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Sample records for carlo algorithms methods

  1. An algorithm of α-and γ-mode eigenvalue calculations by Monte Carlo method

    International Nuclear Information System (INIS)

    Yamamoto, Toshihiro; Miyoshi, Yoshinori

    2003-01-01

    A new algorithm for Monte Carlo calculation was developed to obtain α- and γ-mode eigenvalues. The α is a prompt neutron time decay constant measured in subcritical experiments, and the γ is a spatial decay constant measured in an exponential method for determining the subcriticality. This algorithm can be implemented into existing Monte Carlo eigenvalue calculation codes with minimum modifications. The algorithm was implemented into MCNP code and the performance of calculating the both mode eigenvalues were verified through comparison of the calculated eigenvalues with the ones obtained by fixed source calculations. (author)

  2. Some aspects of Trim-algorithm modernization for Monte-Carlo method

    International Nuclear Information System (INIS)

    Dovnar, S.V.; Grigor'ev, V.V.; Kamyshan, M.A.; Leont'ev, A.V.; Yanusko, S.V.

    2001-01-01

    Some aspects of Trim-algorithm modernization in Monte-Carlo method are discussed. This modification permits to raise the universality of program work with various potentials of ion-atom interactions and to improve the calculation precision for scattering angle θ c

  3. Monte Carlo methods

    Directory of Open Access Journals (Sweden)

    Bardenet Rémi

    2013-07-01

    Full Text Available Bayesian inference often requires integrating some function with respect to a posterior distribution. Monte Carlo methods are sampling algorithms that allow to compute these integrals numerically when they are not analytically tractable. We review here the basic principles and the most common Monte Carlo algorithms, among which rejection sampling, importance sampling and Monte Carlo Markov chain (MCMC methods. We give intuition on the theoretical justification of the algorithms as well as practical advice, trying to relate both. We discuss the application of Monte Carlo in experimental physics, and point to landmarks in the literature for the curious reader.

  4. Learning Algorithm of Boltzmann Machine Based on Spatial Monte Carlo Integration Method

    Directory of Open Access Journals (Sweden)

    Muneki Yasuda

    2018-04-01

    Full Text Available The machine learning techniques for Markov random fields are fundamental in various fields involving pattern recognition, image processing, sparse modeling, and earth science, and a Boltzmann machine is one of the most important models in Markov random fields. However, the inference and learning problems in the Boltzmann machine are NP-hard. The investigation of an effective learning algorithm for the Boltzmann machine is one of the most important challenges in the field of statistical machine learning. In this paper, we study Boltzmann machine learning based on the (first-order spatial Monte Carlo integration method, referred to as the 1-SMCI learning method, which was proposed in the author’s previous paper. In the first part of this paper, we compare the method with the maximum pseudo-likelihood estimation (MPLE method using a theoretical and a numerical approaches, and show the 1-SMCI learning method is more effective than the MPLE. In the latter part, we compare the 1-SMCI learning method with other effective methods, ratio matching and minimum probability flow, using a numerical experiment, and show the 1-SMCI learning method outperforms them.

  5. Volume Measurement Algorithm for Food Product with Irregular Shape using Computer Vision based on Monte Carlo Method

    Directory of Open Access Journals (Sweden)

    Joko Siswantoro

    2014-11-01

    Full Text Available Volume is one of important issues in the production and processing of food product. Traditionally, volume measurement can be performed using water displacement method based on Archimedes’ principle. Water displacement method is inaccurate and considered as destructive method. Computer vision offers an accurate and nondestructive method in measuring volume of food product. This paper proposes algorithm for volume measurement of irregular shape food product using computer vision based on Monte Carlo method. Five images of object were acquired from five different views and then processed to obtain the silhouettes of object. From the silhouettes of object, Monte Carlo method was performed to approximate the volume of object. The simulation result shows that the algorithm produced high accuracy and precision for volume measurement.

  6. Monte Carlo simulation methods in moment-based scale-bridging algorithms for thermal radiative-transfer problems

    International Nuclear Information System (INIS)

    Densmore, J.D.; Park, H.; Wollaber, A.B.; Rauenzahn, R.M.; Knoll, D.A.

    2015-01-01

    We present a moment-based acceleration algorithm applied to Monte Carlo simulation of thermal radiative-transfer problems. Our acceleration algorithm employs a continuum system of moments to accelerate convergence of stiff absorption–emission physics. The combination of energy-conserving tallies and the use of an asymptotic approximation in optically thick regions remedy the difficulties of local energy conservation and mitigation of statistical noise in such regions. We demonstrate the efficiency and accuracy of the developed method. We also compare directly to the standard linearization-based method of Fleck and Cummings [1]. A factor of 40 reduction in total computational time is achieved with the new algorithm for an equivalent (or more accurate) solution as compared with the Fleck–Cummings algorithm

  7. Monte Carlo simulation methods in moment-based scale-bridging algorithms for thermal radiative-transfer problems

    Energy Technology Data Exchange (ETDEWEB)

    Densmore, J.D., E-mail: jeffery.densmore@unnpp.gov [Bettis Atomic Power Laboratory, P.O. Box 79, West Mifflin, PA 15122 (United States); Park, H., E-mail: hkpark@lanl.gov [Fluid Dynamics and Solid Mechanics Group, Los Alamos National Laboratory, P.O. Box 1663, MS B216, Los Alamos, NM 87545 (United States); Wollaber, A.B., E-mail: wollaber@lanl.gov [Computational Physics and Methods Group, Los Alamos National Laboratory, P.O. Box 1663, MS D409, Los Alamos, NM 87545 (United States); Rauenzahn, R.M., E-mail: rick@lanl.gov [Fluid Dynamics and Solid Mechanics Group, Los Alamos National Laboratory, P.O. Box 1663, MS B216, Los Alamos, NM 87545 (United States); Knoll, D.A., E-mail: nol@lanl.gov [Fluid Dynamics and Solid Mechanics Group, Los Alamos National Laboratory, P.O. Box 1663, MS B216, Los Alamos, NM 87545 (United States)

    2015-03-01

    We present a moment-based acceleration algorithm applied to Monte Carlo simulation of thermal radiative-transfer problems. Our acceleration algorithm employs a continuum system of moments to accelerate convergence of stiff absorption–emission physics. The combination of energy-conserving tallies and the use of an asymptotic approximation in optically thick regions remedy the difficulties of local energy conservation and mitigation of statistical noise in such regions. We demonstrate the efficiency and accuracy of the developed method. We also compare directly to the standard linearization-based method of Fleck and Cummings [1]. A factor of 40 reduction in total computational time is achieved with the new algorithm for an equivalent (or more accurate) solution as compared with the Fleck–Cummings algorithm.

  8. Bayesian Monte Carlo method

    International Nuclear Information System (INIS)

    Rajabalinejad, M.

    2010-01-01

    To reduce cost of Monte Carlo (MC) simulations for time-consuming processes, Bayesian Monte Carlo (BMC) is introduced in this paper. The BMC method reduces number of realizations in MC according to the desired accuracy level. BMC also provides a possibility of considering more priors. In other words, different priors can be integrated into one model by using BMC to further reduce cost of simulations. This study suggests speeding up the simulation process by considering the logical dependence of neighboring points as prior information. This information is used in the BMC method to produce a predictive tool through the simulation process. The general methodology and algorithm of BMC method are presented in this paper. The BMC method is applied to the simplified break water model as well as the finite element model of 17th Street Canal in New Orleans, and the results are compared with the MC and Dynamic Bounds methods.

  9. A new algorithm for the simulation of the Boltzmann equation using the direct simulation monte-carlo method

    International Nuclear Information System (INIS)

    Ganjaei, A. A.; Nourazar, S. S.

    2009-01-01

    A new algorithm, the modified direct simulation Monte-Carlo (MDSMC) method, for the simulation of Couette- Taylor gas flow problem is developed. The Taylor series expansion is used to obtain the modified equation of the first order time discretization of the collision equation and the new algorithm, MDSMC, is implemented to simulate the collision equation in the Boltzmann equation. In the new algorithm (MDSMC) there exists a new extra term which takes in to account the effect of the second order collision. This new extra term has the effect of enhancing the appearance of the first Taylor instabilities of vortices streamlines. In the new algorithm (MDSMC) there also exists a second order term in time step in the probabilistic coefficients which has the effect of simulation with higher accuracy than the previous DSMC algorithm. The appearance of the first Taylor instabilities of vortices streamlines using the MDSMC algorithm at different ratios of ω/ν (experimental data of Taylor) occurred at less time-step than using the DSMC algorithm. The results of the torque developed on the stationary cylinder using the MDSMC algorithm show better agreement in comparison with the experimental data of Kuhlthau than the results of the torque developed on the stationary cylinder using the DSMC algorithm

  10. The Monte Carlo method as a tool for statistical characterisation of differential and additive phase shifting algorithms

    International Nuclear Information System (INIS)

    Miranda, M; Dorrio, B V; Blanco, J; Diz-Bugarin, J; Ribas, F

    2011-01-01

    Several metrological applications base their measurement principle in the phase sum or difference between two patterns, one original s(r,φ) and another modified t(r,φ+Δφ). Additive or differential phase shifting algorithms directly recover the sum 2φ+Δφ or the difference Δφ of phases without requiring prior calculation of the individual phases. These algorithms can be constructed, for example, from a suitable combination of known phase shifting algorithms. Little has been written on the design, analysis and error compensation of these new two-stage algorithms. Previously we have used computer simulation to study, in a linear approach or with a filter process in reciprocal space, the response of several families of them to the main error sources. In this work we present an error analysis that uses Monte Carlo simulation to achieve results in good agreement with those obtained with spatial and temporal methods.

  11. Employing a Monte Carlo algorithm in Newton-type methods for restricted maximum likelihood estimation of genetic parameters.

    Directory of Open Access Journals (Sweden)

    Kaarina Matilainen

    Full Text Available Estimation of variance components by Monte Carlo (MC expectation maximization (EM restricted maximum likelihood (REML is computationally efficient for large data sets and complex linear mixed effects models. However, efficiency may be lost due to the need for a large number of iterations of the EM algorithm. To decrease the computing time we explored the use of faster converging Newton-type algorithms within MC REML implementations. The implemented algorithms were: MC Newton-Raphson (NR, where the information matrix was generated via sampling; MC average information(AI, where the information was computed as an average of observed and expected information; and MC Broyden's method, where the zero of the gradient was searched using a quasi-Newton-type algorithm. Performance of these algorithms was evaluated using simulated data. The final estimates were in good agreement with corresponding analytical ones. MC NR REML and MC AI REML enhanced convergence compared to MC EM REML and gave standard errors for the estimates as a by-product. MC NR REML required a larger number of MC samples, while each MC AI REML iteration demanded extra solving of mixed model equations by the number of parameters to be estimated. MC Broyden's method required the largest number of MC samples with our small data and did not give standard errors for the parameters directly. We studied the performance of three different convergence criteria for the MC AI REML algorithm. Our results indicate the importance of defining a suitable convergence criterion and critical value in order to obtain an efficient Newton-type method utilizing a MC algorithm. Overall, use of a MC algorithm with Newton-type methods proved feasible and the results encourage testing of these methods with different kinds of large-scale problem settings.

  12. Algorithm simulating the atom displacement processes induced by the gamma rays on the base of Monte Carlo method

    International Nuclear Information System (INIS)

    Cruz, C. M.; Pinera, I; Abreu, Y.; Leyva, A.

    2007-01-01

    Present work concerns with the implementation of a Monte Carlo based calculation algorithm describing particularly the occurrence of Atom Displacements induced by the Gamma Radiation interactions at a given target material. The Atom Displacement processes were considered only on the basis of single elastic scattering interactions among fast secondary electrons with matrix atoms, which are ejected from their crystalline sites at recoil energies higher than a given threshold energy. The secondary electron transport was described assuming typical approaches on this matter, where consecutive small angle scattering and very low energy transfer events behave as a continuously cuasi-classical electron state changes along a given path length delimited by two discrete high scattering angle and electron energy losses events happening on a random way. A limiting scattering angle was introduced and calculated according Moliere-Bethe-Goudsmit-Saunderson Electron Multiple Scattering, which allows splitting away secondary electrons single scattering processes from multiple one, according which a modified McKinley-Feshbach electron elastic scattering cross section arises. This distribution was statistically sampled and simulated in the framework of the Monte Carlo Method to perform discrete single electron scattering processes, particularly those leading to Atom Displacement events. The possibility of adding this algorithm to present existing open Monte Carlo code systems is analyze, in order to improve their capabilities. (Author)

  13. An Auxiliary Variable Method for Markov Chain Monte Carlo Algorithms in High Dimension

    Directory of Open Access Journals (Sweden)

    Yosra Marnissi

    2018-02-01

    Full Text Available In this paper, we are interested in Bayesian inverse problems where either the data fidelity term or the prior distribution is Gaussian or driven from a hierarchical Gaussian model. Generally, Markov chain Monte Carlo (MCMC algorithms allow us to generate sets of samples that are employed to infer some relevant parameters of the underlying distributions. However, when the parameter space is high-dimensional, the performance of stochastic sampling algorithms is very sensitive to existing dependencies between parameters. In particular, this problem arises when one aims to sample from a high-dimensional Gaussian distribution whose covariance matrix does not present a simple structure. Another challenge is the design of Metropolis–Hastings proposals that make use of information about the local geometry of the target density in order to speed up the convergence and improve mixing properties in the parameter space, while not being too computationally expensive. These two contexts are mainly related to the presence of two heterogeneous sources of dependencies stemming either from the prior or the likelihood in the sense that the related covariance matrices cannot be diagonalized in the same basis. In this work, we address these two issues. Our contribution consists of adding auxiliary variables to the model in order to dissociate the two sources of dependencies. In the new augmented space, only one source of correlation remains directly related to the target parameters, the other sources of correlations being captured by the auxiliary variables. Experiments are conducted on two practical image restoration problems—namely the recovery of multichannel blurred images embedded in Gaussian noise and the recovery of signal corrupted by a mixed Gaussian noise. Experimental results indicate that adding the proposed auxiliary variables makes the sampling problem simpler since the new conditional distribution no longer contains highly heterogeneous

  14. A hybrid multi-objective imperialist competitive algorithm and Monte Carlo method for robust safety design of a rail vehicle

    Science.gov (United States)

    Nejlaoui, Mohamed; Houidi, Ajmi; Affi, Zouhaier; Romdhane, Lotfi

    2017-10-01

    This paper deals with the robust safety design optimization of a rail vehicle system moving in short radius curved tracks. A combined multi-objective imperialist competitive algorithm and Monte Carlo method is developed and used for the robust multi-objective optimization of the rail vehicle system. This robust optimization of rail vehicle safety considers simultaneously the derailment angle and its standard deviation where the design parameters uncertainties are considered. The obtained results showed that the robust design reduces significantly the sensitivity of the rail vehicle safety to the design parameters uncertainties compared to the determinist one and to the literature results.

  15. Imitation Monte Carlo methods for problems of the Boltzmann equation with small Knudsen numbers, parallelizing algorithms with splitting

    International Nuclear Information System (INIS)

    Khisamutdinov, A I; Velker, N N

    2014-01-01

    The talk examines a system of pairwise interaction particles, which models a rarefied gas in accordance with the nonlinear Boltzmann equation, the master equations of Markov evolution of this system and corresponding numerical Monte Carlo methods. Selection of some optimal method for simulation of rarefied gas dynamics depends on the spatial size of the gas flow domain. For problems with the Knudsen number K n of order unity 'imitation', or 'continuous time', Monte Carlo methods ([2]) are quite adequate and competitive. However if K n ≤ 0.1 (the large sizes), excessive punctuality, namely, the need to see all the pairs of particles in the latter, leads to a significant increase in computational cost(complexity). We are interested in to construct the optimal methods for Boltzmann equation problems with large enough spatial sizes of the flow. Speaking of the optimal, we mean that we are talking about algorithms for parallel computation to be implemented on high-performance multi-processor computers. The characteristic property of large systems is the weak dependence of sub-parts of each other at a sufficiently small time intervals. This property is taken into account in the approximate methods using various splittings of operator of corresponding master equations. In the paper, we develop the approximate method based on the splitting of the operator of master equations system 'over groups of particles' ([7]). The essence of the method is that the system of particles is divided into spatial subparts which are modeled independently for small intervals of time, using the precise 'imitation' method. The type of splitting used is different from other well-known type 'over collisions and displacements', which is an attribute of the known Direct simulation Monte Carlo methods. The second attribute of the last ones is the grid of the 'interaction cells', which is completely absent in the imitation methods. The

  16. Optimal Allocation of Power-Electronic Interfaced Wind Turbines Using a Genetic Algorithm - Monte Carlo Hybrid Optimization Method

    DEFF Research Database (Denmark)

    Chen, Peiyuan; Siano, Pierluigi; Chen, Zhe

    2010-01-01

    determined by the wind resource and geographic conditions, the location of wind turbines in a power system network may significantly affect the distribution of power flow, power losses, etc. Furthermore, modern WTs with power-electronic interface have the capability of controlling reactive power output...... limit requirements. The method combines the Genetic Algorithm (GA), gradient-based constrained nonlinear optimization algorithm and sequential Monte Carlo simulation (MCS). The GA searches for the optimal locations and capacities of WTs. The gradient-based optimization finds the optimal power factor...... setting of WTs. The sequential MCS takes into account the stochastic behaviour of wind power generation and load. The proposed hybrid optimization method is demonstrated on an 11 kV 69-bus distribution system....

  17. 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

  18. A continuation multilevel Monte Carlo algorithm

    KAUST Repository

    Collier, Nathan; Haji Ali, Abdul Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raul

    2014-01-01

    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

  19. Monte Carlo methods beyond detailed balance

    NARCIS (Netherlands)

    Schram, Raoul D.; Barkema, Gerard T.|info:eu-repo/dai/nl/101275080

    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

  20. Spectrometry and emission tomographic image reconstruction stimulated by neutrons via EM algorithm and Monte Carlo Method

    International Nuclear Information System (INIS)

    Viana, Rodrigo Sartorelo Salemi

    2014-01-01

    The NSECT (Neutron Stimulated Emission Computed Tomography) figures as a new spectrographic technique able to evaluate in vivo the concentration of elements using the inelastic scattering reaction (n,n'). Since its introduction, several improvements have been proposed with the aim of investigating applications for clinical diagnosis and reduction of absorbed dose associated with CT acquisition. In this context, two new diagnostic applications are presented using spectroscopic and tomographic approaches from NSECT. A new methodology has also been proposed to optimize the sinogram sampling that is directly related to the quality of the reconstruction by the irradiation protocol. The studies were developed based on simulations with MCNP5 code. Diagnosis of Renal Cell Carcinoma (RCC) and the detection of breast microcalcifications were evaluated in studies conducted using a human phantom. The obtained results demonstrate the ability of the NSECT technique to detect changes in the composition of the modeled tissues as a function of the development of evaluated pathologies. The proposed method for optimizing sinograms was able to analytically simulate the composition of the irradiated medium allowing the assessment of quality of reconstruction and effective dose in terms of the sampling rate. However, future research must be conducted to quantify the sensitivity of detection according to the selected elements. (author)

  1. Core map generation for the ITU TRIGA Mark II research reactor using Genetic Algorithm coupled with Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Türkmen, Mehmet, E-mail: tm@hacettepe.edu.tr [Nuclear Engineering Department, Hacettepe University, Beytepe Campus, Ankara (Turkey); Çolak, Üner [Energy Institute, Istanbul Technical University, Ayazağa Campus, Maslak, Istanbul (Turkey); Ergün, Şule [Nuclear Engineering Department, Hacettepe University, Beytepe Campus, Ankara (Turkey)

    2015-12-15

    Highlights: • Optimum core maps were generated for the ITU TRIGA Mark II Research Reactor. • Calculations were performed using a Monte Carlo based reactor physics code, MCNP. • Single-Objective and Multi-Objective Genetic Algorithms were used for the optimization. • k{sub eff} and ppf{sub max} were considered as the optimization objectives. • The generated core maps were compared with the fresh core map. - Abstract: The main purpose of this study is to present the results of Core Map (CM) generation calculations for the İstanbul Technical University TRIGA Mark II Research Reactor by using Genetic Algorithms (GA) coupled with a Monte Carlo (MC) based-particle transport code. Optimization problems under consideration are: (i) maximization of the core excess reactivity (ρ{sub ex}) using Single-Objective GA when the burned fuel elements with no fresh fuel elements are used, (ii) maximization of the ρ{sub ex} and minimization of maximum power peaking factor (ppf{sub max}) using Multi-Objective GA when the burned fuels with fresh fuels are used. The results were obtained when all the control rods are fully withdrawn. ρ{sub ex} and ppf{sub max} values of the produced best CMs were provided. Core-averaged neutron spectrum, and variation of neutron fluxes with respect to radial distance were presented for the best CMs. The results show that it is possible to find an optimum CM with an excess reactivity of 1.17 when the burned fuels are used. In the case of a mix of burned fuels and fresh fuels, the best pattern has an excess reactivity of 1.19 with a maximum peaking factor of 1.4843. In addition, when compared with the fresh CM, the thermal fluxes of the generated CMs decrease by about 2% while change in the fast fluxes is about 1%.Classification: J. Core physics.

  2. About the use of the Monte-Carlo code based tracing algorithm and the volume fraction method for S n full core calculations

    Energy Technology Data Exchange (ETDEWEB)

    Gurevich, M. I.; Oleynik, D. S. [RRC Kurchatov Inst., Kurchatov Sq., 1, 123182, Moscow (Russian Federation); Russkov, A. A.; Voloschenko, A. M. [Keldysh Inst. of Applied Mathematics, Miusskaya Sq., 4, 125047, Moscow (Russian Federation)

    2006-07-01

    The tracing algorithm that is implemented in the geometrical module of Monte-Carlo transport code MCU is applied to calculate the volume fractions of original materials by spatial cells of the mesh that overlays problem geometry. In this way the 3D combinatorial geometry presentation of the problem geometry, used by MCU code, is transformed to the user defined 2D or 3D bit-mapped ones. Next, these data are used in the volume fraction (VF) method to approximate problem geometry by introducing additional mixtures for spatial cells, where a few original materials are included. We have found that in solving realistic 2D and 3D core problems a sufficiently fast convergence of the VF method takes place if the spatial mesh is refined. Virtually, the proposed variant of implementation of the VF method seems as a suitable geometry interface between Monte-Carlo and S{sub n} transport codes. (authors)

  3. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

    Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.

    2010-01-01

    Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the

  4. Mosaic crystal algorithm for Monte Carlo simulations

    CERN Document Server

    Seeger, P A

    2002-01-01

    An algorithm is presented for calculating reflectivity, absorption, and scattering of mosaic crystals in Monte Carlo simulations of neutron instruments. The algorithm uses multi-step transport through the crystal with an exact solution of the Darwin equations at each step. It relies on the kinematical model for Bragg reflection (with parameters adjusted to reproduce experimental data). For computation of thermal effects (the Debye-Waller factor and coherent inelastic scattering), an expansion of the Debye integral as a rapidly converging series of exponential terms is also presented. Any crystal geometry and plane orientation may be treated. The algorithm has been incorporated into the neutron instrument simulation package NISP. (orig.)

  5. Algorithms for Monte Carlo calculations with fermions

    International Nuclear Information System (INIS)

    Weingarten, D.

    1985-01-01

    We describe a fermion Monte Carlo algorithm due to Petcher and the present author and another due to Fucito, Marinari, Parisi and Rebbi. For the first algorithm we estimate the number of arithmetic operations required to evaluate a vacuum expectation value grows as N 11 /msub(q) on an N 4 lattice with fixed periodicity in physical units and renormalized quark mass msub(q). For the second algorithm the rate of growth is estimated to be N 8 /msub(q) 2 . Numerical experiments are presented comparing the two algorithms on a lattice of size 2 4 . With a hopping constant K of 0.15 and β of 4.0 we find the number of operations for the second algorithm is about 2.7 times larger than for the first and about 13 000 times larger than for corresponding Monte Carlo calculations with a pure gauge theory. An estimate is given for the number of operations required for more realistic calculations by each algorithm on a larger lattice. (orig.)

  6. Back propagation and Monte Carlo algorithms for neural network computations

    International Nuclear Information System (INIS)

    Junczys, R.; Wit, R.

    1996-01-01

    Results of teaching procedures for neural network for two different algorithms are presented. The first one is based on the well known back-propagation technique, the second is an adopted version of the Monte Carlo global minimum seeking method. Combination of these two, different in nature, approaches provides promising results. (author) nature, approaches provides promising results. (author)

  7. Random Numbers and Monte Carlo Methods

    Science.gov (United States)

    Scherer, Philipp O. J.

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

  8. Efficient sampling algorithms for Monte Carlo based treatment planning

    International Nuclear Information System (INIS)

    DeMarco, J.J.; Solberg, T.D.; Chetty, I.; Smathers, J.B.

    1998-01-01

    Efficient sampling algorithms are necessary for producing a fast Monte Carlo based treatment planning code. This study evaluates several aspects of a photon-based tracking scheme and the effect of optimal sampling algorithms on the efficiency of the code. Four areas were tested: pseudo-random number generation, generalized sampling of a discrete distribution, sampling from the exponential distribution, and delta scattering as applied to photon transport through a heterogeneous simulation geometry. Generalized sampling of a discrete distribution using the cutpoint method can produce speedup gains of one order of magnitude versus conventional sequential sampling. Photon transport modifications based upon the delta scattering method were implemented and compared with a conventional boundary and collision checking algorithm. The delta scattering algorithm is faster by a factor of six versus the conventional algorithm for a boundary size of 5 mm within a heterogeneous geometry. A comparison of portable pseudo-random number algorithms and exponential sampling techniques is also discussed

  9. Monte Carlo Methods in Physics

    International Nuclear Information System (INIS)

    Santoso, B.

    1997-01-01

    Method of Monte Carlo integration is reviewed briefly and some of its applications in physics are explained. A numerical experiment on random generators used in the monte Carlo techniques is carried out to show the behavior of the randomness of various methods in generating them. To account for the weight function involved in the Monte Carlo, the metropolis method is used. From the results of the experiment, one can see that there is no regular patterns of the numbers generated, showing that the program generators are reasonably good, while the experimental results, shows a statistical distribution obeying statistical distribution law. Further some applications of the Monte Carlo methods in physics are given. The choice of physical problems are such that the models have available solutions either in exact or approximate values, in which comparisons can be mode, with the calculations using the Monte Carlo method. Comparison show that for the models to be considered, good agreement have been obtained

  10. Lectures on Monte Carlo methods

    CERN Document Server

    Madras, Neal

    2001-01-01

    Monte Carlo methods form an experimental branch of mathematics that employs simulations driven by random number generators. These methods are often used when others fail, since they are much less sensitive to the "curse of dimensionality", which plagues deterministic methods in problems with a large number of variables. Monte Carlo methods are used in many fields: mathematics, statistics, physics, chemistry, finance, computer science, and biology, for instance. This book is an introduction to Monte Carlo methods for anyone who would like to use these methods to study various kinds of mathemati

  11. Introduction to the Monte Carlo methods

    International Nuclear Information System (INIS)

    Uzhinskij, V.V.

    1993-01-01

    Codes illustrating the use of Monte Carlo methods in high energy physics such as the inverse transformation method, the ejection method, the particle propagation through the nucleus, the particle interaction with the nucleus, etc. are presented. A set of useful algorithms of random number generators is given (the binomial distribution, the Poisson distribution, β-distribution, γ-distribution and normal distribution). 5 figs., 1 tab

  12. Advanced Multilevel Monte Carlo Methods

    KAUST Repository

    Jasra, Ajay; Law, Kody; Suciu, Carina

    2017-01-01

    This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the discretization of a associated probability law. The MLMC approach works with a hierarchy of biased approximations which become progressively more accurate and more expensive. Using a telescoping representation of the most accurate approximation, the method is able to reduce the computational cost for a given level of error versus i.i.d. sampling from this latter approximation. All of these ideas originated for cases where exact sampling from couples in the hierarchy is possible. This article considers the case where such exact sampling is not currently possible. We consider Markov chain Monte Carlo and sequential Monte Carlo methods which have been introduced in the literature and we describe different strategies which facilitate the application of MLMC within these methods.

  13. Advanced Multilevel Monte Carlo Methods

    KAUST Repository

    Jasra, Ajay

    2017-04-24

    This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the discretization of a associated probability law. The MLMC approach works with a hierarchy of biased approximations which become progressively more accurate and more expensive. Using a telescoping representation of the most accurate approximation, the method is able to reduce the computational cost for a given level of error versus i.i.d. sampling from this latter approximation. All of these ideas originated for cases where exact sampling from couples in the hierarchy is possible. This article considers the case where such exact sampling is not currently possible. We consider Markov chain Monte Carlo and sequential Monte Carlo methods which have been introduced in the literature and we describe different strategies which facilitate the application of MLMC within these methods.

  14. 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.

  15. Monte Carlo methods and models in finance and insurance

    CERN Document Server

    Korn, Ralf; Kroisandt, Gerald

    2010-01-01

    Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance 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 authors separately discuss Monte Carlo techniques, stochastic process basics, and the theoretical background and intuition behind financial and actuarial mathematics, before bringing the topics together to apply the Monte Carlo methods to areas of finance and insurance. This allows for the easy identification of standard Monte Carlo tools and for a detailed focus on the main principles of financial and insurance mathematics. The book describes high-level Monte Carlo methods for standard simulation and the simulation of...

  16. Implementation and analysis of an adaptive multilevel Monte Carlo algorithm

    KAUST Repository

    Hoel, Hakon; Von Schwerin, Erik; Szepessy, Anders; Tempone, Raul

    2014-01-01

    We present an adaptive multilevel Monte Carlo (MLMC) method for weak approximations of solutions to Itô stochastic dierential equations (SDE). The work [11] proposed and analyzed an MLMC method based on a hierarchy of uniform time discretizations and control variates to reduce the computational effort required by a single level Euler-Maruyama Monte Carlo method from O(TOL-3) to O(TOL-2 log(TOL-1)2) for a mean square error of O(TOL2). Later, the work [17] presented an MLMC method using a hierarchy of adaptively re ned, non-uniform time discretizations, and, as such, it may be considered a generalization of the uniform time discretizationMLMC method. This work improves the adaptiveMLMC algorithms presented in [17] and it also provides mathematical analysis of the improved algorithms. In particular, we show that under some assumptions our adaptive MLMC algorithms are asymptotically accurate and essentially have the correct complexity but with improved control of the complexity constant factor in the asymptotic analysis. Numerical tests include one case with singular drift and one with stopped diusion, where the complexity of a uniform single level method is O(TOL-4). For both these cases the results con rm the theory, exhibiting savings in the computational cost for achieving the accuracy O(TOL) from O(TOL-3) for the adaptive single level algorithm to essentially O(TOL-2 log(TOL-1)2) for the adaptive MLMC algorithm. © 2014 by Walter de Gruyter Berlin/Boston 2014.

  17. Efficiencies of dynamic Monte Carlo algorithms for off-lattice particle systems with a single impurity

    KAUST Repository

    Novotny, M.A.

    2010-02-01

    The efficiency of dynamic Monte Carlo algorithms for off-lattice systems composed of particles is studied for the case of a single impurity particle. The theoretical efficiencies of the rejection-free method and of the Monte Carlo with Absorbing Markov Chains method are given. Simulation results are presented to confirm the theoretical efficiencies. © 2010.

  18. A contribution Monte Carlo method

    International Nuclear Information System (INIS)

    Aboughantous, C.H.

    1994-01-01

    A Contribution Monte Carlo method is developed and successfully applied to a sample deep-penetration shielding problem. The random walk is simulated in most of its parts as in conventional Monte Carlo methods. The probability density functions (pdf's) are expressed in terms of spherical harmonics and are continuous functions in direction cosine and azimuthal angle variables as well as in position coordinates; the energy is discretized in the multigroup approximation. The transport pdf is an unusual exponential kernel strongly dependent on the incident and emergent directions and energies and on the position of the collision site. The method produces the same results obtained with the deterministic method with a very small standard deviation, with as little as 1,000 Contribution particles in both analog and nonabsorption biasing modes and with only a few minutes CPU time

  19. Testing a Fourier Accelerated Hybrid Monte Carlo Algorithm

    OpenAIRE

    Catterall, S.; Karamov, S.

    2001-01-01

    We describe a Fourier Accelerated Hybrid Monte Carlo algorithm suitable for dynamical fermion simulations of non-gauge models. We test the algorithm in supersymmetric quantum mechanics viewed as a one-dimensional Euclidean lattice field theory. We find dramatic reductions in the autocorrelation time of the algorithm in comparison to standard HMC.

  20. Shell model Monte Carlo methods

    International Nuclear Information System (INIS)

    Koonin, S.E.; Dean, D.J.; Langanke, K.

    1997-01-01

    We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; the resultant path integral is evaluated stochastically. We first discuss the motivation, formalism, and implementation of such Shell Model Monte Carlo (SMMC) methods. There then follows a sampler of results and insights obtained from a number of applications. These include the ground state and thermal properties of pf-shell nuclei, the thermal and rotational behavior of rare-earth and γ-soft nuclei, and the calculation of double beta-decay matrix elements. Finally, prospects for further progress in such calculations are discussed. (orig.)

  1. Shell model Monte Carlo methods

    International Nuclear Information System (INIS)

    Koonin, S.E.

    1996-01-01

    We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; resultant path integral is evaluated stochastically. We first discuss the motivation, formalism, and implementation of such Shell Model Monte Carlo methods. There then follows a sampler of results and insights obtained from a number of applications. These include the ground state and thermal properties of pf-shell nuclei, thermal behavior of γ-soft nuclei, and calculation of double beta-decay matrix elements. Finally, prospects for further progress in such calculations are discussed. 87 refs

  2. 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.

  3. A Monte Carlo algorithm for the Vavilov distribution

    International Nuclear Information System (INIS)

    Yi, Chul-Young; Han, Hyon-Soo

    1999-01-01

    Using the convolution property of the inverse Laplace transform, an improved Monte Carlo algorithm for the Vavilov energy-loss straggling distribution of the charged particle is developed, which is relatively simple and gives enough accuracy to be used for most Monte Carlo applications

  4. Monte Carlo Methods in ICF

    Science.gov (United States)

    Zimmerman, George B.

    Monte Carlo methods appropriate to simulate the transport of x-rays, neutrons, ions and electrons in Inertial Confinement Fusion targets are described and analyzed. The Implicit Monte Carlo method of x-ray transport handles symmetry within indirect drive ICF hohlraums well, but can be improved 50X in efficiency by angular biasing the x-rays towards the fuel capsule. Accurate simulation of thermonuclear burn and burn diagnostics involves detailed particle source spectra, charged particle ranges, inflight reaction kinematics, corrections for bulk and thermal Doppler effects and variance reduction to obtain adequate statistics for rare events. It is found that the effects of angular Coulomb scattering must be included in models of charged particle transport through heterogeneous materials.

  5. Monte Carlo methods in ICF

    International Nuclear Information System (INIS)

    Zimmerman, G.B.

    1997-01-01

    Monte Carlo methods appropriate to simulate the transport of x-rays, neutrons, ions and electrons in Inertial Confinement Fusion targets are described and analyzed. The Implicit Monte Carlo method of x-ray transport handles symmetry within indirect drive ICF hohlraums well, but can be improved 50X in efficiency by angular biasing the x-rays towards the fuel capsule. Accurate simulation of thermonuclear burn and burn diagnostics involves detailed particle source spectra, charged particle ranges, inflight reaction kinematics, corrections for bulk and thermal Doppler effects and variance reduction to obtain adequate statistics for rare events. It is found that the effects of angular Coulomb scattering must be included in models of charged particle transport through heterogeneous materials. copyright 1997 American Institute of Physics

  6. Monte Carlo methods in ICF

    International Nuclear Information System (INIS)

    Zimmerman, George B.

    1997-01-01

    Monte Carlo methods appropriate to simulate the transport of x-rays, neutrons, ions and electrons in Inertial Confinement Fusion targets are described and analyzed. The Implicit Monte Carlo method of x-ray transport handles symmetry within indirect drive ICF hohlraums well, but can be improved 50X in efficiency by angular biasing the x-rays towards the fuel capsule. Accurate simulation of thermonuclear burn and burn diagnostics involves detailed particle source spectra, charged particle ranges, inflight reaction kinematics, corrections for bulk and thermal Doppler effects and variance reduction to obtain adequate statistics for rare events. It is found that the effects of angular Coulomb scattering must be included in models of charged particle transport through heterogeneous materials

  7. Extending canonical Monte Carlo methods

    International Nuclear Information System (INIS)

    Velazquez, L; Curilef, S

    2010-01-01

    In this paper, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation for the extension of the available Monte Carlo methods on the basis of the consideration of the Gibbs canonical ensemble to account for the existence of an anomalous regime with negative heat capacities C α with α≈0.2 for the particular case of the 2D ten-state Potts model

  8. Efficiencies of dynamic Monte Carlo algorithms for off-lattice particle systems with a single impurity

    KAUST Repository

    Novotny, M.A.; Watanabe, Hiroshi; Ito, Nobuyasu

    2010-01-01

    The efficiency of dynamic Monte Carlo algorithms for off-lattice systems composed of particles is studied for the case of a single impurity particle. The theoretical efficiencies of the rejection-free method and of the Monte Carlo with Absorbing

  9. RNA folding kinetics using Monte Carlo and Gillespie algorithms.

    Science.gov (United States)

    Clote, Peter; Bayegan, Amir H

    2018-04-01

    RNA secondary structure folding kinetics is known to be important for the biological function of certain processes, such as the hok/sok system in E. coli. Although linear algebra provides an exact computational solution of secondary structure folding kinetics with respect to the Turner energy model for tiny ([Formula: see text]20 nt) RNA sequences, the folding kinetics for larger sequences can only be approximated by binning structures into macrostates in a coarse-grained model, or by repeatedly simulating secondary structure folding with either the Monte Carlo algorithm or the Gillespie algorithm. Here we investigate the relation between the Monte Carlo algorithm and the Gillespie algorithm. We prove that asymptotically, the expected time for a K-step trajectory of the Monte Carlo algorithm is equal to [Formula: see text] times that of the Gillespie algorithm, where [Formula: see text] denotes the Boltzmann expected network degree. If the network is regular (i.e. every node has the same degree), then the mean first passage time (MFPT) computed by the Monte Carlo algorithm is equal to MFPT computed by the Gillespie algorithm multiplied by [Formula: see text]; however, this is not true for non-regular networks. In particular, RNA secondary structure folding kinetics, as computed by the Monte Carlo algorithm, is not equal to the folding kinetics, as computed by the Gillespie algorithm, although the mean first passage times are roughly correlated. Simulation software for RNA secondary structure folding according to the Monte Carlo and Gillespie algorithms is publicly available, as is our software to compute the expected degree of the network of secondary structures of a given RNA sequence-see http://bioinformatics.bc.edu/clote/RNAexpNumNbors .

  10. Self-healing diffusion quantum Monte Carlo algorithms: methods for direct reduction of the fermion sign error in electronic structure calculations

    International Nuclear Information System (INIS)

    Reboredo, F.A.; Hood, R.Q.; Kent, P.C.

    2009-01-01

    We develop a formalism and present an algorithm for optimization of the trial wave-function used in fixed-node diffusion quantum Monte Carlo (DMC) methods. The formalism is based on the DMC mixed estimator of the ground state probability density. We take advantage of a basic property of the walker configuration distribution generated in a DMC calculation, to (i) project-out a multi-determinant expansion of the fixed node ground state wave function and (ii) to define a cost function that relates the interacting-ground-state-fixed-node and the non-interacting trial wave functions. We show that (a) locally smoothing out the kink of the fixed-node ground-state wave function at the node generates a new trial wave function with better nodal structure and (b) we argue that the noise in the fixed-node wave function resulting from finite sampling plays a beneficial role, allowing the nodes to adjust towards the ones of the exact many-body ground state in a simulated annealing-like process. Based on these principles, we propose a method to improve both single determinant and multi-determinant expansions of the trial wave function. The method can be generalized to other wave function forms such as pfaffians. We test the method in a model system where benchmark configuration interaction calculations can be performed and most components of the Hamiltonian are evaluated analytically. Comparing the DMC calculations with the exact solutions, we find that the trial wave function is systematically improved. The overlap of the optimized trial wave function and the exact ground state converges to 100% even starting from wave functions orthogonal to the exact ground state. Similarly, the DMC total energy and density converges to the exact solutions for the model. In the optimization process we find an optimal non-interacting nodal potential of density-functional-like form whose existence was predicted in a previous publication (Phys. Rev. B 77 245110 (2008)). Tests of the method are

  11. Methods for Monte Carlo simulations of biomacromolecules.

    Science.gov (United States)

    Vitalis, Andreas; Pappu, Rohit V

    2009-01-01

    The state-of-the-art for Monte Carlo (MC) simulations of biomacromolecules is reviewed. Available methodologies for sampling conformational equilibria and associations of biomacromolecules in the canonical ensemble, given a continuum description of the solvent environment, are reviewed. Detailed sections are provided dealing with the choice of degrees of freedom, the efficiencies of MC algorithms and algorithmic peculiarities, as well as the optimization of simple movesets. The issue of introducing correlations into elementary MC moves, and the applicability of such methods to simulations of biomacromolecules is discussed. A brief discussion of multicanonical methods and an overview of recent simulation work highlighting the potential of MC methods are also provided. It is argued that MC simulations, while underutilized biomacromolecular simulation community, hold promise for simulations of complex systems and phenomena that span multiple length scales, especially when used in conjunction with implicit solvation models or other coarse graining strategies.

  12. (U) Introduction to Monte Carlo Methods

    Energy Technology Data Exchange (ETDEWEB)

    Hungerford, Aimee L. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2017-03-20

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

  13. Engineering local optimality in quantum Monte Carlo algorithms

    Science.gov (United States)

    Pollet, Lode; Van Houcke, Kris; Rombouts, Stefan M. A.

    2007-08-01

    Quantum Monte Carlo algorithms based on a world-line representation such as the worm algorithm and the directed loop algorithm are among the most powerful numerical techniques for the simulation of non-frustrated spin models and of bosonic models. Both algorithms work in the grand-canonical ensemble and can have a winding number larger than zero. However, they retain a lot of intrinsic degrees of freedom which can be used to optimize the algorithm. We let us guide by the rigorous statements on the globally optimal form of Markov chain Monte Carlo simulations in order to devise a locally optimal formulation of the worm algorithm while incorporating ideas from the directed loop algorithm. We provide numerical examples for the soft-core Bose-Hubbard model and various spin- S models.

  14. Optimization of reconstruction algorithms using Monte Carlo simulation

    International Nuclear Information System (INIS)

    Hanson, K.M.

    1989-01-01

    A method for optimizing reconstruction algorithms is presented that is based on how well a specified task can be performed using the reconstructed images. Task performance is numerically assessed by a Monte Carlo simulation of the complete imaging process including the generation of scenes appropriate to the desired application, subsequent data taking, reconstruction, and performance of the stated task based on the final image. The use of this method is demonstrated through the optimization of the Algebraic Reconstruction Technique (ART), which reconstructs images from their projections by an iterative procedure. The optimization is accomplished by varying the relaxation factor employed in the updating procedure. In some of the imaging situations studied, it is found that the optimization of constrained ART, in which a non-negativity constraint is invoked, can vastly increase the detectability of objects. There is little improvement attained for unconstrained ART. The general method presented may be applied to the problem of designing neutron-diffraction spectrometers. (author)

  15. Biased Monte Carlo algorithms on unitary groups

    International Nuclear Information System (INIS)

    Creutz, M.; Gausterer, H.; Sanielevici, S.

    1989-01-01

    We introduce a general updating scheme for the simulation of physical systems defined on unitary groups, which eliminates the systematic errors due to inexact exponentiation of algebra elements. The essence is to work directly with group elements for the stochastic noise. Particular cases of the scheme include the algorithm of Metropolis et al., overrelaxation algorithms, and globally corrected Langevin and hybrid algorithms. The latter are studied numerically for the case of SU(3) theory

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

    Science.gov (United States)

    Šantić, Branko; Gracin, Davor

    2017-12-01

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

  17. Monte Carlo algorithms with absorbing Markov chains: Fast local algorithms for slow dynamics

    International Nuclear Information System (INIS)

    Novotny, M.A.

    1995-01-01

    A class of Monte Carlo algorithms which incorporate absorbing Markov chains is presented. In a particular limit, the lowest order of these algorithms reduces to the n-fold way algorithm. These algorithms are applied to study the escape from the metastable state in the two-dimensional square-lattice nearest-neighbor Ising ferromagnet in an unfavorable applied field, and the agreement with theoretical predictions is very good. It is demonstrated that the higher-order algorithms can be many orders of magnitude faster than either the traditional Monte Carlo or n-fold way algorithms

  18. Self-test Monte Carlo method

    International Nuclear Information System (INIS)

    Ohta, Shigemi

    1996-01-01

    The Self-Test Monte Carlo (STMC) method resolves the main problems in using algebraic pseudo-random numbers for Monte Carlo (MC) calculations: that they can interfere with MC algorithms and lead to erroneous results, and that such an error often cannot be detected without known exact solution. STMC is based on good randomness of about 10 10 bits available from physical noise or transcendental numbers like π = 3.14---. Various bit modifiers are available to get more bits for applications that demands more than 10 10 random bits such as lattice quantum chromodynamics (QCD). These modifiers are designed so that a) each of them gives a bit sequence comparable in randomness as the original if used separately from each other, and b) their mutual interference when used jointly in a single MC calculation is adjustable. Intermediate data of the MC calculation itself are used to quantitatively test and adjust the mutual interference of the modifiers in respect of the MC algorithm. STMC is free of systematic error and gives reliable statistical error. Also it can be easily implemented on vector and parallel supercomputers. (author)

  19. Monte Carlo algorithms for lattice gauge theory

    International Nuclear Information System (INIS)

    Creutz, M.

    1987-05-01

    Various techniques are reviewed which have been used in numerical simulations of lattice gauge theories. After formulating the problem, the Metropolis et al. algorithm and some interesting variations are discussed. The numerous proposed schemes for including fermionic fields in the simulations are summarized. Langevin, microcanonical, and hybrid approaches to simulating field theories via differential evolution in a fictitious time coordinate are treated. Some speculations are made on new approaches to fermionic simulations

  20. The hybrid Monte Carlo Algorithm and the chiral transition

    International Nuclear Information System (INIS)

    Gupta, R.

    1987-01-01

    In this talk the author describes tests of the Hybrid Monte Carlo Algorithm for QCD done in collaboration with Greg Kilcup and Stephen Sharpe. We find that the acceptance in the glubal Metropolis step for Staggered fermions can be tuned and kept large without having to make the step-size prohibitively small. We present results for the finite temperature transition on 4 4 and 4 x 6 3 lattices using this algorithm

  1. Advanced Markov chain Monte Carlo methods learning from past samples

    CERN Document Server

    Liang, Faming; Carrol, Raymond J

    2010-01-01

    This book provides comprehensive coverage of simulation of complex systems using Monte Carlo methods. Developing algorithms that are immune to the local trap problem has long been considered as the most important topic in MCMC research. Various advanced MCMC algorithms which address this problem have been developed include, the modified Gibbs sampler, the methods based on auxiliary variables and the methods making use of past samples. The focus of this book is on the algorithms that make use of past samples. This book includes the multicanonical algorithm, dynamic weighting, dynamically weight

  2. Monte Carlo tests of the ELIPGRID-PC algorithm

    International Nuclear Information System (INIS)

    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 ±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

  3. Genetic algorithms and Monte Carlo simulation for optimal plant design

    International Nuclear Information System (INIS)

    Cantoni, M.; Marseguerra, M.; Zio, E.

    2000-01-01

    We present an approach to the optimal plant design (choice of system layout and components) under conflicting safety and economic constraints, based upon the coupling of a Monte Carlo evaluation of plant operation with a Genetic Algorithms-maximization procedure. The Monte Carlo simulation model provides a flexible tool, which enables one to describe relevant aspects of plant design and operation, such as standby modes and deteriorating repairs, not easily captured by analytical models. The effects of deteriorating repairs are described by means of a modified Brown-Proschan model of imperfect repair which accounts for the possibility of an increased proneness to failure of a component after a repair. The transitions of a component from standby to active, and vice versa, are simulated using a multiplicative correlation model. The genetic algorithms procedure is demanded to optimize a profit function which accounts for the plant safety and economic performance and which is evaluated, for each possible design, by the above Monte Carlo simulation. In order to avoid an overwhelming use of computer time, for each potential solution proposed by the genetic algorithm, we perform only few hundreds Monte Carlo histories and, then, exploit the fact that during the genetic algorithm population evolution, the fit chromosomes appear repeatedly many times, so that the results for the solutions of interest (i.e. the best ones) attain statistical significance

  4. Alternative implementations of the Monte Carlo power method

    International Nuclear Information System (INIS)

    Blomquist, R.N.; Gelbard, E.M.

    2002-01-01

    We compare nominal efficiencies, i.e. variances in power shapes for equal running time, of different versions of the Monte Carlo eigenvalue computation, as applied to criticality safety analysis calculations. The two main methods considered here are ''conventional'' Monte Carlo and the superhistory method, and both are used in criticality safety codes. Within each of these major methods, different variants are available for the main steps of the basic Monte Carlo algorithm. Thus, for example, different treatments of the fission process may vary in the extent to which they follow, in analog fashion, the details of real-world fission, or may vary in details of the methods by which they choose next-generation source sites. In general the same options are available in both the superhistory method and conventional Monte Carlo, but there seems not to have been much examination of the special properties of the two major methods and their minor variants. We find, first, that the superhistory method is just as efficient as conventional Monte Carlo and, secondly, that use of different variants of the basic algorithms may, in special cases, have a surprisingly large effect on Monte Carlo computational efficiency

  5. Foam: A general purpose Monte Carlo cellular algorithm

    International Nuclear Information System (INIS)

    Jadach, S.

    2003-01-01

    A general-purpose, self-adapting Monte Carlo (MC) algorithm implemented in the program Foam is described. The high efficiency of the MC, that is small maximum weight or variance of the MC weight is achieved by means of dividing the integration domain into small cells. The cells can be n-dimensional simplices, hyperrectangles cells. The next cell to be divided and the position/direction of the division hyperplane is chosen by the algorithm which optimizes the ratio of the maximum weight to the average weight or (optionally) the total variance. The algorithm is able to deal, in principle, with an arbitrary pattern of the singularities in the distribution

  6. Advanced Computational Methods for Monte Carlo Calculations

    Energy Technology Data Exchange (ETDEWEB)

    Brown, Forrest B. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2018-01-12

    This course is intended for graduate students who already have a basic understanding of Monte Carlo methods. It focuses on advanced topics that may be needed for thesis research, for developing new state-of-the-art methods, or for working with modern production Monte Carlo codes.

  7. Estimating the Partition Function Zeros by Using the Wang-Landau Monte Carlo Algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Seung-Yeon [Korea National University of Transportation, Chungju (Korea, Republic of)

    2017-03-15

    The concept of the partition function zeros is one of the most efficient methods for investigating the phase transitions and the critical phenomena in various physical systems. Estimating the partition function zeros requires information on the density of states Ω(E) as a function of the energy E. Currently, the Wang-Landau Monte Carlo algorithm is one of the best methods for calculating Ω(E). The partition function zeros in the complex temperature plane of the Ising model on an L × L square lattice (L = 10 ∼ 80) with a periodic boundary condition have been estimated by using the Wang-Landau Monte Carlo algorithm. The efficiency of the Wang-Landau Monte Carlo algorithm and the accuracies of the partition function zeros have been evaluated for three different, 5%, 10%, and 20%, flatness criteria for the histogram H(E).

  8. Optimization of reconstruction algorithms using Monte Carlo simulation

    International Nuclear Information System (INIS)

    Hanson, K.M.

    1989-01-01

    A method for optimizing reconstruction algorithms is presented that is based on how well a specified task can be performed using the reconstructed images. Task performance is numerically assessed by a Monte Carlo simulation of the complete imaging process including the generation of scenes appropriate to the desired application, subsequent data taking, reconstruction, and performance of the stated task based on the final image. The use of this method is demonstrated through the optimization of the Algebraic Reconstruction Technique (ART), which reconstructs images from their projections by a iterative procedure. The optimization is accomplished by varying the relaxation factor employed in the updating procedure. In some of the imaging situations studied, it is found that the optimization of constrained ART, in which a nonnegativity constraint is invoked, can vastly increase the detectability of objects. There is little improvement attained for unconstrained ART. The general method presented may be applied to the problem of designing neutron-diffraction spectrometers. 11 refs., 6 figs., 2 tabs

  9. Inverse Monte Carlo: a unified reconstruction algorithm for SPECT

    International Nuclear Information System (INIS)

    Floyd, C.E.; Coleman, R.E.; Jaszczak, R.J.

    1985-01-01

    Inverse Monte Carlo (IMOC) is presented as a unified reconstruction algorithm for Emission Computed Tomography (ECT) providing simultaneous compensation for scatter, attenuation, and the variation of collimator resolution with depth. The technique of inverse Monte Carlo is used to find an inverse solution to the photon transport equation (an integral equation for photon flux from a specified source) for a parameterized source and specific boundary conditions. The system of linear equations so formed is solved to yield the source activity distribution for a set of acquired projections. For the studies presented here, the equations are solved using the EM (Maximum Likelihood) algorithm although other solution algorithms, such as Least Squares, could be employed. While the present results specifically consider the reconstruction of camera-based Single Photon Emission Computed Tomographic (SPECT) images, the technique is equally valid for Positron Emission Tomography (PET) if a Monte Carlo model of such a system is used. As a preliminary evaluation, experimentally acquired SPECT phantom studies for imaging Tc-99m (140 keV) are presented which demonstrate the quantitative compensation for scatter and attenuation for a two dimensional (single slice) reconstruction. The algorithm may be expanded in a straight forward manner to full three dimensional reconstruction including compensation for out of plane scatter

  10. Optimization of Monte Carlo algorithms and ray tracing on GPUs

    International Nuclear Information System (INIS)

    Bergmann, R.M.; Vujic, J.L.

    2013-01-01

    To take advantage of the computational power of GPUs (Graphical Processing Units), algorithms that work well on CPUs must be modified to conform to the GPU execution model. In this study, typical task-parallel Monte Carlo algorithms have been reformulated in a data-parallel way, and the benefits of doing so are examined. We were able to show that the data-parallel approach greatly improves thread coherency and keeps thread blocks busy, improving GPU utilization compared to the task-parallel approach. Data-parallel does not, however, outperform the task-parallel approach in regards to speedup over CPU. Regarding the ray-tracing acceleration, OptiX shows promise for providing enough ray tracing speed to be used in a full 3D Monte Carlo neutron transport code for reactor calculations. It is important to note that it is necessary to operate on large datasets of particle histories in order to have good performance in both OptiX and the data-parallel algorithm since this reduces the impact of latency. Our paper also shows the need to rewrite standard Monte Carlo algorithms in order to take full advantage of these new, powerful processor architectures

  11. Vectorizing and macrotasking Monte Carlo neutral particle algorithms

    International Nuclear Information System (INIS)

    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

  12. The Hybrid Monte Carlo (HMC) method and dynamic fermions

    International Nuclear Information System (INIS)

    Amaral, Marcia G. do

    1994-01-01

    Nevertheless the Monte Carlo method has been extensively used in the simulation of many types of theories, the successful application has been established only for models containing boson fields. With the present computer generation, the development of faster and efficient algorithms became necessary and urgent. This paper studies the HMC and the dynamic fermions

  13. Monte Carlo method for magnetic impurities in metals

    Science.gov (United States)

    Hirsch, J. E.; Fye, R. M.

    1986-01-01

    The paper discusses a Monte Carlo algorithm to study properties of dilute magnetic alloys; the method can treat a small number of magnetic impurities interacting wiith the conduction electrons in a metal. Results for the susceptibility of a single Anderson impurity in the symmetric case show the expected universal behavior at low temperatures. Some results for two Anderson impurities are also discussed.

  14. Hybrid Monte Carlo methods in computational finance

    NARCIS (Netherlands)

    Leitao Rodriguez, A.

    2017-01-01

    Monte Carlo methods are highly appreciated and intensively employed in computational finance in the context of financial derivatives valuation or risk management. The method offers valuable advantages like flexibility, easy interpretation and straightforward implementation. Furthermore, the

  15. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    Keywords. Markov chain; state space; stationary transition probability; stationary distribution; irreducibility; aperiodicity; stationarity; M-H algorithm; proposal distribution; acceptance probability; image processing; Gibbs sampler.

  16. Research on Monte Carlo improved quasi-static method for reactor space-time dynamics

    International Nuclear Information System (INIS)

    Xu Qi; Wang Kan; Li Shirui; Yu Ganglin

    2013-01-01

    With large time steps, improved quasi-static (IQS) method can improve the calculation speed for reactor dynamic simulations. The Monte Carlo IQS method was proposed in this paper, combining the advantages of both the IQS method and MC method. Thus, the Monte Carlo IQS method is beneficial for solving space-time dynamics problems of new concept reactors. Based on the theory of IQS, Monte Carlo algorithms for calculating adjoint neutron flux, reactor kinetic parameters and shape function were designed and realized. A simple Monte Carlo IQS code and a corresponding diffusion IQS code were developed, which were used for verification of the Monte Carlo IQS method. (authors)

  17. Experience with the Monte Carlo Method

    Energy Technology Data Exchange (ETDEWEB)

    Hussein, E M.A. [Department of Mechanical Engineering University of New Brunswick, Fredericton, N.B., (Canada)

    2007-06-15

    Monte Carlo simulation of radiation transport provides a powerful research and design tool that resembles in many aspects laboratory experiments. Moreover, Monte Carlo simulations can provide an insight not attainable in the laboratory. However, the Monte Carlo method has its limitations, which if not taken into account can result in misleading conclusions. This paper will present the experience of this author, over almost three decades, in the use of the Monte Carlo method for a variety of applications. Examples will be shown on how the method was used to explore new ideas, as a parametric study and design optimization tool, and to analyze experimental data. The consequences of not accounting in detail for detector response and the scattering of radiation by surrounding structures are two of the examples that will be presented to demonstrate the pitfall of condensed.

