Carlo approach are compared to both actual AEP and to simulated AEP values based on a modified Weibull approach for wind speed simulation using data from the Burfell site in Iceland. The comparison reveals that the simulated AEP values based on the proposed Monte Carlo approach have a distribution that is in close agreement with actual AEP from two test wind turbines at the Burfell site, while the simulated AEP of the Weibull approach is such that the P50 and the scale are substantially lower and the P90 is higher. Thus, the Weibull approach yields AEP that is not in line with the actual variability in AEP, while the Monte Carlo approach gives a realistic estimate of the distribution of AEP.
A recursive Monte Carlo method for estimating importance functions in deep penetration problems
International Nuclear Information System (INIS)
A pratical recursive Monte Carlo method for estimating the importance function distribution, aimed at importance sampling for the solution of deep penetration problems in three-dimensional systems, was developed. The efficiency of the recursive method was investigated for sample problems including one- and two-dimensional, monoenergetic and and multigroup problems, as well as for a practical deep-penetration problem with streaming. The results of the recursive Monte Carlo calculations agree fairly well with Ssub(n) results. It is concluded that the recursive Monte Carlo method promises to become a universal method for estimating the importance function distribution for the solution of deep-penetration problems, in all kinds of systems: for many systems the recursive method is likely to be more efficient than previously existing methods; for three-dimensional systems it is the first method that can estimate the importance function with the accuracy required for an efficient solution based on importance sampling of neutron deep-penetration problems in those systems
Shaw, W. T.; Luu, T.; Brickman, N.
2009-01-01
With financial modelling requiring a better understanding of model risk, it is helpful to be able to vary assumptions about underlying probability distributions in an efficient manner, preferably without the noise induced by resampling distributions managed by Monte Carlo methods. This paper presents differential equations and solution methods for the functions of the form Q(x) = F −1(G(x)), where F and G are cumulative distribution functions. Such functions allow the direct recycling of Mont...
Zhang, Xiaofeng
2012-03-01
Image formation in fluorescence diffuse optical tomography is critically dependent on construction of the Jacobian matrix. For clinical and preclinical applications, because of the highly heterogeneous characteristics of the medium, Monte Carlo methods are frequently adopted to construct the Jacobian. Conventional adjoint Monte Carlo method typically compute the Jacobian by multiplying the photon density fields radiated from the source at the excitation wavelength and from the detector at the emission wavelength. Nonetheless, this approach assumes that the source and the detector in Green's function are reciprocal, which is invalid in general. This assumption is particularly questionable in small animal imaging, where the mean free path length of photons is typically only one order of magnitude smaller than the representative dimension of the medium. We propose a new method that does not rely on the reciprocity of the source and the detector by tracing photon propagation entirely from the source to the detector. This method relies on the perturbation Monte Carlo theory to account for the differences in optical properties of the medium at the excitation and the emission wavelengths. Compared to the adjoint methods, the proposed method is more valid in reflecting the physical process of photon transport in diffusive media and is more efficient in constructing the Jacobian matrix for densely sampled configurations.
Search for non-standard model signatures in the WZ/ZZ final state at CDF run II
Energy Technology Data Exchange (ETDEWEB)
Norman, Matthew [Univ. of California, San Diego, CA (United States)
2009-01-01
This thesis discusses a search for non-Standard Model physics in heavy diboson production in the dilepton-dijet final state, using 1.9 fb ^{-1} of data from the CDF Run II detector. New limits are set on the anomalous coupling parameters for ZZ and WZ production based on limiting the production cross-section at high š. Additionally limits are set on the direct decay of new physics to ZZ andWZ diboson pairs. The nature and parameters of the CDF Run II detector are discussed, as are the influences that it has on the methods of our analysis.
Search for non-standard model signatures in the WZ/ZZ final state at CDF run II
Energy Technology Data Exchange (ETDEWEB)
Norman, Matthew; /UC, San Diego
2009-01-01
This thesis discusses a search for non-Standard Model physics in heavy diboson production in the dilepton-dijet final state, using 1.9 fb{sup -1} of data from the CDF Run II detector. New limits are set on the anomalous coupling parameters for ZZ and WZ production based on limiting the production cross-section at high {cflx s}. Additionally limits are set on the direct decay of new physics to ZZ andWZ diboson pairs. The nature and parameters of the CDF Run II detector are discussed, as are the influences that it has on the methods of our analysis.
