WorldWideScience

Sample records for 4d monte carlo

  1. Initial validation of 4D-model for a clinical PET scanner using the Monte Carlo code gate

    Energy Technology Data Exchange (ETDEWEB)

    Vieira, Igor F.; Lima, Fernando R.A.; Gomes, Marcelo S., E-mail: falima@cnen.gov.b [Centro Regional de Ciencias Nucleares do Nordeste (CRCN-NE/CNEN-PE), Recife, PE (Brazil); Vieira, Jose W.; Pacheco, Ludimila M. [Instituto Federal de Educacao, Ciencia e Tecnologia (IFPE), Recife, PE (Brazil); Chaves, Rosa M. [Instituto de Radium e Supervoltagem Ivo Roesler, Recife, PE (Brazil)

    2011-07-01

    Building exposure computational models (ECM) of emission tomography (PET and SPECT) currently has several dedicated computing tools based on Monte Carlo techniques (SimSET, SORTEO, SIMIND, GATE). This paper is divided into two steps: (1) using the dedicated code GATE (Geant4 Application for Tomographic Emission) to build a 4D model (where the fourth dimension is the time) of a clinical PET scanner from General Electric, GE ADVANCE, simulating the geometric and electronic structures suitable for this scanner, as well as some phenomena 4D, for example, rotating gantry; (2) the next step is to evaluate the performance of the model built here in the reproduction of test noise equivalent count rate (NEC) based on the NEMA Standards Publication NU protocols 2-2007 for this tomography. The results for steps (1) and (2) will be compared with experimental and theoretical values of the literature showing actual state of art of validation. (author)

  2. Initial validation of 4D-model for a clinical PET scanner using the Monte Carlo code gate

    International Nuclear Information System (INIS)

    Building exposure computational models (ECM) of emission tomography (PET and SPECT) currently has several dedicated computing tools based on Monte Carlo techniques (SimSET, SORTEO, SIMIND, GATE). This paper is divided into two steps: (1) using the dedicated code GATE (Geant4 Application for Tomographic Emission) to build a 4D model (where the fourth dimension is the time) of a clinical PET scanner from General Electric, GE ADVANCE, simulating the geometric and electronic structures suitable for this scanner, as well as some phenomena 4D, for example, rotating gantry; (2) the next step is to evaluate the performance of the model built here in the reproduction of test noise equivalent count rate (NEC) based on the NEMA Standards Publication NU protocols 2-2007 for this tomography. The results for steps (1) and (2) will be compared with experimental and theoretical values of the literature showing actual state of art of validation. (author)

  3. Comparison of 3D and 4D Monte Carlo optimization in robotic tracking stereotactic body radiotherapy of lung cancer

    Energy Technology Data Exchange (ETDEWEB)

    Chan, Mark K.H. [Tuen Mun Hospital, Department of Clinical Oncology, Hong Kong (S.A.R) (China); Werner, Rene [The University Medical Center Hamburg-Eppendorf, Department of Computational Neuroscience, Hamburg (Germany); Ayadi, Miriam [Leon Berard Cancer Center, Department of Radiation Oncology, Lyon (France); Blanck, Oliver [University Clinic of Schleswig-Holstein, Department of Radiation Oncology, Luebeck (Germany); CyberKnife Center Northern Germany, Guestrow (Germany)

    2014-09-20

    To investigate the adequacy of three-dimensional (3D) Monte Carlo (MC) optimization (3DMCO) and the potential of four-dimensional (4D) dose renormalization (4DMC{sub renorm}) and optimization (4DMCO) for CyberKnife (Accuray Inc., Sunnyvale, CA) radiotherapy planning in lung cancer. For 20 lung tumors, 3DMCO and 4DMCO plans were generated with planning target volume (PTV{sub 5} {sub mm}) = gross tumor volume (GTV) plus 5 mm, assuming 3 mm for tracking errors (PTV{sub 3} {sub mm}) and 2 mm for residual organ deformations. Three fractions of 60 Gy were prescribed to ≥ 95 % of the PTV{sub 5} {sub mm}. Each 3DMCO plan was recalculated by 4D MC dose calculation (4DMC{sub recal}) to assess the dosimetric impact of organ deformations. The 4DMC{sub recal} plans were renormalized (4DMC{sub renorm}) to 95 % dose coverage of the PTV{sub 5} {sub mm} for comparisons with the 4DMCO plans. A 3DMCO plan was considered adequate if the 4DMC{sub recal} plan showed ≥ 95 % of the PTV{sub 3} {sub mm} receiving 60 Gy and doses to other organs at risk (OARs) were below the limits. In seven lesions, 3DMCO was inadequate, providing < 95 % dose coverage to the PTV{sub 3} {sub mm}. Comparison of 4DMC{sub recal} and 3DMCO plans showed that organ deformations resulted in lower OAR doses. Renormalizing the 4DMC{sub recal} plans could produce OAR doses higher than the tolerances in some 4DMC{sub renorm} plans. Dose conformity of the 4DMC{sub renorm} plans was inferior to that of the 3DMCO and 4DMCO plans. The 4DMCO plans did not always achieve OAR dose reductions compared to 3DMCO and 4DMC{sub renorm} plans. This study indicates that 3DMCO with 2 mm margins for organ deformations may be inadequate for Cyberknife-based lung stereotactic body radiotherapy (SBRT). Renormalizing the 4DMC{sub recal} plans could produce degraded dose conformity and increased OAR doses; 4DMCO can resolve this problem. (orig.) [German] Untersucht wurde die Angemessenheit einer dreidimensionalen (3-D) Monte-Carlo

  4. Estimation of the delivered patient dose in lung IMRT treatment based on deformable registration of 4D-CT data and Monte Carlo simulations

    Science.gov (United States)

    Flampouri, Stella; Jiang, Steve B.; Sharp, Greg C.; Wolfgang, John; Patel, Abhijit A.; Choi, Noah C.

    2006-06-01

    The purpose of this study is to accurately estimate the difference between the planned and the delivered dose due to respiratory motion and free breathing helical CT artefacts for lung IMRT treatments, and to estimate the impact of this difference on clinical outcome. Six patients with representative tumour motion, size and position were selected for this retrospective study. For each patient, we had acquired both a free breathing helical CT and a ten-phase 4D-CT scan. A commercial treatment planning system was used to create four IMRT plans for each patient. The first two plans were based on the GTV as contoured on the free breathing helical CT set, with a GTV to PTV expansion of 1.5 cm and 2.0 cm, respectively. The third plan was based on the ITV, a composite volume formed by the union of the CTV volumes contoured on free breathing helical CT, end-of-inhale (EOI) and end-of-exhale (EOE) 4D-CT. The fourth plan was based on GTV contoured on the EOE 4D-CT. The prescribed dose was 60 Gy for all four plans. Fluence maps and beam setup parameters of the IMRT plans were used by the Monte Carlo dose calculation engine MCSIM for absolute dose calculation on both the free breathing CT and 4D-CT data. CT deformable registration between the breathing phases was performed to estimate the motion trajectory for both the tumour and healthy tissue. Then, a composite dose distribution over the whole breathing cycle was calculated as a final estimate of the delivered dose. EUD values were computed on the basis of the composite dose for all four plans. For the patient with the largest motion effect, the difference in the EUD of CTV between the planed and the delivered doses was 33, 11, 1 and 0 Gy for the first, second, third and fourth plan, respectively. The number of breathing phases required for accurate dose prediction was also investigated. With the advent of 4D-CT, deformable registration and Monte Carlo simulations, it is feasible to perform an accurate calculation of the

  5. Estimation of the delivered patient dose in lung IMRT treatment based on deformable registration of 4D-CT data and Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

    Flampouri, Stella; Jiang, Steve B; Sharp, Greg C; Wolfgang, John; Patel, Abhijit A; Choi, Noah C [Department of Radiation Oncology, Massachusetts General Hospital and Harvard Medical School, Boston, MA 02114 (United States)

    2006-06-07

    The purpose of this study is to accurately estimate the difference between the planned and the delivered dose due to respiratory motion and free breathing helical CT artefacts for lung IMRT treatments, and to estimate the impact of this difference on clinical outcome. Six patients with representative tumour motion, size and position were selected for this retrospective study. For each patient, we had acquired both a free breathing helical CT and a ten-phase 4D-CT scan. A commercial treatment planning system was used to create four IMRT plans for each patient. The first two plans were based on the GTV as contoured on the free breathing helical CT set, with a GTV to PTV expansion of 1.5 cm and 2.0 cm, respectively. The third plan was based on the ITV, a composite volume formed by the union of the CTV volumes contoured on free breathing helical CT, end-of-inhale (EOI) and end-of-exhale (EOE) 4D-CT. The fourth plan was based on GTV contoured on the EOE 4D-CT. The prescribed dose was 60 Gy for all four plans. Fluence maps and beam setup parameters of the IMRT plans were used by the Monte Carlo dose calculation engine MCSIM for absolute dose calculation on both the free breathing CT and 4D-CT data. CT deformable registration between the breathing phases was performed to estimate the motion trajectory for both the tumour and healthy tissue. Then, a composite dose distribution over the whole breathing cycle was calculated as a final estimate of the delivered dose. EUD values were computed on the basis of the composite dose for all four plans. For the patient with the largest motion effect, the difference in the EUD of CTV between the planed and the delivered doses was 33, 11, 1 and 0 Gy for the first, second, third and fourth plan, respectively. The number of breathing phases required for accurate dose prediction was also investigated. With the advent of 4D-CT, deformable registration and Monte Carlo simulations, it is feasible to perform an accurate calculation of the

  6. Estimation of the delivered patient dose in lung IMRT treatment based on deformable registration of 4D-CT data and Monte Carlo simulations

    International Nuclear Information System (INIS)

    The purpose of this study is to accurately estimate the difference between the planned and the delivered dose due to respiratory motion and free breathing helical CT artefacts for lung IMRT treatments, and to estimate the impact of this difference on clinical outcome. Six patients with representative tumour motion, size and position were selected for this retrospective study. For each patient, we had acquired both a free breathing helical CT and a ten-phase 4D-CT scan. A commercial treatment planning system was used to create four IMRT plans for each patient. The first two plans were based on the GTV as contoured on the free breathing helical CT set, with a GTV to PTV expansion of 1.5 cm and 2.0 cm, respectively. The third plan was based on the ITV, a composite volume formed by the union of the CTV volumes contoured on free breathing helical CT, end-of-inhale (EOI) and end-of-exhale (EOE) 4D-CT. The fourth plan was based on GTV contoured on the EOE 4D-CT. The prescribed dose was 60 Gy for all four plans. Fluence maps and beam setup parameters of the IMRT plans were used by the Monte Carlo dose calculation engine MCSIM for absolute dose calculation on both the free breathing CT and 4D-CT data. CT deformable registration between the breathing phases was performed to estimate the motion trajectory for both the tumour and healthy tissue. Then, a composite dose distribution over the whole breathing cycle was calculated as a final estimate of the delivered dose. EUD values were computed on the basis of the composite dose for all four plans. For the patient with the largest motion effect, the difference in the EUD of CTV between the planed and the delivered doses was 33, 11, 1 and 0 Gy for the first, second, third and fourth plan, respectively. The number of breathing phases required for accurate dose prediction was also investigated. With the advent of 4D-CT, deformable registration and Monte Carlo simulations, it is feasible to perform an accurate calculation of the

  7. Extension of the NCAT phantom for the investigation of intra-fraction respiratory motion in IMRT using 4D Monte Carlo

    Science.gov (United States)

    McGurk, Ross; Seco, Joao; Riboldi, Marco; Wolfgang, John; Segars, Paul; Paganetti, Harald

    2010-03-01

    The purpose of this work was to create a computational platform for studying motion in intensity modulated radiotherapy (IMRT). Specifically, the non-uniform rational B-spline (NURB) cardiac and torso (NCAT) phantom was modified for use in a four-dimensional Monte Carlo (4D-MC) simulation system to investigate the effect of respiratory-induced intra-fraction organ motion on IMRT dose distributions as a function of diaphragm motion, lesion size and lung density. Treatment plans for four clinical scenarios were designed: diaphragm peak-to-peak amplitude of 1 cm and 3 cm, and two lesion sizes—2 cm and 4 cm diameter placed in the lower lobe of the right lung. Lung density was changed for each phase using a conservation of mass calculation. Further, a new heterogeneous lung model was implemented and tested. Each lesion had an internal target volume (ITV) subsequently expanded by 15 mm isotropically to give the planning target volume (PTV). The PTV was prescribed to receive 72 Gy in 40 fractions. The MLC leaf sequence defined by the planning system for each patient was exported and used as input into the MC system. MC simulations using the dose planning method (DPM) code together with deformable image registration based on the NCAT deformation field were used to find a composite dose distribution for each phantom. These composite distributions were subsequently analyzed using information from the dose volume histograms (DVH). Lesion motion amplitude has the largest effect on the dose distribution. Tumor size was found to have a smaller effect and can be mitigated by ensuring the planning constraints are optimized for the tumor size. The use of a dynamic or heterogeneous lung density model over a respiratory cycle does not appear to be an important factor with a therapy investigations that use the phantom. This work further evaluates the NCAT phantom for use as a tool in radiation therapy research in addition to its extensive use in diagnostic imaging and nuclear

  8. Exploring Monte Carlo methods

    CERN Document Server

    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

  9. Monte Carlo Radiative Transfer

    CERN Document Server

    Whitney, Barbara A

    2011-01-01

    I outline methods for calculating the solution of Monte Carlo Radiative Transfer (MCRT) in scattering, absorption and emission processes of dust and gas, including polarization. I provide a bibliography of relevant papers on methods with astrophysical applications.

  10. Monte Carlo transition probabilities

    OpenAIRE

    Lucy, L. B.

    2001-01-01

    Transition probabilities governing the interaction of energy packets and matter are derived that allow Monte Carlo NLTE transfer codes to be constructed without simplifying the treatment of line formation. These probabilities are such that the Monte Carlo calculation asymptotically recovers the local emissivity of a gas in statistical equilibrium. Numerical experiments with one-point statistical equilibrium problems for Fe II and Hydrogen confirm this asymptotic behaviour. In addition, the re...

  11. Fundamentals of Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Wollaber, Allan Benton [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2016-06-16

    This is a powerpoint which serves as lecture material for the Parallel Computing summer school. It goes over the fundamentals of Monte Carlo. Welcome to Los Alamos, the birthplace of “Monte Carlo” for computational physics. Stanislaw Ulam, John von Neumann, and Nicholas Metropolis are credited as the founders of modern Monte Carlo methods. The name “Monte Carlo” was chosen in reference to the Monte Carlo Casino in Monaco (purportedly a place where Ulam’s uncle went to gamble). The central idea (for us) – to use computer-generated “random” numbers to determine expected values or estimate equation solutions – has since spread to many fields. "The first thoughts and attempts I made to practice [the Monte Carlo Method] were suggested by a question which occurred to me in 1946 as I was convalescing from an illness and playing solitaires. The question was what are the chances that a Canfield solitaire laid out with 52 cards will come out successfully? After spending a lot of time trying to estimate them by pure combinatorial calculations, I wondered whether a more practical method than “abstract thinking” might not be to lay it out say one hundred times and simply observe and count the number of successful plays... Later [in 1946], I described the idea to John von Neumann, and we began to plan actual calculations." - Stanislaw Ulam.

  12. The Virtual Monte Carlo

    CERN Document Server

    Hrivnacova, I; Berejnov, V V; Brun, R; Carminati, F; Fassò, A; Futo, E; Gheata, A; Caballero, I G; Morsch, Andreas

    2003-01-01

    The concept of Virtual Monte Carlo (VMC) has been developed by the ALICE Software Project to allow different Monte Carlo simulation programs to run without changing the user code, such as the geometry definition, the detector response simulation or input and output formats. Recently, the VMC classes have been integrated into the ROOT framework, and the other relevant packages have been separated from the AliRoot framework and can be used individually by any other HEP project. The general concept of the VMC and its set of base classes provided in ROOT will be presented. Existing implementations for Geant3, Geant4 and FLUKA and simple examples of usage will be described.

  13. Monte Carlo and nonlinearities

    CERN Document Server

    Dauchet, Jérémi; Blanco, Stéphane; Caliot, Cyril; Charon, Julien; Coustet, Christophe; Hafi, Mouna El; Eymet, Vincent; Farges, Olivier; Forest, Vincent; Fournier, Richard; Galtier, Mathieu; Gautrais, Jacques; Khuong, Anaïs; Pelissier, Lionel; Piaud, Benjamin; Roger, Maxime; Terrée, Guillaume; Weitz, Sebastian

    2016-01-01

    The Monte Carlo method is widely used to numerically predict systems behaviour. However, its powerful incremental design assumes a strong premise which has severely limited application so far: the estimation process must combine linearly over dimensions. Here we show that this premise can be alleviated by projecting nonlinearities on a polynomial basis and increasing the configuration-space dimension. Considering phytoplankton growth in light-limited environments, radiative transfer in planetary atmospheres, electromagnetic scattering by particles and concentrated-solar-power-plant productions, we prove the real world usability of this advance on four test-cases that were so far regarded as impracticable by Monte Carlo approaches. We also illustrate an outstanding feature of our method when applied to sharp problems with interacting particles: handling rare events is now straightforward. Overall, our extension preserves the features that made the method popular: addressing nonlinearities does not compromise o...

  14. Fundamentals of Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Wollaber, Allan Benton [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2016-06-16

    This is a powerpoint presentation which serves as lecture material for the Parallel Computing summer school. It goes over the fundamentals of the Monte Carlo calculation method. The material is presented according to the following outline: Introduction (background, a simple example: estimating π), Why does this even work? (The Law of Large Numbers, The Central Limit Theorem), How to sample (inverse transform sampling, rejection), and An example from particle transport.

  15. Optimization of Monte Carlo simulations

    OpenAIRE

    Bryskhe, Henrik

    2009-01-01

    This thesis considers several different techniques for optimizing Monte Carlo simulations. The Monte Carlo system used is Penelope but most of the techniques are applicable to other systems. The two mayor techniques are the usage of the graphics card to do geometry calculations, and raytracing. Using graphics card provides a very efficient way to do fast ray and triangle intersections. Raytracing provides an approximation of Monte Carlo simulation but is much faster to perform. A program was ...

  16. Monte Carlo techniques

    International Nuclear Information System (INIS)

    The course of ''Monte Carlo Techniques'' will try to give a general overview of how to build up a method based on a given theory, allowing you to compare the outcome of an experiment with that theory. Concepts related with the construction of the method, such as, random variables, distributions of random variables, generation of random variables, random-based numerical methods, will be introduced in this course. Examples of some of the current theories in High Energy Physics describing the e+e- annihilation processes (QED, Electro-Weak, QCD) will also be briefly introduced. A second step in the employment of this method is related to the detector. The interactions that a particle could have along its way, through the detector as well as the response of the different materials which compound the detector will be quoted in this course. An example of detector at LEP era, in which these techniques are being applied, will close the course. (orig.)

  17. MCMini: Monte Carlo on GPGPU

    Energy Technology Data Exchange (ETDEWEB)

    Marcus, Ryan C. [Los Alamos National Laboratory

    2012-07-25

    MCMini is a proof of concept that demonstrates the possibility for Monte Carlo neutron transport using OpenCL with a focus on performance. This implementation, written in C, shows that tracing particles and calculating reactions on a 3D mesh can be done in a highly scalable fashion. These results demonstrate a potential path forward for MCNP or other Monte Carlo codes.

  18. Monte Carlo methods for electromagnetics

    CERN Document Server

    Sadiku, Matthew NO

    2009-01-01

    Until now, novices had to painstakingly dig through the literature to discover how to use Monte Carlo techniques for solving electromagnetic problems. Written by one of the foremost researchers in the field, Monte Carlo Methods for Electromagnetics provides a solid understanding of these methods and their applications in electromagnetic computation. Including much of his own work, the author brings together essential information from several different publications.Using a simple, clear writing style, the author begins with a historical background and review of electromagnetic theory. After addressing probability and statistics, he introduces the finite difference method as well as the fixed and floating random walk Monte Carlo methods. The text then applies the Exodus method to Laplace's and Poisson's equations and presents Monte Carlo techniques for handing Neumann problems. It also deals with whole field computation using the Markov chain, applies Monte Carlo methods to time-varying diffusion problems, and ...

  19. Parallelizing Monte Carlo with PMC

    Energy Technology Data Exchange (ETDEWEB)

    Rathkopf, J.A.; Jones, T.R.; Nessett, D.M.; Stanberry, L.C.

    1994-11-01

    PMC (Parallel Monte Carlo) is a system of generic interface routines that allows easy porting of Monte Carlo packages of large-scale physics simulation codes to Massively Parallel Processor (MPP) computers. By loading various versions of PMC, simulation code developers can configure their codes to run in several modes: serial, Monte Carlo runs on the same processor as the rest of the code; parallel, Monte Carlo runs in parallel across many processors of the MPP with the rest of the code running on other MPP processor(s); distributed, Monte Carlo runs in parallel across many processors of the MPP with the rest of the code running on a different machine. This multi-mode approach allows maintenance of a single simulation code source regardless of the target machine. PMC handles passing of messages between nodes on the MPP, passing of messages between a different machine and the MPP, distributing work between nodes, and providing independent, reproducible sequences of random numbers. Several production codes have been parallelized under the PMC system. Excellent parallel efficiency in both the distributed and parallel modes results if sufficient workload is available per processor. Experiences with a Monte Carlo photonics demonstration code and a Monte Carlo neutronics package are described.

  20. Monte Carlo dose mapping on deforming anatomy

    Science.gov (United States)

    Zhong, Hualiang; Siebers, Jeffrey V.

    2009-10-01

    This paper proposes a Monte Carlo-based energy and mass congruent mapping (EMCM) method to calculate the dose on deforming anatomy. Different from dose interpolation methods, EMCM separately maps each voxel's deposited energy and mass from a source image to a reference image with a displacement vector field (DVF) generated by deformable image registration (DIR). EMCM was compared with other dose mapping methods: energy-based dose interpolation (EBDI) and trilinear dose interpolation (TDI). These methods were implemented in EGSnrc/DOSXYZnrc, validated using a numerical deformable phantom and compared for clinical CT images. On the numerical phantom with an analytically invertible deformation map, EMCM mapped the dose exactly the same as its analytic solution, while EBDI and TDI had average dose errors of 2.5% and 6.0%. For a lung patient's IMRT treatment plan, EBDI and TDI differed from EMCM by 1.96% and 7.3% in the lung patient's entire dose region, respectively. As a 4D Monte Carlo dose calculation technique, EMCM is accurate and its speed is comparable to 3D Monte Carlo simulation. This method may serve as a valuable tool for accurate dose accumulation as well as for 4D dosimetry QA.

  1. Proton Upset Monte Carlo Simulation

    Science.gov (United States)

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

    2009-01-01

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

  2. Testing the AdS/CFT correspondence by Monte Carlo calculation of BPS and non-BPS Wilson loops in 4d N=4 super-Yang-Mills theory

    CERN Document Server

    Honda, Masazumi; Nishimura, Jun; Tsuchiya, Asato

    2011-01-01

    We test the AdS/CFT correspondence by calculating Wilson loops in N = 4 super Yang-Mills theory on R*S^3 in the planar limit. Our method is based on a novel large-N reduction, which reduces the problem to Monte Carlo calculations in the plane-wave matrix model or the BMN matrix model, which is a 1d gauge theory with 16 supercharges. By using the gauge-fixed momentumspace simulation, we obtain results respecting 16 supersymmetries. We report on the Monte Carlo results for the BPS circular Wilson loop, which reproduce the exact result up to strong coupling. As a future prospect, we calculate a track-shapedWilson loop from the gravity side, which shows that a clear test of the AdS/CFT for the non-BPS case is also feasible.

  3. SU-E-CAMPUS-I-05: Internal Dosimetric Calculations for Several Imaging Radiopharmaceuticals in Preclinical Studies and Quantitative Assessment of the Mouse Size Impact On Them. Realistic Monte Carlo Simulations Based On the 4D-MOBY Model

    Energy Technology Data Exchange (ETDEWEB)

    Kostou, T; Papadimitroulas, P; Kagadis, GC [University of Patras, Rion, Ahaia (Greece); Loudos, G [Technical Educational Institute of Athens, Aigaleo, Attiki (Greece)

    2014-06-15

    Purpose: Commonly used radiopharmaceuticals were tested to define the most important dosimetric factors in preclinical studies. Dosimetric calculations were applied in two different whole-body mouse models, with varying organ size, so as to determine their impact on absorbed doses and S-values. Organ mass influence was evaluated with computational models and Monte Carlo(MC) simulations. Methods: MC simulations were executed on GATE to determine dose distribution in the 4D digital MOBY mouse phantom. Two mouse models, 28 and 34 g respectively, were constructed based on realistic preclinical exams to calculate the absorbed doses and S-values of five commonly used radionuclides in SPECT/PET studies (18F, 68Ga, 177Lu, 111In and 99mTc).Radionuclide biodistributions were obtained from literature. Realistic statistics (uncertainty lower than 4.5%) were acquired using the standard physical model in Geant4. Comparisons of the dosimetric calculations on the two different phantoms for each radiopharmaceutical are presented. Results: Dose per organ in mGy was calculated for all radiopharmaceuticals. The two models introduced a difference of 0.69% in their brain masses, while the largest differences were observed in the marrow 18.98% and in the thyroid 18.65% masses.Furthermore, S-values of the most important target-organs were calculated for each isotope. Source-organ was selected to be the whole mouse body.Differences on the S-factors were observed in the 6.0–30.0% range. Tables with all the calculations as reference dosimetric data were developed. Conclusion: Accurate dose per organ and the most appropriate S-values are derived for specific preclinical studies. The impact of the mouse model size is rather high (up to 30% for a 17.65% difference in the total mass), and thus accurate definition of the organ mass is a crucial parameter for self-absorbed S values calculation.Our goal is to extent the study for accurate estimations in small animal imaging, whereas it is known

  4. Synchronous Parallel Kinetic Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Mart?nez, E; Marian, J; Kalos, M H

    2006-12-14

    A novel parallel kinetic Monte Carlo (kMC) algorithm formulated on the basis of perfect time synchronicity is presented. The algorithm provides an exact generalization of any standard serial kMC model and is trivially implemented in parallel architectures. We demonstrate the mathematical validity and parallel performance of the method by solving several well-understood problems in diffusion.

  5. Monte Carlo Particle Lists: MCPL

    CERN Document Server

    Kittelmann, Thomas; Knudsen, Erik B; Willendrup, Peter; Cai, Xiao Xiao; Kanaki, Kalliopi

    2016-01-01

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

  6. Kinematics of multigrid Monte Carlo

    International Nuclear Information System (INIS)

    We study the kinematics of multigrid Monte Carlo algorithms by means of acceptance rates for nonlocal Metropolis update proposals. An approximation formula for acceptance rates is derived. We present a comparison of different coarse-to-fine interpolation schemes in free field theory, where the formula is exact. The predictions of the approximation formula for several interacting models are well confirmed by Monte Carlo simulations. The following rule is found: For a critical model with fundametal Hamiltonian Η(φ), absence of critical slowing down can only be expected if the expansion of (Η(φ+ψ)) in terms of the shift ψ contains no relevant (mass) term. We also introduce a multigrid update procedure for nonabelian lattice gauge theory and study the acceptance rates for gauge group SU(2) in four dimensions. (orig.)

  7. Neural Adaptive Sequential Monte Carlo

    OpenAIRE

    Gu, Shixiang; Ghahramani, Zoubin; Turner, Richard E

    2015-01-01

    Sequential Monte Carlo (SMC), or particle filtering, is a popular class of methods for sampling from an intractable target distribution using a sequence of simpler intermediate distributions. Like other importance sampling-based methods, performance is critically dependent on the proposal distribution: a bad proposal can lead to arbitrarily inaccurate estimates of the target distribution. This paper presents a new method for automatically adapting the proposal using an approximation of the Ku...

  8. Adaptive Multilevel Monte Carlo Simulation

    KAUST Repository

    Hoel, H

    2011-08-23

    This work generalizes a multilevel forward Euler Monte Carlo method introduced in Michael B. Giles. (Michael Giles. Oper. Res. 56(3):607–617, 2008.) for the approximation of expected values depending on the solution to an Itô stochastic differential equation. The work (Michael Giles. Oper. Res. 56(3):607– 617, 2008.) proposed and analyzed a forward Euler multilevelMonte Carlo method based on a hierarchy of uniform time discretizations and control variates to reduce the computational effort required by a standard, single level, Forward Euler Monte Carlo method. This work introduces an adaptive hierarchy of non uniform time discretizations, generated by an adaptive algorithmintroduced in (AnnaDzougoutov et al. Raùl Tempone. Adaptive Monte Carlo algorithms for stopped diffusion. In Multiscale methods in science and engineering, volume 44 of Lect. Notes Comput. Sci. Eng., pages 59–88. Springer, Berlin, 2005; Kyoung-Sook Moon et al. Stoch. Anal. Appl. 23(3):511–558, 2005; Kyoung-Sook Moon et al. An adaptive algorithm for ordinary, stochastic and partial differential equations. In Recent advances in adaptive computation, volume 383 of Contemp. Math., pages 325–343. Amer. Math. Soc., Providence, RI, 2005.). This form of the adaptive algorithm generates stochastic, path dependent, time steps and is based on a posteriori error expansions first developed in (Anders Szepessy et al. Comm. Pure Appl. Math. 54(10):1169– 1214, 2001). Our numerical results for a stopped diffusion problem, exhibit savings in the computational cost to achieve an accuracy of ϑ(TOL),from(TOL−3), from using a single level version of the adaptive algorithm to ϑ(((TOL−1)log(TOL))2).

  9. Monomial Gamma Monte Carlo Sampling

    OpenAIRE

    Zhang, Yizhe; Wang, Xiangyu; Chen, Changyou; Fan, Kai; Carin, Lawrence

    2016-01-01

    We unify slice sampling and Hamiltonian Monte Carlo (HMC) sampling by demonstrating their connection under the canonical transformation from Hamiltonian mechanics. This insight enables us to extend HMC and slice sampling to a broader family of samplers, called monomial Gamma samplers (MGS). We analyze theoretically the mixing performance of such samplers by proving that the MGS draws samples from a target distribution with zero-autocorrelation, in the limit of a single parameter. This propert...

  10. MontePython: Implementing Quantum Monte Carlo using Python

    OpenAIRE

    J.K. Nilsen

    2006-01-01

    We present a cross-language C++/Python program for simulations of quantum mechanical systems with the use of Quantum Monte Carlo (QMC) methods. We describe a system for which to apply QMC, the algorithms of variational Monte Carlo and diffusion Monte Carlo and we describe how to implement theses methods in pure C++ and C++/Python. Furthermore we check the efficiency of the implementations in serial and parallel cases to show that the overhead using Python can be negligible.

  11. Monte Carlo techniques in radiation therapy

    CERN Document Server

    Verhaegen, Frank

    2013-01-01

    Modern cancer treatment relies on Monte Carlo simulations to help radiotherapists and clinical physicists better understand and compute radiation dose from imaging devices as well as exploit four-dimensional imaging data. With Monte Carlo-based treatment planning tools now available from commercial vendors, a complete transition to Monte Carlo-based dose calculation methods in radiotherapy could likely take place in the next decade. Monte Carlo Techniques in Radiation Therapy explores the use of Monte Carlo methods for modeling various features of internal and external radiation sources, including light ion beams. The book-the first of its kind-addresses applications of the Monte Carlo particle transport simulation technique in radiation therapy, mainly focusing on external beam radiotherapy and brachytherapy. It presents the mathematical and technical aspects of the methods in particle transport simulations. The book also discusses the modeling of medical linacs and other irradiation devices; issues specific...

  12. Monte Carlo primer for health physicists

    International Nuclear Information System (INIS)

    The basic ideas and principles of Monte Carlo calculations are presented in the form of a primer for health physicists. A simple integral with a known answer is evaluated by two different Monte Carlo approaches. Random number, which underlie Monte Carlo work, are discussed, and a sample table of random numbers generated by a hand calculator is presented. Monte Carlo calculations of dose and linear energy transfer (LET) from 100-keV neutrons incident on a tissue slab are discussed. The random-number table is used in a hand calculation of the initial sequence of events for a 100-keV neutron entering the slab. Some pitfalls in Monte Carlo work are described. While this primer addresses mainly the bare bones of Monte Carlo, a final section briefly describes some of the more sophisticated techniques used in practice to reduce variance and computing time

  13. Monte Carlo Treatment Planning for Advanced Radiotherapy

    DEFF Research Database (Denmark)

    Cronholm, Rickard

    for commissioning of a Monte Carlo model of a medical linear accelerator, ensuring agreement with measurements within 1% for a range of situations, is presented. The resulting Monte Carlo model was validated against measurements for a wider range of situations, including small field output factors, and agreement...... modulating the intensity of the field during the irradiation. The workflow described has the potential to fully model the dynamic delivery, including gantry rotation during irradiation, of modern radiotherapy. Three corner stones of Monte Carlo Treatment Planning are identified: Building, commissioning...... and validation of a Monte Carlo model of a medical linear accelerator (i), converting a CT scan of a patient to a Monte Carlo compliant phantom (ii) and translating the treatment plan parameters (including beam energy, angles of incidence, collimator settings etc) to a Monte Carlo input file (iii). A protocol...

  14. Mean field simulation for Monte Carlo integration

    CERN Document Server

    Del Moral, Pierre

    2013-01-01

    In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled Monte Carlo methods; Feynman-Kac particle models; genetic and evolutionary algorithms; sequential Monte Carlo methods; adaptive and interacting Marko

  15. Multidimensional stochastic approximation Monte Carlo.

    Science.gov (United States)

    Zablotskiy, Sergey V; Ivanov, Victor A; Paul, Wolfgang

    2016-06-01

    Stochastic Approximation Monte Carlo (SAMC) has been established as a mathematically founded powerful flat-histogram Monte Carlo method, used to determine the density of states, g(E), of a model system. We show here how it can be generalized for the determination of multidimensional probability distributions (or equivalently densities of states) of macroscopic or mesoscopic variables defined on the space of microstates of a statistical mechanical system. This establishes this method as a systematic way for coarse graining a model system, or, in other words, for performing a renormalization group step on a model. We discuss the formulation of the Kadanoff block spin transformation and the coarse-graining procedure for polymer models in this language. We also apply it to a standard case in the literature of two-dimensional densities of states, where two competing energetic effects are present g(E_{1},E_{2}). We show when and why care has to be exercised when obtaining the microcanonical density of states g(E_{1}+E_{2}) from g(E_{1},E_{2}). PMID:27415383

  16. 1-D EQUILIBRIUM DISCRETE DIFFUSION MONTE CARLO

    Energy Technology Data Exchange (ETDEWEB)

    T. EVANS; ET AL

    2000-08-01

    We present a new hybrid Monte Carlo method for 1-D equilibrium diffusion problems in which the radiation field coexists with matter in local thermodynamic equilibrium. This method, the Equilibrium Discrete Diffusion Monte Carlo (EqDDMC) method, combines Monte Carlo particles with spatially discrete diffusion solutions. We verify the EqDDMC method with computational results from three slab problems. The EqDDMC method represents an incremental step toward applying this hybrid methodology to non-equilibrium diffusion, where it could be simultaneously coupled to Monte Carlo transport.

  17. Monte Carlo lattice program KIM

    International Nuclear Information System (INIS)

    The Monte Carlo program KIM solves the steady-state linear neutron transport equation for a fixed-source problem or, by successive fixed-source runs, for the eigenvalue problem, in a two-dimensional thermal reactor lattice. Fluxes and reaction rates are the main quantities computed by the program, from which power distribution and few-group averaged cross sections are derived. The simulation ranges from 10 MeV to zero and includes anisotropic and inelastic scattering in the fast energy region, the epithermal Doppler broadening of the resonances of some nuclides, and the thermalization phenomenon by taking into account the thermal velocity distribution of some molecules. Besides the well known combinatorial geometry, the program allows complex configurations to be represented by a discrete set of points, an approach greatly improving calculation speed

  18. General Monte Carlo code MONK

    International Nuclear Information System (INIS)

    The Monte Carlo code MONK is a general program written to provide a high degree of flexibility to the user. MONK is distinguished by its detailed representation of nuclear data in point form i.e., the cross-section is tabulated at specific energies instead of the more usual group representation. The nuclear data are unadjusted in the point form but recently the code has been modified to accept adjusted group data as used in fast and thermal reactor applications. The various geometrical handling capabilities and importance sampling techniques are described. In addition to the nuclear data aspects, the following features are also described; geometrical handling routines, tracking cycles, neutron source and output facilities. 12 references. (U.S.)

  19. Challenges of Monte Carlo Transport

    Energy Technology Data Exchange (ETDEWEB)

    Long, Alex Roberts [Los Alamos National Lab. (LANL), Los Alamos, NM (United States). Computational Physics and Methods (CCS-2)

    2016-06-10

    These are slides from a presentation for Parallel Summer School at Los Alamos National Laboratory. Solving discretized partial differential equations (PDEs) of interest can require a large number of computations. We can identify concurrency to allow parallel solution of discrete PDEs. Simulated particles histories can be used to solve the Boltzmann transport equation. Particle histories are independent in neutral particle transport, making them amenable to parallel computation. Physical parameters and method type determine the data dependencies of particle histories. Data requirements shape parallel algorithms for Monte Carlo. Then, Parallel Computational Physics and Parallel Monte Carlo are discussed and, finally, the results are given. The mesh passing method greatly simplifies the IMC implementation and allows simple load-balancing. Using MPI windows and passive, one-sided RMA further simplifies the implementation by removing target synchronization. The author is very interested in implementations of PGAS that may allow further optimization for one-sided, read-only memory access (e.g. Open SHMEM). The MPICH_RMA_OVER_DMAPP option and library is required to make one-sided messaging scale on Trinitite - Moonlight scales poorly. Interconnect specific libraries or functions are likely necessary to ensure performance. BRANSON has been used to directly compare the current standard method to a proposed method on idealized problems. The mesh passing algorithm performs well on problems that are designed to show the scalability of the particle passing method. BRANSON can now run load-imbalanced, dynamic problems. Potential avenues of improvement in the mesh passing algorithm will be implemented and explored. A suite of test problems that stress DD methods will elucidate a possible path forward for production codes.

  20. Challenges of Monte Carlo Transport

    Energy Technology Data Exchange (ETDEWEB)

    Long, Alex Roberts [Los Alamos National Lab. (LANL), Los Alamos, NM (United States). Computational Physics and Methods (CCS-2)

    2016-06-10

    These are slides from a presentation for Parallel Summer School at Los Alamos National Laboratory. Solving discretized partial differential equations (PDEs) of interest can require a large number of computations. We can identify concurrency to allow parallel solution of discrete PDEs. Simulated particles histories can be used to solve the Boltzmann transport equation. Particle histories are independent in neutral particle transport, making them amenable to parallel computation. Physical parameters and method type determine the data dependencies of particle histories. Data requirements shape parallel algorithms for Monte Carlo. Then, Parallel Computational Physics and Parallel Monte Carlo are discussed and finally the results are given. The mesh passing method greatly simplifies the IMC implementation and allows simple load-balancing. Using MPI windows and passive, one-sided RMA further simplifies the implementation by removing target synchronization. The author is very interested in implementations of PGAS that may allow further optimization for one-sided, read-only memory access (e.g. Open SHMEM). The MPICH_RMA_OVER_DMAPP option and library is required to make one-sided messaging scale on Trinitite - Moonlight scales poorly. Interconnect specific libraries or functions are likely necessary to ensure performance. BRANSON has been used to directly compare the current standard method to a proposed method on idealized problems. The mesh passing algorithm performs well on problems that are designed to show the scalability of the particle passing method. BRANSON can now run load-imbalanced, dynamic problems. Potential avenues of improvement in the mesh passing algorithm will be implemented and explored. A suite of test problems that stress DD methods will elucidate a possible path forward for production codes.

  1. Monte carlo simulation for soot dynamics

    KAUST Repository

    Zhou, Kun

    2012-01-01

    A new Monte Carlo method termed Comb-like frame Monte Carlo is developed to simulate the soot dynamics. Detailed stochastic error analysis is provided. Comb-like frame Monte Carlo is coupled with the gas phase solver Chemkin II to simulate soot formation in a 1-D premixed burner stabilized flame. The simulated soot number density, volume fraction, and particle size distribution all agree well with the measurement available in literature. The origin of the bimodal distribution of particle size distribution is revealed with quantitative proof.

  2. Fast quantum Monte Carlo on a GPU

    CERN Document Server

    Lutsyshyn, Y

    2013-01-01

    We present a scheme for the parallelization of quantum Monte Carlo on graphical processing units, focusing on bosonic systems and variational Monte Carlo. We use asynchronous execution schemes with shared memory persistence, and obtain an excellent acceleration. Comparing with single core execution, GPU-accelerated code runs over x100 faster. The CUDA code is provided along with the package that is necessary to execute variational Monte Carlo for a system representing liquid helium-4. The program was benchmarked on several models of Nvidia GPU, including Fermi GTX560 and M2090, and the latest Kepler architecture K20 GPU. Kepler-specific optimization is discussed.

  3. Advanced computers and Monte Carlo

    International Nuclear Information System (INIS)

    High-performance parallelism that is currently available is synchronous in nature. It is manifested in such architectures as Burroughs ILLIAC-IV, CDC STAR-100, TI ASC, CRI CRAY-1, ICL DAP, and many special-purpose array processors designed for signal processing. This form of parallelism has apparently not been of significant value to many important Monte Carlo calculations. Nevertheless, there is much asynchronous parallelism in many of these calculations. A model of a production code that requires up to 20 hours per problem on a CDC 7600 is studied for suitability on some asynchronous architectures that are on the drawing board. The code is described and some of its properties and resource requirements ae identified to compare with corresponding properties and resource requirements are identified to compare with corresponding properties and resource requirements are identified to compare with corresponding properties and resources of some asynchronous multiprocessor architectures. Arguments are made for programer aids and special syntax to identify and support important asynchronous parallelism. 2 figures, 5 tables

  4. 11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

    CERN Document Server

    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.

  5. Monte Carlo methods for particle transport

    CERN Document Server

    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 ...

  6. Frontiers of quantum Monte Carlo workshop: preface

    International Nuclear Information System (INIS)

    The introductory remarks, table of contents, and list of attendees are presented from the proceedings of the conference, Frontiers of Quantum Monte Carlo, which appeared in the Journal of Statistical Physics

  7. Simulation and the Monte Carlo method

    CERN Document Server

    Rubinstein, Reuven Y

    2016-01-01

    Simulation and the Monte Carlo Method, Third 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 more than a quarter of a century 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, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo, variance reduction techniques such as the transform likelihood ratio...

  8. Smart detectors for Monte Carlo radiative transfer

    CERN Document Server

    Baes, Maarten

    2008-01-01

    Many optimization techniques have been invented to reduce the noise that is inherent in Monte Carlo radiative transfer simulations. As the typical detectors used in Monte Carlo simulations do not take into account all the information contained in the impacting photon packages, there is still room to optimize this detection process and the corresponding estimate of the surface brightness distributions. We want to investigate how all the information contained in the distribution of impacting photon packages can be optimally used to decrease the noise in the surface brightness distributions and hence to increase the efficiency of Monte Carlo radiative transfer simulations. We demonstrate that the estimate of the surface brightness distribution in a Monte Carlo radiative transfer simulation is similar to the estimate of the density distribution in an SPH simulation. Based on this similarity, a recipe is constructed for smart detectors that take full advantage of the exact location of the impact of the photon pack...

  9. Monte Carlo simulation of granular fluids

    OpenAIRE

    Montanero, J. M.

    2003-01-01

    An overview of recent work on Monte Carlo simulations of a granular binary mixture is presented. The results are obtained numerically solving the Enskog equation for inelastic hard-spheres by means of an extension of the well-known direct Monte Carlo simulation (DSMC) method. The homogeneous cooling state and the stationary state reached using the Gaussian thermostat are considered. The temperature ratio, the fourth velocity moments and the velocity distribution functions are obtained for bot...

  10. Development of Monte Carlo depletion code MCDEP

    Energy Technology Data Exchange (ETDEWEB)

    Kim, K. S.; Kim, K. Y.; Lee, J. C.; Ji, S. K. [KAERI, Taejon (Korea, Republic of)

    2003-07-01

    Monte Carlo neutron transport calculation has been used to obtain a reference solution in reactor physics analysis. The typical and widely-used Monte Carlo transport code is MCNP (Monte Carlo N-Particle Transport Code) developed in Los Alamos National Laboratory. The drawbacks of Monte-Carlo transport codes are the lacks of the capacities for the depletion and temperature dependent calculations. In this research we developed MCDEP (Monte Carlo Depletion Code Package) using MCNP with the capacity of the depletion calculation. This code package is the integration of MCNP and depletion module of ORIGEN-2 using the matrix exponential method. This code package enables the automatic MCNP and depletion calculations only with the initial MCNP and MCDEP inputs prepared by users. Depletion chains were simplified for the efficiency of computing time and the treatment of short-lived nuclides without cross section data. The results of MCDEP showed that the reactivity and pin power distributions for the PWR fuel pins and assemblies are consistent with those of CASMO-3 and HELIOS.

  11. Approaching Chemical Accuracy with Quantum Monte Carlo

    CERN Document Server

    Petruzielo, F R; Umrigar, C J

    2012-01-01

    A quantum Monte Carlo study of the atomization energies for the G2 set of molecules is presented. Basis size dependence of diffusion Monte Carlo atomization energies is studied with a single determinant Slater-Jastrow trial wavefunction formed from Hartree-Fock orbitals. With the largest basis set, the mean absolute deviation from experimental atomization energies for the G2 set is 3.0 kcal/mol. Optimizing the orbitals within variational Monte Carlo improves the agreement between diffusion Monte Carlo and experiment, reducing the mean absolute deviation to 2.1 kcal/mol. Moving beyond a single determinant Slater-Jastrow trial wavefunction, diffusion Monte Carlo with a small complete active space Slater-Jastrow trial wavefunction results in near chemical accuracy. In this case, the mean absolute deviation from experimental atomization energies is 1.2 kcal/mol. It is shown from calculations on systems containing phosphorus that the accuracy can be further improved by employing a larger active space.