  18. Experience with the Monte Carlo Method

    International Nuclear Information System (INIS)

    Hussein, E.M.A.

    2007-01-01

    Monte Carlo simulation of radiation transport provides a powerful research and design tool that resembles in many aspects laboratory experiments. Moreover, Monte Carlo simulations can provide an insight not attainable in the laboratory. However, the Monte Carlo method has its limitations, which if not taken into account can result in misleading conclusions. This paper will present the experience of this author, over almost three decades, in the use of the Monte Carlo method for a variety of applications. Examples will be shown on how the method was used to explore new ideas, as a parametric study and design optimization tool, and to analyze experimental data. The consequences of not accounting in detail for detector response and the scattering of radiation by surrounding structures are two of the examples that will be presented to demonstrate the pitfall of condensed

  19. Foam: A general purpose Monte Carlo cellular algorithm

    International Nuclear Information System (INIS)

    Jadach, S.

    2002-01-01

    A general-purpose, self-adapting Monte Carlo (MC) algorithm implemented in the program Foam is described. The high efficiency of the MC, that is small maximum weight or variance of the MC weight is achieved by means of dividing the integration domain into small cells. The cells can be n-dimensional simplices, hyperrectangles or a Cartesian product of them. The grid of cells, called 'foam', is produced in the process of the binary split of the cells. The choice of the next cell to be divided and the position/direction of the division hyperplane is driven by the algorithm which optimizes the ratio of the maximum weight to the average weight or (optionally) the total variance. The algorithm is able to deal, in principle, with an arbitrary pattern of the singularities in the distribution. (author)

  20. Foam A General purpose Monte Carlo Cellular Algorithm

    CERN Document Server

    Jadach, Stanislaw

    2002-01-01

    A general-purpose, self-adapting Monte Carlo (MC) algorithm implemented in the program {\\tt Foam} is described. The high efficiency of the MC, that is small maximum weight or variance of the MC weight is achieved by means of dividing the integration domain into small cells. The cells can be $n$-dimensional simplices, hyperrectangles or a Cartesian product of them. The grid of cells, ``foam'', is produced in the process of the binary split of the cells. The next cell to be divided and the position/direction of the division hyperplane is chosen by the algorithm which optimizes the ratio of the maximum weight to the average weight or (optionally) the total variance. The algorithm is able to deal, in principle, with an arbitrary pattern of the singularities in the distribution.

  1. 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...

  2. Monte Carlo method applied to medical physics

    International Nuclear Information System (INIS)

    Oliveira, C.; Goncalves, I.F.; Chaves, A.; Lopes, M.C.; Teixeira, N.; Matos, B.; Goncalves, I.C.; Ramalho, A.; Salgado, J.

    2000-01-01

    The main application of the Monte Carlo method to medical physics is dose calculation. This paper shows some results of two dose calculation studies and two other different applications: optimisation of neutron field for Boron Neutron Capture Therapy and optimization of a filter for a beam tube for several purposes. The time necessary for Monte Carlo calculations - the highest boundary for its intensive utilisation - is being over-passed with faster and cheaper computers. (author)

  3. Generalized-ensemble molecular dynamics and Monte Carlo algorithms beyond the limit of the multicanonical algorithm

    International Nuclear Information System (INIS)

    Okumura, Hisashi

    2010-01-01

    I review two new generalized-ensemble algorithms for molecular dynamics and Monte Carlo simulations of biomolecules, that is, the multibaric–multithermal algorithm and the partial multicanonical algorithm. In the multibaric–multithermal algorithm, two-dimensional random walks not only in the potential-energy space but also in the volume space are realized. One can discuss the temperature dependence and pressure dependence of biomolecules with this algorithm. The partial multicanonical simulation samples a wide range of only an important part of potential energy, so that one can concentrate the effort to determine a multicanonical weight factor only on the important energy terms. This algorithm has higher sampling efficiency than the multicanonical and canonical algorithms. (review)

  4. Partial multicanonical algorithm for molecular dynamics and Monte Carlo simulations.

    Science.gov (United States)

    Okumura, Hisashi

    2008-09-28

    Partial multicanonical algorithm is proposed for molecular dynamics and Monte Carlo simulations. The partial multicanonical simulation samples a wide range of a part of the potential-energy terms, which is necessary to sample the conformational space widely, whereas a wide range of total potential energy is sampled in the multicanonical algorithm. Thus, one can concentrate the effort to determine the weight factor only on the important energy terms in the partial multicanonical simulation. The partial multicanonical, multicanonical, and canonical molecular dynamics algorithms were applied to an alanine dipeptide in explicit water solvent. The canonical simulation sampled the states of P(II), C(5), alpha(R), and alpha(P). The multicanonical simulation covered the alpha(L) state as well as these states. The partial multicanonical simulation also sampled the C(7) (ax) state in addition to the states that were sampled by the multicanonical simulation. In the partial multicanonical simulation, furthermore, backbone dihedral angles phi and psi rotated more frequently than those in the multicanonical and canonical simulations. These results mean that the partial multicanonical algorithm has a higher sampling efficiency than the multicanonical and canonical algorithms.

  5. Acceleration of monte Carlo solution by conjugate gradient method

    International Nuclear Information System (INIS)

    Toshihisa, Yamamoto

    2005-01-01

    The conjugate gradient method (CG) was applied to accelerate Monte Carlo solutions in fixed source problems. The equilibrium model based formulation enables to use CG scheme as well as initial guess to maximize computational performance. This method is available to arbitrary geometry provided that the neutron source distribution in each subregion can be regarded as flat. Even if it is not the case, the method can still be used as a powerful tool to provide an initial guess very close to the converged solution. The major difference of Monte Carlo CG to deterministic CG is that residual error is estimated using Monte Carlo sampling, thus statistical error exists in the residual. This leads to a flow diagram specific to Monte Carlo-CG. Three pre-conditioners were proposed for CG scheme and the performance was compared with a simple 1-D slab heterogeneous test problem. One of them, Sparse-M option, showed an excellent performance in convergence. The performance per unit cost was improved by four times in the test problem. Although direct estimation of efficiency of the method is impossible mainly because of the strong problem-dependence of the optimized pre-conditioner in CG, the method seems to have efficient potential as a fast solution algorithm for Monte Carlo calculations. (author)

  6. Some problems on Monte Carlo method development

    International Nuclear Information System (INIS)

    Pei Lucheng

    1992-01-01

    This is a short paper on some problems of Monte Carlo method development. The content consists of deep-penetration problems, unbounded estimate problems, limitation of Mdtropolis' method, dependency problem in Metropolis' method, random error interference problems and random equations, intellectualisation and vectorization problems of general software

  7. Optimizing maintenance and repair policies via a combination of genetic algorithms and Monte Carlo simulation

    International Nuclear Information System (INIS)

    Marseguerra, M.; Zio, E.

    2000-01-01

    In this paper we present an optimization approach based on the combination of a Genetic Algorithms maximization procedure with a Monte Carlo simulation. The approach is applied within the context of plant logistic management for what concerns the choice of maintenance and repair strategies. A stochastic model of plant operation is developed from the standpoint of its reliability/availability behavior, i.e. of the failure/repair/maintenance processes of its components. The model is evaluated by Monte Carlo simulation in terms of economic costs and revenues of operation. The flexibility of the Monte Carlo method allows us to include several practical aspects such as stand-by operation modes, deteriorating repairs, aging, sequences of periodic maintenances, number of repair teams available for different kinds of repair interventions (mechanical, electronic, hydraulic, etc.), components priority rankings. A genetic algorithm is then utilized to optimize the components maintenance periods and number of repair teams. The fitness function object of the optimization is a profit function which inherently accounts for the safety and economic performance of the plant and whose value is computed by the above Monte Carlo simulation model. For an efficient combination of Genetic Algorithms and Monte Carlo simulation, only few hundreds Monte Carlo histories are performed for each potential solution proposed by the genetic algorithm. Statistical significance of the results of the solutions of interest (i.e. the best ones) is then attained exploiting the fact that during the population evolution the fit chromosomes appear repeatedly many times. The proposed optimization approach is applied on two case studies of increasing complexity

  8. Multiscale Monte Carlo algorithms in statistical mechanics and quantum field theory

    Energy Technology Data Exchange (ETDEWEB)

    Lauwers, P G

    1990-12-01

    Conventional Monte Carlo simulation algorithms for models in statistical mechanics and quantum field theory are afflicted by problems caused by their locality. They become highly inefficient if investigations of critical or nearly-critical systems, i.e., systems with important large scale phenomena, are undertaken. We present two types of multiscale approaches that alleveate problems of this kind: Stochastic cluster algorithms and multigrid Monte Carlo simulation algorithms. Another formidable computational problem in simulations of phenomenologically relevant field theories with fermions is the need for frequently inverting the Dirac operator. This inversion can be accelerated considerably by means of deterministic multigrid methods, very similar to the ones used for the numerical solution of differential equations. (orig.).

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

    Energy Technology Data Exchange (ETDEWEB)

    Eisenbach, Markus [ORNL; Li, Ying Wai [ORNL

    2017-06-01

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

  10. Neutron spectrum unfolding using genetic algorithm in a Monte Carlo simulation

    Energy Technology Data Exchange (ETDEWEB)

    Suman, Vitisha [Health Physics Division, Bhabha Atomic Research Centre, Mumbai 400085 (India); Sarkar, P.K., E-mail: pksarkar02@gmail.com [Manipal Centre for Natural Sciences, Manipal University, Manipal 576104 (India)

    2014-02-11

    A spectrum unfolding technique GAMCD (Genetic Algorithm and Monte Carlo based spectrum Deconvolution) has been developed using the genetic algorithm methodology within the framework of Monte Carlo simulations. Each Monte Carlo history starts with initial solution vectors (population) as randomly generated points in the hyper dimensional solution space that are related to the measured data by the response matrix of the detection system. The transition of the solution points in the solution space from one generation to another are governed by the genetic algorithm methodology using the techniques of cross-over (mating) and mutation in a probabilistic manner adding new solution points to the population. The population size is kept constant by discarding solutions having lesser fitness values (larger differences between measured and calculated results). Solutions having the highest fitness value at the end of each Monte Carlo history are averaged over all histories to obtain the final spectral solution. The present method shows promising results in neutron spectrum unfolding for both under-determined and over-determined problems with simulated test data as well as measured data when compared with some existing unfolding codes. An attractive advantage of the present method is the independence of the final spectra from the initial guess spectra.

  11. Neutron spectrum unfolding using genetic algorithm in a Monte Carlo simulation

    International Nuclear Information System (INIS)

    Suman, Vitisha; Sarkar, P.K.

    2014-01-01

    A spectrum unfolding technique GAMCD (Genetic Algorithm and Monte Carlo based spectrum Deconvolution) has been developed using the genetic algorithm methodology within the framework of Monte Carlo simulations. Each Monte Carlo history starts with initial solution vectors (population) as randomly generated points in the hyper dimensional solution space that are related to the measured data by the response matrix of the detection system. The transition of the solution points in the solution space from one generation to another are governed by the genetic algorithm methodology using the techniques of cross-over (mating) and mutation in a probabilistic manner adding new solution points to the population. The population size is kept constant by discarding solutions having lesser fitness values (larger differences between measured and calculated results). Solutions having the highest fitness value at the end of each Monte Carlo history are averaged over all histories to obtain the final spectral solution. The present method shows promising results in neutron spectrum unfolding for both under-determined and over-determined problems with simulated test data as well as measured data when compared with some existing unfolding codes. An attractive advantage of the present method is the independence of the final spectra from the initial guess spectra

  12. 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)

  13. Calculations of pair production by Monte Carlo methods

    International Nuclear Information System (INIS)

    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

  14. Difficult Sudoku Puzzles Created by Replica Exchange Monte Carlo Method

    OpenAIRE

    Watanabe, Hiroshi

    2013-01-01

    An algorithm to create difficult Sudoku puzzles is proposed. An Ising spin-glass like Hamiltonian describing difficulty of puzzles is defined, and difficult puzzles are created by minimizing the energy of the Hamiltonian. We adopt the replica exchange Monte Carlo method with simultaneous temperature adjustments to search lower energy states efficiently, and we succeed in creating a puzzle which is the world hardest ever created in our definition, to our best knowledge. (Added on Mar. 11, the ...

  15. Monte Carlo method for array criticality calculations

    International Nuclear Information System (INIS)

    Dickinson, D.; Whitesides, G.E.

    1976-01-01

    The Monte Carlo method for solving neutron transport problems consists of mathematically tracing paths of individual neutrons collision by collision until they are lost by absorption or leakage. The fate of the neutron after each collision is determined by the probability distribution functions that are formed from the neutron cross-section data. These distributions are sampled statistically to establish the successive steps in the neutron's path. The resulting data, accumulated from following a large number of batches, are analyzed to give estimates of k/sub eff/ and other collision-related quantities. The use of electronic computers to produce the simulated neutron histories, initiated at Los Alamos Scientific Laboratory, made the use of the Monte Carlo method practical for many applications. In analog Monte Carlo simulation, the calculation follows the physical events of neutron scattering, absorption, and leakage. To increase calculational efficiency, modifications such as the use of statistical weights are introduced. The Monte Carlo method permits the use of a three-dimensional geometry description and a detailed cross-section representation. Some of the problems in using the method are the selection of the spatial distribution for the initial batch, the preparation of the geometry description for complex units, and the calculation of error estimates for region-dependent quantities such as fluxes. The Monte Carlo method is especially appropriate for criticality safety calculations since it permits an accurate representation of interacting units of fissile material. Dissimilar units, units of complex shape, moderators between units, and reflected arrays may be calculated. Monte Carlo results must be correlated with relevant experimental data, and caution must be used to ensure that a representative set of neutron histories is produced

  16. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    Systat Software Asia-Pacific. Ltd., in Bangalore, where the technical work for the development of the statistica' software ... concepts that are relevant for the application of MCMC methods and ... joint distribution of the vector N of the numbers of.

  17. A Fano cavity test for Monte Carlo proton transport algorithms

    International Nuclear Information System (INIS)

    Sterpin, Edmond; Sorriaux, Jefferson; Souris, Kevin; Vynckier, Stefaan; Bouchard, Hugo

    2014-01-01

    Purpose: In the scope of reference dosimetry of radiotherapy beams, Monte Carlo (MC) simulations are widely used to compute ionization chamber dose response accurately. Uncertainties related to the transport algorithm can be verified performing self-consistency tests, i.e., the so-called “Fano cavity test.” The Fano cavity test is based on the Fano theorem, which states that under charged particle equilibrium conditions, the charged particle fluence is independent of the mass density of the media as long as the cross-sections are uniform. Such tests have not been performed yet for MC codes simulating proton transport. The objectives of this study are to design a new Fano cavity test for proton MC and to implement the methodology in two MC codes: Geant4 and PENELOPE extended to protons (PENH). Methods: The new Fano test is designed to evaluate the accuracy of proton transport. Virtual particles with an energy ofE 0 and a mass macroscopic cross section of (Σ)/(ρ) are transported, having the ability to generate protons with kinetic energy E 0 and to be restored after each interaction, thus providing proton equilibrium. To perform the test, the authors use a simplified simulation model and rigorously demonstrate that the computed cavity dose per incident fluence must equal (ΣE 0 )/(ρ) , as expected in classic Fano tests. The implementation of the test is performed in Geant4 and PENH. The geometry used for testing is a 10 × 10 cm 2 parallel virtual field and a cavity (2 × 2 × 0.2 cm 3 size) in a water phantom with dimensions large enough to ensure proton equilibrium. Results: For conservative user-defined simulation parameters (leading to small step sizes), both Geant4 and PENH pass the Fano cavity test within 0.1%. However, differences of 0.6% and 0.7% were observed for PENH and Geant4, respectively, using larger step sizes. For PENH, the difference is attributed to the random-hinge method that introduces an artificial energy straggling if step size is not

  18. Monte Carlo method for neutron transport problems

    International Nuclear Information System (INIS)

    Asaoka, Takumi

    1977-01-01

    Some methods for decreasing variances in Monte Carlo neutron transport calculations are presented together with the results of sample calculations. A general purpose neutron transport Monte Carlo code ''MORSE'' was used for the purpose. The first method discussed in this report is the method of statistical estimation. As an example of this method, the application of the coarse-mesh rebalance acceleration method to the criticality calculation of a cylindrical fast reactor is presented. Effective multiplication factor and its standard deviation are presented as a function of the number of histories and comparisons are made between the coarse-mesh rebalance method and the standard method. Five-group neutron fluxes at core center are also compared with the result of S4 calculation. The second method is the method of correlated sampling. This method was applied to the perturbation calculation of control rod worths in a fast critical assembly (FCA-V-3) Two methods of sampling (similar flight paths and identical flight paths) are tested and compared with experimental results. For every cases the experimental value lies within the standard deviation of the Monte Carlo calculations. The third method is the importance sampling. In this report a biased selection of particle flight directions discussed. This method was applied to the flux calculation in a spherical fast neutron system surrounded by a 10.16 cm iron reflector. Result-direction biasing, path-length stretching, and no biasing are compared with S8 calculation. (Aoki, K.)

  19. Burnup calculations using Monte Carlo method

    International Nuclear Information System (INIS)

    Ghosh, Biplab; Degweker, S.B.

    2009-01-01

    In the recent years, interest in burnup calculations using Monte Carlo methods has gained momentum. Previous burn up codes have used multigroup transport theory based calculations followed by diffusion theory based core calculations for the neutronic portion of codes. The transport theory methods invariably make approximations with regard to treatment of the energy and angle variables involved in scattering, besides approximations related to geometry simplification. Cell homogenisation to produce diffusion, theory parameters adds to these approximations. Moreover, while diffusion theory works for most reactors, it does not produce accurate results in systems that have strong gradients, strong absorbers or large voids. Also, diffusion theory codes are geometry limited (rectangular, hexagonal, cylindrical, and spherical coordinates). Monte Carlo methods are ideal to solve very heterogeneous reactors and/or lattices/assemblies in which considerable burnable poisons are used. The key feature of this approach is that Monte Carlo methods permit essentially 'exact' modeling of all geometrical detail, without resort to ene and spatial homogenization of neutron cross sections. Monte Carlo method would also be better for in Accelerator Driven Systems (ADS) which could have strong gradients due to the external source and a sub-critical assembly. To meet the demand for an accurate burnup code, we have developed a Monte Carlo burnup calculation code system in which Monte Carlo neutron transport code is coupled with a versatile code (McBurn) for calculating the buildup and decay of nuclides in nuclear materials. McBurn is developed from scratch by the authors. In this article we will discuss our effort in developing the continuous energy Monte Carlo burn-up code, McBurn. McBurn is intended for entire reactor core as well as for unit cells and assemblies. Generally, McBurn can do burnup of any geometrical system which can be handled by the underlying Monte Carlo transport code

  20. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    levels. This is based on the famous Laws of Large Num- bers {LLN}: Let XI,X2,X3, ... of the volume of Ai nD to the volume of D (here volume ... This method depends on being able to generate' a sarnple ... casinos offering games of chance.

  1. A keff calculation method by Monte Carlo

    International Nuclear Information System (INIS)

    Shen, H; Wang, K.

    2008-01-01

    The effective multiplication factor (k eff ) is defined as the ratio between the number of neutrons in successive generations, which definition is adopted by most Monte Carlo codes (e.g. MCNP). Also, it can be thought of as the ratio of the generation rate of neutrons by the sum of the leakage rate and the absorption rate, which should exclude the effect of the neutron reaction such as (n, 2n) and (n, 3n). This article discusses the Monte Carlo method for k eff calculation based on the second definition. A new code has been developed and the results are presented. (author)

  2. Monte Carlo method in neutron activation analysis

    International Nuclear Information System (INIS)

    Majerle, M.; Krasa, A.; Svoboda, O.; Wagner, V.; Adam, J.; Peetermans, S.; Slama, O.; Stegajlov, V.I.; Tsupko-Sitnikov, V.M.

    2009-01-01

    Neutron activation detectors are a useful technique for the neutron flux measurements in spallation experiments. The study of the usefulness and the accuracy of this method at similar experiments was performed with the help of Monte Carlo codes MCNPX and FLUKA

  3. Monte Carlo method for random surfaces

    International Nuclear Information System (INIS)

    Berg, B.

    1985-01-01

    Previously two of the authors proposed a Monte Carlo method for sampling statistical ensembles of random walks and surfaces with a Boltzmann probabilistic weight. In the present paper we work out the details for several models of random surfaces, defined on d-dimensional hypercubic lattices. (orig.)

  4. Monte Carlo methods for shield design calculations

    International Nuclear Information System (INIS)

    Grimstone, M.J.

    1974-01-01

    A suite of Monte Carlo codes is being developed for use on a routine basis in commercial reactor shield design. The methods adopted for this purpose include the modular construction of codes, simplified geometries, automatic variance reduction techniques, continuous energy treatment of cross section data, and albedo methods for streaming. Descriptions are given of the implementation of these methods and of their use in practical calculations. 26 references. (U.S.)

  5. Hybrid Monte Carlo algorithm with fat link fermion actions

    International Nuclear Information System (INIS)

    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 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 techniques or fat link actions

  6. Parallel Algorithms for Monte Carlo Particle Transport Simulation on Exascale Computing Architectures

    Science.gov (United States)

    Romano, Paul Kollath

    Monte Carlo particle transport methods are being considered as a viable option for high-fidelity simulation of nuclear reactors. While Monte Carlo methods offer several potential advantages over deterministic methods, there are a number of algorithmic shortcomings that would prevent their immediate adoption for full-core analyses. In this thesis, algorithms are proposed both to ameliorate the degradation in parallel efficiency typically observed for large numbers of processors and to offer a means of decomposing large tally data that will be needed for reactor analysis. A nearest-neighbor fission bank algorithm was proposed and subsequently implemented in the OpenMC Monte Carlo code. A theoretical analysis of the communication pattern shows that the expected cost is O( N ) whereas traditional fission bank algorithms are O(N) at best. The algorithm was tested on two supercomputers, the Intrepid Blue Gene/P and the Titan Cray XK7, and demonstrated nearly linear parallel scaling up to 163,840 processor cores on a full-core benchmark problem. An algorithm for reducing network communication arising from tally reduction was analyzed and implemented in OpenMC. The proposed algorithm groups only particle histories on a single processor into batches for tally purposes---in doing so it prevents all network communication for tallies until the very end of the simulation. The algorithm was tested, again on a full-core benchmark, and shown to reduce network communication substantially. A model was developed to predict the impact of load imbalances on the performance of domain decomposed simulations. The analysis demonstrated that load imbalances in domain decomposed simulations arise from two distinct phenomena: non-uniform particle densities and non-uniform spatial leakage. The dominant performance penalty for domain decomposition was shown to come from these physical effects rather than insufficient network bandwidth or high latency. The model predictions were verified with

  7. 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

  8. Implementation of a Monte Carlo algorithm for neutron transport on a massively parallel SIMD machine

    International Nuclear Information System (INIS)

    Baker, R.S.

    1992-01-01

    We present some results from the recent adaptation of a vectorized Monte Carlo algorithm to a massively parallel architecture. The performance of the algorithm on a single processor Cray Y-MP and a Thinking Machine Corporations CM-2 and CM-200 is compared for several test problems. The results show that significant speedups are obtainable for vectorized Monte Carlo algorithms on massively parallel machines, even when the algorithms are applied to realistic problems which require extensive variance reduction. However, the architecture of the Connection Machine does place some limitations on the regime in which the Monte Carlo algorithm may be expected to perform well

  9. Implementation of a Monte Carlo algorithm for neutron transport on a massively parallel SIMD machine

    International Nuclear Information System (INIS)

    Baker, R.S.

    1993-01-01

    We present some results from the recent adaptation of a vectorized Monte Carlo algorithm to a massively parallel architecture. The performance of the algorithm on a single processor Cray Y-MP and a Thinking Machine Corporations CM-2 and CM-200 is compared for several test problems. The results show that significant speedups are obtainable for vectorized Monte Carlo algorithms on massively parallel machines, even when the algorithms are applied to realistic problems which require extensive variance reduction. However, the architecture of the Connection Machine does place some limitations on the regime in which the Monte Carlo algorithm may be expected to perform well. (orig.)

  10. Dose Calculation Accuracy of the Monte Carlo Algorithm for CyberKnife Compared with Other Commercially Available Dose Calculation Algorithms

    International Nuclear Information System (INIS)

    Sharma, Subhash; Ott, Joseph; Williams, Jamone; Dickow, Danny

    2011-01-01

    Monte Carlo dose calculation algorithms have the potential for greater accuracy than traditional model-based algorithms. This enhanced accuracy is particularly evident in regions of lateral scatter disequilibrium, which can develop during treatments incorporating small field sizes and low-density tissue. A heterogeneous slab phantom was used to evaluate the accuracy of several commercially available dose calculation algorithms, including Monte Carlo dose calculation for CyberKnife, Analytical Anisotropic Algorithm and Pencil Beam convolution for the Eclipse planning system, and convolution-superposition for the Xio planning system. The phantom accommodated slabs of varying density; comparisons between planned and measured dose distributions were accomplished with radiochromic film. The Monte Carlo algorithm provided the most accurate comparison between planned and measured dose distributions. In each phantom irradiation, the Monte Carlo predictions resulted in gamma analysis comparisons >97%, using acceptance criteria of 3% dose and 3-mm distance to agreement. In general, the gamma analysis comparisons for the other algorithms were <95%. The Monte Carlo dose calculation algorithm for CyberKnife provides more accurate dose distribution calculations in regions of lateral electron disequilibrium than commercially available model-based algorithms. This is primarily because of the ability of Monte Carlo algorithms to implicitly account for tissue heterogeneities, density scaling functions; and/or effective depth correction factors are not required.

  11. Prospect on general software of Monte Carlo method

    International Nuclear Information System (INIS)

    Pei Lucheng

    1992-01-01

    This is a short paper on the prospect of Monte Carlo general software. The content consists of cluster sampling method, zero variance technique, self-improved method, and vectorized Monte Carlo method

  12. The energy band memory server algorithm for parallel Monte Carlo transport calculations

    International Nuclear Information System (INIS)

    Felker, K.G.; Siegel, A.R.; Smith, K.S.; Romano, P.K.; Forget, B.

    2013-01-01

    An algorithm is developed to significantly reduce the on-node footprint of cross section memory in Monte Carlo particle tracking algorithms. The classic method of per-node replication of cross section data is replaced by a memory server model, in which the read-only lookup tables reside on a remote set of disjoint processors. The main particle tracking algorithm is then modified in such a way as to enable efficient use of the remotely stored data in the particle tracking algorithm. Results of a prototype code on a Blue Gene/Q installation reveal that the penalty for remote storage is reasonable in the context of time scales for real-world applications, thus yielding a path forward for a broad range of applications that are memory bound using current techniques. (authors)

  13. Analytic continuation of quantum Monte Carlo data. Stochastic sampling method

    Energy Technology Data Exchange (ETDEWEB)

    Ghanem, Khaldoon; Koch, Erik [Institute for Advanced Simulation, Forschungszentrum Juelich, 52425 Juelich (Germany)

    2016-07-01

    We apply Bayesian inference to the analytic continuation of quantum Monte Carlo (QMC) data from the imaginary axis to the real axis. Demanding a proper functional Bayesian formulation of any analytic continuation method leads naturally to the stochastic sampling method (StochS) as the Bayesian method with the simplest prior, while it excludes the maximum entropy method and Tikhonov regularization. We present a new efficient algorithm for performing StochS that reduces computational times by orders of magnitude in comparison to earlier StochS methods. We apply the new algorithm to a wide variety of typical test cases: spectral functions and susceptibilities from DMFT and lattice QMC calculations. Results show that StochS performs well and is able to resolve sharp features in the spectrum.

  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. 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

  16. Polynomial hybrid Monte Carlo algorithm for lattice QCD with an odd number of flavors

    International Nuclear Information System (INIS)

    Aoki, S.; Burkhalter, R.; Ishikawa, K-I.; Tominaga, S.; Fukugita, M.; Hashimoto, S.; Kaneko, T.; Kuramashi, Y.; Okawa, M.; Tsutsui, N.; Yamada, N.; Ishizuka, N.; Iwasaki, Y.; Kanaya, K.; Ukawa, A.; Yoshie, T.; Onogi, T.

    2002-01-01

    We present a polynomial hybrid Monte Carlo (PHMC) algorithm for lattice QCD with odd numbers of flavors of O(a)-improved Wilson quark action. The algorithm makes use of the non-Hermitian Chebyshev polynomial to approximate the inverse square root of the fermion matrix required for an odd number of flavors. The systematic error from the polynomial approximation is removed by a noisy Metropolis test for which a new method is developed. Investigating the property of our PHMC algorithm in the N f =2 QCD case, we find that it is as efficient as the conventional HMC algorithm for a moderately large lattice size (16 3 x48) with intermediate quark masses (m PS /m V ∼0.7-0.8). We test our odd-flavor algorithm through extensive simulations of two-flavor QCD treated as an N f =1+1 system, and comparing the results with those of the established algorithms for N f =2 QCD. These tests establish that our PHMC algorithm works on a moderately large lattice size with intermediate quark masses (16 3 x48,m PS /m V ∼0.7-0.8). Finally we experiment with the (2+1)-flavor QCD simulation on small lattices (4 3 x8 and 8 3 x16), and confirm the agreement of our results with those obtained with the R algorithm and extrapolated to a zero molecular dynamics step size

  17. Monte Carlo methods to calculate impact probabilities

    Science.gov (United States)

    Rickman, H.; Wiśniowski, T.; Wajer, P.; Gabryszewski, R.; Valsecchi, G. B.

    2014-09-01

    Context. Unraveling the events that took place in the solar system during the period known as the late heavy bombardment requires the interpretation of the cratered surfaces of the Moon and terrestrial planets. This, in turn, requires good estimates of the statistical impact probabilities for different source populations of projectiles, a subject that has received relatively little attention, since the works of Öpik (1951, Proc. R. Irish Acad. Sect. A, 54, 165) and Wetherill (1967, J. Geophys. Res., 72, 2429). Aims: We aim to work around the limitations of the Öpik and Wetherill formulae, which are caused by singularities due to zero denominators under special circumstances. Using modern computers, it is possible to make good estimates of impact probabilities by means of Monte Carlo simulations, and in this work, we explore the available options. Methods: We describe three basic methods to derive the average impact probability for a projectile with a given semi-major axis, eccentricity, and inclination with respect to a target planet on an elliptic orbit. One is a numerical averaging of the Wetherill formula; the next is a Monte Carlo super-sizing method using the target's Hill sphere. The third uses extensive minimum orbit intersection distance (MOID) calculations for a Monte Carlo sampling of potentially impacting orbits, along with calculations of the relevant interval for the timing of the encounter allowing collision. Numerical experiments are carried out for an intercomparison of the methods and to scrutinize their behavior near the singularities (zero relative inclination and equal perihelion distances). Results: We find an excellent agreement between all methods in the general case, while there appear large differences in the immediate vicinity of the singularities. With respect to the MOID method, which is the only one that does not involve simplifying assumptions and approximations, the Wetherill averaging impact probability departs by diverging toward

  18. Monte Carlo dose calculation algorithm on a distributed system

    International Nuclear Information System (INIS)

    Chauvie, Stephane; Dominoni, Matteo; Marini, Piergiorgio; Stasi, Michele; Pia, Maria Grazia; Scielzo, Giuseppe

    2003-01-01

    The main goal of modern radiotherapy, such as 3D conformal radiotherapy and intensity-modulated radiotherapy is to deliver a high dose to the target volume sparing the surrounding healthy tissue. The accuracy of dose calculation in a treatment planning system is therefore a critical issue. Among many algorithms developed over the last years, those based on Monte Carlo proven to be very promising in terms of accuracy. The most severe obstacle in application to clinical practice is the high time necessary for calculations. We have studied a high performance network of Personal Computer as a realistic alternative to a high-costs dedicated parallel hardware to be used routinely as instruments of evaluation of treatment plans. We set-up a Beowulf Cluster, configured with 4 nodes connected with low-cost network and installed MC code Geant4 to describe our irradiation facility. The MC, once parallelised, was run on the Beowulf Cluster. The first run of the full simulation showed that the time required for calculation decreased linearly increasing the number of distributed processes. The good scalability trend allows both statistically significant accuracy and good time performances. The scalability of the Beowulf Cluster system offers a new instrument for dose calculation that could be applied in clinical practice. These would be a good support particularly in high challenging prescription that needs good calculation accuracy in zones of high dose gradient and great dishomogeneities

  19. Reliable method for fission source convergence of Monte Carlo criticality calculation with Wielandt's method

    International Nuclear Information System (INIS)

    Yamamoto, Toshihiro; Miyoshi, Yoshinori

    2004-01-01

    A new algorithm of Monte Carlo criticality calculations for implementing Wielandt's method, which is one of acceleration techniques for deterministic source iteration methods, is developed, and the algorithm can be successfully implemented into MCNP code. In this algorithm, part of fission neutrons emitted during random walk processes are tracked within the current cycle, and thus a fission source distribution used in the next cycle spread more widely. Applying this method intensifies a neutron interaction effect even in a loosely-coupled array where conventional Monte Carlo criticality methods have difficulties, and a converged fission source distribution can be obtained with fewer cycles. Computing time spent for one cycle, however, increases because of tracking fission neutrons within the current cycle, which eventually results in an increase of total computing time up to convergence. In addition, statistical fluctuations of a fission source distribution in a cycle are worsened by applying Wielandt's method to Monte Carlo criticality calculations. However, since a fission source convergence is attained with fewer source iterations, a reliable determination of convergence can easily be made even in a system with a slow convergence. This acceleration method is expected to contribute to prevention of incorrect Monte Carlo criticality calculations. (author)

  20. Reactor perturbation calculations by Monte Carlo methods

    International Nuclear Information System (INIS)

    Gubbins, M.E.

    1965-09-01

    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)

  1. Development and verification of an analytical algorithm to predict absorbed dose distributions in ocular proton therapy using Monte Carlo simulations

    International Nuclear Information System (INIS)

    Koch, Nicholas C; Newhauser, Wayne D

    2010-01-01

    Proton beam radiotherapy is an effective and non-invasive treatment for uveal melanoma. Recent research efforts have focused on improving the dosimetric accuracy of treatment planning and overcoming the present limitation of relative analytical dose calculations. Monte Carlo algorithms have been shown to accurately predict dose per monitor unit (D/MU) values, but this has yet to be shown for analytical algorithms dedicated to ocular proton therapy, which are typically less computationally expensive than Monte Carlo algorithms. The objective of this study was to determine if an analytical method could predict absolute dose distributions and D/MU values for a variety of treatment fields like those used in ocular proton therapy. To accomplish this objective, we used a previously validated Monte Carlo model of an ocular nozzle to develop an analytical algorithm to predict three-dimensional distributions of D/MU values from pristine Bragg peaks and therapeutically useful spread-out Bragg peaks (SOBPs). Results demonstrated generally good agreement between the analytical and Monte Carlo absolute dose calculations. While agreement in the proximal region decreased for beams with less penetrating Bragg peaks compared with the open-beam condition, the difference was shown to be largely attributable to edge-scattered protons. A method for including this effect in any future analytical algorithm was proposed. Comparisons of D/MU values showed typical agreement to within 0.5%. We conclude that analytical algorithms can be employed to accurately predict absolute proton dose distributions delivered by an ocular nozzle.

  2. Rational hybrid Monte Carlo algorithm for theories with unknown spectral bounds

    International Nuclear Information System (INIS)

    Kogut, J. B.; Sinclair, D. K.

    2006-01-01

    The Rational Hybrid Monte Carlo (RHMC) algorithm extends the Hybrid Monte Carlo algorithm for lattice QCD simulations to situations involving fractional powers of the determinant of the quadratic Dirac operator. This avoids the updating increment (dt) dependence of observables which plagues the Hybrid Molecular-dynamics (HMD) method. The RHMC algorithm uses rational approximations to fractional powers of the quadratic Dirac operator. Such approximations are only available when positive upper and lower bounds to the operator's spectrum are known. We apply the RHMC algorithm to simulations of 2 theories for which a positive lower spectral bound is unknown: lattice QCD with staggered quarks at finite isospin chemical potential and lattice QCD with massless staggered quarks and chiral 4-fermion interactions (χQCD). A choice of lower bound is made in each case, and the properties of the RHMC simulations these define are studied. Justification of our choices of lower bounds is made by comparing measurements with those from HMD simulations, and by comparing different choices of lower bounds

  3. Entropic sampling in the path integral Monte Carlo method

    International Nuclear Information System (INIS)

    Vorontsov-Velyaminov, P N; Lyubartsev, A P

    2003-01-01

    We have extended the entropic sampling Monte Carlo method to the case of path integral representation of a quantum system. A two-dimensional density of states is introduced into path integral form of the quantum canonical partition function. Entropic sampling technique within the algorithm suggested recently by Wang and Landau (Wang F and Landau D P 2001 Phys. Rev. Lett. 86 2050) is then applied to calculate the corresponding entropy distribution. A three-dimensional quantum oscillator is considered as an example. Canonical distributions for a wide range of temperatures are obtained in a single simulation run, and exact data for the energy are reproduced

  4. Monte Carlo method in radiation transport problems

    International Nuclear Information System (INIS)

    Dejonghe, G.; Nimal, J.C.; Vergnaud, T.

    1986-11-01

    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 [fr

  5. Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm

    International Nuclear Information System (INIS)

    Takaishi, Tetsuya

    2013-01-01

    The stochastic volatility model is one of volatility models which infer latent volatility of asset returns. The Bayesian inference of the stochastic volatility (SV) model is performed by the hybrid Monte Carlo (HMC) algorithm which is superior to other Markov Chain Monte Carlo methods in sampling volatility variables. We perform the HMC simulations of the SV model for two liquid stock returns traded on the Tokyo Stock Exchange and measure the volatilities of those stock returns. Then we calculate the accuracy of the volatility measurement using the realized volatility as a proxy of the true volatility and compare the SV model with the GARCH model which is one of other volatility models. Using the accuracy calculated with the realized volatility we find that empirically the SV model performs better than the GARCH model.

  6. Application of the perturbation series expansion quantum Monte Carlo method to multiorbital systems having Hund's coupling

    International Nuclear Information System (INIS)

    Sakai, Shiro; Arita, Ryotaro; Aoki, Hideo

    2006-01-01

    We propose a new quantum Monte Carlo method especially intended to couple with the dynamical mean-field theory. The algorithm is not only much more efficient than the conventional Hirsch-Fye algorithm, but is applicable to multiorbital systems having an SU(2)-symmetric Hund's coupling as well

  7. An algorithm for three-dimensional Monte-Carlo simulation of charge distribution at biofunctionalized surfaces

    KAUST Repository

    Bulyha, Alena; Heitzinger, Clemens

    2011-01-01

    In this work, a Monte-Carlo algorithm in the constant-voltage ensemble for the calculation of 3d charge concentrations at charged surfaces functionalized with biomolecules is presented. The motivation for this work is the theoretical understanding

  8. Generalized hybrid Monte Carlo - CMFD methods for fission source convergence

    International Nuclear Information System (INIS)

    Wolters, Emily R.; Larsen, Edward W.; Martin, William R.

    2011-01-01

    In this paper, we generalize the recently published 'CMFD-Accelerated Monte Carlo' method and present two new methods that reduce the statistical error in CMFD-Accelerated Monte Carlo. The CMFD-Accelerated Monte Carlo method uses Monte Carlo to estimate nonlinear functionals used in low-order CMFD equations for the eigenfunction and eigenvalue. The Monte Carlo fission source is then modified to match the resulting CMFD fission source in a 'feedback' procedure. The two proposed methods differ from CMFD-Accelerated Monte Carlo in the definition of the required nonlinear functionals, but they have identical CMFD equations. The proposed methods are compared with CMFD-Accelerated Monte Carlo on a high dominance ratio test problem. All hybrid methods converge the Monte Carlo fission source almost immediately, leading to a large reduction in the number of inactive cycles required. The proposed methods stabilize the fission source more efficiently than CMFD-Accelerated Monte Carlo, leading to a reduction in the number of active cycles required. Finally, as in CMFD-Accelerated Monte Carlo, the apparent variance of the eigenfunction is approximately equal to the real variance, so the real error is well-estimated from a single calculation. This is an advantage over standard Monte Carlo, in which the real error can be underestimated due to inter-cycle correlation. (author)

  9. Applications of Monte Carlo method in Medical Physics

    International Nuclear Information System (INIS)

    Diez Rios, A.; Labajos, M.

    1989-01-01

    The basic ideas of Monte Carlo techniques are presented. Random numbers and their generation by congruential methods, which underlie Monte Carlo calculations are shown. Monte Carlo techniques to solve integrals are discussed. The evaluation of a simple monodimensional integral with a known answer, by means of two different Monte Carlo approaches are discussed. The basic principles to simualate on a computer photon histories reduce variance and the current applications in Medical Physics are commented. (Author)

  10. 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.

  11. An Event-Driven Hybrid Molecular Dynamics and Direct Simulation Monte Carlo Algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Donev, A; Garcia, A L; Alder, B J

    2007-07-30

    A novel algorithm is developed for the simulation of polymer chains suspended in a solvent. The polymers are represented as chains of hard spheres tethered by square wells and interact with the solvent particles with hard core potentials. The algorithm uses event-driven molecular dynamics (MD) for the simulation of the polymer chain and the interactions between the chain beads and the surrounding solvent particles. The interactions between the solvent particles themselves are not treated deterministically as in event-driven algorithms, rather, the momentum and energy exchange in the solvent is determined stochastically using the Direct Simulation Monte Carlo (DSMC) method. The coupling between the solvent and the solute is consistently represented at the particle level, however, unlike full MD simulations of both the solvent and the solute, the spatial structure of the solvent is ignored. The algorithm is described in detail and applied to the study of the dynamics of a polymer chain tethered to a hard wall subjected to uniform shear. The algorithm closely reproduces full MD simulations with two orders of magnitude greater efficiency. Results do not confirm the existence of periodic (cycling) motion of the polymer chain.

  12. Condensed history Monte Carlo methods for photon transport problems

    International Nuclear Information System (INIS)

    Bhan, Katherine; Spanier, Jerome

    2007-01-01

    We study methods for accelerating Monte Carlo simulations that retain most of the accuracy of conventional Monte Carlo algorithms. These methods - called Condensed History (CH) methods - have been very successfully used to model the transport of ionizing radiation in turbid systems. Our primary objective is to determine whether or not such methods might apply equally well to the transport of photons in biological tissue. In an attempt to unify the derivations, we invoke results obtained first by Lewis, Goudsmit and Saunderson and later improved by Larsen and Tolar. We outline how two of the most promising of the CH models - one based on satisfying certain similarity relations and the second making use of a scattering phase function that permits only discrete directional changes - can be developed using these approaches. The main idea is to exploit the connection between the space-angle moments of the radiance and the angular moments of the scattering phase function. We compare the results obtained when the two CH models studied are used to simulate an idealized tissue transport problem. The numerical results support our findings based on the theoretical derivations and suggest that CH models should play a useful role in modeling light-tissue interactions

  13. Alternative Implementations of the Monte Carlo Power Method

    International Nuclear Information System (INIS)

    Blomquist, R.N.; Gelbard, E.M.

    2002-01-01

    We compare nominal efficiencies, i.e., variances in power shapes for equal running time, of different versions of the Monte Carlo (MC) eigenvalue computation. The two main methods considered here are 'conventional' MC and the superhistory method. Within each of these major methods, different variants are available for the main steps of the basic MC algorithm. Thus, for example, different treatments of the fission process may vary in the extent to which they follow, in analog fashion, the details of real-world fission, or they may vary in details of the methods by which they choose next-generation source sites. In general the same options are available in both the superhistory method and conventional MC, but there seems not to have been much examination of the special properties of the two major methods and their minor variants. We find, first, that the superhistory method is just as efficient as conventional MC and, second, that use of different variants of the basic algorithms may, in special cases, have a surprisingly large effect on MC computational efficiency

  14. Quantum statistical Monte Carlo methods and applications to spin systems

    International Nuclear Information System (INIS)

    Suzuki, M.

    1986-01-01

    A short review is given concerning the quantum statistical Monte Carlo method based on the equivalence theorem that d-dimensional quantum systems are mapped onto (d+1)-dimensional classical systems. The convergence property of this approximate tansformation is discussed in detail. Some applications of this general appoach to quantum spin systems are reviewed. A new Monte Carlo method, ''thermo field Monte Carlo method,'' is presented, which is an extension of the projection Monte Carlo method at zero temperature to that at finite temperatures

  15. Applications of the Monte Carlo method in radiation protection

    International Nuclear Information System (INIS)

    Kulkarni, R.N.; Prasad, M.A.

    1999-01-01

    This paper gives a brief introduction to the application of the Monte Carlo method in radiation protection. It may be noted that an exhaustive review has not been attempted. The special advantage of the Monte Carlo method has been first brought out. The fundamentals of the Monte Carlo method have next been explained in brief, with special reference to two applications in radiation protection. Some sample current applications have been reported in the end in brief as examples. They are, medical radiation physics, microdosimetry, calculations of thermoluminescence intensity and probabilistic safety analysis. The limitations of the Monte Carlo method have also been mentioned in passing. (author)

  16. A Monte Carlo Metropolis-Hastings Algorithm for Sampling from Distributions with Intractable Normalizing Constants

    KAUST Repository

    Liang, Faming; Jin, Ick-Hoon

    2013-01-01

    Simulating from distributions with intractable normalizing constants has been a long-standing problem inmachine learning. In this letter, we propose a new algorithm, the Monte Carlo Metropolis-Hastings (MCMH) algorithm, for tackling this problem. The MCMH algorithm is a Monte Carlo version of the Metropolis-Hastings algorithm. It replaces the unknown normalizing constant ratio by a Monte Carlo estimate in simulations, while still converges, as shown in the letter, to the desired target distribution under mild conditions. The MCMH algorithm is illustrated with spatial autologistic models and exponential random graph models. Unlike other auxiliary variable Markov chain Monte Carlo (MCMC) algorithms, such as the Møller and exchange algorithms, the MCMH algorithm avoids the requirement for perfect sampling, and thus can be applied to many statistical models for which perfect sampling is not available or very expensive. TheMCMHalgorithm can also be applied to Bayesian inference for random effect models and missing data problems that involve simulations from a distribution with intractable integrals. © 2013 Massachusetts Institute of Technology.

  17. A Monte Carlo Metropolis-Hastings Algorithm for Sampling from Distributions with Intractable Normalizing Constants

    KAUST Repository

    Liang, Faming

    2013-08-01

    Simulating from distributions with intractable normalizing constants has been a long-standing problem inmachine learning. In this letter, we propose a new algorithm, the Monte Carlo Metropolis-Hastings (MCMH) algorithm, for tackling this problem. The MCMH algorithm is a Monte Carlo version of the Metropolis-Hastings algorithm. It replaces the unknown normalizing constant ratio by a Monte Carlo estimate in simulations, while still converges, as shown in the letter, to the desired target distribution under mild conditions. The MCMH algorithm is illustrated with spatial autologistic models and exponential random graph models. Unlike other auxiliary variable Markov chain Monte Carlo (MCMC) algorithms, such as the Møller and exchange algorithms, the MCMH algorithm avoids the requirement for perfect sampling, and thus can be applied to many statistical models for which perfect sampling is not available or very expensive. TheMCMHalgorithm can also be applied to Bayesian inference for random effect models and missing data problems that involve simulations from a distribution with intractable integrals. © 2013 Massachusetts Institute of Technology.

  18. Forest canopy BRDF simulation using Monte Carlo method

    NARCIS (Netherlands)

    Huang, J.; Wu, B.; Zeng, Y.; Tian, Y.

    2006-01-01

    Monte Carlo method is a random statistic method, which has been widely used to simulate the Bidirectional Reflectance Distribution Function (BRDF) of vegetation canopy in the field of visible remote sensing. The random process between photons and forest canopy was designed using Monte Carlo method.

  19. SU-E-T-202: Impact of Monte Carlo Dose Calculation Algorithm On Prostate SBRT Treatments

    Energy Technology Data Exchange (ETDEWEB)

    Venencia, C; Garrigo, E; Cardenas, J; Castro Pena, P [Instituto de Radioterapia - Fundacion Marie Curie, Cordoba (Argentina)

    2014-06-01

    Purpose: The purpose of this work was to quantify the dosimetric impact of using Monte Carlo algorithm on pre calculated SBRT prostate treatment with pencil beam dose calculation algorithm. Methods: A 6MV photon beam produced by a Novalis TX (BrainLAB-Varian) linear accelerator equipped with HDMLC was used. Treatment plans were done using 9 fields with Iplanv4.5 (BrainLAB) and dynamic IMRT modality. Institutional SBRT protocol uses a total dose to the prostate of 40Gy in 5 fractions, every other day. Dose calculation is done by pencil beam (2mm dose resolution), heterogeneity correction and dose volume constraint (UCLA) for PTV D95%=40Gy and D98%>39.2Gy, Rectum V20Gy<50%, V32Gy<20%, V36Gy<10% and V40Gy<5%, Bladder V20Gy<40% and V40Gy<10%, femoral heads V16Gy<5%, penile bulb V25Gy<3cc, urethra and overlap region between PTV and PRV Rectum Dmax<42Gy. 10 SBRT treatments plans were selected and recalculated using Monte Carlo with 2mm spatial resolution and mean variance of 2%. DVH comparisons between plans were done. Results: The average difference between PTV doses constraints were within 2%. However 3 plans have differences higher than 3% which does not meet the D98% criteria (>39.2Gy) and should have been renormalized. Dose volume constraint differences for rectum, bladder, femoral heads and penile bulb were les than 2% and within tolerances. Urethra region and overlapping between PTV and PRV Rectum shows increment of dose in all plans. The average difference for urethra region was 2.1% with a maximum of 7.8% and for the overlapping region 2.5% with a maximum of 8.7%. Conclusion: Monte Carlo dose calculation on dynamic IMRT treatments could affects on plan normalization. Dose increment in critical region of urethra and PTV overlapping region with PTV could have clinical consequences which need to be studied. The use of Monte Carlo dose calculation algorithm is limited because inverse planning dose optimization use only pencil beam.

  20. Quantum Monte Carlo algorithms for electronic structure at the petascale; the endstation project.

    Energy Technology Data Exchange (ETDEWEB)

    Kim, J; Ceperley, D M; Purwanto, W; Walter, E J; Krakauer, H; Zhang, S W; Kent, P.R. C; Hennig, R G; Umrigar, C; Bajdich, M; Kolorenc, J; Mitas, L

    2008-10-01

    Over the past two decades, continuum quantum Monte Carlo (QMC) has proved to be an invaluable tool for predicting of the properties of matter from fundamental principles. By solving the Schrodinger equation through a stochastic projection, it achieves the greatest accuracy and reliability of methods available for physical systems containing more than a few quantum particles. QMC enjoys scaling favorable to quantum chemical methods, with a computational effort which grows with the second or third power of system size. This accuracy and scalability has enabled scientific discovery across a broad spectrum of disciplines. The current methods perform very efficiently at the terascale. The quantum Monte Carlo Endstation project is a collaborative effort among researchers in the field to develop a new generation of algorithms, and their efficient implementations, which will take advantage of the upcoming petaflop architectures. Some aspects of these developments are discussed here. These tools will expand the accuracy, efficiency and range of QMC applicability and enable us to tackle challenges which are currently out of reach. The methods will be applied to several important problems including electronic and structural properties of water, transition metal oxides, nanosystems and ultracold atoms.

  1. A feature-based approach for best arm identification in the case of the Monte Carlo search algorithm discovery for one-player games

    OpenAIRE

    Taralla, David

    2013-01-01

    The field of reinforcement learning recently received the contribution by Ernst et al. (2013) "Monte carlo search algorithm discovery for one player games" who introduced a new way to conceive completely new algorithms. Moreover, it brought an automatic method to find the best algorithm to use in a particular situation using a multi-arm bandit approach. We address here the problem of best arm identification. The main problem is that the generated algorithm space (ie. the arm space) can be qui...

  2. Frequency domain Monte Carlo simulation method for cross power spectral density driven by periodically pulsed spallation neutron source using complex-valued weight Monte Carlo

    International Nuclear Information System (INIS)

    Yamamoto, Toshihiro

    2014-01-01

    Highlights: • The cross power spectral density in ADS has correlated and uncorrelated components. • A frequency domain Monte Carlo method to calculate the uncorrelated one is developed. • The method solves the Fourier transformed transport equation. • The method uses complex-valued weights to solve the equation. • The new method reproduces well the CPSDs calculated with time domain MC method. - Abstract: In an accelerator driven system (ADS), pulsed spallation neutrons are injected at a constant frequency. The cross power spectral density (CPSD), which can be used for monitoring the subcriticality of the ADS, is composed of the correlated and uncorrelated components. The uncorrelated component is described by a series of the Dirac delta functions that occur at the integer multiples of the pulse repetition frequency. In the present paper, a Monte Carlo method to solve the Fourier transformed neutron transport equation with a periodically pulsed neutron source term has been developed to obtain the CPSD in ADSs. Since the Fourier transformed flux is a complex-valued quantity, the Monte Carlo method introduces complex-valued weights to solve the Fourier transformed equation. The Monte Carlo algorithm used in this paper is similar to the one that was developed by the author of this paper to calculate the neutron noise caused by cross section perturbations. The newly-developed Monte Carlo algorithm is benchmarked to the conventional time domain Monte Carlo simulation technique. The CPSDs are obtained both with the newly-developed frequency domain Monte Carlo method and the conventional time domain Monte Carlo method for a one-dimensional infinite slab. The CPSDs obtained with the frequency domain Monte Carlo method agree well with those with the time domain method. The higher order mode effects on the CPSD in an ADS with a periodically pulsed neutron source are discussed

  3. 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. ...

  4. Summary and recommendations of a National Cancer Institute workshop on issues limiting the clinical use of Monte Carlo dose calculation algorithms for megavoltage external beam radiation therapy

    International Nuclear Information System (INIS)

    Fraass, Benedick A.; Smathers, James; Deye, James

    2003-01-01

    Due to the significant interest in Monte Carlo dose calculations for external beam megavoltage radiation therapy from both the research and commercial communities, a workshop was held in October 2001 to assess the status of this computational method with regard to use for clinical treatment planning. The Radiation Research Program of the National Cancer Institute, in conjunction with the Nuclear Data and Analysis Group at the Oak Ridge National Laboratory, gathered a group of experts in clinical radiation therapy treatment planning and Monte Carlo dose calculations, and examined issues involved in clinical implementation of Monte Carlo dose calculation methods in clinical radiotherapy. The workshop examined the current status of Monte Carlo algorithms, the rationale for using Monte Carlo, algorithmic concerns, clinical issues, and verification methodologies. Based on these discussions, the workshop developed recommendations for future NCI-funded research and development efforts. This paper briefly summarizes the issues presented at the workshop and the recommendations developed by the group

  5. 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...

  6. Object-Oriented/Data-Oriented Design of a Direct Simulation Monte Carlo Algorithm

    Science.gov (United States)

    Liechty, Derek S.

    2014-01-01

    Over the past decade, there has been much progress towards improved phenomenological modeling and algorithmic updates for the direct simulation Monte Carlo (DSMC) method, which provides a probabilistic physical simulation of gas Rows. These improvements have largely been based on the work of the originator of the DSMC method, Graeme Bird. Of primary importance are improved chemistry, internal energy, and physics modeling and a reduction in time to solution. These allow for an expanded range of possible solutions In altitude and velocity space. NASA's current production code, the DSMC Analysis Code (DAC), is well-established and based on Bird's 1994 algorithms written in Fortran 77 and has proven difficult to upgrade. A new DSMC code is being developed in the C++ programming language using object-oriented and data-oriented design paradigms to facilitate the inclusion of the recent improvements and future development activities. The development efforts on the new code, the Multiphysics Algorithm with Particles (MAP), are described, and performance comparisons are made with DAC.

  7. The effect of load imbalances on the performance of Monte Carlo algorithms in LWR analysis

    International Nuclear Information System (INIS)

    Siegel, A.R.; Smith, K.; Romano, P.K.; Forget, B.; Felker, K.

    2013-01-01

    A model is developed to predict the impact of particle load imbalances on the performance of domain-decomposed Monte Carlo neutron transport algorithms. Expressions for upper bound performance “penalties” are derived in terms of simple machine characteristics, material characterizations and initial particle distributions. The hope is that these relations can be used to evaluate tradeoffs among different memory decomposition strategies in next generation Monte Carlo codes, and perhaps as a metric for triggering particle redistribution in production codes

  8. Cluster monte carlo method for nuclear criticality safety calculation

    International Nuclear Information System (INIS)

    Pei Lucheng

    1984-01-01

    One of the most important applications of the Monte Carlo method is the calculation of the nuclear criticality safety. The fair source game problem was presented at almost the same time as the Monte Carlo method was applied to calculating the nuclear criticality safety. The source iteration cost may be reduced as much as possible or no need for any source iteration. This kind of problems all belongs to the fair source game prolems, among which, the optimal source game is without any source iteration. Although the single neutron Monte Carlo method solved the problem without the source iteration, there is still quite an apparent shortcoming in it, that is, it solves the problem without the source iteration only in the asymptotic sense. In this work, a new Monte Carlo method called the cluster Monte Carlo method is given to solve the problem further

  9. Iterative acceleration methods for Monte Carlo and deterministic criticality calculations

    International Nuclear Information System (INIS)

    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

  10. 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.