Estimation of magnetocaloric properties by using Monte Carlo method for AMRR cycle
Arai, R.; Tamura, R.; Fukuda, H.; Li, J.; Saito, A. T.; Kaji, S.; Nakagome, H.; Numazawa, T.
2015-12-01
In order to achieve a wide refrigerating temperature range in magnetic refrigeration, it is effective to layer multiple materials with different Curie temperatures. It is crucial to have a detailed understanding of physical properties of materials to optimize the material selection and the layered structure. In the present study, we discuss methods for estimating a change in physical properties, particularly the Curie temperature when some of the Gd atoms are substituted for non-magnetic elements for material design, based on Gd as a ferromagnetic material which is a typical magnetocaloric material. For this purpose, whilst making calculations using the S=7/2 Ising model and the Monte Carlo method, we made a specific heat measurement and a magnetization measurement of Gd-R alloy (R = Y, Zr) to compare experimental values and calculated ones. The results showed that the magnetic entropy change, specific heat, and Curie temperature can be estimated with good accuracy using the Monte Carlo method.
Time-step limits for a Monte Carlo Compton-scattering method
Energy Technology Data Exchange (ETDEWEB)
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
Energy Technology Data Exchange (ETDEWEB)
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)
Research of Monte Carlo method used in simulation of different maintenance processes
International Nuclear Information System (INIS)
The paper introduces two kinds of Monte Carlo methods used in equipment life process simulation under the least maintenance: condition: method of producing the interval of lifetime, method of time scale conversion. The paper also analyzes the characteristics and the using scope of the two methods. By using the conception of service age reduction factor, the model of equipment's life process under incomplete maintenance condition is established, and also the life process simulation method applicable to this situation is invented. (authors)
A measurement of the $ZZ \\rightarrow \\ell^{-}\\ell^{+}\
AUTHOR|(INSPIRE)INSPIRE-00236623
This thesis presents a measurement of the $ZZ$ diboson production cross section using the dataset from proton-proton collisions at $\\sqrt{s} = 8$ TeV collected in 2012 by the ATLAS experiment at the Large Hadron Collider at CERN, corresponding to a total integrated luminosity of $20.3$ fb$^{-1}$. The ATLAS detector and its component subsystems are described, with particular focus on the subsystems which have the largest impact on the analysis. Events are selected by requiring one pair of opposite-sign, same-flavour leptons and large missing transverse momentum, consistent with on-shell $ZZ$ production. Two separate measurements of the $pp \\rightarrow ZZ$ cross section are made, first in a restricted ("fiducial") phase space in each of the decay modes $ZZ \\rightarrow e^{-}e^{+}\
Application de la methode des sous-groupes au calcul Monte-Carlo multigroupe
Martin, Nicolas
This thesis is dedicated to the development of a Monte Carlo neutron transport solver based on the subgroup (or multiband) method. In this formalism, cross sections for resonant isotopes are represented in the form of probability tables on the whole energy spectrum. This study is intended in order to test and validate this approach in lattice physics and criticality-safety applications. The probability table method seems promising since it introduces an alternative computational way between the legacy continuous-energy representation and the multigroup method. In the first case, the amount of data invoked in continuous-energy Monte Carlo calculations can be very important and tend to slow down the overall computational time. In addition, this model preserves the quality of the physical laws present in the ENDF format. Due to its cheap computational cost, the multigroup Monte Carlo way is usually at the basis of production codes in criticality-safety studies. However, the use of a multigroup representation of the cross sections implies a preliminary calculation to take into account self-shielding effects for resonant isotopes. This is generally performed by deterministic lattice codes relying on the collision probability method. Using cross-section probability tables on the whole energy range permits to directly take into account self-shielding effects and can be employed in both lattice physics and criticality-safety calculations. Several aspects have been thoroughly studied: (1) The consistent computation of probability tables with a energy grid comprising only 295 or 361 groups. The CALENDF moment approach conducted to probability tables suitable for a Monte Carlo code. (2) The combination of the probability table sampling for the energy variable with the delta-tracking rejection technique for the space variable, and its impact on the overall efficiency of the proposed Monte Carlo algorithm. (3) The derivation of a model for taking into account anisotropic
Kianoush Fathi Vajargah
2014-01-01
The accuracy of Monte Carlo and quasi-Monte Carlo methods decreases in problems of high dimensions. Therefore, the objective of this study was to present an optimum method to increase the accuracy of the answer. As the problem gets larger, the resulting accuracy will be higher. In this respect, this study combined the two previous methods, QMC and MC, and presented a hybrid method with efficiency higher than that of those two methods.