  12. Quantum Monte Carlo with Variable Spins

    CERN Document Server

    Melton, Cody A; Mitas, Lubos

    2016-01-01

    We investigate the inclusion of variable spins in electronic structure quantum Monte Carlo, with a focus on diffusion Monte Carlo with Hamiltonians that include spin-orbit interactions. Following our previous introduction of fixed-phase spin-orbit diffusion Monte Carlo (FPSODMC), we thoroughly discuss the details of the method and elaborate upon its technicalities. We present a proof for an upper-bound property for complex nonlocal operators, which allows for the implementation of T-moves to ensure the variational property. We discuss the time step biases associated with our particular choice of spin representation. Applications of the method are also presented for atomic and molecular systems. We calculate the binding energies and geometry of the PbH and Sn$_2$ molecules, as well as the electron affinities of the 6$p$ row elements in close agreement with experiments.

  13. Monte Carlo strategies in scientific computing

    CERN Document Server

    Liu, Jun S

    2008-01-01

    This paperback edition is a reprint of the 2001 Springer edition This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians It can also be used as the textbook for a graduate-level course on Monte Carlo methods Many problems discussed in the alter chapters can be potential thesis topics for masters’ or PhD students in statistics or computer science departments Jun Liu is Professor of Statistics at Harvard University, with a courtesy Professor appointment at Harvard Biostatistics Department Professor Liu was the recipient of the 2002 COPSS Presidents' Award, the most prestigious one for sta...

  14. CosmoPMC: Cosmology Population Monte Carlo

    CERN Document Server

    Kilbinger, Martin; Cappe, Olivier; Cardoso, Jean-Francois; Fort, Gersende; Prunet, Simon; Robert, Christian P; Wraith, Darren

    2011-01-01

    We present the public release of the Bayesian sampling algorithm for cosmology, CosmoPMC (Cosmology Population Monte Carlo). CosmoPMC explores the parameter space of various cosmological probes, and also provides a robust estimate of the Bayesian evidence. CosmoPMC is based on an adaptive importance sampling method called Population Monte Carlo (PMC). Various cosmology likelihood modules are implemented, and new modules can be added easily. The importance-sampling algorithm is written in C, and fully parallelised using the Message Passing Interface (MPI). Due to very little overhead, the wall-clock time required for sampling scales approximately with the number of CPUs. The CosmoPMC package contains post-processing and plotting programs, and in addition a Monte-Carlo Markov chain (MCMC) algorithm. The sampling engine is implemented in the library pmclib, and can be used independently. The software is available for download at http://www.cosmopmc.info.

  15. SPQR: a Monte Carlo reactor kinetics code

    International Nuclear Information System (INIS)

    The SPQR Monte Carlo code has been developed to analyze fast reactor core accident problems where conventional methods are considered inadequate. The code is based on the adiabatic approximation of the quasi-static method. This initial version contains no automatic material motion or feedback. An existing Monte Carlo code is used to calculate the shape functions and the integral quantities needed in the kinetics module. Several sample problems have been devised and analyzed. Due to the large statistical uncertainty associated with the calculation of reactivity in accident simulations, the results, especially at later times, differ greatly from deterministic methods. It was also found that in large uncoupled systems, the Monte Carlo method has difficulty in handling asymmetric perturbations

  16. Geodesic Monte Carlo on Embedded Manifolds.

    Science.gov (United States)

    Byrne, Simon; Girolami, Mark

    2013-12-01

    Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows in the Hamilton-Jacobi representation. This paper takes the differential geometric basis of Markov chain Monte Carlo further by considering methods to simulate from probability distributions that themselves are defined on a manifold, with common examples being classes of distributions describing directional statistics. Proposal mechanisms are developed based on the geodesic flows over the manifolds of support for the distributions, and illustrative examples are provided for the hypersphere and Stiefel manifold of orthonormal matrices. PMID:25309024

  17. Monte Carlo dose computation for IMRT optimization*

    Science.gov (United States)

    Laub, W.; Alber, M.; Birkner, M.; Nüsslin, F.

    2000-07-01

    A method which combines the accuracy of Monte Carlo dose calculation with a finite size pencil-beam based intensity modulation optimization is presented. The pencil-beam algorithm is employed to compute the fluence element updates for a converging sequence of Monte Carlo dose distributions. The combination is shown to improve results over the pencil-beam based optimization in a lung tumour case and a head and neck case. Inhomogeneity effects like a broader penumbra and dose build-up regions can be compensated for by intensity modulation.

  18. Monte Carlo simulation of granular fluids

    CERN Document Server

    Montanero, J M

    2003-01-01

    An overview of recent work on Monte Carlo simulations of a granular binary mixture is presented. The results are obtained numerically solving the Enskog equation for inelastic hard-spheres by means of an extension of the well-known direct Monte Carlo simulation (DSMC) method. The homogeneous cooling state and the stationary state reached using the Gaussian thermostat are considered. The temperature ratio, the fourth velocity moments and the velocity distribution functions are obtained for both cases. The shear viscosity characterizing the momentum transport in the thermostatted case is calculated as well. The simulation results are compared with analytical predictions showing an excellent agreement.

  19. Monte carlo simulations of organic photovoltaics.

    Science.gov (United States)

    Groves, Chris; Greenham, Neil C

    2014-01-01

    Monte Carlo simulations are a valuable tool to model the generation, separation, and collection of charges in organic photovoltaics where charges move by hopping in a complex nanostructure and Coulomb interactions between charge carriers are important. We review the Monte Carlo techniques that have been applied to this problem, and describe the results of simulations of the various recombination processes that limit device performance. We show how these processes are influenced by the local physical and energetic structure of the material, providing information that is useful for design of efficient photovoltaic systems.

  20. Monte Carlo dose distributions for radiosurgery

    Energy Technology Data Exchange (ETDEWEB)

    Perucha, M.; Leal, A.; Rincon, M.; Carrasco, E. [Sevilla Univ. (Spain). Dept. Fisiologia Medica y Biofisica; Sanchez-Doblado, F. [Sevilla Univ. (Spain). Dept. Fisiologia Medica y Biofisica]|[Hospital Univ. Virgen Macarena, Sevilla (Spain). Servicio de Oncologia Radioterapica; Nunez, L. [Clinica Puerta de Hierro, Madrid (Spain). Servicio de Radiofisica; Arrans, R.; Sanchez-Calzado, J.A.; Errazquin, L. [Hospital Univ. Virgen Macarena, Sevilla (Spain). Servicio de Oncologia Radioterapica; Sanchez-Nieto, B. [Royal Marsden NHS Trust (United Kingdom). Joint Dept. of Physics]|[Inst. of Cancer Research, Sutton, Surrey (United Kingdom)

    2001-07-01

    The precision of Radiosurgery Treatment planning systems is limited by the approximations of their algorithms and by their dosimetrical input data. This fact is especially important in small fields. However, the Monte Carlo methods is an accurate alternative as it considers every aspect of particle transport. In this work an acoustic neurinoma is studied by comparing the dose distribution of both a planning system and Monte Carlo. Relative shifts have been measured and furthermore, Dose-Volume Histograms have been calculated for target and adjacent organs at risk. (orig.)

  1. Monte Carlo simulation of neutron scattering instruments

    International Nuclear Information System (INIS)

    A library of Monte Carlo subroutines has been developed for the purpose of design of neutron scattering instruments. Using small-angle scattering as an example, the philosophy and structure of the library are described and the programs are used to compare instruments at continuous wave (CW) and long-pulse spallation source (LPSS) neutron facilities. The Monte Carlo results give a count-rate gain of a factor between 2 and 4 using time-of-flight analysis. This is comparable to scaling arguments based on the ratio of wavelength bandwidth to resolution width

  2. Monte Carlo dose distributions for radiosurgery

    International Nuclear Information System (INIS)

    The precision of Radiosurgery Treatment planning systems is limited by the approximations of their algorithms and by their dosimetrical input data. This fact is especially important in small fields. However, the Monte Carlo methods is an accurate alternative as it considers every aspect of particle transport. In this work an acoustic neurinoma is studied by comparing the dose distribution of both a planning system and Monte Carlo. Relative shifts have been measured and furthermore, Dose-Volume Histograms have been calculated for target and adjacent organs at risk. (orig.)

  3. Fast sequential Monte Carlo methods for counting and optimization

    CERN Document Server

    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

  4. Monte Carlo methods in AB initio quantum chemistry quantum Monte Carlo for molecules

    CERN Document Server

    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

  5. 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)

  6. On the use of stochastic approximation Monte Carlo for Monte Carlo integration

    KAUST Repository

    Liang, Faming

    2009-03-01

    The stochastic approximation Monte Carlo (SAMC) algorithm has recently been proposed as a dynamic optimization algorithm in the literature. In this paper, we show in theory that the samples generated by SAMC can be used for Monte Carlo integration via a dynamically weighted estimator by calling some results from the literature of nonhomogeneous Markov chains. Our numerical results indicate that SAMC can yield significant savings over conventional Monte Carlo algorithms, such as the Metropolis-Hastings algorithm, for the problems for which the energy landscape is rugged. © 2008 Elsevier B.V. All rights reserved.

  7. Scalable Domain Decomposed Monte Carlo Particle Transport

    Energy Technology Data Exchange (ETDEWEB)

    O' Brien, Matthew Joseph [Univ. of California, Davis, CA (United States)

    2013-12-05

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

  8. Accelerating Hasenbusch's acceleration of hybrid Monte Carlo

    International Nuclear Information System (INIS)

    Hasenbusch has proposed splitting the pseudo-fermionic action into two parts, in order to speed-up Hybrid Monte Carlo simulations of QCD. We have tested a different splitting, also using clover-improved Wilson fermions. An additional speed-up between 5 and 20% over the original proposal was achieved in production runs. (orig.)

  9. A comparison of Monte Carlo generators

    CERN Document Server

    Golan, Tomasz

    2014-01-01

    A comparison of GENIE, NEUT, NUANCE, and NuWro Monte Carlo neutrino event generators is presented using a set of four observables: protons multiplicity, total visible energy, most energetic proton momentum, and $\\pi^+$ two-dimensional energy vs cosine distribution.

  10. Advances in Monte Carlo computer simulation

    Science.gov (United States)

    Swendsen, Robert H.

    2011-03-01

    Since the invention of the Metropolis method in 1953, Monte Carlo methods have been shown to provide an efficient, practical approach to the calculation of physical properties in a wide variety of systems. In this talk, I will discuss some of the advances in the MC simulation of thermodynamics systems, with an emphasis on optimization to obtain a maximum of useful information.

  11. Monte Carlo methods beyond detailed balance

    NARCIS (Netherlands)

    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

  12. Using CIPSI nodes in diffusion Monte Carlo

    CERN Document Server

    Caffarel, Michel; Giner, Emmanuel; Scemama, Anthony

    2016-01-01

    Several aspects of the recently proposed DMC-CIPSI approach consisting in using selected Configuration Interaction (SCI) approaches such as CIPSI (Configuration Interaction using a Perturbative Selection done Iteratively) to build accurate nodes for diffusion Monte Carlo (DMC) calculations are presented and discussed. The main ideas are illustrated with a number of calculations for diatomics molecules and for the benchmark G1 set.

  13. A note on simultaneous Monte Carlo tests

    DEFF Research Database (Denmark)

    Hahn, Ute

    In this short note, Monte Carlo tests of goodness of fit for data of the form X(t), t ∈ I are considered, that reject the null hypothesis if X(t) leaves an acceptance region bounded by an upper and lower curve for some t in I. A construction of the acceptance region is proposed that complies to a...

  14. Monte Carlo Renormalization Group: a review

    International Nuclear Information System (INIS)

    The logic and the methods of Monte Carlo Renormalization Group (MCRG) are reviewed. A status report of results for 4-dimensional lattice gauge theories derived using MCRG is presented. Existing methods for calculating the improved action are reviewed and evaluated. The Gupta-Cordery improved MCRG method is described and compared with the standard one. 71 refs., 8 figs

  15. Monte Carlo simulations of fluid vesicles

    Science.gov (United States)

    Sreeja, K. K.; Ipsen, John H.; Kumar, P. B. Sunil

    2015-07-01

    Lipid vesicles are closed two dimensional fluid surfaces that are studied extensively as model systems for understanding the physical properties of biological membranes. Here we review the recent developments in the Monte Carlo techniques for simulating fluid vesicles and discuss some of their applications. The technique, which treats the membrane as an elastic sheet, is most suitable for the study of large scale conformations of membranes. The model can be used to study vesicles with fixed and varying topologies. Here we focus on the case of multi-component membranes with the local lipid and protein composition coupled to the membrane curvature leading to a variety of shapes. The phase diagram is more intriguing in the case of fluid vesicles having an in-plane orientational order that induce anisotropic directional curvatures. Methods to explore the steady state morphological structures due to active flux of materials have also been described in the context of Monte Carlo simulations.

  16. Hybrid Monte Carlo with Chaotic Mixing

    CERN Document Server

    Kadakia, Nirag

    2016-01-01

    We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum distribution, and due to its mixing properties, exhibits sample-to-sample autocorrelations that decay far faster than those in the traditional hybrid Monte Carlo algorithm. We test the methods on distributions of varying correlation structure, finding that the proposed technique produces superior covariance estimates, is less reliant on step-size tuning, and can even function with sparse or no momentum re-sampling. The method presented here is promising for more general distributions, such as those that arise in Bayesian learning of artificial neural networks and in the state and parameter estimation of dynamical systems.

  17. Monte Carlo Simulation for Particle Detectors

    CERN Document Server

    Pia, Maria Grazia

    2012-01-01

    Monte Carlo simulation is an essential component of experimental particle physics in all the phases of its life-cycle: the investigation of the physics reach of detector concepts, the design of facilities and detectors, the development and optimization of data reconstruction software, the data analysis for the production of physics results. This note briefly outlines some research topics related to Monte Carlo simulation, that are relevant to future experimental perspectives in particle physics. The focus is on physics aspects: conceptual progress beyond current particle transport schemes, the incorporation of materials science knowledge relevant to novel detection technologies, functionality to model radiation damage, the capability for multi-scale simulation, quantitative validation and uncertainty quantification to determine the predictive power of simulation. The R&D on simulation for future detectors would profit from cooperation within various components of the particle physics community, and synerg...

  18. PHOTOS Monte Carlo and its theoretical accuracy

    CERN Document Server

    Was, Z; Nanava, G

    2008-01-01

    Because of properties of QED, the bremsstrahlung corrections to decays of particles or resonances can be calculated, with a good precision, separately from other effects. Thanks to the widespread use of event records such calculations can be embodied into a separate module of Monte Carlo simulation chains, as used in High Energy Experiments of today. The PHOTOS Monte Carlo program is used for this purpose since nearly 20 years now. In the following talk let us review the main ideas and constraints which shaped the program version of today and enabled it widespread use. Finally, we will underline importance of aspects related to reliability of program results: event record contents and implementation of channel specific matrix elements.

  19. Composite biasing in Monte Carlo radiative transfer

    CERN Document Server

    Baes, Maarten; Lunttila, Tuomas; Bianchi, Simone; Camps, Peter; Juvela, Mika; Kuiper, Rolf

    2016-01-01

    Biasing or importance sampling is a powerful technique in Monte Carlo radiative transfer, and can be applied in different forms to increase the accuracy and efficiency of simulations. One of the drawbacks of the use of biasing is the potential introduction of large weight factors. We discuss a general strategy, composite biasing, to suppress the appearance of large weight factors. We use this composite biasing approach for two different problems faced by current state-of-the-art Monte Carlo radiative transfer codes: the generation of photon packages from multiple components, and the penetration of radiation through high optical depth barriers. In both cases, the implementation of the relevant algorithms is trivial and does not interfere with any other optimisation techniques. Through simple test models, we demonstrate the general applicability, accuracy and efficiency of the composite biasing approach. In particular, for the penetration of high optical depths, the gain in efficiency is spectacular for the spe...

  20. No-compromise reptation quantum Monte Carlo

    International Nuclear Information System (INIS)

    Since its publication, the reptation quantum Monte Carlo algorithm of Baroni and Moroni (1999 Phys. Rev. Lett. 82 4745) has been applied to several important problems in physics, but its mathematical foundations are not well understood. We show that their algorithm is not of typical Metropolis-Hastings type, and we specify conditions required for the generated Markov chain to be stationary and to converge to the intended distribution. The time-step bias may add up, and in many applications it is only the middle of a reptile that is the most important. Therefore, we propose an alternative, 'no-compromise reptation quantum Monte Carlo' to stabilize the middle of the reptile. (fast track communication)

  1. Monte Carlo Shell Model Mass Predictions

    International Nuclear Information System (INIS)

    The nuclear mass calculation is discussed in terms of large-scale shell model calculations. First, the development and limitations of the conventional shell model calculations are mentioned. In order to overcome the limitations, the Quantum Monte Carlo Diagonalization (QMCD) method has been proposed. The basic formulation and features of the QMCD method are presented as well as its application to the nuclear shell model, referred to as Monte Carlo Shell Model (MCSM). The MCSM provides us with a breakthrough in shell model calculations: the structure of low-lying states can be studied with realistic interactions for a nearly unlimited variety of nuclei. Thus, the MCSM can contribute significantly to the study of nuclear masses. An application to N∼20 unstable nuclei far from the β-stability line is mentioned

  2. Status of Monte Carlo at Los Alamos

    Energy Technology Data Exchange (ETDEWEB)

    Thompson, W.L.; Cashwell, E.D.; Godfrey, T.N.K.; Schrandt, R.G.; Deutsch, O.L.; Booth, T.E.

    1980-05-01

    Four papers were presented by Group X-6 on April 22, 1980, at the Oak Ridge Radiation Shielding Information Center (RSIC) Seminar-Workshop on Theory and Applications of Monte Carlo Methods. These papers are combined into one report for convenience and because they are related to each other. The first paper (by Thompson and Cashwell) is a general survey about X-6 and MCNP and is an introduction to the other three papers. It can also serve as a resume of X-6. The second paper (by Godfrey) explains some of the details of geometry specification in MCNP. The third paper (by Cashwell and Schrandt) illustrates calculating flux at a point with MCNP; in particular, the once-more-collided flux estimator is demonstrated. Finally, the fourth paper (by Thompson, Deutsch, and Booth) is a tutorial on some variance-reduction techniques. It should be required for a fledging Monte Carlo practitioner.

  3. Multilevel Monte Carlo Approaches for Numerical Homogenization

    KAUST Repository

    Efendiev, Yalchin R.

    2015-10-01

    In this article, we study the application of multilevel Monte Carlo (MLMC) approaches to numerical random homogenization. Our objective is to compute the expectation of some functionals of the homogenized coefficients, or of the homogenized solutions. This is accomplished within MLMC by considering different sizes of representative volumes (RVEs). Many inexpensive computations with the smallest RVE size are combined with fewer expensive computations performed on larger RVEs. Likewise, when it comes to homogenized solutions, different levels of coarse-grid meshes are used to solve the homogenized equation. We show that, by carefully selecting the number of realizations at each level, we can achieve a speed-up in the computations in comparison to a standard Monte Carlo method. Numerical results are presented for both one-dimensional and two-dimensional test-cases that illustrate the efficiency of the approach.

  4. Status of Monte Carlo at Los Alamos

    International Nuclear Information System (INIS)

    At Los Alamos the early work of Fermi, von Neumann, and Ulam has been developed and supplemented by many followers, notably Cashwell and Everett, and the main product today is the continuous-energy, general-purpose, generalized-geometry, time-dependent, coupled neutron-photon transport code called MCNP. The Los Alamos Monte Carlo research and development effort is concentrated in Group X-6. MCNP treats an arbitrary three-dimensional configuration of arbitrary materials in geometric cells bounded by first- and second-degree surfaces and some fourth-degree surfaces (elliptical tori). Monte Carlo has evolved into perhaps the main method for radiation transport calculations at Los Alamos. MCNP is used in every technical division at the Laboratory by over 130 users about 600 times a month accounting for nearly 200 hours of CDC-7600 time

  5. Monte Carlo study of real time dynamics

    CERN Document Server

    Alexandru, Andrei; Bedaque, Paulo F; Vartak, Sohan; Warrington, Neill C

    2016-01-01

    Monte Carlo studies involving real time dynamics are severely restricted by the sign problem that emerges from highly oscillatory phase of the path integral. In this letter, we present a new method to compute real time quantities on the lattice using the Schwinger-Keldysh formalism via Monte Carlo simulations. The key idea is to deform the path integration domain to a complex manifold where the phase oscillations are mild and the sign problem is manageable. We use the previously introduced "contraction algorithm" to create a Markov chain on this alternative manifold. We substantiate our approach by analyzing the quantum mechanical anharmonic oscillator. Our results are in agreement with the exact ones obtained by diagonalization of the Hamiltonian. The method we introduce is generic and in principle applicable to quantum field theory albeit very slow. We discuss some possible improvements that should speed up the algorithm.

  6. The lund Monte Carlo for jet fragmentation

    International Nuclear Information System (INIS)

    We present a Monte Carlo program based on the Lund model for jet fragmentation. Quark, gluon, diquark and hadron jets are considered. Special emphasis is put on the fragmentation of colour singlet jet systems, for which energy, momentum and flavour are conserved explicitly. The model for decays of unstable particles, in particular the weak decay of heavy hadrons, is described. The central part of the paper is a detailed description on how to use the FORTRAN 77 program. (Author)

  7. Autocorrelations in hybrid Monte Carlo simulations

    International Nuclear Information System (INIS)

    Simulations of QCD suffer from severe critical slowing down towards the continuum limit. This problem is known to be prominent in the topological charge, however, all observables are affected to various degree by these slow modes in the Monte Carlo evolution. We investigate the slowing down in high statistics simulations and propose a new error analysis method, which gives a realistic estimate of the contribution of the slow modes to the errors. (orig.)

  8. Simulated Annealing using Hybrid Monte Carlo

    OpenAIRE

    Salazar, Rafael; Toral, Raúl

    1997-01-01

    We propose a variant of the simulated annealing method for optimization in the multivariate analysis of differentiable functions. The method uses global actualizations via the hybrid Monte Carlo algorithm in their generalized version for the proposal of new configurations. We show how this choice can improve upon the performance of simulated annealing methods (mainly when the number of variables is large) by allowing a more effective searching scheme and a faster annealing schedule.

  9. A Monte Carlo for BFKL Physics

    OpenAIRE

    Orr, Lynne H.; Stirling, W. J.

    2000-01-01

    Virtual photon scattering in e^+e^- collisions can result in events with the electron-positron pair at large rapidity separation with hadronic activity in between. The BFKL equation resums large logarithms that dominate the cross section for this process. We report here on a Monte Carlo method for solving the BFKL equation that allows kinematic constraints to be taken into account. The application to e^+e^- collisions is in progress.

  10. Monte Carlo Simulations of Star Clusters

    CERN Document Server

    Giersz, M

    2000-01-01

    A revision of Stod\\'o{\\l}kiewicz's Monte Carlo code is used to simulate evolution of large star clusters. The survey on the evolution of multi-mass N-body systems influenced by the tidal field of a parent galaxy and by stellar evolution is discussed. For the first time, the simulation on the "star-by-star" bases of evolution of 1,000,000 body star cluster is presented. \\

  11. A Ballistic Monte Carlo Approximation of {\\pi}

    CERN Document Server

    Dumoulin, Vincent

    2014-01-01

    We compute a Monte Carlo approximation of {\\pi} using importance sampling with shots coming out of a Mossberg 500 pump-action shotgun as the proposal distribution. An approximated value of 3.136 is obtained, corresponding to a 0.17% error on the exact value of {\\pi}. To our knowledge, this represents the first attempt at estimating {\\pi} using such method, thus opening up new perspectives towards computing mathematical constants using everyday tools.

  12. Lookahead Strategies for Sequential Monte Carlo

    OpenAIRE

    Lin, Ming; Chen, Rong; Liu, Jun

    2013-01-01

    Based on the principles of importance sampling and resampling, sequential Monte Carlo (SMC) encompasses a large set of powerful techniques dealing with complex stochastic dynamic systems. Many of these systems possess strong memory, with which future information can help sharpen the inference about the current state. By providing theoretical justification of several existing algorithms and introducing several new ones, we study systematically how to construct efficient SMC algorithms to take ...

  13. Handbook of Markov chain Monte Carlo

    CERN Document Server

    Brooks, Steve

    2011-01-01

    ""Handbook of Markov Chain Monte Carlo"" brings together the major advances that have occurred in recent years while incorporating enough introductory material for new users of MCMC. Along with thorough coverage of the theoretical foundations and algorithmic and computational methodology, this comprehensive handbook includes substantial realistic case studies from a variety of disciplines. These case studies demonstrate the application of MCMC methods and serve as a series of templates for the construction, implementation, and choice of MCMC methodology.

  14. 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....

  15. The Moment Guided Monte Carlo Method

    OpenAIRE

    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...

  16. Quantum Monte Carlo for vibrating molecules

    International Nuclear Information System (INIS)

    Quantum Monte Carlo (QMC) has successfully computed the total electronic energies of atoms and molecules. The main goal of this work is to use correlation function quantum Monte Carlo (CFQMC) to compute the vibrational state energies of molecules given a potential energy surface (PES). In CFQMC, an ensemble of random walkers simulate the diffusion and branching processes of the imaginary-time time dependent Schroedinger equation in order to evaluate the matrix elements. The program QMCVIB was written to perform multi-state VMC and CFQMC calculations and employed for several calculations of the H2O and C3 vibrational states, using 7 PES's, 3 trial wavefunction forms, two methods of non-linear basis function parameter optimization, and on both serial and parallel computers. In order to construct accurate trial wavefunctions different wavefunctions forms were required for H2O and C3. In order to construct accurate trial wavefunctions for C3, the non-linear parameters were optimized with respect to the sum of the energies of several low-lying vibrational states. In order to stabilize the statistical error estimates for C3 the Monte Carlo data was collected into blocks. Accurate vibrational state energies were computed using both serial and parallel QMCVIB programs. Comparison of vibrational state energies computed from the three C3 PES's suggested that a non-linear equilibrium geometry PES is the most accurate and that discrete potential representations may be used to conveniently determine vibrational state energies

  17. Guideline of Monte Carlo calculation. Neutron/gamma ray transport simulation by Monte Carlo method

    CERN Document Server

    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.

  18. Fission Matrix Capability for MCNP Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Carney, Sean E. [Los Alamos National Laboratory; Brown, Forrest B. [Los Alamos National Laboratory; Kiedrowski, Brian C. [Los Alamos National Laboratory; Martin, William R. [Los Alamos National Laboratory

    2012-09-05

    In a Monte Carlo criticality calculation, before the tallying of quantities can begin, a converged fission source (the fundamental eigenvector of the fission kernel) is required. Tallies of interest may include powers, absorption rates, leakage rates, or the multiplication factor (the fundamental eigenvalue of the fission kernel, k{sub eff}). Just as in the power iteration method of linear algebra, if the dominance ratio (the ratio of the first and zeroth eigenvalues) is high, many iterations of neutron history simulations are required to isolate the fundamental mode of the problem. Optically large systems have large dominance ratios, and systems containing poor neutron communication between regions are also slow to converge. The fission matrix method, implemented into MCNP[1], addresses these problems. When Monte Carlo random walk from a source is executed, the fission kernel is stochastically applied to the source. Random numbers are used for: distances to collision, reaction types, scattering physics, fission reactions, etc. This method is used because the fission kernel is a complex, 7-dimensional operator that is not explicitly known. Deterministic methods use approximations/discretization in energy, space, and direction to the kernel. Consequently, they are faster. Monte Carlo directly simulates the physics, which necessitates the use of random sampling. Because of this statistical noise, common convergence acceleration methods used in deterministic methods do not work. In the fission matrix method, we are using the random walk information not only to build the next-iteration fission source, but also a spatially-averaged fission kernel. Just like in deterministic methods, this involves approximation and discretization. The approximation is the tallying of the spatially-discretized fission kernel with an incorrect fission source. We address this by making the spatial mesh fine enough that this error is negligible. As a consequence of discretization we get a

  19. Quantum Monte Carlo for vibrating molecules

    Energy Technology Data Exchange (ETDEWEB)

    Brown, W.R. [Univ. of California, Berkeley, CA (United States). Chemistry Dept.]|[Lawrence Berkeley National Lab., CA (United States). Chemical Sciences Div.

    1996-08-01

    Quantum Monte Carlo (QMC) has successfully computed the total electronic energies of atoms and molecules. The main goal of this work is to use correlation function quantum Monte Carlo (CFQMC) to compute the vibrational state energies of molecules given a potential energy surface (PES). In CFQMC, an ensemble of random walkers simulate the diffusion and branching processes of the imaginary-time time dependent Schroedinger equation in order to evaluate the matrix elements. The program QMCVIB was written to perform multi-state VMC and CFQMC calculations and employed for several calculations of the H{sub 2}O and C{sub 3} vibrational states, using 7 PES`s, 3 trial wavefunction forms, two methods of non-linear basis function parameter optimization, and on both serial and parallel computers. In order to construct accurate trial wavefunctions different wavefunctions forms were required for H{sub 2}O and C{sub 3}. In order to construct accurate trial wavefunctions for C{sub 3}, the non-linear parameters were optimized with respect to the sum of the energies of several low-lying vibrational states. In order to stabilize the statistical error estimates for C{sub 3} the Monte Carlo data was collected into blocks. Accurate vibrational state energies were computed using both serial and parallel QMCVIB programs. Comparison of vibrational state energies computed from the three C{sub 3} PES`s suggested that a non-linear equilibrium geometry PES is the most accurate and that discrete potential representations may be used to conveniently determine vibrational state energies.

  20. A Monte Carlo approach to water management

    Science.gov (United States)

    Koutsoyiannis, D.

    2012-04-01

    Common methods for making optimal decisions in water management problems are insufficient. Linear programming methods are inappropriate because hydrosystems are nonlinear with respect to their dynamics, operation constraints and objectives. Dynamic programming methods are inappropriate because water management problems cannot be divided into sequential stages. Also, these deterministic methods cannot properly deal with the uncertainty of future conditions (inflows, demands, etc.). Even stochastic extensions of these methods (e.g. linear-quadratic-Gaussian control) necessitate such drastic oversimplifications of hydrosystems that may make the obtained results irrelevant to the real world problems. However, a Monte Carlo approach is feasible and can form a general methodology applicable to any type of hydrosystem. This methodology uses stochastic simulation to generate system inputs, either unconditional or conditioned on a prediction, if available, and represents the operation of the entire system through a simulation model as faithful as possible, without demanding a specific mathematical form that would imply oversimplifications. Such representation fully respects the physical constraints, while at the same time it evaluates the system operation constraints and objectives in probabilistic terms, and derives their distribution functions and statistics through Monte Carlo simulation. As the performance criteria of a hydrosystem operation will generally be highly nonlinear and highly nonconvex functions of the control variables, a second Monte Carlo procedure, implementing stochastic optimization, is necessary to optimize system performance and evaluate the control variables of the system. The latter is facilitated if the entire representation is parsimonious, i.e. if the number of control variables is kept at a minimum by involving a suitable system parameterization. The approach is illustrated through three examples for (a) a hypothetical system of two reservoirs

  1. Modulated pulse bathymetric lidar Monte Carlo simulation

    Science.gov (United States)

    Luo, Tao; Wang, Yabo; Wang, Rong; Du, Peng; Min, Xia

    2015-10-01

    A typical modulated pulse bathymetric lidar system is investigated by simulation using a modulated pulse lidar simulation system. In the simulation, the return signal is generated by Monte Carlo method with modulated pulse propagation model and processed by mathematical tools like cross-correlation and digital filter. Computer simulation results incorporating the modulation detection scheme reveal a significant suppression of the water backscattering signal and corresponding target contrast enhancement. More simulation experiments are performed with various modulation and reception variables to investigate the effect of them on the bathymetric system performance.

  2. Monte Carlo Simulation of an American Option

    Directory of Open Access Journals (Sweden)

    Gikiri Thuo

    2007-04-01

    Full Text Available We implement gradient estimation techniques for sensitivity analysis of option pricing which can be efficiently employed in Monte Carlo simulation. Using these techniques we can simultaneously obtain an estimate of the option value together with the estimates of sensitivities of the option value to various parameters of the model. After deriving the gradient estimates we incorporate them in an iterative stochastic approximation algorithm for pricing an option with early exercise features. We illustrate the procedure using an example of an American call option with a single dividend that is analytically tractable. In particular we incorporate estimates for the gradient with respect to the early exercise threshold level.

  3. Discovering correlated fermions using quantum Monte Carlo.

    Science.gov (United States)

    Wagner, Lucas K; Ceperley, David M

    2016-09-01

    It has become increasingly feasible to use quantum Monte Carlo (QMC) methods to study correlated fermion systems for realistic Hamiltonians. We give a summary of these techniques targeted at researchers in the field of correlated electrons, focusing on the fundamentals, capabilities, and current status of this technique. The QMC methods often offer the highest accuracy solutions available for systems in the continuum, and, since they address the many-body problem directly, the simulations can be analyzed to obtain insight into the nature of correlated quantum behavior. PMID:27518859

  4. A Monte Carlo algorithm for degenerate plasmas

    Energy Technology Data Exchange (ETDEWEB)

    Turrell, A.E., E-mail: a.turrell09@imperial.ac.uk; Sherlock, M.; Rose, S.J.

    2013-09-15

    A procedure for performing Monte Carlo calculations of plasmas with an arbitrary level of degeneracy is outlined. It has possible applications in inertial confinement fusion and astrophysics. Degenerate particles are initialised according to the Fermi–Dirac distribution function, and scattering is via a Pauli blocked binary collision approximation. The algorithm is tested against degenerate electron–ion equilibration, and the degenerate resistivity transport coefficient from unmagnetised first order transport theory. The code is applied to the cold fuel shell and alpha particle equilibration problem of inertial confinement fusion.

  5. 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

  6. 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

  7. Hybrid Monte Carlo simulation of polymer chains

    CERN Document Server

    Irbäck, A

    1993-01-01

    We develop the hybrid Monte Carlo method for simulations of single off-lattice polymer chains. We discuss implementation and choice of simulation parameters in some detail. The performance of the algorithm is tested on models for homopolymers with short- or long-range self-repulsion, using chains with $16\\le N\\le 512$ monomers. Without excessive fine tuning, we find that the computational cost grows as $N^{2+z^\\prime}$ with $0.64

  8. The Moment Guided Monte Carlo Method

    CERN Document Server

    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.

  9. 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.

  10. Exascale Monte Carlo R&D

    Energy Technology Data Exchange (ETDEWEB)

    Marcus, Ryan C. [Los Alamos National Laboratory

    2012-07-24

    Overview of this presentation is (1) Exascale computing - different technologies, getting there; (2) high-performance proof-of-concept MCMini - features and results; and (3) OpenCL toolkit - Oatmeal (OpenCL Automatic Memory Allocation Library) - purpose and features. Despite driver issues, OpenCL seems like a good, hardware agnostic tool. MCMini demonstrates the possibility for GPGPU-based Monte Carlo methods - it shows great scaling for HPC application and algorithmic equivalence. Oatmeal provides a flexible framework to aid in the development of scientific OpenCL codes.

  11. Discovering correlated fermions using quantum Monte Carlo

    Science.gov (United States)

    Wagner, Lucas K.; Ceperley, David M.

    2016-09-01

    It has become increasingly feasible to use quantum Monte Carlo (QMC) methods to study correlated fermion systems for realistic Hamiltonians. We give a summary of these techniques targeted at researchers in the field of correlated electrons, focusing on the fundamentals, capabilities, and current status of this technique. The QMC methods often offer the highest accuracy solutions available for systems in the continuum, and, since they address the many-body problem directly, the simulations can be analyzed to obtain insight into the nature of correlated quantum behavior.

  12. Monte Carlo simulations for heavy ion dosimetry

    OpenAIRE

    Geithner, Oksana

    2006-01-01

    Water-to-air stopping power ratio ( ) calculations for the ionization chamber dosimetry of clinically relevant ion beams with initial energies from 50 to 450 MeV/u have been performed using the Monte Carlo technique. To simulate the transport of a particle in water the computer code SHIELD-HIT v2 was used which is a substantially modified version of its predecessor SHIELD-HIT v1. The code was partially rewritten, replacing formerly used single precision variables with double precision variabl...

  13. Markov chains analytic and Monte Carlo computations

    CERN Document Server

    Graham, Carl

    2014-01-01

    Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies.A detailed and rigorous presentation of Markov chains with discrete time and state space.An appendix presenting probabilistic notions that are nec

  14. State-of-the-art Monte Carlo 1988

    Energy Technology Data Exchange (ETDEWEB)

    Soran, P.D.

    1988-06-28

    Particle transport calculations in highly dimensional and physically complex geometries, such as detector calibration, radiation shielding, space reactors, and oil-well logging, generally require Monte Carlo transport techniques. Monte Carlo particle transport can be performed on a variety of computers ranging from APOLLOs to VAXs. Some of the hardware and software developments, which now permit Monte Carlo methods to be routinely used, are reviewed in this paper. The development of inexpensive, large, fast computer memory, coupled with fast central processing units, permits Monte Carlo calculations to be performed on workstations, minicomputers, and supercomputers. The Monte Carlo renaissance is further aided by innovations in computer architecture and software development. Advances in vectorization and parallelization architecture have resulted in the development of new algorithms which have greatly reduced processing times. Finally, the renewed interest in Monte Carlo has spawned new variance reduction techniques which are being implemented in large computer codes. 45 refs.

  15. Monte Carlo simulations in theoretical physic; Simulations Monte Carlo en physique theorique

    Energy Technology Data Exchange (ETDEWEB)

    Billoire, A.

    1991-12-31

    After a presentation of the MONTE CARLO method principle, the method is applied, first to the critical exponents calculations in the three dimensions ISING model, and secondly to the discrete quantum chromodynamic with calculation times in function of computer power. 28 refs., 4 tabs.

  16. Temperature variance study in Monte-Carlo photon transport theory

    International Nuclear Information System (INIS)

    We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case

  17. Discrete diffusion Monte Carlo for frequency-dependent radiative transfer

    Energy Technology Data Exchange (ETDEWEB)

    Densmore, Jeffrey D [Los Alamos National Laboratory; Kelly, Thompson G [Los Alamos National Laboratory; Urbatish, Todd J [Los Alamos National Laboratory

    2010-11-17

    Discrete Diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Implicit Monte Carlo radiative-transfer simulations. In this paper, we develop an extension of DDMC for frequency-dependent radiative transfer. We base our new DDMC method on a frequency-integrated diffusion equation for frequencies below a specified threshold. Above this threshold we employ standard Monte Carlo. With a frequency-dependent test problem, we confirm the increased efficiency of our new DDMC technique.

  18. Unbiased combinations of nonanalog Monte Carlo techniques and fair games

    International Nuclear Information System (INIS)

    Historically, Monte Carlo variance reduction techniques have developed one at a time in response to calculational needs. This paper provides the theoretical basis for obtaining unbiased Monte Carlo estimates from all possible combinations of variance reduction techniques. Hitherto, the techniques have not been proven to be unbiased in arbitrary combinations. The authors are unaware of any Monte Carlo techniques (in any linear process) that are not treated by the theorem herein. (author)

  19. Alternative Monte Carlo Approach for General Global Illumination

    Institute of Scientific and Technical Information of China (English)

    徐庆; 李朋; 徐源; 孙济洲

    2004-01-01

    An alternative Monte Carlo strategy for the computation of global illumination problem was presented.The proposed approach provided a new and optimal way for solving Monte Carlo global illumination based on the zero variance importance sampling procedure. A new importance driven Monte Carlo global illumination algorithm in the framework of the new computing scheme was developed and implemented. Results, which were obtained by rendering test scenes, show that this new framework and the newly derived algorithm are effective and promising.

  20. Combinatorial nuclear level density by a Monte Carlo method

    OpenAIRE

    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...

  1. THE MCNPX MONTE CARLO RADIATION TRANSPORT CODE

    Energy Technology Data Exchange (ETDEWEB)

    WATERS, LAURIE S. [Los Alamos National Laboratory; MCKINNEY, GREGG W. [Los Alamos National Laboratory; DURKEE, JOE W. [Los Alamos National Laboratory; FENSIN, MICHAEL L. [Los Alamos National Laboratory; JAMES, MICHAEL R. [Los Alamos National Laboratory; JOHNS, RUSSELL C. [Los Alamos National Laboratory; PELOWITZ, DENISE B. [Los Alamos National Laboratory

    2007-01-10

    MCNPX (Monte Carlo N-Particle eXtended) is a general-purpose Monte Carlo radiation transport code with three-dimensional geometry and continuous-energy transport of 34 particles and light ions. It contains flexible source and tally options, interactive graphics, and support for both sequential and multi-processing computer platforms. MCNPX is based on MCNP4B, and has been upgraded to most MCNP5 capabilities. MCNP is a highly stable code tracking neutrons, photons and electrons, and using evaluated nuclear data libraries for low-energy interaction probabilities. MCNPX has extended this base to a comprehensive set of particles and light ions, with heavy ion transport in development. Models have been included to calculate interaction probabilities when libraries are not available. Recent additions focus on the time evolution of residual nuclei decay, allowing calculation of transmutation and delayed particle emission. MCNPX is now a code of great dynamic range, and the excellent neutronics capabilities allow new opportunities to simulate devices of interest to experimental particle physics; particularly calorimetry. This paper describes the capabilities of the current MCNPX version 2.6.C, and also discusses ongoing code development.

  2. Quantum Monte Carlo for atoms and molecules

    International Nuclear Information System (INIS)

    The diffusion quantum Monte Carlo with fixed nodes (QMC) approach has been employed in studying energy-eigenstates for 1--4 electron systems. Previous work employing the diffusion QMC technique yielded energies of high quality for H2, LiH, Li2, and H2O. Here, the range of calculations with this new approach has been extended to include additional first-row atoms and molecules. In addition, improvements in the previously computed fixed-node energies of LiH, Li2, and H2O have been obtained using more accurate trial functions. All computations were performed within, but are not limited to, the Born-Oppenheimer approximation. In our computations, the effects of variation of Monte Carlo parameters on the QMC solution of the Schroedinger equation were studied extensively. These parameters include the time step, renormalization time and nodal structure. These studies have been very useful in determining which choices of such parameters will yield accurate QMC energies most efficiently. Generally, very accurate energies (90--100% of the correlation energy is obtained) have been computed with single-determinant trail functions multiplied by simple correlation functions. Improvements in accuracy should be readily obtained using more complex trial functions

  3. Monte Carlo generators in ATLAS software

    International Nuclear Information System (INIS)

    This document describes how Monte Carlo (MC) generators can be used in the ATLAS software framework (Athena). The framework is written in C++ using Python scripts for job configuration. Monte Carlo generators that provide the four-vectors describing the results of LHC collisions are written in general by third parties and are not part of Athena. These libraries are linked from the LCG Generator Services (GENSER) distribution. Generators are run from within Athena and the generated event output is put into a transient store, in HepMC format, using StoreGate. A common interface, implemented via inheritance of a GeneratorModule class, guarantees common functionality for the basic generation steps. The generator information can be accessed and manipulated by helper packages like TruthHelper. The ATLAS detector simulation as well access the truth information from StoreGate1. Steering is done through specific interfaces to allow for flexible configuration using ATLAS Python scripts. Interfaces to most general purpose generators, including: Pythia6, Pythia8, Herwig, Herwig++ and Sherpa are provided, as well as to more specialized packages, for example Phojet and Cascade. A second type of interface exist for the so called Matrix Element generators that only generate the particles produced in the hard scattering process and write events in the Les Houches event format. A generic interface to pass these events to Pythia6 and Herwig for parton showering and hadronisation has been written.

  4. Information Geometry and Sequential Monte Carlo

    CERN Document Server

    Sim, Aaron; Stumpf, Michael P H

    2012-01-01

    This paper explores the application of methods from information geometry to the sequential Monte Carlo (SMC) sampler. In particular the Riemannian manifold Metropolis-adjusted Langevin algorithm (mMALA) is adapted for the transition kernels in SMC. Similar to its function in Markov chain Monte Carlo methods, the mMALA is a fully adaptable kernel which allows for efficient sampling of high-dimensional and highly correlated parameter spaces. We set up the theoretical framework for its use in SMC with a focus on the application to the problem of sequential Bayesian inference for dynamical systems as modelled by sets of ordinary differential equations. In addition, we argue that defining the sequence of distributions on geodesics optimises the effective sample sizes in the SMC run. We illustrate the application of the methodology by inferring the parameters of simulated Lotka-Volterra and Fitzhugh-Nagumo models. In particular we demonstrate that compared to employing a standard adaptive random walk kernel, the SM...

  5. Quantum Monte Carlo Calculations of Neutron Matter

    CERN Document Server

    Carlson, J; Ravenhall, D G

    2003-01-01

    Uniform neutron matter is approximated by a cubic box containing a finite number of neutrons, with periodic boundary conditions. We report variational and Green's function Monte Carlo calculations of the ground state of fourteen neutrons in a periodic box using the Argonne $\\vep $ two-nucleon interaction at densities up to one and half times the nuclear matter density. The effects of the finite box size are estimated using variational wave functions together with cluster expansion and chain summation techniques. They are small at subnuclear densities. We discuss the expansion of the energy of low-density neutron gas in powers of its Fermi momentum. This expansion is strongly modified by the large nn scattering length, and does not begin with the Fermi-gas kinetic energy as assumed in both Skyrme and relativistic mean field theories. The leading term of neutron gas energy is ~ half the Fermi-gas kinetic energy. The quantum Monte Carlo results are also used to calibrate the accuracy of variational calculations ...

  6. 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)

  7. PREFACE: First European Workshop on Monte Carlo Treatment Planning

    Science.gov (United States)

    Reynaert, Nick

    2007-07-01

    The "First European Workshop on Monte Carlo treatment planning", was an initiative of the European working group on Monte Carlo treatment planning (EWG-MCTP). It was organised at Ghent University (Belgium) on 22-25October 2006. The meeting was very successful and was attended by 150 participants. The impressive list of invited speakers and the scientific contributions (posters and oral presentations) have led to a very interesting program, that was well appreciated by all attendants. In addition, the presence of seven vendors of commercial MCTP software systems provided serious added value to the workshop. For each vendor, a representative has given a presentation in a dedicated session, explaining the current status of their system. It is clear that, for "traditional" radiotherapy applications (using photon or electron beams), Monte Carlo dose calculations have become the state of the art, and are being introduced into almost all commercial treatment planning systems. Invited lectures illustrated that scientific challenges are currently associated with 4D applications (e.g. respiratory motion) and the introduction of MC dose calculations in inverse planning. But it was striking that the Monte Carlo technique is also becoming very important in more novel treatment modalities such as BNCT, hadron therapy, stereotactic radiosurgery, Tomotherapy, etc. This emphasizes the continuous growing interest in MCTP. The people who attended the dosimetry session will certainly remember the high level discussion on the determination of correction factors for different ion chambers, used in small fields. The following proceedings will certainly confirm the high scientific level of the meeting. I would like to thank the members of the local organizing committee for all the hard work done before, during and after this meeting. The organisation of such an event is not a trivial task and it would not have been possible without the help of all my colleagues. I would also like to thank

  8. Morse Monte Carlo Radiation Transport Code System

    Energy Technology Data Exchange (ETDEWEB)

    Emmett, M.B.