  11. Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

    Science.gov (United States)

    Sharma, Sanjib

    2017-08-01

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

  12. Statistics of Monte Carlo methods used in radiation transport calculation

    International Nuclear Information System (INIS)

    Datta, D.

    2009-01-01

    Radiation transport calculation can be carried out by using either deterministic or statistical methods. Radiation transport calculation based on statistical methods is basic theme of the Monte Carlo methods. The aim of this lecture is to describe the fundamental statistics required to build the foundations of Monte Carlo technique for radiation transport calculation. Lecture note is organized in the following way. Section (1) will describe the introduction of Basic Monte Carlo and its classification towards the respective field. Section (2) will describe the random sampling methods, a key component of Monte Carlo radiation transport calculation, Section (3) will provide the statistical uncertainty of Monte Carlo estimates, Section (4) will describe in brief the importance of variance reduction techniques while sampling particles such as photon, or neutron in the process of radiation transport

  13. Advanced Monte Carlo methods for thermal radiation transport

    Science.gov (United States)

    Wollaber, Allan B.

    During the past 35 years, the Implicit Monte Carlo (IMC) method proposed by Fleck and Cummings has been the standard Monte Carlo approach to solving the thermal radiative transfer (TRT) equations. However, the IMC equations are known to have accuracy limitations that can produce unphysical solutions. In this thesis, we explicitly provide the IMC equations with a Monte Carlo interpretation by including particle weight as one of its arguments. We also develop and test a stability theory for the 1-D, gray IMC equations applied to a nonlinear problem. We demonstrate that the worst case occurs for 0-D problems, and we extend the results to a stability algorithm that may be used for general linearizations of the TRT equations. We derive gray, Quasidiffusion equations that may be deterministically solved in conjunction with IMC to obtain an inexpensive, accurate estimate of the temperature at the end of the time step. We then define an average temperature T* to evaluate the temperature-dependent problem data in IMC, and we demonstrate that using T* is more accurate than using the (traditional) beginning-of-time-step temperature. We also propose an accuracy enhancement to the IMC equations: the use of a time-dependent "Fleck factor". This Fleck factor can be considered an automatic tuning of the traditionally defined user parameter alpha, which generally provides more accurate solutions at an increased cost relative to traditional IMC. We also introduce a global weight window that is proportional to the forward scalar intensity calculated by the Quasidiffusion method. This weight window improves the efficiency of the IMC calculation while conserving energy. All of the proposed enhancements are tested in 1-D gray and frequency-dependent problems. These enhancements do not unconditionally eliminate the unphysical behavior that can be seen in the IMC calculations. However, for fixed spatial and temporal grids, they suppress them and clearly work to make the solution more

  14. Evaluation of vectorized Monte Carlo algorithms on GPUs for a neutron Eigenvalue problem

    International Nuclear Information System (INIS)

    Du, X.; Liu, T.; Ji, W.; Xu, X. G.; Brown, F. B.

    2013-01-01

    Conventional Monte Carlo (MC) methods for radiation transport computations are 'history-based', which means that one particle history at a time is tracked. Simulations based on such methods suffer from thread divergence on the graphics processing unit (GPU), which severely affects the performance of GPUs. To circumvent this limitation, event-based vectorized MC algorithms can be utilized. A versatile software test-bed, called ARCHER - Accelerated Radiation-transport Computations in Heterogeneous Environments - was used for this study. ARCHER facilitates the development and testing of a MC code based on the vectorized MC algorithm implemented on GPUs by using NVIDIA's Compute Unified Device Architecture (CUDA). The ARCHER GPU code was designed to solve a neutron eigenvalue problem and was tested on a NVIDIA Tesla M2090 Fermi card. We found that although the vectorized MC method significantly reduces the occurrence of divergent branching and enhances the warp execution efficiency, the overall simulation speed is ten times slower than the conventional history-based MC method on GPUs. By analyzing detailed GPU profiling information from ARCHER, we discovered that the main reason was the large amount of global memory transactions, causing severe memory access latency. Several possible solutions to alleviate the memory latency issue are discussed. (authors)

  15. Evaluation of vectorized Monte Carlo algorithms on GPUs for a neutron Eigenvalue problem

    Energy Technology Data Exchange (ETDEWEB)

    Du, X.; Liu, T.; Ji, W.; Xu, X. G. [Nuclear Engineering Program, Rensselaer Polytechnic Institute, Troy, NY 12180 (United States); Brown, F. B. [Monte Carlo Codes Group, Los Alamos National Laboratory, Los Alamos, NM 87545 (United States)

    2013-07-01

    Conventional Monte Carlo (MC) methods for radiation transport computations are 'history-based', which means that one particle history at a time is tracked. Simulations based on such methods suffer from thread divergence on the graphics processing unit (GPU), which severely affects the performance of GPUs. To circumvent this limitation, event-based vectorized MC algorithms can be utilized. A versatile software test-bed, called ARCHER - Accelerated Radiation-transport Computations in Heterogeneous Environments - was used for this study. ARCHER facilitates the development and testing of a MC code based on the vectorized MC algorithm implemented on GPUs by using NVIDIA's Compute Unified Device Architecture (CUDA). The ARCHER{sub GPU} code was designed to solve a neutron eigenvalue problem and was tested on a NVIDIA Tesla M2090 Fermi card. We found that although the vectorized MC method significantly reduces the occurrence of divergent branching and enhances the warp execution efficiency, the overall simulation speed is ten times slower than the conventional history-based MC method on GPUs. By analyzing detailed GPU profiling information from ARCHER, we discovered that the main reason was the large amount of global memory transactions, causing severe memory access latency. Several possible solutions to alleviate the memory latency issue are discussed. (authors)

  16. An efficient iterative grand canonical Monte Carlo algorithm to determine individual ionic chemical potentials in electrolytes.

    Science.gov (United States)

    Malasics, Attila; Boda, Dezso

    2010-06-28

    Two iterative procedures have been proposed recently to calculate the chemical potentials corresponding to prescribed concentrations from grand canonical Monte Carlo (GCMC) simulations. Both are based on repeated GCMC simulations with updated excess chemical potentials until the desired concentrations are established. In this paper, we propose combining our robust and fast converging iteration algorithm [Malasics, Gillespie, and Boda, J. Chem. Phys. 128, 124102 (2008)] with the suggestion of Lamperski [Mol. Simul. 33, 1193 (2007)] to average the chemical potentials in the iterations (instead of just using the chemical potentials obtained in the last iteration). We apply the unified method for various electrolyte solutions and show that our algorithm is more efficient if we use the averaging procedure. We discuss the convergence problems arising from violation of charge neutrality when inserting/deleting individual ions instead of neutral groups of ions (salts). We suggest a correction term to the iteration procedure that makes the algorithm efficient to determine the chemical potentials of individual ions too.

  17. A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations

    DEFF Research Database (Denmark)

    Debrabant, Kristian; Samaey, Giovanni; Zieliński, Przemysław

    2017-01-01

    We present and analyse a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with separation between the (fast) time-scale of individual trajectories and the (slow) time-scale of the macroscopic function of interest. The algorithm combines short...

  18. Generation of triangulated random surfaces by the Monte Carlo method in the grand canonical ensemble

    International Nuclear Information System (INIS)

    Zmushko, V.V.; Migdal, A.A.

    1987-01-01

    A model of triangulated random surfaces which is the discrete analog of the Polyakov string is considered. An algorithm is proposed which enables one to study the model by the Monte Carlo method in the grand canonical ensemble. Preliminary results on the determination of the critical index γ are presented

  19. Multiple histogram method and static Monte Carlo sampling

    NARCIS (Netherlands)

    Inda, M.A.; Frenkel, D.

    2004-01-01

    We describe an approach to use multiple-histogram methods in combination with static, biased Monte Carlo simulations. To illustrate this, we computed the force-extension curve of an athermal polymer from multiple histograms constructed in a series of static Rosenbluth Monte Carlo simulations. From

  20. A MONTE-CARLO METHOD FOR ESTIMATING THE CORRELATION EXPONENT

    NARCIS (Netherlands)

    MIKOSCH, T; WANG, QA

    We propose a Monte Carlo method for estimating the correlation exponent of a stationary ergodic sequence. The estimator can be considered as a bootstrap version of the classical Hill estimator. A simulation study shows that the method yields reasonable estimates.

  1. A reversible-jump Markov chain Monte Carlo algorithm for 1D inversion of magnetotelluric data

    Science.gov (United States)

    Mandolesi, Eric; Ogaya, Xenia; Campanyà, Joan; Piana Agostinetti, Nicola

    2018-04-01

    This paper presents a new computer code developed to solve the 1D magnetotelluric (MT) inverse problem using a Bayesian trans-dimensional Markov chain Monte Carlo algorithm. MT data are sensitive to the depth-distribution of rock electric conductivity (or its reciprocal, resistivity). The solution provided is a probability distribution - the so-called posterior probability distribution (PPD) for the conductivity at depth, together with the PPD of the interface depths. The PPD is sampled via a reversible-jump Markov Chain Monte Carlo (rjMcMC) algorithm, using a modified Metropolis-Hastings (MH) rule to accept or discard candidate models along the chains. As the optimal parameterization for the inversion process is generally unknown a trans-dimensional approach is used to allow the dataset itself to indicate the most probable number of parameters needed to sample the PPD. The algorithm is tested against two simulated datasets and a set of MT data acquired in the Clare Basin (County Clare, Ireland). For the simulated datasets the correct number of conductive layers at depth and the associated electrical conductivity values is retrieved, together with reasonable estimates of the uncertainties on the investigated parameters. Results from the inversion of field measurements are compared with results obtained using a deterministic method and with well-log data from a nearby borehole. The PPD is in good agreement with the well-log data, showing as a main structure a high conductive layer associated with the Clare Shale formation. In this study, we demonstrate that our new code go beyond algorithms developend using a linear inversion scheme, as it can be used: (1) to by-pass the subjective choices in the 1D parameterizations, i.e. the number of horizontal layers in the 1D parameterization, and (2) to estimate realistic uncertainties on the retrieved parameters. The algorithm is implemented using a simple MPI approach, where independent chains run on isolated CPU, to take

  2. Problems in radiation shielding calculations with Monte Carlo methods

    International Nuclear Information System (INIS)

    Ueki, Kohtaro

    1985-01-01

    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)

  3. Neutron flux calculation by means of Monte Carlo methods

    International Nuclear Information System (INIS)

    Barz, H.U.; Eichhorn, M.

    1988-01-01

    In this report a survey of modern neutron flux calculation procedures by means of Monte Carlo methods is given. Due to the progress in the development of variance reduction techniques and the improvements of computational techniques this method is of increasing importance. The basic ideas in application of Monte Carlo methods are briefly outlined. In more detail various possibilities of non-analog games and estimation procedures are presented, problems in the field of optimizing the variance reduction techniques are discussed. In the last part some important international Monte Carlo codes and own codes of the authors are listed and special applications are described. (author)

  4. Hybrid Monte-Carlo method for ICF calculations

    International Nuclear Information System (INIS)

    Clouet, J.F.; Samba, G.

    2003-01-01

    ) conduction and ray-tracing for laser description. Radiation transport is usually solved by a Monte-Carlo method. In coupling diffusion approximation and transport description, the difficult part comes from the need for an implicit discretization of the emission-absorption terms: this problem was solved by using the symbolic Monte-Carlo method. This means that at each step of the simulation a matrix is computed by a Monte-Carlo method which accounts for the radiation energy exchange between the cells. Because of time step limitation by hydrodynamic motion, energy exchange is limited to a small number of cells and the matrix remains sparse. This matrix is added to usual diffusion matrix for thermal and radiative conductions: finally we arrive at a non-symmetric linear system to invert. A generalized Marshak condition describe the coupling between transport and diffusion. In this paper we will present the principles of the method and numerical simulation of an ICF hohlraum. We shall illustrate the benefits of the method by comparing the results with full implicit Monte-Carlo calculations. In particular we shall show how the spectral cut-off evolves during the propagation of the radiative front in the gold wall. Several issues are still to be addressed (robust algorithm for spectral cut- off calculation, coupling with ALE capabilities): we shall briefly discuss these problems. (authors)

  5. Multiple Time-Step Dual-Hamiltonian Hybrid Molecular Dynamics - Monte Carlo Canonical Propagation Algorithm.

    Science.gov (United States)

    Chen, Yunjie; Kale, Seyit; Weare, Jonathan; Dinner, Aaron R; Roux, Benoît

    2016-04-12

    A multiple time-step integrator based on a dual Hamiltonian and a hybrid method combining molecular dynamics (MD) and Monte Carlo (MC) is proposed to sample systems in the canonical ensemble. The Dual Hamiltonian Multiple Time-Step (DHMTS) algorithm is based on two similar Hamiltonians: a computationally expensive one that serves as a reference and a computationally inexpensive one to which the workload is shifted. The central assumption is that the difference between the two Hamiltonians is slowly varying. Earlier work has shown that such dual Hamiltonian multiple time-step schemes effectively precondition nonlinear differential equations for dynamics by reformulating them into a recursive root finding problem that can be solved by propagating a correction term through an internal loop, analogous to RESPA. Of special interest in the present context, a hybrid MD-MC version of the DHMTS algorithm is introduced to enforce detailed balance via a Metropolis acceptance criterion and ensure consistency with the Boltzmann distribution. The Metropolis criterion suppresses the discretization errors normally associated with the propagation according to the computationally inexpensive Hamiltonian, treating the discretization error as an external work. Illustrative tests are carried out to demonstrate the effectiveness of the method.

  6. Teaching Markov Chain Monte Carlo: Revealing the Basic Ideas behind the Algorithm

    Science.gov (United States)

    Stewart, Wayne; Stewart, Sepideh

    2014-01-01

    For many scientists, researchers and students Markov chain Monte Carlo (MCMC) simulation is an important and necessary tool to perform Bayesian analyses. The simulation is often presented as a mathematical algorithm and then translated into an appropriate computer program. However, this can result in overlooking the fundamental and deeper…

  7. Monte Carlo methods and applications in nuclear physics

    International Nuclear Information System (INIS)

    Carlson, J.

    1990-01-01

    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

  8. Monte Carlo methods and applications in nuclear physics

    Energy Technology Data Exchange (ETDEWEB)

    Carlson, J.

    1990-01-01

    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.

  9. Accelerating staggered-fermion dynamics with the rational hybrid Monte Carlo algorithm

    International Nuclear Information System (INIS)

    Clark, M. A.; Kennedy, A. D.

    2007-01-01

    Improved staggered-fermion formulations are a popular choice for lattice QCD calculations. Historically, the algorithm used for such calculations has been the inexact R algorithm, which has systematic errors that only vanish as the square of the integration step size. We describe how the exact rational hybrid Monte Carlo (RHMC) algorithm may be used in this context, and show that for parameters corresponding to current state-of-the-art computations it leads to a factor of approximately seven decrease in cost as well as having no step-size errors

  10. Selection method of terrain matching area for TERCOM algorithm

    Science.gov (United States)

    Zhang, Qieqie; Zhao, Long

    2017-10-01

    The performance of terrain aided navigation is closely related to the selection of terrain matching area. The different matching algorithms have different adaptability to terrain. This paper mainly studies the adaptability to terrain of TERCOM algorithm, analyze the relation between terrain feature and terrain characteristic parameters by qualitative and quantitative methods, and then research the relation between matching probability and terrain characteristic parameters by the Monte Carlo method. After that, we propose a selection method of terrain matching area for TERCOM algorithm, and verify the method correctness with real terrain data by simulation experiment. Experimental results show that the matching area obtained by the method in this paper has the good navigation performance and the matching probability of TERCOM algorithm is great than 90%

  11. A Hamiltonian Monte–Carlo method for Bayesian inference of supermassive black hole binaries

    International Nuclear Information System (INIS)

    Porter, Edward K; Carré, Jérôme

    2014-01-01

    We investigate the use of a Hamiltonian Monte–Carlo to map out the posterior density function for supermassive black hole binaries. While previous Markov Chain Monte–Carlo (MCMC) methods, such as Metropolis–Hastings MCMC, have been successfully employed for a number of different gravitational wave sources, these methods are essentially random walk algorithms. The Hamiltonian Monte–Carlo treats the inverse likelihood surface as a ‘gravitational potential’ and by introducing canonical positions and momenta, dynamically evolves the Markov chain by solving Hamilton's equations of motion. This method is not as widely used as other MCMC algorithms due to the necessity of calculating gradients of the log-likelihood, which for most applications results in a bottleneck that makes the algorithm computationally prohibitive. We circumvent this problem by using accepted initial phase-space trajectory points to analytically fit for each of the individual gradients. Eliminating the waveform generation needed for the numerical derivatives reduces the total number of required templates for a 10 6 iteration chain from ∼10 9 to ∼10 6 . The result is in an implementation of the Hamiltonian Monte–Carlo that is faster, and more efficient by a factor of approximately the dimension of the parameter space, than a Hessian MCMC. (paper)

  12. Recommender engine for continuous-time quantum Monte Carlo methods

    Science.gov (United States)

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

    2017-03-01

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

  13. A residual Monte Carlo method for discrete thermal radiative diffusion

    International Nuclear Information System (INIS)

    Evans, T.M.; Urbatsch, T.J.; Lichtenstein, H.; Morel, J.E.

    2003-01-01

    Residual Monte Carlo methods reduce statistical error at a rate of exp(-bN), where b is a positive constant and N is the number of particle histories. Contrast this convergence rate with 1/√N, which is the rate of statistical error reduction for conventional Monte Carlo methods. Thus, residual Monte Carlo methods hold great promise for increased efficiency relative to conventional Monte Carlo methods. Previous research has shown that the application of residual Monte Carlo methods to the solution of continuum equations, such as the radiation transport equation, is problematic for all but the simplest of cases. However, the residual method readily applies to discrete systems as long as those systems are monotone, i.e., they produce positive solutions given positive sources. We develop a residual Monte Carlo method for solving a discrete 1D non-linear thermal radiative equilibrium diffusion equation, and we compare its performance with that of the discrete conventional Monte Carlo method upon which it is based. We find that the residual method provides efficiency gains of many orders of magnitude. Part of the residual gain is due to the fact that we begin each timestep with an initial guess equal to the solution from the previous timestep. Moreover, fully consistent non-linear solutions can be obtained in a reasonable amount of time because of the effective lack of statistical noise. We conclude that the residual approach has great potential and that further research into such methods should be pursued for more general discrete and continuum systems

  14. LISA data analysis using Markov chain Monte Carlo methods

    International Nuclear Information System (INIS)

    Cornish, Neil J.; Crowder, Jeff

    2005-01-01

    The Laser Interferometer Space Antenna (LISA) is expected to simultaneously detect many thousands of low-frequency gravitational wave signals. This presents a data analysis challenge that is very different to the one encountered in ground based gravitational wave astronomy. LISA data analysis requires the identification of individual signals from a data stream containing an unknown number of overlapping signals. Because of the signal overlaps, a global fit to all the signals has to be performed in order to avoid biasing the solution. However, performing such a global fit requires the exploration of an enormous parameter space with a dimension upwards of 50 000. Markov Chain Monte Carlo (MCMC) methods offer a very promising solution to the LISA data analysis problem. MCMC algorithms are able to efficiently explore large parameter spaces, simultaneously providing parameter estimates, error analysis, and even model selection. Here we present the first application of MCMC methods to simulated LISA data and demonstrate the great potential of the MCMC approach. Our implementation uses a generalized F-statistic to evaluate the likelihoods, and simulated annealing to speed convergence of the Markov chains. As a final step we supercool the chains to extract maximum likelihood estimates, and estimates of the Bayes factors for competing models. We find that the MCMC approach is able to correctly identify the number of signals present, extract the source parameters, and return error estimates consistent with Fisher information matrix predictions

  15. Monte Carlo methods for flux expansion solutions of transport problems

    International Nuclear Information System (INIS)

    Spanier, J.

    1999-01-01

    Adaptive Monte Carlo methods, based on the use of either correlated sampling or importance sampling, to obtain global solutions to certain transport problems have recently been described. The resulting learning algorithms are capable of achieving geometric convergence when applied to the estimation of a finite number of coefficients in a flux expansion representation of the global solution. However, because of the nonphysical nature of the random walk simulations needed to perform importance sampling, conventional transport estimators and source sampling techniques require modification to be used successfully in conjunction with such flux expansion methods. It is shown how these problems can be overcome. First, the traditional path length estimators in wide use in particle transport simulations are generalized to include rather general detector functions (which, in this application, are the individual basis functions chosen for the flus expansion). Second, it is shown how to sample from the signed probabilities that arise as source density functions in these applications, without destroying the zero variance property needed to ensure geometric convergence to zero error

  16. Combinatorial nuclear level density by a Monte Carlo method

    International Nuclear Information System (INIS)

    Cerf, N.

    1994-01-01

    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 the prediction of the spin and parity distributions of the excited states,and compare our results with those derived from a traditional combinatorial or a statistical method. Such a Monte Carlo technique seems very promising to determine accurate level densities in a large energy range for nuclear reaction calculations

  17. The iterative hopping expansion algorithm for Monte Carlo calculations with very light fermions

    International Nuclear Information System (INIS)

    Montvay, I.

    1985-03-01

    The number of numerical operations necessary for a Monte Carlo simulation with very light fermions (like u- and d-quarks in quantum chromodynamics) is estimated within the iterative hopping expansion method. (orig.)

  18. Study of the Transition Flow Regime using Monte Carlo Methods

    Science.gov (United States)

    Hassan, H. A.

    1999-01-01

    This NASA Cooperative Agreement presents a study of the Transition Flow Regime Using Monte Carlo Methods. The topics included in this final report are: 1) New Direct Simulation Monte Carlo (DSMC) procedures; 2) The DS3W and DS2A Programs; 3) Papers presented; 4) Miscellaneous Applications and Program Modifications; 5) Solution of Transitional Wake Flows at Mach 10; and 6) Turbulence Modeling of Shock-Dominated Fows with a k-Enstrophy Formulation.

  19. 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.

  20. Visual improvement for bad handwriting based on Monte-Carlo method

    Science.gov (United States)

    Shi, Cao; Xiao, Jianguo; Xu, Canhui; Jia, Wenhua

    2014-03-01

    A visual improvement algorithm based on Monte Carlo simulation is proposed in this paper, in order to enhance visual effects for bad handwriting. The whole improvement process is to use well designed typeface so as to optimize bad handwriting image. In this process, a series of linear operators for image transformation are defined for transforming typeface image to approach handwriting image. And specific parameters of linear operators are estimated by Monte Carlo method. Visual improvement experiments illustrate that the proposed algorithm can effectively enhance visual effect for handwriting image as well as maintain the original handwriting features, such as tilt, stroke order and drawing direction etc. The proposed visual improvement algorithm, in this paper, has a huge potential to be applied in tablet computer and Mobile Internet, in order to improve user experience on handwriting.

  1. SU-F-T-619: Dose Evaluation of Specific Patient Plans Based On Monte Carlo Algorithm for a CyberKnife Stereotactic Radiosurgery System

    Energy Technology Data Exchange (ETDEWEB)

    Piao, J [PLA General Hospital, Beijing (China); PLA 302 Hospital, Beijing (China); Xu, S [PLA General Hospital, Beijing (China); Tsinghua University, Beijing (China); Wu, Z; Liu, Y [Tsinghua University, Beijing (China); Li, Y [Beihang University, Beijing (China); Qu, B [PLA General Hospital, Beijing (China); Duan, X [PLA 302 Hospital, Beijing (China)

    2016-06-15

    Purpose: This study will use Monte Carlo to simulate the Cyberknife system, and intend to develop the third-party tool to evaluate the dose verification of specific patient plans in TPS. Methods: By simulating the treatment head using the BEAMnrc and DOSXYZnrc software, the comparison between the calculated and measured data will be done to determine the beam parameters. The dose distribution calculated in the Raytracing, Monte Carlo algorithms of TPS (Multiplan Ver4.0.2) and in-house Monte Carlo simulation method for 30 patient plans, which included 10 head, lung and liver cases in each, were analyzed. The γ analysis with the combined 3mm/3% criteria would be introduced to quantitatively evaluate the difference of the accuracy between three algorithms. Results: More than 90% of the global error points were less than 2% for the comparison of the PDD and OAR curves after determining the mean energy and FWHM.The relative ideal Monte Carlo beam model had been established. Based on the quantitative evaluation of dose accuracy for three algorithms, the results of γ analysis shows that the passing rates (84.88±9.67% for head,98.83±1.05% for liver,98.26±1.87% for lung) of PTV in 30 plans between Monte Carlo simulation and TPS Monte Carlo algorithms were good. And the passing rates (95.93±3.12%,99.84±0.33% in each) of PTV in head and liver plans between Monte Carlo simulation and TPS Ray-tracing algorithms were also good. But the difference of DVHs in lung plans between Monte Carlo simulation and Ray-tracing algorithms was obvious, and the passing rate (51.263±38.964%) of γ criteria was not good. It is feasible that Monte Carlo simulation was used for verifying the dose distribution of patient plans. Conclusion: Monte Carlo simulation algorithm developed in the CyberKnife system of this study can be used as a reference tool for the third-party tool, which plays an important role in dose verification of patient plans. This work was supported in part by the grant

  2. Latent uncertainties of the precalculated track Monte Carlo method

    International Nuclear Information System (INIS)

    Renaud, Marc-André; Seuntjens, Jan; Roberge, David

    2015-01-01

    Purpose: While significant progress has been made in speeding up Monte Carlo (MC) dose calculation methods, they remain too time-consuming for the purpose of inverse planning. To achieve clinically usable calculation speeds, a precalculated Monte Carlo (PMC) algorithm for proton and electron transport was developed to run on graphics processing units (GPUs). The algorithm utilizes pregenerated particle track data from conventional MC codes for different materials such as water, bone, and lung to produce dose distributions in voxelized phantoms. While PMC methods have been described in the past, an explicit quantification of the latent uncertainty arising from the limited number of unique tracks in the pregenerated track bank is missing from the paper. With a proper uncertainty analysis, an optimal number of tracks in the pregenerated track bank can be selected for a desired dose calculation uncertainty. Methods: Particle tracks were pregenerated for electrons and protons using EGSnrc and GEANT4 and saved in a database. The PMC algorithm for track selection, rotation, and transport was implemented on the Compute Unified Device Architecture (CUDA) 4.0 programming framework. PMC dose distributions were calculated in a variety of media and compared to benchmark dose distributions simulated from the corresponding general-purpose MC codes in the same conditions. A latent uncertainty metric was defined and analysis was performed by varying the pregenerated track bank size and the number of simulated primary particle histories and comparing dose values to a “ground truth” benchmark dose distribution calculated to 0.04% average uncertainty in voxels with dose greater than 20% of D max . Efficiency metrics were calculated against benchmark MC codes on a single CPU core with no variance reduction. Results: Dose distributions generated using PMC and benchmark MC codes were compared and found to be within 2% of each other in voxels with dose values greater than 20% of the

  3. Latent uncertainties of the precalculated track Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Renaud, Marc-André; Seuntjens, Jan [Medical Physics Unit, McGill University, Montreal, Quebec H3G 1A4 (Canada); Roberge, David [Département de radio-oncologie, Centre Hospitalier de l’Université de Montréal, Montreal, Quebec H2L 4M1 (Canada)

    2015-01-15

    Purpose: While significant progress has been made in speeding up Monte Carlo (MC) dose calculation methods, they remain too time-consuming for the purpose of inverse planning. To achieve clinically usable calculation speeds, a precalculated Monte Carlo (PMC) algorithm for proton and electron transport was developed to run on graphics processing units (GPUs). The algorithm utilizes pregenerated particle track data from conventional MC codes for different materials such as water, bone, and lung to produce dose distributions in voxelized phantoms. While PMC methods have been described in the past, an explicit quantification of the latent uncertainty arising from the limited number of unique tracks in the pregenerated track bank is missing from the paper. With a proper uncertainty analysis, an optimal number of tracks in the pregenerated track bank can be selected for a desired dose calculation uncertainty. Methods: Particle tracks were pregenerated for electrons and protons using EGSnrc and GEANT4 and saved in a database. The PMC algorithm for track selection, rotation, and transport was implemented on the Compute Unified Device Architecture (CUDA) 4.0 programming framework. PMC dose distributions were calculated in a variety of media and compared to benchmark dose distributions simulated from the corresponding general-purpose MC codes in the same conditions. A latent uncertainty metric was defined and analysis was performed by varying the pregenerated track bank size and the number of simulated primary particle histories and comparing dose values to a “ground truth” benchmark dose distribution calculated to 0.04% average uncertainty in voxels with dose greater than 20% of D{sub max}. Efficiency metrics were calculated against benchmark MC codes on a single CPU core with no variance reduction. Results: Dose distributions generated using PMC and benchmark MC codes were compared and found to be within 2% of each other in voxels with dose values greater than 20% of

  4. Medical Imaging Image Quality Assessment with Monte Carlo Methods

    International Nuclear Information System (INIS)

    Michail, C M; Fountos, G P; Kalyvas, N I; Valais, I G; Kandarakis, I S; Karpetas, G E; Martini, Niki; Koukou, Vaia

    2015-01-01

    The aim of the present study was to assess image quality of PET scanners through a thin layer chromatography (TLC) plane source. The source was simulated using a previously validated Monte Carlo model. The model was developed by using the GATE MC package and reconstructed images obtained with the STIR software for tomographic image reconstruction, with cluster computing. The PET scanner simulated in this study was the GE DiscoveryST. A plane source consisted of a TLC plate, was simulated by a layer of silica gel on aluminum (Al) foil substrates, immersed in 18F-FDG bath solution (1MBq). Image quality was assessed in terms of the Modulation Transfer Function (MTF). MTF curves were estimated from transverse reconstructed images of the plane source. Images were reconstructed by the maximum likelihood estimation (MLE)-OSMAPOSL algorithm. OSMAPOSL reconstruction was assessed by using various subsets (3 to 21) and iterations (1 to 20), as well as by using various beta (hyper) parameter values. MTF values were found to increase up to the 12th iteration whereas remain almost constant thereafter. MTF improves by using lower beta values. The simulated PET evaluation method based on the TLC plane source can be also useful in research for the further development of PET and SPECT scanners though GATE simulations. (paper)

  5. Quantum Monte Carlo diagonalization method as a variational calculation

    International Nuclear Information System (INIS)

    Mizusaki, Takahiro; Otsuka, Takaharu; Honma, Michio.

    1997-01-01

    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)

  6. A Multivariate Time Series Method for Monte Carlo Reactor Analysis

    International Nuclear Information System (INIS)

    Taro Ueki

    2008-01-01

    A robust multivariate time series method has been established for the Monte Carlo calculation of neutron multiplication problems. The method is termed Coarse Mesh Projection Method (CMPM) and can be implemented using the coarse statistical bins for acquisition of nuclear fission source data. A novel aspect of CMPM is the combination of the general technical principle of projection pursuit in the signal processing discipline and the neutron multiplication eigenvalue problem in the nuclear engineering discipline. CMPM enables reactor physicists to accurately evaluate major eigenvalue separations of nuclear reactors with continuous energy Monte Carlo calculation. CMPM was incorporated in the MCNP Monte Carlo particle transport code of Los Alamos National Laboratory. The great advantage of CMPM over the traditional Fission Matrix method is demonstrated for the three space-dimensional modeling of the initial core of a pressurized water reactor

  7. A Monte Carlo algorithm for sampling rare events: application to a search for the Griffiths singularity

    International Nuclear Information System (INIS)

    Hukushima, K; Iba, Y

    2008-01-01

    We develop a recently proposed importance-sampling Monte Carlo algorithm for sampling rare events and quenched variables in random disordered systems. We apply it to a two dimensional bond-diluted Ising model and study the Griffiths singularity which is considered to be due to the existence of rare large clusters. It is found that the distribution of the inverse susceptibility has an exponential tail down to the origin which is considered the consequence of the Griffiths singularity

  8. Monte Carlo methods for the reliability analysis of Markov systems

    International Nuclear Information System (INIS)

    Buslik, A.J.

    1985-01-01

    This paper presents Monte Carlo methods for the reliability analysis of Markov systems. Markov models are useful in treating dependencies between components. The present paper shows how the adjoint Monte Carlo method for the continuous time Markov process can be derived from the method for the discrete-time Markov process by a limiting process. The straightforward extensions to the treatment of mean unavailability (over a time interval) are given. System unavailabilities can also be estimated; this is done by making the system failed states absorbing, and not permitting repair from them. A forward Monte Carlo method is presented in which the weighting functions are related to the adjoint function. In particular, if the exact adjoint function is known then weighting factors can be constructed such that the exact answer can be obtained with a single Monte Carlo trial. Of course, if the exact adjoint function is known, there is no need to perform the Monte Carlo calculation. However, the formulation is useful since it gives insight into choices of the weight factors which will reduce the variance of the estimator

  9. A benchmark study of the Signed-particle Monte Carlo algorithm for the Wigner equation

    Directory of Open Access Journals (Sweden)

    Muscato Orazio

    2017-12-01

    Full Text Available The Wigner equation represents a promising model for the simulation of electronic nanodevices, which allows the comprehension and prediction of quantum mechanical phenomena in terms of quasi-distribution functions. During these years, a Monte Carlo technique for the solution of this kinetic equation has been developed, based on the generation and annihilation of signed particles. This technique can be deeply understood in terms of the theory of pure jump processes with a general state space, producing a class of stochastic algorithms. One of these algorithms has been validated successfully by numerical experiments on a benchmark test case.

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

    International Nuclear Information System (INIS)

    Takaishi, Tetsuya

    2014-01-01

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

  11. Use of Monte Carlo computation in benchmarking radiotherapy treatment planning system algorithms

    International Nuclear Information System (INIS)

    Lewis, R.D.; Ryde, S.J.S.; Seaby, A.W.; Hancock, D.A.; Evans, C.J.

    2000-01-01

    Radiotherapy treatments are becoming more complex, often requiring the dose to be calculated in three dimensions and sometimes involving the application of non-coplanar beams. The ability of treatment planning systems to accurately calculate dose under a range of these and other irradiation conditions requires evaluation. Practical assessment of such arrangements can be problematical, especially when a heterogeneous medium is used. This work describes the use of Monte Carlo computation as a benchmarking tool to assess the dose distribution of external photon beam plans obtained in a simple heterogeneous phantom by several commercially available 3D and 2D treatment planning system algorithms. For comparison, practical measurements were undertaken using film dosimetry. The dose distributions were calculated for a variety of irradiation conditions designed to show the effects of surface obliquity, inhomogeneities and missing tissue above tangential beams. The results show maximum dose differences of 47% between some planning algorithms and film at a point 1 mm below a tangentially irradiated surface. Overall, the dose distribution obtained from film was most faithfully reproduced by the Monte Carlo N-Particle results illustrating the potential of Monte Carlo computation in evaluating treatment planning system algorithms. (author)

  12. Adapted Prescription Dose for Monte Carlo Algorithm in Lung SBRT: Clinical Outcome on 205 Patients.

    Directory of Open Access Journals (Sweden)

    Jean-Emmanuel Bibault

    Full Text Available SBRT is the standard of care for inoperable patients with early-stage lung cancer without lymph node involvement. Excellent local control rates have been reported in a large number of series. However, prescription doses and calculation algorithms vary to a great extent between studies, even if most teams prescribe to the D95 of the PTV. Type A algorithms are known to produce dosimetric discrepancies in heterogeneous tissues such as lungs. This study was performed to present a Monte Carlo (MC prescription dose for NSCLC adapted to lesion size and location and compare the clinical outcomes of two cohorts of patients treated with a standard prescription dose calculated by a type A algorithm or the proposed MC protocol.Patients were treated from January 2011 to April 2013 with a type B algorithm (MC prescription with 54 Gy in three fractions for peripheral lesions with a diameter under 30 mm, 60 Gy in 3 fractions for lesions with a diameter over 30 mm, and 55 Gy in five fractions for central lesions. Clinical outcome was compared to a series of 121 patients treated with a type A algorithm (TA with three fractions of 20 Gy for peripheral lesions and 60 Gy in five fractions for central lesions prescribed to the PTV D95 until January 2011. All treatment plans were recalculated with both algorithms for this study. Spearman's rank correlation coefficient was calculated for GTV and PTV. Local control, overall survival and toxicity were compared between the two groups.205 patients with 214 lesions were included in the study. Among these, 93 lesions were treated with MC and 121 were treated with TA. Overall survival rates were 86% and 94% at one and two years, respectively. Local control rates were 79% and 93% at one and two years respectively. There was no significant difference between the two groups for overall survival (p = 0.785 or local control (p = 0.934. Fifty-six patients (27% developed grade I lung fibrosis without clinical consequences. GTV size

  13. An improved method for storing and retrieving tabulated data in a scalar Monte Carlo code

    International Nuclear Information System (INIS)

    Hollenbach, D.F.; Reynolds, K.H.; Dodds, H.L.; Landers, N.F.; Petrie, L.M.

    1990-01-01

    The KENO-Va code is a production-level criticality safety code used to calculate the k eff of a system. The code is stochastic in nature, using a Monte Carlo algorithm to track individual particles one at a time through the system. The advent of computers with vector processors has generated an interest in improving KENO-Va to take advantage of the potential speed-up associated with these new processors. Unfortunately, the original Monte Carlo algorithm and method of storing and retrieving cross-section data is not adaptable to vector processing. This paper discusses an alternate method for storing and retrieving data that not only is readily vectorizable but also improves the efficiency of the current scalar code

  14. Monte Carlo methods of PageRank computation

    NARCIS (Netherlands)

    Litvak, Nelli

    2004-01-01

    We describe and analyze an on-line Monte Carlo method of PageRank computation. The PageRank is being estimated basing on results of a large number of short independent simulation runs initiated from each page that contains outgoing hyperlinks. The method does not require any storage of the hyperlink

  15. Particle-transport simulation with the Monte Carlo method

    International Nuclear Information System (INIS)

    Carter, L.L.; Cashwell, E.D.

    1975-01-01

    Attention is focused on the application of the Monte Carlo method to particle transport problems, with emphasis on neutron and photon transport. Topics covered include sampling methods, mathematical prescriptions for simulating particle transport, mechanics of simulating particle transport, neutron transport, and photon transport. A literature survey of 204 references is included. (GMT)

  16. Poster - 20: Detector selection for commissioning of a Monte Carlo based electron dose calculation algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Anusionwu, Princess [Medical Physics, CancerCare Manitoba, Winnipeg Canada (Canada); Department of Physics & Astronomy, University of Manitoba, Winnipeg Canada (Canada); Alpuche Aviles, Jorge E. [Medical Physics, CancerCare Manitoba, Winnipeg Canada (Canada); Pistorius, Stephen [Medical Physics, CancerCare Manitoba, Winnipeg Canada (Canada); Department of Physics & Astronomy, University of Manitoba, Winnipeg Canada (Canada); Department of Radiology, University of Manitoba, Winnipeg (Canada)

    2016-08-15

    Objective: Commissioning of a Monte Carlo based electron dose calculation algorithm requires percentage depth doses (PDDs) and beam profiles which can be measured with multiple detectors. Electron dosimetry is commonly performed with cylindrical chambers but parallel plate chambers and diodes can also be used. The purpose of this study was to determine the most appropriate detector to perform the commissioning measurements. Methods: PDDs and beam profiles were measured for beams with energies ranging from 6 MeV to 15 MeV and field sizes ranging from 6 cm × 6 cm to 40 cm × 40 cm. Detectors used included diodes, cylindrical and parallel plate ionization chambers. Beam profiles were measured in water (100 cm source to surface distance) and in air (95 cm source to detector distance). Results: PDDs for the cylindrical chambers were shallower (1.3 mm averaged over all energies and field sizes) than those measured with the parallel plate chambers and diodes. Surface doses measured with the diode and cylindrical chamber were on average larger by 1.6 % and 3% respectively than those of the parallel plate chamber. Profiles measured with a diode resulted in penumbra values smaller than those measured with the cylindrical chamber by 2 mm. Conclusion: The diode was selected as the most appropriate detector since PDDs agreed with those measured with parallel plate chambers (typically recommended for low energies) and results in sharper profiles. Unlike ion chambers, no corrections are needed to measure PDDs, making it more convenient to use.

  17. Continuous energy Monte Carlo method based lattice homogeinzation

    International Nuclear Information System (INIS)

    Li Mancang; Yao Dong; Wang Kan

    2014-01-01

    Based on the Monte Carlo code MCNP, the continuous energy Monte Carlo multi-group constants generation code MCMC has been developed. The track length scheme has been used as the foundation of cross section generation. The scattering matrix and Legendre components require special techniques, and the scattering event method has been proposed to solve this problem. Three methods have been developed to calculate the diffusion coefficients for diffusion reactor core codes and the Legendre method has been applied in MCMC. To the satisfaction of the equivalence theory, the general equivalence theory (GET) and the superhomogenization method (SPH) have been applied to the Monte Carlo method based group constants. The super equivalence method (SPE) has been proposed to improve the equivalence. GET, SPH and SPE have been implemented into MCMC. The numerical results showed that generating the homogenization multi-group constants via Monte Carlo method overcomes the difficulties in geometry and treats energy in continuum, thus provides more accuracy parameters. Besides, the same code and data library can be used for a wide range of applications due to the versatility. The MCMC scheme can be seen as a potential alternative to the widely used deterministic lattice codes. (authors)

  18. Monte Carlo burnup codes acceleration using the correlated sampling method

    International Nuclear Information System (INIS)

    Dieudonne, C.

    2013-01-01

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

  19. 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.

  20. Extending the alias Monte Carlo sampling method to general distributions

    International Nuclear Information System (INIS)

    Edwards, A.L.; Rathkopf, J.A.; Smidt, R.K.

    1991-01-01

    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

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

    Science.gov (United States)

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

    2017-11-01

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

  2. Proton therapy analysis using the Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Noshad, Houshyar [Center for Theoretical Physics and Mathematics, AEOI, P.O. Box 14155-1339, Tehran (Iran, Islamic Republic of)]. E-mail: hnoshad@aeoi.org.ir; Givechi, Nasim [Islamic Azad University, Science and Research Branch, Tehran (Iran, Islamic Republic of)

    2005-10-01

    The range and straggling data obtained from the transport of ions in matter (TRIM) computer program were used to determine the trajectories of monoenergetic 60 MeV protons in muscle tissue by using the Monte Carlo technique. The appropriate profile for the shape of a proton pencil beam in proton therapy as well as the dose deposited in the tissue were computed. The good agreements between our results as compared with the corresponding experimental values are presented here to show the reliability of our Monte Carlo method.

  3. FitSKIRT: genetic algorithms to automatically fit dusty galaxies with a Monte Carlo radiative transfer code

    Science.gov (United States)

    De Geyter, G.; Baes, M.; Fritz, J.; Camps, P.

    2013-02-01

    We present FitSKIRT, a method to efficiently fit radiative transfer models to UV/optical images of dusty galaxies. These images have the advantage that they have better spatial resolution compared to FIR/submm data. FitSKIRT uses the GAlib genetic algorithm library to optimize the output of the SKIRT Monte Carlo radiative transfer code. Genetic algorithms prove to be a valuable tool in handling the multi- dimensional search space as well as the noise induced by the random nature of the Monte Carlo radiative transfer code. FitSKIRT is tested on artificial images of a simulated edge-on spiral galaxy, where we gradually increase the number of fitted parameters. We find that we can recover all model parameters, even if all 11 model parameters are left unconstrained. Finally, we apply the FitSKIRT code to a V-band image of the edge-on spiral galaxy NGC 4013. This galaxy has been modeled previously by other authors using different combinations of radiative transfer codes and optimization methods. Given the different models and techniques and the complexity and degeneracies in the parameter space, we find reasonable agreement between the different models. We conclude that the FitSKIRT method allows comparison between different models and geometries in a quantitative manner and minimizes the need of human intervention and biasing. The high level of automation makes it an ideal tool to use on larger sets of observed data.

  4. Evaluation of Monte Carlo electron-Transport algorithms in the integrated Tiger series codes for stochastic-media simulations

    International Nuclear Information System (INIS)

    Franke, B.C.; Kensek, R.P.; Prinja, A.K.

    2013-01-01

    Stochastic-media simulations require numerous boundary crossings. We consider two Monte Carlo electron transport approaches and evaluate accuracy with numerous material boundaries. In the condensed-history method, approximations are made based on infinite-medium solutions for multiple scattering over some track length. Typically, further approximations are employed for material-boundary crossings where infinite-medium solutions become invalid. We have previously explored an alternative 'condensed transport' formulation, a Generalized Boltzmann-Fokker-Planck (GBFP) method, which requires no special boundary treatment but instead uses approximations to the electron-scattering cross sections. Some limited capabilities for analog transport and a GBFP method have been implemented in the Integrated Tiger Series (ITS) codes. Improvements have been made to the condensed history algorithm. The performance of the ITS condensed-history and condensed-transport algorithms are assessed for material-boundary crossings. These assessments are made both by introducing artificial material boundaries and by comparison to analog Monte Carlo simulations. (authors)

  5. Improved Monte Carlo Method for PSA Uncertainty Analysis

    International Nuclear Information System (INIS)

    Choi, Jongsoo

    2016-01-01

    The treatment of uncertainty is an important issue for regulatory decisions. Uncertainties exist from knowledge limitations. A probabilistic approach has exposed some of these limitations and provided a framework to assess their significance and assist in developing a strategy to accommodate them in the regulatory process. The uncertainty analysis (UA) is usually based on the Monte Carlo method. This paper proposes a Monte Carlo UA approach to calculate the mean risk metrics accounting for the SOKC between basic events (including CCFs) using efficient random number generators and to meet Capability Category III of the ASME/ANS PRA standard. Audit calculation is needed in PSA regulatory reviews of uncertainty analysis results submitted for licensing. The proposed Monte Carlo UA approach provides a high degree of confidence in PSA reviews. All PSA needs accounting for the SOKC between event probabilities to meet the ASME/ANS PRA standard

  6. Improved Monte Carlo Method for PSA Uncertainty Analysis

    Energy Technology Data Exchange (ETDEWEB)

    Choi, Jongsoo [Korea Institute of Nuclear Safety, Daejeon (Korea, Republic of)

    2016-10-15

    The treatment of uncertainty is an important issue for regulatory decisions. Uncertainties exist from knowledge limitations. A probabilistic approach has exposed some of these limitations and provided a framework to assess their significance and assist in developing a strategy to accommodate them in the regulatory process. The uncertainty analysis (UA) is usually based on the Monte Carlo method. This paper proposes a Monte Carlo UA approach to calculate the mean risk metrics accounting for the SOKC between basic events (including CCFs) using efficient random number generators and to meet Capability Category III of the ASME/ANS PRA standard. Audit calculation is needed in PSA regulatory reviews of uncertainty analysis results submitted for licensing. The proposed Monte Carlo UA approach provides a high degree of confidence in PSA reviews. All PSA needs accounting for the SOKC between event probabilities to meet the ASME/ANS PRA standard.

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

    Energy Technology Data Exchange (ETDEWEB)

    Badal, A [U.S. Food and Drug Administration (CDRH/OSEL), Silver Spring, MD (United States); Zbijewski, W [Johns Hopkins University, Baltimore, MD (United States); Bolch, W [University of Florida, Gainesville, FL (United States); Sechopoulos, I [Emory University, Atlanta, GA (United States)

    2014-06-15

    Monte Carlo simulation methods are widely used in medical physics research and are starting to be implemented in clinical applications such as radiation therapy planning systems. Monte Carlo simulations offer the capability to accurately estimate quantities of interest that are challenging to measure experimentally while taking into account the realistic anatomy of an individual patient. Traditionally, practical application of Monte Carlo simulation codes in diagnostic imaging was limited by the need for large computational resources or long execution times. However, recent advancements in high-performance computing hardware, combined with a new generation of Monte Carlo simulation algorithms and novel postprocessing methods, are allowing for the computation of relevant imaging parameters of interest such as patient organ doses and scatter-to-primaryratios in radiographic projections in just a few seconds using affordable computational resources. Programmable Graphics Processing Units (GPUs), for example, provide a convenient, affordable platform for parallelized Monte Carlo executions that yield simulation times on the order of 10{sup 7} xray/ s. Even with GPU acceleration, however, Monte Carlo simulation times can be prohibitive for routine clinical practice. To reduce simulation times further, variance reduction techniques can be used to alter the probabilistic models underlying the x-ray tracking process, resulting in lower variance in the results without biasing the estimates. Other complementary strategies for further reductions in computation time are denoising of the Monte Carlo estimates and estimating (scoring) the quantity of interest at a sparse set of sampling locations (e.g. at a small number of detector pixels in a scatter simulation) followed by interpolation. Beyond reduction of the computational resources required for performing Monte Carlo simulations in medical imaging, the use of accurate representations of patient anatomy is crucial to the

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

    International Nuclear Information System (INIS)

    Badal, A; Zbijewski, W; Bolch, W; Sechopoulos, I

    2014-01-01

    Monte Carlo simulation methods are widely used in medical physics research and are starting to be implemented in clinical applications such as radiation therapy planning systems. Monte Carlo simulations offer the capability to accurately estimate quantities of interest that are challenging to measure experimentally while taking into account the realistic anatomy of an individual patient. Traditionally, practical application of Monte Carlo simulation codes in diagnostic imaging was limited by the need for large computational resources or long execution times. However, recent advancements in high-performance computing hardware, combined with a new generation of Monte Carlo simulation algorithms and novel postprocessing methods, are allowing for the computation of relevant imaging parameters of interest such as patient organ doses and scatter-to-primaryratios in radiographic projections in just a few seconds using affordable computational resources. Programmable Graphics Processing Units (GPUs), for example, provide a convenient, affordable platform for parallelized Monte Carlo executions that yield simulation times on the order of 10 7 xray/ s. Even with GPU acceleration, however, Monte Carlo simulation times can be prohibitive for routine clinical practice. To reduce simulation times further, variance reduction techniques can be used to alter the probabilistic models underlying the x-ray tracking process, resulting in lower variance in the results without biasing the estimates. Other complementary strategies for further reductions in computation time are denoising of the Monte Carlo estimates and estimating (scoring) the quantity of interest at a sparse set of sampling locations (e.g. at a small number of detector pixels in a scatter simulation) followed by interpolation. Beyond reduction of the computational resources required for performing Monte Carlo simulations in medical imaging, the use of accurate representations of patient anatomy is crucial to the virtual

  9. Markov chain Monte Carlo methods in radiotherapy treatment planning

    International Nuclear Information System (INIS)

    Hugtenburg, R.P.

    2001-01-01

    The Markov chain method can be used to incorporate measured data in Monte Carlo based radiotherapy treatment planning. This paper shows that convergence to the measured data, within the target precision, is achievable. Relative output factors for blocked fields and oblique beams are shown to compare well with independent measurements according to the same criterion. (orig.)

  10. PENELOPE, and algorithm and computer code for Monte Carlo simulation of electron-photon showers

    Energy Technology Data Exchange (ETDEWEB)

    Salvat, F.; Fernandez-Varea, J.M.; Baro, J.; Sempau, J.

    1996-10-01

    The FORTRAN 77 subroutine package PENELOPE performs Monte Carlo simulation of electron-photon showers in arbitrary for a wide energy range, from similar{sub t}o 1 KeV to several hundred MeV. Photon transport is simulated by means of the standard, detailed simulation scheme. Electron and positron histories are generated on the basis of a mixed procedure, which combines detailed simulation of hard events with condensed simulation of soft interactions. A simple geometry package permits the generation of random electron-photon showers in material systems consisting of homogeneous bodies limited by quadric surfaces, i.e. planes, spheres cylinders, etc. This report is intended not only to serve as a manual of the simulation package, but also to provide the user with the necessary information to understand the details of the Monte Carlo algorithm.

  11. PENELOPE, an algorithm and computer code for Monte Carlo simulation of electron-photon showers

    Energy Technology Data Exchange (ETDEWEB)

    Salvat, F; Fernandez-Varea, J M; Baro, J; Sempau, J

    1996-07-01

    The FORTRAN 77 subroutine package PENELOPE performs Monte Carlo simulation of electron-photon showers in arbitrary for a wide energy range, from 1 keV to several hundred MeV. Photon transport is simulated by means of the standard, detailed simulation scheme. Electron and positron histories are generated on the basis of a mixed procedure, which combines detailed simulation of hard events with condensed simulation of soft interactions. A simple geometry package permits the generation of random electron-photon showers in material systems consisting of homogeneous bodies limited by quadric surfaces, i.e. planes, spheres, cylinders, etc. This report is intended not only to serve as a manual of the simulation package, but also to provide the user with the necessary information to understand the details of the Monte Carlo algorithm. (Author) 108 refs.

  12. Overcoming artificial spatial correlations in simulations of superstructure domain growth with parallel Monte Carlo algorithms

    International Nuclear Information System (INIS)

    Schleier, W.; Besold, G.; Heinz, K.

    1992-01-01

    The authors study the applicability of parallelized/vectorized Monte Carlo (MC) algorithms to the simulation of domain growth in two-dimensional lattice gas models undergoing an ordering process after a rapid quench below an order-disorder transition temperature. As examples they consider models with 2 x 1 and c(2 x 2) equilibrium superstructures on the square and rectangular lattices, respectively. They also study the case of phase separation ('1 x 1' islands) on the square lattice. A generalized parallel checkerboard algorithm for Kawasaki dynamics is shown to give rise to artificial spatial correlations in all three models. However, only if superstructure domains evolve do these correlations modify the kinetics by influencing the nucleation process and result in a reduced growth exponent compared to the value from the conventional heat bath algorithm with random single-site updates. In order to overcome these artificial modifications, two MC algorithms with a reduced degree of parallelism ('hybrid' and 'mask' algorithms, respectively) are presented and applied. As the results indicate, these algorithms are suitable for the simulation of superstructure domain growth on parallel/vector computers. 60 refs., 10 figs., 1 tab

  13. Transport methods: general. 1. The Analytical Monte Carlo Method for Radiation Transport Calculations

    International Nuclear Information System (INIS)

    Martin, William R.; Brown, Forrest B.

    2001-01-01

    We present an alternative Monte Carlo method for solving the coupled equations of radiation transport and material energy. This method is based on incorporating the analytical solution to the material energy equation directly into the Monte Carlo simulation for the radiation intensity. This method, which we call the Analytical Monte Carlo (AMC) method, differs from the well known Implicit Monte Carlo (IMC) method of Fleck and Cummings because there is no discretization of the material energy equation since it is solved as a by-product of the Monte Carlo simulation of the transport equation. Our method also differs from the method recently proposed by Ahrens and Larsen since they use Monte Carlo to solve both equations, while we are solving only the radiation transport equation with Monte Carlo, albeit with effective sources and cross sections to represent the emission sources. Our method bears some similarity to a method developed and implemented by Carter and Forest nearly three decades ago, but there are substantive differences. We have implemented our method in a simple zero-dimensional Monte Carlo code to test the feasibility of the method, and the preliminary results are very promising, justifying further extension to more realistic geometries. (authors)

  14. Monte Carlo evaluation of a photon pencil kernel algorithm applied to fast neutron therapy treatment planning

    Science.gov (United States)

    Söderberg, Jonas; Alm Carlsson, Gudrun; Ahnesjö, Anders

    2003-10-01

    When dedicated software is lacking, treatment planning for fast neutron therapy is sometimes performed using dose calculation algorithms designed for photon beam therapy. In this work Monte Carlo derived neutron pencil kernels in water were parametrized using the photon dose algorithm implemented in the Nucletron TMS (treatment management system) treatment planning system. A rectangular fast-neutron fluence spectrum with energies 0-40 MeV (resembling a polyethylene filtered p(41)+ Be spectrum) was used. Central axis depth doses and lateral dose distributions were calculated and compared with the corresponding dose distributions from Monte Carlo calculations for homogeneous water and heterogeneous slab phantoms. All absorbed doses were normalized to the reference dose at 10 cm depth for a field of radius 5.6 cm in a 30 × 40 × 20 cm3 water test phantom. Agreement to within 7% was found in both the lateral and the depth dose distributions. The deviations could be explained as due to differences in size between the test phantom and that used in deriving the pencil kernel (radius 200 cm, thickness 50 cm). In the heterogeneous phantom, the TMS, with a directly applied neutron pencil kernel, and Monte Carlo calculated absorbed doses agree approximately for muscle but show large deviations for media such as adipose or bone. For the latter media, agreement was substantially improved by correcting the absorbed doses calculated in TMS with the neutron kerma factor ratio and the stopping power ratio between tissue and water. The multipurpose Monte Carlo code FLUKA was used both in calculating the pencil kernel and in direct calculations of absorbed dose in the phantom.

  15. Improvement of correlated sampling Monte Carlo methods for reactivity calculations

    International Nuclear Information System (INIS)

    Nakagawa, Masayuki; Asaoka, Takumi

    1978-01-01

    Two correlated Monte Carlo methods, the similar flight path and the identical flight path methods, have been improved to evaluate up to the second order change of the reactivity perturbation. Secondary fission neutrons produced by neutrons having passed through perturbed regions in both unperturbed and perturbed systems are followed in a way to have a strong correlation between secondary neutrons in both the systems. These techniques are incorporated into the general purpose Monte Carlo code MORSE, so as to be able to estimate also the statistical error of the calculated reactivity change. The control rod worths measured in the FCA V-3 assembly are analyzed with the present techniques, which are shown to predict the measured values within the standard deviations. The identical flight path method has revealed itself more useful than the similar flight path method for the analysis of the control rod worth. (auth.)

  16. The Monte Carlo method in mining nuclear geophysics: Pt. 1

    International Nuclear Information System (INIS)

    Burmistenko, Yu.N.; Lukhminsky, B.E.