Tang, Jin-Bao; Sun, Xi-Feng; Yang, Hong-Ming; Zhang, Bao-Gang; Li, Zhi-Jian; Lin, Zhi-Juan; Gao, Zhi-Qin
2013-05-01
The site specificity and bioactivity retention of antibodies immobilized on a solid substrate are crucial requirements for solid phase immunoassays. A fusion protein between an immunoglobulin G (IgG)-binding protein (ZZ protein) and a polystyrene-binding peptide (PS-tag) was constructed, and then used to develop a simple method for the oriented immobilization of the ZZ protein onto a PS support by the specific attachment of the PS-tag onto a hydrophilic PS. The orientation of intact IgG was achieved via the interaction of the ZZ protein and the constant fragment (Fc), thereby displayed the Fab fragment for binding antigen. The interaction between rabbit IgG anti-horseradish peroxidase (anti-HRP) and its binding partner HRP was analyzed. Results showed that the oriented ZZ-PS-tag yielded an IgG-binding activity that is fivefold higher than that produced by the passive immobilization of the ZZ protein. The advantage of the proposed immunoassay strategy was demonstrated through an enzyme-linked immunosorbent assay, in which monoclonal mouse anti-goat IgG and HRP-conjugated rabbit F(ab')2 anti-goat IgG were used to detect goat IgG. The ZZ-PS-tag presented a tenfold higher sensitivity and a wider linear range than did the passively immobilized ZZ protein. The proposed approach may be an attractive strategy for a broad range of applications involving the oriented immobilization of intact IgGs onto PS supports, in which only one type of phi-PS (ZZ-PS-tag) surface is used. PMID:23601284
International Nuclear Information System (INIS)
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
Energy Technology Data Exchange (ETDEWEB)
Zychor, I. [Soltan Inst. for Nuclear Studies, Otwock-Swierk (Poland)
1994-12-31
The application of a Monte Carlo method to study a transport in matter of electron and photon beams is presented, especially for electrons with energies up to 18 MeV. The SHOWME Monte Carlo code, a modified version of GEANT3 code, was used on the CONVEX C3210 computer at Swierk. It was assumed that an electron beam is mono directional and monoenergetic. Arbitrary user-defined, complex geometries made of any element or material can be used in calculation. All principal phenomena occurring when electron beam penetrates the matter are taken into account. The use of calculation for a therapeutic electron beam collimation is presented. (author). 20 refs, 29 figs.
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.
A step beyond the Monte Carlo method in economics: Application of multivariate normal distribution
Kabaivanov, S.; Malechkova, A.; Marchev, A.; Milev, M.; Markovska, V.; Nikolova, K.
2015-11-01
In this paper we discuss the numerical algorithm of Milev-Tagliani [25] used for pricing of discrete double barrier options. The problem can be reduced to accurate valuation of an n-dimensional path integral with probability density function of a multivariate normal distribution. The efficient solution of this problem with the Milev-Tagliani algorithm is a step beyond the classical application of Monte Carlo for option pricing. We explore continuous and discrete monitoring of asset path pricing, compare the error of frequently applied quantitative methods such as the Monte Carlo method and finally analyze the accuracy of the Milev-Tagliani algorithm by presenting the profound research and important results of Honga, S. Leeb and T. Li [16].