    1975-02-01

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

  9. Monte Carlo Implementation of Polarized Hadronization

    CERN Document Server

    Matevosyan, Hrayr H; Thomas, Anthony W

    2016-01-01

    We study the polarized quark hadronization in a Monte Carlo (MC) framework based on the recent extension of the quark-jet framework, where a self-consistent treatment of the quark polarization transfer in a sequential hadronization picture has been presented. Here, we first adopt this approach for MC simulations of hadronization process with finite number of produced hadrons, expressing the relevant probabilities in terms of the eight leading twist quark-to-quark transverse momentum dependent (TMD) splitting functions (SFs) for elementary $q \\to q'+h$ transition. We present explicit expressions for the unpolarized and Collins fragmentation functions (FFs) of unpolarized hadrons emitted at rank two. Further, we demonstrate that all the current spectator-type model calculations of the leading twist quark-to-quark TMD SFs violate the positivity constraints, and propose quark model based ansatz for these input functions that circumvents the problem. We validate our MC framework by explicitly proving the absence o...

  10. Commensurabilities between ETNOs: a Monte Carlo survey

    CERN Document Server

    Marcos, C de la Fuente

    2016-01-01

    Many asteroids in the main and trans-Neptunian belts are trapped in mean motion resonances with Jupiter and Neptune, respectively. As a side effect, they experience accidental commensurabilities among themselves. These commensurabilities define characteristic patterns that can be used to trace the source of the observed resonant behaviour. Here, we explore systematically the existence of commensurabilities between the known ETNOs using their heliocentric and barycentric semimajor axes, their uncertainties, and Monte Carlo techniques. We find that the commensurability patterns present in the known ETNO population resemble those found in the main and trans-Neptunian belts. Although based on small number statistics, such patterns can only be properly explained if most, if not all, of the known ETNOs are subjected to the resonant gravitational perturbations of yet undetected trans-Plutonian planets. We show explicitly that some of the statistically significant commensurabilities are compatible with the Planet Nin...

  11. Hybrid algorithms in quantum Monte Carlo

    International Nuclear Information System (INIS)

    With advances in algorithms and growing computing powers, quantum Monte Carlo (QMC) methods have become a leading contender for high accuracy calculations for the electronic structure of realistic systems. The performance gain on recent HPC systems is largely driven by increasing parallelism: the number of compute cores of a SMP and the number of SMPs have been going up, as the Top500 list attests. However, the available memory as well as the communication and memory bandwidth per element has not kept pace with the increasing parallelism. This severely limits the applicability of QMC and the problem size it can handle. OpenMP/MPI hybrid programming provides applications with simple but effective solutions to overcome efficiency and scalability bottlenecks on large-scale clusters based on multi/many-core SMPs. We discuss the design and implementation of hybrid methods in QMCPACK and analyze its performance on current HPC platforms characterized by various memory and communication hierarchies.

  12. Nuclear reactions in Monte Carlo codes

    CERN Document Server

    Ferrari, Alfredo

    2002-01-01

    The physics foundations of hadronic interactions as implemented in most Monte Carlo codes are presented together with a few practical examples. The description of the relevant physics is presented schematically split into the major steps in order to stress the different approaches required for the full understanding of nuclear reactions at intermediate and high energies. Due to the complexity of the problem, only a few semi-qualitative arguments are developed in this paper. The description will be necessarily schematic and somewhat incomplete, but hopefully it will be useful for a first introduction into this topic. Examples are shown mostly for the high energy regime, where all mechanisms mentioned in the paper are at work and to which perhaps most of the readers are less accustomed. Examples for lower energies can be found in the references. (43 refs) .

  13. Monte Carlo modeling and meteor showers

    International Nuclear Information System (INIS)

    Prediction of short lived increases in the cosmic dust influx, the concentration in lower thermosphere of atoms and ions of meteor origin and the determination of the frequency of micrometeor impacts on spacecraft are all of scientific and practical interest and all require adequate models of meteor showers at an early stage of their existence. A Monte Carlo model of meteor matter ejection from a parent body at any point of space was worked out by other researchers. This scheme is described. According to the scheme, the formation of ten well known meteor streams was simulated and the possibility of genetic affinity of each of them with the most probable parent comet was analyzed. Some of the results are presented

  14. Monte Carlo modeling and meteor showers

    Science.gov (United States)

    Kulikova, N. V.

    1987-08-01

    Prediction of short lived increases in the cosmic dust influx, the concentration in lower thermosphere of atoms and ions of meteor origin and the determination of the frequency of micrometeor impacts on spacecraft are all of scientific and practical interest and all require adequate models of meteor showers at an early stage of their existence. A Monte Carlo model of meteor matter ejection from a parent body at any point of space was worked out by other researchers. This scheme is described. According to the scheme, the formation of ten well known meteor streams was simulated and the possibility of genetic affinity of each of them with the most probable parent comet was analyzed. Some of the results are presented.

  15. Monte Carlo Exploration of Warped Higgsless Models

    CERN Document Server

    Hewett, J L; Rizzo, T G

    2004-01-01

    We have performed a detailed Monte Carlo exploration of the parameter space for a warped Higgsless model of electroweak symmetry breaking in 5 dimensions. This model is based on the $SU(2)_L\\times SU(2)_R\\times U(1)_{B-L}$ gauge group in an AdS$_5$ bulk with arbitrary gauge kinetic terms on both the Planck and TeV branes. Constraints arising from precision electroweak measurements and collider data are found to be relatively easy to satisfy. We show, however, that the additional requirement of perturbative unitarity up to the cut-off, $\\simeq 10$ TeV, in $W_L^+W_L^-$ elastic scattering in the absence of dangerous tachyons eliminates all models. If successful models of this class exist, they must be highly fine-tuned.

  16. Variable length trajectory compressible hybrid Monte Carlo

    CERN Document Server

    Nishimura, Akihiko

    2016-01-01

    Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC) generalizes HMC to a situation in which the dynamics is reversible but not necessarily Hamiltonian. This article presents a framework to further extend the algorithm. Within the existing framework, each trajectory of the dynamics must be integrated for the same amount of (random) time to generate a valid Metropolis proposal. Our generalized acceptance/rejection mechanism allows a more deliberate choice of the integration time for each trajectory. The proposed algorithm in particular enables an effective application of variable step size integrators to HMC-type sampling algorithms based on reversible dynamics. The potential of our framework is further demonstrated by another extension of HMC which reduces the wasted computations due to unstable numerical approximations and corr...

  17. QWalk: A Quantum Monte Carlo Program for Electronic Structure

    CERN Document Server

    Wagner, Lucas K; Mitas, Lubos

    2007-01-01

    We describe QWalk, a new computational package capable of performing Quantum Monte Carlo electronic structure calculations for molecules and solids with many electrons. We describe the structure of the program and its implementation of Quantum Monte Carlo methods. It is open-source, licensed under the GPL, and available at the web site http://www.qwalk.org

  18. Recent Developments in Quantum Monte Carlo: Methods and Applications

    Science.gov (United States)

    Aspuru-Guzik, Alan; Austin, Brian; Domin, Dominik; Galek, Peter T. A.; Handy, Nicholas; Prasad, Rajendra; Salomon-Ferrer, Romelia; Umezawa, Naoto; Lester, William A.

    2007-12-01

    The quantum Monte Carlo method in the diffusion Monte Carlo form has become recognized for its capability of describing the electronic structure of atomic, molecular and condensed matter systems to high accuracy. This talk will briefly outline the method with emphasis on recent developments connected with trial function construction, linear scaling, and applications to selected systems.

  19. Adjoint electron-photon transport Monte Carlo calculations with ITS

    International Nuclear Information System (INIS)

    A general adjoint coupled electron-photon Monte Carlo code for solving the Boltzmann-Fokker-Planck equation has recently been created. It is a modified version of ITS 3.0, a coupled electronphoton Monte Carlo code that has world-wide distribution. The applicability of the new code to radiation-interaction problems of the type found in space environments is demonstrated

  20. Neutron point-flux calculation by Monte Carlo

    International Nuclear Information System (INIS)

    A survey of the usual methods for estimating flux at a point is given. The associated variance-reducing techniques in direct Monte Carlo games are explained. The multigroup Monte Carlo codes MC for critical systems and PUNKT for point source-point detector-systems are represented, and problems in applying the codes to practical tasks are discussed. (author)

  1. CERN Summer Student Report 2016 Monte Carlo Data Base Improvement

    CERN Document Server

    Caciulescu, Alexandru Razvan

    2016-01-01

    During my Summer Student project I worked on improving the Monte Carlo Data Base and MonALISA services for the ALICE Collaboration. The project included learning the infrastructure for tracking and monitoring of the Monte Carlo productions as well as developing a new RESTful API for seamless integration with the JIRA issue tracking framework.

  2. Quantum Monte Carlo Simulations : Algorithms, Limitations and Applications

    NARCIS (Netherlands)

    Raedt, H. De

    1992-01-01

    A survey is given of Quantum Monte Carlo methods currently used to simulate quantum lattice models. The formalisms employed to construct the simulation algorithms are sketched. The origin of fundamental (minus sign) problems which limit the applicability of the Quantum Monte Carlo approach is shown

  3. Practical schemes for accurate forces in quantum Monte Carlo

    NARCIS (Netherlands)

    Moroni, S.; Saccani, S.; Filippi, C.

    2014-01-01

    While the computation of interatomic forces has become a well-established practice within variational Monte Carlo (VMC), the use of the more accurate Fixed-Node Diffusion Monte Carlo (DMC) method is still largely limited to the computation of total energies on structures obtained at a lower level of

  4. Monte Carlo modelling of TRIGA research reactor

    Science.gov (United States)

    El Bakkari, B.; Nacir, B.; El Bardouni, T.; El Younoussi, C.; Merroun, O.; Htet, A.; Boulaich, Y.; Zoubair, M.; Boukhal, H.; Chakir, M.

    2010-10-01

    The Moroccan 2 MW TRIGA MARK II research reactor at Centre des Etudes Nucléaires de la Maâmora (CENM) achieved initial criticality on May 2, 2007. The reactor is designed to effectively implement the various fields of basic nuclear research, manpower training, and production of radioisotopes for their use in agriculture, industry, and medicine. This study deals with the neutronic analysis of the 2-MW TRIGA MARK II research reactor at CENM and validation of the results by comparisons with the experimental, operational, and available final safety analysis report (FSAR) values. The study was prepared in collaboration between the Laboratory of Radiation and Nuclear Systems (ERSN-LMR) from Faculty of Sciences of Tetuan (Morocco) and CENM. The 3-D continuous energy Monte Carlo code MCNP (version 5) was used to develop a versatile and accurate full model of the TRIGA core. The model represents in detailed all components of the core with literally no physical approximation. Continuous energy cross-section data from the more recent nuclear data evaluations (ENDF/B-VI.8, ENDF/B-VII.0, JEFF-3.1, and JENDL-3.3) as well as S( α, β) thermal neutron scattering functions distributed with the MCNP code were used. The cross-section libraries were generated by using the NJOY99 system updated to its more recent patch file "up259". The consistency and accuracy of both the Monte Carlo simulation and neutron transport physics were established by benchmarking the TRIGA experiments. Core excess reactivity, total and integral control rods worth as well as power peaking factors were used in the validation process. Results of calculations are analysed and discussed.

  5. Accelerated GPU based SPECT Monte Carlo simulations

    Science.gov (United States)

    Garcia, Marie-Paule; Bert, Julien; Benoit, Didier; Bardiès, Manuel; Visvikis, Dimitris

    2016-06-01

    Monte Carlo (MC) modelling is widely used in the field of single photon emission computed tomography (SPECT) as it is a reliable technique to simulate very high quality scans. This technique provides very accurate modelling of the radiation transport and particle interactions in a heterogeneous medium. Various MC codes exist for nuclear medicine imaging simulations. Recently, new strategies exploiting the computing capabilities of graphical processing units (GPU) have been proposed. This work aims at evaluating the accuracy of such GPU implementation strategies in comparison to standard MC codes in the context of SPECT imaging. GATE was considered the reference MC toolkit and used to evaluate the performance of newly developed GPU Geant4-based Monte Carlo simulation (GGEMS) modules for SPECT imaging. Radioisotopes with different photon energies were used with these various CPU and GPU Geant4-based MC codes in order to assess the best strategy for each configuration. Three different isotopes were considered: 99m Tc, 111In and 131I, using a low energy high resolution (LEHR) collimator, a medium energy general purpose (MEGP) collimator and a high energy general purpose (HEGP) collimator respectively. Point source, uniform source, cylindrical phantom and anthropomorphic phantom acquisitions were simulated using a model of the GE infinia II 3/8" gamma camera. Both simulation platforms yielded a similar system sensitivity and image statistical quality for the various combinations. The overall acceleration factor between GATE and GGEMS platform derived from the same cylindrical phantom acquisition was between 18 and 27 for the different radioisotopes. Besides, a full MC simulation using an anthropomorphic phantom showed the full potential of the GGEMS platform, with a resulting acceleration factor up to 71. The good agreement with reference codes and the acceleration factors obtained support the use of GPU implementation strategies for improving computational efficiency

  6. Criticality benchmarking of ANET Monte Carlo code

    International Nuclear Information System (INIS)

    In this work the new Monte Carlo code ANET is tested on criticality calculations. ANET is developed based on the high energy physics code GEANT of CERN and aims at progressively satisfying several requirements regarding both simulations of GEN II/III reactors, as well as of innovative nuclear reactor designs such as the Accelerator Driven Systems (ADSs). Here ANET is applied on three different nuclear configurations, including a subcritical assembly, a Material Testing Reactor and the conceptual configuration of an ADS. In the first case, calculation of the effective multiplication factor (keff) are performed for the Training Nuclear Reactor of the Aristotle University of Thessaloniki, while in the second case keff is computed for the fresh fueled core of the Portuguese research reactor (RPJ) just after its conversion to Low Enriched Uranium, considering the control rods at the position that renders the reactor critical. In both cases ANET computations are compared with corresponding results obtained by three different well established codes, including both deterministic (XSDRNPM/CITATION) and Monte Carlo (TRIPOLI, MCNP). In the RPI case, keff computations are also compared with observations during the reactor core commissioning since the control rods are considered at criticality position. The above verification studies show ANET to produce reasonable results since they are satisfactorily compared with other models as well as with observations. For the third case (ADS), preliminary ANET computations of keff for various intensities of the proton beam are presented, showing also a reasonable code performance concerning both the order of magnitude and the relative variation of the computed parameter. (author)

  7. Hybrid SN/Monte Carlo research and results

    International Nuclear Information System (INIS)

    The neutral particle transport equation is solved by a hybrid method that iteratively couples regions where deterministic (SN) and stochastic (Monte Carlo) methods are applied. The Monte Carlo and SN regions are fully coupled in the sense that no assumption is made about geometrical separation or decoupling. The hybrid method has been successfully applied to realistic shielding problems. The vectorized Monte Carlo algorithm in the hybrid method has been ported to the massively parallel architecture of the Connection Machine. Comparisons of performance on a vector machine (Cray Y-MP) and the Connection Machine (CM-2) show that significant speedups are obtainable for vectorized Monte Carlo algorithms on massively parallel machines, even when realistic problems requiring variance reduction are considered. However, the architecture of the Connection Machine does place some limitations on the regime in which the Monte Carlo algorithm may by expected to perform well. (author)

  8. Reconstruction of Monte Carlo replicas from Hessian parton distributions

    CERN Document Server

    Hou, Tie-Jiun; Huston, Joey; Nadolsky, Pavel; Schmidt, Carl; Stump, Daniel; Wang, Bo-Ting; Xie, Ke-Ping; Dulat, Sayipjamal; Pumplin, Jon; Yuan, C -P

    2016-01-01

    We explore connections between two common methods for quantifying the uncertainty in parton distribution functions (PDFs), based on the Hessian error matrix and Monte-Carlo sampling. CT14 parton distributions in the Hessian representation are converted into Monte-Carlo replicas by a numerical method that reproduces important properties of CT14 Hessian PDFs: the asymmetry of CT14 uncertainties and positivity of individual parton distributions. The ensembles of CT14 Monte-Carlo replicas constructed this way at NNLO and NLO are suitable for various collider applications, such as cross section reweighting. Master formulas for computation of asymmetric standard deviations in the Monte-Carlo representation are derived. A numerical program is made available for conversion of Hessian PDFs into Monte-Carlo replicas according to normal, log-normal, and Watt-Thorne sampling procedures.

  9. 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)

  10. Quantum Monte Carlo methods algorithms for lattice models

    CERN Document Server

    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 ...

  11. Monte Carlo 2000 Conference : Advanced Monte Carlo for Radiation Physics, Particle Transport Simulation and Applications

    CERN Document Server

    Baräo, Fernando; Nakagawa, Masayuki; Távora, Luis; Vaz, Pedro

    2001-01-01

    This book focusses on the state of the art of Monte Carlo methods in radiation physics and particle transport simulation and applications, the latter involving in particular, the use and development of electron--gamma, neutron--gamma and hadronic codes. Besides the basic theory and the methods employed, special attention is paid to algorithm development for modeling, and the analysis of experiments and measurements in a variety of fields ranging from particle to medical physics.

  12. 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)

  13. The computation of Greeks with multilevel Monte Carlo

    OpenAIRE

    Burgos, Sylvestre Jean-Baptiste Louis; Michael B. Giles

    2014-01-01

    In mathematical finance, the sensitivities of option prices to various market parameters, also known as the “Greeks”, reflect the exposure to different sources of risk. Computing these is essential to predict the impact of market moves on portfolios and to hedge them adequately. This is commonly done using Monte Carlo simulations. However, obtaining accurate estimates of the Greeks can be computationally costly. Multilevel Monte Carlo offers complexity improvements over standard Monte Carl...

  14. Recent advances and future prospects for Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Brown, Forrest B [Los Alamos National Laboratory

    2010-01-01

    The history of Monte Carlo methods is closely linked to that of computers: The first known Monte Carlo program was written in 1947 for the ENIAC; a pre-release of the first Fortran compiler was used for Monte Carlo In 1957; Monte Carlo codes were adapted to vector computers in the 1980s, clusters and parallel computers in the 1990s, and teraflop systems in the 2000s. Recent advances include hierarchical parallelism, combining threaded calculations on multicore processors with message-passing among different nodes. With the advances In computmg, Monte Carlo codes have evolved with new capabilities and new ways of use. Production codes such as MCNP, MVP, MONK, TRIPOLI and SCALE are now 20-30 years old (or more) and are very rich in advanced featUres. The former 'method of last resort' has now become the first choice for many applications. Calculations are now routinely performed on office computers, not just on supercomputers. Current research and development efforts are investigating the use of Monte Carlo methods on FPGAs. GPUs, and many-core processors. Other far-reaching research is exploring ways to adapt Monte Carlo methods to future exaflop systems that may have 1M or more concurrent computational processes.

  15. 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

  16. 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.

  17. The Monte Carlo method the method of statistical trials

    CERN Document Server

    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

  18. Finding Planet Nine: a Monte Carlo approach

    CERN Document Server

    Marcos, C de la Fuente

    2016-01-01

    Planet Nine is a hypothetical planet located well beyond Pluto that has been proposed in an attempt to explain the observed clustering in physical space of the perihelia of six extreme trans-Neptunian objects or ETNOs. The predicted approximate values of its orbital elements include a semimajor axis of 700 au, an eccentricity of 0.6, an inclination of 30 degrees, and an argument of perihelion of 150 degrees. Searching for this putative planet is already under way. Here, we use a Monte Carlo approach to create a synthetic population of Planet Nine orbits and study its visibility statistically in terms of various parameters and focusing on the aphelion configuration. Our analysis shows that, if Planet Nine exists and is at aphelion, it might be found projected against one out of four specific areas in the sky. Each area is linked to a particular value of the longitude of the ascending node and two of them are compatible with an apsidal antialignment scenario. In addition and after studying the current statistic...

  19. Monte Carlo Production Management at CMS

    CERN Document Server

    Boudoul, G.; Pol, A; Srimanobhas, P; Vlimant, J R; Franzoni, Giovanni

    2015-01-01

    The analysis of the LHC data at the Compact Muon Solenoid (CMS) experiment requires the production of a large number of simulated events.During the runI of LHC (2010-2012), CMS has produced over 12 Billion simulated events,organized in approximately sixty different campaigns each emulating specific detector conditions and LHC running conditions (pile up).In order toaggregate the information needed for the configuration and prioritization of the events production,assure the book-keeping and of all the processing requests placed by the physics analysis groups,and to interface with the CMS production infrastructure,the web-based service Monte Carlo Management (McM) has been developed and put in production in 2012.McM is based on recent server infrastructure technology (CherryPy + java) and relies on a CouchDB database back-end.This contribution will coverthe one and half year of operational experience managing samples of simulated events for CMS,the evolution of its functionalitiesand the extension of its capabi...

  20. Monte Carlo simulations for focusing elliptical guides

    Energy Technology Data Exchange (ETDEWEB)

    Valicu, Roxana [FRM2 Garching, Muenchen (Germany); Boeni, Peter [E20, TU Muenchen (Germany)

    2009-07-01

    The aim of the Monte Carlo simulations using McStas Programme was to improve the focusing of the neutron beam existing at PGAA (FRM II) by prolongation of the existing elliptic guide (coated now with supermirrors with m=3) with a new part. First we have tried with an initial length of the additional guide of 7,5cm and coatings for the neutron guide of supermirrors with m=4,5 and 6. The gain (calculated by dividing the intensity in the focal point after adding the guide by the intensity at the focal point with the initial guide) obtained for this coatings indicated that a coating with m=5 would be appropriate for a first trial. The next step was to vary the length of the additional guide for this m value and therefore choosing the appropriate length for the maximal gain. With the m value and the length of the guide fixed we have introduced an aperture 1 cm before the focal point and we have varied the radius of this aperture in order to obtain a focused beam. We have observed a dramatic decrease in the size of the beam in the focal point after introducing this aperture. The simulation results, the gains obtained and the evolution of the beam size will be presented.

  1. Linear Scaling Quantum Monte Carlo Calculations

    Science.gov (United States)

    Williamson, Andrew

    2002-03-01

    New developments to the quantum Monte Carlo approach are presented that improve the scaling of the time required to calculate the total energy of a configuration of electronic coordinates from N^3 to nearly linear[1]. The first factor of N is achieved by applying a unitary transform to the set of single particle orbitals used to construct the Slater determinant, creating a set of maximally localized Wannier orbitals. These localized functions are then truncated beyond a given cutoff radius to introduce sparsity into the Slater determinant. The second factor of N is achieved by evaluating the maximally localized Wannier orbitals on a cubic spline grid, which removes the size dependence of the basis set (e.g. plane waves, Gaussians) typically used to expand the orbitals. Application of this method to the calculation of the binding energy of carbon fullerenes and silicon nanostructures will be presented. An extension of the approach to deal with excited states of systems will also be presented in the context of the calculation of the excitonic gap of a variety of systems. This work was performed under the auspices of the U.S. Dept. of Energy at the University of California/LLNL under contract no. W-7405-Eng-48. [1] A.J. Williamson, R.Q. Hood and J.C. Grossman, Phys. Rev. Lett. 87 246406 (2001)

  2. Diffusion Monte Carlo in internal coordinates.

    Science.gov (United States)

    Petit, Andrew S; McCoy, Anne B

    2013-08-15

    An internal coordinate extension of diffusion Monte Carlo (DMC) is described as a first step toward a generalized reduced-dimensional DMC approach. The method places no constraints on the choice of internal coordinates other than the requirement that they all be independent. Using H(3)(+) and its isotopologues as model systems, the methodology is shown to be capable of successfully describing the ground state properties of molecules that undergo large amplitude, zero-point vibrational motions. Combining the approach developed here with the fixed-node approximation allows vibrationally excited states to be treated. Analysis of the ground state probability distribution is shown to provide important insights into the set of internal coordinates that are less strongly coupled and therefore more suitable for use as the nodal coordinates for the fixed-node DMC calculations. In particular, the curvilinear normal mode coordinates are found to provide reasonable nodal surfaces for the fundamentals of H(2)D(+) and D(2)H(+) despite both molecules being highly fluxional.

  3. Commensurabilities between ETNOs: a Monte Carlo survey

    Science.gov (United States)

    de la Fuente Marcos, C.; de la Fuente Marcos, R.

    2016-07-01

    Many asteroids in the main and trans-Neptunian belts are trapped in mean motion resonances with Jupiter and Neptune, respectively. As a side effect, they experience accidental commensurabilities among themselves. These commensurabilities define characteristic patterns that can be used to trace the source of the observed resonant behaviour. Here, we explore systematically the existence of commensurabilities between the known ETNOs using their heliocentric and barycentric semimajor axes, their uncertainties, and Monte Carlo techniques. We find that the commensurability patterns present in the known ETNO population resemble those found in the main and trans-Neptunian belts. Although based on small number statistics, such patterns can only be properly explained if most, if not all, of the known ETNOs are subjected to the resonant gravitational perturbations of yet undetected trans-Plutonian planets. We show explicitly that some of the statistically significant commensurabilities are compatible with the Planet Nine hypothesis; in particular, a number of objects may be trapped in the 5:3 and 3:1 mean motion resonances with a putative Planet Nine with semimajor axis ˜700 au.

  4. Monte Carlo simulations for heavy ion dosimetry

    Energy Technology Data Exchange (ETDEWEB)

    Geithner, O.

    2006-07-26

    Water-to-air stopping power ratio (s{sub w,air}) calculations for the ionization chamber dosimetry of clinically relevant ion beams with initial energies from 50 to 450 MeV/u have been performed using the Monte Carlo technique. To simulate the transport of a particle in water the computer code SHIELD-HIT v2 was used which is a substantially modified version of its predecessor SHIELD-HIT v1. The code was partially rewritten, replacing formerly used single precision variables with double precision variables. The lowest particle transport specific energy was decreased from 1 MeV/u down to 10 keV/u by modifying the Bethe- Bloch formula, thus widening its range for medical dosimetry applications. Optional MSTAR and ICRU-73 stopping power data were included. The fragmentation model was verified using all available experimental data and some parameters were adjusted. The present code version shows excellent agreement with experimental data. Additional to the calculations of stopping power ratios, s{sub w,air}, the influence of fragments and I-values on s{sub w,air} for carbon ion beams was investigated. The value of s{sub w,air} deviates as much as 2.3% at the Bragg peak from the recommended by TRS-398 constant value of 1.130 for an energy of 50 MeV/u. (orig.)

  5. A continuation multilevel Monte Carlo algorithm

    KAUST Repository

    Collier, Nathan

    2014-09-05

    We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the required error tolerance is satisfied. CMLMC assumes discretization hierarchies that are defined a priori for each level and are geometrically refined across levels. The actual choice of computational work across levels is based on parametric models for the average cost per sample and the corresponding variance and weak error. These parameters are calibrated using Bayesian estimation, taking particular notice of the deepest levels of the discretization hierarchy, where only few realizations are available to produce the estimates. The resulting CMLMC estimator exhibits a non-trivial splitting between bias and statistical contributions. We also show the asymptotic normality of the statistical error in the MLMC estimator and justify in this way our error estimate that allows prescribing both required accuracy and confidence in the final result. Numerical results substantiate the above results and illustrate the corresponding computational savings in examples that are described in terms of differential equations either driven by random measures or with random coefficients. © 2014, Springer Science+Business Media Dordrecht.

  6. Monte Carlo study of nanowire magnetic properties

    Institute of Scientific and Technical Information of China (English)

    R.Masrour; L.Bahmad; A.Benyoussef

    2013-01-01

    In this work,we use Monte Carlo simulations to study the magnetic properties of a nanowire system based on a honeycomb lattice,in the absence as well as in the presence of both an external magnetic field and crystal field.The system is formed with NL layers having spins that can take the values σ =+1/2 and S =+1,0.The blocking temperature is deduced,for each spin configuration,depending on the crystal field A.The effect of the exchange interaction coupling Jp between the spin configurations σ and S is studied for different values of temperature at fixed crystal field.The established ground-state phase diagram,in the plane (Jp,A),shows that the only stable configurations are:(1/2,0),(1/2,+1),and (1/2,-1).The thermal magnetization and susceptibility are investigated for the two spin configurations,in the absence as well as in the presence of a crystal field.Finally,we establish the hysteresis cycle for different temperature values,showing that there is almost no remaining magnetization in the absence of the external magnetic field,and that the studied system exhibits a super-paramagnetic behavior.

  7. Monte Carlo Simulation of River Meander Modelling

    Science.gov (United States)

    Posner, A. J.; Duan, J. G.

    2010-12-01

    This study first compares the first order analytical solutions for flow field by Ikeda et. al. (1981) and Johanesson and Parker (1989b). Ikeda et. al.’s (1981) linear bank erosion model was implemented to predict the rate of bank erosion in which the bank erosion coefficient is treated as a stochastic variable that varies with physical properties of the bank (e.g. cohesiveness, stratigraphy, vegetation density). The developed model was used to predict the evolution of meandering planforms. Then, the modeling results were analyzed and compared to the observed data. Since the migration of meandering channel consists of downstream translation, lateral expansion, and downstream or upstream rotations. Several measures are formulated in order to determine which of the resulting planform is closest to the experimental measured one. Results from the deterministic model highly depend on the calibrated erosion coefficient. Since field measurements are always limited, the stochastic model yielded more realistic predictions of meandering planform evolutions. Due to the random nature of bank erosion coefficient, the meandering planform evolution is a stochastic process that can only be accurately predicted by a stochastic model. Quasi-2D Ikeda (1989) flow solution with Monte Carlo Simulation of Bank Erosion Coefficient.

  8. Markov Chain Monte Carlo and Irreversibility

    Science.gov (United States)

    Ottobre, Michela

    2016-06-01

    Markov Chain Monte Carlo (MCMC) methods are statistical methods designed to sample from a given measure π by constructing a Markov chain that has π as invariant measure and that converges to π. Most MCMC algorithms make use of chains that satisfy the detailed balance condition with respect to π; such chains are therefore reversible. On the other hand, recent work [18, 21, 28, 29] has stressed several advantages of using irreversible processes for sampling. Roughly speaking, irreversible diffusions converge to equilibrium faster (and lead to smaller asymptotic variance as well). In this paper we discuss some of the recent progress in the study of nonreversible MCMC methods. In particular: i) we explain some of the difficulties that arise in the analysis of nonreversible processes and we discuss some analytical methods to approach the study of continuous-time irreversible diffusions; ii) most of the rigorous results on irreversible diffusions are available for continuous-time processes; however, for computational purposes one needs to discretize such dynamics. It is well known that the resulting discretized chain will not, in general, retain all the good properties of the process that it is obtained from. In particular, if we want to preserve the invariance of the target measure, the chain might no longer be reversible. Therefore iii) we conclude by presenting an MCMC algorithm, the SOL-HMC algorithm [23], which results from a nonreversible discretization of a nonreversible dynamics.

  9. Monte Carlo Production Management at CMS

    Science.gov (United States)

    Boudoul, G.; Franzoni, G.; Norkus, A.; Pol, A.; Srimanobhas, P.; Vlimant, J.-R.

    2015-12-01

    The analysis of the LHC data at the Compact Muon Solenoid (CMS) experiment requires the production of a large number of simulated events. During the RunI of LHC (20102012), CMS has produced over 12 Billion simulated events, organized in approximately sixty different campaigns each emulating specific detector conditions and LHC running conditions (pile up). In order to aggregate the information needed for the configuration and prioritization of the events production, assure the book-keeping of all the processing requests placed by the physics analysis groups, and to interface with the CMS production infrastructure, the web- based service Monte Carlo Management (McM) has been developed and put in production in 2013. McM is based on recent server infrastructure technology (CherryPy + AngularJS) and relies on a CouchDB database back-end. This contribution covers the one and half year of operational experience managing samples of simulated events for CMS, the evolution of its functionalities and the extension of its capability to monitor the status and advancement of the events production.

  10. Measuring Berry curvature with quantum Monte Carlo

    CERN Document Server

    Kolodrubetz, Michael

    2014-01-01

    The Berry curvature and its descendant, the Berry phase, play an important role in quantum mechanics. They can be used to understand the Aharonov-Bohm effect, define topological Chern numbers, and generally to investigate the geometric properties of a quantum ground state manifold. While Berry curvature has been well-studied in the regimes of few-body physics and non-interacting particles, its use in the regime of strong interactions is hindered by the lack of numerical methods to solve it. In this paper we fill this gap by implementing a quantum Monte Carlo method to solve for the Berry curvature, based on interpreting Berry curvature as a leading correction to imaginary time ramps. We demonstrate our algorithm using the transverse-field Ising model in one and two dimensions, the latter of which is non-integrable. Despite the fact that the Berry curvature gives information about the phase of the wave function, we show that our algorithm has no sign or phase problem for standard sign-problem-free Hamiltonians...

  11. Monte Carlo Simulations of the Photospheric Process

    CERN Document Server

    Santana, Rodolfo; Hernandez, Roberto A; Kumar, Pawan

    2015-01-01

    We present a Monte Carlo (MC) code we wrote to simulate the photospheric process and to study the photospheric spectrum above the peak energy. Our simulations were performed with a photon to electron ratio $N_{\\gamma}/N_{e} = 10^{5}$, as determined by observations of the GRB prompt emission. We searched an exhaustive parameter space to determine if the photospheric process can match the observed high-energy spectrum of the prompt emission. If we do not consider electron re-heating, we determined that the best conditions to produce the observed high-energy spectrum are low photon temperatures and high optical depths. However, for these simulations, the spectrum peaks at an energy below 300 keV by a factor $\\sim 10$. For the cases we consider with higher photon temperatures and lower optical depths, we demonstrate that additional energy in the electrons is required to produce a power-law spectrum above the peak-energy. By considering electron re-heating near the photosphere, the spectrum for these simulations h...

  12. 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)

  13. Rare event simulation using Monte Carlo methods

    CERN Document Server

    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. ...

  14. Parallel Monte Carlo simulation of aerosol dynamics

    KAUST Repository

    Zhou, K.

    2014-01-01

    A highly efficient Monte Carlo (MC) algorithm is developed for the numerical simulation of aerosol dynamics, that is, nucleation, surface growth, and coagulation. Nucleation and surface growth are handled with deterministic means, while coagulation is simulated with a stochastic method (Marcus-Lushnikov stochastic process). Operator splitting techniques are used to synthesize the deterministic and stochastic parts in the algorithm. The algorithm is parallelized using the Message Passing Interface (MPI). The parallel computing efficiency is investigated through numerical examples. Near 60% parallel efficiency is achieved for the maximum testing case with 3.7 million MC particles running on 93 parallel computing nodes. The algorithm is verified through simulating various testing cases and comparing the simulation results with available analytical and/or other numerical solutions. Generally, it is found that only small number (hundreds or thousands) of MC particles is necessary to accurately predict the aerosol particle number density, volume fraction, and so forth, that is, low order moments of the Particle Size Distribution (PSD) function. Accurately predicting the high order moments of the PSD needs to dramatically increase the number of MC particles. 2014 Kun Zhou et al.

  15. Monte Carlo computations of the hadronic mass spectrum

    International Nuclear Information System (INIS)

    This paper summarizes two talks presented at the Orbis Scientiae Meeting, 1982. Monte Carlo results on the mass gap (or glueball mass) and on the masses of the lightest quark-model hadrons are illustrated

  16. Monte Carlo techniques for analyzing deep penetration problems

    Energy Technology Data Exchange (ETDEWEB)

    Cramer, S.N.; Gonnord, J.; Hendricks, J.S.

    1985-01-01

    A review of current methods and difficulties in Monte Carlo deep-penetration calculations is presented. Statistical uncertainty is discussed, and recent adjoint optimization of splitting, Russian roulette, and exponential transformation biasing is reviewed. Other aspects of the random walk and estimation processes are covered, including the relatively new DXANG angular biasing technique. Specific items summarized are albedo scattering, Monte Carlo coupling techniques with discrete ordinates and other methods, adjoint solutions, and multi-group Monte Carlo. The topic of code-generated biasing parameters is presented, including the creation of adjoint importance functions from forward calculations. Finally, current and future work in the area of computer learning and artificial intelligence is discussed in connection with Monte Carlo applications. 29 refs.

  17. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung

    2009-11-01

    Monte Carlo methods have received much attention in the recent literature of phylogeny analysis. However, the conventional Markov chain Monte Carlo algorithms, such as the Metropolis-Hastings algorithm, tend to get trapped in a local mode in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method is compared with two popular Bayesian phylogeny software, BAMBE and MrBayes, on simulated and real datasets. The numerical results indicate that our method outperforms BAMBE and MrBayes. Among the three methods, SAMC produces the consensus trees which have the highest similarity to the true trees, and the model parameter estimates which have the smallest mean square errors, but costs the least CPU time. © 2009 Elsevier Inc. All rights reserved.

  18. Suppression of the initial transient in Monte Carlo criticality simulations

    International Nuclear Information System (INIS)

    Criticality Monte Carlo calculations aim at estimating the effective multiplication factor (k-effective) for a fissile system through iterations simulating neutrons propagation (making a Markov chain). Arbitrary initialization of the neutron population can deeply bias the k-effective estimation, defined as the mean of the k-effective computed at each iteration. A simplified model of this cycle k-effective sequence is built, based on characteristics of industrial criticality Monte Carlo calculations. Statistical tests, inspired by Brownian bridge properties, are designed to discriminate stationarity of the cycle k-effective sequence. The initial detected transient is, then, suppressed in order to improve the estimation of the system k-effective. The different versions of this methodology are detailed and compared, firstly on a plan of numerical tests fitted on criticality Monte Carlo calculations, and, secondly on real criticality calculations. Eventually, the best methodologies observed in these tests are selected and allow to improve industrial Monte Carlo criticality calculations. (author)

  19. 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.

  20. An Introduction to Multilevel Monte Carlo for Option Valuation

    CERN Document Server

    Higham, Desmond J

    2015-01-01

    Monte Carlo is a simple and flexible tool that is widely used in computational finance. In this context, it is common for the quantity of interest to be the expected value of a random variable defined via a stochastic differential equation. In 2008, Giles proposed a remarkable improvement to the approach of discretizing with a numerical method and applying standard Monte Carlo. His multilevel Monte Carlo method offers an order of speed up given by the inverse of epsilon, where epsilon is the required accuracy. So computations can run 100 times more quickly when two digits of accuracy are required. The multilevel philosophy has since been adopted by a range of researchers and a wealth of practically significant results has arisen, most of which have yet to make their way into the expository literature. In this work, we give a brief, accessible, introduction to multilevel Monte Carlo and summarize recent results applicable to the task of option evaluation.

  1. Monte Carlo techniques for analyzing deep penetration problems

    International Nuclear Information System (INIS)

    A review of current methods and difficulties in Monte Carlo deep-penetration calculations is presented. Statistical uncertainty is discussed, and recent adjoint optimization of splitting, Russian roulette, and exponential transformation biasing is reviewed. Other aspects of the random walk and estimation processes are covered, including the relatively new DXANG angular biasing technique. Specific items summarized are albedo scattering, Monte Carlo coupling techniques with discrete ordinates and other methods, adjoint solutions, and multi-group Monte Carlo. The topic of code-generated biasing parameters is presented, including the creation of adjoint importance functions from forward calculations. Finally, current and future work in the area of computer learning and artificial intelligence is discussed in connection with Monte Carlo applications. 29 refs

  2. Monte Carlo variance reduction approaches for non-Boltzmann tallies

    International Nuclear Information System (INIS)

    Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed

  3. Proton therapy Monte Carlo SRNA-VOX code

    OpenAIRE

    Ilić Radovan D.

    2012-01-01

    The most powerful feature of the Monte Carlo method is the possibility of simulating all individual particle interactions in three dimensions and performing numerical experiments with a preset error. These facts were the motivation behind the development of a general-purpose Monte Carlo SRNA program for proton transport simulation in technical systems described by standard geometrical forms (plane, sphere, cone, cylinder, cube). Some of the possible applications of the SRNA program are:...

  4. Measuring the reliability of MCMC inference with bidirectional Monte Carlo

    OpenAIRE

    Grosse, Roger B.; Ancha, Siddharth; Roy, Daniel M.

    2016-01-01

    Markov chain Monte Carlo (MCMC) is one of the main workhorses of probabilistic inference, but it is notoriously hard to measure the quality of approximate posterior samples. This challenge is particularly salient in black box inference methods, which can hide details and obscure inference failures. In this work, we extend the recently introduced bidirectional Monte Carlo technique to evaluate MCMC-based posterior inference algorithms. By running annealed importance sampling (AIS) chains both ...

  5. Confidence and efficiency scaling in Variational Quantum Monte Carlo calculations

    CERN Document Server

    Delyon, François; Holzmann, Markus

    2016-01-01

    Based on the central limit theorem, we discuss the problem of evaluation of the statistical error of Monte Carlo calculations using a time discretized diffusion process. We present a robust and practical method to determine the effective variance of general observables and show how to verify the equilibrium hypothesis by the Kolmogorov-Smirnov test. We then derive scaling laws of the efficiency illustrated by Variational Monte Carlo calculations on the two dimensional electron gas.

  6. HISTORY AND TERRITORY HEURISTICS FOR MONTE CARLO GO

    OpenAIRE

    BRUNO BOUZY

    2006-01-01

    Recently, the Monte Carlo approach has been applied to computer go with promising success. INDIGO uses such an approach which can be enhanced with specific heuristics. This paper assesses two heuristics within the 19 × 19 Monte Carlo go framework of INDIGO: the territory heuristic and the history heuristic, both in their internal and external versions. The external territory heuristic is more effective, leading to a 40-point improvement on 19 × 19 boards. The external history heuristic brings...

  7. Identification of Logical Errors through Monte-Carlo Simulation

    CERN Document Server

    Emmett, Hilary L

    2010-01-01

    The primary focus of Monte Carlo simulation is to identify and quantify risk related to uncertainty and variability in spreadsheet model inputs. The stress of Monte Carlo simulation often reveals logical errors in the underlying spreadsheet model that might be overlooked during day-to-day use or traditional "what-if" testing. This secondary benefit of simulation requires a trained eye to recognize warning signs of poor model construction.

  8. Computing Greeks with Multilevel Monte Carlo Methods using Importance Sampling

    OpenAIRE

    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...

  9. On the inner workings of Monte Carlo codes

    OpenAIRE

    Dubbeldam, D.; Torres Knoop, A.; Walton, K.S.

    2013-01-01

    We review state-of-the-art Monte Carlo (MC) techniques for computing fluid coexistence properties (Gibbs simulations) and adsorption simulations in nanoporous materials such as zeolites and metal-organic frameworks. Conventional MC is discussed and compared to advanced techniques such as reactive MC, configurational-bias Monte Carlo and continuous fractional MC. The latter technique overcomes the problem of low insertion probabilities in open systems. Other modern methods are (hyper-)parallel...

  10. Public Infrastructure for Monte Carlo Simulation: publicMC@BATAN

    CERN Document Server

    Waskita, A A; Akbar, Z; Handoko, L T; 10.1063/1.3462759

    2010-01-01

    The first cluster-based public computing for Monte Carlo simulation in Indonesia is introduced. The system has been developed to enable public to perform Monte Carlo simulation on a parallel computer through an integrated and user friendly dynamic web interface. The beta version, so called publicMC@BATAN, has been released and implemented for internal users at the National Nuclear Energy Agency (BATAN). In this paper the concept and architecture of publicMC@BATAN are presented.

  11. 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.

  12. Monte Carlo Simulation of Optical Properties of Wake Bubbles

    Institute of Scientific and Technical Information of China (English)

    CAO Jing; WANG Jiang-An; JIANG Xing-Zhou; SHI Sheng-Wei

    2007-01-01

    Based on Mie scattering theory and the theory of multiple light scattering, the light scattering properties of air bubbles in a wake are analysed by Monte Carlo simulation. The results show that backscattering is enhanced obviously due to the existence of bubbles, especially with the increase of bubble density, and that it is feasible to use the Monte Carlo method to study the properties of light scattering by air bubbles.

  13. 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

  14. A Particle Population Control Method for Dynamic Monte Carlo

    Science.gov (United States)

    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.

  15. Monte Carlo simulation of large electron fields

    Science.gov (United States)

    Faddegon, Bruce A.; Perl, Joseph; Asai, Makoto

    2008-03-01

    Two Monte Carlo systems, EGSnrc and Geant4, the latter with two different 'physics lists,' were used to calculate dose distributions in large electron fields used in radiotherapy. Source and geometry parameters were adjusted to match calculated results to measurement. Both codes were capable of accurately reproducing the measured dose distributions of the six electron beams available on the accelerator. Depth penetration matched the average measured with a diode and parallel-plate chamber to 0.04 cm or better. Calculated depth dose curves agreed to 2% with diode measurements in the build-up region, although for the lower beam energies there was a discrepancy of up to 5% in this region when calculated results are compared to parallel-plate measurements. Dose profiles at the depth of maximum dose matched to 2-3% in the central 25 cm of the field, corresponding to the field size of the largest applicator. A 4% match was obtained outside the central region. The discrepancy observed in the bremsstrahlung tail in published results that used EGS4 is no longer evident. Simulations with the different codes and physics lists used different source energies, incident beam angles, thicknesses of the primary foils, and distance between the primary and secondary foil. The true source and geometry parameters were not known with sufficient accuracy to determine which parameter set, including the energy of the source, was closest to the truth. These results underscore the requirement for experimental benchmarks of depth penetration and electron scatter for beam energies and foils relevant to radiotherapy.