    1990-01-01

    Prospects for using a new generation of neutron generators in mining geophysics are discussed. For their evaluation we use Monte Carlo computational methods with a special package of FORTRAN programs code-named MOK. Among the methods of pulsed neutron logging we discuss the method of time-dependent slowing down for the measurement of resonance neutron absorbers (mercury, tungsten, silver, gold, gadolinium, etc.) and time dependent spectral analysis of capture γ-rays (mercury). Among the neutron activation methods, we discuss the two source methods ( 252 Cf + neutron generator) and the method of spectral activation ratio for bauxites ( 27 Al/ 27 Mg or 27 Al/ 24m Na). (author)

  17. Superalloy design - A Monte Carlo constrained optimization method

    CSIR Research Space (South Africa)

    Stander, CM

    1996-01-01

    Full Text Available optimization method C. M. Stander Division of Materials Science and Technology, CSIR, PO Box 395, Pretoria, Republic of South Africa Received 74 March 1996; accepted 24 June 1996 A method, based on Monte Carlo constrained... successful hit, i.e. when Liow < LMP,,, < Lhiph, and for all the properties, Pj?, < P, < Pi@?. If successful this hit falls within the ROA. Repeat steps 4 and 5 to find at least ten (or more) successful hits with values...

  18. A simple methodology for characterization of germanium coaxial detectors by using Monte Carlo simulation and evolutionary algorithms

    International Nuclear Information System (INIS)

    Guerra, J.G.; Rubiano, J.G.; Winter, G.; Guerra, A.G.; Alonso, H.; Arnedo, M.A.; Tejera, A.; Gil, J.M.; Rodríguez, R.; Martel, P.; Bolivar, J.P.

    2015-01-01

    The determination in a sample of the activity concentration of a specific radionuclide by gamma spectrometry needs to know the full energy peak efficiency (FEPE) for the energy of interest. The difficulties related to the experimental calibration make it advisable to have alternative methods for FEPE determination, such as the simulation of the transport of photons in the crystal by the Monte Carlo method, which requires an accurate knowledge of the characteristics and geometry of the detector. The characterization process is mainly carried out by Canberra Industries Inc. using proprietary techniques and methodologies developed by that company. It is a costly procedure (due to shipping and to the cost of the process itself) and for some research laboratories an alternative in situ procedure can be very useful. The main goal of this paper is to find an alternative to this costly characterization process, by establishing a method for optimizing the parameters of characterizing the detector, through a computational procedure which could be reproduced at a standard research lab. This method consists in the determination of the detector geometric parameters by using Monte Carlo simulation in parallel with an optimization process, based on evolutionary algorithms, starting from a set of reference FEPEs determined experimentally or computationally. The proposed method has proven to be effective and simple to implement. It provides a set of characterization parameters which it has been successfully validated for different source-detector geometries, and also for a wide range of environmental samples and certified materials. - Highlights: • A computational method for characterizing an HPGe spectrometer has been developed. • Detector characterized using as reference photopeak efficiencies obtained experimentally or by Monte Carlo calibration. • The characterization obtained has been validated for samples with different geometries and composition. • Good agreement

  19. Approximation of the Monte Carlo Sampling Method for Reliability Analysis of Structures

    Directory of Open Access Journals (Sweden)

    Mahdi Shadab Far

    2016-01-01

    Full Text Available Structural load types, on the one hand, and structural capacity to withstand these loads, on the other hand, are of a probabilistic nature as they cannot be calculated and presented in a fully deterministic way. As such, the past few decades have witnessed the development of numerous probabilistic approaches towards the analysis and design of structures. Among the conventional methods used to assess structural reliability, the Monte Carlo sampling method has proved to be very convenient and efficient. However, it does suffer from certain disadvantages, the biggest one being the requirement of a very large number of samples to handle small probabilities, leading to a high computational cost. In this paper, a simple algorithm was proposed to estimate low failure probabilities using a small number of samples in conjunction with the Monte Carlo method. This revised approach was then presented in a step-by-step flowchart, for the purpose of easy programming and implementation.

  20. A replica exchange Monte Carlo algorithm for protein folding in the HP model

    Directory of Open Access Journals (Sweden)

    Shmygelska Alena

    2007-09-01

    Full Text Available Abstract Background The ab initio protein folding problem consists of predicting protein tertiary structure from a given amino acid sequence by minimizing an energy function; it is one of the most important and challenging problems in biochemistry, molecular biology and biophysics. The ab initio protein folding problem is computationally challenging and has been shown to be NP MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacH8akY=wiFfYdH8Gipec8Eeeu0xXdbba9frFj0=OqFfea0dXdd9vqai=hGuQ8kuc9pgc9s8qqaq=dirpe0xb9q8qiLsFr0=vr0=vr0dc8meaabaqaciaacaGaaeqabaqabeGadaaakeaat0uy0HwzTfgDPnwy1egaryqtHrhAL1wy0L2yHvdaiqaacqWFneVtcqqGqbauaaa@3961@-hard even when conformations are restricted to a lattice. In this work, we implement and evaluate the replica exchange Monte Carlo (REMC method, which has already been applied very successfully to more complex protein models and other optimization problems with complex energy landscapes, in combination with the highly effective pull move neighbourhood in two widely studied Hydrophobic Polar (HP lattice models. Results We demonstrate that REMC is highly effective for solving instances of the square (2D and cubic (3D HP protein folding problem. When using the pull move neighbourhood, REMC outperforms current state-of-the-art algorithms for most benchmark instances. Additionally, we show that this new algorithm provides a larger ensemble of ground-state structures than the existing state-of-the-art methods. Furthermore, it scales well with sequence length, and it finds significantly better conformations on long biological sequences and sequences with a provably unique ground-state structure, which is believed to be a characteristic of real proteins. We also present evidence that our REMC algorithm can fold sequences which exhibit significant interaction between termini in the hydrophobic core relatively easily. Conclusion We demonstrate that REMC utilizing the pull move

  1. Kinetics of electron-positron pair plasmas using an adaptive Monte Carlo method

    International Nuclear Information System (INIS)

    Pilla, R.P.; Shaham, J.

    1997-01-01

    A new algorithm for implementing the adaptive Monte Carlo method is given. It is used to solve the Boltzmann equations that describe the time evolution of a nonequilibrium electron-positron pair plasma containing high-energy photons. These are coupled nonlinear integro-differential equations. The collision kernels for the photons as well as pairs are evaluated for Compton scattering, pair annihilation and creation, bremsstrahlung, and Coulomb collisions. They are given as multidimensional integrals which are valid for all energies. For an homogeneous and isotropic plasma with no particle escape, the equilibrium solution is expressed analytically in terms of the initial conditions. For two specific cases, for which the photon and the pair spectra are initially constant or have a power-law distribution within the given limits, the time evolution of the plasma is analyzed using the new method. The final spectra are found to be in a good agreement with the analytical solutions. The new algorithm is faster than the Monte Carlo scheme based on uniform sampling and more flexible than the numerical methods used in the past, which do not involve Monte Carlo sampling. It is also found to be very stable. Some astrophysical applications of this technique are discussed. copyright 1997 The American Astronomical Society

  2. The Linked Neighbour List (LNL) method for fast off-lattice Monte Carlo simulations of fluids

    Science.gov (United States)

    Mazzeo, M. D.; Ricci, M.; Zannoni, C.

    2010-03-01

    We present a new algorithm, called linked neighbour list (LNL), useful to substantially speed up off-lattice Monte Carlo simulations of fluids by avoiding the computation of the molecular energy before every attempted move. We introduce a few variants of the LNL method targeted to minimise memory footprint or augment memory coherence and cache utilisation. Additionally, we present a few algorithms which drastically accelerate neighbour finding. We test our methods on the simulation of a dense off-lattice Gay-Berne fluid subjected to periodic boundary conditions observing a speedup factor of about 2.5 with respect to a well-coded implementation based on a conventional link-cell. We provide several implementation details of the different key data structures and algorithms used in this work.

  3. Efficient kinetic Monte Carlo method for reaction-diffusion problems with spatially varying annihilation rates

    Science.gov (United States)

    Schwarz, Karsten; Rieger, Heiko

    2013-03-01

    We present an efficient Monte Carlo method to simulate reaction-diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like Green's function reaction dynamics and first-passage time methods, our algorithm avoids small diffusive hops by propagating sufficiently distant particles in large hops to the boundaries of protective domains. Since for spatially varying annihilation or transformation rates the single particle diffusion propagator is not known analytically, we present an algorithm that generates efficiently either particle displacements or annihilations with the correct statistics, as we prove rigorously. The numerical efficiency of the algorithm is demonstrated with an illustrative example.

  4. Dynamic connectivity algorithms for Monte Carlo simulations of the random-cluster model

    International Nuclear Information System (INIS)

    Elçi, Eren Metin; Weigel, Martin

    2014-01-01

    We review Sweeny's algorithm for Monte Carlo simulations of the random cluster model. Straightforward implementations suffer from the problem of computational critical slowing down, where the computational effort per edge operation scales with a power of the system size. By using a tailored dynamic connectivity algorithm we are able to perform all operations with a poly-logarithmic computational effort. This approach is shown to be efficient in keeping online connectivity information and is of use for a number of applications also beyond cluster-update simulations, for instance in monitoring droplet shape transitions. As the handling of the relevant data structures is non-trivial, we provide a Python module with a full implementation for future reference.

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

    Energy Technology Data Exchange (ETDEWEB)

    Vrbik, Jan [Department of Mathematics, Brock University, St. Catharines, Ontario L2S 3A1 (Canada); Ospadov, Egor; Rothstein, Stuart M., E-mail: srothstein@brocku.ca [Department of Physics, Brock University, St. Catharines, Ontario L2S 3A1 (Canada)

    2016-07-14

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

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

    International Nuclear Information System (INIS)

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

    2016-01-01

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

  7. Present status of transport code development based on Monte Carlo method

    International Nuclear Information System (INIS)

    Nakagawa, Masayuki

    1985-01-01

    The present status of development in Monte Carlo code is briefly reviewed. The main items are the followings; Application fields, Methods used in Monte Carlo code (geometry spectification, nuclear data, estimator and variance reduction technique) and unfinished works, Typical Monte Carlo codes and Merits of continuous energy Monte Carlo code. (author)

  8. Monte Carlo Methods in ICF (LIRPP Vol. 13)

    Science.gov (United States)

    Zimmerman, George B.

    2016-10-01

    Monte Carlo methods appropriate to simulate the transport of x-rays, neutrons, ions and electrons in Inertial Confinement Fusion targets are described and analyzed. The Implicit Monte Carlo method of x-ray transport handles symmetry within indirect drive ICF hohlraums well, but can be improved SOX in efficiency by angular biasing the x-rays towards the fuel capsule. Accurate simulation of thermonuclear burn and burn diagnostics involves detailed particle source spectra, charged particle ranges, inflight reaction kinematics, corrections for bulk and thermal Doppler effects and variance reduction to obtain adequate statistics for rare events. It is found that the effects of angular Coulomb scattering must be included in models of charged particle transport through heterogeneous materials.

  9. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung; Liang, Faming

    2009-01-01

    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

  10. Simulation of quantum systems by the tomography Monte Carlo method

    International Nuclear Information System (INIS)

    Bogdanov, Yu I

    2007-01-01

    A new method of statistical simulation of quantum systems is presented which is based on the generation of data by the Monte Carlo method and their purposeful tomography with the energy minimisation. The numerical solution of the problem is based on the optimisation of the target functional providing a compromise between the maximisation of the statistical likelihood function and the energy minimisation. The method does not involve complicated and ill-posed multidimensional computational procedures and can be used to calculate the wave functions and energies of the ground and excited stationary sates of complex quantum systems. The applications of the method are illustrated. (fifth seminar in memory of d.n. klyshko)

  11. Particle Communication and Domain Neighbor Coupling: Scalable Domain Decomposed Algorithms for Monte Carlo Particle Transport

    Energy Technology Data Exchange (ETDEWEB)

    O' Brien, M. J.; Brantley, P. S.

    2015-01-20

    In order to run Monte Carlo particle transport calculations on new supercomputers with hundreds of thousands or millions of processors, care must be taken to implement scalable algorithms. This means that the algorithms must continue to perform well as the processor count increases. In this paper, we examine the scalability of:(1) globally resolving the particle locations on the correct processor, (2) deciding that particle streaming communication has finished, and (3) efficiently coupling neighbor domains together with different replication levels. We have run domain decomposed Monte Carlo particle transport on up to 221 = 2,097,152 MPI processes on the IBM BG/Q Sequoia supercomputer and observed scalable results that agree with our theoretical predictions. These calculations were carefully constructed to have the same amount of work on every processor, i.e. the calculation is already load balanced. We also examine load imbalanced calculations where each domain’s replication level is proportional to its particle workload. In this case we show how to efficiently couple together adjacent domains to maintain within workgroup load balance and minimize memory usage.

  12. Physics and Algorithm Enhancements for a Validated MCNP/X Monte Carlo Simulation Tool, Phase VII

    International Nuclear Information System (INIS)

    McKinney, Gregg W.

    2012-01-01

    Currently the US lacks an end-to-end (i.e., source-to-detector) radiation transport simulation code with predictive capability for the broad range of DHS nuclear material detection applications. For example, gaps in the physics, along with inadequate analysis algorithms, make it difficult for Monte Carlo simulations to provide a comprehensive evaluation, design, and optimization of proposed interrogation systems. With the development and implementation of several key physics and algorithm enhancements, along with needed improvements in evaluated data and benchmark measurements, the MCNP/X Monte Carlo codes will provide designers, operators, and systems analysts with a validated tool for developing state-of-the-art active and passive detection systems. This project is currently in its seventh year (Phase VII). This presentation will review thirty enhancements that have been implemented in MCNPX over the last 3 years and were included in the 2011 release of version 2.7.0. These improvements include 12 physics enhancements, 4 source enhancements, 8 tally enhancements, and 6 other enhancements. Examples and results will be provided for each of these features. The presentation will also discuss the eight enhancements that will be migrated into MCNP6 over the upcoming year.

  13. Generation of triangulated random surfaces by means of the Monte Carlo method in the grand canonical ensemble

    International Nuclear Information System (INIS)

    Zmushko, V.V.; Migdal, A.A.

    1987-01-01

    A model of triangulated random surfaces which is the discrete analogue of the Polyakov string is considered in the work. An algorithm is proposed which enables one to study the model by means of the Monte Carlo method in the grand canonical ensemble. Preliminary results are presented on the evaluation of the critical index γ

  14. POWER ANALYSIS FOR COMPLEX MEDIATIONAL DESIGNS USING MONTE CARLO METHODS

    OpenAIRE

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

    2010-01-01

    Applied researchers often include mediation effects in applications of advanced methods such as latent variable models and linear growth curve models. Guidance on how to estimate statistical power to detect mediation for these models has not yet been addressed in the literature. We describe a general framework for power analyses for complex mediational models. The approach is based on the well known technique of generating a large number of samples in a Monte Carlo study, and estimating power...

  15. Optimal Spatial Subdivision method for improving geometry navigation performance in Monte Carlo particle transport simulation

    International Nuclear Information System (INIS)

    Chen, Zhenping; Song, Jing; Zheng, Huaqing; Wu, Bin; Hu, Liqin

    2015-01-01

    Highlights: • The subdivision combines both advantages of uniform and non-uniform schemes. • The grid models were proved to be more efficient than traditional CSG models. • Monte Carlo simulation performance was enhanced by Optimal Spatial Subdivision. • Efficiency gains were obtained for realistic whole reactor core models. - Abstract: Geometry navigation is one of the key aspects of dominating Monte Carlo particle transport simulation performance for large-scale whole reactor models. In such cases, spatial subdivision is an easily-established and high-potential method to improve the run-time performance. In this study, a dedicated method, named Optimal Spatial Subdivision, is proposed for generating numerically optimal spatial grid models, which are demonstrated to be more efficient for geometry navigation than traditional Constructive Solid Geometry (CSG) models. The method uses a recursive subdivision algorithm to subdivide a CSG model into non-overlapping grids, which are labeled as totally or partially occupied, or not occupied at all, by CSG objects. The most important point is that, at each stage of subdivision, a conception of quality factor based on a cost estimation function is derived to evaluate the qualities of the subdivision schemes. Only the scheme with optimal quality factor will be chosen as the final subdivision strategy for generating the grid model. Eventually, the model built with the optimal quality factor will be efficient for Monte Carlo particle transport simulation. The method has been implemented and integrated into the Super Monte Carlo program SuperMC developed by FDS Team. Testing cases were used to highlight the performance gains that could be achieved. Results showed that Monte Carlo simulation runtime could be reduced significantly when using the new method, even as cases reached whole reactor core model sizes

  16. Comparison of deterministic and Monte Carlo methods in shielding design.

    Science.gov (United States)

    Oliveira, A D; Oliveira, C

    2005-01-01

    In shielding calculation, deterministic methods have some advantages and also some disadvantages relative to other kind of codes, such as Monte Carlo. The main advantage is the short computer time needed to find solutions while the disadvantages are related to the often-used build-up factor that is extrapolated from high to low energies or with unknown geometrical conditions, which can lead to significant errors in shielding results. The aim of this work is to investigate how good are some deterministic methods to calculating low-energy shielding, using attenuation coefficients and build-up factor corrections. Commercial software MicroShield 5.05 has been used as the deterministic code while MCNP has been used as the Monte Carlo code. Point and cylindrical sources with slab shield have been defined allowing comparison between the capability of both Monte Carlo and deterministic methods in a day-by-day shielding calculation using sensitivity analysis of significant parameters, such as energy and geometrical conditions.

  17. Comparison of deterministic and Monte Carlo methods in shielding design

    International Nuclear Information System (INIS)

    Oliveira, A. D.; Oliveira, C.

    2005-01-01

    In shielding calculation, deterministic methods have some advantages and also some disadvantages relative to other kind of codes, such as Monte Carlo. The main advantage is the short computer time needed to find solutions while the disadvantages are related to the often-used build-up factor that is extrapolated from high to low energies or with unknown geometrical conditions, which can lead to significant errors in shielding results. The aim of this work is to investigate how good are some deterministic methods to calculating low-energy shielding, using attenuation coefficients and build-up factor corrections. Commercial software MicroShield 5.05 has been used as the deterministic code while MCNP has been used as the Monte Carlo code. Point and cylindrical sources with slab shield have been defined allowing comparison between the capability of both Monte Carlo and deterministic methods in a day-by-day shielding calculation using sensitivity analysis of significant parameters, such as energy and geometrical conditions. (authors)

  18. Monte Carlo methods for medical physics a practical introduction

    CERN Document Server

    Schuemann, Jan; Paganetti, Harald

    2018-01-01

    The Monte Carlo (MC) method, established as the gold standard to predict results of physical processes, is now fast becoming a routine clinical tool for applications that range from quality control to treatment verification. This book provides a basic understanding of the fundamental principles and limitations of the MC method in the interpretation and validation of results for various scenarios. It shows how user-friendly and speed optimized MC codes can achieve online image processing or dose calculations in a clinical setting. It introduces this essential method with emphasis on applications in hardware design and testing, radiological imaging, radiation therapy, and radiobiology.

  19. Novel extrapolation method in the Monte Carlo shell model

    International Nuclear Information System (INIS)

    Shimizu, Noritaka; Abe, Takashi; Utsuno, Yutaka; Mizusaki, Takahiro; Otsuka, Takaharu; Honma, Michio

    2010-01-01

    We propose an extrapolation method utilizing energy variance in the Monte Carlo shell model to estimate the energy eigenvalue and observables accurately. We derive a formula for the energy variance with deformed Slater determinants, which enables us to calculate the energy variance efficiently. The feasibility of the method is demonstrated for the full pf-shell calculation of 56 Ni, and the applicability of the method to a system beyond the current limit of exact diagonalization is shown for the pf+g 9/2 -shell calculation of 64 Ge.

  20. Monte Carlo method to characterize radioactive waste drums

    International Nuclear Information System (INIS)

    Lima, Josenilson B.; Dellamano, Jose C.; Potiens Junior, Ademar J.

    2013-01-01

    Non-destructive methods for radioactive waste drums characterization have being developed in the Waste Management Department (GRR) at Nuclear and Energy Research Institute IPEN. This study was conducted as part of the radioactive wastes characterization program in order to meet specifications and acceptance criteria for final disposal imposed by regulatory control by gamma spectrometry. One of the main difficulties in the detectors calibration process is to obtain the counting efficiencies that can be solved by the use of mathematical techniques. The aim of this work was to develop a methodology to characterize drums using gamma spectrometry and Monte Carlo method. Monte Carlo is a widely used mathematical technique, which simulates the radiation transport in the medium, thus obtaining the efficiencies calibration of the detector. The equipment used in this work is a heavily shielded Hyperpure Germanium (HPGe) detector coupled with an electronic setup composed of high voltage source, amplifier and multiport multichannel analyzer and MCNP software for Monte Carlo simulation. The developing of this methodology will allow the characterization of solid radioactive wastes packed in drums and stored at GRR. (author)

  1. Evaluating the calculation accuracy of AAA algorithm for the situation with small fields in bone by monte carlo

    International Nuclear Information System (INIS)

    Zhang Yanqiu; Qiu Xiaoping; Yang Zhen; Lu Zhiping

    2011-01-01

    In order to evaluate the calculation accuracy of Anisotropic Analytical Algorithm (AAA) for the situation with small fields in a water-bone phantom using Monte Carlo simulation as benchmarks. A water phantom with a bone slab was built,in which the depth dose (DD) and off-axis ratio (OAR) for field 2 cm x 2 cm to field 8 cm x 8 cm were calculated by AAA algorithms, PBC algorithms (as comparison), and Monte Carlo (MC) simulation. The evaluation of algorithms by MC simulation was achieved by the comparisons of DD and the 1 dimension gamma analysis of OAR. It was shown that both of AAA algorithm and PBC algorithm overestimated the DD in bone region, and the dose differences ranged from 2.16%-2.7%, 1.4%-2.03%, respectively. AAA algorithm and PBC algorithm underestimated the DD in back of bone region, and the dose differences ranged from -0.39% - -1.19%, -0.13% - -0.4%, respectively. AAA algorithm and PBC algorithm overestimated the dose of field inner edge and field outer edge,respectively. One dimension gamma analysis indicated that AAA algorithm and PBC algorithm gamma pass rate was 100%, 100%, 100%, 86%, 100%, 100%, 72%, 64%, respectively. In bone medium,the dose calculated by AAA was slightly higher than MC simulation, the calculation accuracy was not evidently higher than PBC. (authors)

  2. Comparison of Monte Carlo method and deterministic method for neutron transport calculation

    International Nuclear Information System (INIS)

    Mori, Takamasa; Nakagawa, Masayuki

    1987-01-01

    The report outlines major features of the Monte Carlo method by citing various applications of the method and techniques used for Monte Carlo codes. Major areas of its application include analysis of measurements on fast critical assemblies, nuclear fusion reactor neutronics analysis, criticality safety analysis, evaluation by VIM code, and calculation for shielding. Major techniques used for Monte Carlo codes include the random walk method, geometric expression method (combinatorial geometry, 1, 2, 4-th degree surface and lattice geometry), nuclear data expression, evaluation method (track length, collision, analog (absorption), surface crossing, point), and dispersion reduction (Russian roulette, splitting, exponential transform, importance sampling, corrected sampling). Major features of the Monte Carlo method are as follows: 1) neutron source distribution and systems of complex geometry can be simulated accurately, 2) physical quantities such as neutron flux in a place, on a surface or at a point can be evaluated, and 3) calculation requires less time. (Nogami, K.)

  3. Monte Carlo methods in electron transport problems. Pt. 1

    International Nuclear Information System (INIS)

    Cleri, F.

    1989-01-01

    The condensed-history Monte Carlo method for charged particles transport is reviewed and discussed starting from a general form of the Boltzmann equation (Part I). The physics of the electronic interactions, together with some pedagogic example will be introduced in the part II. The lecture is directed to potential users of the method, for which it can be a useful introduction to the subject matter, and wants to establish the basis of the work on the computer code RECORD, which is at present in a developing stage

  4. Reliability analysis of neutron transport simulation using Monte Carlo method

    International Nuclear Information System (INIS)

    Souza, Bismarck A. de; Borges, Jose C.

    1995-01-01

    This work presents a statistical and reliability analysis covering data obtained by computer simulation of neutron transport process, using the Monte Carlo method. A general description of the method and its applications is presented. Several simulations, corresponding to slowing down and shielding problems have been accomplished. The influence of the physical dimensions of the materials and of the sample size on the reliability level of results was investigated. The objective was to optimize the sample size, in order to obtain reliable results, optimizing computation time. (author). 5 refs, 8 figs

  5. Applications to shielding design and others of monte carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Ito, Daiichiro [Mitsui Engineering and Shipbuiding Co., Ltd., Tokyo (Japan)

    2001-01-01

    One-dimensional or two-dimensional Sn computer code (ANISN, DOT3.5, etc.) and a point attenuation kernel integral code (QAD, etc.) have been used widely for shielding design. Application examples of monte carlo method which could follow precisely the three-dimensional configuration of shielding structure are shown as follow: (1) CASTER cask has a complex structure which consists of a large number of fuel baskets (stainless steel), neutron moderators (polyethylene rods), the body (cast iron), and cooling fin. The R-{theta} model of Sn code DOT3.5 cannot follow closely the complex form of polyethylene rods and fuel baskets. A monte carlo code MORSE is used to ascertain the calculation results of DOT3.5. The discrepancy between the calculation results of DOT3.5 and MORSE was in 10% for dose rate at distance of 1 m from the cask surface. (2) The dose rates of an iron cell at 10 cm above the floor are calculated by the code QAD and the MORSE. The reflected components of gamma ray caused by the auxiliary floor shield (lead) are analyzed by the MORSE. (3) A monte carlo code MCNP4A is used for skyshine evaluation of spent fuel carrier ship 'ROKUEIMARU'. The direct and skyshine components of gamma ray and neutron flux are estimated at each center of engine room and wheel house. The skyshine dose rate of neutron flux is 5-15 times larger than the gamma ray. (M. Suetake)

  6. Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of Itô Stochastic Differential Equations

    KAUST Repository

    Rached, Nadhir B.

    2014-01-06

    A new hybrid adaptive MC forward Euler algorithm for SDEs with singular coefficients and non-smooth observables is developed. This adaptive method is based on the derivation of a new error expansion with computable leading order terms. When a non-smooth binary payoff is considered, the new adaptive method achieves the same complexity as the uniform discretization with smooth problems. Moreover, the new developed algorithm is extended to the multilevel Monte Carlo (MLMC) forward Euler setting which reduces the complexity from O(TOL-3) to O(TOL-2(log(TOL))2). For the binary option case, it recovers the standard multilevel computational cost O(TOL-2(log(TOL))2). When considering a higher order Milstein scheme, a similar complexity result was obtained by Giles using the uniform time stepping for one dimensional SDEs, see [2]. The difficulty to extend Giles’ Milstein MLMC method to the multidimensional case is an argument for the flexibility of our new constructed adaptive MLMC forward Euler method which can be easily adapted to this setting. Similarly, the expected complexity O(TOL-2(log(TOL))2) is reached for the multidimensional case and verified numerically.

  7. Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of Itô Stochastic Differential Equations

    KAUST Repository

    Rached, Nadhir B.; Hoel, Haakon; Tempone, Raul

    2014-01-01

    A new hybrid adaptive MC forward Euler algorithm for SDEs with singular coefficients and non-smooth observables is developed. This adaptive method is based on the derivation of a new error expansion with computable leading order terms. When a non-smooth binary payoff is considered, the new adaptive method achieves the same complexity as the uniform discretization with smooth problems. Moreover, the new developed algorithm is extended to the multilevel Monte Carlo (MLMC) forward Euler setting which reduces the complexity from O(TOL-3) to O(TOL-2(log(TOL))2). For the binary option case, it recovers the standard multilevel computational cost O(TOL-2(log(TOL))2). When considering a higher order Milstein scheme, a similar complexity result was obtained by Giles using the uniform time stepping for one dimensional SDEs, see [2]. The difficulty to extend Giles’ Milstein MLMC method to the multidimensional case is an argument for the flexibility of our new constructed adaptive MLMC forward Euler method which can be easily adapted to this setting. Similarly, the expected complexity O(TOL-2(log(TOL))2) is reached for the multidimensional case and verified numerically.

  8. Studying stellar binary systems with the Laser Interferometer Space Antenna using delayed rejection Markov chain Monte Carlo methods

    International Nuclear Information System (INIS)

    Trias, Miquel; Vecchio, Alberto; Veitch, John

    2009-01-01

    Bayesian analysis of Laser Interferometer Space Antenna (LISA) data sets based on Markov chain Monte Carlo methods has been shown to be a challenging problem, in part due to the complicated structure of the likelihood function consisting of several isolated local maxima that dramatically reduces the efficiency of the sampling techniques. Here we introduce a new fully Markovian algorithm, a delayed rejection Metropolis-Hastings Markov chain Monte Carlo method, to efficiently explore these kind of structures and we demonstrate its performance on selected LISA data sets containing a known number of stellar-mass binary signals embedded in Gaussian stationary noise.

  9. Potential-Decomposition Strategy in Markov Chain Monte Carlo Sampling Algorithms

    International Nuclear Information System (INIS)

    Shangguan Danhua; Bao Jingdong

    2010-01-01

    We introduce the potential-decomposition strategy (PDS), which can he used in Markov chain Monte Carlo sampling algorithms. PDS can be designed to make particles move in a modified potential that favors diffusion in phase space, then, by rejecting some trial samples, the target distributions can be sampled in an unbiased manner. Furthermore, if the accepted trial samples are insufficient, they can be recycled as initial states to form more unbiased samples. This strategy can greatly improve efficiency when the original potential has multiple metastable states separated by large barriers. We apply PDS to the 2d Ising model and a double-well potential model with a large barrier, demonstrating in these two representative examples that convergence is accelerated by orders of magnitude.

  10. Multiobjective spare part allocation by means of genetic algorithms and Monte Carlo simulation

    International Nuclear Information System (INIS)

    Marseguerra, Marzio; Zio, Enrico; Podofillini, Luca

    2005-01-01

    The management of spare parts is a major concern for several industrial organizations, due to the significant amount of resources invested every year for holding spares inventories. In this paper, we explore the possibility of using genetic algorithms for the task of optimizing the number of spare parts required by a multi-component system. To address the question of how many spares should be kept in inventory for each component kind, the analyst is required to define objective functions with respect to which the optimization is sought. In our work we will look at multiple objectives such as, for example, the maximization of system revenues and the minimization of the total spares volume. The modeling of the system failure, repair and replacement stochastic processes is done by means of Monte Carlo simulation, whose flexibility allows a closer adherence to reality

  11. Simulation of dose deposition in stereotactic synchrotron radiation therapy: a fast approach combining Monte Carlo and deterministic algorithms

    Energy Technology Data Exchange (ETDEWEB)

    Smekens, F; Freud, N; Letang, J M; Babot, D [CNDRI (Nondestructive Testing using Ionizing Radiations) Laboratory, INSA-Lyon, 69621 Villeurbanne Cedex (France); Adam, J-F; Elleaume, H; Esteve, F [INSERM U-836, Equipe 6 ' Rayonnement Synchrotron et Recherche Medicale' , Institut des Neurosciences de Grenoble (France); Ferrero, C; Bravin, A [European Synchrotron Radiation Facility, Grenoble (France)], E-mail: francois.smekens@insa-lyon.fr

    2009-08-07

    A hybrid approach, combining deterministic and Monte Carlo (MC) calculations, is proposed to compute the distribution of dose deposited during stereotactic synchrotron radiation therapy treatment. The proposed approach divides the computation into two parts: (i) the dose deposited by primary radiation (coming directly from the incident x-ray beam) is calculated in a deterministic way using ray casting techniques and energy-absorption coefficient tables and (ii) the dose deposited by secondary radiation (Rayleigh and Compton scattering, fluorescence) is computed using a hybrid algorithm combining MC and deterministic calculations. In the MC part, a small number of particle histories are simulated. Every time a scattering or fluorescence event takes place, a splitting mechanism is applied, so that multiple secondary photons are generated with a reduced weight. The secondary events are further processed in a deterministic way, using ray casting techniques. The whole simulation, carried out within the framework of the Monte Carlo code Geant4, is shown to converge towards the same results as the full MC simulation. The speed of convergence is found to depend notably on the splitting multiplicity, which can easily be optimized. To assess the performance of the proposed algorithm, we compare it to state-of-the-art MC simulations, accelerated by the track length estimator technique (TLE), considering a clinically realistic test case. It is found that the hybrid approach is significantly faster than the MC/TLE method. The gain in speed in a test case was about 25 for a constant precision. Therefore, this method appears to be suitable for treatment planning applications.

  12. A simple eigenfunction convergence acceleration method for Monte Carlo

    International Nuclear Information System (INIS)

    Booth, Thomas E.

    2011-01-01

    Monte Carlo transport codes typically use a power iteration method to obtain the fundamental eigenfunction. The standard convergence rate for the power iteration method is the ratio of the first two eigenvalues, that is, k_2/k_1. Modifications to the power method have accelerated the convergence by explicitly calculating the subdominant eigenfunctions as well as the fundamental. Calculating the subdominant eigenfunctions requires using particles of negative and positive weights and appropriately canceling the negative and positive weight particles. Incorporating both negative weights and a ± weight cancellation requires a significant change to current transport codes. This paper presents an alternative convergence acceleration method that does not require modifying the transport codes to deal with the problems associated with tracking and cancelling particles of ± weights. Instead, only positive weights are used in the acceleration method. (author)

  13. An algorithm for three-dimensional Monte-Carlo simulation of charge distribution at biofunctionalized surfaces

    KAUST Repository

    Bulyha, Alena

    2011-01-01

    In this work, a Monte-Carlo algorithm in the constant-voltage ensemble for the calculation of 3d charge concentrations at charged surfaces functionalized with biomolecules is presented. The motivation for this work is the theoretical understanding of biofunctionalized surfaces in nanowire field-effect biosensors (BioFETs). This work provides the simulation capability for the boundary layer that is crucial in the detection mechanism of these sensors; slight changes in the charge concentration in the boundary layer upon binding of analyte molecules modulate the conductance of nanowire transducers. The simulation of biofunctionalized surfaces poses special requirements on the Monte-Carlo simulations and these are addressed by the algorithm. The constant-voltage ensemble enables us to include the right boundary conditions; the dna strands can be rotated with respect to the surface; and several molecules can be placed in a single simulation box to achieve good statistics in the case of low ionic concentrations relevant in experiments. Simulation results are presented for the leading example of surfaces functionalized with pna and with single- and double-stranded dna in a sodium-chloride electrolyte. These quantitative results make it possible to quantify the screening of the biomolecule charge due to the counter-ions around the biomolecules and the electrical double layer. The resulting concentration profiles show a three-layer structure and non-trivial interactions between the electric double layer and the counter-ions. The numerical results are also important as a reference for the development of simpler screening models. © 2011 The Royal Society of Chemistry.

  14. A new Monte Carlo method for neutron noise calculations in the frequency domain

    International Nuclear Information System (INIS)

    Rouchon, Amélie; Zoia, Andrea; Sanchez, Richard

    2017-01-01

    Neutron noise equations, which are obtained by assuming small perturbations of macroscopic cross sections around a steady-state neutron field and by subsequently taking the Fourier transform in the frequency domain, have been usually solved by analytical techniques or by resorting to diffusion theory. A stochastic approach has been recently proposed in the literature by using particles with complex-valued weights and by applying a weight cancellation technique. We develop a new Monte Carlo algorithm that solves the transport neutron noise equations in the frequency domain. The stochastic method presented here relies on a modified collision operator and does not need any weight cancellation technique. In this paper, both Monte Carlo methods are compared with deterministic methods (diffusion in a slab geometry and transport in a simplified rod model) for several noise frequencies and for isotropic and anisotropic noise sources. Our stochastic method shows better performances in the frequency region of interest and is easier to implement because it relies upon the conventional algorithm for fixed-source problems.

  15. Analysis of communication costs for domain decomposed Monte Carlo methods in nuclear reactor analysis

    International Nuclear Information System (INIS)

    Siegel, A.; Smith, K.; Fischer, P.; Mahadevan, V.

    2012-01-01

    A domain decomposed Monte Carlo communication kernel is used to carry out performance tests to establish the feasibility of using Monte Carlo techniques for practical Light Water Reactor (LWR) core analyses. The results of the prototype code are interpreted in the context of simplified performance models which elucidate key scaling regimes of the parallel algorithm.

  16. Evaluation of an electron Monte Carlo dose calculation algorithm for treatment planning.

    Science.gov (United States)

    Chamberland, Eve; Beaulieu, Luc; Lachance, Bernard

    2015-05-08

    The purpose of this study is to evaluate the accuracy of the electron Monte Carlo (eMC) dose calculation algorithm included in a commercial treatment planning system and compare its performance against an electron pencil beam algorithm. Several tests were performed to explore the system's behavior in simple geometries and in configurations encountered in clinical practice. The first series of tests were executed in a homogeneous water phantom, where experimental measurements and eMC-calculated dose distributions were compared for various combinations of energy and applicator. More specifically, we compared beam profiles and depth-dose curves at different source-to-surface distances (SSDs) and gantry angles, by using dose difference and distance to agreement. Also, we compared output factors, we studied the effects of algorithm input parameters, which are the random number generator seed, as well as the calculation grid size, and we performed a calculation time evaluation. Three different inhomogeneous solid phantoms were built, using high- and low-density materials inserts, to clinically simulate relevant heterogeneity conditions: a small air cylinder within a homogeneous phantom, a lung phantom, and a chest wall phantom. We also used an anthropomorphic phantom to perform comparison of eMC calculations to measurements. Finally, we proceeded with an evaluation of the eMC algorithm on a clinical case of nose cancer. In all mentioned cases, measurements, carried out by means of XV-2 films, radiographic films or EBT2 Gafchromic films. were used to compare eMC calculations with dose distributions obtained from an electron pencil beam algorithm. eMC calculations in the water phantom were accurate. Discrepancies for depth-dose curves and beam profiles were under 2.5% and 2 mm. Dose calculations with eMC for the small air cylinder and the lung phantom agreed within 2% and 4%, respectively. eMC calculations for the chest wall phantom and the anthropomorphic phantom also

  17. Optimization of sequential decisions by least squares Monte Carlo method

    DEFF Research Database (Denmark)

    Nishijima, Kazuyoshi; Anders, Annett

    change adaptation measures, and evacuation of people and assets in the face of an emerging natural hazard event. Focusing on the last example, an efficient solution scheme is proposed by Anders and Nishijima (2011). The proposed solution scheme takes basis in the least squares Monte Carlo method, which...... is proposed by Longstaff and Schwartz (2001) for pricing of American options. The present paper formulates the decision problem in a more general manner and explains how the solution scheme proposed by Anders and Nishijima (2011) is implemented for the optimization of the formulated decision problem...

  18. Ant colony algorithm implementation in electron and photon Monte Carlo transport: Application to the commissioning of radiosurgery photon beams

    Energy Technology Data Exchange (ETDEWEB)

    Garcia-Pareja, S.; Galan, P.; Manzano, F.; Brualla, L.; Lallena, A. M. [Servicio de Radiofisica Hospitalaria, Hospital Regional Universitario ' ' Carlos Haya' ' , Avda. Carlos Haya s/n, E-29010 Malaga (Spain); Unidad de Radiofisica Hospitalaria, Hospital Xanit Internacional, Avda. de los Argonautas s/n, E-29630 Benalmadena (Malaga) (Spain); NCTeam, Strahlenklinik, Universitaetsklinikum Essen, Hufelandstr. 55, D-45122 Essen (Germany); Departamento de Fisica Atomica, Molecular y Nuclear, Universidad de Granada, E-18071 Granada (Spain)

    2010-07-15

    Purpose: In this work, the authors describe an approach which has been developed to drive the application of different variance-reduction techniques to the Monte Carlo simulation of photon and electron transport in clinical accelerators. Methods: The new approach considers the following techniques: Russian roulette, splitting, a modified version of the directional bremsstrahlung splitting, and the azimuthal particle redistribution. Their application is controlled by an ant colony algorithm based on an importance map. Results: The procedure has been applied to radiosurgery beams. Specifically, the authors have calculated depth-dose profiles, off-axis ratios, and output factors, quantities usually considered in the commissioning of these beams. The agreement between Monte Carlo results and the corresponding measurements is within {approx}3%/0.3 mm for the central axis percentage depth dose and the dose profiles. The importance map generated in the calculation can be used to discuss simulation details in the different parts of the geometry in a simple way. The simulation CPU times are comparable to those needed within other approaches common in this field. Conclusions: The new approach is competitive with those previously used in this kind of problems (PSF generation or source models) and has some practical advantages that make it to be a good tool to simulate the radiation transport in problems where the quantities of interest are difficult to obtain because of low statistics.

  19. Ant colony algorithm implementation in electron and photon Monte Carlo transport: Application to the commissioning of radiosurgery photon beams

    International Nuclear Information System (INIS)

    Garcia-Pareja, S.; Galan, P.; Manzano, F.; Brualla, L.; Lallena, A. M.

    2010-01-01

    Purpose: In this work, the authors describe an approach which has been developed to drive the application of different variance-reduction techniques to the Monte Carlo simulation of photon and electron transport in clinical accelerators. Methods: The new approach considers the following techniques: Russian roulette, splitting, a modified version of the directional bremsstrahlung splitting, and the azimuthal particle redistribution. Their application is controlled by an ant colony algorithm based on an importance map. Results: The procedure has been applied to radiosurgery beams. Specifically, the authors have calculated depth-dose profiles, off-axis ratios, and output factors, quantities usually considered in the commissioning of these beams. The agreement between Monte Carlo results and the corresponding measurements is within ∼3%/0.3 mm for the central axis percentage depth dose and the dose profiles. The importance map generated in the calculation can be used to discuss simulation details in the different parts of the geometry in a simple way. The simulation CPU times are comparable to those needed within other approaches common in this field. Conclusions: The new approach is competitive with those previously used in this kind of problems (PSF generation or source models) and has some practical advantages that make it to be a good tool to simulate the radiation transport in problems where the quantities of interest are difficult to obtain because of low statistics.

  20. SU-E-T-405: Evaluation of the Raystation Electron Monte Carlo Algorithm for Varian Linear Accelerators

    Energy Technology Data Exchange (ETDEWEB)

    Sansourekidou, P; Allen, C [Health Quest, Poughkeepsie, NY (United States)

    2015-06-15

    Purpose: To evaluate the Raystation v4.51 Electron Monte Carlo algorithm for Varian Trilogy, IX and 2100 series linear accelerators and commission for clinical use. Methods: Seventy two water and forty air scans were acquired with a water tank in the form of profiles and depth doses, as requested by vendor. Data was imported into Rayphysics beam modeling module. Energy spectrum was modeled using seven parameters. Contamination photons were modeled using five parameters. Source phase space was modeled using six parameters. Calculations were performed in clinical version 4.51 and percent depth dose curves and profiles were extracted to be compared to water tank measurements. Sensitivity tests were performed for all parameters. Grid size and particle histories were evaluated per energy for statistical uncertainty performance. Results: Model accuracy for air profiles is poor in the shoulder and penumbra region. However, model accuracy for water scans is acceptable. All energies and cones are within 2%/2mm for 90% of the points evaluated. Source phase space parameters have a cumulative effect. To achieve distributions with satisfactory smoothness level a 0.1cm grid and 3,000,000 particle histories were used for commissioning calculations. Calculation time was approximately 3 hours per energy. Conclusion: Raystation electron Monte Carlo is acceptable for clinical use for the Varian accelerators listed. Results are inferior to Elekta Electron Monte Carlo modeling. Known issues were reported to Raysearch and will be resolved in upcoming releases. Auto-modeling is limited to open cone depth dose curves and needs expansion.

  1. 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.

  2. Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of Itô Stochastic Differential Equations

    KAUST Repository

    Rached, Nadhir B.

    2013-12-01

    The Monte Carlo forward Euler method with uniform time stepping is the standard technique to compute an approximation of the expected payoff of a solution of an Itô SDE. For a given accuracy requirement TOL, the complexity of this technique for well behaved problems, that is the amount of computational work to solve the problem, is O(TOL-3). A new hybrid adaptive Monte Carlo forward Euler algorithm for SDEs with non-smooth coefficients and low regular observables is developed in this thesis. This adaptive method is based on the derivation of a new error expansion with computable leading-order terms. The basic idea of the new expansion is the use of a mixture of prior information to determine the weight functions and posterior information to compute the local error. In a number of numerical examples the superior efficiency of the hybrid adaptive algorithm over the standard uniform time stepping technique is verified. When a non-smooth binary payoff with either GBM or drift singularity type of SDEs is considered, the new adaptive method achieves the same complexity as the uniform discretization with smooth problems. Moreover, the new developed algorithm is extended to the MLMC forward Euler setting which reduces the complexity from O(TOL-3) to O(TOL-2(log(TOL))2). For the binary option case with the same type of Itô SDEs, the hybrid adaptive MLMC forward Euler recovers the standard multilevel computational cost O(TOL-2(log(TOL))2). When considering a higher order Milstein scheme, a similar complexity result was obtained by Giles using the uniform time stepping for one dimensional SDEs. The difficulty to extend Giles\\' Milstein MLMC method to the multidimensional case is an argument for the flexibility of our new constructed adaptive MLMC forward Euler method which can be easily adapted to this setting. Similarly, the expected complexity O(TOL-2(log(TOL))2) is reached for the multidimensional case and verified numerically.

  3. Research on Monte Carlo simulation method of industry CT system

    International Nuclear Information System (INIS)

    Li Junli; Zeng Zhi; Qui Rui; Wu Zhen; Li Chunyan

    2010-01-01

    There are a series of radiation physical problems in the design and production of industry CT system (ICTS), including limit quality index analysis; the effect of scattering, efficiency of detectors and crosstalk to the system. Usually the Monte Carlo (MC) Method is applied to resolve these problems. Most of them are of little probability, so direct simulation is very difficult, and existing MC methods and programs can't meet the needs. To resolve these difficulties, particle flux point auto-important sampling (PFPAIS) is given on the basis of auto-important sampling. Then, on the basis of PFPAIS, a particular ICTS simulation method: MCCT is realized. Compared with existing MC methods, MCCT is proved to be able to simulate the ICTS more exactly and effectively. Furthermore, the effects of all kinds of disturbances of ICTS are simulated and analyzed by MCCT. To some extent, MCCT can guide the research of the radiation physical problems in ICTS. (author)

  4. 'Odontologic dosimetric card' experiments and simulations using Monte Carlo methods

    International Nuclear Information System (INIS)

    Menezes, C.J.M.; Lima, R. de A.; Peixoto, J.E.; Vieira, J.W.

    2008-01-01

    The techniques for data processing, combined with the development of fast and more powerful computers, makes the Monte Carlo methods one of the most widely used tools in the radiation transport simulation. For applications in diagnostic radiology, this method generally uses anthropomorphic phantoms to evaluate the absorbed dose to patients during exposure. In this paper, some Monte Carlo techniques were used to simulation of a testing device designed for intra-oral X-ray equipment performance evaluation called Odontologic Dosimetric Card (CDO of 'Cartao Dosimetrico Odontologico' in Portuguese) for different thermoluminescent detectors. This paper used two computational models of exposition RXD/EGS4 and CDO/EGS4. In the first model, the simulation results are compared with experimental data obtained in the similar conditions. The second model, it presents the same characteristics of the testing device studied (CDO). For the irradiations, the X-ray spectra were generated by the IPEM report number 78, spectrum processor. The attenuated spectrum was obtained for IEC 61267 qualities and various additional filters for a Pantak 320 X-ray industrial equipment. The results obtained for the study of the copper filters used in the determination of the kVp were compared with experimental data, validating the model proposed for the characterization of the CDO. The results shower of the CDO will be utilized in quality assurance programs in order to guarantee that the equipment fulfill the requirements of the Norm SVS No. 453/98 MS (Brazil) 'Directives of Radiation Protection in Medical and Dental Radiodiagnostic'. We conclude that the EGS4 is a suitable code Monte Carlo to simulate thermoluminescent dosimeters and experimental procedures employed in the routine of the quality control laboratory in diagnostic radiology. (author)

  5. Superficial dose distribution in breast for tangential radiation treatment, Monte Carlo evaluation of Eclipse algorithms in case of phantom and patient geometries

    International Nuclear Information System (INIS)

    Chakarova, Roumiana; Gustafsson, Magnus; Bäck, Anna; Drugge, Ninni; Palm, Åsa; Lindberg, Andreas; Berglund, Mattias

    2012-01-01

    Purpose: The aim of this study is to examine experimentally and by the Monte Carlo method the accuracy of the Eclipse Pencil Beam Convolution (PBC) and Analytical Anisotropic Algorithm (AAA) algorithms in the superficial region (0–2 cm) of the breast for tangential photon beams in a phantom case as well as in a number of patient geometries. The aim is also to identify differences in how the patient computer tomography data are handled by the treatment planning system and in the Monte Carlo simulations in order to reduce influences of these effects on the evaluation. Materials and methods: Measurements by thermoluminescent dosimeters and gafchromic film are performed for six MV tangential irradiation of the cylindrical solid water phantom. Tangential treatment of seven patients is investigated considering open beams. Dose distributions are obtained by the Eclipse PBC and AAA algorithms. Monte Carlo calculations are carried out by BEAMnrc/DOSXYZnrc code package. Calculations are performed with a calculation grid of 1.25 × 1.25 × 5 mm 3 for PBC and 2 × 2 × 5 mm 3 for AAA and Monte Carlo, respectively. Dose comparison is performed in both dose and spatial domains by the normalized dose difference method. Results: Experimental profiles from the surface toward the geometrical center of the cylindrical phantom are obtained at the beam entrance and exit as well as laterally. Full dose is received beyond 2 mm in the lateral superficial region and beyond 7 mm at the beam entrance. Good agreement between experimental, Monte Carlo and AAA data is obtained, whereas PBC is seen to underestimate the entrance dose the first 3–4 mm and the lateral dose by more than 5% up to 8 mm depth. In the patient cases considered, AAA and Monte Carlo show agreement within 3% dose and 4 mm spatial tolerance. PBC systematically underestimates the dose at the breast apex. The dimensions of region out of tolerance vary with the local breast shape. Different interpretations of patient

  6. Evaluation of a new commercial Monte Carlo dose calculation algorithm for electron beams.

    Science.gov (United States)

    Vandervoort, Eric J; Tchistiakova, Ekaterina; La Russa, Daniel J; Cygler, Joanna E

    2014-02-01

    In this report the authors present the validation of a Monte Carlo dose calculation algorithm (XiO EMC from Elekta Software) for electron beams. Calculated and measured dose distributions were compared for homogeneous water phantoms and for a 3D heterogeneous phantom meant to approximate the geometry of a trachea and spine. Comparisons of measurements and calculated data were performed using 2D and 3D gamma index dose comparison metrics. Measured outputs agree with calculated values within estimated uncertainties for standard and extended SSDs for open applicators, and for cutouts, with the exception of the 17 MeV electron beam at extended SSD for cutout sizes smaller than 5 × 5 cm(2). Good agreement was obtained between calculated and experimental depth dose curves and dose profiles (minimum number of measurements that pass a 2%/2 mm agreement 2D gamma index criteria for any applicator or energy was 97%). Dose calculations in a heterogeneous phantom agree with radiochromic film measurements (>98% of pixels pass a 3 dimensional 3%/2 mm γ-criteria) provided that the steep dose gradient in the depth direction is considered. Clinically acceptable agreement (at the 2%/2 mm level) between the measurements and calculated data for measurements in water are obtained for this dose calculation algorithm. Radiochromic film is a useful tool to evaluate the accuracy of electron MC treatment planning systems in heterogeneous media.

  7. Limits on the efficiency of event-based algorithms for Monte Carlo neutron transport

    Directory of Open Access Journals (Sweden)

    Paul K. Romano

    2017-09-01

    Full Text Available The traditional form of parallelism in Monte Carlo particle transport simulations, wherein each individual particle history is considered a unit of work, does not lend itself well to data-level parallelism. Event-based algorithms, which were originally used for simulations on vector processors, may offer a path toward better utilizing data-level parallelism in modern computer architectures. In this study, a simple model is developed for estimating the efficiency of the event-based particle transport algorithm under two sets of assumptions. Data collected from simulations of four reactor problems using OpenMC was then used in conjunction with the models to calculate the speedup due to vectorization as a function of the size of the particle bank and the vector width. When each event type is assumed to have constant execution time, the achievable speedup is directly related to the particle bank size. We observed that the bank size generally needs to be at least 20 times greater than vector size to achieve vector efficiency greater than 90%. When the execution times for events are allowed to vary, the vector speedup is also limited by differences in the execution time for events being carried out in a single event-iteration.

  8. Efficiency of rejection-free methods for dynamic Monte Carlo studies of off-lattice interacting particles

    KAUST Repository

    Guerra, Marta L.; Novotny, M. A.; Watanabe, Hiroshi; Ito, Nobuyasu

    2009-01-01

    We calculate the efficiency of a rejection-free dynamic Monte Carlo method for d -dimensional off-lattice homogeneous particles interacting through a repulsive power-law potential r-p. Theoretically we find the algorithmic efficiency in the limit of low temperatures and/or high densities is asymptotically proportional to ρ (p+2) /2 T-d/2 with the particle density ρ and the temperature T. Dynamic Monte Carlo simulations are performed in one-, two-, and three-dimensional systems with different powers p, and the results agree with the theoretical predictions. © 2009 The American Physical Society.

  9. Efficiency of rejection-free methods for dynamic Monte Carlo studies of off-lattice interacting particles

    KAUST Repository

    Guerra, Marta L.

    2009-02-23

    We calculate the efficiency of a rejection-free dynamic Monte Carlo method for d -dimensional off-lattice homogeneous particles interacting through a repulsive power-law potential r-p. Theoretically we find the algorithmic efficiency in the limit of low temperatures and/or high densities is asymptotically proportional to ρ (p+2) /2 T-d/2 with the particle density ρ and the temperature T. Dynamic Monte Carlo simulations are performed in one-, two-, and three-dimensional systems with different powers p, and the results agree with the theoretical predictions. © 2009 The American Physical Society.

  10. Evaluation of heterogeneity dose distributions for Stereotactic Radiotherapy (SRT: comparison of commercially available Monte Carlo dose calculation with other algorithms

    Directory of Open Access Journals (Sweden)

    Takahashi Wataru

    2012-02-01

    Full Text Available Abstract Background The purpose of this study was to compare dose distributions from three different algorithms with the x-ray Voxel Monte Carlo (XVMC calculations, in actual computed tomography (CT scans for use in stereotactic radiotherapy (SRT of small lung cancers. Methods Slow CT scan of 20 patients was performed and the internal target volume (ITV was delineated on Pinnacle3. All plans were first calculated with a scatter homogeneous mode (SHM which is compatible with Clarkson algorithm using Pinnacle3 treatment planning system (TPS. The planned dose was 48 Gy in 4 fractions. In a second step, the CT images, structures and beam data were exported to other treatment planning systems (TPSs. Collapsed cone convolution (CCC from Pinnacle3, superposition (SP from XiO, and XVMC from Monaco were used for recalculating. The dose distributions and the Dose Volume Histograms (DVHs were compared with each other. Results The phantom test revealed that all algorithms could reproduce the measured data within 1% except for the SHM with inhomogeneous phantom. For the patient study, the SHM greatly overestimated the isocenter (IC doses and the minimal dose received by 95% of the PTV (PTV95 compared to XVMC. The differences in mean doses were 2.96 Gy (6.17% for IC and 5.02 Gy (11.18% for PTV95. The DVH's and dose distributions with CCC and SP were in agreement with those obtained by XVMC. The average differences in IC doses between CCC and XVMC, and SP and XVMC were -1.14% (p = 0.17, and -2.67% (p = 0.0036, respectively. Conclusions Our work clearly confirms that the actual practice of relying solely on a Clarkson algorithm may be inappropriate for SRT planning. Meanwhile, CCC and SP were close to XVMC simulations and actual dose distributions obtained in lung SRT.

  11. A Markov chain Monte Carlo Expectation Maximization Algorithm for Statistical Analysis of DNA Sequence Evolution with Neighbor-Dependent Substitution Rates

    DEFF Research Database (Denmark)

    Hobolth, Asger

    2008-01-01

    -dimensional integrals required in the EM algorithm are estimated using MCMC sampling. The MCMC sampler requires simulation of sample paths from a continuous time Markov process, conditional on the beginning and ending states and the paths of the neighboring sites. An exact path sampling algorithm is developed......The evolution of DNA sequences can be described by discrete state continuous time Markov processes on a phylogenetic tree. We consider neighbor-dependent evolutionary models where the instantaneous rate of substitution at a site depends on the states of the neighboring sites. Neighbor......-dependent substitution models are analytically intractable and must be analyzed using either approximate or simulation-based methods. We describe statistical inference of neighbor-dependent models using a Markov chain Monte Carlo expectation maximization (MCMC-EM) algorithm. In the MCMC-EM algorithm, the high...

  12. Improvements in pencil beam scanning proton therapy dose calculation accuracy in brain tumor cases with a commercial Monte Carlo algorithm.