Polarization imaging of multiply-scattered radiation based on integral-vector Monte Carlo method
International Nuclear Information System (INIS)
A new integral-vector Monte Carlo method (IVMCM) is developed to analyze the transfer of polarized radiation in 3D multiple scattering particle-laden media. The method is based on a 'successive order of scattering series' expression of the integral formulation of the vector radiative transfer equation (VRTE) for application of efficient statistical tools to improve convergence of Monte Carlo calculations of integrals. After validation against reference results in plane-parallel layer backscattering configurations, the model is applied to a cubic container filled with uniformly distributed monodispersed particles and irradiated by a monochromatic narrow collimated beam. 2D lateral images of effective Mueller matrix elements are calculated in the case of spherical and fractal aggregate particles. Detailed analysis of multiple scattering regimes, which are very similar for unpolarized radiation transfer, allows identifying the sensitivity of polarization imaging to size and morphology.
Monte Carlo Methods Development and Applications in Conformational Sampling of Proteins
DEFF Research Database (Denmark)
Tian, Pengfei
sampling methods to address these two problems. First of all, a novel technique has been developed for reliably estimating diffusion coefficients for use in the enhanced sampling of molecular simulations. A broad applicability of this method is illustrated by studying various simulation problems such as...... sufficient to provide an accurate structural and dynamical description of certain properties of proteins, (2), it is difficult to obtain correct statistical weights of the samples generated, due to lack of equilibrium sampling. In this dissertation I present several new methodologies based on Monte Carlo...... protein folding and aggregation. Second, by combining Monte Carlo sampling with a flexible probabilistic model of NMR chemical shifts, a series of simulation strategies are developed to accelerate the equilibrium sampling of free energy landscapes of proteins. Finally, a novel approach is presented to...
Bratchenko, M I
2001-01-01
A novel method of Monte Carlo simulation of small-angle reflection of charged particles from solid surfaces has been developed. Instead of atomic-scale simulation of particle-surface collisions the method treats the reflection macroscopically as 'condensed history' event. Statistical parameters of reflection are sampled from the theoretical distributions upon energy and angles. An efficient sampling algorithm based on combination of inverse probability distribution function method and rejection method has been proposed and tested. As an example of application the results of statistical modeling of particles flux enhancement near the bottom of vertical Wehner cone are presented and compared with simple geometrical model of specular reflection.
A vectorized Monte Carlo method with pseudo-scattering for neutron transport analysis
International Nuclear Information System (INIS)
A vectorized Monte Carlo method has been developed for the neutron transport analysis on the vector supercomputer HITAC S810. In this method, a multi-particle tracking algorithm is adopted and fundamental processing such as pseudo-random number generation is modified to use the vector processor effectively. The flight analysis of this method is characterized by the new algorithm with pseudo-scattering. This algorithm was verified by comparing its results with those of the conventional one. The method realized a speed-up of factor 10; about 7 times by vectorization and 1.5 times by the new algorithm for flight analysis
Monte-Carlo method for electron transport in a material with electron field
International Nuclear Information System (INIS)
The precise mathematical and physical foundations of the Monte-Carlo method for electron transport with the electromagnetic field are established. The condensed histories method given by M.J. Berger is generalized to the case where electromagnetic field exists in the material region. The full continuous-slowing-down method and the coupling method of continuous-slowing-down and catastrophic collision are compared. Using the approximation of homogeneous electronic field, the thickness of material for shielding the supra-thermal electrons produced by laser light irradiated target is evaluated
A study of orientational disorder in ND4Cl by the reverse Monte Carlo method
International Nuclear Information System (INIS)
The total structure factor for deuterated ammonium chloride measured by neutron diffraction has been modeled using the reverse Monte Carlo method. The results show that the orientational disorder of the ammonium ions consists of a local librational motion with an average angular amplitude α = 17 deg and reorientations of ammonium ions by 90 deg jumps around two-fold axes. Reorientations around three-fold axes have a very low probability
The massive Schwinger model on the lattice studied via a local Hamiltonian Monte-Carlo method
International Nuclear Information System (INIS)
A local Hamiltonian Monte-Carlo method is used to study the massive Schwinger model. A non-vanishing quark condensate is found and the dependence of the condensate and the string tension on the background field is calculated. These results reproduce well the expected continuum results. We study also the first-order phase transition which separates the weak and strong coupling regimes and find evidence for the behaviour conjectured by Coleman. (author)
Study of the tritium production in a 1-D blanket model with Monte Carlo methods
Cubí Ricart, Álvaro
2015-01-01
In this work a method to collapse a 3D geometry into a mono dimensional model of a fusion reactor blanket is developed and tested. Using this model, neutron and photon uxes and its energy deposition will be obtained with a Monte Carlo code. This results will allow to calculate the TBR and the thermal power of the blanket and will be able to be integrated in the AINA code.