  16. Lattice Monte Carlo simulations of polymer melts

    Science.gov (United States)

    Hsu, Hsiao-Ping

    2014-12-01

    We use Monte Carlo simulations to study polymer melts consisting of fully flexible and moderately stiff chains in the bond fluctuation model at a volume fraction 0.5. In order to reduce the local density fluctuations, we test a pre-packing process for the preparation of the initial configurations of the polymer melts, before the excluded volume interaction is switched on completely. This process leads to a significantly faster decrease of the number of overlapping monomers on the lattice. This is useful for simulating very large systems, where the statistical properties of the model with a marginally incomplete elimination of excluded volume violations are the same as those of the model with strictly excluded volume. We find that the internal mean square end-to-end distance for moderately stiff chains in a melt can be very well described by a freely rotating chain model with a precise estimate of the bond-bond orientational correlation between two successive bond vectors in equilibrium. The plot of the probability distributions of the reduced end-to-end distance of chains of different stiffness also shows that the data collapse is excellent and described very well by the Gaussian distribution for ideal chains. However, while our results confirm the systematic deviations between Gaussian statistics for the chain structure factor Sc(q) [minimum in the Kratky-plot] found by Wittmer et al. [EPL 77, 56003 (2007)] for fully flexible chains in a melt, we show that for the available chain length these deviations are no longer visible, when the chain stiffness is included. The mean square bond length and the compressibility estimated from collective structure factors depend slightly on the stiffness of the chains.

  17. Monte Carlo Volcano Seismic Moment Tensors

    Science.gov (United States)

    Waite, G. P.; Brill, K. A.; Lanza, F.

    2015-12-01

    Inverse modeling of volcano seismic sources can provide insight into the geometry and dynamics of volcanic conduits. But given the logistical challenges of working on an active volcano, seismic networks are typically deficient in spatial and temporal coverage; this potentially leads to large errors in source models. In addition, uncertainties in the centroid location and moment-tensor components, including volumetric components, are difficult to constrain from the linear inversion results, which leads to a poor understanding of the model space. In this study, we employ a nonlinear inversion using a Monte Carlo scheme with the objective of defining robustly resolved elements of model space. The model space is randomized by centroid location and moment tensor eigenvectors. Point sources densely sample the summit area and moment tensors are constrained to a randomly chosen geometry within the inversion; Green's functions for the random moment tensors are all calculated from modeled single forces, making the nonlinear inversion computationally reasonable. We apply this method to very-long-period (VLP) seismic events that accompany minor eruptions at Fuego volcano, Guatemala. The library of single force Green's functions is computed with a 3D finite-difference modeling algorithm through a homogeneous velocity-density model that includes topography, for a 3D grid of nodes, spaced 40 m apart, within the summit region. The homogenous velocity and density model is justified by long wavelength of VLP data. The nonlinear inversion reveals well resolved model features and informs the interpretation through a better understanding of the possible models. This approach can also be used to evaluate possible station geometries in order to optimize networks prior to deployment.

  18. Implications of Monte Carlo Statistical Errors in Criticality Safety Assessments

    Energy Technology Data Exchange (ETDEWEB)

    Pevey, Ronald E.

    2005-09-15

    Most criticality safety calculations are performed using Monte Carlo techniques because of Monte Carlo's ability to handle complex three-dimensional geometries. For Monte Carlo calculations, the more histories sampled, the lower the standard deviation of the resulting estimates. The common intuition is, therefore, that the more histories, the better; as a result, analysts tend to run Monte Carlo analyses as long as possible (or at least to a minimum acceptable uncertainty). For Monte Carlo criticality safety analyses, however, the optimization situation is complicated by the fact that procedures usually require that an extra margin of safety be added because of the statistical uncertainty of the Monte Carlo calculations. This additional safety margin affects the impact of the choice of the calculational standard deviation, both on production and on safety. This paper shows that, under the assumptions of normally distributed benchmarking calculational errors and exact compliance with the upper subcritical limit (USL), the standard deviation that optimizes production is zero, but there is a non-zero value of the calculational standard deviation that minimizes the risk of inadvertently labeling a supercritical configuration as subcritical. Furthermore, this value is shown to be a simple function of the typical benchmarking step outcomes--the bias, the standard deviation of the bias, the upper subcritical limit, and the number of standard deviations added to calculated k-effectives before comparison to the USL.

  19. Monte Carlo treatment planning for photon and electron beams

    Science.gov (United States)

    Reynaert, N.; van der Marck, S. C.; Schaart, D. R.; Van der Zee, W.; Van Vliet-Vroegindeweij, C.; Tomsej, M.; Jansen, J.; Heijmen, B.; Coghe, M.; De Wagter, C.

    2007-04-01

    During the last few decades, accuracy in photon and electron radiotherapy has increased substantially. This is partly due to enhanced linear accelerator technology, providing more flexibility in field definition (e.g. the usage of computer-controlled dynamic multileaf collimators), which led to intensity modulated radiotherapy (IMRT). Important improvements have also been made in the treatment planning process, more specifically in the dose calculations. Originally, dose calculations relied heavily on analytic, semi-analytic and empirical algorithms. The more accurate convolution/superposition codes use pre-calculated Monte Carlo dose "kernels" partly accounting for tissue density heterogeneities. It is generally recognized that the Monte Carlo method is able to increase accuracy even further. Since the second half of the 1990s, several Monte Carlo dose engines for radiotherapy treatment planning have been introduced. To enable the use of a Monte Carlo treatment planning (MCTP) dose engine in clinical circumstances, approximations have been introduced to limit the calculation time. In this paper, the literature on MCTP is reviewed, focussing on patient modeling, approximations in linear accelerator modeling and variance reduction techniques. An overview of published comparisons between MC dose engines and conventional dose calculations is provided for phantom studies and clinical examples, evaluating the added value of MCTP in the clinic. An overview of existing Monte Carlo dose engines and commercial MCTP systems is presented and some specific issues concerning the commissioning of a MCTP system are discussed.

  20. An unbiased Hessian representation for Monte Carlo PDFs

    Energy Technology Data Exchange (ETDEWEB)

    Carrazza, Stefano; Forte, Stefano [Universita di Milano, TIF Lab, Dipartimento di Fisica, Milan (Italy); INFN, Sezione di Milano (Italy); Kassabov, Zahari [Universita di Milano, TIF Lab, Dipartimento di Fisica, Milan (Italy); Universita di Torino, Dipartimento di Fisica, Turin (Italy); INFN, Sezione di Torino (Italy); Latorre, Jose Ignacio [Universitat de Barcelona, Departament d' Estructura i Constituents de la Materia, Barcelona (Spain); Rojo, Juan [University of Oxford, Rudolf Peierls Centre for Theoretical Physics, Oxford (United Kingdom)

    2015-08-15

    We develop a methodology for the construction of a Hessian representation of Monte Carlo sets of parton distributions, based on the use of a subset of the Monte Carlo PDF replicas as an unbiased linear basis, and of a genetic algorithm for the determination of the optimal basis. We validate the methodology by first showing that it faithfully reproduces a native Monte Carlo PDF set (NNPDF3.0), and then, that if applied to Hessian PDF set (MMHT14) which was transformed into a Monte Carlo set, it gives back the starting PDFs with minimal information loss. We then show that, when applied to a large Monte Carlo PDF set obtained as combination of several underlying sets, the methodology leads to a Hessian representation in terms of a rather smaller set of parameters (MC-H PDFs), thereby providing an alternative implementation of the recently suggested Meta-PDF idea and a Hessian version of the recently suggested PDF compression algorithm (CMC-PDFs). The mc2hessian conversion code is made publicly available together with (through LHAPDF6) a Hessian representations of the NNPDF3.0 set, and the MC-H PDF set. (orig.)

  1. Frequency domain optical tomography using a Monte Carlo perturbation method

    Science.gov (United States)

    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.

  2. Parallel MCNP Monte Carlo transport calculations with MPI

    International Nuclear Information System (INIS)

    The steady increase in computational performance has made Monte Carlo calculations for large/complex systems possible. However, in order to make these calculations practical, order of magnitude increases in performance are necessary. The Monte Carlo method is inherently parallel (particles are simulated independently) and thus has the potential for near-linear speedup with respect to the number of processors. Further, the ever-increasing accessibility of parallel computers, such as workstation clusters, facilitates the practical use of parallel Monte Carlo. Recognizing the nature of the Monte Carlo method and the trends in available computing, the code developers at Los Alamos National Laboratory implemented the message-passing general-purpose Monte Carlo radiation transport code MCNP (version 4A). The PVM package was chosen by the MCNP code developers because it supports a variety of communication networks, several UNIX platforms, and heterogeneous computer systems. This PVM version of MCNP has been shown to produce speedups that approach the number of processors and thus, is a very useful tool for transport analysis. Due to software incompatibilities on the local IBM SP2, PVM has not been available, and thus it is not possible to take advantage of this useful tool. Hence, it became necessary to implement an alternative message-passing library package into MCNP. Because the message-passing interface (MPI) is supported on the local system, takes advantage of the high-speed communication switches in the SP2, and is considered to be the emerging standard, it was selected

  3. Optimum and efficient sampling for variational quantum Monte Carlo

    CERN Document Server

    Trail, John Robert; 10.1063/1.3488651

    2010-01-01

    Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial wavefunctions, that is to Variational quantum Monte Carlo. Almost all previous implementations employ samples distributed as the physical probability density of the trial wavefunction, and assume the Central Limit Theorem to be valid. In this paper we provide an analysis of random error in estimation and optimisation that leads naturally to new sampling strategies with improved computational and statistical properties. A rigorous lower limit to the random error is derived, and an efficient sampling strategy presented that significantly increases computational efficiency. In addition the infinite variance heavy tailed random errors of optimum parameters in conventional methods are replaced with a Normal random error, strengthening the theoretical basis of optimisation. The method is ...

  4. Efficiency of Monte Carlo sampling in chaotic systems.

    Science.gov (United States)

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

    2014-11-01

    In this paper we investigate how the complexity of chaotic phase spaces affect the efficiency of importance sampling Monte Carlo simulations. We focus on flat-histogram simulations of the distribution of finite-time Lyapunov exponent in a simple chaotic system and obtain analytically that the computational effort: (i) scales polynomially with the finite time, a tremendous improvement over the exponential scaling obtained in uniform sampling simulations; and (ii) the polynomial scaling is suboptimal, a phenomenon known as critical slowing down. We show that critical slowing down appears because of the limited possibilities to issue a local proposal in the Monte Carlo procedure when it is applied to chaotic systems. These results show how generic properties of chaotic systems limit the efficiency of Monte Carlo simulations.

  5. Application of biasing techniques to the contributon Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Dubi, A.; Gerstl, S.A.W.

    1980-01-01

    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.

  6. Monte Carlo Simulation in Statistical Physics An Introduction

    CERN Document Server

    Binder, Kurt

    2010-01-01

    Monte Carlo Simulation in Statistical Physics deals with the computer simulation of many-body systems in condensed-matter physics and related fields of physics, chemistry and beyond, to traffic flows, stock market fluctuations, etc.). Using random numbers generated by a computer, probability distributions are calculated, allowing the estimation of the thermodynamic properties of various systems. This book describes the theoretical background to several variants of these Monte Carlo methods and gives a systematic presentation from which newcomers can learn to perform such simulations and to analyze their results. The fifth edition covers Classical as well as Quantum Monte Carlo methods. Furthermore a new chapter on the sampling of free-energy landscapes has been added. To help students in their work a special web server has been installed to host programs and discussion groups (http://wwwcp.tphys.uni-heidelberg.de). Prof. Binder was awarded the Berni J. Alder CECAM Award for Computational Physics 2001 as well ...

  7. Sequential Monte Carlo on large binary sampling spaces

    CERN Document Server

    Schäfer, Christian

    2011-01-01

    A Monte Carlo algorithm is said to be adaptive if it automatically calibrates its current proposal distribution using past simulations. The choice of the parametric family that defines the set of proposal distributions is critical for a good performance. In this paper, we present such a parametric family for adaptive sampling on high-dimensional binary spaces. A practical motivation for this problem is variable selection in a linear regression context. We want to sample from a Bayesian posterior distribution on the model space using an appropriate version of Sequential Monte Carlo. Raw versions of Sequential Monte Carlo are easily implemented using binary vectors with independent components. For high-dimensional problems, however, these simple proposals do not yield satisfactory results. The key to an efficient adaptive algorithm are binary parametric families which take correlations into account, analogously to the multivariate normal distribution on continuous spaces. We provide a review of models for binar...

  8. Calibration and Monte Carlo modelling of neutron long counters

    CERN Document Server

    Tagziria, H

    2000-01-01

    The Monte Carlo technique has become a very powerful tool in radiation transport as full advantage is taken of enhanced cross-section data, more powerful computers and statistical techniques, together with better characterisation of neutron and photon source spectra. At the National Physical Laboratory, calculations using the Monte Carlo radiation transport code MCNP-4B have been combined with accurate measurements to characterise two long counters routinely used to standardise monoenergetic neutron fields. New and more accurate response function curves have been produced for both long counters. A novel approach using Monte Carlo methods has been developed, validated and used to model the response function of the counters and determine more accurately their effective centres, which have always been difficult to establish experimentally. Calculations and measurements agree well, especially for the De Pangher long counter for which details of the design and constructional material are well known. The sensitivit...

  9. VARIATIONAL MONTE-CARLO APPROACH FOR ARTICULATED OBJECT TRACKING

    Directory of Open Access Journals (Sweden)

    Kartik Dwivedi

    2013-12-01

    Full Text Available In this paper, we describe a novel variational Monte Carlo approach for modeling and tracking body parts of articulated objects. An articulated object (human target is represented as a dynamic Markov network of the different constituent parts. The proposed approach combines local information of individual body parts and other spatial constraints influenced by neighboring parts. The movement of the relative parts of the articulated body is modeled with local information of displacements from the Markov network and the global information from other neighboring parts. We explore the effect of certain model parameters (including the number of parts tracked; number of Monte-Carlo cycles, etc. on system accuracy and show that ourvariational Monte Carlo approach achieves better efficiency and effectiveness compared to other methods on a number of real-time video datasets containing single targets.

  10. Monte Carlo Methods for Tempo Tracking and Rhythm Quantization

    CERN Document Server

    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...

  11. Overview of the MCU Monte Carlo software package

    International Nuclear Information System (INIS)

    Highlights: • MCU is the Monte Carlo code for particle transport in 3D systems with depletion. • Criticality and fixed source problems are solved using pure point-wise approximation. • MCU is parallelized with MPI in three different modes. • MCU has coolant, fuel and xenon feedback for VVER calculations. • MCU is verified for reactors with thermal, intermediate and fast neutron spectrum. - Abstract: MCU (Monte Carlo Universal) is a project on development and practical use of a universal computer code for simulation of particle transport (neutrons, photons, electrons, positrons) in three-dimensional systems by means of the Monte Carlo method. This paper provides the information on the current state of the project. The developed libraries of constants are briefly described, and the potentialities of the MCU-5 package modules and the executable codes compiled from them are characterized. Examples of important problems of reactor physics solved with the code are presented

  12. Estimation of population variance in contributon Monte Carlo

    International Nuclear Information System (INIS)

    Based on the theory of contributons, a new Monte Carlo method known as the contributon Monte Carlo method has recently been developed. The method has found applications in several practical shielding problems. The authors analyze theoretically the variance and efficiency of the new method, by taking moments around the score. In order to compare the contributon game with a game of simple geometrical splitting and also to get the optimal placement of the contributon volume, the moments equations were solved numerically for a one-dimensional, one-group problem using a 10-mfp-thick homogeneous slab. It is found that the optimal placement of the contributon volume is adjacent to the detector; even at its most optimal the contributon Monte Carlo is less efficient than geometrical splitting

  13. Vectorizing and macrotasking Monte Carlo neutral particle algorithms

    Energy Technology Data Exchange (ETDEWEB)

    Heifetz, D.B.

    1987-04-01

    Monte Carlo algorithms for computing neutral particle transport in plasmas have been vectorized and macrotasked. The techniques used are directly applicable to Monte Carlo calculations of neutron and photon transport, and Monte Carlo integration schemes in general. A highly vectorized code was achieved by calculating test flight trajectories in loops over arrays of flight data, isolating the conditional branches to as few a number of loops as possible. A number of solutions are discussed to the problem of gaps appearing in the arrays due to completed flights, which impede vectorization. A simple and effective implementation of macrotasking is achieved by dividing the calculation of the test flight profile among several processors. A tree of random numbers is used to ensure reproducible results. The additional memory required for each task may preclude using a larger number of tasks. In future machines, the limit of macrotasking may be possible, with each test flight, and split test flight, being a separate task.

  14. Monte Carlo tests of the ELIPGRID-PC algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Davidson, J.R.

    1995-04-01

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

  15. Strategies for improving the efficiency of quantum Monte Carlo calculations

    CERN Document Server

    Lee, R M; Nemec, N; Rios, P Lopez; Drummond, N D

    2010-01-01

    We describe a number of strategies for optimizing the efficiency of quantum Monte Carlo (QMC) calculations. We investigate the dependence of the efficiency of the variational Monte Carlo method on the sampling algorithm. Within a unified framework, we compare several commonly used variants of diffusion Monte Carlo (DMC). We then investigate the behavior of DMC calculations on parallel computers and the details of parallel implementations, before proposing a technique to optimize the efficiency of the extrapolation of DMC results to zero time step, finding that a relative time step ratio of 1:4 is optimal. Finally, we discuss the removal of serial correlation from data sets by reblocking, setting out criteria for the choice of block length and quantifying the effects of the uncertainty in the estimated correlation length and the presence of divergences in the local energy on estimated error bars on QMC energies.

  16. Construction of Monte Carlo operators in collisional transport theory

    International Nuclear Information System (INIS)

    A Monte Carlo approach for investigating the dynamics of quiescent collisional magnetoplasmas is presented, based on the discretization of the gyrokinetic equation. The theory applies to a strongly rotating multispecies plasma, in a toroidally axisymmetric configuration. Expressions of the Monte Carlo collision operators are obtained for general v-space nonorthogonal coordinates systems, in terms of approximate solutions of the discretized gyrokinetic equation. Basic features of the Monte Carlo operators are that they fullfill all the required conservation laws, i.e., linear momentum and kinetic energy conservation, and in addition that they take into account correctly also off-diagonal diffusion coefficients. The present operators are thus potentially useful for describing the dynamics of a multispecies toroidal magnetoplasma. In particular, strict ambipolarity of particle fluxes is ensured automatically in the limit of small departures of the unperturbed particle trajectories from some initial axisymmetric toroidal magnetic surfaces

  17. Meaningful timescales from Monte Carlo simulations of molecular systems

    CERN Document Server

    Costa, Liborio I

    2016-01-01

    A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems with atomistic detail is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is associated with minima in the energy landscape, in the proposed method, the state of the system is associated with the set of paths traveled by the atoms and the transition probabilities for an atom to be displaced are proportional to the corresponding velocities. In this way, the number of possible state-to-state transitions is reduced to a discrete set, and a direct link between the Monte Carlo time step and true physical time is naturally established. The resulting rejection-free algorithm is validated against event-driven molecular dynamics: the equilibrium and non-equilibrium dynamics of hard disks converge to the exact results with decreasing displacement size.

  18. Properties of Reactive Oxygen Species by Quantum Monte Carlo

    CERN Document Server

    Zen, Andrea; Guidoni, Leonardo

    2014-01-01

    The electronic properties of the oxygen molecule, in its singlet and triplet states, and of many small oxygen-containing radicals and anions have important roles in different fields of Chemistry, Biology and Atmospheric Science. Nevertheless, the electronic structure of such species is a challenge for ab-initio computational approaches because of the difficulties to correctly describe the statical and dynamical correlation effects in presence of one or more unpaired electrons. Only the highest-level quantum chemical approaches can yield reliable characterizations of their molecular properties, such as binding energies, equilibrium structures, molecular vibrations, charge distribution and polarizabilities. In this work we use the variational Monte Carlo (VMC) and the lattice regularized Monte Carlo (LRDMC) methods to investigate the equilibrium geometries and molecular properties of oxygen and oxygen reactive species. Quantum Monte Carlo methods are used in combination with the Jastrow Antisymmetrized Geminal ...

  19. The Monte Carlo method in quantum field theory

    CERN Document Server

    Morningstar, C

    2007-01-01

    This series of six lectures is an introduction to using the Monte Carlo method to carry out nonperturbative studies in quantum field theories. Path integrals in quantum field theory are reviewed, and their evaluation by the Monte Carlo method with Markov-chain based importance sampling is presented. Properties of Markov chains are discussed in detail and several proofs are presented, culminating in the fundamental limit theorem for irreducible Markov chains. The example of a real scalar field theory is used to illustrate the Metropolis-Hastings method and to demonstrate the effectiveness of an action-preserving (microcanonical) local updating algorithm in reducing autocorrelations. The goal of these lectures is to provide the beginner with the basic skills needed to start carrying out Monte Carlo studies in quantum field theories, as well as to present the underlying theoretical foundations of the method.

  20. A standard event class for Monte Carlo generators

    International Nuclear Information System (INIS)

    StdHepC++ is a CLHEP Monte Carlo event class library which provides a common interface to Monte Carlo event generators. This work is an extensive redesign of the StdHep Fortran interface to use the full power of object oriented design. A generated event maps naturally onto the Directed Acyclic Graph concept and we have used the HepMC classes to implement this. The full implementation allows the user to combine events to simulate beam pileup and access them transparently as though they were a single event

  1. Applications of quantum Monte Carlo methods in condensed systems

    CERN Document Server

    Kolorenc, Jindrich

    2010-01-01

    The quantum Monte Carlo methods represent a powerful and broadly applicable computational tool for finding very accurate solutions of the stationary Schroedinger equation for atoms, molecules, solids and a variety of model systems. The algorithms are intrinsically parallel and are able to take full advantage of the present-day high-performance computing systems. This review article concentrates on the fixed-node/fixed-phase diffusion Monte Carlo method with emphasis on its applications to electronic structure of solids and other extended many-particle systems.

  2. Monte Carlo methods and models in finance and insurance

    CERN Document Server

    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

  3. Parton distribution functions in Monte Carlo factorisation scheme

    CERN Document Server

    Jadach, S; Sapeta, S; Siodmok, A; Skrzypek, M

    2016-01-01

    A next step in development of the KrkNLO method of including complete NLO QCD corrections to hard processes in a LO parton-shower Monte Carlo (PSMC) is presented. It consists of generalisation of the method, previously used for the Drell-Yan process, to Higgs-boson production. This extension is accompanied with the complete description of parton distribution functions (PDFs) in a dedicated, Monte Carlo (MC) factorisation scheme, applicable to any process of production of one or more colour-neutral particles in hadron-hadron collisions.

  4. Monte Carlo studies of domain growth in two dimensions

    International Nuclear Information System (INIS)

    Monte Carlo simulations have been carried out to study the effect of temperature on the kinetics of domain growth. The concept of ''spatial entropy'' is introduced. It is shown that ''spatial entropy'' of the domain can be used to give a measure of the roughening of the domain. Most of the roughening is achieved during the initial time (t< or approx. 10 Monte Carlo cycles), the rate of roughening being greater for higher temperatures. For later times the roughening of the domain for different temperatures proceeds at essentially the same rate. (author)

  5. Utilising Monte Carlo Simulation for the Valuation of Mining Concessions

    Directory of Open Access Journals (Sweden)

    Rosli Said

    2005-12-01

    Full Text Available Valuation involves the analyses of various input data to produce an estimated value. Since each input is itself often an estimate, there is an element of uncertainty in the input. This leads to uncertainty in the resultant output value. It is argued that a valuation must also convey information on the uncertainty, so as to be more meaningful and informative to the user. The Monte Carlo simulation technique can generate the information on uncertainty and is therefore potentially useful to valuation. This paper reports on the investigation that has been conducted to apply Monte Carlo simulation technique in mineral valuation, more specifically, in the valuation of a quarry concession.

  6. Monte Carlo simulations of phosphate polyhedron connectivity in glasses

    Energy Technology Data Exchange (ETDEWEB)

    ALAM,TODD M.

    2000-01-01

    Monte Carlo simulations of phosphate tetrahedron connectivity distributions in alkali and alkaline earth phosphate glasses are reported. By utilizing a discrete bond model, the distribution of next-nearest neighbor connectivities between phosphate polyhedron for random, alternating and clustering bonding scenarios was evaluated as a function of the relative bond energy difference. The simulated distributions are compared to experimentally observed connectivities reported for solid-state two-dimensional exchange and double-quantum NMR experiments of phosphate glasses. These Monte Carlo simulations demonstrate that the polyhedron connectivity is best described by a random distribution in lithium phosphate and calcium phosphate glasses.

  7. Further experience in Bayesian analysis using Monte Carlo Integration

    OpenAIRE

    Dijk, Herman; Kloek, Teun

    1980-01-01

    textabstractAn earlier paper [Kloek and Van Dijk (1978)] is extended in three ways. First, Monte Carlo integration is performed in a nine-dimensional parameter space of Klein's model I [Klein (1950)]. Second, Monte Carlo is used as a tool for the elicitation of a uniform prior on a finite region by making use of several types of prior information. Third, special attention is given to procedures for the construction of importance functions which make use of nonlinear optimization methods. *1 T...

  8. Monte Carlo Form-Finding Method for Tensegrity Structures

    Science.gov (United States)

    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.

  9. Diffusion Monte Carlo: Exponentially inefficent for large systems?

    CERN Document Server

    Nemec, Norbert

    2009-01-01

    The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the diffusion Monte Carlo method for large quantum systems. We identify the correlation within the population of walkers as the dominant scaling factor for large systems. While this factor is negligible for small and medium sized systems that are typically studied, it ultimately shows exponential scaling beyond system sizes that can be estimated straightforwardly for each specific system.

  10. A standard Event Class for Monte Carlo Generators

    Institute of Scientific and Technical Information of China (English)

    L.A.Gerren; M.Fischler

    2001-01-01

    StdHepC++[1]is a CLHEP[2] Monte Carlo event class library which provides a common interface to Monte Carlo Event Generators,This work is an extensive redesign of the StdHep Fortran interface to use the full power of object oriented design,A generated event maps naturally onto the Directed Acyclic Graph concept and we have used the HepMC classes to implement this.The full implementation allows the user to combine events to simulate beam pileup and access them transparently as though they were a single event.

  11. Parallelization of Monte Carlo codes MVP/GMVP

    Energy Technology Data Exchange (ETDEWEB)

    Nagaya, Yasunobu; Mori, Takamasa; Nakagawa, Masayuki [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment; Sasaki, Makoto

    1998-03-01

    General-purpose Monte Carlo codes MVP/GMVP are well-vectorized and thus enable us to perform high-speed Monte Carlo calculations. In order to achieve more speedups, we parallelized the codes on the different types of the parallel processing platforms. The platforms reported are a distributed-memory vector-parallel computer Fujitsu VPP500, a distributed-memory massively parallel computer Intel Paragon and a distributed-memory scalar-parallel computer Hitachi SR2201. As mentioned generally, ideal speedup could be obtained for large-scale problems but parallelization efficiency got worse as the batch size per a processing element (PE) was smaller. (author)

  12. Enhancements for Multi-Player Monte-Carlo Tree Search

    Science.gov (United States)

    Nijssen, J. (Pim) A. M.; Winands, Mark H. M.

    Monte-Carlo Tree Search (MCTS) is becoming increasingly popular for playing multi-player games. In this paper we propose two enhancements for MCTS in multi-player games: (1) Progressive History and (2) Multi-Player Monte-Carlo Tree Search Solver (MP-MCTS-Solver). We analyze the performance of these enhancements in two different multi-player games: Focus and Chinese Checkers. Based on the experimental results we conclude that Progressive History is a considerable improvement in both games and MP-MCTS-Solver, using the standard update rule, is a genuine improvement in Focus.

  13. Monte Carlo simulation of electrons in dense gases

    Science.gov (United States)

    Tattersall, Wade; Boyle, Greg; Cocks, Daniel; Buckman, Stephen; White, Ron

    2014-10-01

    We implement a Monte-Carlo simulation modelling the transport of electrons and positrons in dense gases and liquids, by using a dynamic structure factor that allows us to construct structure-modified effective cross sections. These account for the coherent effects caused by interactions with the relatively dense medium. The dynamic structure factor also allows us to model thermal gases in the same manner, without needing to directly sample the velocities of the neutral particles. We present the results of a series of Monte Carlo simulations that verify and apply this new technique, and make comparisons with macroscopic predictions and Boltzmann equation solutions. Financial support of the Australian Research Council.

  14. Modelling cerebral blood oxygenation using Monte Carlo XYZ-PA

    Science.gov (United States)

    Zam, Azhar; Jacques, Steven L.; Alexandrov, Sergey; Li, Youzhi; Leahy, Martin J.

    2013-02-01

    Continuous monitoring of cerebral blood oxygenation is critically important for the management of many lifethreatening conditions. Non-invasive monitoring of cerebral blood oxygenation with a photoacoustic technique offers advantages over current invasive and non-invasive methods. We introduce a Monte Carlo XYZ-PA to model the energy deposition in 3D and the time-resolved pressures and velocity potential based on the energy absorbed by the biological tissue. This paper outlines the benefits of using Monte Carlo XYZ-PA for optimization of photoacoustic measurement and imaging. To the best of our knowledge this is the first fully integrated tool for photoacoustic modelling.

  15. Cosmological Markov Chain Monte Carlo simulation with Cmbeasy

    CERN Document Server

    Müller, C M

    2004-01-01

    We introduce a Markov Chain Monte Carlo simulation and data analysis package for the cosmological computation package Cmbeasy. We have taken special care in implementing an adaptive step algorithm for the Markov Chain Monte Carlo in order to improve convergence. Data analysis routines are provided which allow to test models of the Universe against up-to-date measurements of the Cosmic Microwave Background, Supernovae Ia and Large Scale Structure. The observational data is provided with the software for convenient usage. The package is publicly available as part of the Cmbeasy software at www.cmbeasy.org.

  16. Novel Quantum Monte Carlo Approaches for Quantum Liquids

    Science.gov (United States)

    Rubenstein, Brenda M.

    Quantum Monte Carlo methods are a powerful suite of techniques for solving the quantum many-body problem. By using random numbers to stochastically sample quantum properties, QMC methods are capable of studying low-temperature quantum systems well beyond the reach of conventional deterministic techniques. QMC techniques have likewise been indispensible tools for augmenting our current knowledge of superfluidity and superconductivity. In this thesis, I present two new quantum Monte Carlo techniques, the Monte Carlo Power Method and Bose-Fermi Auxiliary-Field Quantum Monte Carlo, and apply previously developed Path Integral Monte Carlo methods to explore two new phases of quantum hard spheres and hydrogen. I lay the foundation for a subsequent description of my research by first reviewing the physics of quantum liquids in Chapter One and the mathematics behind Quantum Monte Carlo algorithms in Chapter Two. I then discuss the Monte Carlo Power Method, a stochastic way of computing the first several extremal eigenvalues of a matrix too memory-intensive to be stored and therefore diagonalized. As an illustration of the technique, I demonstrate how it can be used to determine the second eigenvalues of the transition matrices of several popular Monte Carlo algorithms. This information may be used to quantify how rapidly a Monte Carlo algorithm is converging to the equilibrium probability distribution it is sampling. I next present the Bose-Fermi Auxiliary-Field Quantum Monte Carlo algorithm. This algorithm generalizes the well-known Auxiliary-Field Quantum Monte Carlo algorithm for fermions to bosons and Bose-Fermi mixtures. Despite some shortcomings, the Bose-Fermi Auxiliary-Field Quantum Monte Carlo algorithm represents the first exact technique capable of studying Bose-Fermi mixtures of any size in any dimension. In Chapter Six, I describe a new Constant Stress Path Integral Monte Carlo algorithm for the study of quantum mechanical systems under high pressures. While

  17. Monte Carlo maximum likelihood estimation for discretely observed diffusion processes

    OpenAIRE

    Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth

    2009-01-01

    This paper introduces a Monte Carlo method for maximum likelihood inference in the context of discretely observed diffusion processes. The method gives unbiased and a.s.\\@ continuous estimators of the likelihood function for a family of diffusion models and its performance in numerical examples is computationally efficient. It uses a recently developed technique for the exact simulation of diffusions, and involves no discretization error. We show that, under regularity conditions, the Monte C...

  18. Pseudopotentials for quantum-Monte-Carlo-calculations; Pseudopotentiale fuer Quanten-Monte-Carlo-Rechnungen

    Energy Technology Data Exchange (ETDEWEB)

    Burkatzki, Mark Thomas

    2008-07-01

    The author presents scalar-relativistic energy-consistent Hartree-Fock pseudopotentials for the main-group and 3d-transition-metal elements. The pseudopotentials do not exhibit a singularity at the nucleus and are therefore suitable for quantum Monte Carlo (QMC) calculations. The author demonstrates their transferability through extensive benchmark calculations of atomic excitation spectra as well as molecular properties. In particular, the author computes the vibrational frequencies and binding energies of 26 first- and second-row diatomic molecules using post Hartree-Fock methods, finding excellent agreement with the corresponding all-electron values. The author shows that the presented pseudopotentials give superior accuracy than other existing pseudopotentials constructed specifically for QMC. The localization error and the efficiency in QMC are discussed. The author also presents QMC calculations for selected atomic and diatomic 3d-transitionmetal systems. Finally, valence basis sets of different sizes (VnZ with n=D,T,Q,5 for 1st and 2nd row; with n=D,T for 3rd to 5th row; with n=D,T,Q for the 3d transition metals) optimized for the pseudopotentials are presented. (orig.)

  19. 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.)

  20. Improved Monte Carlo model for multiple scattering calculations

    Institute of Scientific and Technical Information of China (English)

    Weiwei Cai; Lin Ma

    2012-01-01

    The coupling between the Monte Carlo (MC) method and geometrical optics to improve accuracy is investigated.The results obtained show improved agreement with previous experimental data,demonstrating that the MC method,when coupled with simple geometrical optics,can simulate multiple scattering with enhanced fidelity.

  1. Monte Carlo simulation of the seed germination process

    International Nuclear Information System (INIS)

    Paper presented a mathematical model of seed germination process based on the Monte Carlo method and theoretical premises resulted from the physiology of seed germination suggesting three consecutive stages: physical, biochemical and physiological. The model was experimentally verified by determination of germination characteristics for seeds of ground tomatoes, Promyk cultivar, within broad range of temperatures (from 15 to 30 deg C)

  2. Variational Monte Carlo Calculations of Energy per Particle Nuclear Matter

    OpenAIRE

    Manisa, K.

    2004-01-01

    In this paper, symmetrical nuclear matter has been investigated. Total, kinetic and potential energies per particle were obtained for nuclear matter by Variational Monte Carlo method. We have observed that the results are in good agreement with those obtained by various authors who used different potentials and techniques.

  3. Monte Carlo Simulation Optimizing Design of Grid Ionization Chamber

    Institute of Scientific and Technical Information of China (English)

    ZHENG; Yu-lai; WANG; Qiang; YANG; Lu

    2013-01-01

    The grid ionization chamber detector is often used for measuring charged particles.Based on Monte Carlo simulation method,the energy loss distribution and electron ion pairs of alpha particle with different energy have been calculated to determine suitable filling gas in the ionization chamber filled with

  4. Monte Carlo simulation of magnetic nanostructured thin films

    Institute of Scientific and Technical Information of China (English)

    Guan Zhi-Qiang; Yutaka Abe; Jiang Dong-Hua; Lin Hai; Yoshitake Yamazakia; Wu Chen-Xu

    2004-01-01

    @@ Using Monte Carlo simulation, we have compared the magnetic properties between nanostructured thin films and two-dimensional crystalline solids. The dependence of nanostructured properties on the interaction between particles that constitute the nanostructured thin films is also studied. The result shows that the parameters in the interaction potential have an important effect on the properties of nanostructured thin films at the transition temperatures.

  5. Quantum Monte Carlo simulation of topological phase transitions

    CERN Document Server

    Yamamoto, Arata

    2016-01-01

    We study the electron-electron interaction effects on topological phase transitions by the ab-initio quantum Monte Carlo simulation. We analyze two-dimensional class A topological insulators and three-dimensional Weyl semimetals with the long-range Coulomb interaction. The direct computation of the Chern number shows the electron-electron interaction modifies or extinguishes topological phase transitions.

  6. Simulating Strongly Correlated Electron Systems with Hybrid Monte Carlo

    Institute of Scientific and Technical Information of China (English)

    LIU Chuan

    2000-01-01

    Using the path integral representation, the Hubbard and the periodic Anderson model on D-dimensional cubic lattice are transformed into field theories of fermions in D + 1 dimensions. These theories at half-filling possess a positive definite real symmetry fermion matrix and can be simulated using the hybrid Monte Carlo method.

  7. Observations on variational and projector Monte Carlo methods

    Energy Technology Data Exchange (ETDEWEB)

    Umrigar, C. J., E-mail: CyrusUmrigar@cornell.edu [Laboratory of Atomic and Solid State Physics, Cornell University, Ithaca, New York 14853 (United States)

    2015-10-28

    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.

  8. JCOGIN. A parallel programming infrastructure for Monte Carlo particle transport

    International Nuclear Information System (INIS)

    The advantages of the Monte Carlo method for reactor analysis are well known, but the full-core reactor analysis challenges the computational time and computer memory. Meanwhile, the exponential growth of computer power in the last 10 years is now creating a great opportunity for large scale parallel computing on the Monte Carlo full-core reactor analysis. In this paper, a parallel programming infrastructure is introduced for Monte Carlo particle transport, named JCOGIN, which aims at accelerating the development of Monte Carlo codes for the large scale parallelism simulations of the full-core reactor. Now, JCOGIN implements the hybrid parallelism of the spatial decomposition and the traditional particle parallelism on MPI and OpenMP. Finally, JMCT code is developed on JCOGIN, which reaches the parallel efficiency of 70% on 20480 cores for fixed source problem. By the hybrid parallelism, the full-core pin-by-pin simulation of the Dayawan reactor was implemented, with the number of the cells up to 10 million and the tallies of the fluxes utilizing over 40GB of memory. (author)

  9. Criticality benchmarks validation of the Monte Carlo code TRIPOLI-2

    Energy Technology Data Exchange (ETDEWEB)

    Maubert, L. (Commissariat a l' Energie Atomique, Inst. de Protection et de Surete Nucleaire, Service d' Etudes de Criticite, 92 - Fontenay-aux-Roses (France)); Nouri, A. (Commissariat a l' Energie Atomique, Inst. de Protection et de Surete Nucleaire, Service d' Etudes de Criticite, 92 - Fontenay-aux-Roses (France)); Vergnaud, T. (Commissariat a l' Energie Atomique, Direction des Reacteurs Nucleaires, Service d' Etudes des Reacteurs et de Mathematique Appliquees, 91 - Gif-sur-Yvette (France))

    1993-04-01

    The three-dimensional energy pointwise Monte-Carlo code TRIPOLI-2 includes metallic spheres of uranium and plutonium, nitrate plutonium solutions, square and triangular pitch assemblies of uranium oxide. Results show good agreements between experiments and calculations, and avoid a part of the code and its ENDF-B4 library validation. (orig./DG)

  10. Testing Dependent Correlations with Nonoverlapping Variables: A Monte Carlo Simulation

    Science.gov (United States)

    Silver, N. Clayton; Hittner, James B.; May, Kim

    2004-01-01

    The authors conducted a Monte Carlo simulation of 4 test statistics or comparing dependent correlations with no variables in common. Empirical Type 1 error rates and power estimates were determined for K. Pearson and L. N. G. Filon's (1898) z, O. J. Dunn and V. A. Clark's (1969) z, J. H. Steiger's (1980) original modification of Dunn and Clark's…

  11. Monte Carlo Simulations of Impact Ionization Feedback in MOSFET Structures

    OpenAIRE

    Bude, Jeff D.

    1998-01-01

    Although impact ionization feedback is recognized as an important current multiplication mechanism, its importance as a carrier heating mechanism has been largely overlooked. This work emphasizes the inclusion of impact ionization feedback in Monte Carlo device simulations, and its implications for carrier heating in sub-micron CMOS and EEPROM technologies.

  12. Exact Dynamics via Poisson Process: a unifying Monte Carlo paradigm

    Science.gov (United States)

    Gubernatis, James

    2014-03-01

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

  13. Microbial contamination in poultry chillers estimated by Monte Carlo simulations

    Science.gov (United States)

    The risk of microbial contamination during poultry processing may be reduced by the operating characteristics of the chiller. The performance of air chillers and immersion chillers were compared in terms of pre-chill and post-chill contamination using Monte Carlo simulations. Three parameters were u...

  14. Research of Monte Carlo Simulation in Commercial Bank Risk Management

    Institute of Scientific and Technical Information of China (English)

    BeimingXiao

    2004-01-01

    Simulation method is an important-tool in financial risk management. It can simulate financial variable or economic wriable and deal with non-linear or non-nominal issue. This paper analyzes the usage of "Monte Carlo" approach in commercial bank risk management.

  15. Revisiting Residential Segregation by Income: A Monte Carlo Test

    OpenAIRE

    Junfu Zhang

    2003-01-01

    A long-standing hypothesis states that racial housing segregation in the U.S. results from the income inequalities between blacks and whites. This paper reexamines this hypothesis with a new methodology. We present a Monte Carlo study to show that segregation by income explains only a small proportion of the high level of segregation.

  16. Monte Carlo Greeks for financial products via approximative transition densities

    OpenAIRE

    Joerg Kampen; Anastasia Kolodko; John Schoenmakers

    2008-01-01

    In this paper we introduce efficient Monte Carlo estimators for the valuation of high-dimensional derivatives and their sensitivities (''Greeks''). These estimators are based on an analytical, usually approximative representation of the underlying density. We study approximative densities obtained by the WKB method. The results are applied in the context of a Libor market model.

  17. On the inner workings of Monte Carlo codes

    NARCIS (Netherlands)

    D. Dubbeldam; A. Torres Knoop; K.S. Walton

    2013-01-01

    We review state-of-the-art Monte Carlo (MC) techniques for computing fluid coexistence properties (Gibbs simulations) and adsorption simulations in nanoporous materials such as zeolites and metal-organic frameworks. Conventional MC is discussed and compared to advanced techniques such as reactive MC

  18. Monte Carlo: in the beginning and some great expectations

    International Nuclear Information System (INIS)

    The central theme will be on the historical setting and origins of the Monte Carlo Method. The scene was post-war Los Alamos Scientific Laboratory. There was an inevitability about the Monte Carlo Event: the ENIAC had recently enjoyed its meteoric rise (on a classified Los Alamos problem); Stan Ulam had returned to Los Alamos; John von Neumann was a frequent visitor. Techniques, algorithms, and applications developed rapidly at Los Alamos. Soon, the fascination of the Method reached wider horizons. The first paper was submitted for publication in the spring of 1949. In the summer of 1949, the first open conference was held at the University of California at Los Angeles. Of some interst perhaps is an account of Fermi's earlier, independent application in neutron moderation studies while at the University of Rome. The quantum leap expected with the advent of massively parallel processors will provide stimuli for very ambitious applications of the Monte Carlo Method in disciplines ranging from field theories to cosmology, including more realistic models in the neurosciences. A structure of multi-instruction sets for parallel processing is ideally suited for the Monte Carlo approach. One may even hope for a modest hardening of the soft sciences

  19. Recent improvements on Monte Carlo modelling at ATLAS

    CERN Document Server

    Soualah, Rachik; The ATLAS collaboration

    2015-01-01

    The most recent findings on the Monte Carlo simulation of proton-proton collisions at ATLAS are presented. In this, the most recent combined MPI and shower tunes performed using 7 TeV ATLAS data are reported, as well as improved modeling of electroweak processes, and processes containing top using recent MC generators and PDF sets.

  20. Monte-Carlo tree search for Poly-Y

    NARCIS (Netherlands)

    Wevers, Lesley; Brinke, te Steven

    2014-01-01

    Monte-Carlo tree search (MCTS) is a heuristic search algorithm that has recently been very successful in the games of Go and Hex. In this paper, we describe an MCTS player for the game of Poly-Y, which is a connection game similar to Hex. Our player won the CodeCup 2014 AI programming competition. O

  1. Radio emission from cosmic ray air showers : Monte Carlo simulations

    NARCIS (Netherlands)

    Huege, T.; Falcke, H.D.E.

    2005-01-01

    We present time-domain Monte Carlo simulations of radio emission from cosmic ray air showers in the scheme of coherent geosynchrotron radiation. Our model takes into account the important air shower characteristics such as the lateral and longitudinal particle distributions, the particle track lengt

  2. A Variational Monte Carlo Approach to Atomic Structure

    Science.gov (United States)

    Davis, Stephen L.

    2007-01-01

    The practicality and usefulness of variational Monte Carlo calculations to atomic structure are demonstrated. It is found to succeed in quantitatively illustrating electron shielding, effective nuclear charge, l-dependence of the orbital energies, and singlet-tripetenergy splitting and ionization energy trends in atomic structure theory.

  3. Auxiliary-field quantum Monte Carlo methods in nuclei

    CERN Document Server

    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.

  4. Monte Carlo Simulation on Glueball Search at BESⅢ

    Institute of Scientific and Technical Information of China (English)

    QIN Hu; SHEN Xiao-Yan

    2007-01-01

    The J/ψ radiative decays are suggested as promising modes for glueball search. A full Monte Carlo simulation of J/ψ→γηη and γηη', based on the design of BESⅢ detector, is performed to study the sensitivity of searching for a possible tensor glueball at BESⅢ.

  5. Harnessing graphical structure in Markov chain Monte Carlo learning

    Energy Technology Data Exchange (ETDEWEB)

    Stolorz, P.E. [California Inst. of Technology, Pasadena, CA (United States); Chew P.C. [Univ. of Pennsylvania, Philadelphia, PA (United States)

    1996-12-31

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

  6. 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)

  7. Monte Carlo: in the beginning and some great expectations

    Energy Technology Data Exchange (ETDEWEB)

    Metropolis, N.

    1985-01-01

    The central theme will be on the historical setting and origins of the Monte Carlo Method. The scene was post-war Los Alamos Scientific Laboratory. There was an inevitability about the Monte Carlo Event: the ENIAC had recently enjoyed its meteoric rise (on a classified Los Alamos problem); Stan Ulam had returned to Los Alamos; John von Neumann was a frequent visitor. Techniques, algorithms, and applications developed rapidly at Los Alamos. Soon, the fascination of the Method reached wider horizons. The first paper was submitted for publication in the spring of 1949. In the summer of 1949, the first open conference was held at the University of California at Los Angeles. Of some interst perhaps is an account of Fermi's earlier, independent application in neutron moderation studies while at the University of Rome. The quantum leap expected with the advent of massively parallel processors will provide stimuli for very ambitious applications of the Monte Carlo Method in disciplines ranging from field theories to cosmology, including more realistic models in the neurosciences. A structure of multi-instruction sets for parallel processing is ideally suited for the Monte Carlo approach. One may even hope for a modest hardening of the soft sciences.