    Science.gov (United States)

    Widesott, Lamberto; Lorentini, Stefano; Fracchiolla, Francesco; Farace, Paolo; Schwarz, Marco

    2018-05-04

    validation of a commercial Monte Carlo (MC) algorithm (RayStation ver6.0.024) for the treatment of brain tumours with pencil beam scanning (PBS) proton therapy, comparing it via measurements and analytical calculations in clinically realistic scenarios. Methods: For the measurements a 2D ion chamber array detector (MatriXX PT)) was placed underneath the following targets: 1) anthropomorphic head phantom (with two different thickness) and 2) a biological sample (i.e. half lamb's head). In addition, we compared the MC dose engine vs. the RayStation pencil beam (PB) algorithm clinically implemented so far, in critical conditions such as superficial targets (i.e. in need of range shifter), different air gaps and gantry angles to simulate both orthogonal and tangential beam arrangements. For every plan the PB and MC dose calculation were compared to measurements using a gamma analysis metrics (3%, 3mm). Results: regarding the head phantom the gamma passing rate (GPR) was always >96% and on average > 99% for the MC algorithm; PB algorithm had a GPR ≤90% for all the delivery configurations with single slab (apart 95 % GPR from gantry 0° and small air gap) and in case of two slabs of the head phantom the GPR was >95% only in case of small air gaps for all the three (0°, 45°,and 70°) simulated beam gantry angles. Overall the PB algorithm tends to overestimate the dose to the target (up to 25%) and underestimate the dose to the organ at risk (up to 30%). We found similar results (but a bit worse for PB algorithm) for the two targets of the lamb's head where only two beam gantry angles were simulated. Conclusions: our results suggest that in PBS proton therapy range shifter (RS) need to be used with extreme caution when planning the treatment with an analytical algorithm due to potentially great discrepancies between the planned dose and the dose delivered to the patients, also in case of brain tumours where this issue could be underestimated. Our results also

  13. Limits on the Efficiency of Event-Based Algorithms for Monte Carlo Neutron Transport

    Energy Technology Data Exchange (ETDEWEB)

    Romano, Paul K.; Siegel, Andrew R.

    2017-04-16

    The traditional form of parallelism in Monte Carlo particle transport simulations, wherein each individual particle history is considered a unit of work, does not lend itself well to data-level parallelism. Event-based algorithms, which were originally used for simulations on vector processors, may offer a path toward better utilizing data-level parallelism in modern computer architectures. In this study, a simple model is developed for estimating the efficiency of the event-based particle transport algorithm under two sets of assumptions. Data collected from simulations of four reactor problems using OpenMC was then used in conjunction with the models to calculate the speedup due to vectorization as a function of two parameters: the size of the particle bank and the vector width. When each event type is assumed to have constant execution time, the achievable speedup is directly related to the particle bank size. We observed that the bank size generally needs to be at least 20 times greater than vector size in order to achieve vector efficiency greater than 90%. When the execution times for events are allowed to vary, however, the vector speedup is also limited by differences in execution time for events being carried out in a single event-iteration. For some problems, this implies that vector effciencies over 50% may not be attainable. While there are many factors impacting performance of an event-based algorithm that are not captured by our model, it nevertheless provides insights into factors that may be limiting in a real implementation.

  14. Modelling a gamma irradiation process using the Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Soares, Gabriela A.; Pereira, Marcio T., E-mail: gas@cdtn.br, E-mail: mtp@cdtn.br [Centro de Desenvolvimento da Tecnologia Nuclear (CDTN/CNEN-MG), Belo Horizonte, MG (Brazil)

    2011-07-01

    In gamma irradiation service it is of great importance the evaluation of absorbed dose in order to guarantee the service quality. When physical structure and human resources are not available for performing dosimetry in each product irradiated, the appliance of mathematic models may be a solution. Through this, the prediction of the delivered dose in a specific product, irradiated in a specific position and during a certain period of time becomes possible, if validated with dosimetry tests. At the gamma irradiation facility of CDTN, equipped with a Cobalt-60 source, the Monte Carlo method was applied to perform simulations of products irradiations and the results were compared with Fricke dosimeters irradiated under the same conditions of the simulations. The first obtained results showed applicability of this method, with a linear relation between simulation and experimental results. (author)

  15. Radiative heat transfer by the Monte Carlo method

    CERN Document Server

    Hartnett †, James P; Cho, Young I; Greene, George A; Taniguchi, Hiroshi; Yang, Wen-Jei; Kudo, Kazuhiko

    1995-01-01

    This book presents the basic principles and applications of radiative heat transfer used in energy, space, and geo-environmental engineering, and can serve as a reference book for engineers and scientists in researchand development. A PC disk containing software for numerical analyses by the Monte Carlo method is included to provide hands-on practice in analyzing actual radiative heat transfer problems.Advances in Heat Transfer is designed to fill the information gap between regularly scheduled journals and university level textbooks by providing in-depth review articles over a broader scope than journals or texts usually allow.Key Features* Offers solution methods for integro-differential formulation to help avoid difficulties* Includes a computer disk for numerical analyses by PC* Discusses energy absorption by gas and scattering effects by particles* Treats non-gray radiative gases* Provides example problems for direct applications in energy, space, and geo-environmental engineering

  16. Modelling a gamma irradiation process using the Monte Carlo method

    International Nuclear Information System (INIS)

    Soares, Gabriela A.; Pereira, Marcio T.

    2011-01-01

    In gamma irradiation service it is of great importance the evaluation of absorbed dose in order to guarantee the service quality. When physical structure and human resources are not available for performing dosimetry in each product irradiated, the appliance of mathematic models may be a solution. Through this, the prediction of the delivered dose in a specific product, irradiated in a specific position and during a certain period of time becomes possible, if validated with dosimetry tests. At the gamma irradiation facility of CDTN, equipped with a Cobalt-60 source, the Monte Carlo method was applied to perform simulations of products irradiations and the results were compared with Fricke dosimeters irradiated under the same conditions of the simulations. The first obtained results showed applicability of this method, with a linear relation between simulation and experimental results. (author)

  17. Estimating Model Probabilities using Thermodynamic Markov Chain Monte Carlo Methods

    Science.gov (United States)

    Ye, M.; Liu, P.; Beerli, P.; Lu, D.; Hill, M. C.

    2014-12-01

    Markov chain Monte Carlo (MCMC) methods are widely used to evaluate model probability for quantifying model uncertainty. In a general procedure, MCMC simulations are first conducted for each individual model, and MCMC parameter samples are then used to approximate marginal likelihood of the model by calculating the geometric mean of the joint likelihood of the model and its parameters. It has been found the method of evaluating geometric mean suffers from the numerical problem of low convergence rate. A simple test case shows that even millions of MCMC samples are insufficient to yield accurate estimation of the marginal likelihood. To resolve this problem, a thermodynamic method is used to have multiple MCMC runs with different values of a heating coefficient between zero and one. When the heating coefficient is zero, the MCMC run is equivalent to a random walk MC in the prior parameter space; when the heating coefficient is one, the MCMC run is the conventional one. For a simple case with analytical form of the marginal likelihood, the thermodynamic method yields more accurate estimate than the method of using geometric mean. This is also demonstrated for a case of groundwater modeling with consideration of four alternative models postulated based on different conceptualization of a confining layer. This groundwater example shows that model probabilities estimated using the thermodynamic method are more reasonable than those obtained using the geometric method. The thermodynamic method is general, and can be used for a wide range of environmental problem for model uncertainty quantification.

  18. Numerical methods design, analysis, and computer implementation of algorithms

    CERN Document Server

    Greenbaum, Anne

    2012-01-01

    Numerical Methods provides a clear and concise exploration of standard numerical analysis topics, as well as nontraditional ones, including mathematical modeling, Monte Carlo methods, Markov chains, and fractals. Filled with appealing examples that will motivate students, the textbook considers modern application areas, such as information retrieval and animation, and classical topics from physics and engineering. Exercises use MATLAB and promote understanding of computational results. The book gives instructors the flexibility to emphasize different aspects--design, analysis, or computer implementation--of numerical algorithms, depending on the background and interests of students. Designed for upper-division undergraduates in mathematics or computer science classes, the textbook assumes that students have prior knowledge of linear algebra and calculus, although these topics are reviewed in the text. Short discussions of the history of numerical methods are interspersed throughout the chapters. The book a...

  19. Robust Algebraic Multilevel Methods and Algorithms

    CERN Document Server

    Kraus, Johannes

    2009-01-01

    This book deals with algorithms for the solution of linear systems of algebraic equations with large-scale sparse matrices, with a focus on problems that are obtained after discretization of partial differential equations using finite element methods. Provides a systematic presentation of the recent advances in robust algebraic multilevel methods. Can be used for advanced courses on the topic.

  20. Optimal mesh hierarchies in Multilevel Monte Carlo methods

    KAUST Repository

    Von Schwerin, Erik

    2016-01-08

    I will discuss how to choose optimal mesh hierarchies in Multilevel Monte Carlo (MLMC) simulations when computing the expected value of a quantity of interest depending on the solution of, for example, an Ito stochastic differential equation or a partial differential equation with stochastic data. I will consider numerical schemes based on uniform discretization methods with general approximation orders and computational costs. I will compare optimized geometric and non-geometric hierarchies and discuss how enforcing some domain constraints on parameters of MLMC hierarchies affects the optimality of these hierarchies. I will also discuss the optimal tolerance splitting between the bias and the statistical error contributions and its asymptotic behavior. This talk presents joint work with N.Collier, A.-L.Haji-Ali, F. Nobile, and R. Tempone.

  1. Optimal mesh hierarchies in Multilevel Monte Carlo methods

    KAUST Repository

    Von Schwerin, Erik

    2016-01-01

    I will discuss how to choose optimal mesh hierarchies in Multilevel Monte Carlo (MLMC) simulations when computing the expected value of a quantity of interest depending on the solution of, for example, an Ito stochastic differential equation or a partial differential equation with stochastic data. I will consider numerical schemes based on uniform discretization methods with general approximation orders and computational costs. I will compare optimized geometric and non-geometric hierarchies and discuss how enforcing some domain constraints on parameters of MLMC hierarchies affects the optimality of these hierarchies. I will also discuss the optimal tolerance splitting between the bias and the statistical error contributions and its asymptotic behavior. This talk presents joint work with N.Collier, A.-L.Haji-Ali, F. Nobile, and R. Tempone.

  2. Recursive Monte Carlo method for deep-penetration problems

    International Nuclear Information System (INIS)

    Goldstein, M.; Greenspan, E.

    1980-01-01

    The Recursive Monte Carlo (RMC) method developed for estimating importance function distributions in deep-penetration problems is described. Unique features of the method, including the ability to infer the importance function distribution pertaining to many detectors from, essentially, a single M.C. run and the ability to use the history tape created for a representative region to calculate the importance function in identical regions, are illustrated. The RMC method is applied to the solution of two realistic deep-penetration problems - a concrete shield problem and a Tokamak major penetration problem. It is found that the RMC method can provide the importance function distributions, required for importance sampling, with accuracy that is suitable for an efficient solution of the deep-penetration problems considered. The use of the RMC method improved, by one to three orders of magnitude, the solution efficiency of the two deep-penetration problems considered: a concrete shield problem and a Tokamak major penetration problem. 8 figures, 4 tables

  3. MCSAD: Improved algorithm for Monte Carlo Simulation of Atom Displacements in solid materials

    International Nuclear Information System (INIS)

    Correa-Alfonso, C. M.; Pinnera, I.; Cruz, C. M.; Abreu, Y.; Leyva, A.

    2011-01-01

    In order to directly simulate the stochastic occurrence of atom displacements (AD) formation processes during gamma and electron irradiation, an improved Monte Carlo calculation code is presented. In MCSAD, AD processes were considered only on the basis of single elastic scattering interactions among fast primary and/or secondary electrons with matrix atoms. The AD distribution was statistically sampled and simulated in the framework of the Monte Carlo Method to perform discrete single electron scattering processes (ES), particularly those leading to AD events. As study case, the high critical temperature superconducting material YBa 2 Cu 3 O 7-x (YBCO) is presented. The AD in-depth distributions at different incident photons kinetic energies were obtained. Furthermore, the AD contribution from each atomic species to total AD distribution was achieved. In addition the AD energy profiles with the scattered electron kinetic energies were carried out. A comparison with the theoretical expressions proposed by Oen-Holmes-Cahn [1,2] is presented and discussed. (Author)

  4. Estimating stepwise debromination pathways of polybrominated diphenyl ethers with an analogue Markov Chain Monte Carlo algorithm.

    Science.gov (United States)

    Zou, Yonghong; Christensen, Erik R; Zheng, Wei; Wei, Hua; Li, An

    2014-11-01

    A stochastic process was developed to simulate the stepwise debromination pathways for polybrominated diphenyl ethers (PBDEs). The stochastic process uses an analogue Markov Chain Monte Carlo (AMCMC) algorithm to generate PBDE debromination profiles. The acceptance or rejection of the randomly drawn stepwise debromination reactions was determined by a maximum likelihood function. The experimental observations at certain time points were used as target profiles; therefore, the stochastic processes are capable of presenting the effects of reaction conditions on the selection of debromination pathways. The application of the model is illustrated by adopting the experimental results of decabromodiphenyl ether (BDE209) in hexane exposed to sunlight. Inferences that were not obvious from experimental data were suggested by model simulations. For example, BDE206 has much higher accumulation at the first 30 min of sunlight exposure. By contrast, model simulation suggests that, BDE206 and BDE207 had comparable yields from BDE209. The reason for the higher BDE206 level is that BDE207 has the highest depletion in producing octa products. Compared to a previous version of the stochastic model based on stochastic reaction sequences (SRS), the AMCMC approach was determined to be more efficient and robust. Due to the feature of only requiring experimental observations as input, the AMCMC model is expected to be applicable to a wide range of PBDE debromination processes, e.g. microbial, photolytic, or joint effects in natural environments. Copyright © 2014 Elsevier Ltd. All rights reserved.

  5. Immune Algorithm Complex Method for Transducer Calibration

    Directory of Open Access Journals (Sweden)

    YU Jiangming

    2014-08-01

    Full Text Available As a key link in engineering test tasks, the transducer calibration has significant influence on accuracy and reliability of test results. Because of unknown and complex nonlinear characteristics, conventional method can’t achieve satisfactory accuracy. An Immune algorithm complex modeling approach is proposed, and the simulated studies on the calibration of third multiple output transducers is made respectively by use of the developed complex modeling. The simulated and experimental results show that the Immune algorithm complex modeling approach can improve significantly calibration precision comparison with traditional calibration methods.

  6. Simulation of Rossi-α method with analog Monte-Carlo method

    International Nuclear Information System (INIS)

    Lu Yuzhao; Xie Qilin; Song Lingli; Liu Hangang

    2012-01-01

    The analog Monte-Carlo code for simulating Rossi-α method based on Geant4 was developed. The prompt neutron decay constant α of six metal uranium configurations in Oak Ridge National Laboratory were calculated. α was also calculated by Burst-Neutron method and the result was consistent with the result of Rossi-α method. There is the difference between results of analog Monte-Carlo simulation and experiment, and the reasons for the difference is the gaps between uranium layers. The influence of gaps decrease as the sub-criticality deepens. The relative difference between results of analog Monte-Carlo simulation and experiment changes from 19% to 0.19%. (authors)

  7. Modeling granular phosphor screens by Monte Carlo methods

    International Nuclear Information System (INIS)

    Liaparinos, Panagiotis F.; Kandarakis, Ioannis S.; Cavouras, Dionisis A.; Delis, Harry B.; Panayiotakis, George S.

    2006-01-01

    The intrinsic phosphor properties are of significant importance for the performance of phosphor screens used in medical imaging systems. In previous analytical-theoretical and Monte Carlo studies on granular phosphor materials, values of optical properties, and light interaction cross sections were found by fitting to experimental data. These values were then employed for the assessment of phosphor screen imaging performance. However, it was found that, depending on the experimental technique and fitting methodology, the optical parameters of a specific phosphor material varied within a wide range of values, i.e., variations of light scattering with respect to light absorption coefficients were often observed for the same phosphor material. In this study, x-ray and light transport within granular phosphor materials was studied by developing a computational model using Monte Carlo methods. The model was based on the intrinsic physical characteristics of the phosphor. Input values required to feed the model can be easily obtained from tabulated data. The complex refractive index was introduced and microscopic probabilities for light interactions were produced, using Mie scattering theory. Model validation was carried out by comparing model results on x-ray and light parameters (x-ray absorption, statistical fluctuations in the x-ray to light conversion process, number of emitted light photons, output light spatial distribution) with previous published experimental data on Gd 2 O 2 S:Tb phosphor material (Kodak Min-R screen). Results showed the dependence of the modulation transfer function (MTF) on phosphor grain size and material packing density. It was predicted that granular Gd 2 O 2 S:Tb screens of high packing density and small grain size may exhibit considerably better resolution and light emission properties than the conventional Gd 2 O 2 S:Tb screens, under similar conditions (x-ray incident energy, screen thickness)

  8. Crop canopy BRDF simulation and analysis using Monte Carlo method

    NARCIS (Netherlands)

    Huang, J.; Wu, B.; Tian, Y.; Zeng, Y.

    2006-01-01

    This author designs the random process between photons and crop canopy. A Monte Carlo model has been developed to simulate the Bi-directional Reflectance Distribution Function (BRDF) of crop canopy. Comparing Monte Carlo model to MCRM model, this paper analyzes the variations of different LAD and

  9. Monte Carlo uncertainty analysis of dose estimates in radiochromic film dosimetry with single-channel and multichannel algorithms.

    Science.gov (United States)

    Vera-Sánchez, Juan Antonio; Ruiz-Morales, Carmen; González-López, Antonio

    2018-03-01

    To provide a multi-stage model to calculate uncertainty in radiochromic film dosimetry with Monte-Carlo techniques. This new approach is applied to single-channel and multichannel algorithms. Two lots of Gafchromic EBT3 are exposed in two different Varian linacs. They are read with an EPSON V800 flatbed scanner. The Monte-Carlo techniques in uncertainty analysis provide a numerical representation of the probability density functions of the output magnitudes. From this numerical representation, traditional parameters of uncertainty analysis as the standard deviations and bias are calculated. Moreover, these numerical representations are used to investigate the shape of the probability density functions of the output magnitudes. Also, another calibration film is read in four EPSON scanners (two V800 and two 10000XL) and the uncertainty analysis is carried out with the four images. The dose estimates of single-channel and multichannel algorithms show a Gaussian behavior and low bias. The multichannel algorithms lead to less uncertainty in the final dose estimates when the EPSON V800 is employed as reading device. In the case of the EPSON 10000XL, the single-channel algorithms provide less uncertainty in the dose estimates for doses higher than four Gy. A multi-stage model has been presented. With the aid of this model and the use of the Monte-Carlo techniques, the uncertainty of dose estimates for single-channel and multichannel algorithms are estimated. The application of the model together with Monte-Carlo techniques leads to a complete characterization of the uncertainties in radiochromic film dosimetry. Copyright © 2018 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

  10. Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks

    KAUST Repository

    Ben Hammouda, Chiheb

    2015-05-12

    In biochemical systems, stochastic e↵ects can be caused by the presence of small numbers of certain reactant molecules. In this setting, discrete state-space and stochastic simulation approaches were proved to be more relevant than continuous state-space and deterministic ones. These stochastic models constitute the theory of stochastic reaction networks (SRNs). Furthermore, in some cases, the dynamics of fast and slow time scales can be well separated and this is characterized by what is called sti↵ness. For such problems, the existing discrete space-state stochastic path simulation methods, such as the stochastic simulation algorithm (SSA) and the explicit tau-leap method, can be very slow. Therefore, implicit tau-leap approxima- tions were developed to improve the numerical stability and provide more e cient simulation algorithms for these systems. One of the interesting tasks for SRNs is to approximate the expected values of some observables of the process at a certain fixed time T. This is can be achieved using Monte Carlo (MC) techniques. However, in a recent work, Anderson and Higham in 2013, proposed a more computationally e cient method which combines multi-level Monte Carlo (MLMC) technique with explicit tau-leap schemes. In this MSc thesis, we propose new fast stochastic algorithm, particularly designed 5 to address sti↵ systems, for approximating the expected values of some observables of SRNs. In fact, we take advantage of the idea of MLMC techniques and drift-implicit tau-leap approximation to construct a drift-implicit MLMC tau-leap estimator. In addition to accurately estimating the expected values of a given observable of SRNs at a final time T , our proposed estimator ensures the numerical stability with a lower cost than the MLMC explicit tau-leap algorithm, for systems including simultane- ously fast and slow species. The key contribution of our work is the coupling of two drift-implicit tau-leap paths, which is the basic brick for

  11. 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

  12. Finite-Temperature Variational Monte Carlo Method for Strongly Correlated Electron Systems

    Science.gov (United States)

    Takai, Kensaku; Ido, Kota; Misawa, Takahiro; Yamaji, Youhei; Imada, Masatoshi

    2016-03-01

    A new computational method for finite-temperature properties of strongly correlated electrons is proposed by extending the variational Monte Carlo method originally developed for the ground state. The method is based on the path integral in the imaginary-time formulation, starting from the infinite-temperature state that is well approximated by a small number of certain random initial states. Lower temperatures are progressively reached by the imaginary-time evolution. The algorithm follows the framework of the quantum transfer matrix and finite-temperature Lanczos methods, but we extend them to treat much larger system sizes without the negative sign problem by optimizing the truncated Hilbert space on the basis of the time-dependent variational principle (TDVP). This optimization algorithm is equivalent to the stochastic reconfiguration (SR) method that has been frequently used for the ground state to optimally truncate the Hilbert space. The obtained finite-temperature states allow an interpretation based on the thermal pure quantum (TPQ) state instead of the conventional canonical-ensemble average. Our method is tested for the one- and two-dimensional Hubbard models and its accuracy and efficiency are demonstrated.

  13. Verification of Transformer Restricted Earth Fault Protection by using the Monte Carlo Method

    Directory of Open Access Journals (Sweden)

    KRSTIVOJEVIC, J. P.

    2015-08-01

    Full Text Available The results of a comprehensive investigation of the influence of current transformer (CT saturation on restricted earth fault (REF protection during power transformer magnetization inrush are presented. Since the inrush current during switch-on of unloaded power transformer is stochastic, its values are obtained by: (i laboratory measurements and (ii calculations based on the input data obtained by the Monte Carlo (MC simulation. To make a detailed assessment of the current transformer performance the uncertain input data for the CT model were obtained by applying the MC method. In this way, different levels of remanent flux in CT core are taken into consideration. By the generated CT secondary currents, the algorithm for REF protection based on phase comparison in time domain is tested. On the basis of the obtained results, a method of adjustment of the triggering threshold in order to ensure safe operation during transients, and thereby improve the algorithm security, has been proposed. The obtained results indicate that power transformer REF protection would be enhanced by using the proposed adjustment of triggering threshold in the algorithm which is based on phase comparison in time domain.

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

    Science.gov (United States)

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

    2017-01-01

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

  15. Application to risk analysis of Monte Carlo method

    International Nuclear Information System (INIS)

    Mihara, Takashi

    2001-01-01

    Phased mission analysis code, PHAMMON by means of monte carlo method is developed for reliability assessment of decay heat removal system in LMFBR. Success criteria and grace periods of the decay heat removal system which has long mission times (∼1 week or ∼1 month) change as a function of time. It is necessary to divide mission time into some phases. In probability safety assessment (PSA) of real systems, it usually happens that the mean time to component failure (MTTF) is considerably long (1000-10 6 hours) and the mean time to component repair (MTTR) is short (∼10 hours). The failure probability of the systems, therefore, is extremely small (10 -6 -10 -9 ). Suitable variance reduction techniques are needed. The PHAMMON code involved two kinds of variance reduction techniques: (1) forced time transitions, and (2) failure biasing. For further reducing the variance of the result from the PHAMMON code execution, a biasing method of the transitions towards the closest cut set incorporating a new distance concept is introduced to the PHAMMON code. Failure probability and it's fractional standard deviation for the decay heat removal system are calculated by the PHAMMON code under the conditions of various success criteria over 168hrs after reactor shutdown. The biasing of the transition towards the closet cut set is an effective means of reducing the variance. (M. Suetake)

  16. Star identification methods, techniques and algorithms

    CERN Document Server

    Zhang, Guangjun

    2017-01-01

    This book summarizes the research advances in star identification that the author’s team has made over the past 10 years, systematically introducing the principles of star identification, general methods, key techniques and practicable algorithms. It also offers examples of hardware implementation and performance evaluation for the star identification algorithms. Star identification is the key step for celestial navigation and greatly improves the performance of star sensors, and as such the book include the fundamentals of star sensors and celestial navigation, the processing of the star catalog and star images, star identification using modified triangle algorithms, star identification using star patterns and using neural networks, rapid star tracking using star matching between adjacent frames, as well as implementation hardware and using performance tests for star identification. It is not only valuable as a reference book for star sensor designers and researchers working in pattern recognition and othe...

  17. Usefulness of the Monte Carlo method in reliability calculations

    International Nuclear Information System (INIS)

    Lanore, J.M.; Kalli, H.

    1977-01-01

    Three examples of reliability Monte Carlo programs developed in the LEP (Laboratory for Radiation Shielding Studies in the Nuclear Research Center at Saclay) are presented. First, an uncertainty analysis is given for a simplified spray system; a Monte Carlo program PATREC-MC has been written to solve the problem with the system components given in the fault tree representation. The second program MONARC 2 has been written to solve the problem of complex systems reliability by the Monte Carlo simulation, here again the system (a residual heat removal system) is in the fault tree representation. Third, the Monte Carlo program MONARC was used instead of the Markov diagram to solve the simulation problem of an electric power supply including two nets and two stand-by diesels

  18. Three-Dimensional Simulation of DRIE Process Based on the Narrow Band Level Set and Monte Carlo Method

    Directory of Open Access Journals (Sweden)

    Jia-Cheng Yu

    2018-02-01

    Full Text Available A three-dimensional topography simulation of deep reactive ion etching (DRIE is developed based on the narrow band level set method for surface evolution and Monte Carlo method for flux distribution. The advanced level set method is implemented to simulate the time-related movements of etched surface. In the meanwhile, accelerated by ray tracing algorithm, the Monte Carlo method incorporates all dominant physical and chemical mechanisms such as ion-enhanced etching, ballistic transport, ion scattering, and sidewall passivation. The modified models of charged particles and neutral particles are epitomized to determine the contributions of etching rate. The effects such as scalloping effect and lag effect are investigated in simulations and experiments. Besides, the quantitative analyses are conducted to measure the simulation error. Finally, this simulator will be served as an accurate prediction tool for some MEMS fabrications.

  19. Monte Carlo method for critical systems in infinite volume: The planar Ising model.

    Science.gov (United States)

    Herdeiro, Victor; Doyon, Benjamin

    2016-10-01

    In this paper we propose a Monte Carlo method for generating finite-domain marginals of critical distributions of statistical models in infinite volume. The algorithm corrects the problem of the long-range effects of boundaries associated to generating critical distributions on finite lattices. It uses the advantage of scale invariance combined with ideas of the renormalization group in order to construct a type of "holographic" boundary condition that encodes the presence of an infinite volume beyond it. We check the quality of the distribution obtained in the case of the planar Ising model by comparing various observables with their infinite-plane prediction. We accurately reproduce planar two-, three-, and four-point of spin and energy operators. We also define a lattice stress-energy tensor, and numerically obtain the associated conformal Ward identities and the Ising central charge.

  20. Safety assessment of infrastructures using a new Bayesian Monte Carlo method

    NARCIS (Netherlands)

    Rajabali Nejad, Mohammadreza; Demirbilek, Z.

    2011-01-01

    A recently developed Bayesian Monte Carlo (BMC) method and its application to safety assessment of structures are described in this paper. We use a one-dimensional BMC method that was proposed in 2009 by Rajabalinejad in order to develop a weighted logical dependence between successive Monte Carlo

  1. Accuracy verification methods theory and algorithms

    CERN Document Server

    Mali, Olli; Repin, Sergey

    2014-01-01

    The importance of accuracy verification methods was understood at the very beginning of the development of numerical analysis. Recent decades have seen a rapid growth of results related to adaptive numerical methods and a posteriori estimates. However, in this important area there often exists a noticeable gap between mathematicians creating the theory and researchers developing applied algorithms that could be used in engineering and scientific computations for guaranteed and efficient error control.   The goals of the book are to (1) give a transparent explanation of the underlying mathematical theory in a style accessible not only to advanced numerical analysts but also to engineers and students; (2) present detailed step-by-step algorithms that follow from a theory; (3) discuss their advantages and drawbacks, areas of applicability, give recommendations and examples.

  2. Assessment of probabilistic distributed factors influencing renewable energy supply for hotels using Monte-Carlo methods

    International Nuclear Information System (INIS)

    Meschede, Henning; Dunkelberg, Heiko; Stöhr, Fabian; Peesel, Ron-Hendrik; Hesselbach, Jens

    2017-01-01

    This paper investigates the use of renewable energies to supply hotels in island regions. The aim is to evaluate the effect of weather and occupancy fluctuations on the sensitivity of investment criteria. The sensitivity of the chosen energy system is examined using a Monte Carlo simulation considering stochastic weather data, occupancy rates and energy needs. For this purpose, algorithms based on measured data are developed and applied to a case study on the Canary Islands. The results underline that electricity use in hotels is by far the largest contributor to their overall energy cost. For the invested hotel on the Canary Islands, the optimal share of renewable electricity generation is found to be 63%, split into 67% photovoltaic and 33% wind power. Furthermore, a battery is used to balance the differences between day and night. It is found, that the results are sensitive to weather fluctuations as well as economic parameters to about the same degree. The results underline the risk caused by using reference time series for designing energy systems. The Monte Carlo method helps to define the mean of the annuity more precisely and to rate the risk of fluctuating weather and occupancy better. - Highlights: • An approach to generate synthetic weather data was pointed out. • A methodology to create synthetic energy demand data for hotels was developed. • The influence to the sensitivity of renewable energy systems was analysed. • Fluctuations in weather data have a greater impact on the economy than occupancy.

  3. Spatial updating grand canonical Monte Carlo algorithms for fluid simulation: generalization to continuous potentials and parallel implementation.

    Science.gov (United States)

    O'Keeffe, C J; Ren, Ruichao; Orkoulas, G

    2007-11-21

    Spatial updating grand canonical Monte Carlo algorithms are generalizations of random and sequential updating algorithms for lattice systems to continuum fluid models. The elementary steps, insertions or removals, are constructed by generating points in space either at random (random updating) or in a prescribed order (sequential updating). These algorithms have previously been developed only for systems of impenetrable spheres for which no particle overlap occurs. In this work, spatial updating grand canonical algorithms are generalized to continuous, soft-core potentials to account for overlapping configurations. Results on two- and three-dimensional Lennard-Jones fluids indicate that spatial updating grand canonical algorithms, both random and sequential, converge faster than standard grand canonical algorithms. Spatial algorithms based on sequential updating not only exhibit the fastest convergence but also are ideal for parallel implementation due to the absence of strict detailed balance and the nature of the updating that minimizes interprocessor communication. Parallel simulation results for three-dimensional Lennard-Jones fluids show a substantial reduction of simulation time for systems of moderate and large size. The efficiency improvement by parallel processing through domain decomposition is always in addition to the efficiency improvement by sequential updating.

  4. BACKWARD AND FORWARD MONTE CARLO METHOD IN POLARIZED RADIATIVE TRANSFER

    Energy Technology Data Exchange (ETDEWEB)

    Yong, Huang; Guo-Dong, Shi; Ke-Yong, Zhu, E-mail: huangy_zl@263.net [School of Aeronautical Science and Engineering, Beihang University, Beijing 100191 (China)

    2016-03-20

    In general, the Stocks vector cannot be calculated in reverse in the vector radiative transfer. This paper presents a novel backward and forward Monte Carlo simulation strategy to study the vector radiative transfer in the participated medium. A backward Monte Carlo process is used to calculate the ray trajectory and the endpoint of the ray. The Stocks vector is carried out by a forward Monte Carlo process. A one-dimensional graded index semi-transparent medium was presented as the physical model and the thermal emission consideration of polarization was studied in the medium. The solution process to non-scattering, isotropic scattering, and the anisotropic scattering medium, respectively, is discussed. The influence of the optical thickness and albedo on the Stocks vector are studied. The results show that the U, V-components of the apparent Stocks vector are very small, but the Q-component of the apparent Stocks vector is relatively larger, which cannot be ignored.

  5. SU-E-T-171: Evaluation of the Analytical Anisotropic Algorithm in a Small Finger Joint Phantom Using Monte Carlo Simulation

    International Nuclear Information System (INIS)

    Chow, J; Owrangi, A; Jiang, R

    2014-01-01

    Purpose: This study investigated the performance of the anisotropic analytical algorithm (AAA) in dose calculation in radiotherapy concerning a small finger joint. Monte Carlo simulation (EGSnrc code) was used in this dosimetric evaluation. Methods: Heterogeneous finger joint phantom containing a vertical water layer (bone joint or cartilage) sandwiched by two bones with dimension 2 × 2 × 2 cm 3 was irradiated by the 6 MV photon beams (field size = 4 × 4 cm 2 ). The central beam axis was along the length of the bone joint and the isocenter was set to the center of the joint. The joint width and beam angle were varied from 0.5–2 mm and 0°–15°, respectively. Depth doses were calculated using the AAA and DOSXYZnrc. For dosimetric comparison and normalization, dose calculations were repeated in water phantom using the same beam geometry. Results: Our AAA and Monte Carlo results showed that the AAA underestimated the joint doses by 10%–20%, and could not predict joint dose variation with changes of joint width and beam angle. The calculated bone dose enhancement for the AAA was lower than Monte Carlo and the depth of maximum dose for the phantom was smaller than that for the water phantom. From Monte Carlo results, there was a decrease of joint dose as its width increased. This reflected the smaller the joint width, the more the bone scatter contributed to the depth dose. Moreover, the joint dose was found slightly decreased with an increase of beam angle. Conclusion: The AAA could not handle variations of joint dose well with changes of joint width and beam angle based on our finger joint phantom. Monte Carlo results showed that the joint dose decreased with increase of joint width and beam angle. This dosimetry comparison should be useful to radiation staff in radiotherapy related to small bone joint

  6. A Tomographic method based on genetic algorithms

    International Nuclear Information System (INIS)

    Turcanu, C.; Alecu, L.; Craciunescu, T.; Niculae, C.

    1997-01-01

    Computerized tomography being a non-destructive and non-evasive technique is frequently used in medical application to generate three dimensional images of objects. Genetic algorithms are efficient, domain independent for a large variety of problems. The proposed method produces good quality reconstructions even in case of very small number of projection angles. It requests no a priori knowledge about the solution and takes into account the statistical uncertainties. The main drawback of the method is the amount of computer memory and time needed. (author)

  7. Application of the measurement-based Monte Carlo method in nasopharyngeal cancer patients for intensity modulated radiation therapy

    International Nuclear Information System (INIS)

    Yeh, C.Y.; Lee, C.C.; Chao, T.C.; Lin, M.H.; Lai, P.A.; Liu, F.H.; Tung, C.J.

    2014-01-01

    This study aims to utilize a measurement-based Monte Carlo (MBMC) method to evaluate the accuracy of dose distributions calculated using the Eclipse radiotherapy treatment planning system (TPS) based on the anisotropic analytical algorithm. Dose distributions were calculated for the nasopharyngeal carcinoma (NPC) patients treated with the intensity modulated radiotherapy (IMRT). Ten NPC IMRT plans were evaluated by comparing their dose distributions with those obtained from the in-house MBMC programs for the same CT images and beam geometry. To reconstruct the fluence distribution of the IMRT field, an efficiency map was obtained by dividing the energy fluence of the intensity modulated field by that of the open field, both acquired from an aS1000 electronic portal imaging device. The integrated image of the non-gated mode was used to acquire the full dose distribution delivered during the IMRT treatment. This efficiency map redistributed the particle weightings of the open field phase-space file for IMRT applications. Dose differences were observed in the tumor and air cavity boundary. The mean difference between MBMC and TPS in terms of the planning target volume coverage was 0.6% (range: 0.0–2.3%). The mean difference for the conformity index was 0.01 (range: 0.0–0.01). In conclusion, the MBMC method serves as an independent IMRT dose verification tool in a clinical setting. - Highlights: ► The patient-based Monte Carlo method serves as a reference standard to verify IMRT doses. ► 3D Dose distributions for NPC patients have been verified by the Monte Carlo method. ► Doses predicted by the Monte Carlo method matched closely with those by the TPS. ► The Monte Carlo method predicted a higher mean dose to the middle ears than the TPS. ► Critical organ doses should be confirmed to avoid overdose to normal organs

  8. Simulation based sequential Monte Carlo methods for discretely observed Markov processes

    OpenAIRE

    Neal, Peter

    2014-01-01

    Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective sequential Monte Carlo (SMC) algorithm for obtaining samples from the posterior distribution of the parameters. In particular, we introduce two key innovations, coupled simulations, which allow us to study multiple parameter values on the basis of a single sim...

  9. Development of Subspace-based Hybrid Monte Carlo-Deterministric Algorithms for Reactor Physics Calculations

    International Nuclear Information System (INIS)

    Abdel-Khalik, Hany S.; Zhang, Qiong

    2014-01-01

    The development of hybrid Monte-Carlo-Deterministic (MC-DT) approaches, taking place over the past few decades, have primarily focused on shielding and detection applications where the analysis requires a small number of responses, i.e. at the detector locations(s). This work further develops a recently introduced global variance reduction approach, denoted by the SUBSPACE approach is designed to allow the use of MC simulation, currently limited to benchmarking calculations, for routine engineering calculations. By way of demonstration, the SUBSPACE approach is applied to assembly level calculations used to generate the few-group homogenized cross-sections. These models are typically expensive and need to be executed in the order of 10 3 - 10 5 times to properly characterize the few-group cross-sections for downstream core-wide calculations. Applicability to k-eigenvalue core-wide models is also demonstrated in this work. Given the favorable results obtained in this work, we believe the applicability of the MC method for reactor analysis calculations could be realized in the near future.

  10. Fourier path-integral Monte Carlo methods: Partial averaging

    International Nuclear Information System (INIS)

    Doll, J.D.; Coalson, R.D.; Freeman, D.L.

    1985-01-01

    Monte Carlo Fourier path-integral techniques are explored. It is shown that fluctuation renormalization techniques provide an effective means for treating the effects of high-order Fourier contributions. The resulting formalism is rapidly convergent, is computationally convenient, and has potentially useful variational aspects

  11. Hybrid and Parallel Domain-Decomposition Methods Development to Enable Monte Carlo for Reactor Analyses

    International Nuclear Information System (INIS)

    Wagner, John C.; Mosher, Scott W.; Evans, Thomas M.; Peplow, Douglas E.; Turner, John A.

    2010-01-01

    This paper describes code and methods development at the Oak Ridge National Laboratory focused on enabling high-fidelity, large-scale reactor analyses with Monte Carlo (MC). Current state-of-the-art tools and methods used to perform real commercial reactor analyses have several undesirable features, the most significant of which is the non-rigorous spatial decomposition scheme. Monte Carlo methods, which allow detailed and accurate modeling of the full geometry and are considered the gold standard for radiation transport solutions, are playing an ever-increasing role in correcting and/or verifying the deterministic, multi-level spatial decomposition methodology in current practice. However, the prohibitive computational requirements associated with obtaining fully converged, system-wide solutions restrict the role of MC to benchmarking deterministic results at a limited number of state-points for a limited number of relevant quantities. The goal of this research is to change this paradigm by enabling direct use of MC for full-core reactor analyses. The most significant of the many technical challenges that must be overcome are the slow, non-uniform convergence of system-wide MC estimates and the memory requirements associated with detailed solutions throughout a reactor (problems involving hundreds of millions of different material and tally regions due to fuel irradiation, temperature distributions, and the needs associated with multi-physics code coupling). To address these challenges, our research has focused on the development and implementation of (1) a novel hybrid deterministic/MC method for determining high-precision fluxes throughout the problem space in k-eigenvalue problems and (2) an efficient MC domain-decomposition (DD) algorithm that partitions the problem phase space onto multiple processors for massively parallel systems, with statistical uncertainty estimation. The hybrid method development is based on an extension of the FW-CADIS method, which

  12. Hybrid and parallel domain-decomposition methods development to enable Monte Carlo for reactor analyses

    International Nuclear Information System (INIS)

    Wagner, J.C.; Mosher, S.W.; Evans, T.M.; Peplow, D.E.; Turner, J.A.

    2010-01-01

    This paper describes code and methods development at the Oak Ridge National Laboratory focused on enabling high-fidelity, large-scale reactor analyses with Monte Carlo (MC). Current state-of-the-art tools and methods used to perform 'real' commercial reactor analyses have several undesirable features, the most significant of which is the non-rigorous spatial decomposition scheme. Monte Carlo methods, which allow detailed and accurate modeling of the full geometry and are considered the 'gold standard' for radiation transport solutions, are playing an ever-increasing role in correcting and/or verifying the deterministic, multi-level spatial decomposition methodology in current practice. However, the prohibitive computational requirements associated with obtaining fully converged, system-wide solutions restrict the role of MC to benchmarking deterministic results at a limited number of state-points for a limited number of relevant quantities. The goal of this research is to change this paradigm by enabling direct use of MC for full-core reactor analyses. The most significant of the many technical challenges that must be overcome are the slow, non-uniform convergence of system-wide MC estimates and the memory requirements associated with detailed solutions throughout a reactor (problems involving hundreds of millions of different material and tally regions due to fuel irradiation, temperature distributions, and the needs associated with multi-physics code coupling). To address these challenges, our research has focused on the development and implementation of (1) a novel hybrid deterministic/MC method for determining high-precision fluxes throughout the problem space in k-eigenvalue problems and (2) an efficient MC domain-decomposition (DD) algorithm that partitions the problem phase space onto multiple processors for massively parallel systems, with statistical uncertainty estimation. The hybrid method development is based on an extension of the FW-CADIS method

  13. The Monte Carlo Simulation Method for System Reliability and Risk Analysis

    CERN Document Server

    Zio, Enrico

    2013-01-01

    Monte Carlo simulation is one of the best tools for performing realistic analysis of complex systems as it allows most of the limiting assumptions on system behavior to be relaxed. The Monte Carlo Simulation Method for System Reliability and Risk Analysis comprehensively illustrates the Monte Carlo simulation method and its application to reliability and system engineering. Readers are given a sound understanding of the fundamentals of Monte Carlo sampling and simulation and its application for realistic system modeling.   Whilst many of the topics rely on a high-level understanding of calculus, probability and statistics, simple academic examples will be provided in support to the explanation of the theoretical foundations to facilitate comprehension of the subject matter. Case studies will be introduced to provide the practical value of the most advanced techniques.   This detailed approach makes The Monte Carlo Simulation Method for System Reliability and Risk Analysis a key reference for senior undergra...

  14. Review of quantum Monte Carlo methods and results for Coulombic systems

    International Nuclear Information System (INIS)

    Ceperley, D.

    1983-01-01

    The various Monte Carlo methods for calculating ground state energies are briefly reviewed. Then a summary of the charged systems that have been studied with Monte Carlo is given. These include the electron gas, small molecules, a metal slab and many-body hydrogen

  15. Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation

    KAUST Repository

    Haji Ali, Abdul Lateef; Tempone, Raul

    2017-01-01

    of particles. Based on these two parameters, we consider different variants of the Monte Carlo and Multilevel Monte Carlo (MLMC) methods and show that, in the best case, the optimal work complexity of MLMC, to estimate the functional in one typical setting

  16. A contribution to the Monte Carlo method in the reactor theory

    International Nuclear Information System (INIS)

    Lieberoth, J.

    1976-01-01

    The report gives a contribution to the further development of the Monte-Carlo Method to solve the neutron transport problem. The necessary fundamentals, mainly of statistical nature, are collected and partly derived, such as the statistical weight, the use of random numbers or the Monte-Carlo integration method. Special emphasis is put on the so-called team-method, which will help to reduce the statistical error of Monte-Carlo estimates, and on the path-method, which can be used to calculate the neutron fluxes in pre-defined local points

  17. Development of reversible jump Markov Chain Monte Carlo algorithm in the Bayesian mixture modeling for microarray data in Indonesia

    Science.gov (United States)

    Astuti, Ani Budi; Iriawan, Nur; Irhamah, Kuswanto, Heri

    2017-12-01

    In the Bayesian mixture modeling requires stages the identification number of the most appropriate mixture components thus obtained mixture models fit the data through data driven concept. Reversible Jump Markov Chain Monte Carlo (RJMCMC) is a combination of the reversible jump (RJ) concept and the Markov Chain Monte Carlo (MCMC) concept used by some researchers to solve the problem of identifying the number of mixture components which are not known with certainty number. In its application, RJMCMC using the concept of the birth/death and the split-merge with six types of movement, that are w updating, θ updating, z updating, hyperparameter β updating, split-merge for components and birth/death from blank components. The development of the RJMCMC algorithm needs to be done according to the observed case. The purpose of this study is to know the performance of RJMCMC algorithm development in identifying the number of mixture components which are not known with certainty number in the Bayesian mixture modeling for microarray data in Indonesia. The results of this study represent that the concept RJMCMC algorithm development able to properly identify the number of mixture components in the Bayesian normal mixture model wherein the component mixture in the case of microarray data in Indonesia is not known for certain number.

  18. Gamma ray energy loss spectra simulation in NaI detectors with the Monte Carlo method

    International Nuclear Information System (INIS)

    Vieira, W.J.

    1982-01-01

    With the aim of studying and applying the Monte Carlo method, a computer code was developed to calculate the pulse height spectra and detector efficiencies for gamma rays incident on NaI (Tl) crystals. The basic detector processes in NaI (Tl) detectors are given together with an outline of Monte Carlo methods and a general review of relevant published works. A detailed description of the application of Monte Carlo methods to ν-ray detection in NaI (Tl) detectors is given. Comparisons are made with published, calculated and experimental, data. (Author) [pt

  19. A deterministic alternative to the full configuration interaction quantum Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Tubman, Norm M.; Lee, Joonho; Takeshita, Tyler Y.; Head-Gordon, Martin; Whaley, K. Birgitta [University of California, Berkeley, Berkeley, California 94720 (United States)

    2016-07-28

    Development of exponentially scaling methods has seen great progress in tackling larger systems than previously thought possible. One such technique, full configuration interaction quantum Monte Carlo, is a useful algorithm that allows exact diagonalization through stochastically sampling determinants. The method derives its utility from the information in the matrix elements of the Hamiltonian, along with a stochastic projected wave function, to find the important parts of Hilbert space. However, the stochastic representation of the wave function is not required to search Hilbert space efficiently, and here we describe a highly efficient deterministic method that can achieve chemical accuracy for a wide range of systems, including the difficult Cr{sub 2} molecule. We demonstrate for systems like Cr{sub 2} that such calculations can be performed in just a few cpu hours which makes it one of the most efficient and accurate methods that can attain chemical accuracy for strongly correlated systems. In addition our method also allows efficient calculation of excited state energies, which we illustrate with benchmark results for the excited states of C{sub 2}.

  20. Bayesian calibration of terrestrial ecosystem models: a study of advanced Markov chain Monte Carlo methods

    Science.gov (United States)

    Lu, Dan; Ricciuto, Daniel; Walker, Anthony; Safta, Cosmin; Munger, William

    2017-09-01

    Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results in a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. The result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.

  1. A backward Monte Carlo method for efficient computation of runaway probabilities in runaway electron simulation

    Science.gov (United States)

    Zhang, Guannan; Del-Castillo-Negrete, Diego

    2017-10-01

    Kinetic descriptions of RE are usually based on the bounced-averaged Fokker-Planck model that determines the PDFs of RE. Despite of the simplification involved, the Fokker-Planck equation can rarely be solved analytically and direct numerical approaches (e.g., continuum and particle-based Monte Carlo (MC)) can be time consuming specially in the computation of asymptotic-type observable including the runaway probability, the slowing-down and runaway mean times, and the energy limit probability. Here we present a novel backward MC approach to these problems based on backward stochastic differential equations (BSDEs). The BSDE model can simultaneously describe the PDF of RE and the runaway probabilities by means of the well-known Feynman-Kac theory. The key ingredient of the backward MC algorithm is to place all the particles in a runaway state and simulate them backward from the terminal time to the initial time. As such, our approach can provide much faster convergence than the brute-force MC methods, which can significantly reduce the number of particles required to achieve a prescribed accuracy. Moreover, our algorithm can be parallelized as easy as the direct MC code, which paves the way for conducting large-scale RE simulation. This work is supported by DOE FES and ASCR under the Contract Numbers ERKJ320 and ERAT377.

  2. A study of certain Monte Carlo search and optimisation methods

    International Nuclear Information System (INIS)

    Budd, C.

    1984-11-01

    Studies are described which might lead to the development of a search and optimisation facility for the Monte Carlo criticality code MONK. The facility envisaged could be used to maximise a function of k-effective with respect to certain parameters of the system or, alternatively, to find the system (in a given range of systems) for which that function takes a given value. (UK)

  3. Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of Itô Stochastic Differential Equations

    KAUST Repository

    Rached, Nadhir B.

    2013-01-01

    The Monte Carlo forward Euler method with uniform time stepping is the standard technique to compute an approximation of the expected payoff of a solution of an Itô SDE. For a given accuracy requirement TOL, the complexity of this technique for well

  4. Study of the validity of a combined potential model using the Hybrid Reverse Monte Carlo method in Fluoride glass system

    Directory of Open Access Journals (Sweden)

    M. Kotbi

    2013-03-01

    Full Text Available The choice of appropriate interaction models is among the major disadvantages of conventional methods such as Molecular Dynamics (MD and Monte Carlo (MC simulations. On the other hand, the so-called Reverse Monte Carlo (RMC method, based on experimental data, can be applied without any interatomic and/or intermolecular interactions. The RMC results are accompanied by artificial satellite peaks. To remedy this problem, we use an extension of the RMC algorithm, which introduces an energy penalty term into the acceptance criteria. This method is referred to as the Hybrid Reverse Monte Carlo (HRMC method. The idea of this paper is to test the validity of a combined potential model of coulomb and Lennard-Jones in a Fluoride glass system BaMnMF7 (M = Fe,V using HRMC method. The results show a good agreement between experimental and calculated characteristics, as well as a meaningful improvement in partial pair distribution functions (PDFs. We suggest that this model should be used in calculating the structural properties and in describing the average correlations between components of fluoride glass or a similar system. We also suggest that HRMC could be useful as a tool for testing the interaction potential models, as well as for conventional applications.

  5. Application of Monte Carlo method to solving boundary value problem of differential equations

    International Nuclear Information System (INIS)

    Zuo Yinghong; Wang Jianguo

    2012-01-01

    This paper introduces the foundation of the Monte Carlo method and the way how to generate the random numbers. Based on the basic thought of the Monte Carlo method and finite differential method, the stochastic model for solving the boundary value problem of differential equations is built. To investigate the application of the Monte Carlo method to solving the boundary value problem of differential equations, the model is used to solve Laplace's equations with the first boundary condition and the unsteady heat transfer equation with initial values and boundary conditions. The results show that the boundary value problem of differential equations can be effectively solved with the Monte Carlo method, and the differential equations with initial condition can also be calculated by using a stochastic probability model which is based on the time-domain finite differential equations. Both the simulation results and theoretical analyses show that the errors of numerical results are lowered as the number of simulation particles is increased. (authors)

  6. Memory-efficient calculations of adjoint-weighted tallies by the Monte Carlo Wielandt method

    International Nuclear Information System (INIS)

    Choi, Sung Hoon; Shim, Hyung Jin

    2016-01-01

    Highlights: • The MC Wielandt method is applied to reduce memory for the adjoint estimation. • The adjoint-weighted kinetics parameters are estimated in the MC Wielandt calculations. • The MC S/U analyses are conducted in the MC Wielandt calculations. - Abstract: The current Monte Carlo (MC) adjoint-weighted tally techniques based on the iterated fission probability (IFP) concept require a memory amount which is proportional to the numbers of the adjoint-weighted tallies and histories per cycle to store history-wise tally estimates during the convergence of the adjoint flux. Especially the conventional MC adjoint-weighted perturbation (AWP) calculations for the nuclear data sensitivity and uncertainty (S/U) analysis suffer from the huge memory consumption to realize the IFP concept. In order to reduce the memory requirement drastically, we present a new adjoint estimation method in which the memory usage is irrelevant to the numbers of histories per cycle by applying the IFP concept for the MC Wielandt calculations. The new algorithms for the adjoint-weighted kinetics parameter estimation and the AWP calculations in the MC Wielandt method are implemented in a Seoul National University MC code, McCARD and its validity is demonstrated in critical facility problems. From the comparison of the nuclear data S/U analyses, it is demonstrated that the memory amounts to store the sensitivity estimates in the proposed method become negligibly small.

  7. Daylighting simulation: methods, algorithms, and resources

    Energy Technology Data Exchange (ETDEWEB)

    Carroll, William L.

    1999-12-01

    This document presents work conducted as part of Subtask C, ''Daylighting Design Tools'', Subgroup C2, ''New Daylight Algorithms'', of the IEA SHC Task 21 and the ECBCS Program Annex 29 ''Daylight in Buildings''. The search for and collection of daylighting analysis methods and algorithms led to two important observations. First, there is a wide range of needs for different types of methods to produce a complete analysis tool. These include: Geometry; Light modeling; Characterization of the natural illumination resource; Materials and components properties, representations; and Usability issues (interfaces, interoperability, representation of analysis results, etc). Second, very advantageously, there have been rapid advances in many basic methods in these areas, due to other forces. They are in part driven by: The commercial computer graphics community (commerce, entertainment); The lighting industry; Architectural rendering and visualization for projects; and Academia: Course materials, research. This has led to a very rich set of information resources that have direct applicability to the small daylighting analysis community. Furthermore, much of this information is in fact available online. Because much of the information about methods and algorithms is now online, an innovative reporting strategy was used: the core formats are electronic, and used to produce a printed form only secondarily. The electronic forms include both online WWW pages and a downloadable .PDF file with the same appearance and content. Both electronic forms include live primary and indirect links to actual information sources on the WWW. In most cases, little additional commentary is provided regarding the information links or citations that are provided. This in turn allows the report to be very concise. The links are expected speak for themselves. The report consists of only about 10+ pages, with about 100+ primary links, but

  8. Verification of the VEF photon beam model for dose calculations by the voxel-Monte-Carlo-algorithm

    International Nuclear Information System (INIS)

    Kriesen, S.; Fippel, M.

    2005-01-01

    The VEF linac head model (VEF, virtual energy fluence) was developed at the University of Tuebingen to determine the primary fluence for calculations of dose distributions in patients by the Voxel-Monte-Carlo-Algorithm (XVMC). This analytical model can be fitted to any therapy accelerator head by measuring only a few basic dose data; therefore, time-consuming Monte-Carlo simulations of the linac head become unnecessary. The aim of the present study was the verification of the VEF model by means of water-phantom measurements, as well as the comparison of this system with a common analytical linac head model of a commercial planning system (TMS, formerly HELAX or MDS Nordion, respectively). The results show that both the VEF and the TMS models can very well simulate the primary fluence. However, the VEF model proved superior in the simulations of scattered radiation and in the calculations of strongly irregular MLC fields. Thus, an accurate and clinically practicable tool for the determination of the primary fluence for Monte-Carlo-Simulations with photons was established, especially for the use in IMRT planning. (orig.)

  9. [Verification of the VEF photon beam model for dose calculations by the Voxel-Monte-Carlo-Algorithm].

    Science.gov (United States)

    Kriesen, Stephan; Fippel, Matthias

    2005-01-01

    The VEF linac head model (VEF, virtual energy fluence) was developed at the University of Tübingen to determine the primary fluence for calculations of dose distributions in patients by the Voxel-Monte-Carlo-Algorithm (XVMC). This analytical model can be fitted to any therapy accelerator head by measuring only a few basic dose data; therefore, time-consuming Monte-Carlo simulations of the linac head become unnecessary. The aim of the present study was the verification of the VEF model by means of water-phantom measurements, as well as the comparison of this system with a common analytical linac head model of a commercial planning system (TMS, formerly HELAX or MDS Nordion, respectively). The results show that both the VEF and the TMS models can very well simulate the primary fluence. However, the VEF model proved superior in the simulations of scattered radiation and in the calculations of strongly irregular MLC fields. Thus, an accurate and clinically practicable tool for the determination of the primary fluence for Monte-Carlo-Simulations with photons was established, especially for the use in IMRT planning.

  10. Quasi-Monte Carlo methods for lattice systems. A first look

    International Nuclear Information System (INIS)

    Jansen, K.; Cyprus Univ., Nicosia; Leovey, H.; Griewank, A.; Nube, A.; Humboldt-Universitaet, Berlin; Mueller-Preussker, M.

    2013-02-01

    We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable calculated by averaging over random observations generated from an ordinary Markov chain Monte Carlo simulation behaves like N -1/2 , where N is the number of observations. By means of Quasi-Monte Carlo methods it is possible to improve this behavior for certain problems up to N -1 . We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling.

  11. A functional method for estimating DPA tallies in Monte Carlo calculations of Light Water Reactors

    International Nuclear Information System (INIS)

    Read, Edward A.; Oliveira, Cassiano R.E. de

    2011-01-01

    There has been a growing need in recent years for the development of methodology to calculate radiation damage factors, namely displacements per atom (dpa), of structural components for Light Water Reactors (LWRs). The aim of this paper is to discuss the development and implementation of a dpa method using Monte Carlo method for transport calculations. The capabilities of the Monte Carlo code Serpent such as Woodcock tracking and fuel depletion are assessed for radiation damage calculations and its capability demonstrated and compared to those of the Monte Carlo code MCNP for radiation damage calculations of a typical LWR configuration. (author)

  12. Multilevel markov chain monte carlo method for high-contrast single-phase flow problems

    KAUST Repository

    Efendiev, Yalchin R.; Jin, Bangti; Michael, Presho; Tan, Xiaosi

    2014-01-01

    Carlo (MLMC) methods. The former provides a hierarchy of approximations of different resolution, whereas the latter gives an efficient way to estimate quantities of interest using samples on different levels. The number of basis functions in the online

  13. Modeling of continuous free-radical butadiene-styrene copolymerization process by the Monte Carlo method

    Directory of Open Access Journals (Sweden)

    T. A. Mikhailova

    2016-01-01

    Full Text Available In the paper the algorithm of modeling of continuous low-temperature free-radical butadiene-styrene copolymerization process in emulsion based on the Monte-Carlo method is offered. This process is the cornerstone of industrial production butadiene – styrene synthetic rubber which is the most widespread large-capacity rubber of general purpose. Imitation of growth of each macromolecule of the formed copolymer and tracking of the processes happening to it is the basis of algorithm of modeling. Modeling is carried out taking into account residence-time distribution of particles in system that gives the chance to research the process proceeding in the battery of consistently connected polymerization reactors. At the same time each polymerization reactor represents the continuous stirred tank reactor. Since the process is continuous, it is considered continuous addition of portions to the reaction mixture in the first reactor of battery. The constructed model allows to research molecular-weight and viscous characteristics of the formed copolymerization product, to predict the mass content of butadiene and styrene in copolymer, to carry out calculation of molecular-weight distribution of the received product at any moment of conducting process. According to the results of computational experiments analyzed the influence of mode of the process of the regulator introduced during the maintaining on change of characteristics of the formed butadiene-styrene copolymer. As the considered process takes place with participation of monomers of two types, besides listed the model allows to research compositional heterogeneity of the received product that is to carry out calculation of composite distribution and distribution of macromolecules for the size and structure. On the basis of the proposed algorithm created the software tool that allows you to keep track of changes in the characteristics of the resulting product in the dynamics.

