WorldWideScience

Sample records for chain monte carlo

  1. Markov chains analytic and Monte Carlo computations

    CERN Document Server

    Graham, Carl

    2014-01-01

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

  2. Handbook of Markov chain Monte Carlo

    CERN Document Server

    Brooks, Steve

    2011-01-01

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

  3. Hybrid Monte Carlo simulation of polymer chains

    CERN Document Server

    Irbäck, A

    1993-01-01

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

  4. Markov Chain Monte Carlo and Irreversibility

    Science.gov (United States)

    Ottobre, Michela

    2016-06-01

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

  5. On the Markov Chain Monte Carlo (MCMC) method

    Indian Academy of Sciences (India)

    Rajeeva L Karandikar

    2006-04-01

    Markov Chain Monte Carlo (MCMC) is a popular method used to generate samples from arbitrary distributions, which may be specified indirectly. In this article, we give an introduction to this method along with some examples.

  6. Cosmological Markov Chain Monte Carlo simulation with Cmbeasy

    CERN Document Server

    Müller, C M

    2004-01-01

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

  7. Optimized nested Markov chain Monte Carlo sampling: theory

    Energy Technology Data Exchange (ETDEWEB)

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

    2009-01-01

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

  8. Monte Carlo properties of the hydrocarbon chains of phospholipid molecules

    Science.gov (United States)

    Zhurkin, D. V.; Rabinovich, A. L.

    2015-02-01

    Properties of 65 chain hydrocarbon molecules in the unperturbed state are investigated using the Monte Carlo method at temperatures of 293, 303, and 313 K. Chains with the general structure CH3-(CH2) a -(CH=CH-CH2) d -(CH2) b -CH3 are considered. The number of carbon atoms in a skeleton N = 16, 18, 20, and 22; the number of cis-double bonds d = 0, 1, ..., 6. Conformations are generated with continuous varying of the angles of internal rotation around simple C-C bonds in the range of 0°-360°, the interdependence of each three angles along the chain is allowed for, and essential sampling is performed. Different properties of molecules are considered: the average maximum projections of hydrocarbon chains on their main axes of inertia, average squares of the radii of inertia, and relative fluctuations in the squares of the radii of inertia. The dependence of the calculated characteristics on the structural parameters of the chains is investigated.

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

    DEFF Research Database (Denmark)

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

    2014-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Gregory R. Warnes

    2002-03-01

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

  11. Markov Chain Monte-Carlo Models of Starburst Clusters

    Science.gov (United States)

    Melnick, Jorge

    2015-01-01

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

  12. Variational Monte Carlo investigation of SU (N ) Heisenberg chains

    Science.gov (United States)

    Dufour, Jérôme; Nataf, Pierre; Mila, Frédéric

    2015-05-01

    Motivated by recent experimental progress in the context of ultracold multicolor fermionic atoms in optical lattices, we have investigated the properties of the SU (N) Heisenberg chain with totally antisymmetric irreducible representations, the effective model of Mott phases with m Gutzwiller projected fermionic wave functions, we have been able to verify these predictions for a representative number of cases with N ≤10 and m ≤N /2 , and we have shown that the opening of a gap is associated to a spontaneous dimerization or trimerization depending on the value of m and N . We have also investigated the marginal cases where Abelian bosonization did not lead to any prediction. In these cases, variational Monte Carlo predicts that the ground state is critical with exponents consistent with conformal field theory.

  13. Markov Chain Monte Carlo Bayesian Learning for Neural Networks

    Science.gov (United States)

    Goodrich, Michael S.

    2011-01-01

    Conventional training methods for neural networks involve starting al a random location in the solution space of the network weights, navigating an error hyper surface to reach a minimum, and sometime stochastic based techniques (e.g., genetic algorithms) to avoid entrapment in a local minimum. It is further typically necessary to preprocess the data (e.g., normalization) to keep the training algorithm on course. Conversely, Bayesian based learning is an epistemological approach concerned with formally updating the plausibility of competing candidate hypotheses thereby obtaining a posterior distribution for the network weights conditioned on the available data and a prior distribution. In this paper, we developed a powerful methodology for estimating the full residual uncertainty in network weights and therefore network predictions by using a modified Jeffery's prior combined with a Metropolis Markov Chain Monte Carlo method.

  14. Bayesian inference and Markov chain Monte Carlo in imaging

    Science.gov (United States)

    Higdon, David M.; Bowsher, James E.