  8. CMS Monte Carlo production operations in a distributed computing environment

    CERN Document Server

    Mohapatra, A; Khomich, A; Lazaridis, C; Hernández, J M; Caballero, J; Hof, C; Kalinin, S; Flossdorf, A; Abbrescia, M; De Filippis, N; Donvito, G; Maggi, G; My, S; Pompili, A; Sarkar, S; Maes, J; Van Mulders, P; Villella, I; De Weirdt, S; Hammad, G; Wakefield, S; Guan, W; Lajas, J A S; Elmer, P; Evans, D; Fanfani, A; Bacchi, W; Codispoti, G; Van Lingen, F; Kavka, C; Eulisse, G

    2008-01-01

    Monte Carlo production for the CMS experiment is carried out in a distributed computing environment; the goal of producing 30M simulated events per month in the first half of 2007 has been reached. A brief overview of the production operations and statistics is presented.

  9. Applications of the Monte Carlo radiation transport toolkit at LLNL

    Science.gov (United States)

    Sale, Kenneth E.; Bergstrom, Paul M., Jr.; Buck, Richard M.; Cullen, Dermot; Fujino, D.; Hartmann-Siantar, Christine

    1999-09-01

    Modern Monte Carlo radiation transport codes can be applied to model most applications of radiation, from optical to TeV photons, from thermal neutrons to heavy ions. Simulations can include any desired level of detail in three-dimensional geometries using the right level of detail in the reaction physics. The technology areas to which we have applied these codes include medical applications, defense, safety and security programs, nuclear safeguards and industrial and research system design and control. The main reason such applications are interesting is that by using these tools substantial savings of time and effort (i.e. money) can be realized. In addition it is possible to separate out and investigate computationally effects which can not be isolated and studied in experiments. In model calculations, just as in real life, one must take care in order to get the correct answer to the right question. Advancing computing technology allows extensions of Monte Carlo applications in two directions. First, as computers become more powerful more problems can be accurately modeled. Second, as computing power becomes cheaper Monte Carlo methods become accessible more widely. An overview of the set of Monte Carlo radiation transport tools in use a LLNL will be presented along with a few examples of applications and future directions.

  10. Taylor series development in the Monte Carlo code Tripoli-4

    Science.gov (United States)

    Mazzolo, Alain; Zoia, Andrea; Martin, Brunella

    2014-06-01

    Perturbation methods for one or several variables based on the Taylor series development up to the second order is presented for the collision estimator in the framework of the Monte Carlo code Tripoli-4. Comparisons with the correlated sampling method implemented in Tripoli-4 demonstrate the need of including the cross derivatives in the development.

  11. Grain-boundary melting: A Monte Carlo study

    DEFF Research Database (Denmark)

    Besold, Gerhard; Mouritsen, Ole G.

    1994-01-01

    Grain-boundary melting in a lattice-gas model of a bicrystal is studied by Monte Carlo simulation using the grand canonical ensemble. Well below the bulk melting temperature T(m), a disordered liquidlike layer gradually emerges at the grain boundary. Complete interfacial wetting can be observed...

  12. Monte Carlo simulation with the Gate software using grid computing

    International Nuclear Information System (INIS)

    Monte Carlo simulations are widely used in emission tomography, for protocol optimization, design of processing or data analysis methods, tomographic reconstruction, or tomograph design optimization. Monte Carlo simulations needing many replicates to obtain good statistical results can be easily executed in parallel using the 'Multiple Replications In Parallel' approach. However, several precautions have to be taken in the generation of the parallel streams of pseudo-random numbers. In this paper, we present the distribution of Monte Carlo simulations performed with the GATE software using local clusters and grid computing. We obtained very convincing results with this large medical application, thanks to the EGEE Grid (Enabling Grid for E-science), achieving in one week computations that could have taken more than 3 years of processing on a single computer. This work has been achieved thanks to a generic object-oriented toolbox called DistMe which we designed to automate this kind of parallelization for Monte Carlo simulations. This toolbox, written in Java is freely available on SourceForge and helped to ensure a rigorous distribution of pseudo-random number streams. It is based on the use of a documented XML format for random numbers generators statuses. (authors)

  13. Yet another Monte Carlo study of the Schwinger model

    International Nuclear Information System (INIS)

    Some methodological improvements are introduced in the quantum Monte Carlo simulation of the 1 + 1 dimensional quantum electrodynamics (the Schwinger model). Properties at finite temperatures are investigated, concentrating on the existence of the chirality transition and of the deconfinement transition. (author)

  14. Excitations in photoactive molecules from quantum Monte Carlo

    International Nuclear Information System (INIS)

    Despite significant advances in electronic structure methods for the treatment of excited states, attaining an accurate description of the photoinduced processes in photoactive biomolecules is proving very difficult. For the prototypical photosensitive molecules, formaldimine, formaldehyde, and a minimal protonated Schiff base model of the retinal chromophore, we investigate the performance of various approaches generally considered promising for the computation of excited potential energy surfaces. We show that quantum Monte Carlo can accurately estimate the excitation energies of the studied systems if one constructs carefully the trial wave function, including in most cases the reoptimization of its determinantal part within quantum Monte Carlo. While time-dependent density functional theory and quantum Monte Carlo are generally in reasonable agreement, they yield a qualitatively different description of the isomerization of the Schiff base model. Finally, we find that the restricted open shell Kohn-Sham method is at variance with quantum Monte Carlo in estimating the lowest-singlet excited state potential energy surface for low-symmetry molecular structures

  15. MOSFET GATE CURRENT MODELLING USING MONTE-CARLO METHOD

    OpenAIRE

    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.

  16. Direct Monte Carlo simulation of nanoscale mixed gas bearings

    Directory of Open Access Journals (Sweden)

    Kyaw Sett Myo

    2015-06-01

    Full Text Available The conception of sealed hard drives with helium gas mixture has been recently suggested over the current hard drives for achieving higher reliability and less position error. Therefore, it is important to understand the effects of different helium gas mixtures on the slider bearing characteristics in the head–disk interface. In this article, the helium/air and helium/argon gas mixtures are applied as the working fluids and their effects on the bearing characteristics are studied using the direct simulation Monte Carlo method. Based on direct simulation Monte Carlo simulations, the physical properties of these gas mixtures such as mean free path and dynamic viscosity are achieved and compared with those obtained from theoretical models. It is observed that both results are comparable. Using these gas mixture properties, the bearing pressure distributions are calculated under different fractions of helium with conventional molecular gas lubrication models. The outcomes reveal that the molecular gas lubrication results could have relatively good agreement with those of direct simulation Monte Carlo simulations, especially for pure air, helium, or argon gas cases. For gas mixtures, the bearing pressures predicted by molecular gas lubrication model are slightly larger than those from direct simulation Monte Carlo simulation.

  17. Monte Carlo shipping cask calculations using an automated biasing procedure

    International Nuclear Information System (INIS)

    This paper describes an automated biasing procedure for Monte Carlo shipping cask calculations within the SCALE system - a modular code system for Standardized Computer Analysis for Licensing Evaluation. The SCALE system was conceived and funded by the US Nuclear Regulatory Commission to satisfy a strong need for performing standardized criticality, shielding, and heat transfer analyses of nuclear systems

  18. A separable shadow Hamiltonian hybrid Monte Carlo method

    Science.gov (United States)

    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).

  19. Development of ray tracing visualization program by Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Higuchi, Kenji; Otani, Takayuki [Japan Atomic Energy Research Inst., Tokyo (Japan); Hasegawa, Yukihiro

    1997-09-01

    Ray tracing algorithm is a powerful method to synthesize three dimensional computer graphics. In conventional ray tracing algorithms, a view point is used as a starting point of ray tracing, from which the rays are tracked up to the light sources through center points of pixels on the view screen to calculate the intensities of the pixels. This manner, however, makes it difficult to define the configuration of light source as well as to strictly simulate the reflections of the rays. To resolve these problems, we have developed a new ray tracing means which traces rays from a light source, not from a view point, with use of Monte Carlo method which is widely applied in nuclear fields. Moreover, we adopt the variance reduction techniques to the program with use of the specialized machine (Monte-4) for particle transport Monte Carlo so that the computational time could be successfully reduced. (author)

  20. Fast Monte Carlo for radiation therapy: the PEREGRINE Project

    Energy Technology Data Exchange (ETDEWEB)

    Hartmann Siantar, C.L.; Bergstrom, P.M.; Chandler, W.P.; Cox, L.J.; Daly, T.P.; Garrett, D.; House, R.K.; Moses, E.I.; Powell, C.L.; Patterson, R.W.; Schach von Wittenau, A.E.

    1997-11-11

    The purpose of the PEREGRINE program is to bring high-speed, high- accuracy, high-resolution Monte Carlo dose calculations to the desktop in the radiation therapy clinic. PEREGRINE is a three- dimensional Monte Carlo dose calculation system designed specifically for radiation therapy planning. It provides dose distributions from external beams of photons, electrons, neutrons, and protons as well as from brachytherapy sources. Each external radiation source particle passes through collimator jaws and beam modifiers such as blocks, compensators, and wedges that are used to customize the treatment to maximize the dose to the tumor. Absorbed dose is tallied in the patient or phantom as Monte Carlo simulation particles are followed through a Cartesian transport mesh that has been manually specified or determined from a CT scan of the patient. This paper describes PEREGRINE capabilities, results of benchmark comparisons, calculation times and performance, and the significance of Monte Carlo calculations for photon teletherapy. PEREGRINE results show excellent agreement with a comprehensive set of measurements for a wide variety of clinical photon beam geometries, on both homogeneous and heterogeneous test samples or phantoms. PEREGRINE is capable of calculating >350 million histories per hour for a standard clinical treatment plan. This results in a dose distribution with voxel standard deviations of <2% of the maximum dose on 4 million voxels with 1 mm resolution in the CT-slice plane in under 20 minutes. Calculation times include tracking particles through all patient specific beam delivery components as well as the patient. Most importantly, comparison of Monte Carlo dose calculations with currently-used algorithms reveal significantly different dose distributions for a wide variety of treatment sites, due to the complex 3-D effects of missing tissue, tissue heterogeneities, and accurate modeling of the radiation source.

  1. Multiple-time-stepping generalized hybrid Monte Carlo methods

    Energy Technology Data Exchange (ETDEWEB)

    Escribano, Bruno, E-mail: bescribano@bcamath.org [BCAM—Basque Center for Applied Mathematics, E-48009 Bilbao (Spain); Akhmatskaya, Elena [BCAM—Basque Center for Applied Mathematics, E-48009 Bilbao (Spain); IKERBASQUE, Basque Foundation for Science, E-48013 Bilbao (Spain); Reich, Sebastian [Universität Potsdam, Institut für Mathematik, D-14469 Potsdam (Germany); Azpiroz, Jon M. [Kimika Fakultatea, Euskal Herriko Unibertsitatea (UPV/EHU) and Donostia International Physics Center (DIPC), P.K. 1072, Donostia (Spain)

    2015-01-01

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

  2. Mont Carlo Simulation Program from the World Petroleum Assessment 2000, DDS-60 (emcee.xls)

    Data.gov (United States)

    U.S. Geological Survey, Department of the Interior — Monte Carlo programs described in chapter MC, Monte Carlo Simulation Method. Emc2.xls was the program used to calculate the estimates of undiscovered resources for...

  3. Monte Carlo Simulation Program from the World Petroleum Assessment 2000, DDS-60 (Emc2.xls).

    Data.gov (United States)

    U.S. Geological Survey, Department of the Interior — Monte Carlo programs described in chapter MC, Monte Carlo Simulation Method. Emc2.xls was the program used to calculate the estimates of undiscovered resources for...

  4. TRIPOLI-4: Monte Carlo transport code functionalities and applications; TRIPOLI-4: code de transport Monte Carlo fonctionnalites et applications

    Energy Technology Data Exchange (ETDEWEB)

    Both, J.P.; Lee, Y.K.; Mazzolo, A.; Peneliau, Y.; Petit, O.; Roesslinger, B. [CEA Saclay, Dir. de l' Energie Nucleaire (DEN), Service d' Etudes de Reacteurs et de Modelisation Avancee, 91 - Gif sur Yvette (France)

    2003-07-01

    Tripoli-4 is a three dimensional calculations code using the Monte Carlo method to simulate the transport of neutrons, photons, electrons and positrons. This code is used in four application fields: the protection studies, the criticality studies, the core studies and the instrumentation studies. Geometry, cross sections, description of sources, principle. (N.C.)

  5. Uniform distribution and quasi-Monte Carlo methods discrepancy, integration and applications

    CERN Document Server

    Kritzer, Peter; Pillichshammer, Friedrich; Winterhof, Arne

    2014-01-01

    The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology.

  6. The impact of Monte Carlo simulation: a scientometric analysis of scholarly literature

    CERN Document Server

    Pia, Maria Grazia; Bell, Zane W; Dressendorfer, Paul V

    2010-01-01

    A scientometric analysis of Monte Carlo simulation and Monte Carlo codes has been performed over a set of representative scholarly journals related to radiation physics. The results of this study are reported and discussed. They document and quantitatively appraise the role of Monte Carlo methods and codes in scientific research and engineering applications.

  7. Path integral Monte Carlo and the electron gas

    Science.gov (United States)

    Brown, Ethan W.

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

  8. Monte Carlo simulations of plutonium gamma-ray spectra

    International Nuclear Information System (INIS)

    Monte Carlo calculations were investigated as a means of simulating the gamma-ray spectra of Pu. These simulated spectra will be used to develop and evaluate gamma-ray analysis techniques for various nondestructive measurements. Simulated spectra of calculational standards can be used for code intercomparisons, to understand systematic biases and to estimate minimum detection levels of existing and proposed nondestructive analysis instruments. The capability to simulate gamma-ray spectra from HPGe detectors could significantly reduce the costs of preparing large numbers of real reference materials. MCNP was used for the Monte Carlo transport of the photons. Results from the MCNP calculations were folded in with a detector response function for a realistic spectrum. Plutonium spectrum peaks were produced with Lorentzian shapes, for the x-rays, and Gaussian distributions. The MGA code determined the Pu isotopes and specific power of this calculated spectrum and compared it to a similar analysis on a measured spectrum

  9. Accelerate Monte Carlo Simulations with Restricted Boltzmann Machines

    CERN Document Server

    Huang, Li

    2016-01-01

    Despite their exceptional flexibility and popularity, the Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and techniques from the machine learning community. We fit the unnormalized probability of the physical model to a feedforward neural network and reinterpret the architecture as a restricted Boltzmann machine. Then, exploiting its feature detection ability, we utilize the restricted Boltzmann machine for efficient Monte Carlo updates and to speed up the simulation of the original physical system. We implement these ideas for the Falicov-Kimball model and demonstrate improved acceptance ratio and autocorrelation time near the phase transition point.

  10. Estimation of beryllium ground state energy by Monte Carlo simulation

    Energy Technology Data Exchange (ETDEWEB)

    Kabir, K. M. Ariful [Department of Physical Sciences, School of Engineering and Computer Science, Independent University, Bangladesh (IUB) Dhaka (Bangladesh); Halder, Amal [Department of Mathematics, University of Dhaka Dhaka (Bangladesh)

    2015-05-15

    Quantum Monte Carlo method represent a powerful and broadly applicable computational tool for finding very accurate solution of the stationary Schrödinger equation for atoms, molecules, solids and a variety of model systems. Using variational Monte Carlo method we have calculated the ground state energy of the Beryllium atom. Our calculation are based on using a modified four parameters trial wave function which leads to good result comparing with the few parameters trial wave functions presented before. Based on random Numbers we can generate a large sample of electron locations to estimate the ground state energy of Beryllium. Our calculation gives good estimation for the ground state energy of the Beryllium atom comparing with the corresponding exact data.

  11. MOx benchmark calculations by deterministic and Monte Carlo codes

    International Nuclear Information System (INIS)

    Highlights: ► MOx based depletion calculation. ► Methodology to create continuous energy pseudo cross section for lump of minor fission products. ► Mass inventory comparison between deterministic and Monte Carlo codes. ► Higher deviation was found for several isotopes. - Abstract: A depletion calculation benchmark devoted to MOx fuel is an ongoing objective of the OECD/NEA WPRS following the study of depletion calculation concerning UOx fuels. The objective of the proposed benchmark is to compare existing depletion calculations obtained with various codes and data libraries applied to fuel and back-end cycle configurations. In the present work the deterministic code NEWT/ORIGEN-S of the SCALE6 codes package and the Monte Carlo based code MONTEBURNS2.0 were used to calculate the masses of inventory isotopes. The methodology to apply the MONTEBURNS2.0 to this benchmark is also presented. Then the results from both code were compared.

  12. Fixed-Node Diffusion Monte Carlo of Lithium Systems

    CERN Document Server

    Rasch, Kevin

    2015-01-01

    We study lithium systems over a range of number of atoms, e.g., atomic anion, dimer, metallic cluster, and body-centered cubic crystal by the diffusion Monte Carlo method. The calculations include both core and valence electrons in order to avoid any possible impact by pseudo potentials. The focus of the study is the fixed-node errors, and for that purpose we test several orbital sets in order to provide the most accurate nodal hyper surfaces. We compare our results to other high accuracy calculations wherever available and to experimental results so as to quantify the the fixed-node errors. The results for these Li systems show that fixed-node quantum Monte Carlo achieves remarkably high accuracy total energies and recovers 97-99 % of the correlation energy.

  13. 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

  14. A Monte Carlo code for ion beam therapy

    CERN Multimedia

    Anaïs Schaeffer

    2012-01-01

    Initially developed for applications in detector and accelerator physics, the modern Fluka Monte Carlo code is now used in many different areas of nuclear science. Over the last 25 years, the code has evolved to include new features, such as ion beam simulations. Given the growing use of these beams in cancer treatment, Fluka simulations are being used to design treatment plans in several hadron-therapy centres in Europe.   Fluka calculates the dose distribution for a patient treated at CNAO with proton beams. The colour-bar displays the normalized dose values. Fluka is a Monte Carlo code that very accurately simulates electromagnetic and nuclear interactions in matter. In the 1990s, in collaboration with NASA, the code was developed to predict potential radiation hazards received by space crews during possible future trips to Mars. Over the years, it has become the standard tool to investigate beam-machine interactions, radiation damage and radioprotection issues in the CERN accelerator com...

  15. Quantum Monte Carlo study of the protonated water dimer

    CERN Document Server

    Dagrada, Mario; Saitta, Antonino M; Sorella, Sandro; Mauri, Francesco

    2013-01-01

    We report an extensive theoretical study of the protonated water dimer (Zundel ion) by means of the highly correlated variational Monte Carlo and lattice regularized Monte Carlo approaches. This system represents the simplest model for proton transfer (PT) and a correct description of its properties is essential in order to understand the PT mechanism in more complex acqueous systems. Our Jastrow correlated AGP wave function ensures an accurate treatment of electron correlations. Exploiting the advantages of contracting the primitive basis set over atomic hybrid orbitals, we are able to limit dramatically the number of variational parameters with a systematic control on the numerical precision, crucial in order to simulate larger systems. We investigate energetics and geometrical properties of the Zundel ion as a function of the oxygen-oxygen distance, taken as reaction coordinate. In both cases, our QMC results are found in excellent agreement with coupled cluster CCSD(T) technique, the quantum chemistry "go...

  16. Adaptive Monte Carlo on multivariate binary sampling spaces

    CERN Document Server

    Schäfer, Christian

    2010-01-01

    A Monte Carlo algorithm is said to be adaptive if it can adjust automatically its current proposal distribution, using past simulations. The choice of the parametric family that defines the set of proposal distributions is critical for a good performance. We treat the problem of constructing such parametric families for adaptive sampling on multivariate binary spaces. A practical motivation for this problem is variable selection in a linear regression context, where we need to either find the best model, with respect to some criterion, or to sample from a Bayesian posterior distribution on the model space. In terms of adaptive algorithms, we focus on the Cross-Entropy (CE) method for optimisation, and the Sequential Monte Carlo (SMC) methods for sampling. Raw versions of both SMC and CE algorithms are easily implemented using binary vectors with independent components. However, for high-dimensional model choice problems, these straightforward proposals do not yields satisfactory results. The key to advanced a...

  17. Monte Carlo Simulations of Neutron Oil well Logging Tools

    International Nuclear Information System (INIS)

    Monte Carlo simulations of simple neutron oil well logging tools into typical geological formations are presented.The simulated tools consist of both 14 MeV pulsed and continuous Am-Be neutron sources with time gated and continuous gamma ray detectors respectively.The geological formation consists of pure limestone with 15% absolute porosity in a wide range of oil saturation.The particle transport was performed with the Monte Carlo N-Particle Transport Code System, MCNP-4B.Several gamma ray spectra were obtained at the detector position that allow to perform composition analysis of the formation.In particular, the ratio C/O was analyzed as an indicator of oil saturation.Further calculations are proposed to simulate actual detector responses in order to contribute to understand the relation between the detector response with the formation composition

  18. Monte Carlo Simulations of Arterial Imaging with Optical Coherence Tomography

    Energy Technology Data Exchange (ETDEWEB)

    Amendt, P.; Estabrook, K.; Everett, M.; London, R.A.; Maitland, D.; Zimmerman, G.; Colston, B.; da Silva, L.; Sathyam, U.

    2000-02-01

    The laser-tissue interaction code LATIS [London et al., Appl. Optics 36, 9068 ( 1998)] is used to analyze photon scattering histories representative of optical coherence tomography (OCT) experiment performed at Lawrence Livermore National Laboratory. Monte Carlo photonics with Henyey-Greenstein anisotropic scattering is implemented and used to simulate signal discrimination of intravascular structure. An analytic model is developed and used to obtain a scaling law relation for optimization of the OCT signal and to validate Monte Carlo photonics. The appropriateness of the Henyey-Greenstein phase function is studied by direct comparison with more detailed Mie scattering theory using an ensemble of spherical dielectric scatterers. Modest differences are found between the two prescriptions for describing photon angular scattering in tissue. In particular, the Mie scattering phase functions provide less overall reflectance signal but more signal contrast compared to the Henyey-Greenstein formulation.

  19. Monte Carlo Study of Real Time Dynamics on the Lattice

    Science.gov (United States)

    Alexandru, Andrei; Başar, Gökçe; Bedaque, Paulo F.; Vartak, Sohan; Warrington, Neill C.

    2016-08-01

    Monte Carlo studies involving real time dynamics are severely restricted by the sign problem that emerges from a highly oscillatory phase of the path integral. In this Letter, we present a new method to compute real time quantities on the lattice using the Schwinger-Keldysh formalism via Monte Carlo simulations. The key idea is to deform the path integration domain to a complex manifold where the phase oscillations are mild and the sign problem is manageable. We use the previously introduced "contraction algorithm" to create a Markov chain on this alternative manifold. We substantiate our approach by analyzing the quantum mechanical anharmonic oscillator. Our results are in agreement with the exact ones obtained by diagonalization of the Hamiltonian. The method we introduce is generic and, in principle, applicable to quantum field theory albeit very slow. We discuss some possible improvements that should speed up the algorithm.

  20. Radiotherapy Monte Carlo simulation using cloud computing technology

    International Nuclear Information System (INIS)

    Cloud computing allows for vast computational resources to be leveraged quickly and easily in bursts as and when required. Here we describe a technique that allows for Monte Carlo radiotherapy dose calculations to be performed using GEANT4 and executed in the cloud, with relative simulation cost and completion time evaluated as a function of machine count. As expected, simulation completion time decreases as 1/n for n parallel machines, and relative simulation cost is found to be optimal where n is a factor of the total simulation time in hours. Using the technique, we demonstrate the potential usefulness of cloud computing as a solution for rapid Monte Carlo simulation for radiotherapy dose calculation without the need for dedicated local computer hardware as a proof of principal.

  1. Analytical band Monte Carlo analysis of electron transport in silicene

    Science.gov (United States)

    Yeoh, K. H.; Ong, D. S.; Ooi, C. H. Raymond; Yong, T. K.; Lim, S. K.

    2016-06-01

    An analytical band Monte Carlo (AMC) with linear energy band dispersion has been developed to study the electron transport in suspended silicene and silicene on aluminium oxide (Al2O3) substrate. We have calibrated our model against the full band Monte Carlo (FMC) results by matching the velocity-field curve. Using this model, we discover that the collective effects of charge impurity scattering and surface optical phonon scattering can degrade the electron mobility down to about 400 cm2 V‑1 s‑1 and thereafter it is less sensitive to the changes of charge impurity in the substrate and surface optical phonon. We also found that further reduction of mobility to ∼100 cm2 V‑1 s‑1 as experimentally demonstrated by Tao et al (2015 Nat. Nanotechnol. 10 227) can only be explained by the renormalization of Fermi velocity due to interaction with Al2O3 substrate.

  2. Nuclear pairing within a configuration-space Monte Carlo approach

    Science.gov (United States)

    Lingle, Mark; Volya, Alexander

    2015-06-01

    Pairing correlations in nuclei play a decisive role in determining nuclear drip lines, binding energies, and many collective properties. In this work a new configuration-space Monte Carlo (CSMC) method for treating nuclear pairing correlations is developed, implemented, and demonstrated. In CSMC the Hamiltonian matrix is stochastically generated in Krylov subspace, resulting in the Monte Carlo version of Lanczos-like diagonalization. The advantages of this approach over other techniques are discussed; the absence of the fermionic sign problem, probabilistic interpretation of quantum-mechanical amplitudes, and ability to handle truly large-scale problems with defined precision and error control are noteworthy merits of CSMC. The features of our CSMC approach are shown using models and realistic examples. Special attention is given to difficult limits: situations with nonconstant pairing strengths, cases with nearly degenerate excited states, limits when pairing correlations in finite systems are weak, and problems when the relevant configuration space is large.

  3. Subtle Monte Carlo Updates in Dense Molecular Systems

    DEFF Research Database (Denmark)

    Bottaro, Sandro; Boomsma, Wouter; Johansson, Kristoffer E.;

    2012-01-01

    as correlations in a multivariate Gaussian distribution. We demonstrate that our method reproduces structural variation in proteins with greater efficiency than current state-of-the-art Monte Carlo methods and has real-time simulation performance on par with molecular dynamics simulations. The presented results...... suggest our method as a valuable tool in the study of molecules in atomic detail, offering a potential alternative to molecular dynamics for probing long time-scale conformational transitions.......Although Markov chain Monte Carlo (MC) simulation is a potentially powerful approach for exploring conformational space, it has been unable to compete with molecular dynamics (MD) in the analysis of high density structural states, such as the native state of globular proteins. Here, we introduce...

  4. Advanced interacting sequential Monte Carlo sampling for inverse scattering

    Science.gov (United States)

    Giraud, F.; Minvielle, P.; Del Moral, P.

    2013-09-01

    The following electromagnetism (EM) inverse problem is addressed. It consists in estimating the local radioelectric properties of materials recovering an object from global EM scattering measurements, at various incidences and wave frequencies. This large scale ill-posed inverse problem is explored by an intensive exploitation of an efficient 2D Maxwell solver, distributed on high performance computing machines. Applied to a large training data set, a statistical analysis reduces the problem to a simpler probabilistic metamodel, from which Bayesian inference can be performed. Considering the radioelectric properties as a hidden dynamic stochastic process that evolves according to the frequency, it is shown how advanced Markov chain Monte Carlo methods—called sequential Monte Carlo or interacting particles—can take benefit of the structure and provide local EM property estimates.

  5. Efficient, Automated Monte Carlo Methods for Radiation Transport.

    Science.gov (United States)

    Kong, Rong; Ambrose, Martin; Spanier, Jerome

    2008-11-20

    Monte Carlo simulations provide an indispensible model for solving radiative transport problems, but their slow convergence inhibits their use as an everyday computational tool. In this paper, we present two new ideas for accelerating the convergence of Monte Carlo algorithms based upon an efficient algorithm that couples simulations of forward and adjoint transport equations. Forward random walks are first processed in stages, each using a fixed sample size, and information from stage k is used to alter the sampling and weighting procedure in stage k + 1. This produces rapid geometric convergence and accounts for dramatic gains in the efficiency of the forward computation. In case still greater accuracy is required in the forward solution, information from an adjoint simulation can be added to extend the geometric learning of the forward solution. The resulting new approach should find widespread use when fast, accurate simulations of the transport equation are needed. PMID:23226872

  6. Monte Carlo perturbation theory in neutron transport calculations

    International Nuclear Information System (INIS)

    The need to obtain sensitivities in complicated geometrical configurations has resulted in the development of Monte Carlo sensitivity estimation. A new method has been developed to calculate energy-dependent sensitivities of any number of responses in a single Monte Carlo calculation with a very small time penalty. This estimation typically increases the tracking time per source particle by about 30%. The method of estimation is explained. Sensitivities obtained are compared with those calculated by discrete ordinates methods. Further theoretical developments, such as second-order perturbation theory and application to k/sub eff/ calculations, are discussed. The application of the method to uncertainty analysis and to the analysis of benchmark experiments is illustrated. 5 figures

  7. Monte Carlo simulation of positronium thermalization in gases

    Directory of Open Access Journals (Sweden)

    Marjanović Srđan D.

    2010-01-01

    Full Text Available In this paper we present the results of Monte Carlo simulations of positronium (Ps swarm thermalization in helium (He and water vapour. We have investigated the temporal evolution of energy and spatial parameters of the swarm and their sensitivity to the shape of the cross-section and the initial energy distribution. Positron anihilation spectroscopy (PAS and positron emission tomography (PET are techniques that depend on anihilation of positronium in materials and tissue. The results obtained point that the Monte Carlo technique shows good agreement with experimental results and is capable of accurately describing the behaviour of Ps particles including the energy, particle lifetime and the moment and location of the anihilation.

  8. A Monte Carlo Model of Light Propagation in Nontransparent Tissue

    Institute of Scientific and Technical Information of China (English)

    姚建铨; 朱水泉; 胡海峰; 王瑞康

    2004-01-01

    To sharpen the imaging of structures, it is vital to develop a convenient and efficient quantitative algorithm of the optical coherence tomography (OCT) sampling. In this paper a new Monte Carlo model is set up and how light propagates in bio-tissue is analyzed in virtue of mathematics and physics equations. The relations,in which light intensity of Class 1 and Class 2 light with different wavelengths changes with their permeation depth,and in which Class 1 light intensity (signal light intensity) changes with the probing depth, and in which angularly resolved diffuse reflectance and diffuse transmittance change with the exiting angle, are studied. The results show that Monte Carlo simulation results are consistent with the theory data.

  9. Beyond the Born-Oppenheimer approximation with quantum Monte Carlo

    CERN Document Server

    Tubman, Norm M; Hammes-Schiffer, Sharon; Ceperley, David M

    2014-01-01

    In this work we develop tools that enable the study of non-adiabatic effects with variational and diffusion Monte Carlo methods. We introduce a highly accurate wave function ansatz for electron-ion systems that can involve a combination of both fixed and quantum ions. We explicitly calculate the ground state energies of H$_{2}$, LiH, H$_{2}$O and FHF$^{-}$ using fixed-node quantum Monte Carlo with wave function nodes that explicitly depend on the ion positions. The obtained energies implicitly include the effects arising from quantum nuclei and electron-nucleus coupling. We compare our results to the best theoretical and experimental results available and find excellent agreement.

  10. Fast Monte Carlo-assisted simulation of cloudy Earth backgrounds

    Science.gov (United States)

    Adler-Golden, Steven; Richtsmeier, Steven C.; Berk, Alexander; Duff, James W.

    2012-11-01

    A calculation method has been developed for rapidly synthesizing radiometrically accurate ultraviolet through longwavelengthinfrared spectral imagery of the Earth for arbitrary locations and cloud fields. The method combines cloudfree surface reflectance imagery with cloud radiance images calculated from a first-principles 3-D radiation transport model. The MCScene Monte Carlo code [1-4] is used to build a cloud image library; a data fusion method is incorporated to speed convergence. The surface and cloud images are combined with an upper atmospheric description with the aid of solar and thermal radiation transport equations that account for atmospheric inhomogeneity. The method enables a wide variety of sensor and sun locations, cloud fields, and surfaces to be combined on-the-fly, and provides hyperspectral wavelength resolution with minimal computational effort. The simulations agree very well with much more time-consuming direct Monte Carlo calculations of the same scene.

  11. Monte Carlo simulation of tomography techniques using the platform Gate

    International Nuclear Information System (INIS)

    Simulations play a key role in functional imaging, with applications ranging from scanner design, scatter correction, protocol optimisation. GATE (Geant4 for Application Tomography Emission) is a platform for Monte Carlo Simulation. It is based on Geant4 to generate and track particles, to model geometry and physics process. Explicit modelling of time includes detector motion, time of flight, tracer kinetics. Interfaces to voxellised models and image reconstruction packages improve the integration of GATE in the global modelling cycle. In this work Monte Carlo simulations are used to understand and optimise the gamma camera's performances. We study the effect of the distance between source and collimator, the diameter of the holes and the thick of the collimator on the spatial resolution, energy resolution and efficiency of the gamma camera. We also study the reduction of simulation's time and implement a model of left ventricle in GATE. (Author). 7 refs

  12. Bayesian Monte Carlo method for nuclear data evaluation

    Science.gov (United States)

    Koning, A. J.

    2015-12-01

    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.

  13. Application of Monte Carlo Simulations to Improve Basketball Shooting Strategy

    CERN Document Server

    Min, Byeong June

    2016-01-01

    The underlying physics of basketball shooting seems to be a straightforward example of the Newtonian mechanics that can easily be traced by numerical methods. However, a human basketball player does not make use of all the possible basketball trajectories. Instead, a basketball player will build up a database of successful shots and select the trajectory that has the greatest tolerance to small variations of the real world. We simulate the basketball player's shooting training as a Monte Carlo sequence to build optimal shooting strategies, such as the launch speed and angle of the basketball, and whether to take a direct shot or a bank shot, as a function of the player's court positions and height. The phase space volume that belongs to the successful launch velocities generated by Monte Carlo simulations are then used as the criterion to optimize a shooting strategy that incorporates not only mechanical, but human factors as well.

  14. A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification

    Science.gov (United States)

    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.

  15. Monte Carlo Simulations of Neutron Oil well Logging Tools

    CERN Document Server

    Azcurra, M

    2002-01-01

    Monte Carlo simulations of simple neutron oil well logging tools into typical geological formations are presented.The simulated tools consist of both 14 MeV pulsed and continuous Am-Be neutron sources with time gated and continuous gamma ray detectors respectively.The geological formation consists of pure limestone with 15% absolute porosity in a wide range of oil saturation.The particle transport was performed with the Monte Carlo N-Particle Transport Code System, MCNP-4B.Several gamma ray spectra were obtained at the detector position that allow to perform composition analysis of the formation.In particular, the ratio C/O was analyzed as an indicator of oil saturation.Further calculations are proposed to simulate actual detector responses in order to contribute to understand the relation between the detector response with the formation composition

  16. Monte Carlo Euler approximations of HJM term structure financial models

    KAUST Repository

    Björk, Tomas

    2012-11-22

    We present Monte Carlo-Euler methods for a weak approximation problem related to the Heath-Jarrow-Morton (HJM) term structure model, based on Itô stochastic differential equations in infinite dimensional spaces, and prove strong and weak error convergence estimates. The weak error estimates are based on stochastic flows and discrete dual backward problems, and they can be used to identify different error contributions arising from time and maturity discretization as well as the classical statistical error due to finite sampling. Explicit formulas for efficient computation of sharp error approximation are included. Due to the structure of the HJM models considered here, the computational effort devoted to the error estimates is low compared to the work to compute Monte Carlo solutions to the HJM model. Numerical examples with known exact solution are included in order to show the behavior of the estimates. © 2012 Springer Science+Business Media Dordrecht.

  17. Visibility assessment : Monte Carlo characterization of temporal variability.

    Energy Technology Data Exchange (ETDEWEB)

    Laulainen, N.; Shannon, J.; Trexler, E. C., Jr.

    1997-12-12

    Current techniques for assessing the benefits of certain anthropogenic emission reductions are largely influenced by limitations in emissions data and atmospheric modeling capability and by the highly variant nature of meteorology. These data and modeling limitations are likely to continue for the foreseeable future, during which time important strategic decisions need to be made. Statistical atmospheric quality data and apportionment techniques are used in Monte-Carlo models to offset serious shortfalls in emissions, entrainment, topography, statistical meteorology data and atmospheric modeling. This paper describes the evolution of Department of Energy (DOE) Monte-Carlo based assessment models and the development of statistical inputs. A companion paper describes techniques which are used to develop the apportionment factors used in the assessment models.

  18. Radio emission from cosmic ray air showers: Monte Carlo simulations

    CERN Document Server

    Huege, T; Huege, Tim; Falcke, Heino

    2004-01-01

    We present time-domain Monte Carlo simulations of radio emission from cosmic ray air showers in the scheme of coherent geosynchrotron radiation. Our model takes into account the important air shower characteristics such as the lateral and longitudinal particle distributions, the particle track length and energy distributions, a realistic magnetic field geometry and the shower evolution as a whole. The Monte Carlo approach allows us to retain the full polarisation information and to carry out the calculations without the need for any far-field approximations. We demonstrate the strategies developed to tackle the computational effort associated with the simulation of a huge number of particles for a great number of observer bins and illustrate the robustness and accuracy of these techniques. We predict the emission pattern, the radial and the spectral dependence of the radiation from a prototypical 10^17 eV vertical air shower and find good agreement with our analytical results (Huege & Falcke 2003) and the...

  19. Monte Carlo simulation of quantum Zeno effect in the brain

    CERN Document Server

    Georgiev, Danko

    2014-01-01

    Environmental decoherence appears to be the biggest obstacle for successful construction of quantum mind theories. Nevertheless, the quantum physicist Henry Stapp promoted the view that the mind could utilize quantum Zeno effect to influence brain dynamics and that the efficacy of such mental efforts would not be undermined by environmental decoherence of the brain. To address the physical plausibility of Stapp's claim, we modeled the brain using quantum tunneling of an electron in a multiple-well structure such as the voltage sensor in neuronal ion channels and performed Monte Carlo simulations of quantum Zeno effect exerted by the mind upon the brain in the presence or absence of environmental decoherence. The simulations unambiguously showed that the quantum Zeno effect breaks down for timescales greater than the brain decoherence time. To generalize the Monte Carlo simulation results for any n-level quantum system, we further analyzed the change of brain entropy due to the mind probing actions and proved ...

  20. Applying polynomial filtering to mass preconditioned Hybrid Monte Carlo

    CERN Document Server

    Haar, Taylor; Zanotti, James; Nakamura, Yoshifumi

    2016-01-01

    The use of mass preconditioning or Hasenbusch filtering in modern Hybrid Monte Carlo simulations is common. At light quark masses, multiple filters (three or more) are typically used to reduce the cost of generating dynamical gauge fields; however, the task of tuning a large number of Hasenbusch mass terms is non-trivial. The use of short polynomial approximations to the inverse has been shown to provide an effective UV filter for HMC simulations. In this work we investigate the application of polynomial filtering to the mass preconditioned Hybrid Monte Carlo algorithm as a means of introducing many time scales into the molecular dynamics integration with a simplified parameter tuning process. A generalized multi-scale integration scheme that permits arbitrary step- sizes and can be applied to Omelyan-style integrators is also introduced. We find that polynomial-filtered mass-preconditioning (PF-MP) performs as well as or better than standard mass preconditioning, with significantly less fine tuning required.

  1. Monte Carlo simulations of the Galileo energetic particle detector

    International Nuclear Information System (INIS)

    Monte Carlo radiation transport studies have been performed for the Galileo spacecraft energetic particle detector (EPD) in order to study its response to energetic electrons and protons. Three-dimensional Monte Carlo radiation transport codes, MCNP version 4B (for electrons) and MCNPX version 2.2.3 (for protons), were used throughout the study. The results are presented in the form of 'geometric factors' for the high-energy channels studied in this paper: B1, DC2, and DC3 for electrons and B0, DC0, and DC1 for protons. The geometric factor is the energy-dependent detector response function that relates the incident particle fluxes to instrument count rates. The trend of actual data measured by the EPD was successfully reproduced using the geometric factors obtained in this study

  2. Kinetic Monte Carlo Studies of Hydrogen Abstraction from Graphite

    CERN Document Server

    Cuppen, H M

    2008-01-01

    We present Monte Carlo simulations on Eley-Rideal abstraction reactions of atomic hydrogen chemisorbed on graphite. The results are obtained via a hybrid approach where energy barriers derived from density functional theory calculations are used as input to Monte Carlo simulations. By comparing with experimental data, we discriminate between contributions from different Eley-Rideal mechanisms. A combination of two different mechanisms yields good quantitative and qualitative agreement between the experimentally derived and the simulated Eley-Rideal abstraction cross sections and surface configurations. These two mechanisms include a direct Eley-Rideal reaction with fast diffusing H atoms and a dimer mediated Eley-Rideal mechanism with increased cross section at low coverage. Such a dimer mediated Eley-Rideal mechanism has not previously been proposed and serves as an alternative explanation to the steering behavior often given as the cause of the coverage dependence observed in Eley-Rideal reaction cross sect...

  3. Monte Carlo uncertainty analyses for integral beryllium experiments

    CERN Document Server

    Fischer, U; Tsige-Tamirat, H

    2000-01-01

    The novel Monte Carlo technique for calculating point detector sensitivities has been applied to two representative beryllium transmission experiments with the objective to investigate the sensitivity of important responses such as the neutron multiplication and to assess the related uncertainties due to the underlying cross-section data uncertainties. As an important result, it has been revealed that the neutron multiplication power of beryllium can be predicted with good accuracy using state-of-the-art nuclear data evaluations. Severe discrepancies do exist for the spectral neutron flux distribution that would transmit into significant uncertainties of the calculated neutron spectra and of the nuclear blanket performance in blanket design calculations. With regard to this, it is suggested to re-analyse the secondary energy and angle distribution data of beryllium by means of Monte Carlo based sensitivity and uncertainty calculations. Related code development work is underway.

  4. MEVSIM: A Monte Carlo Event Generator for STAR

    OpenAIRE

    Ray, R. L.; Longacre, R. S.

    2000-01-01

    A fast, simple to use Monte Carlo based event generator is presented which is intended to facilitate simulation studies and the development of analysis software for the Solenoidal Tracker at RHIC (Relativistic Heavy Ion Collider) (STAR) experiment at the Brookhaven National Laboratory (BNL). This new event generator provides a fast, convenient means for producing large numbers of uncorrelated A+A collision events which can be used for a variety of applications in STAR, including quality assur...

  5. Library Design in Combinatorial Chemistry by Monte Carlo Methods

    OpenAIRE

    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.

  6. Monte Carlo dose calculation in dental amalgam phantom

    OpenAIRE

    Mohd Zahri Abdul Aziz; Yusoff, A. L.; N D Osman; R. Abdullah; Rabaie, N. A.; M S Salikin

    2015-01-01

    It has become a great challenge in the modern radiation treatment to ensure the accuracy of treatment delivery in electron beam therapy. Tissue inhomogeneity has become one of the factors for accurate dose calculation, and this requires complex algorithm calculation like Monte Carlo (MC). On the other hand, computed tomography (CT) images used in treatment planning system need to be trustful as they are the input in radiotherapy treatment. However, with the presence of metal amalgam in treatm...

  7. Analysis of neutron-reflectometry data by Monte Carlo technique

    CERN Document Server

    Singh, S

    2002-01-01

    Neutron-reflectometry data is collected in momentum space. The real-space information is extracted by fitting a model for the structure of a thin-film sample. We have attempted a Monte Carlo technique to extract the structure of the thin film. In this technique we change the structural parameters of the thin film by simulated annealing based on the Metropolis algorithm. (orig.)

  8. Assessing Excel VBA Suitability for Monte Carlo Simulation

    OpenAIRE

    Botchkarev, Alexei

    2015-01-01

    Monte Carlo (MC) simulation includes a wide range of stochastic techniques used to quantitatively evaluate the behavior of complex systems or processes. Microsoft Excel spreadsheets with Visual Basic for Applications (VBA) software is, arguably, the most commonly employed general purpose tool for MC simulation. Despite the popularity of the Excel in many industries and educational institutions, it has been repeatedly criticized for its flaws and often described as questionable, if not complet...

  9. The CCFM Monte Carlo generator CASCADE 2.2.0

    CERN Document Server

    Jung, H; Deak, M; Grebenyuk, A; Hautmann, F; Hentschinski, M; Knutsson, A; Kraemer, M; Kutak, K; Lipatov, A; Zotov, N

    2010-01-01

    CASCADE is a full hadron level Monte Carlo event generator for ep, \\gamma p and p\\bar{p} and pp processes, which uses the CCFM evolution equation for the initial state cascade in a backward evolution approach supplemented with off - shell matrix elements for the hard scattering. A detailed program description is given, with emphasis on parameters the user wants to change and variables which completely specify the generated events.

  10. Monte Carlo parameter studies and uncertainty analyses with MCNP5

    International Nuclear Information System (INIS)

    A software tool called mcnppstudy has been developed to automate the setup, execution, and collection of results from a series of MCNP5 Monte Carlo calculations. This tool provides a convenient means of performing parameter studies, total uncertainty analyses, parallel job execution on clusters, stochastic geometry modeling, and other types of calculations where a series of MCNP5 jobs must be performed with varying problem input specifications. (authors)

  11. Quantum Monte Carlo study of spin-polarized deuterium

    OpenAIRE

    Beslic, I.; Markic, L. Vranjes; Casulleras, J.; Boronat, J.

    2012-01-01

    The ground state properties of spin-polarized deuterium (D$\\downarrow$) at zero temperature are obtained by means of the diffusion Monte Carlo calculations within the fixed-node approximation. Three D$\\downarrow$ species have been investigated (D$\\downarrow_1$, D$\\downarrow_2$, D$\\downarrow_3$), corresponding respectively to one, two and three equally occupied nuclear spin states. Influence of the backflow correlations on the ground state energy of the systems is explored. The equilibrium den...

  12. Moving the LHCb Monte Carlo Production System to the GRID

    Institute of Scientific and Technical Information of China (English)

    E.vanHerwijnen; P.Mato; 等

    2001-01-01

    The fundamental elemets of the LHCb Monte Carlo production system are described,covering security,Job submission,execution,data handling and bookkeeping,An analysis is given of the main requirements for GRID facilities,together with some discussion as to how the GRID can enhance this system.A summary is given of the first experiences in moving the system to a GRID environment.The first planning for interfacing the LHCb OO framework to GRID services is outlined.