  14. Review of Monte Carlo methods for particle multiplicity evaluation

    CERN Document Server

    Armesto-Pérez, Nestor

    2005-01-01

    I present a brief review of the existing models for particle multiplicity evaluation in heavy ion collisions which are at our disposal in the form of Monte Carlo simulators. Models are classified according to the physical mechanisms with which they try to describe the different stages of a high-energy collision between heavy nuclei. A comparison of predictions, as available at the beginning of year 2000, for multiplicities in central AuAu collisions at the BNL Relativistic Heavy Ion Collider (RHIC) and PbPb collisions at the CERN Large Hadron Collider (LHC) is provided.

  15. Review of Monte Carlo methods for particle multiplicity evaluation

    International Nuclear Information System (INIS)

    Armesto, Nestor

    2005-01-01

    I present a brief review of the existing models for particle multiplicity evaluation in heavy ion collisions which are at our disposal in the form of Monte Carlo simulators. Models are classified according to the physical mechanisms with which they try to describe the different stages of a high-energy collision between heavy nuclei. A comparison of predictions, as available at the beginning of year 2000, for multiplicities in central AuAu collisions at the BNL Relativistic Heavy Ion Collider (RHIC) and PbPb collisions at the CERN Large Hadron Collider (LHC) is provided

  16. Calculation of extended shields in the Monte Carlo method using importance function (BRAND and DD code systems)

    International Nuclear Information System (INIS)

    Androsenko, A.A.; Androsenko, P.A.; Kagalenko, I.Eh.; Mironovich, Yu.N.

    1992-01-01

    Consideration is given of a technique and algorithms of constructing neutron trajectories in the Monte-Carlo method taking into account the data on adjoint transport equation solution. When simulating the transport part of transfer kernel the use is made of piecewise-linear approximation of free path length density along the particle motion direction. The approach has been implemented in programs within the framework of the BRAND code system. The importance is calculated in the multigroup P 1 -approximation within the framework of the DD-30 code system. The efficiency of the developed computation technique is demonstrated by means of solution of two model problems. 4 refs.; 2 tabs

  17. Methods for coupling radiation, ion, and electron energies in grey Implicit Monte Carlo

    International Nuclear Information System (INIS)

    Evans, T.M.; Densmore, J.D.

    2007-01-01

    We present three methods for extending the Implicit Monte Carlo (IMC) method to treat the time-evolution of coupled radiation, electron, and ion energies. The first method splits the ion and electron coupling and conduction from the standard IMC radiation-transport process. The second method recasts the IMC equations such that part of the coupling is treated during the Monte Carlo calculation. The third method treats all of the coupling and conduction in the Monte Carlo simulation. We apply modified equation analysis (MEA) to simplified forms of each method that neglects the errors in the conduction terms. Through MEA we show that the third method is theoretically the most accurate. We demonstrate the effectiveness of each method on a series of 0-dimensional, nonlinear benchmark problems where the accuracy of the third method is shown to be up to ten times greater than the other coupling methods for selected calculations

  18. Study of the quantitative analysis approach of maintenance by the Monte Carlo simulation method

    International Nuclear Information System (INIS)

    Shimizu, Takashi

    2007-01-01

    This study is examination of the quantitative valuation by Monte Carlo simulation method of maintenance activities of a nuclear power plant. Therefore, the concept of the quantitative valuation of maintenance that examination was advanced in the Japan Society of Maintenology and International Institute of Universality (IUU) was arranged. Basis examination for quantitative valuation of maintenance was carried out at simple feed water system, by Monte Carlo simulation method. (author)

  19. Bridging the gap between quantum Monte Carlo and F12-methods

    Science.gov (United States)

    Chinnamsetty, Sambasiva Rao; Luo, Hongjun; Hackbusch, Wolfgang; Flad, Heinz-Jürgen; Uschmajew, André

    2012-06-01

    Tensor product approximation of pair-correlation functions opens a new route from quantum Monte Carlo (QMC) to explicitly correlated F12 methods. Thereby one benefits from stochastic optimization techniques used in QMC to get optimal pair-correlation functions which typically recover more than 85% of the total correlation energy. Our approach incorporates, in particular, core and core-valence correlation which are poorly described by homogeneous and isotropic ansatz functions usually applied in F12 calculations. We demonstrate the performance of the tensor product approximation by applications to atoms and small molecules. It turns out that the canonical tensor format is especially suitable for the efficient computation of two- and three-electron integrals required by explicitly correlated methods. The algorithm uses a decomposition of three-electron integrals, originally introduced by Boys and Handy and further elaborated by Ten-no in his 3d numerical quadrature scheme, which enables efficient computations in the tensor format. Furthermore, our method includes the adaptive wavelet approximation of tensor components where convergence rates are given in the framework of best N-term approximation theory.

  20. Bridging the gap between quantum Monte Carlo and F12-methods

    International Nuclear Information System (INIS)

    Chinnamsetty, Sambasiva Rao; Luo, Hongjun; Hackbusch, Wolfgang; Flad, Heinz-Jürgen; Uschmajew, André

    2012-01-01

    Graphical abstract: Tensor product approximation of pair-correlation functions: τ(x,y)≈∑ κ=1 κ u k (1) (x 1 ,y 1 )u k (2) (x 2 ,y 2 )u k (3) (x 3 ,y 3 ) Pair-correlation function τ(x,y)∣ ∣x·y∣=∣x∣∣y∣ of the He atom and corresponding tensor product approximation errors. Display Omitted - Abstract: Tensor product approximation of pair-correlation functions opens a new route from quantum Monte Carlo (QMC) to explicitly correlated F12 methods. Thereby one benefits from stochastic optimization techniques used in QMC to get optimal pair-correlation functions which typically recover more than 85% of the total correlation energy. Our approach incorporates, in particular, core and core-valence correlation which are poorly described by homogeneous and isotropic ansatz functions usually applied in F12 calculations. We demonstrate the performance of the tensor product approximation by applications to atoms and small molecules. It turns out that the canonical tensor format is especially suitable for the efficient computation of two- and three-electron integrals required by explicitly correlated methods. The algorithm uses a decomposition of three-electron integrals, originally introduced by Boys and Handy and further elaborated by Ten-no in his 3d numerical quadrature scheme, which enables efficient computations in the tensor format. Furthermore, our method includes the adaptive wavelet approximation of tensor components where convergence rates are given in the framework of best N-term approximation theory.

  1. Analysis of Various Multi-Objective Optimization Evolutionary Algorithms for Monte Carlo Treatment Planning System

    CERN Document Server

    Tydrichova, Magdalena

    2017-01-01

    In this project, various available multi-objective optimization evolutionary algorithms were compared considering their performance and distribution of solutions. The main goal was to select the most suitable algorithms for applications in cancer hadron therapy planning. For our purposes, a complex testing and analysis software was developed. Also, many conclusions and hypothesis have been done for the further research.

  2. Application of the Monte Carlo method to diagnostic radiology

    International Nuclear Information System (INIS)

    Persliden, J.

    1986-01-01

    A Monte Carlo program for photon transport is developed. The program is used to investigate the energy imparted to water slabs (simulating patients), and the related backscattered and transmitted energies as functions of primary photon energy and water slab thickness. The accuracy of the results depends on the cross-section data for the probabilities of the various interactions in the slab and on the physical quantity calculated. Backscattered energy fractions can vary by as much as 10-20 %, using different sets of published data for the photoelectric cross section while imparted fractions are only slightly affected. The results are used to calculate improved conversion factors for determining the energy imparted to the patient in X-ray diagnostic examinations from measurements of the air collision kerma integrated over beam area. The small angle distribution of scattered photons transmitted through a water slab, relevant to problems of image quality, is calculated taking into account the diffraction phenomena of liquid water. The calculations are performed with a collision density estimator. This estimator makes it possible to calculate important physical quantities which are virtually impracticable to assess with the Monte Carlo codes commonly used in medical physics or in experiments. With the collision density estimator, the influence of air gaps on the reduction of scattered radiation is investigated for different detectors, field areas and primary X-ray spectra. Contrast degradation and contrast improvement factors are given as functions of field area for various air gaps. (With 105 refs.) (author)

  3. 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

  4. Transforming high-dimensional potential energy surfaces into sum-of-products form using Monte Carlo methods

    Science.gov (United States)

    Schröder, Markus; Meyer, Hans-Dieter

    2017-08-01

    We propose a Monte Carlo method, "Monte Carlo Potfit," for transforming high-dimensional potential energy surfaces evaluated on discrete grid points into a sum-of-products form, more precisely into a Tucker form. To this end we use a variational ansatz in which we replace numerically exact integrals with Monte Carlo integrals. This largely reduces the numerical cost by avoiding the evaluation of the potential on all grid points and allows a treatment of surfaces up to 15-18 degrees of freedom. We furthermore show that the error made with this ansatz can be controlled and vanishes in certain limits. We present calculations on the potential of HFCO to demonstrate the features of the algorithm. To demonstrate the power of the method, we transformed a 15D potential of the protonated water dimer (Zundel cation) in a sum-of-products form and calculated the ground and lowest 26 vibrationally excited states of the Zundel cation with the multi-configuration time-dependent Hartree method.

  5. Monte Carlo Method with Heuristic Adjustment for Irregularly Shaped Food Product Volume Measurement

    Directory of Open Access Journals (Sweden)

    Joko Siswantoro

    2014-01-01

    Full Text Available Volume measurement plays an important role in the production and processing of food products. Various methods have been proposed to measure the volume of food products with irregular shapes based on 3D reconstruction. However, 3D reconstruction comes with a high-priced computational cost. Furthermore, some of the volume measurement methods based on 3D reconstruction have a low accuracy. Another method for measuring volume of objects uses Monte Carlo method. Monte Carlo method performs volume measurements using random points. Monte Carlo method only requires information regarding whether random points fall inside or outside an object and does not require a 3D reconstruction. This paper proposes volume measurement using a computer vision system for irregularly shaped food products without 3D reconstruction based on Monte Carlo method with heuristic adjustment. Five images of food product were captured using five cameras and processed to produce binary images. Monte Carlo integration with heuristic adjustment was performed to measure the volume based on the information extracted from binary images. The experimental results show that the proposed method provided high accuracy and precision compared to the water displacement method. In addition, the proposed method is more accurate and faster than the space carving method.

  6. Monte Carlo method with heuristic adjustment for irregularly shaped food product volume measurement.

    Science.gov (United States)

    Siswantoro, Joko; Prabuwono, Anton Satria; Abdullah, Azizi; Idrus, Bahari

    2014-01-01

    Volume measurement plays an important role in the production and processing of food products. Various methods have been proposed to measure the volume of food products with irregular shapes based on 3D reconstruction. However, 3D reconstruction comes with a high-priced computational cost. Furthermore, some of the volume measurement methods based on 3D reconstruction have a low accuracy. Another method for measuring volume of objects uses Monte Carlo method. Monte Carlo method performs volume measurements using random points. Monte Carlo method only requires information regarding whether random points fall inside or outside an object and does not require a 3D reconstruction. This paper proposes volume measurement using a computer vision system for irregularly shaped food products without 3D reconstruction based on Monte Carlo method with heuristic adjustment. Five images of food product were captured using five cameras and processed to produce binary images. Monte Carlo integration with heuristic adjustment was performed to measure the volume based on the information extracted from binary images. The experimental results show that the proposed method provided high accuracy and precision compared to the water displacement method. In addition, the proposed method is more accurate and faster than the space carving method.

  7. [Study of Determination of Oil Mixture Components Content Based on Quasi-Monte Carlo Method].

    Science.gov (United States)

    Wang, Yu-tian; Xu, Jing; Liu, Xiao-fei; Chen, Meng-han; Wang, Shi-tao

    2015-05-01

    Gasoline, kerosene, diesel is processed by crude oil with different distillation range. The boiling range of gasoline is 35 ~205 °C. The boiling range of kerosene is 140~250 °C. And the boiling range of diesel is 180~370 °C. At the same time, the carbon chain length of differentmineral oil is different. The carbon chain-length of gasoline is within the scope of C7 to C11. The carbon chain length of kerosene is within the scope of C12 to C15. And the carbon chain length of diesel is within the scope of C15 to C18. The recognition and quantitative measurement of three kinds of mineral oil is based on different fluorescence spectrum formed in their different carbon number distribution characteristics. Mineral oil pollution occurs frequently, so monitoring mineral oil content in the ocean is very important. A new method of components content determination of spectra overlapping mineral oil mixture is proposed, with calculation of characteristic peak power integrationof three-dimensional fluorescence spectrum by using Quasi-Monte Carlo Method, combined with optimal algorithm solving optimum number of characteristic peak and range of integral region, solving nonlinear equations by using BFGS(a rank to two update method named after its inventor surname first letter, Boyden, Fletcher, Goldfarb and Shanno) method. Peak power accumulation of determined points in selected area is sensitive to small changes of fluorescence spectral line, so the measurement of small changes of component content is sensitive. At the same time, compared with the single point measurement, measurement sensitivity is improved by the decrease influence of random error due to the selection of points. Three-dimensional fluorescence spectra and fluorescence contour spectra of single mineral oil and the mixture are measured by taking kerosene, diesel and gasoline as research objects, with a single mineral oil regarded whole, not considered each mineral oil components. Six characteristic peaks are

  8. Correlation between vacancies and magnetoresistance changes in FM manganites using the Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Agudelo-Giraldo, J.D. [PCM Computational Applications, Universidad Nacional de Colombia-Sede Manizales, Km. 9 vía al aeropuerto, Manizales (Colombia); Restrepo-Parra, E., E-mail: erestrepopa@unal.edu.co [PCM Computational Applications, Universidad Nacional de Colombia-Sede Manizales, Km. 9 vía al aeropuerto, Manizales (Colombia); Restrepo, J. [Grupo de Magnetismo y Simulación, Instituto de Física, Universidad de Antioquia, A.A. 1226, Medellín (Colombia)

    2015-10-01

    The Metropolis algorithm and the classical Heisenberg approximation were implemented by the Monte Carlo method to design a computational approach to the magnetization and resistivity of La{sub 2/3}Ca{sub 1/3}MnO{sub 3}, which depends on the Mn ion vacancies as the external magnetic field increases. This compound is ferromagnetic, and it exhibits the colossal magnetoresistance (CMR) effect. The monolayer was built with L×L×d dimensions, and it had L=30 umc (units of magnetic cells) for its dimension in the x–y plane and was d=12 umc in thickness. The Hamiltonian that was used contains interactions between first neighbors, the magnetocrystalline anisotropy effect and the external applied magnetic field response. The system that was considered contains mixed-valence bonds: Mn{sup 3+eg’}–O–Mn{sup 3+eg}, Mn{sup 3+eg}–O–Mn{sup 4+d3} and Mn{sup 3+eg’}–O–Mn{sup 4+d3}. The vacancies were placed randomly in the sample, replacing any type of Mn ion. The main result shows that without vacancies, the transitions T{sub C} (Curie temperature) and T{sub MI} (metal–insulator temperature) are similar, whereas with the increase in the vacancy percentage, T{sub MI} presented lower values than T{sub C}. This situation is caused by the competition between the external magnetic field, the vacancy percentage and the magnetocrystalline anisotropy, which favors the magnetoresistive effect at temperatures below T{sub MI}. Resistivity loops were also observed, which shows a direct correlation with the hysteresis loops of magnetization at temperatures below T{sub C}. - Highlights: • Changes in the resistivity of FM materials as a function of the temperature and external magnetic field can be obtained by the Monte Carlo method, Metropolis algorithm, classical Heisenberg and Kronig–Penney approximation for magnetic clusters. • Increases in the magnetoresistive effect were observed at temperatures below T{sub MI} by the vacancies effect. • The resistive hysteresis

  9. Vectorized Monte Carlo

    International Nuclear Information System (INIS)

    Brown, F.B.

    1981-01-01

    Examination of the global algorithms and local kernels of conventional general-purpose Monte Carlo codes shows that multigroup Monte Carlo methods have sufficient structure to permit efficient vectorization. A structured multigroup Monte Carlo algorithm for vector computers is developed in which many particle events are treated at once on a cell-by-cell basis. Vectorization of kernels for tracking and variance reduction is described, and a new method for discrete sampling is developed to facilitate the vectorization of collision analysis. To demonstrate the potential of the new method, a vectorized Monte Carlo code for multigroup radiation transport analysis was developed. This code incorporates many features of conventional general-purpose production codes, including general geometry, splitting and Russian roulette, survival biasing, variance estimation via batching, a number of cutoffs, and generalized tallies of collision, tracklength, and surface crossing estimators with response functions. Predictions of vectorized performance characteristics for the CYBER-205 were made using emulated coding and a dynamic model of vector instruction timing. Computation rates were examined for a variety of test problems to determine sensitivities to batch size and vector lengths. Significant speedups are predicted for even a few hundred particles per batch, and asymptotic speedups by about 40 over equivalent Amdahl 470V/8 scalar codes arepredicted for a few thousand particles per batch. The principal conclusion is that vectorization of a general-purpose multigroup Monte Carlo code is well worth the significant effort required for stylized coding and major algorithmic changes

  10. An assembly sequence planning method based on composite algorithm

    Directory of Open Access Journals (Sweden)

    Enfu LIU

    2016-02-01

    Full Text Available To solve the combination explosion problem and the blind searching problem in assembly sequence planning of complex products, an assembly sequence planning method based on composite algorithm is proposed. In the composite algorithm, a sufficient number of feasible assembly sequences are generated using formalization reasoning algorithm as the initial population of genetic algorithm. Then fuzzy knowledge of assembly is integrated into the planning process of genetic algorithm and ant algorithm to get the accurate solution. At last, an example is conducted to verify the feasibility of composite algorithm.

  11. Microcanonical Monte Carlo

    International Nuclear Information System (INIS)

    Creutz, M.

    1986-01-01

    The author discusses a recently developed algorithm for simulating statistical systems. The procedure interpolates between molecular dynamics methods and canonical Monte Carlo. The primary advantages are extremely fast simulations of discrete systems such as the Ising model and a relative insensitivity to random number quality. A variation of the algorithm gives rise to a deterministic dynamics for Ising spins. This model may be useful for high speed simulation of non-equilibrium phenomena

  12. Multi-level Monte Carlo Methods for Efficient Simulation of Coulomb Collisions

    Science.gov (United States)

    Ricketson, Lee

    2013-10-01

    We discuss the use of multi-level Monte Carlo (MLMC) schemes--originally introduced by Giles for financial applications--for the efficient simulation of Coulomb collisions in the Fokker-Planck limit. The scheme is based on a Langevin treatment of collisions, and reduces the computational cost of achieving a RMS error scaling as ɛ from O (ɛ-3) --for standard Langevin methods and binary collision algorithms--to the theoretically optimal scaling O (ɛ-2) for the Milstein discretization, and to O (ɛ-2 (logɛ)2) with the simpler Euler-Maruyama discretization. In practice, this speeds up simulation by factors up to 100. We summarize standard MLMC schemes, describe some tricks for achieving the optimal scaling, present results from a test problem, and discuss the method's range of applicability. This work was performed under the auspices of the U.S. DOE by the University of California, Los Angeles, under grant DE-FG02-05ER25710, and by LLNL under contract DE-AC52-07NA27344.

  13. The calculation of neutron flux using Monte Carlo method

    Science.gov (United States)

    Günay, Mehtap; Bardakçı, Hilal

    2017-09-01

    In this study, a hybrid reactor system was designed by using 99-95% Li20Sn80 + 1-5% RG-Pu, 99-95% Li20Sn80 + 1-5% RG-PuF4, and 99-95% Li20Sn80 + 1-5% RG-PuO2 fluids, ENDF/B-VII.0 evaluated nuclear data library and 9Cr2WVTa structural material. The fluids were used in the liquid first wall, liquid second wall (blanket) and shield zones of a fusion-fission hybrid reactor system. The neutron flux was calculated according to the mixture components, radial, energy spectrum in the designed hybrid reactor system for the selected fluids, library and structural material. Three-dimensional nucleonic calculations were performed using the most recent version MCNPX-2.7.0 the Monte Carlo code.

  14. Whole core calculations of power reactors by Monte Carlo method

    International Nuclear Information System (INIS)

    Nakagawa, Masayuki; Mori, Takamasa

    1993-01-01

    Whole core calculations have been performed for a commercial size PWR and a prototype LMFBR by using vectorized Monte Carlo codes. Geometries of cores were precisely represented in a pin by pin model. The calculated parameters were k eff , control rod worth, power distribution and so on. Both multigroup and continuous energy models were used and the accuracy of multigroup approximation was evaluated through the comparison of both results. One million neutron histories were tracked to considerably reduce variances. It was demonstrated that the high speed vectorized codes could calculate k eff , assembly power and some reactivity worths within practical computation time. For pin power and small reactivity worth calculations, the order of 10 million histories would be necessary. Required number of histories to achieve target design accuracy were estimated for those neutronic parameters. (orig.)

  15. A hybrid transport-diffusion Monte Carlo method for frequency-dependent radiative-transfer simulations

    International Nuclear Information System (INIS)

    Densmore, Jeffery D.; Thompson, Kelly G.; Urbatsch, Todd J.

    2012-01-01

    Discrete Diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Implicit Monte Carlo radiative-transfer simulations in optically thick media. In DDMC, particles take discrete steps between spatial cells according to a discretized diffusion equation. Each discrete step replaces many smaller Monte Carlo steps, thus improving the efficiency of the simulation. In this paper, we present 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, as optical thickness is typically a decreasing function of frequency. Above this threshold we employ standard Monte Carlo, which results in a hybrid transport-diffusion scheme. With a set of frequency-dependent test problems, we confirm the accuracy and increased efficiency of our new DDMC method.

  16. A NEW MONTE CARLO METHOD FOR TIME-DEPENDENT NEUTRINO RADIATION TRANSPORT

    International Nuclear Information System (INIS)

    Abdikamalov, Ernazar; Ott, Christian D.; O'Connor, Evan; Burrows, Adam; Dolence, Joshua C.; Löffler, Frank; Schnetter, Erik

    2012-01-01

    Monte Carlo approaches to radiation transport have several attractive properties such as simplicity of implementation, high accuracy, and good parallel scaling. Moreover, Monte Carlo methods can handle complicated geometries and are relatively easy to extend to multiple spatial dimensions, which makes them potentially interesting in modeling complex multi-dimensional astrophysical phenomena such as core-collapse supernovae. The aim of this paper is to explore Monte Carlo methods for modeling neutrino transport in core-collapse supernovae. We generalize the Implicit Monte Carlo photon transport scheme of Fleck and Cummings and gray discrete-diffusion scheme of Densmore et al. to energy-, time-, and velocity-dependent neutrino transport. Using our 1D spherically-symmetric implementation, we show that, similar to the photon transport case, the implicit scheme enables significantly larger timesteps compared with explicit time discretization, without sacrificing accuracy, while the discrete-diffusion method leads to significant speed-ups at high optical depth. Our results suggest that a combination of spectral, velocity-dependent, Implicit Monte Carlo and discrete-diffusion Monte Carlo methods represents a robust approach for use in neutrino transport calculations in core-collapse supernovae. Our velocity-dependent scheme can easily be adapted to photon transport.

  17. A NEW MONTE CARLO METHOD FOR TIME-DEPENDENT NEUTRINO RADIATION TRANSPORT

    Energy Technology Data Exchange (ETDEWEB)

    Abdikamalov, Ernazar; Ott, Christian D.; O' Connor, Evan [TAPIR, California Institute of Technology, MC 350-17, 1200 E California Blvd., Pasadena, CA 91125 (United States); Burrows, Adam; Dolence, Joshua C. [Department of Astrophysical Sciences, Princeton University, Peyton Hall, Ivy Lane, Princeton, NJ 08544 (United States); Loeffler, Frank; Schnetter, Erik, E-mail: abdik@tapir.caltech.edu [Center for Computation and Technology, Louisiana State University, 216 Johnston Hall, Baton Rouge, LA 70803 (United States)

    2012-08-20

    Monte Carlo approaches to radiation transport have several attractive properties such as simplicity of implementation, high accuracy, and good parallel scaling. Moreover, Monte Carlo methods can handle complicated geometries and are relatively easy to extend to multiple spatial dimensions, which makes them potentially interesting in modeling complex multi-dimensional astrophysical phenomena such as core-collapse supernovae. The aim of this paper is to explore Monte Carlo methods for modeling neutrino transport in core-collapse supernovae. We generalize the Implicit Monte Carlo photon transport scheme of Fleck and Cummings and gray discrete-diffusion scheme of Densmore et al. to energy-, time-, and velocity-dependent neutrino transport. Using our 1D spherically-symmetric implementation, we show that, similar to the photon transport case, the implicit scheme enables significantly larger timesteps compared with explicit time discretization, without sacrificing accuracy, while the discrete-diffusion method leads to significant speed-ups at high optical depth. Our results suggest that a combination of spectral, velocity-dependent, Implicit Monte Carlo and discrete-diffusion Monte Carlo methods represents a robust approach for use in neutrino transport calculations in core-collapse supernovae. Our velocity-dependent scheme can easily be adapted to photon transport.

  18. Multip: A Multi Purpose simulation Monte Carlo algorithm for two- and three-body reaction kinematics

    Energy Technology Data Exchange (ETDEWEB)

    Sgouros, O.; Soukeras, V.; Pakou, A. [The University of Ioannina, Department of Physics and HINP, Ioannina (Greece)

    2017-08-15

    An algorithm is proposed for the determination of inclusive or/and exclusive energy spectra for particles emitted either in two- or three-body reactions with emphasis in the dissociation of unstable particles. (orig.)

  19. A genetic algorithm based method for neutron spectrum unfolding

    International Nuclear Information System (INIS)

    Suman, Vitisha; Sarkar, P.K.

    2013-03-01

    An approach to neutron spectrum unfolding based on a stochastic evolutionary search mechanism - Genetic Algorithm (GA) is presented. It is tested to unfold a set of simulated spectra, the unfolded spectra is compared to the output of a standard code FERDOR. The method was then applied to a set of measured pulse height spectrum of neutrons from the AmBe source as well as of emitted neutrons from Li(p,n) and Ag(C,n) nuclear reactions carried out in the accelerator environment. The unfolded spectra compared to the output of FERDOR show good agreement in the case of AmBe spectra and Li(p,n) spectra. In the case of Ag(C,n) spectra GA method results in some fluctuations. Necessity of carrying out smoothening of the obtained solution is also studied, which leads to approximation of the solution yielding an appropriate solution finally. Few smoothing techniques like second difference smoothing, Monte Carlo averaging, combination of both and gaussian based smoothing methods are also studied. Unfolded results obtained after inclusion of the smoothening criteria are in close agreement with the output obtained from the FERDOR code. The present method is also tested on a set of underdetermined problems, the outputs of which is compared to the unfolded spectra obtained from the FERDOR applied to a completely determined problem, shows a good match. The distribution of the unfolded spectra is also studied. Uncertainty propagation in the unfolded spectra due to the errors present in the measurement as well as the response function is also carried out. The method appears to be promising for unfolding the completely determined as well as underdetermined problems. It also has provisions to carry out the uncertainty analysis. (author)

  20. The Metropolis Monte Carlo method with CUDA enabled Graphic Processing Units

    Energy Technology Data Exchange (ETDEWEB)

    Hall, Clifford [Computational Materials Science Center, George Mason University, 4400 University Dr., Fairfax, VA 22030 (United States); School of Physics, Astronomy, and Computational Sciences, George Mason University, 4400 University Dr., Fairfax, VA 22030 (United States); Ji, Weixiao [Computational Materials Science Center, George Mason University, 4400 University Dr., Fairfax, VA 22030 (United States); Blaisten-Barojas, Estela, E-mail: blaisten@gmu.edu [Computational Materials Science Center, George Mason University, 4400 University Dr., Fairfax, VA 22030 (United States); School of Physics, Astronomy, and Computational Sciences, George Mason University, 4400 University Dr., Fairfax, VA 22030 (United States)

    2014-02-01

    We present a CPU–GPU system for runtime acceleration of large molecular simulations using GPU computation and memory swaps. The memory architecture of the GPU can be used both as container for simulation data stored on the graphics card and as floating-point code target, providing an effective means for the manipulation of atomistic or molecular data on the GPU. To fully take advantage of this mechanism, efficient GPU realizations of algorithms used to perform atomistic and molecular simulations are essential. Our system implements a versatile molecular engine, including inter-molecule interactions and orientational variables for performing the Metropolis Monte Carlo (MMC) algorithm, which is one type of Markov chain Monte Carlo. By combining memory objects with floating-point code fragments we have implemented an MMC parallel engine that entirely avoids the communication time of molecular data at runtime. Our runtime acceleration system is a forerunner of a new class of CPU–GPU algorithms exploiting memory concepts combined with threading for avoiding bus bandwidth and communication. The testbed molecular system used here is a condensed phase system of oligopyrrole chains. A benchmark shows a size scaling speedup of 60 for systems with 210,000 pyrrole monomers. Our implementation can easily be combined with MPI to connect in parallel several CPU–GPU duets. -- Highlights: •We parallelize the Metropolis Monte Carlo (MMC) algorithm on one CPU—GPU duet. •The Adaptive Tempering Monte Carlo employs MMC and profits from this CPU—GPU implementation. •Our benchmark shows a size scaling-up speedup of 62 for systems with 225,000 particles. •The testbed involves a polymeric system of oligopyrroles in the condensed phase. •The CPU—GPU parallelization includes dipole—dipole and Mie—Jones classic potentials.

  1. The Metropolis Monte Carlo method with CUDA enabled Graphic Processing Units

    International Nuclear Information System (INIS)

    Hall, Clifford; Ji, Weixiao; Blaisten-Barojas, Estela

    2014-01-01

    We present a CPU–GPU system for runtime acceleration of large molecular simulations using GPU computation and memory swaps. The memory architecture of the GPU can be used both as container for simulation data stored on the graphics card and as floating-point code target, providing an effective means for the manipulation of atomistic or molecular data on the GPU. To fully take advantage of this mechanism, efficient GPU realizations of algorithms used to perform atomistic and molecular simulations are essential. Our system implements a versatile molecular engine, including inter-molecule interactions and orientational variables for performing the Metropolis Monte Carlo (MMC) algorithm, which is one type of Markov chain Monte Carlo. By combining memory objects with floating-point code fragments we have implemented an MMC parallel engine that entirely avoids the communication time of molecular data at runtime. Our runtime acceleration system is a forerunner of a new class of CPU–GPU algorithms exploiting memory concepts combined with threading for avoiding bus bandwidth and communication. The testbed molecular system used here is a condensed phase system of oligopyrrole chains. A benchmark shows a size scaling speedup of 60 for systems with 210,000 pyrrole monomers. Our implementation can easily be combined with MPI to connect in parallel several CPU–GPU duets. -- Highlights: •We parallelize the Metropolis Monte Carlo (MMC) algorithm on one CPU—GPU duet. •The Adaptive Tempering Monte Carlo employs MMC and profits from this CPU—GPU implementation. •Our benchmark shows a size scaling-up speedup of 62 for systems with 225,000 particles. •The testbed involves a polymeric system of oligopyrroles in the condensed phase. •The CPU—GPU parallelization includes dipole—dipole and Mie—Jones classic potentials.

  2. Research on Palmprint Identification Method Based on Quantum Algorithms

    Directory of Open Access Journals (Sweden)

    Hui Li

    2014-01-01

    Full Text Available Quantum image recognition is a technology by using quantum algorithm to process the image information. It can obtain better effect than classical algorithm. In this paper, four different quantum algorithms are used in the three stages of palmprint recognition. First, quantum adaptive median filtering algorithm is presented in palmprint filtering processing. Quantum filtering algorithm can get a better filtering result than classical algorithm through the comparison. Next, quantum Fourier transform (QFT is used to extract pattern features by only one operation due to quantum parallelism. The proposed algorithm exhibits an exponential speed-up compared with discrete Fourier transform in the feature extraction. Finally, quantum set operations and Grover algorithm are used in palmprint matching. According to the experimental results, quantum algorithm only needs to apply square of N operations to find out the target palmprint, but the traditional method needs N times of calculation. At the same time, the matching accuracy of quantum algorithm is almost 100%.

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

    Science.gov (United States)

    Garcia, Alejandro L; Wagner, Wolfgang

    2003-11-01

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

  4. Research of beam hardening correction method for CL system based on SART algorithm

    International Nuclear Information System (INIS)

    Cao Daquan; Wang Yaxiao; Que Jiemin; Sun Cuili; Wei Cunfeng; Wei Long

    2014-01-01

    Computed laminography (CL) is a non-destructive testing technique for large objects, especially for planar objects. Beam hardening artifacts were wildly observed in the CL system and significantly reduce the image quality. This study proposed a novel simultaneous algebraic reconstruction technique (SART) based beam hardening correction (BHC) method for the CL system, namely the SART-BHC algorithm in short. The SART-BHC algorithm took the polychromatic attenuation process in account to formulate the iterative reconstruction update. A novel projection matrix calculation method which was different from the conventional cone-beam or fan-beam geometry was also studied for the CL system. The proposed method was evaluated with simulation data and experimental data, which was generated using the Monte Carlo simulation toolkit Geant4 and a bench-top CL system, respectively. All projection data were reconstructed with SART-BHC algorithm and the standard filtered back projection (FBP) algorithm. The reconstructed images show that beam hardening artifacts are greatly reduced with the SART-BHC algorithm compared to the FBP algorithm. The SART-BHC algorithm doesn't need any prior know-ledge about the object or the X-ray spectrum and it can also mitigate the interlayer aliasing. (authors)

  5. A kinetic theory for nonanalog Monte Carlo algorithms: Exponential transform with angular biasing

    International Nuclear Information System (INIS)

    Ueki, T.; Larsen, E.W.

    1998-01-01

    A new Boltzmann Monte Carlo (BMC) equation is proposed to describe the transport of Monte Carlo particles governed by a set of nonanalog rules for the transition of space, velocity, and weight. The BMC equation is a kinetic equation that includes weight as an extra independent variable. The solution of the BMC equation is the pointwise distribution of velocity and weight throughout the physical system. The BMC equation is derived for the simulation of a transmitted current, utilizing the exponential transform with angular biasing. The weight moments of the solution of the BMC equation are used to predict the score moments of the transmission current. (Also, it is shown that an adjoint BMC equation can be used for this purpose.) Integrating the solution of the forward BMC equation over space, velocity, and weight, the mean number of flights per history is obtained. This is used to determine theoretically the figure of merit for any choice of biasing parameters. Also, a maximum safe value of the exponential transform parameter is proposed, which ensure the finite variance of variance estimate (sample variance) for any penetration distance. Finally, numerical results that validate the new theory are provided

  6. A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

    Science.gov (United States)

    Minsley, Burke J.

    2011-01-01

    A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, ‘best’ model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequencydomain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favorably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment.

  7. Kinetic-Monte-Carlo-Based Parallel Evolution Simulation Algorithm of Dust Particles

    Directory of Open Access Journals (Sweden)

    Xiaomei Hu

    2014-01-01

    Full Text Available The evolution simulation of dust particles provides an important way to analyze the impact of dust on the environment. KMC-based parallel algorithm is proposed to simulate the evolution of dust particles. In the parallel evolution simulation algorithm of dust particles, data distribution way and communication optimizing strategy are raised to balance the load of every process and reduce the communication expense among processes. The experimental results show that the simulation of diffusion, sediment, and resuspension of dust particles in virtual campus is realized and the simulation time is shortened by parallel algorithm, which makes up for the shortage of serial computing and makes the simulation of large-scale virtual environment possible.

  8. SU-F-T-155: Validation of a Commercial Monte Carlo Dose Calculation Algorithm for Proton Therapy

    Energy Technology Data Exchange (ETDEWEB)

    Saini, J; Wong, T [SCCA Proton Therapy Center, Seattle, WA (United States); St James, S; Stewart, R; Bloch, C [University of Washington, Seattle, WA (United States); Traneus, E [Raysearch Laboratories AB, Stockholm. (Sweden)

    2016-06-15

    Purpose: Compare proton pencil beam scanning dose measurements to GATE/GEANT4 (GMC) and RayStation™ Monte Carlo (RMC) simulations. Methods: Proton pencil beam models of the IBA gantry at the Seattle Proton Therapy Center were developed in the GMC code system and a research build of the RMC. For RMC, a preliminary beam model that does not account for upstream halo was used. Depth dose and lateral profiles are compared for the RMC, GMC and a RayStation™ pencil beam dose (RPB) model for three spread out Bragg peaks (SOBPs) in homogenous water phantom. SOBP comparisons were also made among the three models for a phantom with a (i) 2 cm bone and a (ii) 0.5 cm titanium insert. Results: Measurements and GMC estimates of R80 range agree to within 1 mm, and the mean point-to-point dose difference is within 1.2% for all integrated depth dose (IDD) profiles. The dose differences at the peak are 1 to 2%. All of the simulated spot sigmas are within 0.15 mm of the measured values. For the three SOBPs considered, the maximum R80 deviation from measurement for GMC was −0.35 mm, RMC 0.5 mm, and RPB −0.1 mm. The minimum gamma pass using the 3%/3mm criterion for all the profiles was 94%. The dose comparison for heterogeneous inserts in low dose gradient regions showed dose differences greater than 10% at the distal edge of interface between RPB and GMC. The RMC showed improvement and agreed with GMC to within 7%. Conclusion: The RPB dosimetry show clinically significant differences (> 10%) from GMC and RMC estimates. The RMC algorithm is superior to the RPB dosimetry in heterogeneous media. We suspect modelling of the beam’s halo may be responsible for a portion of the remaining discrepancy and that RayStation will reduce this discrepancy as they finalize the release. Erik Traneus is employed as a Research Scientist at RaySearch Laboratories. The research build of the RayStation TPS used in the study was made available to the SCCA free of charge. RaySearch did not provide

  9. Monte Carlo evaluation of accuracy and noise properties of two scatter correction methods

    International Nuclear Information System (INIS)

    Narita, Y.; Eberl, S.; Nakamura, T.

    1996-01-01

    Two independent scatter correction techniques, transmission dependent convolution subtraction (TDCS) and triple-energy window (TEW) method, were evaluated in terms of quantitative accuracy and noise properties using Monte Carlo simulation (EGS4). Emission projections (primary, scatter and scatter plus primary) were simulated for 99m Tc and 201 Tl for numerical chest phantoms. Data were reconstructed with ordered-subset ML-EM algorithm including attenuation correction using the transmission data. In the chest phantom simulation, TDCS provided better S/N than TEW, and better accuracy, i.e., 1.0% vs -7.2% in myocardium, and -3.7% vs -30.1% in the ventricular chamber for 99m Tc with TDCS and TEW, respectively. For 201 Tl, TDCS provided good visual and quantitative agreement with simulated true primary image without noticeably increasing the noise after scatter correction. Overall TDCS proved to be more accurate and less noisy than TEW, facilitating quantitative assessment of physiological functions with SPECT

  10. A midway forward-adjoint coupling method for neutron and photon Monte Carlo transport

    International Nuclear Information System (INIS)

    Serov, I.V.; John, T.M.; Hoogenboom, J.E.

    1999-01-01

    The midway Monte Carlo method for calculating detector responses combines a forward and an adjoint Monte Carlo calculation. In both calculations, particle scores are registered at a surface to be chosen by the user somewhere between the source and detector domains. The theory of the midway response determination is developed within the framework of transport theory for external sources and for criticality theory. The theory is also developed for photons, which are generated at inelastic scattering or capture of neutrons. In either the forward or the adjoint calculation a so-called black absorber technique can be applied; i.e., particles need not be followed after passing the midway surface. The midway Monte Carlo method is implemented in the general-purpose MCNP Monte Carlo code. The midway Monte Carlo method is demonstrated to be very efficient in problems with deep penetration, small source and detector domains, and complicated streaming paths. All the problems considered pose difficult variance reduction challenges. Calculations were performed using existing variance reduction methods of normal MCNP runs and using the midway method. The performed comparative analyses show that the midway method appears to be much more efficient than the standard techniques in an overwhelming majority of cases and can be recommended for use in many difficult variance reduction problems of neutral particle transport

  11. Comparison of genetic algorithms with conjugate gradient methods

    Science.gov (United States)

    Bosworth, J. L.; Foo, N. Y.; Zeigler, B. P.

    1972-01-01

    Genetic algorithms for mathematical function optimization are modeled on search strategies employed in natural adaptation. Comparisons of genetic algorithms with conjugate gradient methods, which were made on an IBM 1800 digital computer, show that genetic algorithms display superior performance over gradient methods for functions which are poorly behaved mathematically, for multimodal functions, and for functions obscured by additive random noise. Genetic methods offer performance comparable to gradient methods for many of the standard functions.

  12. Ant colony algorithm implementation in electron and photon Monte Carlo transport: application to the commissioning of radiosurgery photon beams.

    Science.gov (United States)

    García-Pareja, S; Galán, P; Manzano, F; Brualla, L; Lallena, A M

    2010-07-01

    In this work, the authors describe an approach which has been developed to drive the application of different variance-reduction techniques to the Monte Carlo simulation of photon and electron transport in clinical accelerators. The new approach considers the following techniques: Russian roulette, splitting, a modified version of the directional bremsstrahlung splitting, and the azimuthal particle redistribution. Their application is controlled by an ant colony algorithm based on an importance map. The procedure has been applied to radiosurgery beams. Specifically, the authors have calculated depth-dose profiles, off-axis ratios, and output factors, quantities usually considered in the commissioning of these beams. The agreement between Monte Carlo results and the corresponding measurements is within approximately 3%/0.3 mm for the central axis percentage depth dose and the dose profiles. The importance map generated in the calculation can be used to discuss simulation details in the different parts of the geometry in a simple way. The simulation CPU times are comparable to those needed within other approaches common in this field. The new approach is competitive with those previously used in this kind of problems (PSF generation or source models) and has some practical advantages that make it to be a good tool to simulate the radiation transport in problems where the quantities of interest are difficult to obtain because of low statistics.

  13. The Possibility of Using Monte Carlo Method in the Case of Decision-Making under Conditions of Risk Concerning an Agricultural Economics Issue

    Directory of Open Access Journals (Sweden)

    Dominika Crnjac Milić

    2013-07-01

    Full Text Available Monte Carlo method is a probabilistic computer algorithm in which the value of one or more random variables is given by the density function, and the goal of which is to predict all the possible outcomes of a process it has been applied to and the probability of their occurrence. As such, the Monte Carlo method proves to be extremely useful in the process of decision- making under conditions of risk. This paper discusses an example of function optimization with the aim of finding a solution that will deliver the highest profits in the described agricultural economics-related problem under risk-free conditions. A Monte Carlo simulation is carried out and the solution under conditions of risk is also found. For that purpose, a special program code was written.

  14. Calculation of total counting efficiency of a NaI(Tl) detector by hybrid Monte-Carlo method for point and disk sources

    Energy Technology Data Exchange (ETDEWEB)

    Yalcin, S. [Education Faculty, Kastamonu University, 37200 Kastamonu (Turkey)], E-mail: yalcin@gazi.edu.tr; Gurler, O.; Kaynak, G. [Department of Physics, Faculty of Arts and Sciences, Uludag University, Gorukle Campus, 16059 Bursa (Turkey); Gundogdu, O. [Department of Physics, School of Engineering and Physical Sciences, University of Surrey, Guildford GU2 7XH (United Kingdom)

    2007-10-15

    This paper presents results on the total gamma counting efficiency of a NaI(Tl) detector from point and disk sources. The directions of photons emitted from the source were determined by Monte-Carlo techniques and the photon path lengths in the detector were determined by analytic equations depending on photon directions. This is called the hybrid Monte-Carlo method where analytical expressions are incorporated into the Monte-Carlo simulations. A major advantage of this technique is the short computation time compared to other techniques on similar computational platforms. Another advantage is the flexibility for inputting detector-related parameters (such as source-detector distance, detector radius, source radius, detector linear attenuation coefficient) into the algorithm developed, thus making it an easy and flexible method to apply to other detector systems and configurations. The results of the total counting efficiency model put forward for point and disc sources were compared with the previous work reported in the literature.

  15. Calculation of total counting efficiency of a NaI(Tl) detector by hybrid Monte-Carlo method for point and disk sources

    International Nuclear Information System (INIS)

    Yalcin, S.; Gurler, O.; Kaynak, G.; Gundogdu, O.

    2007-01-01

    This paper presents results on the total gamma counting efficiency of a NaI(Tl) detector from point and disk sources. The directions of photons emitted from the source were determined by Monte-Carlo techniques and the photon path lengths in the detector were determined by analytic equations depending on photon directions. This is called the hybrid Monte-Carlo method where analytical expressions are incorporated into the Monte-Carlo simulations. A major advantage of this technique is the short computation time compared to other techniques on similar computational platforms. Another advantage is the flexibility for inputting detector-related parameters (such as source-detector distance, detector radius, source radius, detector linear attenuation coefficient) into the algorithm developed, thus making it an easy and flexible method to apply to other detector systems and configurations. The results of the total counting efficiency model put forward for point and disc sources were compared with the previous work reported in the literature

  16. Non-analogue Monte Carlo method, application to neutron simulation; Methode de Monte Carlo non analogue, application a la simulation des neutrons

    Energy Technology Data Exchange (ETDEWEB)

    Morillon, B.

    1996-12-31

    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. Only the Monte Carlo method offers such a possibility. 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 technique.

  17. A Novel Multiple-Time Scale Integrator for the Hybrid Monte Carlo Algorithm

    International Nuclear Information System (INIS)

    Kamleh, Waseem

    2011-01-01

    Hybrid Monte Carlo simulations that implement the fermion action using multiple terms are commonly used. By the nature of their formulation they involve multiple integration time scales in the evolution of the system through simulation time. These different scales are usually dealt with by the Sexton-Weingarten nested leapfrog integrator. In this scheme the choice of time scales is somewhat restricted as each time step must be an exact multiple of the next smallest scale in the sequence. A novel generalisation of the nested leapfrog integrator is introduced which allows for far greater flexibility in the choice of time scales, as each scale now must only be an exact multiple of the smallest step size.

  18. Testing and tuning symplectic integrators for the hybrid Monte Carlo algorithm in lattice QCD

    International Nuclear Information System (INIS)

    Takaishi, Tetsuya; Forcrand, Philippe de

    2006-01-01

    We examine a new second-order integrator recently found by Omelyan et al. The integration error of the new integrator measured in the root mean square of the energy difference, 2 > 1/2 , is about 10 times smaller than that of the standard second-order leapfrog (2LF) integrator. As a result, the step size of the new integrator can be made about three times larger. Taking into account a factor 2 increase in cost, the new integrator is about 50% more efficient than the 2LF integrator. Integrating over positions first, then momenta, is slightly more advantageous than the reverse. Further parameter tuning is possible. We find that the optimal parameter for the new integrator is slightly different from the value obtained by Omelyan et al., and depends on the simulation parameters. This integrator could also be advantageous for the Trotter-Suzuki decomposition in quantum Monte Carlo

  19. The integration of improved Monte Carlo compton scattering algorithms into the Integrated TIGER Series

    International Nuclear Information System (INIS)

    Quirk, Thomas J. IV

    2004-01-01

    The Integrated TIGER Series (ITS) is a software package that solves coupled electron-photon transport problems. ITS performs analog photon tracking for energies between 1 keV and 1 GeV. Unlike its deterministic counterpart, the Monte Carlo calculations of ITS do not require a memory-intensive meshing of phase space; however, its solutions carry statistical variations. Reducing these variations is heavily dependent on runtime. Monte Carlo simulations must therefore be both physically accurate and computationally efficient. Compton scattering is the dominant photon interaction above 100 keV and below 5-10 MeV, with higher cutoffs occurring in lighter atoms. In its current model of Compton scattering, ITS corrects the differential Klein-Nishina cross sections (which assumes a stationary, free electron) with the incoherent scattering function, a function dependent on both the momentum transfer and the atomic number of the scattering medium. While this technique accounts for binding effects on the scattering angle, it excludes the Doppler broadening the Compton line undergoes because of the momentum distribution in each bound state. To correct for these effects, Ribbefor's relativistic impulse approximation (IA) will be employed to create scattering cross section differential in both energy and angle for each element. Using the parameterizations suggested by Brusa et al., scattered photon energies and angle can be accurately sampled at a high efficiency with minimal physical data. Two-body kinematics then dictates the electron's scattered direction and energy. Finally, the atomic ionization is relaxed via Auger emission or fluorescence. Future work will extend these improvements in incoherent scattering to compounds and to adjoint calculations.

  20. A study of the dosimetry of small field photon beams used in intensity modulated radiation therapy in inhomogeneous media: Monte Carlo simulations, and algorithm comparisons and corrections

    International Nuclear Information System (INIS)

    Jones, Andrew Osler

    2004-01-01

    There is an increasing interest in the use of inhomogeneity corrections for lung, air, and bone in radiotherapy treatment planning. Traditionally, corrections based on physical density have been used. Modern algorithms use the electron density derived from CT images. Small fields are used in both conformal radiotherapy and IMRT, however, their beam characteristics in inhomogeneous media have not been extensively studied. This work compares traditional and modern treatment planning algorithms to Monte Carlo simulations in and near low-density inhomogeneities. Field sizes ranging from 0.5 cm to 5 cm in diameter are projected onto a phantom containing inhomogeneities and depth dose curves are compared. Comparisons of the Dose Perturbation Factors (DPF) are presented as functions of density and field size. Dose Correction Factors (DCF), which scale the algorithms to the Monte Carlo data, are compared for each algorithm. Physical scaling algorithms such as Batho and Equivalent Pathlength (EPL) predict an increase in dose for small fields passing through lung tissue, where Monte Carlo simulations show a sharp dose drop. The physical model-based collapsed cone convolution (CCC) algorithm correctly predicts the dose drop, but does not accurately predict the magnitude. Because the model-based algorithms do not correctly account for the change in backscatter, the dose drop predicted by CCC occurs farther downstream compared to that predicted by the Monte Carlo simulations. Beyond the tissue inhomogeneity all of the algorithms studied predict dose distributions in close agreement with Monte Carlo simulations. Dose-volume relationships are important in understanding the effects of radiation to the lung. The dose within the lung is affected by a complex function of beam energy, lung tissue density, and field size. Dose algorithms vary in their abilities to correctly predict the dose to the lung tissue. A thorough analysis of the effects of density, and field size on dose to the

  1. The linogram algorithm and direct fourier method with linograms

    International Nuclear Information System (INIS)

    Edholm, P.R.

    1990-01-01

    This text is an attempt to describe the linogram algorithm based on a somewhat simplified mathematical description of the algorithm which is also more similar to the actual digital implementation. Another algorithm with linograms, which may be called a direct fourier method is also presented. (K.A.E.)

  2. Calculation Aspects of the European Rebalanced Basket Option using Monte Carlo Methods: Valuation

    Directory of Open Access Journals (Sweden)

    CJ van der Merwe

    2012-06-01

    Full Text Available Extra premiums can be charged to a client to guarantee a minimum payout of a contract on a portfolio that gets rebalanced on a regular basis back to fixed proportions. The valuation of this premium can be changed to that of the pricing of a European put option with underlying rebalanced portfolio. This article finds the most efficient estimators for the value of this path-dependant multi-asset put option using different Monte Carlo methods. With the help of a refined method, computing time of the value decreased significantly. Furthermore, Variance Reduction Techniques and Quasi-Monte Carlo methods delivered more accurate and faster converging estimates as well.

  3. Study of thermodynamic and structural properties of a flexible homopolymer chain using advanced Monte Carlo methods

    Directory of Open Access Journals (Sweden)

    Hammou Amine Bouziane

    2013-03-01

    Full Text Available We study the thermodynamic and structural properties of a flexible homopolymer chain using both multi canonical Monte Carlo method and Wang-Landau method. In this work, we focus on the coil-globule transition. Starting from a completely random chain, we have obtained a globule for different sizes of the chain. The implementation of these advanced Monte Carlo methods allowed us to obtain a flat histogram in energy space and calculate various thermodynamic quantities such as the density of states, the free energy and the specific heat. Structural quantities such as the radius of gyration where also calculated.

  4. Monte Carlo evaluation of the convolution/superposition algorithm of Hi-Art tomotherapy in heterogeneous phantoms and clinical cases

    International Nuclear Information System (INIS)

    Sterpin, E.; Salvat, F.; Olivera, G.; Vynckier, S.

    2009-01-01

    The reliability of the convolution/superposition (C/S) algorithm of the Hi-Art tomotherapy system is evaluated by using the Monte Carlo model TomoPen, which has been already validated for homogeneous phantoms. The study was performed in three stages. First, measurements with EBT Gafchromic film for a 1.25x2.5 cm 2 field in a heterogeneous phantom consisting of two slabs of polystyrene separated with Styrofoam were compared to simulation results from TomoPen. The excellent agreement found in this comparison justifies the use of TomoPen as the reference for the remaining parts of this work. Second, to allow analysis and interpretation of the results in clinical cases, dose distributions calculated with TomoPen and C/S were compared for a similar phantom geometry, with multiple slabs of various densities. Even in conditions of lack of lateral electronic equilibrium, overall good agreement was obtained between C/S and TomoPen results, with deviations within 3%/2 mm, showing that the C/S algorithm accounts for modifications in secondary electron transport due to the presence of a low density medium. Finally, calculations were performed with TomoPen and C/S of dose distributions in various clinical cases, from large bilateral head and neck tumors to small lung tumors with diameter of <3 cm. To ensure a ''fair'' comparison, identical dose calculation grid and dose-volume histogram calculator were used. Very good agreement was obtained for most of the cases, with no significant differences between the DVHs obtained from both calculations. However, deviations of up to 4% for the dose received by 95% of the target volume were found for the small lung tumors. Therefore, the approximations in the C/S algorithm slightly influence the accuracy in small lung tumors even though the C/S algorithm of the tomotherapy system shows very good overall behavior.

  5. Monte Carlo evaluation of the convolution/superposition algorithm of Hi-Art tomotherapy in heterogeneous phantoms and clinical cases

    Energy Technology Data Exchange (ETDEWEB)

    Sterpin, E.; Salvat, F.; Olivera, G.; Vynckier, S. [Department of Radiotherapy, Saint-Luc University Hospital, Universite Catholique de Louvain, 10 Avenue Hippocrate, 1200 Brussels (Belgium); Facultat de Fisica (ECM), Universitat de Barcelona, Diagonal 647, 08028 Barcelona (Spain); Tomotherapy Inc., 1240 Deming Way, Madison, Wisconsin 53717 and Department of Medical Physics, University of Wisconsin-Madison, Madison, Wisconsin 53705 (United States); Department of Radiotherapy, Saint-Luc University Hospital, Universite Catholique de Louvain, 10 Avenue Hippocrate, 1200 Brussels (Belgium)

    2009-05-15

    The reliability of the convolution/superposition (C/S) algorithm of the Hi-Art tomotherapy system is evaluated by using the Monte Carlo model TomoPen, which has been already validated for homogeneous phantoms. The study was performed in three stages. First, measurements with EBT Gafchromic film for a 1.25x2.5 cm{sup 2} field in a heterogeneous phantom consisting of two slabs of polystyrene separated with Styrofoam were compared to simulation results from TomoPen. The excellent agreement found in this comparison justifies the use of TomoPen as the reference for the remaining parts of this work. Second, to allow analysis and interpretation of the results in clinical cases, dose distributions calculated with TomoPen and C/S were compared for a similar phantom geometry, with multiple slabs of various densities. Even in conditions of lack of lateral electronic equilibrium, overall good agreement was obtained between C/S and TomoPen results, with deviations within 3%/2 mm, showing that the C/S algorithm accounts for modifications in secondary electron transport due to the presence of a low density medium. Finally, calculations were performed with TomoPen and C/S of dose distributions in various clinical cases, from large bilateral head and neck tumors to small lung tumors with diameter of <3 cm. To ensure a ''fair'' comparison, identical dose calculation grid and dose-volume histogram calculator were used. Very good agreement was obtained for most of the cases, with no significant differences between the DVHs obtained from both calculations. However, deviations of up to 4% for the dose received by 95% of the target volume were found for the small lung tumors. Therefore, the approximations in the C/S algorithm slightly influence the accuracy in small lung tumors even though the C/S algorithm of the tomotherapy system shows very good overall behavior.