    1999-05-01

    Over the past 20 years, many problems in Bayesian inference that were previously intractable can now be fairly routinely dealt with using a computationally intensive technique for exploring the posterior distribution called Markov chain Monte Carlo (MCMC). Primarily because of insufficient computing capabilities, most MCMC applications have been limited to rather standard statistical models. However, with the computing power of modern workstations, a fully Bayesian approach with MCMC, is now possible for many imaging applications. Such an approach can be quite useful because it leads not only to `point' estimates of an underlying image or emission source, but it also gives a means for quantifying uncertainties regarding the image. This paper gives an overview of Bayesian image analysis and focuses on applications relevant to medical imaging. Particular focus is on prior image models and outlining MCMC methods for these models.

  15. Parameter estimation in deformable models using Markov chain Monte Carlo

    Science.gov (United States)

    Chalana, Vikram; Haynor, David R.; Sampson, Paul D.; Kim, Yongmin

    1997-04-01

    Deformable models have gained much popularity recently for many applications in medical imaging, such as image segmentation, image reconstruction, and image registration. Such models are very powerful because various kinds of information can be integrated together in an elegant statistical framework. Each such piece of information is typically associated with a user-defined parameter. The values of these parameters can have a significant effect on the results generated using these models. Despite the popularity of deformable models for various applications, not much attention has been paid to the estimation of these parameters. In this paper we describe systematic methods for the automatic estimation of these deformable model parameters. These methods are derived by posing the deformable models as a Bayesian inference problem. Our parameter estimation methods use Markov chain Monte Carlo methods for generating samples from highly complex probability distributions.

  16. Accelerating Monte Carlo Markov chains with proxy and error models

    Science.gov (United States)

    Josset, Laureline; Demyanov, Vasily; Elsheikh, Ahmed H.; Lunati, Ivan

    2015-12-01

    In groundwater modeling, Monte Carlo Markov Chain (MCMC) simulations are often used to calibrate aquifer parameters and propagate the uncertainty to the quantity of interest (e.g., pollutant concentration). However, this approach requires a large number of flow simulations and incurs high computational cost, which prevents a systematic evaluation of the uncertainty in the presence of complex physical processes. To avoid this computational bottleneck, we propose to use an approximate model (proxy) to predict the response of the exact model. Here, we use a proxy that entails a very simplified description of the physics with respect to the detailed physics described by the "exact" model. The error model accounts for the simplification of the physical process; and it is trained on a learning set of realizations, for which both the proxy and exact responses are computed. First, the key features of the set of curves are extracted using functional principal component analysis; then, a regression model is built to characterize the relationship between the curves. The performance of the proposed approach is evaluated on the Imperial College Fault model. We show that the joint use of the proxy and the error model to infer the model parameters in a two-stage MCMC set-up allows longer chains at a comparable computational cost. Unnecessary evaluations of the exact responses are avoided through a preliminary evaluation of the proposal made on the basis of the corrected proxy response. The error model trained on the learning set is crucial to provide a sufficiently accurate prediction of the exact response and guide the chains to the low misfit regions. The proposed methodology can be extended to multiple-chain algorithms or other Bayesian inference methods. Moreover, FPCA is not limited to the specific presented application and offers a general framework to build error models.

  17. Harnessing graphical structure in Markov chain Monte Carlo learning

    Energy Technology Data Exchange (ETDEWEB)

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

    1996-12-31

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

  18. Asteroid mass estimation using Markov-Chain Monte Carlo techniques

    Science.gov (United States)

    Siltala, Lauri; Granvik, Mikael

    2016-10-01

    Estimates for asteroid masses are based on their gravitational perturbations on the orbits of other objects such as Mars, spacecraft, or other asteroids and/or their satellites. In the case of asteroid-asteroid perturbations, this leads to a 13-dimensional inverse problem where the aim is to derive the mass of the perturbing asteroid and six orbital elements for both the perturbing asteroid and the test asteroid using astrometric observations. We have developed and implemented three different mass estimation algorithms utilizing asteroid-asteroid perturbations into the OpenOrb asteroid-orbit-computation software: the very rough 'marching' approximation, in which the asteroid orbits are fixed at a given epoch, reducing the problem to a one-dimensional estimation of the mass, an implementation of the Nelder-Mead simplex method, and most significantly, a Markov-Chain Monte Carlo (MCMC) approach. We will introduce each of these algorithms with particular focus on the MCMC algorithm, and present example results for both synthetic and real data. Our results agree with the published mass estimates, but suggest that the published uncertainties may be misleading as a consequence of using linearized mass-estimation methods. Finally, we discuss remaining challenges with the algorithms as well as future plans, particularly in connection with ESA's Gaia mission.