  13. Monetary Policy Neutrality: Sign Restrictions Go to Monte Carlo.

    OpenAIRE

    Efrem Castelnuovo

    2012-01-01

    A new-Keynesian DSGE model in which contractionary monetary policy shocks generate recessions is estimated with U.S. data. It is then used in a Monte Carlo exercise to generate artificial data with which VARs are estimated. VAR monetary policy shocks are identified via sign restrictions. Our VAR impulse responses replicate UhligÕs (2005, Journal of Monetary Economics) evidence on unexpected interest rate hikes having ambiguous effects on output. The mismatch between the true (DSGE-consistent)...

  14. A new method for commissioning Monte Carlo treatment planning systems

    Science.gov (United States)

    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.

  15. 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

  16. Remark on the theory of nonanalog Monte-Carlo games

    International Nuclear Information System (INIS)

    A general drawing up of nonanalog Monte-Carlo games is given and it is shown that the usual conditions concerning the nonanalog transition kernels and estimators are unnecessarily strict. It is proved that any nonanalog game giving the same expected score as a feasible analog game is also feasible in the sense that the expected total statistical weight of nonanalog particle's field, with probalility one tends to zero with increasing number of collisions. (orig.)

  17. Two Approaches to Accelerated Monte Carlo Simulation of Coulomb Collisions

    OpenAIRE

    Ricketson, Lee

    2014-01-01

    In plasma physics, the direct simulation of inter-particle Coulomb collisions is often necessary to capture the relevant physics, but presents a computational bottleneck because of the complexity of the process. In this thesis, we derive, test and discuss two methods for accelerating the simulation of collisions in plasmas in certain scenarios. The first is a hybrid fluid-Monte Carlo scheme that reduces the number of collisions that must be simulated. Coupling between the fluid and particl...

  18. Calculating Variable Annuity Liability 'Greeks' Using Monte Carlo Simulation

    OpenAIRE

    Cathcart, Mark J.; Steven Morrison; McNeil, Alexander J.

    2011-01-01

    Hedging methods to mitigate the exposure of variable annuity products to market risks require the calculation of market risk sensitivities (or "Greeks"). The complex, path-dependent nature of these products means these sensitivities typically must be estimated by Monte Carlo simulation. Standard market practice is to measure such sensitivities using a "bump and revalue" method. As well as requiring multiple valuations, such approaches can be unreliable for higher order Greeks, e.g., gamma. In...

  19. Vibrato Monte Carlo and the calculation of greeks

    OpenAIRE

    Keegan, Sinead

    2008-01-01

    In computational ¯nance Monte Carlo simulation can be used to calculate the correct prices of ¯nancial options, and to compute the values of the as- sociated Greeks (the derivatives of the option price with respect to certain input parameters). The main methods used for the calculation of Greeks are finite difference, likelihood ratio, and pathwise sensitivity. Each of these has its limitations and in particular the pathwise sensitivity approach may not be used for an option...

  20. 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.

  1. Development of a New Monte Carlo reactor physics code

    OpenAIRE

    Leppänen, Jaakko

    2007-01-01

    Monte Carlo neutron transport codes are widely used in various reactor physics applications, traditionally related to criticality safety analyses, radiation shielding problems, detector modelling and validation of deterministic transport codes. The main advantage of the method is the capability to model geometry and interaction physics without major approximations. The disadvantage is that the modelling of complicated systems is very computing-intensive, which restricts the applications to so...

  2. Monte Carlo calculations for r-process nucleosynthesis

    Energy Technology Data Exchange (ETDEWEB)

    Mumpower, Matthew Ryan [Los Alamos National Laboratory

    2015-11-12

    A Monte Carlo framework is developed for exploring the impact of nuclear model uncertainties on the formation of the heavy elements. Mass measurements tightly constrain the macroscopic sector of FRDM2012. For r-process nucleosynthesis, it is necessary to understand the microscopic physics of the nuclear model employed. A combined approach of measurements and a deeper understanding of the microphysics is thus warranted to elucidate the site of the r-process.

  3. Monte Carlo simulation of photon migration path in turbid media

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    A new method of Monte Carlo simulation is developed to simulate the photon migration path in a scattering medium after an ultrashort-pulse laser beam comes into the medium.The most probable trajectory of photons at an instant can be obtained with this method.How the photon migration paths are affected by the optical parameters of the scattering medium is analyzed.It is also concluded that the absorption coefficient has no effect on the most probable trajectory of photons.

  4. Implementing the Generalised Hybrid Monte-Carlo Algorithm

    CERN Document Server

    Sroczynski, Z; Pickles, S M

    1998-01-01

    UKQCD's dynamical fermion project uses the Generalised Hybrid Monte-Carlo (GHMC) algorithm to generate QCD gauge configurations for a non-perturbatively O(a) improved Wilson action with two degenerate sea-quark flavours. We describe our implementation of the algorithm on the Cray-T3E, concentrating on issues arising from code verification and performance optimisation, such as parameter tuning, reversibility, the effect of precision, the choice of matrix inverter and the behaviour of different molecular dynamics integration schemes.

  5. Monte Carlo methods and applications for the nuclear shell model

    OpenAIRE

    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.

  6. Monte Carlo physical dosimetry for small photon beams

    Energy Technology Data Exchange (ETDEWEB)

    Perucha, M.; Rincon, M.; Leal, A.; Carrasco, E. [Sevilla Univ. (Spain). Dept. Fisiologia Medica y Biofisica; Sanchez-Doblado, F. [Sevilla Univ. (Spain). Dept. Fisiologia Medica y Biofisica]|[Hospital Univ. Virgen Macarena, Sevilla (Spain). Servicio de Oncologia Radioterapica; Nunez, L. [Clinica Puerta de Hierro, Madrid (Spain). Servicio de Radiofisica; Arrans, R.; Sanchez-Calzado, J.A.; Errazquin, L. [Hospital Univ. Virgen Macarena, Sevilla (Spain). Servicio de Oncologia Radioterapica

    2001-07-01

    Small field dosimetry is complicated due to the lack of electronic equilibrium and to the high steep dose gradients. This works compares PDD curves, profiles and output factors measured with conventional detectors (film, diode, TLD and ionisation chamber) and calculated with Monte Carlo. The 6 MV nominal energy from a Philips SL-18 linac has been simulated by using the OMEGA code. MC calculation reveals itself as a convenient method to validate OF and profiles in special conditions, such as small fields. (orig.)

  7. Simulate the progress of PGNAA with Monte Carlo

    International Nuclear Information System (INIS)

    A kind of model to simulate bulk coal PGNAA process was set up, and some problems in PGNAA experiments was solved using the MOCA -Monte Carlo software. Analysis of the relationship between the thermal neutron field and the source distance, and the relationship curve with MOCA was obtained, and can be used to design measurement object bucket; simulated bulk coal PGNAA process, and analyzed activated γ spectrum. Through simulating PGNAA process, provide a theoretical basis for a bulk coal PGNAA experiments. (authors)

  8. Probabilistic fire simulator - Monte Carlo simulation tool for fire scenarios

    Energy Technology Data Exchange (ETDEWEB)

    Hostikka, S.; Keski-Rahkonen, O. [VTT Building and Transport, Espoo (Finland)

    2002-11-01

    Risk analysis tool is developed for computing of the distributions of fire model output variables. The tool, called Probabilistic Fire Simulator, combines Monte Carlo simulation and CFAST two-zone fire model. In this work, it is used to calculate failure probability of redundant cables and fire detector activation times in a cable tunnel fire. Sensitivity of the output variables to the input variables is calculated in terms of the rank order correlations. (orig.)

  9. CMS Monte Carlo production in the WLCG computing grid

    CERN Document Server

    Hernández, J M; Mohapatra, A; Filippis, N D; Weirdt, S D; Hof, C; Wakefield, S; Guan, W; Khomitch, A; Fanfani, A; Evans, D; Flossdorf, A; Maes, J; van Mulders, P; Villella, I; Pompili, A; My, S; Abbrescia, M; Maggi, G; Donvito, G; Caballero, J; Sanches, J A; Kavka, C; Van Lingen, F; Bacchi, W; Codispoti, G; Elmer, P; Eulisse, G; Lazaridis, C; Kalini, S; Sarkar, S; Hammad, G

    2008-01-01

    Monte Carlo production in CMS has received a major boost in performance and scale since the past CHEP06 conference. The production system has been re-engineered in order to incorporate the experience gained in running the previous system and to integrate production with the new CMS event data model, data management system and data processing framework. The system is interfaced to the two major computing Grids used by CMS, the LHC Computing Grid (LCG) and the Open Science Grid (OSG).

  10. Multipurpose Monte Carlo simulator for photon transport in turbid media

    OpenAIRE

    Guerra, Pedro; Aguirre, Juan; Ortuño, Juan E.; María J Ledesma-Carbayo; Vaquero, Juan José; Desco, Manuel; Santos, Andrés

    2009-01-01

    Monte Carlo methods provide a flexible and rigorous solution to the problem of light transport in turbid media, which enable approaching complex geometries for a closed analytical solution is not feasible. The simulator implements local rules of propagation in the form of probability density functions that depend on the local optical properties of the tissue. This work presents a flexible simulator that can be applied in multiple applications related to optical tomography. In particular...

  11. Monte Carlo simulation of hydrogen adsorption on Ni surfaces

    Institute of Scientific and Technical Information of China (English)

    WANG Rui; DENG Hui-qiu; YUAN Xiao-jian; HU Wang-yu

    2007-01-01

    In the present paper the adsorption kinetics of the hydrogen molecule on the(111)and(100)surfaces have been studied with the model proposed by Panczyk and the grand canonical Monte Carlo simulation method.The equilibrium adsorption isotherms are calculated at five different temperatures ranging from 314 K to 376 K and compared with the experimental equilibrium adsorption isotherms.The effects of temperature and pressure on coverage are also analyzed.

  12. Monte Carlo simulation of virtual Compton scattering below pion threshold

    International Nuclear Information System (INIS)

    This paper describes the Monte Carlo simulation developed specifically for the Virtual Compton Scattering (VCS) experiments below pion threshold that have been performed at MAMI and JLab. This simulation generates events according to the (Bethe-Heitler + Born) cross-section behaviour and takes into account all relevant resolution-deteriorating effects. It determines the 'effective' solid angle for the various experimental settings which are used for the precise determination of the photon electroproduction absolute cross-section

  13. 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

  14. Quantum Monte Carlo calculations of two neutrons in finite volume

    OpenAIRE

    Klos, P.; Lynn, J. E.; Tews, I.; Gandolfi, S.; Gezerlis, A.; Hammer, H. -W.; Hoferichter, M.; Schwenk, A.

    2016-01-01

    Ab initio calculations provide direct access to the properties of pure neutron systems that are challenging to study experimentally. In addition to their importance for fundamental physics, their properties are required as input for effective field theories of the strong interaction. In this work, we perform auxiliary-field diffusion Monte Carlo calculations of the ground and first excited state of two neutrons in a finite box, considering a simple contact potential as well as chiral effectiv...

  15. Energy Modulated Photon Radiotherapy: A Monte Carlo Feasibility Study

    OpenAIRE

    Ying Zhang; Yuanming Feng; Xin Ming; Jun Deng

    2016-01-01

    A novel treatment modality termed energy modulated photon radiotherapy (EMXRT) was investigated. The first step of EMXRT was to determine beam energy for each gantry angle/anatomy configuration from a pool of photon energy beams (2 to 10 MV) with a newly developed energy selector. An inverse planning system using gradient search algorithm was then employed to optimize photon beam intensity of various beam energies based on presimulated Monte Carlo pencil beam dose distributions in patient ana...

  16. Monte Carlo Simulation of Argon in Nano-Space

    Institute of Scientific and Technical Information of China (English)

    CHEN Min; YANG Chun; GUO Zeng-Yuan

    2000-01-01

    Monte Carlo simulations are performed to investigate the thermodynamic properties of argon confined in nano-scale cubes constructed of graphite walls. A remarkable depression of the system pressures is observed. The simulations reveal that the length-scale of the cube, the magnitude of the interaction between the fluid and the graphite wall and the density of the fluid exhibit reasonable effects on the thermodynamic property shifts of the luid.

  17. Monte Carlo physical dosimetry for small photon beams

    International Nuclear Information System (INIS)

    Small field dosimetry is complicated due to the lack of electronic equilibrium and to the high steep dose gradients. This works compares PDD curves, profiles and output factors measured with conventional detectors (film, diode, TLD and ionisation chamber) and calculated with Monte Carlo. The 6 MV nominal energy from a Philips SL-18 linac has been simulated by using the OMEGA code. MC calculation reveals itself as a convenient method to validate OF and profiles in special conditions, such as small fields. (orig.)

  18. FAST CONVERGENT MONTE CARLO RECEIVER FOR OFDM SYSTEMS

    Institute of Scientific and Technical Information of China (English)

    Wu Lili; Liao Guisheng; Bao Zheng; Shang Yong

    2005-01-01

    The paper investigates the problem of the design of an optimal Orthogonal Frequency Division Multiplexing (OFDM) receiver against unknown frequency selective fading. A fast convergent Monte Carlo receiver is proposed. In the proposed method, the Markov Chain Monte Carlo (MCMC) methods are employed for the blind Bayesian detection without channel estimation. Meanwhile, with the exploitation of the characteristics of OFDM systems, two methods are employed to improve the convergence rate and enhance the efficiency of MCMC algorithms.One is the integration of the posterior distribution function with respect to the associated channel parameters, which is involved in the derivation of the objective distribution function; the other is the intra-symbol differential coding for the elimination of the bimodality problem resulting from the presence of unknown fading channels. Moreover, no matrix inversion is needed with the use of the orthogonality property of OFDM modulation and hence the computational load is significantly reduced. Computer simulation results show the effectiveness of the fast convergent Monte Carlo receiver.

  19. Pattern Recognition for a Flight Dynamics Monte Carlo Simulation

    Science.gov (United States)

    Restrepo, Carolina; Hurtado, John E.

    2011-01-01

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

  20. Monte Carlo Simulation for Statistical Decay of Compound Nucleus

    Directory of Open Access Journals (Sweden)

    Chadwick M.B.

    2012-02-01

    Full Text Available We perform Monte Carlo simulations for neutron and γ-ray emissions from a compound nucleus based on the Hauser-Feshbach statistical theory. This Monte Carlo Hauser-Feshbach (MCHF method calculation, which gives us correlated information between emitted particles and γ-rays. It will be a powerful tool in many applications, as nuclear reactions can be probed in a more microscopic way. We have been developing the MCHF code, CGM, which solves the Hauser-Feshbach theory with the Monte Carlo method. The code includes all the standard models that used in a standard Hauser-Feshbach code, namely the particle transmission generator, the level density module, interface to the discrete level database, and so on. CGM can emit multiple neutrons, as long as the excitation energy of the compound nucleus is larger than the neutron separation energy. The γ-ray competition is always included at each compound decay stage, and the angular momentum and parity are conserved. Some calculations for a fission fragment 140Xe are shown as examples of the MCHF method, and the correlation between the neutron and γ-ray is discussed.

  1. 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.

  2. Monte Carlo Simulation as a Research Management Tool

    Energy Technology Data Exchange (ETDEWEB)

    Douglas, L. J.

    1986-06-01

    Monte Carlo simulation provides a research manager with a performance monitoring tool to supplement the standard schedule- and resource-based tools such as the Program Evaluation and Review Technique (PERT) and Critical Path Method (CPM). The value of the Monte Carlo simulation in a research environment is that it 1) provides a method for ranking competing processes, 2) couples technical improvements to the process economics, and 3) provides a mechanism to determine the value of research dollars. In this paper the Monte Carlo simulation approach is developed and applied to the evaluation of three competing processes for converting lignocellulosic biomass to ethanol. The technique is shown to be useful for ranking the processes and illustrating the importance of the timeframe of the analysis on the decision process. The results show that acid hydrolysis processes have higher potential for near-term application (2-5 years), while the enzymatic hydrolysis approach has an equal chance to be competitive in the long term (beyond 10 years).

  3. Variance Estimation In Domain Decomposed Monte Carlo Eigenvalue Calculations

    International Nuclear Information System (INIS)

    The number of tallies performed in a given Monte Carlo calculation is limited in most modern Monte Carlo codes by the amount of memory that can be allocated on a single processor. By using domain decomposition, the calculation is now limited by the total amount of memory available on all processors, allowing for significantly more tallies to be performed. However, decomposing the problem geometry introduces significant issues with the way tally statistics are conventionally calculated. In order to deal with the issue of calculating tally variances in domain decomposed environments for the Shift hybrid Monte Carlo code, this paper presents an alternative approach for reactor scenarios in which an assumption is made that once a particle leaves a domain, it does not reenter the domain. Particles that reenter the domain are instead treated as separate independent histories. This assumption introduces a bias that inevitably leads to under-prediction of the calculated variances for tallies within a few mean free paths of the domain boundaries. However, through the use of different decomposition strategies, primarily overlapping domains, the negative effects of such an assumption can be significantly reduced to within reasonable levels.

  4. Chemical accuracy from quantum Monte Carlo for the benzene dimer

    Energy Technology Data Exchange (ETDEWEB)

    Azadi, Sam, E-mail: s.azadi@ucl.ac.uk [Department of Earth Science and Thomas Young Centre, University College London, London WC1E 6BT (United Kingdom); Cohen, R. E. [London Centre for Nanotechnology, University College London, London WC1E 6BT, United Kingdom and Extreme Materials Initiative, Geophysical Laboratory, Carnegie Institution of Washington, Washington, D.C. 20015 (United States)

    2015-09-14

    We report an accurate study of interactions between benzene molecules using variational quantum Monte Carlo (VMC) and diffusion quantum Monte Carlo (DMC) methods. We compare these results with density functional theory using different van der Waals functionals. In our quantum Monte Carlo (QMC) calculations, we use accurate correlated trial wave functions including three-body Jastrow factors and backflow transformations. We consider two benzene molecules in the parallel displaced geometry, and find that by highly optimizing the wave function and introducing more dynamical correlation into the wave function, we compute the weak chemical binding energy between aromatic rings accurately. We find optimal VMC and DMC binding energies of −2.3(4) and −2.7(3) kcal/mol, respectively. The best estimate of the coupled-cluster theory through perturbative triplets/complete basis set limit is −2.65(2) kcal/mol [Miliordos et al., J. Phys. Chem. A 118, 7568 (2014)]. Our results indicate that QMC methods give chemical accuracy for weakly bound van der Waals molecular interactions, comparable to results from the best quantum chemistry methods.

  5. Monte Carlo simulation of transition radiation and δ electrons

    International Nuclear Information System (INIS)

    This paper employs Monte Carlo simulations of the performance of a transition radiation detector (TRD). The program has been written for the TRD in the ZEUS spectrometer, which separates electrons from hadrons in the momentum range between 1 GeV/c and 30 GeV/c. Both, total charge method and cluster counting method were simulated taking into account various experimental parameters. In particular, it was found that the cluster counting method relies on a quantitative understanding of the background originating from the production of δ-electrons by charged particles. The results of the Monte Carlo calculations are in agreement with experimental data obtained with prototypes within a systematic uncertainty of 20%. We applied our Monte Carlo program to studies in order to find an optimum layout for the TRD within available space in the ZEUS spectrometer. In this context, the performance of TRD layouts with different geometries and materials has been evaluated comprehensively. The geometry found by optimization promises an improvement on hadron suppression by a factor of about two for both methods compared with present results from test measurements. Applying algorithms for a detailed analysis of the energy and space distributions of the clusters in the TRD, hadrons in the momentum range from 1 to 30 GeV/c can be suppressed to a level of less than 2%. This method of cluster analysing improves the suppression of hadrons by a factor of about two compared to the total charge method. (orig.)

  6. Geometric Templates for Improved Tracking Performance in Monte Carlo Codes

    Science.gov (United States)

    Nease, Brian R.; Millman, David L.; Griesheimer, David P.; Gill, Daniel F.

    2014-06-01

    One of the most fundamental parts of a Monte Carlo code is its geometry kernel. This kernel not only affects particle tracking (i.e., run-time performance), but also shapes how users will input models and collect results for later analyses. A new framework based on geometric templates is proposed that optimizes performance (in terms of tracking speed and memory usage) and simplifies user input for large scale models. While some aspects of this approach currently exist in different Monte Carlo codes, the optimization aspect has not been investigated or applied. If Monte Carlo codes are to be realistically used for full core analysis and design, this type of optimization will be necessary. This paper describes the new approach and the implementation of two template types in MC21: a repeated ellipse template and a box template. Several different models are tested to highlight the performance gains that can be achieved using these templates. Though the exact gains are naturally problem dependent, results show that runtime and memory usage can be significantly reduced when using templates, even as problems reach realistic model sizes.

  7. A new lattice Monte Carlo method for simulating dielectric inhomogeneity

    Science.gov (United States)

    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.

  8. Monte Carlo studies for medical imaging detector optimization

    Science.gov (United States)

    Fois, G. R.; Cisbani, E.; Garibaldi, F.

    2016-02-01

    This work reports on the Monte Carlo optimization studies of detection systems for Molecular Breast Imaging with radionuclides and Bremsstrahlung Imaging in nuclear medicine. Molecular Breast Imaging requires competing performances of the detectors: high efficiency and high spatial resolutions; in this direction, it has been proposed an innovative device which combines images from two different, and somehow complementary, detectors at the opposite sides of the breast. The dual detector design allows for spot compression and improves significantly the performance of the overall system if all components are well tuned, layout and processing carefully optimized; in this direction the Monte Carlo simulation represents a valuable tools. In recent years, Bremsstrahlung Imaging potentiality in internal radiotherapy (with beta-radiopharmaceuticals) has been clearly emerged; Bremsstrahlung Imaging is currently performed with existing detector generally used for single photon radioisotopes. We are evaluating the possibility to adapt an existing compact gamma camera and optimize by Monte Carlo its performance for Bremsstrahlung imaging with photons emitted by the beta- from 90 Y.

  9. Monte Carlo modelling of positron transport in real world applications

    International Nuclear Information System (INIS)

    Due to the unstable nature of positrons and their short lifetime, it is difficult to obtain high positron particle densities. This is why the Monte Carlo simulation technique, as a swarm method, is very suitable for modelling most of the current positron applications involving gaseous and liquid media. The ongoing work on the measurements of cross-sections for positron interactions with atoms and molecules and swarm calculations for positrons in gasses led to the establishment of good cross-section sets for positron interaction with gasses commonly used in real-world applications. Using the standard Monte Carlo technique and codes that can follow both low- (down to thermal energy) and high- (up to keV) energy particles, we are able to model different systems directly applicable to existing experimental setups and techniques. This paper reviews the results on modelling Surko-type positron buffer gas traps, application of the rotating wall technique and simulation of positron tracks in water vapor as a substitute for human tissue, and pinpoints the challenges in and advantages of applying Monte Carlo simulations to these systems.

  10. Monte Carlo modelling of positron transport in real world applications

    Science.gov (United States)

    Marjanović, S.; Banković, A.; Šuvakov, M.; Petrović, Z. Lj

    2014-05-01

    Due to the unstable nature of positrons and their short lifetime, it is difficult to obtain high positron particle densities. This is why the Monte Carlo simulation technique, as a swarm method, is very suitable for modelling most of the current positron applications involving gaseous and liquid media. The ongoing work on the measurements of cross-sections for positron interactions with atoms and molecules and swarm calculations for positrons in gasses led to the establishment of good cross-section sets for positron interaction with gasses commonly used in real-world applications. Using the standard Monte Carlo technique and codes that can follow both low- (down to thermal energy) and high- (up to keV) energy particles, we are able to model different systems directly applicable to existing experimental setups and techniques. This paper reviews the results on modelling Surko-type positron buffer gas traps, application of the rotating wall technique and simulation of positron tracks in water vapor as a substitute for human tissue, and pinpoints the challenges in and advantages of applying Monte Carlo simulations to these systems.

  11. A semianalytic Monte Carlo code for modelling LIDAR measurements

    Science.gov (United States)

    Palazzi, Elisa; Kostadinov, Ivan; Petritoli, Andrea; Ravegnani, Fabrizio; Bortoli, Daniele; Masieri, Samuele; Premuda, Margherita; Giovanelli, Giorgio

    2007-10-01

    LIDAR (LIght Detection and Ranging) is an optical active remote sensing technology with many applications in atmospheric physics. Modelling of LIDAR measurements appears useful approach for evaluating the effects of various environmental variables and scenarios as well as of different measurement geometries and instrumental characteristics. In this regard a Monte Carlo simulation model can provide a reliable answer to these important requirements. A semianalytic Monte Carlo code for modelling LIDAR measurements has been developed at ISAC-CNR. The backscattered laser signal detected by the LIDAR system is calculated in the code taking into account the contributions due to the main atmospheric molecular constituents and aerosol particles through processes of single and multiple scattering. The contributions by molecular absorption, ground and clouds reflection are evaluated too. The code can perform simulations of both monostatic and bistatic LIDAR systems. To enhance the efficiency of the Monte Carlo simulation, analytical estimates and expected value calculations are performed. Artificial devices (such as forced collision, local forced collision, splitting and russian roulette) are moreover foreseen by the code, which can enable the user to drastically reduce the variance of the calculation.

  12. Monte Carlo Numerical Models for Nuclear Logging Applications

    Directory of Open Access Journals (Sweden)

    Fusheng Li

    2012-06-01

    Full Text Available Nuclear logging is one of most important logging services provided by many oil service companies. The main parameters of interest are formation porosity, bulk density, and natural radiation. Other services are also provided from using complex nuclear logging tools, such as formation lithology/mineralogy, etc. Some parameters can be measured by using neutron logging tools and some can only be measured by using a gamma ray tool. To understand the response of nuclear logging tools, the neutron transport/diffusion theory and photon diffusion theory are needed. Unfortunately, for most cases there are no analytical answers if complex tool geometry is involved. For many years, Monte Carlo numerical models have been used by nuclear scientists in the well logging industry to address these challenges. The models have been widely employed in the optimization of nuclear logging tool design, and the development of interpretation methods for nuclear logs. They have also been used to predict the response of nuclear logging systems for forward simulation problems. In this case, the system parameters including geometry, materials and nuclear sources, etc., are pre-defined and the transportation and interactions of nuclear particles (such as neutrons, photons and/or electrons in the regions of interest are simulated according to detailed nuclear physics theory and their nuclear cross-section data (probability of interacting. Then the deposited energies of particles entering the detectors are recorded and tallied and the tool responses to such a scenario are generated. A general-purpose code named Monte Carlo N– Particle (MCNP has been the industry-standard for some time. In this paper, we briefly introduce the fundamental principles of Monte Carlo numerical modeling and review the physics of MCNP. Some of the latest developments of Monte Carlo Models are also reviewed. A variety of examples are presented to illustrate the uses of Monte Carlo numerical models

  13. Hybrid Monte Carlo studies of high temperature superconductors

    International Nuclear Information System (INIS)

    In this thesis we have developed a Hybrid Monte Carlo simulation of the vortex state in layered high-temperature superconductors. A set of potentials that govern vortex behaviour are derived from the Lawrence-Doniach free-energy functional which incorporate (i) intra-layer coupling (ii) inter-layer Josephson and electromagnetic interactions. We develop an extensive set of system observables that enable detailed studies of the structural properties of the vortex state. Naive truncation of the long-range intra-layer potential is shown to cause incorrect physical behaviour. We present two methods to overcome the problem. The first smoothes the potential and the second performs an in-plane infinite lattice summation for the intra-layer interactions, which provides a minimum 20,000 speed-up over previous methods. We present results of the numerical B-T phase diagram in the pure and pinned system and obtain good agreement with available experimental and theoretical results. Significant hysteresis is observed in the melting properties of the system and we implement the Hybrid Monte Carlo (HMC) method for the first time in such a system to overcome this. The correlation time in the system and the rate of transitions between solid and liquid states are both shown to improve by a factor of 5 over the Monte Carlo (MC) method. We perform HMC simulations on a simple, well-studied model (Ryu, 1996b) and show that the HMC method accurately simulates the system. Finally we investigate the effects of a phenomenological pinning surface upon the melting properties of this system, and demonstrate that the effects of introducing disorder into the system are consistent with experimental and other numerical studies. (author)

  14. Properties of reactive oxygen species by quantum Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Zen, Andrea [Dipartimento di Fisica, La Sapienza - Università di Roma, Piazzale Aldo Moro 2, 00185 Rome (Italy); Trout, Bernhardt L. [Department of Chemical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Ave, Cambridge, Massachusetts 02139 (United States); Guidoni, Leonardo, E-mail: leonardo.guidoni@univaq.it [Dipartimento di Scienze Fisiche e Chimiche, Università degli studi de L' Aquila, Via Vetoio, 67100 Coppito, L' Aquila (Italy)

    2014-07-07

    The electronic properties of the oxygen molecule, in its singlet and triplet states, and of many small oxygen-containing radicals and anions have important roles in different fields of chemistry, biology, and atmospheric science. Nevertheless, the electronic structure of such species is a challenge for ab initio computational approaches because of the difficulties to correctly describe the statical and dynamical correlation effects in presence of one or more unpaired electrons. Only the highest-level quantum chemical approaches can yield reliable characterizations of their molecular properties, such as binding energies, equilibrium structures, molecular vibrations, charge distribution, and polarizabilities. In this work we use the variational Monte Carlo (VMC) and the lattice regularized Monte Carlo (LRDMC) methods to investigate the equilibrium geometries and molecular properties of oxygen and oxygen reactive species. Quantum Monte Carlo methods are used in combination with the Jastrow Antisymmetrized Geminal Power (JAGP) wave function ansatz, which has been recently shown to effectively describe the statical and dynamical correlation of different molecular systems. In particular, we have studied the oxygen molecule, the superoxide anion, the nitric oxide radical and anion, the hydroxyl and hydroperoxyl radicals and their corresponding anions, and the hydrotrioxyl radical. Overall, the methodology was able to correctly describe the geometrical and electronic properties of these systems, through compact but fully-optimised basis sets and with a computational cost which scales as N{sup 3} − N{sup 4}, where N is the number of electrons. This work is therefore opening the way to the accurate study of the energetics and of the reactivity of large and complex oxygen species by first principles.

  15. MCOR - Monte Carlo depletion code for reference LWR calculations

    Energy Technology Data Exchange (ETDEWEB)

    Puente Espel, Federico, E-mail: fup104@psu.edu [Department of Mechanical and Nuclear Engineering, Pennsylvania State University (United States); Tippayakul, Chanatip, E-mail: cut110@psu.edu [Department of Mechanical and Nuclear Engineering, Pennsylvania State University (United States); Ivanov, Kostadin, E-mail: kni1@psu.edu [Department of Mechanical and Nuclear Engineering, Pennsylvania State University (United States); Misu, Stefan, E-mail: Stefan.Misu@areva.com [AREVA, AREVA NP GmbH, Erlangen (Germany)

    2011-04-15

    Research highlights: > Introduction of a reference Monte Carlo based depletion code with extended capabilities. > Verification and validation results for MCOR. > Utilization of MCOR for benchmarking deterministic lattice physics (spectral) codes. - Abstract: The MCOR (MCnp-kORigen) code system is a Monte Carlo based depletion system for reference fuel assembly and core calculations. The MCOR code is designed as an interfacing code that provides depletion capability to the LANL Monte Carlo code by coupling two codes: MCNP5 with the AREVA NP depletion code, KORIGEN. The physical quality of both codes is unchanged. The MCOR code system has been maintained and continuously enhanced since it was initially developed and validated. The verification of the coupling was made by evaluating the MCOR code against similar sophisticated code systems like MONTEBURNS, OCTOPUS and TRIPOLI-PEPIN. After its validation, the MCOR code has been further improved with important features. The MCOR code presents several valuable capabilities such as: (a) a predictor-corrector depletion algorithm, (b) utilization of KORIGEN as the depletion module, (c) individual depletion calculation of each burnup zone (no burnup zone grouping is required, which is particularly important for the modeling of gadolinium rings), and (d) on-line burnup cross-section generation by the Monte Carlo calculation for 88 isotopes and usage of the KORIGEN libraries for PWR and BWR typical spectra for the remaining isotopes. Besides the just mentioned capabilities, the MCOR code newest enhancements focus on the possibility of executing the MCNP5 calculation in sequential or parallel mode, a user-friendly automatic re-start capability, a modification of the burnup step size evaluation, and a post-processor and test-matrix, just to name the most important. The article describes the capabilities of the MCOR code system; from its design and development to its latest improvements and further ameliorations. Additionally

  16. Finite-Time Analysis of Stratified Sampling for Monte Carlo

    OpenAIRE

    Carpentier, Alexandra; Munos, Rémi

    2011-01-01

    International audience We consider the problem of stratified sampling for Monte-Carlo integration. We model this problem in a multi-armed bandit setting, where the arms represent the strata, and the goal is to estimate a weighted average of the mean values of the arms. We propose a strategy that samples the arms according to an upper bound on their standard deviations and compare its estimation quality to an ideal allocation that would know the standard deviations of the strata. We provide...

  17. Monte-Carlo Tree Search in chess endgames

    OpenAIRE

    Kohne, Andraž

    2012-01-01

    The Monte-Carlo Tree Search (MCTS) algorithm has in recent years captured the attention of many researchers due to its notable success in the game of Go. In spite of this success, so far it has not been used much in the game of chess. In this thesis, we attempt to apply MCTS to chess endgames. The reason for this is the existence of chess tablebases, i.e. databases that provide an exact value of each chess board position in terms of distance to mate. With this information at disposal we ar...

  18. Monte carlo depletion analysis of SMART core by MCNAP code

    Energy Technology Data Exchange (ETDEWEB)

    Jung, Jong Sung; Sim, Hyung Jin; Kim, Chang Hyo [Seoul National Univ., Seoul (Korea, Republic of); Lee, Jung Chan; Ji, Sung Kyun [Korea Atomic Energy Research Institute, Taejon (Korea, Republic of)

    2001-05-01

    Depletion an analysis of SMART, a small-sized advanced integral PWR under development by KAERI, is conducted using the Monte Carlo (MC) depletion analysis program, MCNAP. The results are compared with those of the CASMO-3/ MASTER nuclear analysis. The difference between MASTER and MCNAP on k{sub eff} prediction is observed about 600pcm at BOC, and becomes smaller as the core burnup increases. The maximum difference bet ween two predict ions on fuel assembly (FA) normalized power distribution is about 6.6% radially , and 14.5% axially but the differences are observed to lie within standard deviation of MC estimations.

  19. Adjoint Monte Carlo techniques and codes for organ dose calculations

    International Nuclear Information System (INIS)

    Adjoint Monte Carlo simulations can be effectively used for the estimation of doses in small targets when the sources are extended in large volumes or surfaces. The main features of two computer codes for calculating doses at free points or in organs of an anthropomorphic phantom are described. In the first program (REBEL-3) natural gamma-emitting sources are contained in the walls of a dwelling room; in the second one (POKER-CAMP) the user can specify arbitrary gamma sources with different spatial distributions in the environment: in (or on the surface of) the ground and in the air. 3 figures

  20. Proceedings of the first symposium on Monte Carlo simulation

    International Nuclear Information System (INIS)

    The first symposium on Monte Carlo simulation was held at Mitsubishi Research Institute, Otemachi, Tokyo, on 10th and 11st of September, 1998. This symposium was organized by Nuclear Code Research Committee at Japan Atomic Energy Research Institute. In the sessions, were presented orally 21 papers on code development, parallel calculation, reactor physics, burn-up, criticality, shielding safety, dose evaluation, nuclear fusion reactor, thermonuclear fusion plasma, nuclear transmutation, electromagnetic cascade, fuel cycle facility. Those presented papers are compiled in this proceedings. The 21 of the presented papers are indexed individually. (J.P.N.)

  1. Monte Carlo simulation on backward steps of single kinesin molecule

    Institute of Scientific and Technical Information of China (English)

    Wang Hong; Zhang Yong; Dou Shuo-Xing; Wang Peng-Ye

    2008-01-01

    Kinesin is a stepping molecular motor travelling along the microtubule. It moves primarily in the plus end direction of the microtubule and occasionally in the minus-end, backward, direction. Recently, the backward steps of kinesin under different loads and temperatures start to attract interests, and the relations among them are revealed. This paper aims to theoretically understand these relations observed in experiments. After introducing a backward pathway into the previous model of the ATPase cycle of kinesin movement, the dependence of the backward movement on the load and the temperature is explored through Monte Carlo simulation. Our results agree well with previous experiments.

  2. Diffusion Monte Carlo calculations of three-body systems

    Institute of Scientific and Technical Information of China (English)

    L(U) Meng-Jiao; REN Zhong-Zhou; LIN Qi-Hu

    2012-01-01

    The application of the diffusion Monte Carlo algorithm in three-body systems is studied.We develop a program and use it to calculate the property of various three-body systems.Regular Coulomb systems such as atoms,molecules,and ions are investigated.The calculation is then extended to exotic systems where electrons are replaced by muons.Some nuclei with neutron halos are also calculated as three-body systems consisting of a core and two external nucleons.Our results agree well with experiments and others' work.

  3. Growing lattice animals and Monte-Carlo methods

    Science.gov (United States)

    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

  4. Monte Carlo simulation of the Neutrino-4 experiment

    Energy Technology Data Exchange (ETDEWEB)

    Serebrov, A. P., E-mail: serebrov@pnpi.spb.ru; Fomin, A. K.; Onegin, M. S.; Ivochkin, V. G.; Matrosov, L. N. [National Research Center Kurchatov Institute, Petersburg Nuclear Physics Institute (Russian Federation)

    2015-12-15

    Monte Carlo simulation of the two-section reactor antineutrino detector of the Neutrino-4 experiment is carried out. The scintillation-type detector is based on the inverse beta-decay reaction. The antineutrino is recorded by two successive signals from the positron and the neutron. The simulation of the detector sections and the active shielding is performed. As a result of the simulation, the distributions of photomultiplier signals from the positron and the neutron are obtained. The efficiency of the detector depending on the signal recording thresholds is calculated.

  5. Monte Carlo estimation of the number of tatami tilings

    CERN Document Server

    Kimura, Kenji

    2016-01-01

    Motivated by the way Japanese tatami mats are placed on the floor, we consider domino tilings with a constraint and estimate the number of such tilings of plane regions. We map the system onto a monomer-dimer model with a novel local interaction on the dual lattice. We use a variant of the Hamiltonian replica exchange Monte Carlo method and the multi-parameter reweighting technique to study the model. The properties of the quantity are studied beyond exact enumeration and combinatorial method. The logarithm of the number of the tilings is linear in the boundary length of the region for all the regions studied.

  6. A fitter use of Monte Carlo simulations in regression models

    Directory of Open Access Journals (Sweden)

    Alessandro Ferrarini

    2011-12-01

    Full Text Available In this article, I focus on the use of Monte Carlo simulations (MCS within regression models, being this application very frequent in biology, ecology and economy as well. I'm interested in enhancing a typical fault in this application of MCS, i.e. the inner correlations among independent variables are not used when generating random numbers that fit their distributions. By means of an illustrative example, I provide proof that the misuse of MCS in regression models produces misleading results. Furthermore, I also provide a solution for this topic.

  7. Metrics for Diagnosing Undersampling in Monte Carlo Tally Estimates

    International Nuclear Information System (INIS)

    This study explored the potential of using Markov chain convergence diagnostics to predict the prevalence and magnitude of biases due to undersampling in Monte Carlo eigenvalue and flux tally estimates. Five metrics were applied to two models of pressurized water reactor fuel assemblies and their potential for identifying undersampling biases was evaluated by comparing the calculated test metrics with known biases in the tallies. Three of the five undersampling metrics showed the potential to accurately predict the behavior of undersampling biases in the responses examined in this study.

  8. Asymptotic analysis of spatial discretizations in implicit Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Densmore, Jeffery D [Los Alamos National Laboratory

    2009-01-01

    We perform an asymptotic analysis of spatial discretizations in Implicit Monte Carlo (IMC). We consider two asymptotic scalings: one that represents a time step that resolves the mean-free time, and one that corresponds to a fixed, optically large time step. We show that only the latter scaling results in a valid spatial discretization of the proper diffusion equation, and thus we conclude that IMC only yields accurate solutions when using optically large spatial cells if time steps are also optically large. We demonstrate the validity of our analysis with a set of numerical examples.

  9. Asymptotic analysis of spatial discretizations in implicit Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Densmore, Jeffery D [Los Alamos National Laboratory

    2008-01-01

    We perform an asymptotic analysis of spatial discretizations in Implicit Monte Carlo (IMC). We consider two asymptotic scalings: one that represents a time step that resolves the mean-free time, and one that corresponds to a fixed, optically large time step. We show that only the latter scaling results in a valid spatial discretization of the proper diffusion equation, and thus we conclude that IMC only yields accurate solutions when using optically large spatial cells if time steps are also optically large, We demonstrate the validity of our analysis with a set of numerical examples.

  10. TRIPOLI-3: a neutron/photon Monte Carlo transport code

    Energy Technology Data Exchange (ETDEWEB)

    Nimal, J.C.; Vergnaud, T. [Commissariat a l' Energie Atomique, Gif-sur-Yvette (France). Service d' Etudes de Reacteurs et de Mathematiques Appliquees

    2001-07-01

    The present version of TRIPOLI-3 solves the transport equation for coupled neutron and gamma ray problems in three dimensional geometries by using the Monte Carlo method. This code is devoted both to shielding and criticality problems. The most important feature for particle transport equation solving is the fine treatment of the physical phenomena and sophisticated biasing technics useful for deep penetrations. The code is used either for shielding design studies or for reference and benchmark to validate cross sections. Neutronic studies are essentially cell or small core calculations and criticality problems. TRIPOLI-3 has been used as reference method, for example, for resonance self shielding qualification. (orig.)

  11. AVATAR -- Automatic variance reduction in Monte Carlo calculations

    Energy Technology Data Exchange (ETDEWEB)

    Van Riper, K.A.; Urbatsch, T.J.; Soran, P.D. [and others

    1997-05-01

    AVATAR{trademark} (Automatic Variance And Time of Analysis Reduction), accessed through the graphical user interface application, Justine{trademark}, is a superset of MCNP{trademark} that automatically invokes THREEDANT{trademark} for a three-dimensional deterministic adjoint calculation on a mesh independent of the Monte Carlo geometry, calculates weight windows, and runs MCNP. Computational efficiency increases by a factor of 2 to 5 for a three-detector oil well logging tool model. Human efficiency increases dramatically, since AVATAR eliminates the need for deep intuition and hours of tedious handwork.

  12. 3D Monte Carlo radiation transfer modelling of photodynamic therapy

    Science.gov (United States)

    Campbell, C. Louise; Christison, Craig; Brown, C. Tom A.; Wood, Kenneth; Valentine, Ronan M.; Moseley, Harry

    2015-06-01

    The effects of ageing and skin type on Photodynamic Therapy (PDT) for different treatment methods have been theoretically investigated. A multilayered Monte Carlo Radiation Transfer model is presented where both daylight activated PDT and conventional PDT are compared. It was found that light penetrates deeper through older skin with a lighter complexion, which translates into a deeper effective treatment depth. The effect of ageing was found to be larger for darker skin types. The investigation further strengthens the usage of daylight as a potential light source for PDT where effective treatment depths of about 2 mm can be achieved.

  13. Proceedings of the first symposium on Monte Carlo simulation

    Energy Technology Data Exchange (ETDEWEB)

    NONE

    2001-01-01

    The first symposium on Monte Carlo simulation was held at Mitsubishi Research Institute, Otemachi, Tokyo, on 10th and 11st of September, 1998. This symposium was organized by Nuclear Code Research Committee at Japan Atomic Energy Research Institute. In the sessions, were presented orally 21 papers on code development, parallel calculation, reactor physics, burn-up, criticality, shielding safety, dose evaluation, nuclear fusion reactor, thermonuclear fusion plasma, nuclear transmutation, electromagnetic cascade, fuel cycle facility. Those presented papers are compiled in this proceedings. The 21 of the presented papers are indexed individually. (J.P.N.)

  14. Studying the information content of TMDs using Monte Carlo generators

    Energy Technology Data Exchange (ETDEWEB)

    Avakian, H. [Thomas Jefferson National Accelerator Facility (TJNAF), Newport News, VA (United States); Matevosyan, H. [The Univ. of Adelaide, Adelaide (Australia); Pasquini, B. [Univ. of Pavia, Pavia (Italy); Schweitzer, P. [Univ. of Connecticut, Storrs, CT (United States)

    2015-02-05

    Theoretical advances in studies of the nucleon structure have been spurred by recent measurements of spin and/or azimuthal asymmetries worldwide. One of the main challenges still remaining is the extraction of the parton distribution functions, generalized to describe transverse momentum and spatial distributions of partons from these observables with no or minimal model dependence. In this topical review we present the latest developments in the field with emphasis on requirements for Monte Carlo event generators, indispensable for studies of the complex 3D nucleon structure, and discuss examples of possible applications.

  15. MATLAB platform for Monte Carlo planning and dosimetry experimental evaluation

    International Nuclear Information System (INIS)

    A new platform for the full Monte Carlo planning and an independent experimental evaluation that it can be integrated into clinical practice. The tool has proved its usefulness and efficiency and now forms part of the flow of work of our research group, the tool used for the generation of results, which are to be suitably revised and are being published. This software is an effort of integration of numerous algorithms of image processing, along with planning optimization algorithms, allowing the process of MCTP planning from a single interface. In addition, becomes a flexible and accurate tool for the evaluation of experimental dosimetric data for the quality control of actual treatments. (Author)

  16. Developments in the direct statistical approach to Monte Carlo optimization

    Energy Technology Data Exchange (ETDEWEB)

    Burn, K.W.; Dubi, A.; Goldfeld, A.; Tinti, R.

    1988-09-01

    Current aspects and future developments of the Direct Statistical Approach to the optimization of splitting in Monte Carlo are dealt with. This paper is divided into two parts. The first part deals with the critical point in the implementation where the infinite second moment and time series are truncated. The current status and improvements of the NIOP neutron transport codes are considered. The second part deals with an extension of the DSA theory to cover natural volumetric bifurcation problems by focusing on gamma production from neutron collisions.