  6. Continuous energy Monte Carlo method based homogenization multi-group constants calculation

    International Nuclear Information System (INIS)

    Li Mancang; Wang Kan; Yao Dong

    2012-01-01

    The efficiency of the standard two-step reactor physics calculation relies on the accuracy of multi-group constants from the assembly-level homogenization process. In contrast to the traditional deterministic methods, generating the homogenization cross sections via Monte Carlo method overcomes the difficulties in geometry and treats energy in continuum, thus provides more accuracy parameters. Besides, the same code and data bank can be used for a wide range of applications, resulting in the versatility using Monte Carlo codes for homogenization. As the first stage to realize Monte Carlo based lattice homogenization, the track length scheme is used as the foundation of cross section generation, which is straight forward. The scattering matrix and Legendre components, however, require special techniques. The Scattering Event method was proposed to solve the problem. There are no continuous energy counterparts in the Monte Carlo calculation for neutron diffusion coefficients. P 1 cross sections were used to calculate the diffusion coefficients for diffusion reactor simulator codes. B N theory is applied to take the leakage effect into account when the infinite lattice of identical symmetric motives is assumed. The MCMC code was developed and the code was applied in four assembly configurations to assess the accuracy and the applicability. At core-level, A PWR prototype core is examined. The results show that the Monte Carlo based multi-group constants behave well in average. The method could be applied to complicated configuration nuclear reactor core to gain higher accuracy. (authors)

  7. SU-F-SPS-02: Accuracy of the Small Field Dosimetry Using the Monte Carlo and Sequential Dose Calculation Algorithms of Multiplan Treatment Planning System Within and Beyond Heterogeneous Media for Cyberknife M6 Unit

    Energy Technology Data Exchange (ETDEWEB)

    Serin, E.; Codel, G.; Mabhouti, H.; Cebe, M.; Sanli, E.; Pacaci, P.; Kucuk, N.; Kucukmorkoc, E.; Doyuran, M.; Canoglu, D.; Altinok, A.; Acar, H.; Caglar Ozkok, H. [Medipol University, Istanbul, Istanbul (Turkey)

    2016-06-15

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

  8. SU-F-SPS-02: Accuracy of the Small Field Dosimetry Using the Monte Carlo and Sequential Dose Calculation Algorithms of Multiplan Treatment Planning System Within and Beyond Heterogeneous Media for Cyberknife M6 Unit

    International Nuclear Information System (INIS)

    Serin, E.; Codel, G.; Mabhouti, H.; Cebe, M.; Sanli, E.; Pacaci, P.; Kucuk, N.; Kucukmorkoc, E.; Doyuran, M.; Canoglu, D.; Altinok, A.; Acar, H.; Caglar Ozkok, H.

    2016-01-01

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

  9. Development of three-dimensional program based on Monte Carlo and discrete ordinates bidirectional coupling method

    International Nuclear Information System (INIS)

    Han Jingru; Chen Yixue; Yuan Longjun

    2013-01-01

    The Monte Carlo (MC) and discrete ordinates (SN) are the commonly used methods in the design of radiation shielding. Monte Carlo method is able to treat the geometry exactly, but time-consuming in dealing with the deep penetration problem. The discrete ordinate method has great computational efficiency, but it is quite costly in computer memory and it suffers from ray effect. Single discrete ordinates method or single Monte Carlo method has limitation in shielding calculation for large complex nuclear facilities. In order to solve the problem, the Monte Carlo and discrete ordinates bidirectional coupling method is developed. The bidirectional coupling method is implemented in the interface program to transfer the particle probability distribution of MC and angular flux of discrete ordinates. The coupling method combines the advantages of MC and SN. The test problems of cartesian and cylindrical coordinate have been calculated by the coupling methods. The calculation results are performed with comparison to MCNP and TORT and satisfactory agreements are obtained. The correctness of the program is proved. (authors)

  10. Experiment of X-MP CRAY multitasking with vectorial Monte Carlo algorithm

    International Nuclear Information System (INIS)

    Chauvet, Y.

    1984-08-01

    After a short comparison between CRAY-1S and CRAY X-MP we present the main multitasking tools available with FORTRAN. Next we present the main characteristics of the algorithm used and the principles of its parallelization. At last we show the measured results on the two computers and we prove that tasks should be long enough to get a good speed-up factor [fr

  11. Selection of Investment Projects by Monte Carlo Method in Risk Condition

    Directory of Open Access Journals (Sweden)

    M. E.

    2017-12-01

    Full Text Available The Monte Carlo method (also known as the Monte Carlo simulation was proposed by Nicholas Metropolis, S. Ulam and Jhon Von Neiman in 50-th years of the past century. The method can be widely applied to analysis of investment projects due to the advantages recognized both by practitioners and the academic community. The balance model of a project with discounted financial flows has been implemented for Microsoft Excel and Google Docs spread-sheet solutions. The Monte Carlo method for project with low and high correlated net present value (NPV parameters in the environment of the electronic tables of MS Excel/Google Docs. A distinct graduation of risk was identified. A necessity of account of correlation effects and the use of multivariate imitation during the project selection has been demonstrated.

  12. Dosimetric evaluation of a commercial proton spot scanning Monte-Carlo dose algorithm: comparisons against measurements and simulations.

    Science.gov (United States)

    Saini, Jatinder; Maes, Dominic; Egan, Alexander; Bowen, Stephen R; St James, Sara; Janson, Martin; Wong, Tony; Bloch, Charles

    2017-09-12

    RaySearch Americas Inc. (NY) has introduced a commercial Monte Carlo dose algorithm (RS-MC) for routine clinical use in proton spot scanning. In this report, we provide a validation of this algorithm against phantom measurements and simulations in the GATE software package. We also compared the performance of the RayStation analytical algorithm (RS-PBA) against the RS-MC algorithm. A beam model (G-MC) for a spot scanning gantry at our proton center was implemented in the GATE software package. The model was validated against measurements in a water phantom and was used for benchmarking the RS-MC. Validation of the RS-MC was performed in a water phantom by measuring depth doses and profiles for three spread-out Bragg peak (SOBP) beams with normal incidence, an SOBP with oblique incidence, and an SOBP with a range shifter and large air gap. The RS-MC was also validated against measurements and simulations in heterogeneous phantoms created by placing lung or bone slabs in a water phantom. Lateral dose profiles near the distal end of the beam were measured with a microDiamond detector and compared to the G-MC simulations, RS-MC and RS-PBA. Finally, the RS-MC and RS-PBA were validated against measured dose distributions in an Alderson-Rando (AR) phantom. Measurements were made using Gafchromic film in the AR phantom and compared to doses using the RS-PBA and RS-MC algorithms. For SOBP depth doses in a water phantom, all three algorithms matched the measurements to within  ±3% at all points and a range within 1 mm. The RS-PBA algorithm showed up to a 10% difference in dose at the entrance for the beam with a range shifter and  >30 cm air gap, while the RS-MC and G-MC were always within 3% of the measurement. For an oblique beam incident at 45°, the RS-PBA algorithm showed up to 6% local dose differences and broadening of distal fall-off by 5 mm. Both the RS-MC and G-MC accurately predicted the depth dose to within  ±3% and distal fall-off to within 2

  13. Dosimetric evaluation of a commercial proton spot scanning Monte-Carlo dose algorithm: comparisons against measurements and simulations

    Science.gov (United States)

    Saini, Jatinder; Maes, Dominic; Egan, Alexander; Bowen, Stephen R.; St. James, Sara; Janson, Martin; Wong, Tony; Bloch, Charles

    2017-10-01

    RaySearch Americas Inc. (NY) has introduced a commercial Monte Carlo dose algorithm (RS-MC) for routine clinical use in proton spot scanning. In this report, we provide a validation of this algorithm against phantom measurements and simulations in the GATE software package. We also compared the performance of the RayStation analytical algorithm (RS-PBA) against the RS-MC algorithm. A beam model (G-MC) for a spot scanning gantry at our proton center was implemented in the GATE software package. The model was validated against measurements in a water phantom and was used for benchmarking the RS-MC. Validation of the RS-MC was performed in a water phantom by measuring depth doses and profiles for three spread-out Bragg peak (SOBP) beams with normal incidence, an SOBP with oblique incidence, and an SOBP with a range shifter and large air gap. The RS-MC was also validated against measurements and simulations in heterogeneous phantoms created by placing lung or bone slabs in a water phantom. Lateral dose profiles near the distal end of the beam were measured with a microDiamond detector and compared to the G-MC simulations, RS-MC and RS-PBA. Finally, the RS-MC and RS-PBA were validated against measured dose distributions in an Alderson-Rando (AR) phantom. Measurements were made using Gafchromic film in the AR phantom and compared to doses using the RS-PBA and RS-MC algorithms. For SOBP depth doses in a water phantom, all three algorithms matched the measurements to within  ±3% at all points and a range within 1 mm. The RS-PBA algorithm showed up to a 10% difference in dose at the entrance for the beam with a range shifter and  >30 cm air gap, while the RS-MC and G-MC were always within 3% of the measurement. For an oblique beam incident at 45°, the RS-PBA algorithm showed up to 6% local dose differences and broadening of distal fall-off by 5 mm. Both the RS-MC and G-MC accurately predicted the depth dose to within  ±3% and distal fall-off to within 2

  14. Inverse Modeling Using Markov Chain Monte Carlo Aided by Adaptive Stochastic Collocation Method with Transformation

    Science.gov (United States)

    Zhang, D.; Liao, Q.

    2016-12-01

    The Bayesian inference provides a convenient framework to solve statistical inverse problems. In this method, the parameters to be identified are treated as random variables. The prior knowledge, the system nonlinearity, and the measurement errors can be directly incorporated in the posterior probability density function (PDF) of the parameters. The Markov chain Monte Carlo (MCMC) method is a powerful tool to generate samples from the posterior PDF. However, since the MCMC usually requires thousands or even millions of forward simulations, it can be a computationally intensive endeavor, particularly when faced with large-scale flow and transport models. To address this issue, we construct a surrogate system for the model responses in the form of polynomials by the stochastic collocation method. In addition, we employ interpolation based on the nested sparse grids and takes into account the different importance of the parameters, under the condition of high random dimensions in the stochastic space. Furthermore, in case of low regularity such as discontinuous or unsmooth relation between the input parameters and the output responses, we introduce an additional transform process to improve the accuracy of the surrogate model. Once we build the surrogate system, we may evaluate the likelihood with very little computational cost. We analyzed the convergence rate of the forward solution and the surrogate posterior by Kullback-Leibler divergence, which quantifies the difference between probability distributions. The fast convergence of the forward solution implies fast convergence of the surrogate posterior to the true posterior. We also tested the proposed algorithm on water-flooding two-phase flow reservoir examples. The posterior PDF calculated from a very long chain with direct forward simulation is assumed to be accurate. The posterior PDF calculated using the surrogate model is in reasonable agreement with the reference, revealing a great improvement in terms of

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

    Science.gov (United States)

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

    2018-06-01

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

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

    Directory of Open Access Journals (Sweden)

    Hu Xiaojing

    2018-01-01

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

  17. Computational characterization of HPGe detectors usable for a wide variety of source geometries by using Monte Carlo simulation and a multi-objective evolutionary algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Guerra, J.G., E-mail: jglezg2002@gmail.es [Departamento de Física, Universidad de Las Palmas de Gran Canaria, 35001 Las Palmas de Gran Canaria (Spain); Rubiano, J.G. [Departamento de Física, Universidad de Las Palmas de Gran Canaria, 35001 Las Palmas de Gran Canaria (Spain); Instituto Universitario de Estudios Ambientales y Recursos Naturales, Universidad de Las Palmas de Gran Canaria, 35001 Las Palmas de Gran Canaria (Spain); Winter, G. [Instituto Universitario de Sistemas Inteligentes y Aplicaciones Numéricas en la Ingeniería, Universidad de Las Palmas de Gran Canaria, 35001 Las Palmas de Gran Canaria (Spain); Guerra, A.G.; Alonso, H.; Arnedo, M.A.; Tejera, A.; Martel, P. [Departamento de Física, Universidad de Las Palmas de Gran Canaria, 35001 Las Palmas de Gran Canaria (Spain); Instituto Universitario de Estudios Ambientales y Recursos Naturales, Universidad de Las Palmas de Gran Canaria, 35001 Las Palmas de Gran Canaria (Spain); Bolivar, J.P. [Departamento de Física Aplicada, Universidad de Huelva, 21071 Huelva (Spain)

    2017-06-21

    In this work, we have developed a computational methodology for characterizing HPGe detectors by implementing in parallel a multi-objective evolutionary algorithm, together with a Monte Carlo simulation code. The evolutionary algorithm is used for searching the geometrical parameters of a model of detector by minimizing the differences between the efficiencies calculated by Monte Carlo simulation and two reference sets of Full Energy Peak Efficiencies (FEPEs) corresponding to two given sample geometries, a beaker of small diameter laid over the detector window and a beaker of large capacity which wrap the detector. This methodology is a generalization of a previously published work, which was limited to beakers placed over the window of the detector with a diameter equal or smaller than the crystal diameter, so that the crystal mount cap (which surround the lateral surface of the crystal), was not considered in the detector model. The generalization has been accomplished not only by including such a mount cap in the model, but also using multi-objective optimization instead of mono-objective, with the aim of building a model sufficiently accurate for a wider variety of beakers commonly used for the measurement of environmental samples by gamma spectrometry, like for instance, Marinellis, Petris, or any other beaker with a diameter larger than the crystal diameter, for which part of the detected radiation have to pass through the mount cap. The proposed methodology has been applied to an HPGe XtRa detector, providing a model of detector which has been successfully verificated for different source-detector geometries and materials and experimentally validated using CRMs. - Highlights: • A computational method for characterizing HPGe detectors has been generalized. • The new version is usable for a wider range of sample geometries. • It starts from reference FEPEs obtained through a standard calibration procedure. • A model of an HPGe XtRa detector has been

  18. Computational characterization of HPGe detectors usable for a wide variety of source geometries by using Monte Carlo simulation and a multi-objective evolutionary algorithm

    International Nuclear Information System (INIS)

    Guerra, J.G.; Rubiano, J.G.; Winter, G.; Guerra, A.G.; Alonso, H.; Arnedo, M.A.; Tejera, A.; Martel, P.; Bolivar, J.P.

    2017-01-01

    In this work, we have developed a computational methodology for characterizing HPGe detectors by implementing in parallel a multi-objective evolutionary algorithm, together with a Monte Carlo simulation code. The evolutionary algorithm is used for searching the geometrical parameters of a model of detector by minimizing the differences between the efficiencies calculated by Monte Carlo simulation and two reference sets of Full Energy Peak Efficiencies (FEPEs) corresponding to two given sample geometries, a beaker of small diameter laid over the detector window and a beaker of large capacity which wrap the detector. This methodology is a generalization of a previously published work, which was limited to beakers placed over the window of the detector with a diameter equal or smaller than the crystal diameter, so that the crystal mount cap (which surround the lateral surface of the crystal), was not considered in the detector model. The generalization has been accomplished not only by including such a mount cap in the model, but also using multi-objective optimization instead of mono-objective, with the aim of building a model sufficiently accurate for a wider variety of beakers commonly used for the measurement of environmental samples by gamma spectrometry, like for instance, Marinellis, Petris, or any other beaker with a diameter larger than the crystal diameter, for which part of the detected radiation have to pass through the mount cap. The proposed methodology has been applied to an HPGe XtRa detector, providing a model of detector which has been successfully verificated for different source-detector geometries and materials and experimentally validated using CRMs. - Highlights: • A computational method for characterizing HPGe detectors has been generalized. • The new version is usable for a wider range of sample geometries. • It starts from reference FEPEs obtained through a standard calibration procedure. • A model of an HPGe XtRa detector has been

  19. Numerical simulation of logging-while-drilling density image by Monte-Carlo method

    International Nuclear Information System (INIS)

    Yue Aizhong; He Biao; Zhang Jianmin; Wang Lijuan

    2010-01-01

    Logging-while-drilling system is researched by Monte Carlo Method. Model of Logging-while-drilling system is built, tool response and azimuth density image are acquired, methods dealing with azimuth density data is discussed. This outcome lay foundation for optimizing tool, developing new tool and logging explanation. (authors)

  20. Testing and tuning new symplectic integrators for Hybrid Monte Carlo algorithm in lattice QCD

    CERN Document Server

    Takaishi, T; Takaishi, Tetsuya; Forcrand, Philippe de

    2006-01-01

    We examine a new 2nd order integrator recently found by Omelyan et al. The integration error of the new integrator measured in the root mean square of the energy difference, $\\bra\\Delta H^2\\ket^{1/2}$, is about 10 times smaller than that of the standard 2nd order leapfrog (2LF) integrator. As a result, the step size of the new integrator can be made about three times larger. Taking into account a factor 2 increase in cost, the new integrator is about 50% more efficient than the 2LF integrator. Integrating over positions first, then momenta, is slightly more advantageous than the reverse. Further parameter tuning is possible. We find that the optimal parameter for the new integrator is slightly different from the value obtained by Omelyan et al., and depends on the simulation parameters. This integrator, together with a new 4th order integrator, could also be advantageous for the Trotter-Suzuki decomposition in Quantum Monte Carlo.

  1. An evaluation of solution algorithms and numerical approximation methods for modeling an ion exchange process

    Science.gov (United States)

    Bu, Sunyoung; Huang, Jingfang; Boyer, Treavor H.; Miller, Cass T.

    2010-07-01

    The focus of this work is on the modeling of an ion exchange process that occurs in drinking water treatment applications. The model formulation consists of a two-scale model in which a set of microscale diffusion equations representing ion exchange resin particles that vary in size and age are coupled through a boundary condition with a macroscopic ordinary differential equation (ODE), which represents the concentration of a species in a well-mixed reactor. We introduce a new age-averaged model (AAM) that averages all ion exchange particle ages for a given size particle to avoid the expensive Monte-Carlo simulation associated with previous modeling applications. We discuss two different numerical schemes to approximate both the original Monte-Carlo algorithm and the new AAM for this two-scale problem. The first scheme is based on the finite element formulation in space coupled with an existing backward difference formula-based ODE solver in time. The second scheme uses an integral equation based Krylov deferred correction (KDC) method and a fast elliptic solver (FES) for the resulting elliptic equations. Numerical results are presented to validate the new AAM algorithm, which is also shown to be more computationally efficient than the original Monte-Carlo algorithm. We also demonstrate that the higher order KDC scheme is more efficient than the traditional finite element solution approach and this advantage becomes increasingly important as the desired accuracy of the solution increases. We also discuss issues of smoothness, which affect the efficiency of the KDC-FES approach, and outline additional algorithmic changes that would further improve the efficiency of these developing methods for a wide range of applications.

  2. External individual monitoring: experiments and simulations using Monte Carlo Method

    International Nuclear Information System (INIS)

    Guimaraes, Carla da Costa

    2005-01-01

    In this work, we have evaluated the possibility of applying the Monte Carlo simulation technique in photon dosimetry of external individual monitoring. The GEANT4 toolkit was employed to simulate experiments with radiation monitors containing TLD-100 and CaF 2 :NaCl thermoluminescent detectors. As a first step, X ray spectra were generated impinging electrons on a tungsten target. Then, the produced photon beam was filtered in a beryllium window and additional filters to obtain the radiation with desired qualities. This procedure, used to simulate radiation fields produced by a X ray tube, was validated by comparing characteristics such as half value layer, which was also experimentally measured, mean photon energy and the spectral resolution of simulated spectra with that of reference spectra established by international standards. In the construction of thermoluminescent dosimeter, two approaches for improvements have. been introduced. The first one was the inclusion of 6% of air in the composition of the CaF 2 :NaCl detector due to the difference between measured and calculated values of its density. Also, comparison between simulated and experimental results showed that the self-attenuation of emitted light in the readout process of the fluorite dosimeter must be taken into account. Then, in the second approach, the light attenuation coefficient of CaF 2 :NaCl compound estimated by simulation to be 2,20(25) mm -1 was introduced. Conversion coefficients C p from air kerma to personal dose equivalent were calculated using a slab water phantom with polymethyl-metacrilate (PMMA) walls, for reference narrow and wide X ray spectrum series [ISO 4037-1], and also for the wide spectra implanted and used in routine at Laboratorio de Dosimetria. Simulations of backscattered radiations by PMMA slab water phantom and slab phantom of ICRU tissue-equivalent material produced very similar results. Therefore, the PMMA slab water phantom that can be easily constructed with low

  3. Advantages of Analytical Transformations in Monte Carlo Methods for Radiation Transport

    International Nuclear Information System (INIS)

    McKinley, M S; Brooks III, E D; Daffin, F

    2004-01-01

    Monte Carlo methods for radiation transport typically attempt to solve an integral by directly sampling analog or weighted particles, which are treated as physical entities. Improvements to the methods involve better sampling, probability games or physical intuition about the problem. We show that significant improvements can be achieved by recasting the equations with an analytical transform to solve for new, non-physical entities or fields. This paper looks at one such transform, the difference formulation for thermal photon transport, showing a significant advantage for Monte Carlo solution of the equations for time dependent transport. Other related areas are discussed that may also realize significant benefits from similar analytical transformations

  4. A derivation and scalable implementation of the synchronous parallel kinetic Monte Carlo method for simulating long-time dynamics

    Science.gov (United States)

    Byun, Hye Suk; El-Naggar, Mohamed Y.; Kalia, Rajiv K.; Nakano, Aiichiro; Vashishta, Priya

    2017-10-01

    Kinetic Monte Carlo (KMC) simulations are used to study long-time dynamics of a wide variety of systems. Unfortunately, the conventional KMC algorithm is not scalable to larger systems, since its time scale is inversely proportional to the simulated system size. A promising approach to resolving this issue is the synchronous parallel KMC (SPKMC) algorithm, which makes the time scale size-independent. This paper introduces a formal derivation of the SPKMC algorithm based on local transition-state and time-dependent Hartree approximations, as well as its scalable parallel implementation based on a dual linked-list cell method. The resulting algorithm has achieved a weak-scaling parallel efficiency of 0.935 on 1024 Intel Xeon processors for simulating biological electron transfer dynamics in a 4.2 billion-heme system, as well as decent strong-scaling parallel efficiency. The parallel code has been used to simulate a lattice of cytochrome complexes on a bacterial-membrane nanowire, and it is broadly applicable to other problems such as computational synthesis of new materials.

  5. Determinantal and worldline quantum Monte Carlo methods for many-body systems

    International Nuclear Information System (INIS)

    Vekic, M.; White, S.R.

    1993-01-01

    We examine three different quantum Monte Carlo methods for studying systems of interacting particles. The determinantal quantum Monte Carlo method is compared to two different worldline simulations. The first worldline method consists of a simulation carried out in the real-space basis, while the second method is implemented using as basis the eigenstates of the Hamiltonian on blocks of the two-dimensional lattice. We look, in particular, at the Hubbard model on a 4x4 lattice with periodic boundary conditions. The block method is superior to the real-space method in terms of the computational cost of the simulation, but shows a much worse negative sign problem. For larger values of U and away from half-filling it is found that the real-space method can provide results at lower temperatures than the determinantal method. We show that the sign problem in the block method can be slightly improved by an appropriate choice of basis

  6. Interface methods for hybrid Monte Carlo-diffusion radiation-transport simulations

    International Nuclear Information System (INIS)

    Densmore, Jeffery D.

    2006-01-01

    Discrete diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Monte Carlo simulations in diffusive media. An important aspect of DDMC is the treatment of interfaces between diffusive regions, where DDMC is used, and transport regions, where standard Monte Carlo is employed. Three previously developed methods exist for treating transport-diffusion interfaces: the Marshak interface method, based on the Marshak boundary condition, the asymptotic interface method, based on the asymptotic diffusion-limit boundary condition, and the Nth-collided source technique, a scheme that allows Monte Carlo particles to undergo several collisions in a diffusive region before DDMC is used. Numerical calculations have shown that each of these interface methods gives reasonable results as part of larger radiation-transport simulations. In this paper, we use both analytic and numerical examples to compare the ability of these three interface techniques to treat simpler, transport-diffusion interface problems outside of a more complex radiation-transport calculation. We find that the asymptotic interface method is accurate regardless of the angular distribution of Monte Carlo particles incident on the interface surface. In contrast, the Marshak boundary condition only produces correct solutions if the incident particles are isotropic. We also show that the Nth-collided source technique has the capacity to yield accurate results if spatial cells are optically small and Monte Carlo particles are allowed to undergo many collisions within a diffusive region before DDMC is employed. These requirements make the Nth-collided source technique impractical for realistic radiation-transport calculations

  7. Characterization results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes

    DEFF Research Database (Denmark)

    Häggström, Olle; Lieshout, Marie-Colette van; Møller, Jesper

    1999-01-01

    The area-interaction process and the continuum random-cluster model are characterized in terms of certain functional forms of their respective conditional intensities. In certain cases, these two point process models can be derived from a bivariate point process model which in many respects...... is simpler to analyse and simulate. Using this correspondence we devise a two-component Gibbs sampler, which can be used for fast and exact simulation by extending the recent ideas of Propp and Wilson. We further introduce a Swendsen-Wang type algorithm. The relevance of the results within spatial statistics...

  8. Speed-Up of the Monte Carlo Method by Using a Physical Model of the Dempster-Shafer Theory

    NARCIS (Netherlands)

    Resconi, G.; Wal, A.J. van der; Ruan, D.

    1998-01-01

    By using the Monte Carlo method, we can obtain the minimum value of a function V(r) that is generally associated with the potential energy. In this paper we present a method that makes it possible to speed up the classical Monte Carlo method. The new method is based on the observation that the

  9. Quasi-Monte Carlo methods: applications to modeling of light transport in tissue

    Science.gov (United States)

    Schafer, Steven A.

    1996-05-01

    Monte Carlo modeling of light propagation can accurately predict the distribution of light in scattering materials. A drawback of Monte Carlo methods is that they converge inversely with the square root of the number of iterations. Theoretical considerations suggest that convergence which scales inversely with the first power of the number of iterations is possible. We have previously shown that one can obtain at least a portion of that improvement by using van der Corput sequences in place of a conventional pseudo-random number generator. Here, we present our further analysis, and show that quasi-Monte Carlo methods do have limited applicability to light scattering problems. We also discuss potential improvements which may increase the applicability.

  10. Monte Carlo method for calculating the radiation skyshine produced by electron accelerators

    Energy Technology Data Exchange (ETDEWEB)

    Kong Chaocheng [Department of Engineering Physics, Tsinghua University Beijing 100084 (China)]. E-mail: kongchaocheng@tsinghua.org.cn; Li Quanfeng [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Chen Huaibi [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Du Taibin [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Cheng Cheng [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Tang Chuanxiang [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Zhu Li [Laboratory of Radiation and Environmental Protection, Tsinghua University, Beijing 100084 (China); Zhang Hui [Laboratory of Radiation and Environmental Protection, Tsinghua University, Beijing 100084 (China); Pei Zhigang [Laboratory of Radiation and Environmental Protection, Tsinghua University, Beijing 100084 (China); Ming Shenjin [Laboratory of Radiation and Environmental Protection, Tsinghua University, Beijing 100084 (China)

    2005-06-01

    Using the MCNP4C Monte Carlo code, the X-ray skyshine produced by 9 MeV, 15 MeV and 21 MeV electron linear accelerators were calculated respectively with a new two-step method combined with the split and roulette variance reduction technique. Results of the Monte Carlo simulation, the empirical formulas used for skyshine calculation and the dose measurements were analyzed and compared. In conclusion, the skyshine dose measurements agreed reasonably with the results computed by the Monte Carlo method, but deviated from computational results given by empirical formulas. The effect on skyshine dose caused by different structures of accelerator head is also discussed in this paper.

  11. Quasi-Monte Carlo methods for lattice systems. A first look

    Energy Technology Data Exchange (ETDEWEB)

    Jansen, K. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Cyprus Univ., Nicosia (Cyprus). Dept. of Physics; Leovey, H.; Griewank, A. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Mathematik; Nube, A. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik; Mueller-Preussker, M. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik

    2013-02-15

    We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable calculated by averaging over random observations generated from an ordinary Markov chain Monte Carlo simulation behaves like N{sup -1/2}, where N is the number of observations. By means of Quasi-Monte Carlo methods it is possible to improve this behavior for certain problems up to N{sup -1}. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling.

  12. SU-E-T-356: Accuracy of Eclipse Electron Macro Monte Carlo Dose Algorithm for Use in Bolus Electron Conformal Therapy

    International Nuclear Information System (INIS)

    Carver, R; Popple, R; Benhabib, S; Antolak, J; Sprunger, C; Hogstrom, K

    2014-01-01

    Purpose: To evaluate the accuracy of electron dose distribution calculated by the Varian Eclipse electron Monte Carlo (eMC) algorithm for use with recent commercially available bolus electron conformal therapy (ECT). Methods: eMC-calculated electron dose distributions for bolus ECT have been compared to those previously measured for cylindrical phantoms (retromolar trigone and nose), whose axial cross sections were based on the mid-PTV CT anatomy for each site. The phantoms consisted of SR4 muscle substitute, SR4 bone substitute, and air. The bolus ECT treatment plans were imported into the Eclipse treatment planning system and calculated using the maximum allowable histories (2×10 9 ), resulting in a statistical error of <0.2%. Smoothing was not used for these calculations. Differences between eMC-calculated and measured dose distributions were evaluated in terms of absolute dose difference as well as distance to agreement (DTA). Results: Results from the eMC for the retromolar trigone phantom showed 89% (41/46) of dose points within 3% dose difference or 3 mm DTA. There was an average dose difference of −0.12% with a standard deviation of 2.56%. Results for the nose phantom showed 95% (54/57) of dose points within 3% dose difference or 3 mm DTA. There was an average dose difference of 1.12% with a standard deviation of 3.03%. Dose calculation times for the retromolar trigone and nose treatment plans were 15 min and 22 min, respectively, using 16 processors (Intel Xeon E5-2690, 2.9 GHz) on a Varian Eclipse framework agent server (FAS). Results of this study were consistent with those previously reported for accuracy of the eMC electron dose algorithm and for the .decimal, Inc. pencil beam redefinition algorithm used to plan the bolus. Conclusion: These results show that the accuracy of the Eclipse eMC algorithm is suitable for clinical implementation of bolus ECT

  13. SU-E-T-356: Accuracy of Eclipse Electron Macro Monte Carlo Dose Algorithm for Use in Bolus Electron Conformal Therapy

    Energy Technology Data Exchange (ETDEWEB)

    Carver, R [Mary Bird Perkins Cancer Center, Baton Rouge, LA (United States); Popple, R; Benhabib, S [UniversityAlabama Birmingham, Birmingham, AL (United Kingdom); Antolak, J [Mayo Clinic, Rochester, MN (United States); Sprunger, C [Louisiana State University, Baton Rouge, LA (United States); Hogstrom, K [Mary Bird Perkins Cancer Center, Baton Rouge, LA (United States); Louisiana State University, Baton Rouge, LA (United States)

    2014-06-01

    Purpose: To evaluate the accuracy of electron dose distribution calculated by the Varian Eclipse electron Monte Carlo (eMC) algorithm for use with recent commercially available bolus electron conformal therapy (ECT). Methods: eMC-calculated electron dose distributions for bolus ECT have been compared to those previously measured for cylindrical phantoms (retromolar trigone and nose), whose axial cross sections were based on the mid-PTV CT anatomy for each site. The phantoms consisted of SR4 muscle substitute, SR4 bone substitute, and air. The bolus ECT treatment plans were imported into the Eclipse treatment planning system and calculated using the maximum allowable histories (2×10{sup 9}), resulting in a statistical error of <0.2%. Smoothing was not used for these calculations. Differences between eMC-calculated and measured dose distributions were evaluated in terms of absolute dose difference as well as distance to agreement (DTA). Results: Results from the eMC for the retromolar trigone phantom showed 89% (41/46) of dose points within 3% dose difference or 3 mm DTA. There was an average dose difference of −0.12% with a standard deviation of 2.56%. Results for the nose phantom showed 95% (54/57) of dose points within 3% dose difference or 3 mm DTA. There was an average dose difference of 1.12% with a standard deviation of 3.03%. Dose calculation times for the retromolar trigone and nose treatment plans were 15 min and 22 min, respectively, using 16 processors (Intel Xeon E5-2690, 2.9 GHz) on a Varian Eclipse framework agent server (FAS). Results of this study were consistent with those previously reported for accuracy of the eMC electron dose algorithm and for the .decimal, Inc. pencil beam redefinition algorithm used to plan the bolus. Conclusion: These results show that the accuracy of the Eclipse eMC algorithm is suitable for clinical implementation of bolus ECT.

  14. Patient-specific scatter correction in clinical cone beam computed tomography imaging made possible by the combination of Monte Carlo simulations and a ray tracing algorithm

    International Nuclear Information System (INIS)

    Thing, Rune S.; Bernchou, Uffe; Brink, Carsten; Mainegra-Hing, Ernesto

    2013-01-01

    Purpose: Cone beam computed tomography (CBCT) image quality is limited by scattered photons. Monte Carlo (MC) simulations provide the ability of predicting the patient-specific scatter contamination in clinical CBCT imaging. Lengthy simulations prevent MC-based scatter correction from being fully implemented in a clinical setting. This study investigates the combination of using fast MC simulations to predict scatter distributions with a ray tracing algorithm to allow calibration between simulated and clinical CBCT images. Material and methods: An EGSnrc-based user code (egs c bct), was used to perform MC simulations of an Elekta XVI CBCT imaging system. A 60keV x-ray source was used, and air kerma scored at the detector plane. Several variance reduction techniques (VRTs) were used to increase the scatter calculation efficiency. Three patient phantoms based on CT scans were simulated, namely a brain, a thorax and a pelvis scan. A ray tracing algorithm was used to calculate the detector signal due to primary photons. A total of 288 projections were simulated, one for each thread on the computer cluster used for the investigation. Results: Scatter distributions for the brain, thorax and pelvis scan were simulated within 2 % statistical uncertainty in two hours per scan. Within the same time, the ray tracing algorithm provided the primary signal for each of the projections. Thus, all the data needed for MC-based scatter correction in clinical CBCT imaging was obtained within two hours per patient, using a full simulation of the clinical CBCT geometry. Conclusions: This study shows that use of MC-based scatter corrections in CBCT imaging has a great potential to improve CBCT image quality. By use of powerful VRTs to predict scatter distributions and a ray tracing algorithm to calculate the primary signal, it is possible to obtain the necessary data for patient specific MC scatter correction within two hours per patient

  15. Fixed node diffusion Monte Carlo using a genetic algorithm: a study of the CO-(4)He(N) complex, N = 1…10.

    Science.gov (United States)

    Ramilowski, Jordan A; Farrelly, David

    2012-06-14

    The diffusion Monte Carlo (DMC) method is a widely used algorithm for computing both ground and excited states of many-particle systems; for states without nodes the algorithm is numerically exact. In the presence of nodes approximations must be introduced, for example, the fixed-node approximation. Recently we have developed a genetic algorithm (GA) based approach which allows the computation of nodal surfaces on-the-fly [Ramilowski and Farrelly, Phys. Chem. Chem. Phys., 2010, 12, 12450]. Here GA-DMC is applied to the computation of rovibrational states of CO-(4)He(N) complexes with N≤ 10. These complexes have been the subject of recent high resolution microwave and millimeter-wave studies which traced the onset of microscopic superfluidity in a doped (4)He droplet, one atom at a time, up to N = 10 [Surin et al., Phys. Rev. Lett., 2008, 101, 233401; Raston et al., Phys. Chem. Chem. Phys., 2010, 12, 8260]. The frequencies of the a-type (microwave) series, which correlate with end-over-end rotation in the CO-(4)He dimer, decrease from N = 1 to 3 and then smoothly increase. This signifies the transition from a molecular complex to a quantum solvated system. The frequencies of the b-type (millimeter-wave) series, which evolves from free rotation of the rigid CO molecule, initially increase from N = 0 to N∼ 6 before starting to decrease with increasing N. An interesting feature of the b-type series, originally observed in the high resolution infra-red (IR) experiments of Tang and McKellar [J. Chem. Phys., 2003, 119, 754] is that, for N = 7, two lines are observed. The GA-DMC algorithm is found to be in good agreement with experimental results and possibly detects the small (∼0.7 cm(-1)) splitting in the b-series line at N = 7. Advantages and disadvantages of GA-DMC are discussed.

  16. A new method to assess the statistical convergence of monte carlo solutions

    International Nuclear Information System (INIS)

    Forster, R.A.

    1991-01-01

    Accurate Monte Carlo confidence intervals (CIs), which are formed with an estimated mean and an estimated standard deviation, can only be created when the number of particle histories N becomes large enough so that the central limit theorem can be applied. The Monte Carlo user has a limited number of marginal methods to assess the fulfillment of this condition, such as statistical error reduction proportional to 1/√N with error magnitude guidelines and third and fourth moment estimators. A new method is presented here to assess the statistical convergence of Monte Carlo solutions by analyzing the shape of the empirical probability density function (PDF) of history scores. Related work in this area includes the derivation of analytic score distributions for a two-state Monte Carlo problem. Score distribution histograms have been generated to determine when a small number of histories accounts for a large fraction of the result. This summary describes initial studies of empirical Monte Carlo history score PDFs created from score histograms of particle transport simulations. 7 refs., 1 fig

  17. Asymptotic equilibrium diffusion analysis of time-dependent Monte Carlo methods for grey radiative transfer

    International Nuclear Information System (INIS)

    Densmore, Jeffery D.; Larsen, Edward W.

    2004-01-01

    The equations of nonlinear, time-dependent radiative transfer are known to yield the equilibrium diffusion equation as the leading-order solution of an asymptotic analysis when the mean-free path and mean-free time of a photon become small. We apply this same analysis to the Fleck-Cummings, Carter-Forest, and N'kaoua Monte Carlo approximations for grey (frequency-independent) radiative transfer. Although Monte Carlo simulation usually does not require the discretizations found in deterministic transport techniques, Monte Carlo methods for radiative transfer require a time discretization due to the nonlinearities of the problem. If an asymptotic analysis of the equations used by a particular Monte Carlo method yields an accurate time-discretized version of the equilibrium diffusion equation, the method should generate accurate solutions if a time discretization is chosen that resolves temperature changes, even if the time steps are much larger than the mean-free time of a photon. This analysis is of interest because in many radiative transfer problems, it is a practical necessity to use time steps that are large compared to a mean-free time. Our asymptotic analysis shows that: (i) the N'kaoua method has the equilibrium diffusion limit, (ii) the Carter-Forest method has the equilibrium diffusion limit if the material temperature change during a time step is small, and (iii) the Fleck-Cummings method does not have the equilibrium diffusion limit. We include numerical results that verify our theoretical predictions

  18. Generalized Likelihood Uncertainty Estimation (GLUE) Using Multi-Optimization Algorithm as Sampling Method

    Science.gov (United States)

    Wang, Z.

    2015-12-01

    For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.

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

    Science.gov (United States)

    Liang, Yihao; Xing, Xiangjun; Li, Yaohang

    2017-06-01

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

  20. Research on reactor physics analysis method based on Monte Carlo homogenization

    International Nuclear Information System (INIS)

    Ye Zhimin; Zhang Peng

    2014-01-01

    In order to meet the demand of nuclear energy market in the future, many new concepts of nuclear energy systems has been put forward. The traditional deterministic neutronics analysis method has been challenged in two aspects: one is the ability of generic geometry processing; the other is the multi-spectrum applicability of the multigroup cross section libraries. Due to its strong geometry modeling capability and the application of continuous energy cross section libraries, the Monte Carlo method has been widely used in reactor physics calculations, and more and more researches on Monte Carlo method has been carried out. Neutronics-thermal hydraulics coupling analysis based on Monte Carlo method has been realized. However, it still faces the problems of long computation time and slow convergence which make it not applicable to the reactor core fuel management simulations. Drawn from the deterministic core analysis method, a new two-step core analysis scheme is proposed in this work. Firstly, Monte Carlo simulations are performed for assembly, and the assembly homogenized multi-group cross sections are tallied at the same time. Secondly, the core diffusion calculations can be done with these multigroup cross sections. The new scheme can achieve high efficiency while maintain acceptable precision, so it can be used as an effective tool for the design and analysis of innovative nuclear energy systems. Numeric tests have been done in this work to verify the new scheme. (authors)

  1. On the Markov Chain Monte Carlo (MCMC) method

    Indian Academy of Sciences (India)

    included a short appendix that gives basic definitions and results in this case. ... Moreover, the central limit theorem gives the order of error; the error here is ... Indeed, the common method to generate samples from N(0,1) also uses the idea of ...

  2. Power Analysis for Complex Mediational Designs Using Monte Carlo Methods

    Science.gov (United States)

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

    2010-01-01

    Applied researchers often include mediation effects in applications of advanced methods such as latent variable models and linear growth curve models. Guidance on how to estimate statistical power to detect mediation for these models has not yet been addressed in the literature. We describe a general framework for power analyses for complex…

  3. Markov chain Monte Carlo methods in directed graphical models

    DEFF Research Database (Denmark)

    Højbjerre, Malene

    Directed graphical models present data possessing a complex dependence structure, and MCMC methods are computer-intensive simulation techniques to approximate high-dimensional intractable integrals, which emerge in such models with incomplete data. MCMC computations in directed graphical models h...

  4. Algorithms

    Indian Academy of Sciences (India)

    ticians but also forms the foundation of computer science. Two ... with methods of developing algorithms for solving a variety of problems but ... applications of computers in science and engineer- ... numerical calculus are as important. We will ...

  5. User's guide to Monte Carlo methods for evaluating path integrals

    Science.gov (United States)

    Westbroek, Marise J. E.; King, Peter R.; Vvedensky, Dimitri D.; Dürr, Stephan

    2018-04-01

    We give an introduction to the calculation of path integrals on a lattice, with the quantum harmonic oscillator as an example. In addition to providing an explicit computational setup and corresponding pseudocode, we pay particular attention to the existence of autocorrelations and the calculation of reliable errors. The over-relaxation technique is presented as a way to counter strong autocorrelations. The simulation methods can be extended to compute observables for path integrals in other settings.

  6. Proton recoil spectra in spherical proportional counters calculated with finite element and Monte Carlo methods

    Energy Technology Data Exchange (ETDEWEB)

    Benmosbah, M. [Laboratoire de Chimie Physique et Rayonnement Alain Chambaudet, UMR CEA E4, Universite de Franche-Comte, 16 route de Gray, 25030 Besancon Cedex (France); Groetz, J.E. [Laboratoire de Chimie Physique et Rayonnement Alain Chambaudet, UMR CEA E4, Universite de Franche-Comte, 16 route de Gray, 25030 Besancon Cedex (France)], E-mail: jegroetz@univ-fcomte.fr; Crovisier, P. [Service de Protection contre les Rayonnements, CEA Valduc, 21120 Is/Tille (France); Asselineau, B. [Laboratoire de Metrologie et de Dosimetrie des Neutrons, IRSN, Cadarache BP3, 13115 St Paul-lez-Durance (France); Truffert, H.; Cadiou, A. [AREVA NC, Etablissement de la Hague, DQSSE/PR/E/D, 50444 Beaumont-Hague Cedex (France)

    2008-08-11

    Proton recoil spectra were calculated for various spherical proportional counters using Monte Carlo simulation combined with the finite element method. Electric field lines and strength were calculated by defining an appropriate mesh and solving the Laplace equation with the associated boundary conditions, taking into account the geometry of every counter. Thus, different regions were defined in the counter with various coefficients for the energy deposition in the Monte Carlo transport code MCNPX. Results from the calculations are in good agreement with measurements for three different gas pressures at various neutron energies.

  7. An efficient Monte Carlo algorithm for the fast equilibration and atomistic simulation of alkanethiol self-assembled monolayers on a Au(111) substrate.

    Science.gov (United States)

    Alexiadis, Orestis; Daoulas, Kostas Ch; Mavrantzas, Vlasis G

    2008-01-31

    A new Monte Carlo algorithm is presented for the simulation of atomistically detailed alkanethiol self-assembled monolayers (R-SH) on a Au(111) surface. Built on a set of simpler but also more complex (sometimes nonphysical) moves, the new algorithm is capable of efficiently driving all alkanethiol molecules to the Au(111) surface, thereby leading to full surface coverage, irrespective of the initial setup of the system. This circumvents a significant limitation of previous methods in which the simulations typically started from optimally packed structures on the substrate close to thermal equilibrium. Further, by considering an extended ensemble of configurations each one of which corresponds to a different value of the sulfur-sulfur repulsive core potential, sigmass, and by allowing for configurations to swap between systems characterized by different sigmass values, the new algorithm can adequately simulate model R-SH/Au(111) systems for values of sigmass ranging from 4.25 A corresponding to the Hautman-Klein molecular model (J. Chem. Phys. 1989, 91, 4994; 1990, 93, 7483) to 4.97 A corresponding to the Siepmann-McDonald model (Langmuir 1993, 9, 2351), and practically any chain length. Detailed results are presented quantifying the efficiency and robustness of the new method. Representative simulation data for the dependence of the structural and conformational properties of the formed monolayer on the details of the employed molecular model are reported and discussed; an investigation of the variation of molecular organization and ordering on the Au(111) substrate for three CH3-(CH2)n-SH/Au(111) systems with n=9, 15, and 21 is also included.

  8. A Monte Carlo Green's function method for three-dimensional neutron transport

    International Nuclear Information System (INIS)

    Gamino, R.G.; Brown, F.B.; Mendelson, M.R.

    1992-01-01

    This paper describes a Monte Carlo transport kernel capability, which has recently been incorporated into the RACER continuous-energy Monte Carlo code. The kernels represent a Green's function method for neutron transport from a fixed-source volume out to a particular volume of interest. This method is very powerful transport technique. Also, since kernels are evaluated numerically by Monte Carlo, the problem geometry can be arbitrarily complex, yet exact. This method is intended for problems where an ex-core neutron response must be determined for a variety of reactor conditions. Two examples are ex-core neutron detector response and vessel critical weld fast flux. The response is expressed in terms of neutron transport kernels weighted by a core fission source distribution. In these types of calculations, the response must be computed for hundreds of source distributions, but the kernels only need to be calculated once. The advance described in this paper is that the kernels are generated with a highly accurate three-dimensional Monte Carlo transport calculation instead of an approximate method such as line-of-sight attenuation theory or a synthesized three-dimensional discrete ordinates solution

  9. A variance-reduced electrothermal Monte Carlo method for semiconductor device simulation

    Energy Technology Data Exchange (ETDEWEB)

    Muscato, Orazio; Di Stefano, Vincenza [Univ. degli Studi di Catania (Italy). Dipt. di Matematica e Informatica; Wagner, Wolfgang [Weierstrass-Institut fuer Angewandte Analysis und Stochastik (WIAS) Leibniz-Institut im Forschungsverbund Berlin e.V., Berlin (Germany)

    2012-11-01

    This paper is concerned with electron transport and heat generation in semiconductor devices. An improved version of the electrothermal Monte Carlo method is presented. This modification has better approximation properties due to reduced statistical fluctuations. The corresponding transport equations are provided and results of numerical experiments are presented.

  10. Application of monte-carlo method in definition of key categories of most radioactive polluted soil

    Energy Technology Data Exchange (ETDEWEB)

    Mahmudov, H M; Valibeyova, G; Jafarov, Y D; Musaeva, Sh Z [Institute of Radiation Problems, Azerbaijan National Academy of Sciences, Baku (Azerbaijan); others, and

    2006-10-15

    Full text: The principle of analysis by Monte Carlo method consists of a choice of random variables of coefficients of an exposition doze capasites of radiation and data on activity within the boundaries of their individual density of frequency distribution of exposition doses capacities.The analysis using Monte Carlo method is useful for realization of sensitivity analysis of measured capacity amount of an exposition dose in order to define the major factors causing uncertainly in reports.Reception of such conceptions can be valuable for definition of key categories of radiation polluted soil and establishment of priorities to use resources for enhancement of the report.Relative uncertainly of radiation polluted soil categories determined with the help of the analysis by Monte Carlo method in case of their availability can be applied using more significant divergence between average value and a confidential limit in case when borders of resources available for preparation and to prepare possible estimations for the most significant categories of sources.Usage of the notion {sup u}ncertainty{sup i}n reports also allows to set threshold value for a key category of sources, if it necessary, for exact reflection of 90 per cent uncertainty in reports.According to radiation safety norms level of radiation backgrounds exceeding 33 mkR/hour is considered dangerous.By calculated Monte Carlo method much more dangerous sites and sites frequently imposed to disposals and utilization were chosen from analyzed samples of polluted soil.

  11. Application of monte-carlo method in definition of key categories of most radioactive polluted soil

    International Nuclear Information System (INIS)

    Mahmudov, H.M; Valibeyova, G.; Jafarov, Y.D; Musaeva, Sh.Z

    2006-01-01

    Full text: The principle of analysis by Monte Carlo method consists of a choice of random variables of coefficients of an exposition doze capasites of radiation and data on activity within the boundaries of their individual density of frequency distribution of exposition doses capacities.The analysis using Monte Carlo method is useful for realization of sensitivity analysis of measured capacity amount of an exposition dose in order to define the major factors causing uncertainly in reports.Reception of such conceptions can be valuable for definition of key categories of radiation polluted soil and establishment of priorities to use resources for enhancement of the report.Relative uncertainly of radiation polluted soil categories determined with the help of the analysis by Monte Carlo method in case of their availability can be applied using more significant divergence between average value and a confidential limit in case when borders of resources available for preparation and to prepare possible estimations for the most significant categories of sources.Usage of the notion u ncertainty i n reports also allows to set threshold value for a key category of sources, if it necessary, for exact reflection of 90 per cent uncertainty in reports.According to radiation safety norms level of radiation backgrounds exceeding 33 mkR/hour is considered dangerous.By calculated Monte Carlo method much more dangerous sites and sites frequently imposed to disposals and utilization were chosen from analyzed samples of polluted soil.

  12. Derivation of a Monte Carlo method for modeling heterodyne detection in optical coherence tomography systems

    DEFF Research Database (Denmark)

    Tycho, Andreas; Jørgensen, Thomas Martini; Andersen, Peter E.

    2002-01-01

    A Monte Carlo (MC) method for modeling optical coherence tomography (OCT) measurements of a diffusely reflecting discontinuity emb edded in a scattering medium is presented. For the first time to the authors' knowledge it is shown analytically that the applicability of an MC approach to this opti...

  13. Monte Carlo method implementation on IPSC 860 for the resolution of the Boltzmann equation

    International Nuclear Information System (INIS)

    AloUGES, Francois

    1993-01-01

    This note deals with the implementation on a massively parallel machine (IPSC-860) of a Monte-Carlo method aiming at resolving the Boltzmann equation. The parallelism of the machine incites to consider a multi-domain approach and poses the problem of the automatic generation of local meshes from a non-structured 3-D global mesh [fr

  14. Markov chain Monte Carlo methods for statistical analysis of RF photonic devices

    DEFF Research Database (Denmark)

    Piels, Molly; Zibar, Darko

    2016-01-01

    uncertainty is shown to give unsatisfactory and incorrect results due to the nonlinear relationship between the circuit parameters and the measured data. Markov chain Monte Carlo methods are shown to provide superior results, both for individual devices and for assessing within-die variation...

  15. Analysis of the distribution of X-ray characteristic production using the Monte Carlo methods

    International Nuclear Information System (INIS)

    Del Giorgio, Marcelo; Brizuela, Horacio; Riveros, J.A.

    1987-01-01

    The Monte Carlo method has been applied for the simulation of electron trajectories in a bulk sample, and therefore for the distribution of signals produced in an electron microprobe. Results for the function φ(ρz) are compared with experimental data. Some conclusions are drawn with respect to the parameters involved in the gaussian model. (Author) [es

  16. The unbiasedness of a generalized mirage boundary correction method for Monte Carlo integration estimators of volume

    Science.gov (United States)

    Thomas B. Lynch; Jeffrey H. Gove

    2014-01-01

    The typical "double counting" application of the mirage method of boundary correction cannot be applied to sampling systems such as critical height sampling (CHS) that are based on a Monte Carlo sample of a tree (or debris) attribute because the critical height (or other random attribute) sampled from a mirage point is generally not equal to the critical...

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

    Science.gov (United States)

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

    2017-11-01

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

  18. A new effective Monte Carlo Midway coupling method in MCNP applied to a well logging problem

    Energy Technology Data Exchange (ETDEWEB)

    Serov, I.V.; John, T.M.; Hoogenboom, J.E

    1998-12-01

    The background of the Midway forward-adjoint coupling method including the black absorber technique for efficient Monte Carlo determination of radiation detector responses is described. The method is implemented in the general purpose MCNP Monte Carlo code. The utilization of the method is fairly straightforward and does not require any substantial extra expertise. The method was applied to a standard neutron well logging porosity tool problem. The results exhibit reliability and high efficiency of the Midway method. For the studied problem the efficiency gain is considerably higher than for a normal forward calculation, which is already strongly optimized by weight-windows. No additional effort is required to adjust the Midway model if the position of the detector or the porosity of the formation is changed. Additionally, the Midway method can be used with other variance reduction techniques if extra gain in efficiency is desired.

  19. Stabilizing canonical-ensemble calculations in the auxiliary-field Monte Carlo method

    Science.gov (United States)

    Gilbreth, C. N.; Alhassid, Y.

    2015-03-01

    Quantum Monte Carlo methods are powerful techniques for studying strongly interacting Fermi systems. However, implementing these methods on computers with finite-precision arithmetic requires careful attention to numerical stability. In the auxiliary-field Monte Carlo (AFMC) method, low-temperature or large-model-space calculations require numerically stabilized matrix multiplication. When adapting methods used in the grand-canonical ensemble to the canonical ensemble of fixed particle number, the numerical stabilization increases the number of required floating-point operations for computing observables by a factor of the size of the single-particle model space, and thus can greatly limit the systems that can be studied. We describe an improved method for stabilizing canonical-ensemble calculations in AFMC that exhibits better scaling, and present numerical tests that demonstrate the accuracy and improved performance of the method.

  20. Detailed balance method for chemical potential determination in Monte Carlo and molecular dynamics simulations

    International Nuclear Information System (INIS)

    Fay, P.J.; Ray, J.R.; Wolf, R.J.

    1994-01-01

    We present a new, nondestructive, method for determining chemical potentials in Monte Carlo and molecular dynamics simulations. The method estimates a value for the chemical potential such that one has a balance between fictitious successful creation and destruction trials in which the Monte Carlo method is used to determine success or failure of the creation/destruction attempts; we thus call the method a detailed balance method. The method allows one to obtain estimates of the chemical potential for a given species in any closed ensemble simulation; the closed ensemble is paired with a ''natural'' open ensemble for the purpose of obtaining creation and destruction probabilities. We present results for the Lennard-Jones system and also for an embedded atom model of liquid palladium, and compare to previous results in the literature for these two systems. We are able to obtain an accurate estimate of the chemical potential for the Lennard-Jones system at higher densities than reported in the literature

  1. developed algorithm for the application of british method of concret

    African Journals Online (AJOL)

    t-iyke

    Most of the methods of concrete mix design developed over the years were geared towards manual approach. ... Key words: Concrete mix design; British method; Manual Approach; Algorithm. ..... Statistics for Science and Engineering.

  2. CAD-based Monte Carlo automatic modeling method based on primitive solid

    International Nuclear Information System (INIS)

    Wang, Dong; Song, Jing; Yu, Shengpeng; Long, Pengcheng; Wang, Yongliang

    2016-01-01

    Highlights: • We develop a method which bi-convert between CAD model and primitive solid. • This method was improved from convert method between CAD model and half space. • This method was test by ITER model and validated the correctness and efficiency. • This method was integrated in SuperMC which could model for SuperMC and Geant4. - Abstract: Monte Carlo method has been widely used in nuclear design and analysis, where geometries are described with primitive solids. However, it is time consuming and error prone to describe a primitive solid geometry, especially for a complicated model. To reuse the abundant existed CAD models and conveniently model with CAD modeling tools, an automatic modeling method for accurate prompt modeling between CAD model and primitive solid is needed. An automatic modeling method for Monte Carlo geometry described by primitive solid was developed which could bi-convert between CAD model and Monte Carlo geometry represented by primitive solids. While converting from CAD model to primitive solid model, the CAD model was decomposed into several convex solid sets, and then corresponding primitive solids were generated and exported. While converting from primitive solid model to the CAD model, the basic primitive solids were created and related operation was done. This method was integrated in the SuperMC and was benchmarked with ITER benchmark model. The correctness and efficiency of this method were demonstrated.

  3. Monte Carlo simulation using the PENELOPE code with an ant colony algorithm to study MOSFET detectors

    Energy Technology Data Exchange (ETDEWEB)

    Carvajal, M A; Palma, A J [Departamento de Electronica y Tecnologia de Computadores, Universidad de Granada, E-18071 Granada (Spain); Garcia-Pareja, S [Servicio de Radiofisica Hospitalaria, Hospital Regional Universitario ' Carlos Haya' , Avda Carlos Haya, s/n, E-29010 Malaga (Spain); Guirado, D [Servicio de RadiofIsica, Hospital Universitario ' San Cecilio' , Avda Dr Oloriz, 16, E-18012 Granada (Spain); Vilches, M [Servicio de Fisica y Proteccion Radiologica, Hospital Regional Universitario ' Virgen de las Nieves' , Avda Fuerzas Armadas, 2, E-18014 Granada (Spain); Anguiano, M; Lallena, A M [Departamento de Fisica Atomica, Molecular y Nuclear, Universidad de Granada, E-18071 Granada (Spain)], E-mail: carvajal@ugr.es, E-mail: garciapareja@gmail.com, E-mail: dguirado@ugr.es, E-mail: mvilches@ugr.es, E-mail: mangui@ugr.es, E-mail: ajpalma@ugr.es, E-mail: lallena@ugr.es

    2009-10-21

    In this work we have developed a simulation tool, based on the PENELOPE code, to study the response of MOSFET devices to irradiation with high-energy photons. The energy deposited in the extremely thin silicon dioxide layer has been calculated. To reduce the statistical uncertainties, an ant colony algorithm has been implemented to drive the application of splitting and Russian roulette as variance reduction techniques. In this way, the uncertainty has been reduced by a factor of {approx}5, while the efficiency is increased by a factor of above 20. As an application, we have studied the dependence of the response of the pMOS transistor 3N163, used as a dosimeter, with the incidence angle of the radiation for three common photons sources used in radiotherapy: a {sup 60}Co Theratron-780 and the 6 and 18 MV beams produced by a Mevatron KDS LINAC. Experimental and simulated results have been obtained for gantry angles of 0 deg., 15 deg., 30 deg., 45 deg., 60 deg. and 75 deg. The agreement obtained has permitted validation of the simulation tool. We have studied how to reduce the angular dependence of the MOSFET response by using an additional encapsulation made of brass in the case of the two LINAC qualities considered.