  19. Ensemble bayesian model averaging using markov chain Monte Carlo sampling

    Energy Technology Data Exchange (ETDEWEB)

    Vrugt, Jasper A [Los Alamos National Laboratory; Diks, Cees G H [NON LANL; Clark, Martyn P [NON LANL

    2008-01-01

    Bayesian model averaging (BMA) has recently been proposed as a statistical method to calibrate forecast ensembles from numerical weather models. Successful implementation of BMA however, requires accurate estimates of the weights and variances of the individual competing models in the ensemble. In their seminal paper (Raftery etal. Mon Weather Rev 133: 1155-1174, 2(05)) has recommended the Expectation-Maximization (EM) algorithm for BMA model training, even though global convergence of this algorithm cannot be guaranteed. In this paper, we compare the performance of the EM algorithm and the recently developed Differential Evolution Adaptive Metropolis (DREAM) Markov Chain Monte Carlo (MCMC) algorithm for estimating the BMA weights and variances. Simulation experiments using 48-hour ensemble data of surface temperature and multi-model stream-flow forecasts show that both methods produce similar results, and that their performance is unaffected by the length of the training data set. However, MCMC simulation with DREAM is capable of efficiently handling a wide variety of BMA predictive distributions, and provides useful information about the uncertainty associated with the estimated BMA weights and variances.

  20. Batch means and spectral variance estimators in Markov chain Monte Carlo

    OpenAIRE

    Flegal, James M.; Jones, Galin L.

    2008-01-01

    Calculating a Monte Carlo standard error (MCSE) is an important step in the statistical analysis of the simulation output obtained from a Markov chain Monte Carlo experiment. An MCSE is usually based on an estimate of the variance of the asymptotic normal distribution. We consider spectral and batch means methods for estimating this variance. In particular, we establish conditions which guarantee that these estimators are strongly consistent as the simulation effort increases. In addition, fo...

  1. Inference in Kingman's Coalescent with Particle Markov Chain Monte Carlo Method

    OpenAIRE

    Chen, Yifei; Xie, Xiaohui

    2013-01-01

    We propose a new algorithm to do posterior sampling of Kingman's coalescent, based upon the Particle Markov Chain Monte Carlo methodology. Specifically, the algorithm is an instantiation of the Particle Gibbs Sampling method, which alternately samples coalescent times conditioned on coalescent tree structures, and tree structures conditioned on coalescent times via the conditional Sequential Monte Carlo procedure. We implement our algorithm as a C++ package, and demonstrate its utility via a ...

  2. The ATLAS Fast Monte Carlo Production Chain Project

    CERN Document Server

    Jansky, Roland Wolfgang; The ATLAS collaboration

    2015-01-01

    During the last years ATLAS has successfully deployed a new integrated simulation framework (ISF) which allows a flexible mixture of full and fast detector simulation techniques within the processing of one event. The thereby achieved possible speed-up in detector simulation of up to a factor 100 makes subsequent digitization and reconstruction the dominant contributions to the Monte Carlo (MC) production CPU cost. The slowest components of both digitization and reconstruction are inside the Inner Detector due to the complex signal modeling needed in the emulation of the detector readout and in reconstruction due to the combinatorial nature of the problem to solve, respectively. Alternative fast approaches have been developed for these components: for the silicon based detectors a simpler geometrical clustering approach has been deployed replacing the charge drift emulation in the standard digitization modules, which achieves a very high accuracy in describing the standard output. For the Inner Detector track...