  17. Validation of Phonon Physics in the CDMS Detector Monte Carlo

    CERN Document Server

    McCarthy, K A; Anderson, A J; Brandt, D; Brink, P L; Cabrera, B; Cherry, M; Silva, E Do Couto E; Cushman, P; Doughty, T; Figueroa-Feliciano, E; Kim, P; Mirabolfathi, N; Novak, L; Partridge, R; Pyle, M; Reisetter, A; Resch, R; Sadoulet, B; Serfass, B; Sundqvist, K M; Tomada, A

    2011-01-01

    The SuperCDMS collaboration is a dark matter search effort aimed at detecting the scattering of WIMP dark matter from nuclei in cryogenic germanium targets. The CDMS Detector Monte Carlo (CDMS-DMC) is a simulation tool aimed at achieving a deeper understanding of the performance of the SuperCDMS detectors and aiding the dark matter search analysis. We present results from validation of the phonon physics described in the CDMS-DMC and outline work towards utilizing it in future WIMP search analyses.

  18. Monte Carlo calculations of fast effects in uranium graphite lattices

    International Nuclear Information System (INIS)

    Details are given of the results of a series of computations of fast neutron effects in natural uranium metal/graphite cells. The computations were performed using the Monte Carlo code SPEC. It is shown that neutron capture in U238 is conveniently discussed in terms of a capture escape probability ζ as well as the conventional probability p. The latter is associated with the slowing down flux and has the classical exponential dependence on fuel-to-moderator volume ratio whilst the former is identified with the component of neutron flux above 1/E. (author)

  19. Monte Carlo simulation of a prototype photodetector used in radiotherapy

    CERN Document Server

    Kausch, C; Albers, D; Schmidt, R; Schreiber, B

    2000-01-01

    The imaging performance of prototype electronic portal imaging devices (EPID) has been investigated. Monte Carlo simulations have been applied to calculate the modulation transfer function (MTF( f )), the noise power spectrum (NPS( f )) and the detective quantum efficiency (DQE( f )) for different new type of EPIDs, which consist of a detector combination of metal or polyethylene (PE), a phosphor layer of Gd sub 2 O sub 2 S and a flat array of photodiodes. The simulated results agree well with measurements. Based on simulated results, possible optimization of these devices is discussed.

  20. Monte Carlo Frameworks Building Customisable High-performance C++ Applications

    CERN Document Server

    Duffy, Daniel J

    2011-01-01

    This is one of the first books that describe all the steps that are needed in order to analyze, design and implement Monte Carlo applications. It discusses the financial theory as well as the mathematical and numerical background that is needed to write flexible and efficient C++ code using state-of-the art design and system patterns, object-oriented and generic programming models in combination with standard libraries and tools.   Includes a CD containing the source code for all examples. It is strongly advised that you experiment with the code by compiling it and extending it to suit your ne

  1. The energetics of oxide surfaces by quantum Monte Carlo

    International Nuclear Information System (INIS)

    Density functional theory (DFT) is widely used in surface science, but for some properties the predictions depend strongly on the approximation used for exchange-correlation energy. We note recent suggestions that the widely used generalized gradient approximation (GGA) is inferior to the local density approximation (LDA) for the surface formation energy σ of both transition metals and oxides. We report quantum Monte Carlo calculations of σ for the MgO(001) surface which support the accuracy of LDA for this case, and indicate that GGA is too low by ∼30%. We point out the potentially important implications of this result for nanoscience modelling. (letter to the editor)

  2. Communication: Water on hexagonal boron nitride from diffusion Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Al-Hamdani, Yasmine S.; Ma, Ming; Michaelides, Angelos, E-mail: angelos.michaelides@ucl.ac.uk [Thomas Young Centre and London Centre for Nanotechnology, 17–19 Gordon Street, London WC1H 0AH (United Kingdom); Department of Chemistry, University College London, 20 Gordon Street, London WC1H 0AJ (United Kingdom); Alfè, Dario [Thomas Young Centre and London Centre for Nanotechnology, 17–19 Gordon Street, London WC1H 0AH (United Kingdom); Department of Earth Sciences, University College London, Gower Street, London WC1E 6BT (United Kingdom); Lilienfeld, O. Anatole von [Institute of Physical Chemistry and National Center for Computational Design and Discovery of Novel Materials, Department of Chemistry, University of Basel, Klingelbergstrasse 80, CH-4056 Basel (Switzerland); Argonne Leadership Computing Facility, Argonne National Laboratories, 9700 S. Cass Avenue Argonne, Lemont, Illinois 60439 (United States)

    2015-05-14

    Despite a recent flurry of experimental and simulation studies, an accurate estimate of the interaction strength of water molecules with hexagonal boron nitride is lacking. Here, we report quantum Monte Carlo results for the adsorption of a water monomer on a periodic hexagonal boron nitride sheet, which yield a water monomer interaction energy of −84 ± 5 meV. We use the results to evaluate the performance of several widely used density functional theory (DFT) exchange correlation functionals and find that they all deviate substantially. Differences in interaction energies between different adsorption sites are however better reproduced by DFT.

  3. Monte-Carlo Simulation on Neutron Instruments at CARR

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    The design of high resolution neutron powder diffractometer(HRPD) and two cold neutron guides(CNGs) to be built at China advanced research reactor(CARR) are studied by Monte-Carlo simulation technique.The HRPD instrument is desiged to have a minimum resolution of 0.2% and neutron fluence rate of greater than 106 cm-2 ·s-1 at sample position. The resolution curves, neutron fluence rate and effective neutron beam size at sample position are given. Differences in resolutions and intensity between the

  4. Communication: Variation after response in quantum Monte Carlo.

    Science.gov (United States)

    Neuscamman, Eric

    2016-08-28

    We present a new method for modeling electronically excited states that overcomes a key failing of linear response theory by allowing the underlying ground state ansatz to relax in the presence of an excitation. The method is variational, has a cost similar to ground state variational Monte Carlo, and admits both open and periodic boundary conditions. We present preliminary numerical results showing that, when paired with the Jastrow antisymmetric geminal power ansatz, the variation-after-response formalism delivers accuracies for valence and charge transfer single excitations on par with equation of motion coupled cluster, while surpassing coupled cluster's accuracy for excitations with significant doubly excited character. PMID:27586897

  5. Implict Monte Carlo Radiation Transport Simulations of Four Test Problems

    Energy Technology Data Exchange (ETDEWEB)

    Gentile, N

    2007-08-01

    Radiation transport codes, like almost all codes, are difficult to develop and debug. It is helpful to have small, easy to run test problems with known answers to use in development and debugging. It is also prudent to re-run test problems periodically during development to ensure that previous code capabilities have not been lost. We describe four radiation transport test problems with analytic or approximate analytic answers. These test problems are suitable for use in debugging and testing radiation transport codes. We also give results of simulations of these test problems performed with an Implicit Monte Carlo photonics code.

  6. On adaptive resampling strategies for sequential Monte Carlo methods

    CERN Document Server

    Del Moral, Pierre; Jasra, Ajay; 10.3150/10-BEJ335

    2012-01-01

    Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the convergence analysis of a class of SMC methods where the times at which resampling occurs are computed online using criteria such as the effective sample size. This is a popular approach amongst practitioners but there are very few convergence results available for these methods. By combining semigroup techniques with an original coupling argument, we obtain functional central limit theorems and uniform exponential concentration estimates for these algorithms.

  7. Multi-way Monte Carlo Method for Linear Systems

    OpenAIRE

    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...

  8. Application of Monte Carlo methods in tomotherapy and radiation biophysics

    Science.gov (United States)

    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

  9. Monte Carlo conformal treatment planning as an independent assessment

    Energy Technology Data Exchange (ETDEWEB)

    Rincon, M.; Leal, A.; Perucha, M.; Carrasco, E. [Sevilla Univ. (Spain). Dept. Fisiologia Medica y Biofisica; Sanchez-Doblado, F. [Sevilla Univ. (Spain). Dept. Fisiologia Medica y Biofisica]|[Hospital Univ. Virgen Macarena, Sevilla (Spain). Servicio de Oncologia Radioterapica; Arrans, R.; Sanchez-Calzado, J.A.; Errazquin, L. [Hospital Univ. Virgen Macarena, Sevilla (Spain). Servicio de Oncologia Radioterapica; Medrano, J.C. [Clinica Puerta de Hierro, Madrid (Spain). Servicio de Radiofisica

    2001-07-01

    The wide range of possibilities available in Radiotherapy with conformal fields cannot be covered experimentally. For this reason, dosimetrical and planning procedures are based on approximate algorithms or systematic measurements. Dose distribution calculations based on Monte Carlo (MC) simulations can be used to check results. In this work, two examples of conformal field treatments are shown: A prostate carcinoma and an ocular lymphoma. The dose distributions obtained with a conventional Planning System and with MC have been compared. Some significant differences have been found. (orig.)

  10. A Monte Carlo Investigation of Some Tests for Stochastic Dominance

    OpenAIRE

    Y.K. Tse; Xibin Zhang

    2003-01-01

    This paper compares the performance of several tests for stochastic dominance up to order three using Monte Carlo methods. The tests considered are the Davidson and Duclos (2000) test, the Anderson test (1996) and the Kaur, Rao and Singh (1994) test. Only unpaired samples of independent observations are considered, as this is a restriction for both the Anderson and Kaur-Rao-Singh tests. We find that the Davidson-Duclos test appears to be the best. The Kaur-Rao-Singh test is overly conservativ...

  11. 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

  12. New electron multiple scattering distributions for Monte Carlo transport simulation

    Energy Technology Data Exchange (ETDEWEB)

    Chibani, Omar (Haut Commissariat a la Recherche (C.R.S.), 2 Boulevard Franz Fanon, Alger B.P. 1017, Alger-Gare (Algeria)); Patau, Jean Paul (Laboratoire de Biophysique et Biomathematiques, Faculte des Sciences Pharmaceutiques, Universite Paul Sabatier, 35 Chemin des Maraichers, 31062 Toulouse cedex (France))

    1994-10-01

    New forms of electron (positron) multiple scattering distributions are proposed. The first is intended for use in the conditions of validity of the Moliere theory. The second distribution takes place when the electron path is so short that only few elastic collisions occur. These distributions are adjustable formulas. The introduction of some parameters allows impositions of the correct value of the first moment. Only positive and analytic functions were used in constructing the present expressions. This makes sampling procedures easier. Systematic tests are presented and some Monte Carlo simulations, as benchmarks, are carried out. ((orig.))

  13. Communication: Variation after response in quantum Monte Carlo

    Science.gov (United States)

    Neuscamman, Eric

    2016-08-01

    We present a new method for modeling electronically excited states that overcomes a key failing of linear response theory by allowing the underlying ground state ansatz to relax in the presence of an excitation. The method is variational, has a cost similar to ground state variational Monte Carlo, and admits both open and periodic boundary conditions. We present preliminary numerical results showing that, when paired with the Jastrow antisymmetric geminal power ansatz, the variation-after-response formalism delivers accuracies for valence and charge transfer single excitations on par with equation of motion coupled cluster, while surpassing coupled cluster's accuracy for excitations with significant doubly excited character.

  14. Strain in the mesoscale kinetic Monte Carlo model for sintering

    DEFF Research Database (Denmark)

    Bjørk, Rasmus; Frandsen, Henrik Lund; Tikare, V.;

    2014-01-01

    Shrinkage strains measured from microstructural simulations using the mesoscale kinetic Monte Carlo (kMC) model for solid state sintering are discussed. This model represents the microstructure using digitized discrete sites that are either grain or pore sites. The algorithm used to simulate...... anisotropic strains for homogeneous powder compacts with aspect ratios different from unity. It is shown that the line direction biases shrinkage strains in proportion the compact dimension aspect ratios. A new algorithm that corrects this bias in strains is proposed; the direction for collapsing the column...

  15. Monte Carlo simulation experiments on box-type radon dosimeter

    Energy Technology Data Exchange (ETDEWEB)

    Jamil, Khalid, E-mail: kjamil@comsats.edu.pk; Kamran, Muhammad; Illahi, Ahsan; Manzoor, Shahid

    2014-11-11

    Epidemiological studies show that inhalation of radon gas ({sup 222}Rn) may be carcinogenic especially to mine workers, people living in closed indoor energy conserved environments and underground dwellers. It is, therefore, of paramount importance to measure the {sup 222}Rn concentrations (Bq/m{sup 3}) in indoors environments. For this purpose, box-type passive radon dosimeters employing ion track detector like CR-39 are widely used. Fraction of the number of radon alphas emitted in the volume of the box type dosimeter resulting in latent track formation on CR-39 is the latent track registration efficiency. Latent track registration efficiency is ultimately required to evaluate the radon concentration which consequently determines the effective dose and the radiological hazards. In this research, Monte Carlo simulation experiments were carried out to study the alpha latent track registration efficiency for box type radon dosimeter as a function of dosimeter’s dimensions and range of alpha particles in air. Two different self developed Monte Carlo simulation techniques were employed namely: (a) Surface ratio (SURA) method and (b) Ray hitting (RAHI) method. Monte Carlo simulation experiments revealed that there are two types of efficiencies i.e. intrinsic efficiency (η{sub int}) and alpha hit efficiency (η{sub hit}). The η{sub int} depends upon only on the dimensions of the dosimeter and η{sub hit} depends both upon dimensions of the dosimeter and range of the alpha particles. The total latent track registration efficiency is the product of both intrinsic and hit efficiencies. It has been concluded that if diagonal length of box type dosimeter is kept smaller than the range of alpha particle then hit efficiency is achieved as 100%. Nevertheless the intrinsic efficiency keeps playing its role. The Monte Carlo simulation experimental results have been found helpful to understand the intricate track registration mechanisms in the box type dosimeter. This paper

  16. Monte Carlo simulation experiments on box-type radon dosimeter

    Science.gov (United States)

    Jamil, Khalid; Kamran, Muhammad; Illahi, Ahsan; Manzoor, Shahid

    2014-11-01

    Epidemiological studies show that inhalation of radon gas (222Rn) may be carcinogenic especially to mine workers, people living in closed indoor energy conserved environments and underground dwellers. It is, therefore, of paramount importance to measure the 222Rn concentrations (Bq/m3) in indoors environments. For this purpose, box-type passive radon dosimeters employing ion track detector like CR-39 are widely used. Fraction of the number of radon alphas emitted in the volume of the box type dosimeter resulting in latent track formation on CR-39 is the latent track registration efficiency. Latent track registration efficiency is ultimately required to evaluate the radon concentration which consequently determines the effective dose and the radiological hazards. In this research, Monte Carlo simulation experiments were carried out to study the alpha latent track registration efficiency for box type radon dosimeter as a function of dosimeter's dimensions and range of alpha particles in air. Two different self developed Monte Carlo simulation techniques were employed namely: (a) Surface ratio (SURA) method and (b) Ray hitting (RAHI) method. Monte Carlo simulation experiments revealed that there are two types of efficiencies i.e. intrinsic efficiency (ηint) and alpha hit efficiency (ηhit). The ηint depends upon only on the dimensions of the dosimeter and ηhit depends both upon dimensions of the dosimeter and range of the alpha particles. The total latent track registration efficiency is the product of both intrinsic and hit efficiencies. It has been concluded that if diagonal length of box type dosimeter is kept smaller than the range of alpha particle then hit efficiency is achieved as 100%. Nevertheless the intrinsic efficiency keeps playing its role. The Monte Carlo simulation experimental results have been found helpful to understand the intricate track registration mechanisms in the box type dosimeter. This paper explains that how radon concentration from the

  17. Dynamical Monte Carlo method for stochastic epidemic models

    CERN Document Server

    Aiello, O E

    2002-01-01

    A new approach to Dynamical Monte Carlo Methods is introduced to simulate markovian processes. We apply this approach to formulate and study an epidemic Generalized SIRS model. The results are in excellent agreement with the forth order Runge-Kutta method in a region of deterministic solution. Introducing local stochastic interactions, the Runge-Kutta method is not applicable, and we solve and check it self-consistently with a stochastic version of the Euler Method. The results are also analyzed under the herd-immunity concept.

  18. Monte Carlo simulation of charge mediated magnetoelectricity in multiferroic bilayers

    Energy Technology Data Exchange (ETDEWEB)

    Ortiz-Álvarez, H.H. [Universidad de Caldas, Manizales (Colombia); Universidad Nacional de Colombia Sede Manizales, Manizales, Caldas (Colombia); Bedoya-Hincapié, C.M. [Universidad Nacional de Colombia Sede Manizales, Manizales, Caldas (Colombia); Universidad Santo Tomás, Bogotá (Colombia); Restrepo-Parra, E., E-mail: erestrepopa@unal.edu.co [Universidad Nacional de Colombia Sede Manizales, Manizales, Caldas (Colombia)

    2014-12-01

    Simulations of a bilayer ferroelectric/ferromagnetic multiferroic system were carried out, based on the Monte Carlo method and Metropolis dynamics. A generic model was implemented with a Janssen-like Hamiltonian, taking into account magnetoelectric interactions due to charge accumulation at the interface. Two different magnetic exchange constants were considered for accumulation and depletion states. Several screening lengths were also included. Simulations exhibit considerable magnetoelectric effects not only at low temperature, but also at temperature near to the transition point of the ferromagnetic layer. The results match experimental observations for this kind of structure and mechanism.

  19. Gauge Potts model with generalized action: A Monte Carlo analysis

    Energy Technology Data Exchange (ETDEWEB)

    Fanchiotti, H.; Canal, C.A.G.; Sciutto, S.J.

    1985-08-15

    Results of a Monte Carlo calculation on the q-state gauge Potts model in d dimensions with a generalized action involving planar 1 x 1, plaquette, and 2 x 1, fenetre, loop interactions are reported. For d = 3 and q = 2, first- and second-order phase transitions are detected. The phase diagram for q = 3 presents only first-order phase transitions. For d = 2, a comparison with analytical results is made. Here also, the behavior of the numerical simulation in the vicinity of a second-order transition is analyzed.

  20. Optical Monte Carlo modeling of a true portwine stain anatomy

    Science.gov (United States)

    Barton, Jennifer K.; Pfefer, T. Joshua; Welch, Ashley J.; Smithies, Derek J.; Nelson, Jerry; van Gemert, Martin J.

    1998-04-01

    A unique Monte Carlo program capable of accommodating an arbitrarily complex geometry was used to determine the energy deposition in a true port wine stain anatomy. Serial histologic sections taken from a biopsy of a dark red, laser therapy resistant stain were digitized and used to create the program input for simulation at wavelengths of 532 and 585 nm. At both wavelengths, the greatest energy deposition occurred in the superficial blood vessels, and subsequently decreased with depth as the laser beam was attenuated. However, more energy was deposited in the epidermis and superficial blood vessels at 532 nm than at 585 nm.

  1. Monte Carlo simulations of charge transport in heterogeneous organic semiconductors

    Science.gov (United States)

    Aung, Pyie Phyo; Khanal, Kiran; Luettmer-Strathmann, Jutta

    2015-03-01

    The efficiency of organic solar cells depends on the morphology and electronic properties of the active layer. Research teams have been experimenting with different conducting materials to achieve more efficient solar panels. In this work, we perform Monte Carlo simulations to study charge transport in heterogeneous materials. We have developed a coarse-grained lattice model of polymeric photovoltaics and use it to generate active layers with ordered and disordered regions. We determine carrier mobilities for a range of conditions to investigate the effect of the morphology on charge transport.

  2. Monte Carlo simulations of the stability of delta-Pu

    DEFF Research Database (Denmark)

    Landa, A.; Soderlind, P.; Ruban, Andrei

    2003-01-01

    The transition temperature (T-c) for delta-Pu has been calculated for the first time. A Monte Carlo method is employed for this purpose and the effective cluster interactions are obtained from first-principles calculations incorporated with the Connolly-Williams and generalized perturbation methods....... It is found that at T-c similar to 548 K, delta-Pu undergoes transformation from a disordered magnetic state to a structure with an anti ferromagnetic spin alignment that is mechanically unstable with respect to tetragonal distortion. The calculated transition temperature is in good agreement...

  3. Control Variates for Monte Carlo Valuation of American Options

    DEFF Research Database (Denmark)

    Rasmussen, Nicki S.

    2005-01-01

    This paper considers two applications of control variates to the Monte Carlo valuation of American options. The main contribution of the paper lies in the particular choice of a control variate for American or Bermudan options. It is shown that for any martingale process used as a control variate......, it is optimal to sample no later than the time of exercise of the American option, as opposed to the time of expiry. The first application is to the valuation. Numerical examples show that standard errors can be dramatically reduced, allowing for faster valuation using fewer paths. Second, the control variate...

  4. Calibration of the Top-Quark Monte Carlo Mass

    Science.gov (United States)

    Kieseler, Jan; Lipka, Katerina; Moch, Sven-Olaf

    2016-04-01

    We present a method to establish, experimentally, the relation between the top-quark mass mtMC as implemented in Monte Carlo generators and the Lagrangian mass parameter mt in a theoretically well-defined renormalization scheme. We propose a simultaneous fit of mtMC and an observable sensitive to mt, which does not rely on any prior assumptions about the relation between mt and mtMC. The measured observable is independent of mtMC and can be used subsequently for a determination of mt. The analysis strategy is illustrated with examples for the extraction of mt from inclusive and differential cross sections for hadroproduction of top quarks.

  5. Polarization Properties of Ferroelectric Superlattice Studied by Monte Carlo Simulation

    Institute of Scientific and Technical Information of China (English)

    Guiwu LU; Hairui XIA; Pijun LIU

    2001-01-01

    The polarization property of a ferroelectric superlattice formed from two alternating materials was studied using Monte Carlo computer simulation. Our study has been developed in a framework of the transverse Ising model with nearest-neighbor interactions. Both the effect of the transverse field and interface coupling strength have been taken into consideration. In view of our results which is in good agreement with previous theoretical results, it is concluded that the Curie temperature of the superlattice increases with the increase of the interface coupling strength JAB.The remanent polarization and saturation coercive force of the superlattice are also presented.

  6. Towards exact variational Monte-Carlo calculations in light nuclei

    CERN Document Server

    Usmani, Q N; Singh, A

    2005-01-01

    We propose a new variational wave function, which is a modification of an earlier one with operatorial correlations. Calculations are carried out for light nuclei with the new wave function using AV₁₈ NN and UrbanaIX (UIX) NNN interactions. The new variational ansatz is based on an error analysis of the earlier wave function. The calculated energies are in better agreement with the Green's Function Monte Carlo (GFMC) and other techniques. Error analysis is extended further and additional reasonable modification of the wave function are also proposed for future studies.

  7. Monte Carlo conformal treatment planning as an independent assessment

    International Nuclear Information System (INIS)

    The wide range of possibilities available in Radiotherapy with conformal fields cannot be covered experimentally. For this reason, dosimetrical and planning procedures are based on approximate algorithms or systematic measurements. Dose distribution calculations based on Monte Carlo (MC) simulations can be used to check results. In this work, two examples of conformal field treatments are shown: A prostate carcinoma and an ocular lymphoma. The dose distributions obtained with a conventional Planning System and with MC have been compared. Some significant differences have been found. (orig.)

  8. Multi-Level Monte Carlo Simulations with Importance Sampling

    OpenAIRE

    Przemyslaw S. Stilger and Ser-Huang Poon

    2013-01-01

    We present an application of importance sampling to multi-asset options under the Heston and the Bates models as well as to the Heston-Hull-White and the Heston-Cox-Ingersoll-Ross models. Moreover, we provide an efficient importance sampling scheme in a Multi-Level Monte Carlo simulation. In all cases, we explain how the Greeks can be computed in the different simulation schemes using the Likelihood Ratio Method, and how combining it with importance sampling leads to a significant variance re...

  9. Multiple Monte Carlo Testing with Applications in Spatial Point Processes

    DEFF Research Database (Denmark)

    Mrkvička, Tomáš; Myllymäki, Mari; Hahn, Ute

    function(s) lead to the rejection at the prescribed significance level of the test. Examples of null hypothesis from point process and random set statistics are used to demonstrate the strength of the rank envelope test. The examples include goodness-of-fit test with several test functions, goodness...... with a function as the test statistic, 3) several Monte Carlo tests with functions as test statistics. The rank test has correct (global) type I error in each case and it is accompanied with a p-value and with a graphical interpretation which shows which subtest or which distances of the used test...

  10. Monte Carlo Shell Model for ab initio nuclear structure

    Directory of Open Access Journals (Sweden)

    Abe T.

    2014-03-01

    Full Text Available We report on our recent application of the Monte Carlo Shell Model to no-core calculations. At the initial stage of the application, we have performed benchmark calculations in the p-shell region. Results are compared with those in the Full Configuration Interaction and No-Core Full Configuration methods. These are found to be consistent with each other within quoted uncertainties when they could be quantified. The preliminary results in Nshell = 5 reveal the onset of systematic convergence pattern.

  11. Estimativa da produtividade em soldagem pelo Método de Monte Carlo Productivity estimation in welding by Monte Carlo Method

    Directory of Open Access Journals (Sweden)

    José Luiz Ferreira Martins

    2011-09-01

    Full Text Available O objetivo deste artigo é o de analisar a viabilidade da utilização do método de Monte Carlo para estimar a produtividade na soldagem de tubulações industriais de aço carbono com base em amostras pequenas. O estudo foi realizado através de uma análise de uma amostra de referência contendo dados de produtividade de 160 juntas soldadas pelo processo Eletrodo Revestido na REDUC (refinaria de Duque de Caxias, utilizando o software ControlTub 5.3. A partir desses dados foram retiradas de forma aleatória, amostras com, respectivamente, 10, 15 e 20 elementos e executadas simulações pelo método de Monte Carlo. Comparando-se os resultados da amostra com 160 elementos e os dados gerados por simulação se observa que bons resultados podem ser obtidos usando o método de Monte Carlo para estimativa da produtividade da soldagem. Por outro lado, na indústria da construção brasileira o valor da média de produtividade é normalmente usado como um indicador de produtividade e é baseado em dados históricos de outros projetos coletados e avaliados somente após a conclusão do projeto, o que é uma limitação. Este artigo apresenta uma ferramenta para avaliação da execução em tempo real, permitindo ajustes nas estimativas e monitoramento de produtividade durante o empreendimento. Da mesma forma, em licitações, orçamentos e estimativas de prazo, a utilização desta técnica permite a adoção de outras estimativas diferentes da produtividade média, que é comumente usada e como alternativa, se sugerem três critérios: produtividade otimista, média e pessimista.The aim of this article is to analyze the feasibility of using Monte Carlo method to estimate productivity in industrial pipes welding of carbon steel based on small samples. The study was carried out through an analysis of a reference sample containing productivity data of 160 welded joints by SMAW process in REDUC (Duque de Caxias Refinery, using ControlTub 5.3 software

  12. Monte Carlo N Particle code - Dose distribution of clinical electron beams in inhomogeneous phantoms

    OpenAIRE

    H A Nedaie; Mosleh-Shirazi, M. A.; Allahverdi, M.

    2013-01-01

    Electron dose distributions calculated using the currently available analytical methods can be associated with large uncertainties. The Monte Carlo method is the most accurate method for dose calculation in electron beams. Most of the clinical electron beam simulation studies have been performed using non- MCNP [Monte Carlo N Particle] codes. Given the differences between Monte Carlo codes, this work aims to evaluate the accuracy of MCNP4C-simulated electron dose distributions in a homogenous...

  13. Monte Carlo Methods for Rough Free Energy Landscapes: Population Annealing and Parallel Tempering

    OpenAIRE

    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...

  14. Limit theorems for weighted samples with applications to sequential Monte Carlo methods

    OpenAIRE

    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. ¶ ...

  15. PRIMO: A graphical environment for the Monte Carlo simulation of Varian and Elekta linacs

    OpenAIRE

    Rodriguez, Manuel Jairo; Sempau Roma, Josep; Brualla, Lorenzo

    2013-01-01

    Background: The accurate Monte Carlo simulation of a linac requires a detailed description of its geometry and the application of elaborate variance-reduction techniques for radiation transport. Both tasks entail a substantial coding effort and demand advanced knowledge of the intricacies of the Monte Carlo system being used. Methods: PRIMO, a new Monte Carlo system that allows the effortless simulation of most Varian and Elekta linacs, including their multileaf collimators and electron appli...

  16. Automated Monte Carlo biasing for photon-generated electrons near surfaces.

    Energy Technology Data Exchange (ETDEWEB)

    Franke, Brian Claude; Crawford, Martin James; Kensek, Ronald Patrick

    2009-09-01

    This report describes efforts to automate the biasing of coupled electron-photon Monte Carlo particle transport calculations. The approach was based on weight-windows biasing. Weight-window settings were determined using adjoint-flux Monte Carlo calculations. A variety of algorithms were investigated for adaptivity of the Monte Carlo tallies. Tree data structures were used to investigate spatial partitioning. Functional-expansion tallies were used to investigate higher-order spatial representations.

  17. Dynamical Monte Carlo methods for plasma-surface reactions

    Science.gov (United States)

    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.

  18. Infinite Variance in Fermion Quantum Monte Carlo Calculations

    CERN Document Server

    Shi, Hao

    2015-01-01

    For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties, without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, lattice QCD calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied upon to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple sub-areas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations turn out to have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calc...

  19. Infinite variance in fermion quantum Monte Carlo calculations

    Science.gov (United States)

    Shi, Hao; Zhang, Shiwei

    2016-03-01

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

  20. Application of Monte Carlo method to nuclear core characteristic analysis

    Energy Technology Data Exchange (ETDEWEB)

    Kim, J. K.; Han, C. Y.; Shin, C. H. [Hangyang Univ., Seoul (Korea, Republic of)

    2000-05-01

    The nuclear core characteristic analysis for Korean Next Generation Reactor(KNGR) was performed by using Monte Carlo method. MCNP4B code was employed to model the initial core of KNGR on a three dimensional representation. Material compositions for each type and burnup of fuel assemblies were obtained by using CASMO-3 runs. A new cross section library for different in-vessel core temperatures was generated by NJOY 97 code. The criticality benchmark of the modeled KNGR core was carried out though KCODE calculation and the relative powers of each fuel rod were obtained. The nuclear characteristics including the effective multiplication factor, relative power distributions, pin peaking factor, and axial offset(AO) were obtained from the results in KCODE calculation. The comparison between the results from MCNP calculation and the reference data from KEPCO Nuclear Fuel Company(KNFC) validates the MCNP modeling for KNGR core and the leads to the applications of Monte Carlo method to the nuclear core characteristic analysis.

  1. Monte Carlo analysis of Musashi TRIGA mark II reactor core

    Energy Technology Data Exchange (ETDEWEB)

    Matsumoto, Tetsuo [Atomic Energy Research Laboratory, Musashi Institute of Technology, Kawasaki, Kanagawa (Japan)

    1999-08-01

    The analysis of the TRIGA-II core at the Musashi Institute of Technology Research Reactor (Musashi reactor, 100 kW) was performed by the three-dimensional continuous-energy Monte Carlo code (MCNP4A). Effective multiplication factors (k{sub eff}) for the several fuel-loading patterns including the initial core criticality experiment, the fuel element and control rod reactivity worth as well as the neutron flux measurements were used in the validation process of the physical model and neutron cross section data from the ENDF/B-V evaluation. The calculated k{sub eff} overestimated the experimental data by about 1.0%{delta}k/k for both the initial core and the several fuel-loading arrangements. The calculated reactivity worths of control rod and fuel element agree well the measured ones within the uncertainties. The comparison of neutron flux distribution was consistent with the experimental ones which were measured by activation methods at the sample irradiation tubes. All in all, the agreement between the MCNP predictions and the experimentally determined values is good, which indicated that the Monte Carlo model is enough to simulate the Musashi TRIGA-II reactor core. (author)

  2. Monte Carlo model for electron degradation in methane

    CERN Document Server

    Bhardwaj, Anil

    2015-01-01

    We present a Monte Carlo model for degradation of 1-10,000 eV electrons in an atmosphere of methane. The electron impact cross sections for CH4 are compiled and analytical representations of these cross sections are used as input to the model.model.Yield spectra, which provides information about the number of inelastic events that have taken place in each energy bin, is used to calculate the yield (or population) of various inelastic processes. The numerical yield spectra, obtained from the Monte Carlo simulations, is represented analytically, thus generating the Analytical Yield Spectra (AYS). AYS is employed to obtain the mean energy per ion pair and efficiencies of various inelastic processes.Mean energy per ion pair for neutral CH4 is found to be 26 (27.8) eV at 10 (0.1) keV. Efficiency calculation showed that ionization is the dominant process at energies >50 eV, for which more than 50% of the incident electron energy is used. Above 25 eV, dissociation has an efficiency of 27%. Below 10 eV, vibrational e...

  3. The macro response Monte Carlo method for electron transport

    CERN Document Server

    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...

  4. Longitudinal functional principal component modelling via Stochastic Approximation Monte Carlo

    KAUST Repository

    Martinez, Josue G.

    2010-06-01

    The authors consider the analysis of hierarchical longitudinal functional data based upon a functional principal components approach. In contrast to standard frequentist approaches to selecting the number of principal components, the authors do model averaging using a Bayesian formulation. A relatively straightforward reversible jump Markov Chain Monte Carlo formulation has poor mixing properties and in simulated data often becomes trapped at the wrong number of principal components. In order to overcome this, the authors show how to apply Stochastic Approximation Monte Carlo (SAMC) to this problem, a method that has the potential to explore the entire space and does not become trapped in local extrema. The combination of reversible jump methods and SAMC in hierarchical longitudinal functional data is simplified by a polar coordinate representation of the principal components. The approach is easy to implement and does well in simulated data in determining the distribution of the number of principal components, and in terms of its frequentist estimation properties. Empirical applications are also presented.

  5. Monte Carlo simulation of zinc protoporphyrin fluorescence in the retina

    Science.gov (United States)

    Chen, Xiaoyan; Lane, Stephen

    2010-02-01

    We have used Monte Carlo simulation of autofluorescence in the retina to determine that noninvasive detection of nutritional iron deficiency is possible. Nutritional iron deficiency (which leads to iron deficiency anemia) affects more than 2 billion people worldwide, and there is an urgent need for a simple, noninvasive diagnostic test. Zinc protoporphyrin (ZPP) is a fluorescent compound that accumulates in red blood cells and is used as a biomarker for nutritional iron deficiency. We developed a computational model of the eye, using parameters that were identified either by literature search, or by direct experimental measurement to test the possibility of detecting ZPP non-invasively in retina. By incorporating fluorescence into Steven Jacques' original code for multi-layered tissue, we performed Monte Carlo simulation of fluorescence in the retina and determined that if the beam is not focused on a blood vessel in a neural retina layer or if part of light is hitting the vessel, ZPP fluorescence will be 10-200 times higher than background lipofuscin fluorescence coming from the retinal pigment epithelium (RPE) layer directly below. In addition we found that if the light can be focused entirely onto a blood vessel in the neural retina layer, the fluorescence signal comes only from ZPP. The fluorescence from layers below in this second situation does not contribute to the signal. Therefore, the possibility that a device could potentially be built and detect ZPP fluorescence in retina looks very promising.

  6. Infinite variance in fermion quantum Monte Carlo calculations.

    Science.gov (United States)

    Shi, Hao; Zhang, Shiwei

    2016-03-01

    For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, and lattice quantum chromodynamics calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied on to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple subareas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calculation unreliable or meaningless. We discuss how to identify the infinite variance problem. An approach is then proposed to solve the problem. The solution does not require major modifications to standard algorithms, adding a "bridge link" to the imaginary-time path integral. The general idea is applicable to a variety of situations where the infinite variance problem may be present. Illustrative results are presented for the ground state of the Hubbard model at half-filling. PMID:27078480

  7. A Monte Carlo dose calculation tool for radiotherapy treatment planning

    Science.gov (United States)

    Ma, C.-M.; Li, J. S.; Pawlicki, T.; Jiang, S. B.; Deng, J.; Lee, M. C.; Koumrian, T.; Luxton, M.; Brain, S.

    2002-05-01

    A Monte Carlo user code, MCDOSE, has been developed for radiotherapy treatment planning (RTP) dose calculations. MCDOSE is designed as a dose calculation module suitable for adaptation to host RTP systems. MCDOSE can be used for both conventional photon/electron beam calculation and intensity modulated radiotherapy (IMRT) treatment planning. MCDOSE uses a multiple-source model to reconstruct the treatment beam phase space. Based on Monte Carlo simulated or measured beam data acquired during commissioning, source-model parameters are adjusted through an automated procedure. Beam modifiers such as jaws, physical and dynamic wedges, compensators, blocks, electron cut-outs and bolus are simulated by MCDOSE together with a 3D rectilinear patient geometry model built from CT data. Dose distributions calculated using MCDOSE agreed well with those calculated by the EGS4/DOSXYZ code using different beam set-ups and beam modifiers. Heterogeneity correction factors for layered-lung or layered-bone phantoms as calculated by both codes were consistent with measured data to within 1%. The effect of energy cut-offs for particle transport was investigated. Variance reduction techniques were implemented in MCDOSE to achieve a speedup factor of 10-30 compared to DOSXYZ.

  8. Energy Modulated Photon Radiotherapy: A Monte Carlo Feasibility Study

    Directory of Open Access Journals (Sweden)

    Ying Zhang

    2016-01-01

    Full Text Available A novel treatment modality termed energy modulated photon radiotherapy (EMXRT was investigated. The first step of EMXRT was to determine beam energy for each gantry angle/anatomy configuration from a pool of photon energy beams (2 to 10 MV with a newly developed energy selector. An inverse planning system using gradient search algorithm was then employed to optimize photon beam intensity of various beam energies based on presimulated Monte Carlo pencil beam dose distributions in patient anatomy. Finally, 3D dose distributions in six patients of different tumor sites were simulated with Monte Carlo method and compared between EMXRT plans and clinical IMRT plans. Compared to current IMRT technique, the proposed EMXRT method could offer a better paradigm for the radiotherapy of lung cancers and pediatric brain tumors in terms of normal tissue sparing and integral dose. For prostate, head and neck, spine, and thyroid lesions, the EMXRT plans were generally comparable to the IMRT plans. Our feasibility study indicated that lower energy (<6 MV photon beams could be considered in modern radiotherapy treatment planning to achieve a more personalized care for individual patient with dosimetric gains.

  9. Energy Modulated Photon Radiotherapy: A Monte Carlo Feasibility Study.

    Science.gov (United States)

    Zhang, Ying; Feng, Yuanming; Ming, Xin; Deng, Jun

    2016-01-01

    A novel treatment modality termed energy modulated photon radiotherapy (EMXRT) was investigated. The first step of EMXRT was to determine beam energy for each gantry angle/anatomy configuration from a pool of photon energy beams (2 to 10 MV) with a newly developed energy selector. An inverse planning system using gradient search algorithm was then employed to optimize photon beam intensity of various beam energies based on presimulated Monte Carlo pencil beam dose distributions in patient anatomy. Finally, 3D dose distributions in six patients of different tumor sites were simulated with Monte Carlo method and compared between EMXRT plans and clinical IMRT plans. Compared to current IMRT technique, the proposed EMXRT method could offer a better paradigm for the radiotherapy of lung cancers and pediatric brain tumors in terms of normal tissue sparing and integral dose. For prostate, head and neck, spine, and thyroid lesions, the EMXRT plans were generally comparable to the IMRT plans. Our feasibility study indicated that lower energy (<6 MV) photon beams could be considered in modern radiotherapy treatment planning to achieve a more personalized care for individual patient with dosimetric gains. PMID:26977413

  10. Spatial distribution of reflected gamma rays by Monte Carlo simulation

    International Nuclear Information System (INIS)

    In nuclear facilities, the reflection of gamma rays of the walls and metals constitutes an unknown origin of radiation. These reflected gamma rays must be estimated and determined. This study concerns reflected gamma rays on metal slabs. We evaluated the spatial distribution of the reflected gamma rays spectra by using the Monte Carlo method. An appropriate estimator for the double differential albedo is used to determine the energy spectra and the angular distribution of reflected gamma rays by slabs of iron and aluminium. We took into the account the principal interactions of gamma rays with matter: photoelectric, coherent scattering (Rayleigh), incoherent scattering (Compton) and pair creation. The Klein-Nishina differential cross section was used to select direction and energy of scattered photons after each Compton scattering. The obtained spectra show peaks at 0.511* MeV for higher source energy. The Results are in good agreement with those obtained by the TRIPOLI code [J.C. Nimal et al., TRIPOLI02: Programme de Monte Carlo Polycinsetique a Trois dimensions, CEA Rapport, Commissariat a l'Energie Atomique.

  11. Spatial distribution of reflected gamma rays by Monte Carlo simulation

    Energy Technology Data Exchange (ETDEWEB)

    Jehouani, A. [LPTN, Departement de Physique, Faculte des Sciences Semlalia, B.P. 2390, 40000 Marrakech (Morocco)], E-mail: jehouani@ucam.ac.ma; Merzouki, A. [LPTN, Departement de Physique, Faculte des Sciences Semlalia, B.P. 2390, 40000 Marrakech (Morocco); Remote Sensing and Geomatics of the Environment Laboratory, Ottawa-Carleton Geoscience Centre, Marion Hall, 140 Louis Pasteur, Ottawa, ON, KIN 6N5 (Canada); Boutadghart, F.; Ghassoun, J. [LPTN, Departement de Physique, Faculte des Sciences Semlalia, B.P. 2390, 40000 Marrakech (Morocco)

    2007-10-15

    In nuclear facilities, the reflection of gamma rays of the walls and metals constitutes an unknown origin of radiation. These reflected gamma rays must be estimated and determined. This study concerns reflected gamma rays on metal slabs. We evaluated the spatial distribution of the reflected gamma rays spectra by using the Monte Carlo method. An appropriate estimator for the double differential albedo is used to determine the energy spectra and the angular distribution of reflected gamma rays by slabs of iron and aluminium. We took into the account the principal interactions of gamma rays with matter: photoelectric, coherent scattering (Rayleigh), incoherent scattering (Compton) and pair creation. The Klein-Nishina differential cross section was used to select direction and energy of scattered photons after each Compton scattering. The obtained spectra show peaks at 0.511{sup *} MeV for higher source energy. The Results are in good agreement with those obtained by the TRIPOLI code [J.C. Nimal et al., TRIPOLI02: Programme de Monte Carlo Polycinsetique a Trois dimensions, CEA Rapport, Commissariat a l'Energie Atomique. ].

  12. Russian roulette efficiency in Monte Carlo resonant absorption calculations

    Energy Technology Data Exchange (ETDEWEB)

    Ghassoun, J. E-mail: ghassoun@ucam.ac.ma; Jehouani, A

    2000-11-15

    The resonant absorption calculation in media containing heavy resonant nuclei is one of the most difficult problems treated in reactor physics. Deterministic techniques need many approximations to solve this kind of problem. On the other hand, the Monte Carlo method is a reliable mathematical tool for evaluating the neutron resonance escape probability. But it suffers from large statistical deviations of results and long computation times. In order to overcome this problem, we have used the Splitting and Russian Roulette technique coupled separately to the survival biasing and to the importance sampling for the energy parameter. These techniques have been used to calculate the neutron resonance absorption in infinite homogenous media containing hydrogen and uranium characterized by the dilution (ratio of the concentrations of hydrogen to uranium). The punctual neutron source energy is taken at E{sub s}=2 MeV and E{sub s}=676.45 eV, whereas the energy cut-off is fixed at E{sub c}=2.768 eV. The results show a large reduction of computation time and statistical deviation, without altering the mean resonance escape probability compared to the usual analog simulation. The Splitting and Russian Roulette coupled to the survival biasing method is found to be the best methods for studying the neutron resonant absorption, particularly for high energies. A comparison is done between the Monte Carlo and deterministic methods based on the numerical solution of the neutron slowing down equations by the iterative method results for several dilutions.

  13. Russian roulette efficiency in Monte Carlo resonant absorption calculations

    Science.gov (United States)

    Ghassoun; Jehouani

    2000-10-01

    The resonant absorption calculation in media containing heavy resonant nuclei is one of the most difficult problems treated in reactor physics. Deterministic techniques need many approximations to solve this kind of problem. On the other hand, the Monte Carlo method is a reliable mathematical tool for evaluating the neutron resonance escape probability. But it suffers from large statistical deviations of results and long computation times. In order to overcome this problem, we have used the Splitting and Russian Roulette technique coupled separately to the survival biasing and to the importance sampling for the energy parameter. These techniques have been used to calculate the neutron resonance absorption in infinite homogenous media containing hydrogen and uranium characterized by the dilution (ratio of the concentrations of hydrogen to uranium). The punctual neutron source energy is taken at Es = 2 MeV and Es = 676.45 eV, whereas the energy cut-off is fixed at Ec = 2.768 eV. The results show a large reduction of computation time and statistical deviation, without altering the mean resonance escape probability compared to the usual analog simulation. The Splitting and Russian Roulette coupled to the survival biasing method is found to be the best methods for studying the neutron resonant absorption, particularly for high energies. A comparison is done between the Monte Carlo and deterministic methods based on the numerical solution of the neutron slowing down equations by the iterative method results for several dilutions. PMID:11003535

  14. Spatial distribution of reflected gamma rays by Monte Carlo simulation

    Science.gov (United States)

    Jehouani, A.; Merzouki, A.; Boutadghart, F.; Ghassoun, J.