  4. A hybrid transport-diffusion method for Monte Carlo radiative-transfer simulations

    International Nuclear Information System (INIS)

    Densmore, Jeffery D.; Urbatsch, Todd J.; Evans, Thomas M.; Buksas, Michael W.

    2007-01-01

    Discrete Diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Monte Carlo particle-transport simulations in diffusive media. If standard Monte Carlo is used in such media, particle histories will consist of many small steps, resulting in a computationally expensive calculation. In DDMC, particles take discrete steps between spatial cells according to a discretized diffusion equation. Each discrete step replaces many small Monte Carlo steps, thus increasing the efficiency of the simulation. In addition, given that DDMC is based on a diffusion equation, it should produce accurate solutions if used judiciously. In practice, DDMC is combined with standard Monte Carlo to form a hybrid transport-diffusion method that can accurately simulate problems with both diffusive and non-diffusive regions. In this paper, we extend previously developed DDMC techniques in several ways that improve the accuracy and utility of DDMC for nonlinear, time-dependent, radiative-transfer calculations. The use of DDMC in these types of problems is advantageous since, due to the underlying linearizations, optically thick regions appear to be diffusive. First, we employ a diffusion equation that is discretized in space but is continuous in time. Not only is this methodology theoretically more accurate than temporally discretized DDMC techniques, but it also has the benefit that a particle's time is always known. Thus, there is no ambiguity regarding what time to assign a particle that leaves an optically thick region (where DDMC is used) and begins transporting by standard Monte Carlo in an optically thin region. Also, we treat the interface between optically thick and optically thin regions with an improved method, based on the asymptotic diffusion-limit boundary condition, that can produce accurate results regardless of the angular distribution of the incident Monte Carlo particles. Finally, we develop a technique for estimating radiation momentum deposition during the

  5. Improved artificial bee colony algorithm based gravity matching navigation method.

    Science.gov (United States)

    Gao, Wei; Zhao, Bo; Zhou, Guang Tao; Wang, Qiu Ying; Yu, Chun Yang

    2014-07-18

    Gravity matching navigation algorithm is one of the key technologies for gravity aided inertial navigation systems. With the development of intelligent algorithms, the powerful search ability of the Artificial Bee Colony (ABC) algorithm makes it possible to be applied to the gravity matching navigation field. However, existing search mechanisms of basic ABC algorithms cannot meet the need for high accuracy in gravity aided navigation. Firstly, proper modifications are proposed to improve the performance of the basic ABC algorithm. Secondly, a new search mechanism is presented in this paper which is based on an improved ABC algorithm using external speed information. At last, modified Hausdorff distance is introduced to screen the possible matching results. Both simulations and ocean experiments verify the feasibility of the method, and results show that the matching rate of the method is high enough to obtain a precise matching position.

  6. A hybrid multiscale kinetic Monte Carlo method for simulation of copper electrodeposition

    International Nuclear Information System (INIS)

    Zheng Zheming; Stephens, Ryan M.; Braatz, Richard D.; Alkire, Richard C.; Petzold, Linda R.

    2008-01-01

    A hybrid multiscale kinetic Monte Carlo (HMKMC) method for speeding up the simulation of copper electrodeposition is presented. The fast diffusion events are simulated deterministically with a heterogeneous diffusion model which considers site-blocking effects of additives. Chemical reactions are simulated by an accelerated (tau-leaping) method for discrete stochastic simulation which adaptively selects exact discrete stochastic simulation for the appropriate reaction whenever that is necessary. The HMKMC method is seen to be accurate and highly efficient

  7. Analysis of Monte Carlo methods for the simulation of photon transport

    International Nuclear Information System (INIS)

    Carlsson, G.A.; Kusoffsky, L.

    1975-01-01

    In connection with the transport of low-energy photons (30 - 140 keV) through layers of water of different thicknesses, various aspects of Monte Carlo methods are examined in order to improve their effectivity (to produce statistically more reliable results with shorter computer times) and to bridge the gap between more physical methods and more mathematical ones. The calculations are compared with results of experiments involving the simulation of photon transport, using direct methods and collision density ones (J.S.)

  8. Determination of axial diffusion coefficients by the Monte-Carlo method

    International Nuclear Information System (INIS)

    Milgram, M.

    1994-01-01

    A simple method to calculate the homogenized diffusion coefficient for a lattice cell using Monte-Carlo techniques is demonstrated. The method relies on modelling a finite reactor volume to induce a curvature in the flux distribution, and then follows a large number of histories to obtain sufficient statistics for a meaningful result. The goal is to determine the diffusion coefficient with sufficient accuracy to test approximate methods built into deterministic lattice codes. Numerical results are given. (author). 4 refs., 8 figs

  9. Comments on the use of the Monte Carlo method for criticality calculations

    International Nuclear Information System (INIS)

    Whitesides, G.E.

    1975-01-01

    As evidenced by recent papers given at Nuclear Criticality Safety Division meetings, the use of the Monte Carlo method has become a very popular computational tool. The ease of use has undoubtably been a primary reason for this popularity. This ease of use, however, may lead to a false sense of security when using the method. Guidance on the effective use of the method and some suggestions on how to avoid some of the pitfalls that can occur are presented

  10. Application of Monte-Carlo method in definition of key categories of most radioactive polluted soil

    International Nuclear Information System (INIS)

    Mahmudov, H.M.; Valibeyova, G.; Jafarov, Y.D.; Musaeva, Sh.Z.

    2006-01-01

    Full text: The principle of analysis by Monte Carlo method consists of a choice of random variables of coefficients of an exposition doze capacities of radiation and data on activity within the boundaries of their individual density of frequency distribution upon corresponding sizes of exposition doses capacities. This procedure repeats for many times using computer and results of each round of calculations create universal density of frequency distribution of exposition doses capacities. The analysis using Monte Carlo method can be carried out at the level of radiation polluted soil categories. The analysis by Monte Carlo method is useful for realization of sensitivity analysis of measured capacity amount of an exposition dose in order to define the major factors causing uncertainty in reports. Reception of such conceptions can be valuable for definition of key categories of radiation polluted soil and establishment of priorities to use resources for enhancement of the report. Relative uncertainty of radiation polluted soil categories determined with the help of the analysis by Monte Carlo method in case of their availability can be applied using more significant divergence between average value and a confidential limit in case when borders of a confidential interval are asymmetric. It is important to determine key categories of radiation polluted soil to establish priorities to use reports of resources available for preparation and to prepare possible estimations for the most significant categories of sources. Usage of the notion u ncertainty i n reports also allows to set threshold value for a key category of sources, if it is necessary, for exact reflection of 90 percent uncertainty in reports. According to radiation safety norms level of radiation background exceeding 33 mkR/hour is considered dangerous. By calculated Monte Carlo method much more dangerous sites and sites frequently imposed to disposals and utilization were chosen from analyzed samples of

  11. Application of Monte-Carlo method in definition of key categories of most radioactive polluted soil

    Energy Technology Data Exchange (ETDEWEB)

    Mahmudov, H M; Valibeyova, G; Jafarov, Y D; Musaeva, Sh Z [Institute of Radiation Problems, Azerbaijan National Academy of Sciences, Baku (Azerbaijan)

    2006-11-15

    Full text: The principle of analysis by Monte Carlo method consists of a choice of random variables of coefficients of an exposition doze capacities of radiation and data on activity within the boundaries of their individual density of frequency distribution upon corresponding sizes of exposition doses capacities. This procedure repeats for many times using computer and results of each round of calculations create universal density of frequency distribution of exposition doses capacities. The analysis using Monte Carlo method can be carried out at the level of radiation polluted soil categories. The analysis by Monte Carlo method is useful for realization of sensitivity analysis of measured capacity amount of an exposition dose in order to define the major factors causing uncertainty in reports. Reception of such conceptions can be valuable for definition of key categories of radiation polluted soil and establishment of priorities to use resources for enhancement of the report. Relative uncertainty of radiation polluted soil categories determined with the help of the analysis by Monte Carlo method in case of their availability can be applied using more significant divergence between average value and a confidential limit in case when borders of a confidential interval are asymmetric. It is important to determine key categories of radiation polluted soil to establish priorities to use reports of resources available for preparation and to prepare possible estimations for the most significant categories of sources. Usage of the notion {sup u}ncertainty{sup i}n reports also allows to set threshold value for a key category of sources, if it is necessary, for exact reflection of 90 percent uncertainty in reports. According to radiation safety norms level of radiation background exceeding 33 mkR/hour is considered dangerous. By calted Monte Carlo method much more dangerous sites and sites frequently imposed to disposals and utilization were chosen from analyzed samples of

  12. The future of new calculation concepts in dosimetry based on the Monte Carlo Methods; Avenir des nouveaux concepts des calculs dosimetriques bases sur les methodes de Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Makovicka, L.; Vasseur, A.; Sauget, M.; Martin, E.; Gschwind, R.; Henriet, J. [Universite de Franche-Comte, Equipe IRMA/ENISYS/FEMTO-ST, UMR6174 CNRS, 25 - Montbeliard (France); Vasseur, A.; Sauget, M.; Martin, E.; Gschwind, R.; Henriet, J.; Salomon, M. [Universite de Franche-Comte, Equipe AND/LIFC, 90 - Belfort (France)

    2009-01-15

    Monte Carlo codes, precise but slow, are very important tools in the vast majority of specialities connected to Radiation Physics, Radiation Protection and Dosimetry. A discussion about some other computing solutions is carried out; solutions not only based on the enhancement of computer power, or on the 'biasing'used for relative acceleration of these codes (in the case of photons), but on more efficient methods (A.N.N. - artificial neural network, C.B.R. - case-based reasoning - or other computer science techniques) already and successfully used for a long time in other scientific or industrial applications and not only Radiation Protection or Medical Dosimetry. (authors)

  13. Evaluation of Investment Risks in CBA with Monte Carlo Method

    Directory of Open Access Journals (Sweden)

    Jana Korytárová

    2015-01-01

    Full Text Available Investment decisions are at the core of any development strategy. Economic growth and welfare depend on productive capital, infrastructure, human capital, knowledge, total factor productivity and the quality of institutions. Decision-making process on the selection of suitable projects in the public sector is in some aspects more difficult than in the private sector. Evaluating projects on the basis of their financial profitability, where the basic parameter is the value of the potential profit, can be misleading in these cases. One of the basic objectives of the allocation of public resources is respecting of the 3E principle (Economy, Effectiveness, Efficiency in their whole life cycle. The life cycle of the investment projects consists of four main phases. The first pre-investment phase is very important for decision-making process whether to accept or reject a public project for its realization. A well-designed feasibility study as well as cost-benefit analysis (CBA in this phase are important assumptions for future success of the project. A future financial and economical CF which represent the fundamental basis for calculation of economic effectiveness indicators are formed and modelled in these documents. This paper deals with the possibility to calculate the financial and economic efficiency of the public investment projects more accurately by simulation methods used.

  14. MONTE CARLO METHOD AND APPLICATION IN @RISK SIMULATION SYSTEM

    Directory of Open Access Journals (Sweden)

    Gabriela Ižaríková

    2015-12-01

    Full Text Available The article is an example of using the software simulation @Risk designed for simulation in Microsoft Excel spread sheet, demonstrated the possibility of its usage in order to show a universal method of solving problems. The simulation is experimenting with computer models based on the real production process in order to optimize the production processes or the system. The simulation model allows performing a number of experiments, analysing them, evaluating, optimizing and afterwards applying the results to the real system. A simulation model in general is presenting modelling system by using mathematical formulations and logical relations. In the model is possible to distinguish controlled inputs (for instance investment costs and random outputs (for instance demand, which are by using a model transformed into outputs (for instance mean value of profit. In case of a simulation experiment at the beginning are chosen controlled inputs and random (stochastic outputs are generated randomly. Simulations belong into quantitative tools, which can be used as a support for a decision making.

  15. Forward-Weighted CADIS Method for Variance Reduction of Monte Carlo Reactor Analyses

    International Nuclear Information System (INIS)

    Wagner, John C.; Mosher, Scott W.

    2010-01-01

    Current state-of-the-art tools and methods used to perform 'real' commercial reactor analyses use high-fidelity transport codes to produce few-group parameters at the assembly level for use in low-order methods applied at the core level. Monte Carlo (MC) methods, which allow detailed and accurate modeling of the full geometry and energy details and are considered the 'gold standard' for radiation transport solutions, are playing an ever-increasing role in correcting and/or verifying the several-decade-old methodology used in current practice. However, the prohibitive computational requirements associated with obtaining fully converged system-wide solutions restrict the role of MC to benchmarking deterministic results at a limited number of state-points for a limited number of relevant quantities. A goal of current research at Oak Ridge National Laboratory (ORNL) is to change this paradigm by enabling the direct use of MC for full-core reactor analyses. The most significant of the many technical challenges that must be overcome is the slow non-uniform convergence of system-wide MC estimates and the memory requirements associated with detailed solutions throughout a reactor (problems involving hundreds of millions of different material and tally regions due to fuel irradiation, temperature distributions, and the needs associated with multi-physics code coupling). To address these challenges, research has focused on development in the following two areas: (1) a hybrid deterministic/MC method for determining high-precision fluxes throughout the problem space in k-eigenvalue problems and (2) an efficient MC domain-decomposition algorithm that partitions the problem phase space onto multiple processors for massively parallel systems, with statistical uncertainty estimation. The focus of this paper is limited to the first area mentioned above. It describes the FW-CADIS method applied to variance reduction of MC reactor analyses and provides initial results for calculating

  16. 3D dose distribution calculation in a voxelized human phantom by means of Monte Carlo method

    International Nuclear Information System (INIS)

    Abella, V.; Miro, R.; Juste, B.; Verdu, G.

    2010-01-01

    The aim of this work is to provide the reconstruction of a real human voxelized phantom by means of a MatLab program and the simulation of the irradiation of such phantom with the photon beam generated in a Theratron 780 (MDS Nordion) 60 Co radiotherapy unit, by using the Monte Carlo transport code MCNP (Monte Carlo N-Particle), version 5. The project results in 3D dose mapping calculations inside the voxelized antropomorphic head phantom. The program provides the voxelization by first processing the CT slices; the process follows a two-dimensional pixel and material identification algorithm on each slice and three-dimensional interpolation in order to describe the phantom geometry via small cubic cells, resulting in an MCNP input deck format output. Dose rates are calculated by using the MCNP5 tool FMESH, superimposed mesh tally, which gives the track length estimation of the particle flux in units of particles/cm 2 . Furthermore, the particle flux is converted into dose by using the conversion coefficients extracted from the NIST Physical Reference Data. The voxelization using a three-dimensional interpolation technique in combination with the use of the FMESH tool of the MCNP Monte Carlo code offers an optimal simulation which results in 3D dose mapping calculations inside anthropomorphic phantoms. This tool is very useful in radiation treatment assessments, in which voxelized phantoms are widely utilized.

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

    Science.gov (United States)

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

    2003-01-01

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

  18. Improved Monte Carlo-perturbation method for estimation of control rod worths in a research reactor

    International Nuclear Information System (INIS)

    Kalcheva, Silva; Koonen, Edgar

    2009-01-01

    A hybrid method dedicated to improve the experimental technique for estimation of control rod worths in a research reactor is presented. The method uses a combination of Monte Carlo technique and perturbation theory. Perturbation method is used to obtain the equation for the relative efficiency of control rod insertion. A series of coefficients, describing the axial absorption profile are used to correct the equation for a composite rod, having a complicated burn-up irradiation history. These coefficients have to be determined - by experiment or by using some theoretical/numerical method. In the present paper they are derived from the macroscopic absorption cross-sections, obtained from detailed Monte Carlo calculations by MCNPX 2.6.F of the axial burn-up profile during control rod life. The method is validated on measurements of control rod worths at the BR2 reactor. Comparison with direct MCNPX evaluations of control rod worths is also presented

  19. Off-diagonal expansion quantum Monte Carlo.

    Science.gov (United States)

    Albash, Tameem; Wagenbreth, Gene; Hen, Itay

    2017-12-01

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

  20. A computationally efficient moment-preserving Monte Carlo electron transport method with implementation in Geant4

    Energy Technology Data Exchange (ETDEWEB)

    Dixon, D.A., E-mail: ddixon@lanl.gov [Los Alamos National Laboratory, P.O. Box 1663, MS P365, Los Alamos, NM 87545 (United States); Prinja, A.K., E-mail: prinja@unm.edu [Department of Nuclear Engineering, MSC01 1120, 1 University of New Mexico, Albuquerque, NM 87131-0001 (United States); Franke, B.C., E-mail: bcfrank@sandia.gov [Sandia National Laboratories, Albuquerque, NM 87123 (United States)

    2015-09-15

    This paper presents the theoretical development and numerical demonstration of a moment-preserving Monte Carlo electron transport method. Foremost, a full implementation of the moment-preserving (MP) method within the Geant4 particle simulation toolkit is demonstrated. Beyond implementation details, it is shown that the MP method is a viable alternative to the condensed history (CH) method for inclusion in current and future generation transport codes through demonstration of the key features of the method including: systematically controllable accuracy, computational efficiency, mathematical robustness, and versatility. A wide variety of results common to electron transport are presented illustrating the key features of the MP method. In particular, it is possible to achieve accuracy that is statistically indistinguishable from analog Monte Carlo, while remaining up to three orders of magnitude more efficient than analog Monte Carlo simulations. Finally, it is shown that the MP method can be generalized to any applicable analog scattering DCS model by extending previous work on the MP method beyond analytical DCSs to the partial-wave (PW) elastic tabulated DCS data.

  1. Differences in dose-volumetric data between the analytical anisotropic algorithm and the x-ray voxel Monte Carlo algorithm in stereotactic body radiation therapy for lung cancer

    International Nuclear Information System (INIS)

    Mampuya, Wambaka Ange; Matsuo, Yukinori; Nakamura, Akira; Nakamura, Mitsuhiro; Mukumoto, Nobutaka; Miyabe, Yuki; Narabayashi, Masaru; Sakanaka, Katsuyuki; Mizowaki, Takashi; Hiraoka, Masahiro

    2013-01-01

    The objective of this study was to evaluate the differences in dose-volumetric data obtained using the analytical anisotropic algorithm (AAA) vs the x-ray voxel Monte Carlo (XVMC) algorithm for stereotactic body radiation therapy (SBRT) for lung cancer. Dose-volumetric data from 20 patients treated with SBRT for solitary lung cancer generated using the iPlan XVMC for the Novalis system consisting of a 6-MV linear accelerator and micro-multileaf collimators were recalculated with the AAA in Eclipse using the same monitor units and identical beam setup. The mean isocenter dose was 100.2% and 98.7% of the prescribed dose according to XVMC and AAA, respectively. Mean values of the maximal dose (D max ), the minimal dose (D min ), and dose received by 95% volume (D 95 ) for the planning target volume (PTV) with XVMC were 104.3%, 75.1%, and 86.2%, respectively. When recalculated with the AAA, those values were 100.8%, 77.1%, and 85.4%, respectively. Mean dose parameter values considered for the normal lung, namely the mean lung dose, V 5 , and V 20 , were 3.7 Gy, 19.4%, and 5.0% for XVMC and 3.6 Gy, 18.3%, and 4.7% for the AAA, respectively. All of these dose-volumetric differences between the 2 algorithms were within 5% of the prescribed dose. The effect of PTV size and tumor location, respectively, on the differences in dose parameters for the PTV between the AAA and XVMC was evaluated. A significant effect of the PTV on the difference in D 95 between the AAA and XVMC was observed (p = 0.03). Differences in the marginal doses, namely D min and D 95 , were statistically significant between peripherally and centrally located tumors (p = 0.04 and p = 0.02, respectively). Tumor location and volume might have an effect on the differences in dose-volumetric parameters. The differences between AAA and XVMC were considered to be within an acceptable range (<5 percentage points)

  2. Algorithm development and simulation outcomes for hypoxic head and neck cancer radiotherapy using a Monte Carlo cell division model

    International Nuclear Information System (INIS)

    Harriss, W.M.; Bezak, E.; Yeoh, E.

    2010-01-01

    Full text: A temporal Monte Carlo tumour model, 'Hyp-RT'. sim ulating hypoxic head and neck cancer has been updated and extended to model radiothcrapy. The aim is to providc a convenient radiobio logical tool for clinicians to evaluate radiotherapy treatment schedules based on many individual tumour properties including oxygenation. FORTRAN95 and JA YA havc been utilised to develop the efficient algorithm, which can propagate 108 cells. Epithelial cell kill is affected by dose, oxygenation and proliferativc status. Accelerated repopulation (AR) has been modelled by increasing the symmetrical stem cell division probability, and reoxygenation (ROx) has been modelled using random incremental boosts of oxygen to the cell po ulation throughout therapy. Results The stem cell percentage and the degree of hypoxia dominate tumour growth rate. For conventional radiotherapy. 15-25% more dose was required for a hypox ic versus oxic tumours, depending on the time of AR onset (0-3 weeks after thc start of treatment). ROx of hypoxic tumours resulted in tumoUJ: sensitisation and therefore a dose reduction, of up to 35%, varying with the time of onset. Fig. I shows results for all combinations of AR and ROx onset times for the moderate hypoxia case. Conclusions In hypoxic tumours, accelerated repopulation and reoxy genation affect ccll kill in the same manner as when the effects are modelled individually. however the degree of the effect is altered and therefore the combined result is difficult to predict. providing evidence for the usefulness of computer models. Simulations have quantitatively

  3. Distribution network design under demand uncertainty using genetic algorithm and Monte Carlo simulation approach: a case study in pharmaceutical industry

    Science.gov (United States)

    Izadi, Arman; Kimiagari, Ali Mohammad

    2014-05-01

    Distribution network design as a strategic decision has long-term effect on tactical and operational supply chain management. In this research, the location-allocation problem is studied under demand uncertainty. The purposes of this study were to specify the optimal number and location of distribution centers and to determine the allocation of customer demands to distribution centers. The main feature of this research is solving the model with unknown demand function which is suitable with the real-world problems. To consider the uncertainty, a set of possible scenarios for customer demands is created based on the Monte Carlo simulation. The coefficient of variation of costs is mentioned as a measure of risk and the most stable structure for firm's distribution network is defined based on the concept of robust optimization. The best structure is identified using genetic algorithms and 14 % reduction in total supply chain costs is the outcome. Moreover, it imposes the least cost variation created by fluctuation in customer demands (such as epidemic diseases outbreak in some areas of the country) to the logistical system. It is noteworthy that this research is done in one of the largest pharmaceutical distribution firms in Iran.

  4. Numerical simulations of a coupled radiative?conductive heat transfer model using a modified Monte Carlo method

    KAUST Repository

    Kovtanyuk, Andrey E.

    2012-01-01

    Radiative-conductive heat transfer in a medium bounded by two reflecting and radiating plane surfaces is considered. This process is described by a nonlinear system of two differential equations: an equation of the radiative heat transfer and an equation of the conductive heat exchange. The problem is characterized by anisotropic scattering of the medium and by specularly and diffusely reflecting boundaries. For the computation of solutions of this problem, two approaches based on iterative techniques are considered. First, a recursive algorithm based on some modification of the Monte Carlo method is proposed. Second, the diffusion approximation of the radiative transfer equation is utilized. Numerical comparisons of the approaches proposed are given in the case of isotropic scattering. © 2011 Elsevier Ltd. All rights reserved.

  5. Calculation of the secondary gamma radiation by the Monte Carlo method at displaced sampling from distributed sources

    International Nuclear Information System (INIS)

    Petrov, Eh.E.; Fadeev, I.A.

    1979-01-01

    A possibility to use displaced sampling from a bulk gamma source in calculating the secondary gamma fields by the Monte Carlo method is discussed. The algorithm proposed is based on the concept of conjugate functions alongside the dispersion minimization technique. For the sake of simplicity a plane source is considered. The algorithm has been put into practice on the M-220 computer. The differential gamma current and flux spectra in 21cm-thick lead have been calculated. The source of secondary gamma-quanta was assumed to be a distributed, constant and isotropic one emitting 4 MeV gamma quanta with the rate of 10 9 quanta/cm 3 xs. The calculations have demonstrated that the last 7 cm of lead are responsible for the whole gamma spectral pattern. The spectra practically coincide with the ones calculated by the ROZ computer code. Thus the algorithm proposed can be offectively used in the calculations of secondary gamma radiation transport and reduces the computation time by 2-4 times

  6. Packing simulation code to calculate distribution function of hard spheres by Monte Carlo method : MCRDF

    International Nuclear Information System (INIS)

    Murata, Isao; Mori, Takamasa; Nakagawa, Masayuki; Shirai, Hiroshi.

    1996-03-01

    High Temperature Gas-cooled Reactors (HTGRs) employ spherical fuels named coated fuel particles (CFPs) consisting of a microsphere of low enriched UO 2 with coating layers in order to prevent FP release. There exist many spherical fuels distributed randomly in the cores. Therefore, the nuclear design of HTGRs is generally performed on the basis of the multigroup approximation using a diffusion code, S N transport code or group-wise Monte Carlo code. This report summarizes a Monte Carlo hard sphere packing simulation code to simulate the packing of equal hard spheres and evaluate the necessary probability distribution of them, which is used for the application of the new Monte Carlo calculation method developed to treat randomly distributed spherical fuels with the continuous energy Monte Carlo method. By using this code, obtained are the various statistical values, namely Radial Distribution Function (RDF), Nearest Neighbor Distribution (NND), 2-dimensional RDF and so on, for random packing as well as ordered close packing of FCC and BCC. (author)

  7. Review and comparison of effective delayed neutron fraction calculation methods with Monte Carlo codes

    International Nuclear Information System (INIS)

    Bécares, V.; Pérez-Martín, S.; Vázquez-Antolín, M.; Villamarín, D.; Martín-Fuertes, F.; González-Romero, E.M.; Merino, I.

    2014-01-01

    Highlights: • Review of several Monte Carlo effective delayed neutron fraction calculation methods. • These methods have been implemented with the Monte Carlo code MCNPX. • They have been benchmarked against against some critical and subcritical systems. • Several nuclear data libraries have been used. - Abstract: The calculation of the effective delayed neutron fraction, β eff , with Monte Carlo codes is a complex task due to the requirement of properly considering the adjoint weighting of delayed neutrons. Nevertheless, several techniques have been proposed to circumvent this difficulty and obtain accurate Monte Carlo results for β eff without the need of explicitly determining the adjoint flux. In this paper, we make a review of some of these techniques; namely we have analyzed two variants of what we call the k-eigenvalue technique and other techniques based on different interpretations of the physical meaning of the adjoint weighting. To test the validity of all these techniques we have implemented them with the MCNPX code and we have benchmarked them against a range of critical and subcritical systems for which either experimental or deterministic values of β eff are available. Furthermore, several nuclear data libraries have been used in order to assess the impact of the uncertainty in nuclear data in the calculated value of β eff

  8. Investigation of Compton scattering correction methods in cardiac SPECT by Monte Carlo simulations

    International Nuclear Information System (INIS)

    Silva, A.M. Marques da; Furlan, A.M.; Robilotta, C.C.

    2001-01-01

    The goal of this work was the use of Monte Carlo simulations to investigate the effects of two scattering correction methods: dual energy window (DEW) and dual photopeak window (DPW), in quantitative cardiac SPECT reconstruction. MCAT torso-cardiac phantom, with 99m Tc and non-uniform attenuation map was simulated. Two different photopeak windows were evaluated in DEW method: 15% and 20%. Two 10% wide subwindows centered symmetrically within the photopeak were used in DPW method. Iterative ML-EM reconstruction with modified projector-backprojector for attenuation correction was applied. Results indicated that the choice of the scattering and photopeak windows determines the correction accuracy. For the 15% window, fitted scatter fraction gives better results than k = 0.5. For the 20% window, DPW is the best method, but it requires parameters estimation using Monte Carlo simulations. (author)

  9. Probability-neighbor method of accelerating geometry treatment in reactor Monte Carlo code RMC

    International Nuclear Information System (INIS)

    She, Ding; Li, Zeguang; Xu, Qi; Wang, Kan; Yu, Ganglin

    2011-01-01

    Probability neighbor method (PNM) is proposed in this paper to accelerate geometry treatment of Monte Carlo (MC) simulation and validated in self-developed reactor Monte Carlo code RMC. During MC simulation by either ray-tracking or delta-tracking method, large amounts of time are spent in finding out which cell one particle is located in. The traditional way is to search cells one by one with certain sequence defined previously. However, this procedure becomes very time-consuming when the system contains a large number of cells. Considering that particles have different probability to enter different cells, PNM method optimizes the searching sequence, i.e., the cells with larger probability are searched preferentially. The PNM method is implemented in RMC code and the numerical results show that the considerable time of geometry treatment in MC calculation for complicated systems is saved, especially effective in delta-tracking simulation. (author)

  10. Scalable force directed graph layout algorithms using fast multipole methods

    KAUST Repository

    Yunis, Enas Abdulrahman; Yokota, Rio; Ahmadia, Aron

    2012-01-01

    We present an extension to ExaFMM, a Fast Multipole Method library, as a generalized approach for fast and scalable execution of the Force-Directed Graph Layout algorithm. The Force-Directed Graph Layout algorithm is a physics-based approach

  11. A recursive Monte Carlo method for estimating importance functions in deep penetration problems

    International Nuclear Information System (INIS)

    Goldstein, M.

    1980-04-01

    A pratical recursive Monte Carlo method for estimating the importance function distribution, aimed at importance sampling for the solution of deep penetration problems in three-dimensional systems, was developed. The efficiency of the recursive method was investigated for sample problems including one- and two-dimensional, monoenergetic and and multigroup problems, as well as for a practical deep-penetration problem with streaming. The results of the recursive Monte Carlo calculations agree fairly well with Ssub(n) results. It is concluded that the recursive Monte Carlo method promises to become a universal method for estimating the importance function distribution for the solution of deep-penetration problems, in all kinds of systems: for many systems the recursive method is likely to be more efficient than previously existing methods; for three-dimensional systems it is the first method that can estimate the importance function with the accuracy required for an efficient solution based on importance sampling of neutron deep-penetration problems in those systems

  12. Study of the applicability of Markov chain Monte Carlo methods to the statistical separation of electron sources via the impact parameter for ALICE

    Energy Technology Data Exchange (ETDEWEB)

    Wittner, Manuel [Physikalisches Institut, Universitaet Heidelberg, Heidelberg (Germany); Collaboration: ALICE-Collaboration

    2015-07-01

    One particularly interesting measurement detected by the ALICE set-up at the LHC are electrons from charm and beauty hadron decays. Heavy quarks originate from initial hard scattering processes and thus experience the whole history of a heavy ion collision. Therefore, they are valuable probes to study the mechanisms of energy loss and hadronization in the hot and dense state of matter, that is expected to be formed in a heavy-ion collision at LHC. One important task is the distinction of the different electron sources, for which a method was developed. Hereby, the impact parameter distribution of the measurement data is compared with impact parameter distributions for the individual sources, which are created through Monte Carlo simulations. Afterwards, a maximum likelihood fit is applied. However, creating a posterior distribution of the likelihood according to Bayes' theorem and sampling it with Markov Chain Monte Carlo algorithms provides several advantages, e.g. a mathematically correct estimation of the uncertainties or the usage of prior knowledge. Hence for the first time in this particular problem, a Markov Chain Monte Carlo algorithm, namely the Metropolis algorithm, was implemented and investigated for its applicability in heavy flavor physics. First studies indicate its great usefulness in this field of physics.

  13. A Monte Carlo method using octree structure in photon and electron transport

    International Nuclear Information System (INIS)

    Ogawa, K.; Maeda, S.

    1995-01-01

    Most of the early Monte Carlo calculations in medical physics were used to calculate absorbed dose distributions, and detector responses and efficiencies. Recently, data acquisition in Single Photon Emission CT (SPECT) has been simulated by a Monte Carlo method to evaluate scatter photons generated in a human body and a collimator. Monte Carlo simulations in SPECT data acquisition are generally based on the transport of photons only because the photons being simulated are low energy, and therefore the bremsstrahlung productions by the electrons generated are negligible. Since the transport calculation of photons without electrons is much simpler than that with electrons, it is possible to accomplish the high-speed simulation in a simple object with one medium. Here, object description is important in performing the photon and/or electron transport using a Monte Carlo method efficiently. The authors propose a new description method using an octree representation of an object. Thus even if the boundaries of each medium are represented accurately, high-speed calculation of photon transport can be accomplished because the number of voxels is much fewer than that of the voxel-based approach which represents an object by a union of the voxels of the same size. This Monte Carlo code using the octree representation of an object first establishes the simulation geometry by reading octree string, which is produced by forming an octree structure from a set of serial sections for the object before the simulation; then it transports photons in the geometry. Using the code, if the user just prepares a set of serial sections for the object in which he or she wants to simulate photon trajectories, he or she can perform the simulation automatically using the suboptimal geometry simplified by the octree representation without forming the optimal geometry by handwriting

  14. A Monte Carlo implementation of the predictor-corrector Quasi-Static method

    International Nuclear Information System (INIS)

    Hackemack, M. W.; Ragusa, J. C.; Griesheimer, D. P.; Pounders, J. M.

    2013-01-01

    The Quasi-Static method (QS) is a useful tool for solving reactor transients since it allows for larger time steps when updating neutron distributions. Because of the beneficial attributes of Monte Carlo (MC) methods (exact geometries and continuous energy treatment), it is desirable to develop a MC implementation for the QS method. In this work, the latest version of the QS method known as the Predictor-Corrector Quasi-Static method is implemented. Experiments utilizing two energy-groups provide results that show good agreement with analytical and reference solutions. The method as presented can easily be implemented in any continuous energy, arbitrary geometry, MC code. (authors)

  15. A method for evaluating discoverability and navigability of recommendation algorithms.

    Science.gov (United States)

    Lamprecht, Daniel; Strohmaier, Markus; Helic, Denis

    2017-01-01

    Recommendations are increasingly used to support and enable discovery, browsing, and exploration of items. This is especially true for entertainment platforms such as Netflix or YouTube, where frequently, no clear categorization of items exists. Yet, the suitability of a recommendation algorithm to support these use cases cannot be comprehensively evaluated by any recommendation evaluation measures proposed so far. In this paper, we propose a method to expand the repertoire of existing recommendation evaluation techniques with a method to evaluate the discoverability and navigability of recommendation algorithms. The proposed method tackles this by means of first evaluating the discoverability of recommendation algorithms by investigating structural properties of the resulting recommender systems in terms of bow tie structure, and path lengths. Second, the method evaluates navigability by simulating three different models of information seeking scenarios and measuring the success rates. We show the feasibility of our method by applying it to four non-personalized recommendation algorithms on three data sets and also illustrate its applicability to personalized algorithms. Our work expands the arsenal of evaluation techniques for recommendation algorithms, extends from a one-click-based evaluation towards multi-click analysis, and presents a general, comprehensive method to evaluating navigability of arbitrary recommendation algorithms.

  16. Generation of gamma-ray streaming kernels through cylindrical ducts via Monte Carlo method

    International Nuclear Information System (INIS)

    Kim, Dong Su

    1992-02-01

    Since radiation streaming through penetrations is often the critical consideration in protection against exposure of personnel in a nuclear facility, it has been of great concern in radiation shielding design and analysis. Several methods have been developed and applied to the analysis of the radiation streaming in the past such as ray analysis method, single scattering method, albedo method, and Monte Carlo method. But they may be used for order-of-magnitude calculations and where sufficient margin is available, except for the Monte Carlo method which is accurate but requires a lot of computing time. This study developed a Monte Carlo method and constructed a data library of solutions using the Monte Carlo method for radiation streaming through a straight cylindrical duct in concrete walls of a broad, mono-directional, monoenergetic gamma-ray beam of unit intensity. The solution named as plane streaming kernel is the average dose rate at duct outlet and was evaluated for 20 source energies from 0 to 10 MeV, 36 source incident angles from 0 to 70 degrees, 5 duct radii from 10 to 30 cm, and 16 wall thicknesses from 0 to 100 cm. It was demonstrated that average dose rate due to an isotropic point source at arbitrary positions can be well approximated using the plane streaming kernel with acceptable error. Thus, the library of the plane streaming kernels can be used for the accurate and efficient analysis of radiation streaming through a straight cylindrical duct in concrete walls due to arbitrary distributions of gamma-ray sources

  17. Extrapolation method in the Monte Carlo Shell Model and its applications

    International Nuclear Information System (INIS)

    Shimizu, Noritaka; Abe, Takashi; Utsuno, Yutaka; Mizusaki, Takahiro; Otsuka, Takaharu; Honma, Michio

    2011-01-01

    We demonstrate how the energy-variance extrapolation method works using the sequence of the approximated wave functions obtained by the Monte Carlo Shell Model (MCSM), taking 56 Ni with pf-shell as an example. The extrapolation method is shown to work well even in the case that the MCSM shows slow convergence, such as 72 Ge with f5pg9-shell. The structure of 72 Se is also studied including the discussion of the shape-coexistence phenomenon.

  18. Evaluation of tomographic image quality of extended and conventional parallel hole collimators using maximum likelihood expectation maximization algorithm by Monte Carlo simulations.

    Science.gov (United States)

    Moslemi, Vahid; Ashoor, Mansour

    2017-10-01

    One of the major problems associated with parallel hole collimators (PCs) is the trade-off between their resolution and sensitivity. To solve this problem, a novel PC - namely, extended parallel hole collimator (EPC) - was proposed, in which particular trapezoidal denticles were increased upon septa on the side of the detector. In this study, an EPC was designed and its performance was compared with that of two PCs, PC35 and PC41, with a hole size of 1.5 mm and hole lengths of 35 and 41 mm, respectively. The Monte Carlo method was used to calculate the important parameters such as resolution, sensitivity, scattering, and penetration ratio. A Jaszczak phantom was also simulated to evaluate the resolution and contrast of tomographic images, which were produced by the EPC6, PC35, and PC41 using the Monte Carlo N-particle version 5 code, and tomographic images were reconstructed by using maximum likelihood expectation maximization algorithm. Sensitivity of the EPC6 was increased by 20.3% in comparison with that of the PC41 at the identical spatial resolution and full-width at tenth of maximum here. Moreover, the penetration and scattering ratio of the EPC6 was 1.2% less than that of the PC41. The simulated phantom images show that the EPC6 increases contrast-resolution and contrast-to-noise ratio compared with those of PC41 and PC35. When compared with PC41 and PC35, EPC6 improved trade-off between resolution and sensitivity, reduced penetrating and scattering ratios, and produced images with higher quality. EPC6 can be used to increase detectability of more details in nuclear medicine images.

  19. New sampling method in continuous energy Monte Carlo calculation for pebble bed reactors

    International Nuclear Information System (INIS)

    Murata, Isao; Takahashi, Akito; Mori, Takamasa; Nakagawa, Masayuki.

    1997-01-01

    A pebble bed reactor generally has double heterogeneity consisting of two kinds of spherical fuel element. In the core, there exist many fuel balls piled up randomly in a high packing fraction. And each fuel ball contains a lot of small fuel particles which are also distributed randomly. In this study, to realize precise neutron transport calculation of such reactors with the continuous energy Monte Carlo method, a new sampling method has been developed. The new method has been implemented in the general purpose Monte Carlo code MCNP to develop a modified version MCNP-BALL. This method was validated by calculating inventory of spherical fuel elements arranged successively by sampling during transport calculation and also by performing criticality calculations in ordered packing models. From the results, it was confirmed that the inventory of spherical fuel elements could be reproduced using MCNP-BALL within a sufficient accuracy of 0.2%. And the comparison of criticality calculations in ordered packing models between MCNP-BALL and the reference method shows excellent agreement in neutron spectrum as well as multiplication factor. MCNP-BALL enables us to analyze pebble bed type cores such as PROTEUS precisely with the continuous energy Monte Carlo method. (author)

  20. Monte Carlo method implemented in a finite element code with application to dynamic vacuum in particle accelerators

    CERN Document Server

    Garion, C

    2009-01-01

    Modern particle accelerators require UHV conditions during their operation. In the accelerating cavities, breakdowns can occur, releasing large amount of gas into the vacuum chamber. To determine the pressure profile along the cavity as a function of time, the time-dependent behaviour of the gas has to be simulated. To do that, it is useful to apply accurate three-dimensional method, such as Test Particles Monte Carlo. In this paper, a time-dependent Test Particles Monte Carlo is used. It has been implemented in a Finite Element code, CASTEM. The principle is to track a sample of molecules during time. The complex geometry of the cavities can be created either in the FE code or in a CAD software (CATIA in our case). The interface between the two softwares to export the geometry from CATIA to CASTEM is given. The algorithm of particle tracking for collisionless flow in the FE code is shown. Thermal outgassing, pumping surfaces and electron and/or ion stimulated desorption can all be generated as well as differ...

  1. Estimation of magnetocaloric properties by using Monte Carlo method for AMRR cycle

    International Nuclear Information System (INIS)

    Arai, R; Fukuda, H; Numazawa, T; Tamura, R; Li, J; Saito, A T; Nakagome, H; Kaji, S

    2015-01-01

    In order to achieve a wide refrigerating temperature range in magnetic refrigeration, it is effective to layer multiple materials with different Curie temperatures. It is crucial to have a detailed understanding of physical properties of materials to optimize the material selection and the layered structure. In the present study, we discuss methods for estimating a change in physical properties, particularly the Curie temperature when some of the Gd atoms are substituted for non-magnetic elements for material design, based on Gd as a ferromagnetic material which is a typical magnetocaloric material. For this purpose, whilst making calculations using the S=7/2 Ising model and the Monte Carlo method, we made a specific heat measurement and a magnetization measurement of Gd-R alloy (R = Y, Zr) to compare experimental values and calculated ones. The results showed that the magnetic entropy change, specific heat, and Curie temperature can be estimated with good accuracy using the Monte Carlo method. (paper)

  2. Flat-histogram methods in quantum Monte Carlo simulations: Application to the t-J model

    International Nuclear Information System (INIS)

    Diamantis, Nikolaos G.; Manousakis, Efstratios

    2016-01-01

    We discuss that flat-histogram techniques can be appropriately applied in the sampling of quantum Monte Carlo simulation in order to improve the statistical quality of the results at long imaginary time or low excitation energy. Typical imaginary-time correlation functions calculated in quantum Monte Carlo are subject to exponentially growing errors as the range of imaginary time grows and this smears the information on the low energy excitations. We show that we can extract the low energy physics by modifying the Monte Carlo sampling technique to one in which configurations which contribute to making the histogram of certain quantities flat are promoted. We apply the diagrammatic Monte Carlo (diag-MC) method to the motion of a single hole in the t-J model and we show that the implementation of flat-histogram techniques allows us to calculate the Green's function in a wide range of imaginary-time. In addition, we show that applying the flat-histogram technique alleviates the “sign”-problem associated with the simulation of the single-hole Green's function at long imaginary time. (paper)

  3. Justification of a Monte Carlo Algorithm for the Diffusion-Growth Simulation of Helium Clusters in Materials

    International Nuclear Information System (INIS)

    Yu-Lu, Zhou; Ai-Hong, Deng; Qing, Hou; Jun, Wang

    2009-01-01

    A theoretical analysis of a Monte Carlo (MC) method for the simulation of the diffusion-growth of helium clusters in materials is presented. This analysis is based on an assumption that the diffusion-growth process consists of first stage, during which the clusters diffuse freely, and second stage in which the coalescence occurs with certain probability. Since the accuracy of MC simulation results is sensitive to the coalescence probability, the MC calculations in the second stage is studied in detail. Firstly, the coalescence probability is analytically formulated for the one-dimensional diffusion-growth case. Thereafter, the one-dimensional results are employed to justify the MC simulation. The choice of time step and the random number generator used in the MC simulation are discussed

  4. Research of Monte Carlo method used in simulation of different maintenance processes

    International Nuclear Information System (INIS)

    Zhao Siqiao; Liu Jingquan

    2011-01-01

    The paper introduces two kinds of Monte Carlo methods used in equipment life process simulation under the least maintenance: condition: method of producing the interval of lifetime, method of time scale conversion. The paper also analyzes the characteristics and the using scope of the two methods. By using the conception of service age reduction factor, the model of equipment's life process under incomplete maintenance condition is established, and also the life process simulation method applicable to this situation is invented. (authors)

  5. Analysis of subgrid scale mixing using a hybrid LES-Monte-Carlo PDF method

    International Nuclear Information System (INIS)

    Olbricht, C.; Hahn, F.; Sadiki, A.; Janicka, J.

    2007-01-01

    This contribution introduces a hybrid LES-Monte-Carlo method for a coupled solution of the flow and the multi-dimensional scalar joint pdf in two complex mixing devices. For this purpose an Eulerian Monte-Carlo method is used. First, a complex mixing device (jet-in-crossflow, JIC) is presented in which the stochastic convergence and the coherency between the scalar field solution obtained via finite-volume methods and that from the stochastic solution of the pdf for the hybrid method are evaluated. Results are compared to experimental data. Secondly, an extensive investigation of the micromixing on the basis of assumed shape and transported SGS-pdfs in a configuration with practical relevance is carried out. This consists of a mixing chamber with two opposite rows of jets penetrating a crossflow (multi-jet-in-crossflow, MJIC). Some numerical results are compared to available experimental data and to RANS based results. It turns out that the hybrid LES-Monte-Carlo method could achieve a detailed analysis of the mixing at the subgrid level

  6. Improved Monte Carlo - Perturbation Method For Estimation Of Control Rod Worths In A Research Reactor

    International Nuclear Information System (INIS)

    Kalcheva, Silva; Koonen, Edgar

    2008-01-01

    A hybrid method dedicated to improve the experimental technique for estimation of control rod worths in a research reactor is presented. The method uses a combination of Monte Carlo technique and perturbation theory. The perturbation theory is used to obtain the relation between the relative rod efficiency and the buckling of the reactor with partially inserted rod. A series of coefficients, describing the axial absorption profile are used to correct the buckling for an arbitrary composite rod, having complicated burn up irradiation history. These coefficients have to be determined - by experiment or by using some theoretical/numerical method. In the present paper they are derived from the macroscopic absorption cross sections, obtained from detailed Monte Carlo calculations by MCNPX 2.6.F of the axial burn up profile during control rod life. The method is validated on measurements of control rod worths at the BR2 reactor. Comparison with direct Monte Carlo evaluations of control rod worths is also presented. The uncertainties, arising from the used approximations in the presented hybrid method are discussed. (authors)

  7. A comparison of generalized hybrid Monte Carlo methods with and without momentum flip

    International Nuclear Information System (INIS)

    Akhmatskaya, Elena; Bou-Rabee, Nawaf; Reich, Sebastian

    2009-01-01

    The generalized hybrid Monte Carlo (GHMC) method combines Metropolis corrected constant energy simulations with a partial random refreshment step in the particle momenta. The standard detailed balance condition requires that momenta are negated upon rejection of a molecular dynamics proposal step. The implication is a trajectory reversal upon rejection, which is undesirable when interpreting GHMC as thermostated molecular dynamics. We show that a modified detailed balance condition can be used to implement GHMC without momentum flips. The same modification can be applied to the generalized shadow hybrid Monte Carlo (GSHMC) method. Numerical results indicate that GHMC/GSHMC implementations with momentum flip display a favorable behavior in terms of sampling efficiency, i.e., the traditional GHMC/GSHMC implementations with momentum flip got the advantage of a higher acceptance rate and faster decorrelation of Monte Carlo samples. The difference is more pronounced for GHMC. We also numerically investigate the behavior of the GHMC method as a Langevin-type thermostat. We find that the GHMC method without momentum flip interferes less with the underlying stochastic molecular dynamics in terms of autocorrelation functions and it to be preferred over the GHMC method with momentum flip. The same finding applies to GSHMC

  8. A Method for Improving the Progressive Image Coding Algorithms

    Directory of Open Access Journals (Sweden)

    Ovidiu COSMA

    2014-12-01

    Full Text Available This article presents a method for increasing the performance of the progressive coding algorithms for the subbands of images, by representing the coefficients with a code that reduces the truncation error.

  9. Quantitative Methods in Supply Chain Management Models and Algorithms

    CERN Document Server

    Christou, Ioannis T

    2012-01-01

    Quantitative Methods in Supply Chain Management presents some of the most important methods and tools available for modeling and solving problems arising in the context of supply chain management. In the context of this book, “solving problems” usually means designing efficient algorithms for obtaining high-quality solutions. The first chapter is an extensive optimization review covering continuous unconstrained and constrained linear and nonlinear optimization algorithms, as well as dynamic programming and discrete optimization exact methods and heuristics. The second chapter presents time-series forecasting methods together with prediction market techniques for demand forecasting of new products and services. The third chapter details models and algorithms for planning and scheduling with an emphasis on production planning and personnel scheduling. The fourth chapter presents deterministic and stochastic models for inventory control with a detailed analysis on periodic review systems and algorithmic dev...

  10. The application of Monte Carlo method to electron and photon beams transport; Zastosowanie metody Monte Carlo do analizy transportu elektronow i fotonow

    Energy Technology Data Exchange (ETDEWEB)

    Zychor, I. [Soltan Inst. for Nuclear Studies, Otwock-Swierk (Poland)

    1994-12-31

    The application of a Monte Carlo method to study a transport in matter of electron and photon beams is presented, especially for electrons with energies up to 18 MeV. The SHOWME Monte Carlo code, a modified version of GEANT3 code, was used on the CONVEX C3210 computer at Swierk. It was assumed that an electron beam is mono directional and monoenergetic. Arbitrary user-defined, complex geometries made of any element or material can be used in calculation. All principal phenomena occurring when electron beam penetrates the matter are taken into account. The use of calculation for a therapeutic electron beam collimation is presented. (author). 20 refs, 29 figs.

  11. Study on critical effect in lattice homogenization via Monte Carlo method

    International Nuclear Information System (INIS)

    Li Mancang; Wang Kan; Yao Dong

    2012-01-01

    In contrast to the traditional deterministic lattice codes, generating the homogenization multigroup constants via Monte Carlo method overcomes the difficulties in geometry and treats energy in continuum. thus provides more accuracy parameters. An infinite lattice of identical symmetric motives is usually assumed when performing the homogenization. However, the finite size of a reactor is reality and it should influence the lattice calculation. In practice of the homogenization with Monte Carlo method, B N theory is applied to take the leakage effect into account. The fundamental mode with the buckling B is used as a measure of the finite size. The critical spectrum in the solution of 0-dimensional fine-group B 1 equations is used to correct the weighted spectrum for homogenization. A PWR prototype core is examined to verify that the presented method indeed generates few group constants effectively. In addition, a zero power physical experiment verification is performed. The results show that B N theory is adequate for leakage correction in the multigroup constants generation via Monte Carlo method. (authors)

  12. A Monte Carlo method and finite volume method coupled optical simulation method for parabolic trough solar collectors

    International Nuclear Information System (INIS)

    Liang, Hongbo; Fan, Man; You, Shijun; Zheng, Wandong; Zhang, Huan; Ye, Tianzhen; Zheng, Xuejing

    2017-01-01

    Highlights: •Four optical models for parabolic trough solar collectors were compared in detail. •Characteristics of Monte Carlo Method and Finite Volume Method were discussed. •A novel method was presented combining advantages of different models. •The method was suited to optical analysis of collectors with different geometries. •A new kind of cavity receiver was simulated depending on the novel method. -- Abstract: The PTC (parabolic trough solar collector) is widely used for space heating, heat-driven refrigeration, solar power, etc. The concentrated solar radiation is the only energy source for a PTC, thus its optical performance significantly affects the collector efficiency. In this study, four different optical models were constructed, validated and compared in detail. On this basis, a novel coupled method was presented by combining advantages of these models, which was suited to carry out a mass of optical simulations of collectors with different geometrical parameters rapidly and accurately. Based on these simulation results, the optimal configuration of a collector with highest efficiency can be determined. Thus, this method was useful for collector optimization and design. In the four models, MCM (Monte Carlo Method) and FVM (Finite Volume Method) were used to initialize photons distribution, as well as CPEM (Change Photon Energy Method) and MCM were adopted to describe the process of reflecting, transmitting and absorbing. For simulating reflection, transmission and absorption, CPEM was more efficient than MCM, so it was utilized in the coupled method. For photons distribution initialization, FVM saved running time and computation effort, whereas it needed suitable grid configuration. MCM only required a total number of rays for simulation, whereas it needed higher computing cost and its results fluctuated in multiple runs. In the novel coupled method, the grid configuration for FVM was optimized according to the “true values” from MCM of

  13. High-order Path Integral Monte Carlo methods for solving strongly correlated fermion problems

    Science.gov (United States)

    Chin, Siu A.

    2015-03-01

    In solving for the ground state of a strongly correlated many-fermion system, the conventional second-order Path Integral Monte Carlo method is plagued with the sign problem. This is due to the large number of anti-symmetric free fermion propagators that are needed to extract the square of the ground state wave function at large imaginary time. In this work, I show that optimized fourth-order Path Integral Monte Carlo methods, which uses no more than 5 free-fermion propagators, in conjunction with the use of the Hamiltonian energy estimator, can yield accurate ground state energies for quantum dots with up to 20 polarized electrons. The correlations are directly built-in and no explicit wave functions are needed. This work is supported by the Qatar National Research Fund NPRP GRANT #5-674-1-114.

  14. Stability analysis and time-step limits for a Monte Carlo Compton-scattering method

    International Nuclear Information System (INIS)

    Densmore, Jeffery D.; Warsa, James S.; Lowrie, Robert B.

    2010-01-01

    A Monte Carlo method for simulating Compton scattering in high energy density applications has been presented that models the photon-electron collision kinematics exactly [E. Canfield, W.M. Howard, E.P. Liang, Inverse Comptonization by one-dimensional relativistic electrons, Astrophys. J. 323 (1987) 565]. However, implementing this technique typically requires an explicit evaluation of the material temperature, which can lead to unstable and oscillatory solutions. In this paper, we perform a stability analysis of this Monte Carlo method and develop two time-step limits that avoid undesirable behavior. The first time-step limit prevents instabilities, while the second, more restrictive time-step limit avoids both instabilities and nonphysical oscillations. With a set of numerical examples, we demonstrate the efficacy of these time-step limits.

  15. Sink strength simulations using the Monte Carlo method: Applied to spherical traps

    Science.gov (United States)

    Ahlgren, T.; Bukonte, L.

    2017-12-01

    The sink strength is an important parameter for the mean-field rate equations to simulate temporal changes in the micro-structure of materials. However, there are noteworthy discrepancies between sink strengths obtained by the Monte Carlo and analytical methods. In this study, we show the reasons for these differences. We present the equations to estimate the statistical error for sink strength calculations and show the way to determine the sink strengths for multiple traps. We develop a novel, very fast Monte Carlo method to obtain sink strengths. The results show that, in addition to the well-known sink strength dependence of the trap concentration, trap radius and the total sink strength, the sink strength also depends on the defect diffusion jump length and the total trap volume fraction. Taking these factors into account, allows us to obtain a very accurate analytic expression for the sink strength of spherical traps.

  16. Implicit Monte Carlo methods and non-equilibrium Marshak wave radiative transport

    International Nuclear Information System (INIS)

    Lynch, J.E.

    1985-01-01

    Two enhancements to the Fleck implicit Monte Carlo method for radiative transport are described, for use in transparent and opaque media respectively. The first introduces a spectral mean cross section, which applies to pseudoscattering in transparent regions with a high frequency incident spectrum. The second provides a simple Monte Carlo random walk method for opaque regions, without the need for a supplementary diffusion equation formulation. A time-dependent transport Marshak wave problem of radiative transfer, in which a non-equilibrium condition exists between the radiation and material energy fields, is then solved. These results are compared to published benchmark solutions and to new discrete ordinate S-N results, for both spatially integrated radiation-material energies versus time and to new spatially dependent temperature profiles. Multigroup opacities, which are independent of both temperature and frequency, are used in addition to a material specific heat which is proportional to the cube of the temperature. 7 refs., 4 figs

  17. Validation of uncertainty of weighing in the preparation of radionuclide standards by Monte Carlo Method

    International Nuclear Information System (INIS)

    Cacais, F.L.; Delgado, J.U.; Loayza, V.M.

    2016-01-01

    In preparing solutions for the production of radionuclide metrology standards is necessary measuring the quantity Activity by mass. The gravimetric method by elimination is applied to perform weighing with smaller uncertainties. At this work is carried out the validation, by the Monte Carlo method, of the uncertainty calculation approach implemented by Lourenco and Bobin according to ISO GUM for the method by elimination. The results obtained by both uncertainty calculation methods were consistent indicating that were fulfilled the conditions for the application of ISO GUM in the preparation of radioactive standards. (author)

  18. Fermion cluster algorithms

    International Nuclear Information System (INIS)

    Chandrasekharan, Shailesh

    2000-01-01

    Cluster algorithms have been recently used to eliminate sign problems that plague Monte-Carlo methods in a variety of systems. In particular such algorithms can also be used to solve sign problems associated with the permutation of fermion world lines. This solution leads to the possibility of designing fermion cluster algorithms in certain cases. Using the example of free non-relativistic fermions we discuss the ideas underlying the algorithm

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

    Science.gov (United States)

    Crevillén-García, D.; Power, H.

    2017-08-01

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

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

    Science.gov (United States)

    Crevillén-García, D; Power, H

    2017-08-01

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