Application of Monte Carlo method in determination of secondary characteristic X radiation in XFA
International Nuclear Information System (INIS)
Secondary characteristic radiation is excited by primary radiation from the X-ray tube and by secondary radiation of other elements so that excitations of several orders result. The Monte Carlo method was used to consider all these possibilities and the resulting flux of characteristic radiation was simulated for samples of silicate raw materials. A comparison of the results of these computations with experiments allows to determine the effect of sample preparation on the characteristic radiation flux. (M.D.)
R and D on automatic modeling methods for Monte Carlo codes FLUKA
International Nuclear Information System (INIS)
FLUKA is a fully integrated particle physics Monte Carlo simulation package. It is necessary to create the geometry models before calculation. However, it is time- consuming and error-prone to describe the geometry models manually. This study developed an automatic modeling method which could automatically convert computer-aided design (CAD) geometry models into FLUKA models. The conversion program was integrated into CAD/image-based automatic modeling program for nuclear and radiation transport simulation (MCAM). Its correctness has been demonstrated. (authors)
Multilevel markov chain monte carlo method for high-contrast single-phase flow problems
Efendiev, Yalchin R.
2014-12-19
In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel Monte Carlo (MLMC) methods. The former provides a hierarchy of approximations of different resolution, whereas the latter gives an efficient way to estimate quantities of interest using samples on different levels. The number of basis functions in the online GMsFEM stage can be varied to determine the solution resolution and the computational cost, and to efficiently generate samples at different levels. In particular, it is cheap to generate samples on coarse grids but with low resolution, and it is expensive to generate samples on fine grids with high accuracy. By suitably choosing the number of samples at different levels, one can leverage the expensive computation in larger fine-grid spaces toward smaller coarse-grid spaces, while retaining the accuracy of the final Monte Carlo estimate. Further, we describe a multilevel Markov chain Monte Carlo method, which sequentially screens the proposal with different levels of approximations and reduces the number of evaluations required on fine grids, while combining the samples at different levels to arrive at an accurate estimate. The framework seamlessly integrates the multiscale features of the GMsFEM with the multilevel feature of the MLMC methods following the work in [26], and our numerical experiments illustrate its efficiency and accuracy in comparison with standard Monte Carlo estimates. © Global Science Press Limited 2015.
Calculation of neutron cross-sections in the unresolved resonance region by the Monte Carlo method
International Nuclear Information System (INIS)
The Monte-Carlo method is used to produce neutron cross-sections and functions of the cross-section probabilities in the unresolved energy region and a corresponding Fortran programme (ONERS) is described. Using average resonance parameters, the code generates statistical distribution of level widths and spacing between resonance for S and P waves. Some neutron cross-sections for U238 and U235 are shown as examples
International Nuclear Information System (INIS)
Numerous variance reduction techniques, such as splitting/Russian roulette, weight windows, and the exponential transform exist for improving the efficiency of Monte Carlo transport calculations. Typically, however, these methods, while reducing the variance in the problem area of interest tend to increase the variance in other, presumably less important, regions. As such, these methods tend to be not as effective in Monte Carlo calculations which require the minimization of the variance everywhere. Recently, ''Local'' Exponential Transform (LET) methods have been developed as a means of approximating the zero-variance solution. A numerical solution to the adjoint diffusion equation is used, along with an exponential representation of the adjoint flux in each cell, to determine ''local'' biasing parameters. These parameters are then used to bias the forward Monte Carlo transport calculation in a manner similar to the conventional exponential transform, but such that the transform parameters are now local in space and energy, not global. Results have shown that the Local Exponential Transform often offers a significant improvement over conventional geometry splitting/Russian roulette with weight windows. Since the biasing parameters for the Local Exponential Transform were determined from a low-order solution to the adjoint transport problem, the LET has been applied in problems where it was desirable to minimize the variance in a detector region. The purpose of this paper is to show that by basing the LET method upon a low-order solution to the forward transport problem, one can instead obtain biasing parameters which will minimize the maximum variance in a Monte Carlo transport calculation