    2007-10-01

    In nuclear facilities, the reflection of gamma rays of the walls and metals constitutes an unknown origin of radiation. These reflected gamma rays must be estimated and determined. This study concerns reflected gamma rays on metal slabs. We evaluated the spatial distribution of the reflected gamma rays spectra by using the Monte Carlo method. An appropriate estimator for the double differential albedo is used to determine the energy spectra and the angular distribution of reflected gamma rays by slabs of iron and aluminium. We took into the account the principal interactions of gamma rays with matter: photoelectric, coherent scattering (Rayleigh), incoherent scattering (Compton) and pair creation. The Klein-Nishina differential cross section was used to select direction and energy of scattered photons after each Compton scattering. The obtained spectra show peaks at 0.511∗ MeV for higher source energy. The Results are in good agreement with those obtained by the TRIPOLI code [J.C. Nimal et al., TRIPOLI02: Programme de Monte Carlo Polycinśetique à Trois dimensions, CEA Rapport, Commissariat à l'Energie Atomique. [1

  15. Russian roulette efficiency in Monte Carlo resonant absorption calculations

    International Nuclear Information System (INIS)

    The resonant absorption calculation in media containing heavy resonant nuclei is one of the most difficult problems treated in reactor physics. Deterministic techniques need many approximations to solve this kind of problem. On the other hand, the Monte Carlo method is a reliable mathematical tool for evaluating the neutron resonance escape probability. But it suffers from large statistical deviations of results and long computation times. In order to overcome this problem, we have used the Splitting and Russian Roulette technique coupled separately to the survival biasing and to the importance sampling for the energy parameter. These techniques have been used to calculate the neutron resonance absorption in infinite homogenous media containing hydrogen and uranium characterized by the dilution (ratio of the concentrations of hydrogen to uranium). The punctual neutron source energy is taken at Es=2 MeV and Es=676.45 eV, whereas the energy cut-off is fixed at Ec=2.768 eV. The results show a large reduction of computation time and statistical deviation, without altering the mean resonance escape probability compared to the usual analog simulation. The Splitting and Russian Roulette coupled to the survival biasing method is found to be the best methods for studying the neutron resonant absorption, particularly for high energies. A comparison is done between the Monte Carlo and deterministic methods based on the numerical solution of the neutron slowing down equations by the iterative method results for several dilutions

  16. Evolutionary Sequential Monte Carlo Samplers for Change-Point Models

    Directory of Open Access Journals (Sweden)

    Arnaud Dufays

    2016-03-01

    Full Text Available Sequential Monte Carlo (SMC methods are widely used for non-linear filtering purposes. However, the SMC scope encompasses wider applications such as estimating static model parameters so much that it is becoming a serious alternative to Markov-Chain Monte-Carlo (MCMC methods. Not only do SMC algorithms draw posterior distributions of static or dynamic parameters but additionally they provide an estimate of the marginal likelihood. The tempered and time (TNT algorithm, developed in this paper, combines (off-line tempered SMC inference with on-line SMC inference for drawing realizations from many sequential posterior distributions without experiencing a particle degeneracy problem. Furthermore, it introduces a new MCMC rejuvenation step that is generic, automated and well-suited for multi-modal distributions. As this update relies on the wide heuristic optimization literature, numerous extensions are readily available. The algorithm is notably appropriate for estimating change-point models. As an example, we compare several change-point GARCH models through their marginal log-likelihoods over time.

  17. Monte Carlo and thermal-hydraulic coupling via PVMEXEC

    International Nuclear Information System (INIS)

    Successful high-fidelity coupling between a Monte Carlo neutron transport solver and a subchannel thermal-hydraulics solver has been achieved using PVMEXEC, a coupling frame-work developed for analysis of transient phenomenon in nuclear reactors. The PVMEXEC framework provides a generic program interface for exchanging data between solver kernels for different physical processes, such as radiation transport, heat conduction, and fluid flow. In this study, PVMEXEC was used to couple the in-house Monte Carlo radiation transport code, MC21, with a locally modified version of COBRA-TF. In this coupling scheme, MC21 is responsible for calculating three-dimensional power distributions and COBRA-TF for calculating local fluid temperatures and densities, as well as fuel temperatures. The coupled system was used to analyze 3D single-pin and assembly models based on the Calvert Cliffs commercial PWR. Convergence properties of the coupled simulations are examined and results are compared to simulations conducted using the existing integrated thermal feedback kernel in MC21. (author)

  18. Quantum Monte Carlo of ThO2

    Science.gov (United States)

    Hu, Shuming; Mitas, Lubos

    2012-02-01

    Thorium dioxide solid is a unique optical and heat-resistant actinide material with large gap and cohesion. It is a diamagnet, unlike a number of other similar actinide oxides. We investigate the electronic structure of ThO2 using Density Functional Theory (DFT) and quantum Monte Carlo (QMC) methods. We adopt Stuttgart RLC and RSC effective core potentials (pseudopotentials) for the Th atom. In the DFT calculations, some of the properties are verified in all-electron calculations using the FLAPW techniques. Using the fixed-node diffusion Monte Carlo we calculate the ground state and several excited states from which we estimate the cohesion and the band gap. Simulation cells of several sizes are used to estimate/reduce the finite size effects. We compare the QMC results with recent DFT calculations with several types of functionals which include hybrids such as PBE0 and HSE. Insights from QMC calculations give us understanding of the correlations beyond the DFT approaches and pave the way for accurate electronic structure calculations of other actinide materials.

  19. Stratified source-sampling techniques for Monte Carlo eigenvalue analysis.

    Energy Technology Data Exchange (ETDEWEB)

    Mohamed, A.

    1998-07-10

    In 1995, at a conference on criticality safety, a special session was devoted to the Monte Carlo ''Eigenvalue of the World'' problem. Argonne presented a paper, at that session, in which the anomalies originally observed in that problem were reproduced in a much simplified model-problem configuration, and removed by a version of stratified source-sampling. In this paper, stratified source-sampling techniques are generalized and applied to three different Eigenvalue of the World configurations which take into account real-world statistical noise sources not included in the model problem, but which differ in the amount of neutronic coupling among the constituents of each configuration. It is concluded that, in Monte Carlo eigenvalue analysis of loosely-coupled arrays, the use of stratified source-sampling reduces the probability of encountering an anomalous result over that if conventional source-sampling methods are used. However, this gain in reliability is substantially less than that observed in the model-problem results.

  20. Monte Carlo simulations and dosimetric studies of an irradiation facility

    Science.gov (United States)

    Belchior, A.; Botelho, M. L.; Vaz, P.

    2007-09-01

    There is an increasing utilization of ionizing radiation for industrial applications. Additionally, the radiation technology offers a variety of advantages in areas, such as sterilization and food preservation. For these applications, dosimetric tests are of crucial importance in order to assess the dose distribution throughout the sample being irradiated. The use of Monte Carlo methods and computational tools in support of the assessment of the dose distributions in irradiation facilities can prove to be economically effective, representing savings in the utilization of dosemeters, among other benefits. One of the purposes of this study is the development of a Monte Carlo simulation, using a state-of-the-art computational tool—MCNPX—in order to determine the dose distribution inside an irradiation facility of Cobalt 60. This irradiation facility is currently in operation at the ITN campus and will feature an automation and robotics component, which will allow its remote utilization by an external user, under REEQ/996/BIO/2005 project. The detailed geometrical description of the irradiation facility has been implemented in MCNPX, which features an accurate and full simulation of the electron-photon processes involved. The validation of the simulation results obtained was performed by chemical dosimetry methods, namely a Fricke solution. The Fricke dosimeter is a standard dosimeter and is widely used in radiation processing for calibration purposes.

  1. A Monte Carlo Study of Seven Homogeneity of Variance Tests

    Directory of Open Access Journals (Sweden)

    Howard B. Lee

    2010-01-01

    Full Text Available Problem statement: The decision by SPSS (now PASW to use the unmodified Levene test to test homogeneity of variance was questioned. It was compared to six other tests. In total, seven homogeneity of variance tests used in Analysis Of Variance (ANOVA were compared on robustness and power using Monte Carlo studies. The homogeneity of variance tests were (1 Levene, (2 modified Levene, (3 Z-variance, (4 Overall-Woodward Modified Z-variance, (5 O’Brien, (6 Samiuddin Cube Root and (7 F-Max. Approach: Each test was subjected to Monte Carlo analysis through different shaped distributions: (1 normal, (2 platykurtic, (3 leptokurtic, (4 moderate skewed and (5 highly skewed. The Levene Test is the one used in all of the latest versions of SPSS. Results: The results from these studies showed that the Levene Test is neither the best nor worst in terms of robustness and power. However, the modified Levene Test showed very good robustness when compared to the other tests but lower power than other tests. The Samiuddin test is at its best in terms of robustness and power when the distribution is normal. The results of this study showed the strengths and weaknesses of the seven tests. Conclusion/Recommendations: No single test outperformed the others in terms of robustness and power. The authors recommend that kurtosis and skewness indices be presented in statistical computer program packages such as SPSS to guide the data analyst in choosing which test would provide the highest robustness and power.

  2. Overview of the MCU Monte Carlo software package

    International Nuclear Information System (INIS)

    MCU (Monte Carlo Universal) is a project on development and practical use of a universal computer code for simulation of particle transport (neutrons, photons, electrons, positrons) in three-dimensional systems by means of the Monte Carlo method. This paper provides the information on the current state of the project. The developed libraries of constants are briefly described, and the potentialities of the MCU-5 package modules and the executable codes compiled from them are characterized. Examples of important problems of reactor physics solved with the code are presented. It is shown that the MCU constructor tool is able to assemble a full-scale 3D model from templates describing single components using simple and intuitive graphic user interface. The templates are prepared by a skilled user and stored in constructor's templates library. Ordinary user works with the graphic user interface and does not deal with MCU input data directly. At the present moment there are template libraries for several types of reactors

  3. Proton therapy Monte Carlo SRNA-VOX code

    Directory of Open Access Journals (Sweden)

    Ilić Radovan D.

    2012-01-01

    Full Text Available The most powerful feature of the Monte Carlo method is the possibility of simulating all individual particle interactions in three dimensions and performing numerical experiments with a preset error. These facts were the motivation behind the development of a general-purpose Monte Carlo SRNA program for proton transport simulation in technical systems described by standard geometrical forms (plane, sphere, cone, cylinder, cube. Some of the possible applications of the SRNA program are: (a a general code for proton transport modeling, (b design of accelerator-driven systems, (c simulation of proton scattering and degrading shapes and composition, (d research on proton detectors; and (e radiation protection at accelerator installations. This wide range of possible applications of the program demands the development of various versions of SRNA-VOX codes for proton transport modeling in voxelized geometries and has, finally, resulted in the ISTAR package for the calculation of deposited energy distribution in patients on the basis of CT data in radiotherapy. All of the said codes are capable of using 3-D proton sources with an arbitrary energy spectrum in an interval of 100 keV to 250 MeV.

  4. Chemical accuracy from quantum Monte Carlo for the Benzene Dimer

    CERN Document Server

    Azadi, Sam

    2015-01-01

    We report an accurate study of interactions between Benzene molecules using variational quantum Monte Carlo (VMC) and diffusion quantum Monte Carlo (DMC) methods. We compare these results with density functional theory (DFT) using different van der Waals (vdW) functionals. In our QMC calculations, we use accurate correlated trial wave functions including three-body Jastrow factors, and backflow transformations. We consider two benzene molecules in the parallel displaced (PD) geometry, and find that by highly optimizing the wave function and introducing more dynamical correlation into the wave function, we compute the weak chemical binding energy between aromatic rings accurately. We find optimal VMC and DMC binding energies of -2.3(4) and -2.7(3) kcal/mol, respectively. The best estimate of the CCSD(T)/CBS limit is -2.65(2) kcal/mol [E. Miliordos et al, J. Phys. Chem. A 118, 7568 (2014)]. Our results indicate that QMC methods give chemical accuracy for weakly bound van der Waals molecular interactions, compar...

  5. Gold nanoparticle DNA damage in radiotherapy: A Monte Carlo study

    Directory of Open Access Journals (Sweden)

    Chun He

    2016-07-01

    Full Text Available This study investigated the DNA damage due to the dose enhancement of using gold nanoparticles (GNPs as a radiation sensitizer in radiotherapy. Nanodosimetry of a photon irradiated GNP was performed with Monte Carlo simulations using Geant4-DNA (ver. 10.2 in the nanometer scale. In the simulation model, GNP spheres (with diameters of 30, 50, and 100 nm and a DNA model were placed in a water cube (1 µm3. The GNPs were irradiated by photon beams with varying energies (50, 100, and 150 keV, which produced secondary electrons, enhancing the dose to the DNA. To investigate the dose enhancement effect at the DNA level, energy deposition to the DNA with and without the GNP were determined in simulations for calculation of the dose enhancement ratio (DER. The distance between the GNP and the DNA molecule was varied to determine its effect on the DER. Monte Carlo results were collected for three variables; GNP size, distances between the GNP and DNA molecule, and the photon beam energy. The DER was found to increase with the size of GNP and decrease with the distance between the GNP and DNA molecule. The largest DER was found to be 3.7 when a GNP (100 nm diameter was irradiated by a 150 keV photon beam set at 30 nm from the DNA molecule. We conclude that there is significant dependency of the DER on GNP size, distance to the DNA and photon energy and have simulated those relationships.

  6. Monte Carlo study of electron transport in monolayer silicene

    Science.gov (United States)

    Borowik, Piotr; Thobel, Jean-Luc; Adamowicz, Leszek

    2016-11-01

    Electron mobility and diffusion coefficients in monolayer silicene are calculated by Monte Carlo simulations using simplified band structure with linear energy bands. Results demonstrate reasonable agreement with the full-band Monte Carlo method in low applied electric field conditions. Negative differential resistivity is observed and an explanation of the origin of this effect is proposed. Electron mobility and diffusion coefficients are studied in low applied electric field conditions. We demonstrate that a comparison of these parameter values can provide a good check that the calculation is correct. Low-field mobility in silicene exhibits {T}-3 temperature dependence for nondegenerate electron gas conditions and {T}-1 for higher electron concentrations, when degenerate conditions are imposed. It is demonstrated that to explain the relation between mobility and temperature in nondegenerate electron gas the linearity of the band structure has to be taken into account. It is also found that electron-electron scattering only slightly modifies low-field electron mobility in degenerate electron gas conditions.

  7. Review of neutron noise analysis theory by Monte Carlo simulation

    International Nuclear Information System (INIS)

    Some debates on the theory of neutron noise analysis for reactor kinetic parameter measurement were found before 1970 but a report firmly clearing these debates has not been found, and a question was raised when neutron noise experiments for the TRIGA and HANARO reactors in Korea were performed. In order to clarify this question, the neutron noise experiment is simulated by the Monte Carlo method. This simulation confirms that the widely used equation is approximately valid and that the confusion was caused from the explanation on the derivation of the equation. Rossi-α technique is one of the representative methods of noise analyses for the reactor kinetic parameter measurement, but different opinions were raised for the chain reaction related term in the equation. The equation originally derived at the Los Alamos National Laboratory (LANL) has been widely accepted. However, the others were supported by strict mathematics and experiments as well, and the reason of discrepancy has not been clarified. Since it is the problem of basic concept before the effect of neutron energy or geometry is included, the Monte Carlo simulation for the simplest reactor model could clarify it. For this purpose, the experiment measuring the neutron noise is simulated, and it results that the original equation is approximately valid. However, it is judged that the explanation on the equation by the authors derived it for the first time is not so correct, but Orndoff who made the first experiment by the Ross-α technique explained it rather correctly

  8. A Monte Carlo simulation of ion transport at finite temperatures

    International Nuclear Information System (INIS)

    We have developed a Monte Carlo simulation for ion transport in hot background gases, which is an alternative way of solving the corresponding Boltzmann equation that determines the distribution function of ions. We consider the limit of low ion densities when the distribution function of the background gas remains unchanged due to collision with ions. Special attention has been paid to properly treating the thermal motion of the host gas particles and their influence on ions, which is very important at low electric fields, when the mean ion energy is comparable to the thermal energy of the host gas. We found the conditional probability distribution of gas velocities that correspond to an ion of specific velocity which collides with a gas particle. Also, we have derived exact analytical formulae for piecewise calculation of the collision frequency integrals. We address the cases when the background gas is monocomponent and when it is a mixture of different gases. The techniques described here are required for Monte Carlo simulations of ion transport and for hybrid models of non-equilibrium plasmas. The range of energies where it is necessary to apply the technique has been defined. The results we obtained are in excellent agreement with the existing ones obtained by complementary methods. Having verified our algorithm, we were able to produce calculations for Ar+ ions in Ar and propose them as a new benchmark for thermal effects. The developed method is widely applicable for solving the Boltzmann equation that appears in many different contexts in physics. (paper)

  9. Monte Carlo simulation of the TRIGA mark 2 criticality experiment

    International Nuclear Information System (INIS)

    The criticality analysis of the TRIGA-2 bench-mark experiment at the Musashi Institute of Technology Research Reactor (MuITR, 100 kW) was performed by the three-dimensional continuous-energy Monte Carlo code (MCNP4A). To minimize errors due to an inexact geometry model, all fresh fuel and control rods as well as vicinity of the core were precisely modeled. Core multiplication factors (Keff) in the initial core critical experiment and in the excess reactivity adjustment for the several fuel-loading patterns as well as the fuel element reactivity worth distributions were used in the validation process of the physical model and neutron cross section data from the ENDF/B-V evaluation. The calculated Keff overestimated the experimental data by 1.0% for both the initial core and the several fuel-loading arrangements (fuel or graphite element was added only to the outer-ring), but the discrepancy increased to 1.8% for the some fuel-loading patterns (graphite element was positioned in the inner-ring). The comparison result of the fuel element worth distribution showed above tendency. Al in all, the agreement between the MCNP predictions and the experimentally determined values is good, which indicates that the Monte Carlo model is enough to simulate criticality of the TRIGA-2 reactor. (author)

  10. Monte Carlo simulation of quantum Zeno effect in the brain

    Science.gov (United States)

    Georgiev, Danko

    2015-12-01

    Environmental decoherence appears to be the biggest obstacle for successful construction of quantum mind theories. Nevertheless, the quantum physicist Henry Stapp promoted the view that the mind could utilize quantum Zeno effect to influence brain dynamics and that the efficacy of such mental efforts would not be undermined by environmental decoherence of the brain. To address the physical plausibility of Stapp's claim, we modeled the brain using quantum tunneling of an electron in a multiple-well structure such as the voltage sensor in neuronal ion channels and performed Monte Carlo simulations of quantum Zeno effect exerted by the mind upon the brain in the presence or absence of environmental decoherence. The simulations unambiguously showed that the quantum Zeno effect breaks down for timescales greater than the brain decoherence time. To generalize the Monte Carlo simulation results for any n-level quantum system, we further analyzed the change of brain entropy due to the mind probing actions and proved a theorem according to which local projections cannot decrease the von Neumann entropy of the unconditional brain density matrix. The latter theorem establishes that Stapp's model is physically implausible but leaves a door open for future development of quantum mind theories provided the brain has a decoherence-free subspace.

  11. Monte Carlo simulation for simultaneous particle coagulation and deposition

    Institute of Scientific and Technical Information of China (English)

    ZHAO; Haibo; ZHENG; Chuguang

    2006-01-01

    The process of dynamic evolution in dispersed systems due to simultaneous particle coagulation and deposition is described mathematically by general dynamic equation (GDE). Monte Carlo (MC) method is an important approach of numerical solutions of GDE. However, constant-volume MC method exhibits the contradictory of low computation cost and high computation precision owing to the fluctuation of the number of simulation particles; constant-number MC method can hardly be applied to engineering application and general scientific quantitative analysis due to the continual contraction or expansion of computation domain. In addition, the two MC methods depend closely on the "subsystem" hypothesis, which constraints their expansibility and the scope of application. A new multi-Monte Carlo (MMC) method is promoted to take account of GDE for simultaneous particle coagulation and deposition. MMC method introduces the concept of "weighted fictitious particle" and is based on the "time-driven" technique. Furthermore MMC method maintains synchronously the computational domain and the total number of fictitious particles, which results in the latent expansibility of simulation for boundary condition, the space evolution of particle size distribution and even particle dynamics. The simulation results of MMC method for two special cases in which analytical solutions exist agree with analytical solutions well, which proves that MMC method has high and stable computational precision and low computation cost because of the constant and limited number of fictitious particles. Lastly the source of numerical error and the relative error of MMC method are analyzed, respectively.

  12. Monte Carlo source convergence and the Whitesides problem

    International Nuclear Information System (INIS)

    The issue of fission source convergence in Monte Carlo eigenvalue calculations is of interest because of the potential consequences of erroneous criticality safety calculations. In this work, the authors compare two different techniques to improve the source convergence behavior of standard Monte Carlo calculations applied to challenging source convergence problems. The first method, super-history powering, attempts to avoid discarding important fission sites between generations by delaying stochastic sampling of the fission site bank until after several generations of multiplication. The second method, stratified sampling of the fission site bank, explicitly keeps the important sites even if conventional sampling would have eliminated them. The test problems are variants of Whitesides' Criticality of the World problem in which the fission site phase space was intentionally undersampled in order to induce marginally intolerable variability in local fission site populations. Three variants of the problem were studied, each with a different degree of coupling between fissionable pieces. Both the superhistory powering method and the stratified sampling method were shown to improve convergence behavior, although stratified sampling is more robust for the extreme case of no coupling. Neither algorithm completely eliminates the loss of the most important fissionable piece, and if coupling is absent, the lost piece cannot be recovered unless its sites from earlier generations have been retained. Finally, criteria for measuring source convergence reliability are proposed and applied to the test problems

  13. Clinical dosimetry in photon radiotherapy. A Monte Carlo based investigation

    International Nuclear Information System (INIS)

    Practical clinical dosimetry is a fundamental step within the radiation therapy process and aims at quantifying the absorbed radiation dose within a 1-2% uncertainty. To achieve this level of accuracy, corrections are needed for calibrated and air-filled ionization chambers, which are used for dose measurement. The procedures of correction are based on cavity theory of Spencer-Attix and are defined in current dosimetry protocols. Energy dependent corrections for deviations from calibration beams account for changed ionization chamber response in the treatment beam. The corrections applied are usually based on semi-analytical models or measurements and are generally hard to determine due to their magnitude of only a few percents or even less. Furthermore the corrections are defined for fixed geometrical reference-conditions and do not apply to non-reference conditions in modern radiotherapy applications. The stochastic Monte Carlo method for the simulation of radiation transport is becoming a valuable tool in the field of Medical Physics. As a suitable tool for calculation of these corrections with high accuracy the simulations enable the investigation of ionization chambers under various conditions. The aim of this work is the consistent investigation of ionization chamber dosimetry in photon radiation therapy with the use of Monte Carlo methods. Nowadays Monte Carlo systems exist, which enable the accurate calculation of ionization chamber response in principle. Still, their bare use for studies of this type is limited due to the long calculation times needed for a meaningful result with a small statistical uncertainty, inherent to every result of a Monte Carlo simulation. Besides heavy use of computer hardware, techniques methods of variance reduction to reduce the needed calculation time can be applied. Methods for increasing the efficiency in the results of simulation were developed and incorporated in a modern and established Monte Carlo simulation environment

  14. Quasi Monte Carlo methods for optimization models of the energy industry with pricing and load processes

    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.

  15. Domain Decomposition strategy for pin-wise full-core Monte Carlo depletion calculation with the reactor Monte Carlo Code

    Energy Technology Data Exchange (ETDEWEB)

    Liang, Jingang; Wang, Kan; Qiu, Yishu [Dept. of Engineering Physics, LiuQing Building, Tsinghua University, Beijing (China); Chai, Xiao Ming; Qiang, Sheng Long [Science and Technology on Reactor System Design Technology Laboratory, Nuclear Power Institute of China, Chengdu (China)

    2016-06-15

    Because of prohibitive data storage requirements in large-scale simulations, the memory problem is an obstacle for Monte Carlo (MC) codes in accomplishing pin-wise three-dimensional (3D) full-core calculations, particularly for whole-core depletion analyses. Various kinds of data are evaluated and quantificational total memory requirements are analyzed based on the Reactor Monte Carlo (RMC) code, showing that tally data, material data, and isotope densities in depletion are three major parts of memory storage. The domain decomposition method is investigated as a means of saving memory, by dividing spatial geometry into domains that are simulated separately by parallel processors. For the validity of particle tracking during transport simulations, particles need to be communicated between domains. In consideration of efficiency, an asynchronous particle communication algorithm is designed and implemented. Furthermore, we couple the domain decomposition method with MC burnup process, under a strategy of utilizing consistent domain partition in both transport and depletion modules. A numerical test of 3D full-core burnup calculations is carried out, indicating that the RMC code, with the domain decomposition method, is capable of pin-wise full-core burnup calculations with millions of depletion regions.

  16. Cost effective distributed computing for Monte Carlo radiation dosimetry

    International Nuclear Information System (INIS)

    Full text: An inexpensive computing facility has been established for performing repetitive Monte Carlo simulations with the BEAM and EGS4/EGSnrc codes of linear accelerator beams, for calculating effective dose from diagnostic imaging procedures and of ion chambers and phantoms used for the Australian high energy absorbed dose standards. The facility currently consists of 3 dual-processor 450 MHz processor PCs linked by a high speed LAN. The 3 PCs can be accessed either locally from a single keyboard/monitor/mouse combination using a SwitchView controller or remotely via a computer network from PCs with suitable communications software (e.g. Telnet, Kermit etc). All 3 PCs are identically configured to have the Red Hat Linux 6.0 operating system. A Fortran compiler and the BEAM and EGS4/EGSnrc codes are available on the 3 PCs. The preparation of sequences of jobs utilising the Monte Carlo codes is simplified using load-distributing software (enFuzion 6.0 marketed by TurboLinux Inc, formerly Cluster from Active Tools) which efficiently distributes the computing load amongst all 6 processors. We describe 3 applications of the system - (a) energy spectra from radiotherapy sources, (b) mean mass-energy absorption coefficients and stopping powers for absolute absorbed dose standards and (c) dosimetry for diagnostic procedures; (a) and (b) are based on the transport codes BEAM and FLURZnrc while (c) is a Fortran/EGS code developed at ARPANSA. Efficiency gains ranged from 3 for (c) to close to the theoretical maximum of 6 for (a) and (b), with the gain depending on the amount of 'bookkeeping' to begin each task and the time taken to complete a single task. We have found the use of a load-balancing batch processing system with many PCs to be an economical way of achieving greater productivity for Monte Carlo calculations or of any computer intensive task requiring many runs with different parameters. Copyright (2000) Australasian College of Physical Scientists and

  17. 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

  18. Neutron stimulated emission computed tomography: a Monte Carlo simulation approach

    Energy Technology Data Exchange (ETDEWEB)

    Sharma, A C [Department of Biomedical Engineering, Duke University, 136 Hudson Hall, Durham, NC 27708 (United States); Harrawood, B P [Duke Advance Imaging Labs, Department of Radiology, 2424 Erwin Rd, Suite 302, Durham, NC 27705 (United States); Bender, J E [Department of Biomedical Engineering, Duke University, 136 Hudson Hall, Durham, NC 27708 (United States); Tourassi, G D [Duke Advance Imaging Labs, Department of Radiology, 2424 Erwin Rd, Suite 302, Durham, NC 27705 (United States); Kapadia, A J [Department of Biomedical Engineering, Duke University, 136 Hudson Hall, Durham, NC 27708 (United States)

    2007-10-21

    A Monte Carlo simulation has been developed for neutron stimulated emission computed tomography (NSECT) using the GEANT4 toolkit. NSECT is a new approach to biomedical imaging that allows spectral analysis of the elements present within the sample. In NSECT, a beam of high-energy neutrons interrogates a sample and the nuclei in the sample are stimulated to an excited state by inelastic scattering of the neutrons. The characteristic gammas emitted by the excited nuclei are captured in a spectrometer to form multi-energy spectra. Currently, a tomographic image is formed using a collimated neutron beam to define the line integral paths for the tomographic projections. These projection data are reconstructed to form a representation of the distribution of individual elements in the sample. To facilitate the development of this technique, a Monte Carlo simulation model has been constructed from the GEANT4 toolkit. This simulation includes modeling of the neutron beam source and collimation, the samples, the neutron interactions within the samples, the emission of characteristic gammas, and the detection of these gammas in a Germanium crystal. In addition, the model allows the absorbed radiation dose to be calculated for internal components of the sample. NSECT presents challenges not typically addressed in Monte Carlo modeling of high-energy physics applications. In order to address issues critical to the clinical development of NSECT, this paper will describe the GEANT4 simulation environment and three separate simulations performed to accomplish three specific aims. First, comparison of a simulation to a tomographic experiment will verify the accuracy of both the gamma energy spectra produced and the positioning of the beam relative to the sample. Second, parametric analysis of simulations performed with different user-defined variables will determine the best way to effectively model low energy neutrons in tissue, which is a concern with the high hydrogen content in

  19. On Monte Carlo Simulation and Analysis of Electricity Markets

    International Nuclear Information System (INIS)

    This dissertation is about how Monte Carlo simulation can be used to analyse electricity markets. There are a wide range of applications for simulation; for example, players in the electricity market can use simulation to decide whether or not an investment can be expected to be profitable, and authorities can by means of simulation find out which consequences a certain market design can be expected to have on electricity prices, environmental impact, etc. In the first part of the dissertation, the focus is which electricity market models are suitable for Monte Carlo simulation. The starting point is a definition of an ideal electricity market. Such an electricity market is partly practical from a mathematical point of view (it is simple to formulate and does not require too complex calculations) and partly it is a representation of the best possible resource utilisation. The definition of the ideal electricity market is followed by analysis how the reality differs from the ideal model, what consequences the differences have on the rules of the electricity market and the strategies of the players, as well as how non-ideal properties can be included in a mathematical model. Particularly, questions about environmental impact, forecast uncertainty and grid costs are studied. The second part of the dissertation treats the Monte Carlo technique itself. To reduce the number of samples necessary to obtain accurate results, variance reduction techniques can be used. Here, six different variance reduction techniques are studied and possible applications are pointed out. The conclusions of these studies are turned into a method for efficient simulation of basic electricity markets. The method is applied to some test systems and the results show that the chosen variance reduction techniques can produce equal or better results using 99% fewer samples compared to when the same system is simulated without any variance reduction technique. More complex electricity market models

  20. Suppression of the initial transient in Monte Carlo criticality simulations; Suppression du regime transitoire initial des simulations Monte-Carlo de criticite

    Energy Technology Data Exchange (ETDEWEB)

    Richet, Y

    2006-12-15

    Criticality Monte Carlo calculations aim at estimating the effective multiplication factor (k-effective) for a fissile system through iterations simulating neutrons propagation (making a Markov chain). Arbitrary initialization of the neutron population can deeply bias the k-effective estimation, defined as the mean of the k-effective computed at each iteration. A simplified model of this cycle k-effective sequence is built, based on characteristics of industrial criticality Monte Carlo calculations. Statistical tests, inspired by Brownian bridge properties, are designed to discriminate stationarity of the cycle k-effective sequence. The initial detected transient is, then, suppressed in order to improve the estimation of the system k-effective. The different versions of this methodology are detailed and compared, firstly on a plan of numerical tests fitted on criticality Monte Carlo calculations, and, secondly on real criticality calculations. Eventually, the best methodologies observed in these tests are selected and allow to improve industrial Monte Carlo criticality calculations. (author)

  1. Evaluation of a special pencil ionization chamber by the Monte Carlo method; Avaliacao de uma camara de ionizacao tipo lapis especial pelo metodo de Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Mendonca, Dalila; Neves, Lucio P.; Perini, Ana P., E-mail: anapaula.perini@ufu.br [Universidade Federal de Uberlandia (INFIS/UFU), Uberlandia, MG (Brazil). Instituto de Fisica; Santos, William S.; Caldas, Linda V.E. [Instituto de Pesquisas Energeticas e Nucleres (IPEN/CNEN-SP), Sao Paulo, SP (Brazil)

    2015-07-01

    A special pencil type ionization chamber, developed at the Instituto de Pesquisas Energeticas e Nucleares, was characterized by means of Monte Carlo simulation to determine the influence of its components on its response. The main differences between this ionization chamber and commercial ionization chambers are related to its configuration and constituent materials. The simulations were made employing the MCNP-4C Monte Carlo code. The highest influence was obtained for the body of PMMA: 7.0%. (author)

  2. Reservoir Modeling Combining Geostatistics with Markov Chain Monte Carlo Inversion

    DEFF Research Database (Denmark)

    Zunino, Andrea; Lange, Katrine; Melnikova, Yulia;

    2014-01-01

    We present a study on the inversion of seismic reflection data generated from a synthetic reservoir model. Our aim is to invert directly for rock facies and porosity of the target reservoir zone. We solve this inverse problem using a Markov chain Monte Carlo (McMC) method to handle the nonlinear......, multi-step forward model (rock physics and seismology) and to provide realistic estimates of uncertainties. To generate realistic models which represent samples of the prior distribution, and to overcome the high computational demand, we reduce the search space utilizing an algorithm drawn from...... geostatistics. The geostatistical algorithm learns the multiple-point statistics from prototype models, then generates proposal models which are tested by a Metropolis sampler. The solution of the inverse problem is finally represented by a collection of reservoir models in terms of facies and porosity, which...

  3. MEVSIM A Monte Carlo Event Generator for STAR

    CERN Document Server

    Ray, R L

    2000-01-01

    A fast, simple to use Monte Carlo based event generator is presented which is intended to facilitate simulation studies and the development of analysis software for the Solenoidal Tracker at RHIC (Relativistic Heavy Ion Collider) (STAR) experiment at the Brookhaven National Laboratory (BNL). This new event generator provides a fast, convenient means for producing large numbers of uncorrelated A+A collision events which can be used for a variety of applications in STAR, including quality assurance evaluation of event reconstruction software, determination of detector acceptances and tracking efficiencies, physics analysis of event-by-event global variables, studies of strange, rare and exotic particle reconstruction, and so on. The user may select the number of events, the particle types, the multiplicities, the one-body momentum space distributions and the detector acceptance ranges. The various algorithms used in the code and its capabilities are explained. Additional user information is also discussed. The ...

  4. Interacting multiagent systems kinetic equations and Monte Carlo methods

    CERN Document Server

    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...

  5. Sensitivity analysis for oblique incidence reflectometry using Monte Carlo simulations

    DEFF Research Database (Denmark)

    Kamran, Faisal; Andersen, Peter E.

    2015-01-01

    Oblique incidence reflectometry has developed into an effective, noncontact, and noninvasive measurement technology for the quantification of both the reduced scattering and absorption coefficients of a sample. The optical properties are deduced by analyzing only the shape of the reflectance...... profiles. This article presents a sensitivity analysis of the technique in turbid media. Monte Carlo simulations are used to investigate the technique and its potential to distinguish the small changes between different levels of scattering. We present various regions of the dynamic range of optical...... properties in which system demands vary to be able to detect subtle changes in the structure of the medium, translated as measured optical properties. Effects of variation in anisotropy are discussed and results presented. Finally, experimental data of milk products with different fat content are considered...

  6. Optimized nested Markov chain Monte Carlo sampling: theory

    Energy Technology Data Exchange (ETDEWEB)

    Coe, Joshua D [Los Alamos National Laboratory; Shaw, M Sam [Los Alamos National Laboratory; Sewell, Thomas D [U. MISSOURI

    2009-01-01

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

  7. Single temperature for Monte Carlo optimization on complex landscapes

    CERN Document Server

    Tolkunov, Denis

    2012-01-01

    We propose a new strategy for Monte Carlo (MC) optimization on rugged multidimensional landscapes. The strategy is based on querying the statistical properties of the landscape in order to find the temperature at which the mean first passage time across the current region of the landscape is minimized. Thus, in contrast to other algorithms such as simulated annealing (SA), we explicitly match the temperature schedule to the statistics of landscape irregularities. In cases where this statistics is approximately the same over the entire landscape, or where non-local moves couple distant parts of the landscape, single-temperature MC will outperform any other MC algorithm with the same move set. We also find that in strongly anisotropic Coulomb spin glass and traveling salesman problems, the only relevant statistics (which we use to assign a single MC temperature) is that of irregularities in low-energy funnels. Our results may explain why protein folding in nature is efficient at room temperatures.

  8. Monte Carlo simulations of medium-scale CMB anisotropy

    CERN Document Server

    Kogut, A J

    1996-01-01

    Recent detections of cosmic microwave background (CMB) anisotropy at half-degree angular scales show considerable scatter in the reported amplitude even at similar angular resolution. We use Monte Carlo techniques to simulate the current set of medium-scale CMB observations, including all relevant aspects of sky coverage and measurement technique. The scatter in the reported amplitudes is well within the range expected for the standard cold dark matter (CDM) cosmological model, and results primarily from the restricted sky coverage of each experiment. Within the context of standard CDM current observations of CMB anisotropy support the detection of a ``Doppler peak'' in the CMB power spectrum consistent with baryon density 0.01 < Omega_b < 0.13 (95% confidence) for Hubble constant H_0 = 50 km/s/Mpc. The uncertainties are approximately evenly divided between instrument noise and cosmic variance arising from the limited sky coverage.

  9. Monte Carlo simulations of nanoscale focused neon ion beam sputtering.

    Science.gov (United States)

    Timilsina, Rajendra; Rack, Philip D

    2013-12-13

    A Monte Carlo simulation is developed to model the physical sputtering of aluminum and tungsten emulating nanoscale focused helium and neon ion beam etching from the gas field ion microscope. Neon beams with different beam energies (0.5-30 keV) and a constant beam diameter (Gaussian with full-width-at-half-maximum of 1 nm) were simulated to elucidate the nanostructure evolution during the physical sputtering of nanoscale high aspect ratio features. The aspect ratio and sputter yield vary with the ion species and beam energy for a constant beam diameter and are related to the distribution of the nuclear energy loss. Neon ions have a larger sputter yield than the helium ions due to their larger mass and consequently larger nuclear energy loss relative to helium. Quantitative information such as the sputtering yields, the energy-dependent aspect ratios and resolution-limiting effects are discussed.

  10. Monte Carlo simulations in small animal PET imaging

    Energy Technology Data Exchange (ETDEWEB)

    Branco, Susana [Universidade de Lisboa, Faculdade de Ciencias, Instituto de Biofisica e Engenharia Biomedica, Lisbon (Portugal)], E-mail: susana.silva@fc.ul.pt; Jan, Sebastien [Service Hospitalier Frederic Joliot, CEA/DSV/DRM, Orsay (France); Almeida, Pedro [Universidade de Lisboa, Faculdade de Ciencias, Instituto de Biofisica e Engenharia Biomedica, Lisbon (Portugal)

    2007-10-01

    This work is based on the use of an implemented Positron Emission Tomography (PET) simulation system dedicated for small animal PET imaging. Geant4 Application for Tomographic Emission (GATE), a Monte Carlo simulation platform based on the Geant4 libraries, is well suited for modeling the microPET FOCUS system and to implement realistic phantoms, such as the MOBY phantom, and data maps from real examinations. The use of a microPET FOCUS simulation model with GATE has been validated for spatial resolution, counting rates performances, imaging contrast recovery and quantitative analysis. Results from realistic studies of the mouse body using {sup -}F and [{sup 18}F]FDG imaging protocols are presented. These simulations include the injection of realistic doses into the animal and realistic time framing. The results have shown that it is possible to simulate small animal PET acquisitions under realistic conditions, and are expected to be useful to improve the quantitative analysis in PET mouse body studies.

  11. Hybrid Monte Carlo with Fat Link Fermion Actions

    CERN Document Server

    Kamleh, W; Williams, A G; Kamleh, Waseem; Leinweber, Derek B.; Williams, Anthony G.

    2004-01-01

    The use of APE smearing or other blocking techniques in lattice fermion actions can provide many advantages. There are many variants of these fat link actions in lattice QCD currently, such as FLIC fermions. The FLIC fermion formalism makes use of the APE blocking technique in combination with a projection of the blocked links back into the special unitary group. This reunitarisation is often performed using an iterative maximisation of a gauge invariant measure. This technique is not differentiable with respect to the gauge field and thus prevents the use of standard Hybrid Monte Carlo simulation algorithms. The use of an alternative projection technique circumvents this difficulty and allows the simulation of dynamical fat link fermions with standard HMC and its variants. The necessary equations of motion for FLIC fermions are derived, and some initial simulation results are presented. The technique is more general however, and is straightforwardly applicable to other smearing techniques or fat link actions...

  12. Hybrid Monte Carlo algorithm with fat link fermion actions

    CERN Document Server

    Kamleh, Waseem; Williams, Anthony G; 10.1103/PhysRevD.70.014502

    2004-01-01

    The use of APE smearing or other blocking techniques in lattice fermion actions can provide many advantages. There are many variants of these fat link actions in lattice QCD currently, such as flat link irrelevant clover (FLIC) fermions. The FLIC fermion formalism makes use of the APE blocking technique in combination with a projection of the blocked links back into the special unitary group. This reunitarization is often performed using an iterative maximization of a gauge invariant measure. This technique is not differentiable with respect to the gauge field and thus prevents the use of standard Hybrid Monte Carlo simulation algorithms. The use of an alternative projection technique circumvents this difficulty and allows the simulation of dynamical fat link fermions with standard HMC and its variants. The necessary equations of motion for FLIC fermions are derived, and some initial simulation results are presented. The technique is more general however, and is straightforwardly applicable to other smearing ...

  13. HYDRA: a Java library for Markov Chain Monte Carlo

    Directory of Open Access Journals (Sweden)

    Gregory R. Warnes

    2002-03-01

    Full Text Available Hydra is an open-source, platform-neutral library for performing Markov Chain Monte Carlo. It implements the logic of standard MCMC samplers within a framework designed to be easy to use, extend, and integrate with other software tools. In this paper, we describe the problem that motivated our work, outline our goals for the Hydra pro ject, and describe the current features of the Hydra library. We then provide a step-by-step example of using Hydra to simulate from a mixture model drawn from cancer genetics, first using a variable-at-a-time Metropolis sampler and then a Normal Kernel Coupler. We conclude with a discussion of future directions for Hydra.

  14. Markov Chain Monte-Carlo Models of Starburst Clusters

    Science.gov (United States)

    Melnick, Jorge

    2015-01-01

    There are a number of stochastic effects that must be considered when comparing models to observations of starburst clusters: the IMF is never fully populated; the stars can never be strictly coeval; stars rotate and their photometric properties depend on orientation; a significant fraction of massive stars are in interacting binaries; and the extinction varies from star to star. The probability distributions of each of these effects are not a priori known, but must be extracted from the observations. Markov Chain Monte-Carlo methods appear to provide the best statistical approach. Here I present an example of stochastic age effects upon the upper mass limit of the IMF of the Arches cluster as derived from near-IR photometry.

  15. Methods for variance reduction in Monte Carlo simulations

    Science.gov (United States)

    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.

  16. Monte Carlo simulations in small animal PET imaging

    International Nuclear Information System (INIS)

    This work is based on the use of an implemented Positron Emission Tomography (PET) simulation system dedicated for small animal PET imaging. Geant4 Application for Tomographic Emission (GATE), a Monte Carlo simulation platform based on the Geant4 libraries, is well suited for modeling the microPET FOCUS system and to implement realistic phantoms, such as the MOBY phantom, and data maps from real examinations. The use of a microPET FOCUS simulation model with GATE has been validated for spatial resolution, counting rates performances, imaging contrast recovery and quantitative analysis. Results from realistic studies of the mouse body using -F and [18F]FDG imaging protocols are presented. These simulations include the injection of realistic doses into the animal and realistic time framing. The results have shown that it is possible to simulate small animal PET acquisitions under realistic conditions, and are expected to be useful to improve the quantitative analysis in PET mouse body studies

  17. Monte Carlo simulations for design of the KFUPM PGNAA facility

    CERN Document Server

    Naqvi, A A; Maslehuddin, M; Kidwai, S

    2003-01-01

    Monte Carlo simulations were carried out to design a 2.8 MeV neutron-based prompt gamma ray neutron activation analysis (PGNAA) setup for elemental analysis of cement samples. The elemental analysis was carried out using prompt gamma rays produced through capture of thermal neutrons in sample nuclei. The basic design of the PGNAA setup consists of a cylindrical cement sample enclosed in a cylindrical high-density polyethylene moderator placed between a neutron source and a gamma ray detector. In these simulations the predominant geometrical parameters of the PGNAA setup were optimized, including moderator size, sample size and shielding of the detector. Using the results of the simulations, an experimental PGNAA setup was then fabricated at the 350 kV Accelerator Laboratory of this University. The design calculations were checked experimentally through thermal neutron flux measurements inside the PGNAA moderator. A test prompt gamma ray spectrum of the PGNAA setup was also acquired from a Portland cement samp...

  18. Treatment planning in radiosurgery: parallel Monte Carlo simulation software

    Energy Technology Data Exchange (ETDEWEB)

    Scielzo, G. [Galliera Hospitals, Genova (Italy). Dept. of Hospital Physics; Grillo Ruggieri, F. [Galliera Hospitals, Genova (Italy) Dept. for Radiation Therapy; Modesti, M.; Felici, R. [Electronic Data System, Rome (Italy); Surridge, M. [University of South Hampton (United Kingdom). Parallel Apllication Centre

    1995-12-01

    The main objective of this research was to evaluate the possibility of direct Monte Carlo simulation for accurate dosimetry with short computation time. We made us of: graphics workstation, linear accelerator, water, PMMA and anthropomorphic phantoms, for validation purposes; ionometric, film and thermo-luminescent techniques, for dosimetry; treatment planning system for comparison. Benchmarking results suggest that short computing times can be obtained with use of the parallel version of EGS4 that was developed. Parallelism was obtained assigning simulation incident photons to separate processors, and the development of a parallel random number generator was necessary. Validation consisted in: phantom irradiation, comparison of predicted and measured values good agreement in PDD and dose profiles. Experiments on anthropomorphic phantoms (with inhomogeneities) were carried out, and these values are being compared with results obtained with the conventional treatment planning system.

  19. Monte Carlo estimation of the number of tatami tilings

    Science.gov (United States)

    Kimura, Kenji; Higuchi, Saburo

    2016-04-01

    Motivated by the way Japanese tatami mats are placed on the floor, we consider domino tilings with a constraint and estimate the number of such tilings of plane regions. We map the system onto a monomer-dimer model with a novel local interaction on the dual lattice. We make use of a variant of the Hamiltonian replica exchange Monte Carlo method where data for ferromagnetic and anti-ferromagnetic models are combined to make a single family of histograms. The properties of the density of states is studied beyond exact enumeration and combinatorial methods. The logarithm of the number of the tilings is linear in the boundary length of the region for all the regions studied.

  20. Calibration of the top-quark Monte-Carlo mass

    Energy Technology Data Exchange (ETDEWEB)

    Kieseler, Jan; Lipka, Katerina [DESY Hamburg (Germany); Moch, Sven-Olaf [Hamburg Univ. (Germany). II. Inst. fuer Theoretische Physik

    2015-11-15

    We present a method to establish experimentally the relation between the top-quark mass m{sup MC}{sub t} as implemented in Monte-Carlo generators and the Lagrangian mass parameter m{sub t} in a theoretically well-defined renormalization scheme. We propose a simultaneous fit of m{sup MC}{sub t} and an observable sensitive to m{sub t}, which does not rely on any prior assumptions about the relation between m{sub t} and m{sup MC}{sub t}. The measured observable is independent of m{sup MC}{sub t} and can be used subsequently for a determination of m{sub t}. The analysis strategy is illustrated with examples for the extraction of m{sub t} from inclusive and differential cross sections for hadro-production of top-quarks.