Monte Carlo Methods in Materials Science Based on FLUKA and ROOT
Pinsky, Lawrence; Wilson, Thomas; Empl, Anton; Andersen, Victor
2003-01-01
A comprehensive understanding of mitigation measures for space radiation protection necessarily involves the relevant fields of nuclear physics and particle transport modeling. One method of modeling the interaction of radiation traversing matter is Monte Carlo analysis, a subject that has been evolving since the very advent of nuclear reactors and particle accelerators in experimental physics. Countermeasures for radiation protection from neutrons near nuclear reactors, for example, were an early application and Monte Carlo methods were quickly adapted to this general field of investigation. The project discussed here is concerned with taking the latest tools and technology in Monte Carlo analysis and adapting them to space applications such as radiation shielding design for spacecraft, as well as investigating how next-generation Monte Carlos can complement the existing analytical methods currently used by NASA. We have chosen to employ the Monte Carlo program known as FLUKA (A legacy acronym based on the German for FLUctuating KAscade) used to simulate all of the particle transport, and the CERN developed graphical-interface object-oriented analysis software called ROOT. One aspect of space radiation analysis for which the Monte Carlo s are particularly suited is the study of secondary radiation produced as albedoes in the vicinity of the structural geometry involved. This broad goal of simulating space radiation transport through the relevant materials employing the FLUKA code necessarily requires the addition of the capability to simulate all heavy-ion interactions from 10 MeV/A up to the highest conceivable energies. For all energies above 3 GeV/A the Dual Parton Model (DPM) is currently used, although the possible improvement of the DPMJET event generator for energies 3-30 GeV/A is being considered. One of the major tasks still facing us is the provision for heavy ion interactions below 3 GeV/A. The ROOT interface is being developed in conjunction with the
Quantifying and reducing uncertainty in life cycle assessment using the Bayesian Monte Carlo method
International Nuclear Information System (INIS)
The traditional life cycle assessment (LCA) does not perform quantitative uncertainty analysis. However, without characterizing the associated uncertainty, the reliability of assessment results cannot be understood or ascertained. In this study, the Bayesian method, in combination with the Monte Carlo technique, is used to quantify and update the uncertainty in LCA results. A case study of applying the method to comparison of alternative waste treatment options in terms of global warming potential due to greenhouse gas emissions is presented. In the case study, the prior distributions of the parameters used for estimating emission inventory and environmental impact in LCA were based on the expert judgment from the intergovernmental panel on climate change (IPCC) guideline and were subsequently updated using the likelihood distributions resulting from both national statistic and site-specific data. The posterior uncertainty distribution of the LCA results was generated using Monte Carlo simulations with posterior parameter probability distributions. The results indicated that the incorporation of quantitative uncertainty analysis into LCA revealed more information than the deterministic LCA method, and the resulting decision may thus be different. In addition, in combination with the Monte Carlo simulation, calculations of correlation coefficients facilitated the identification of important parameters that had major influence to LCA results. Finally, by using national statistic data and site-specific information to update the prior uncertainty distribution, the resultant uncertainty associated with the LCA results could be reduced. A better informed decision can therefore be made based on the clearer and more complete comparison of options
The discrete angle technique combined with the subgroup Monte Carlo method
International Nuclear Information System (INIS)
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)
Investigation of neutral particle leakages in lacunary media to speed up Monte Carlo methods
International Nuclear Information System (INIS)
This research aims at optimizing calculation methods which are used for long duration penetration problems in radiation protection when vacuum media are involved. After having recalled the main notions of the transport theory, the various numerical methods which are used to solve them, the fundamentals of the Monte Carlo method, and problems related to long duration penetration, the report focuses on the problem of leaks through vacuum. It describes the bias introduced in the TRIPOLI code, reports the search for an optimal bias in cylindrical configurations by using the JANUS code. It reports the application to a simple straight tube