  3. Exact test of Hardy-Weinberg equilibrium by Markov chain Monte Carlo.

    Science.gov (United States)

    Yuan, Ao; Bonney, George E

    2003-12-01

    The assumption of Hardy-Weinberg equilibrium (HWE) among alleles is of fundamental importance in genetic studies. There are numerous testing methods for it using genotype counts data. The exact test is used when the sample size is not large enough for asymptotic approximations. There are several numerical methods to carry out this test, such as complete enumeration, Monte Carlo and Markov chain Monte Carlo simulations. Complete enumeration is impractical in many applications, especially when the table counts are large. The Monte Carlo method is simple to use but still difficult when the table counts become large. The Markov chain Monte Carlo method, by sampling a sub-table each time, is suitable for this latter situation. Based on switches among a few (no more than four) cells, the existing Markov chain samplers are highly dependent and inefficient for large tables. Here we consider a new Markov chain sampling, in which a sub-table of user-specified size is updated at each iteration. The resulting chain is less dependent, and the sampling is flexible and efficient. The conventional test for HWE is based on a few test statistics, such as the likelihood and the chi-squared statistic. To expand the family of test statistics, we consider a class of divergence measures for the departure of HWE. Examples are given as illustrations.

  4. Quantum Monte Carlo Simulations of Adulteration Effect on Bond Alternating Spin=1/2 Chain

    Science.gov (United States)

    Zhang, Peng; Xu, Zhaoxin; Ying, Heping; Dai, Jianhui; Crompton, Peter

    The S=1/2 Heisenberg chain with bond alternation and randomness of antiferromagnetic (AFM) and ferromagnetic (FM) interactions is investigated by quantum Monte Carlo simulations of loop/cluster algorithm. Our results have shown interesting finite temperature magnetic properties of this model. The relevance of our study to former investigation results is discussed.

  5. First Passage Probability Estimation of Wind Turbines by Markov Chain Monte Carlo

    DEFF Research Database (Denmark)

    Sichani, Mahdi Teimouri; Nielsen, Søren R.K.

    2013-01-01

    Markov Chain Monte Carlo simulation has received considerable attention within the past decade as reportedly one of the most powerful techniques for the first passage probability estimation of dynamic systems. A very popular method in this direction capable of estimating probability of rare events...

  6. A lattice Monte Carlo study of long chain conformations at solid-polymer melt interfaces

    NARCIS (Netherlands)

    Bitsanis, Ioannis A.; Brinke, Gerrit ten

    1993-01-01

    In this paper we present a comprehensive lattice Monte Carlo study of long chain conformations at solid-polymer melt interfaces. Segmental scale interfacial features, like the bond orientational distribution were found to be independent of surface-segment energetics, and statistically identical with

  7. Local and chain dynamics in miscible polymer blends: A Monte Carlo simulation study

    OpenAIRE

    Luettmer-Strathmann, Jutta; Mantina, Manjeera

    2005-01-01

    Local chain structure and local environment play an important role in the dynamics of polymer chains in miscible blends. In general, the friction coefficients that describe the segmental dynamics of the two components in a blend differ from each other and from those of the pure melts. In this work, we investigate polymer blend dynamics with Monte Carlo simulations of a generalized bond-fluctuation model, where differences in the interaction energies between non-bonded nearest neighbors distin...

  8. Spreaders and Sponges define metastasis in lung cancer: A Markov chain Monte Carlo Mathematical Model

    OpenAIRE

    Newton, Paul K.; Mason, Jeremy; Bethel, Kelly; Bazhenova, Lyudmila; Nieva, Jorge; Norton, Larry; Kuhn, Peter

    2013-01-01

    The classic view of metastatic cancer progression is that it is a unidirectional process initiated at the primary tumor site, progressing to variably distant metastatic sites in a fairly predictable, though not perfectly understood, fashion. A Markov chain Monte Carlo mathematical approach can determine a pathway diagram that classifies metastatic tumors as ‘spreaders’ or ‘sponges’ and orders the timescales of progression from site to site. In light of recent experimental evidence highlightin...

  9. Observational constraints on G-corrected holographic dark energy using a Markov chain Monte Carlo method

    OpenAIRE

    Alavirad, Hamzeh; Malekjani, Mohammad

    2013-01-01

    We constrain holographic dark energy (HDE) with time varying gravitational coupling constant in the framework of the modified Friedmann equations using cosmological data from type Ia supernovae, baryon acoustic oscillations, cosmic microwave background radiation and X-ray gas mass fraction. Applying a Markov Chain Monte Carlo (MCMC) simulation, we obtain the best fit values of the model and cosmological parameters within $1\\sigma$ confidence level (CL) in a flat universe as: $\\Omega_{\\rm b}h^...

  10. Laser-based detection and tracking moving objects using data-driven Markov chain Monte Carlo

    OpenAIRE

    Vu, Trung-Dung; Aycard, Olivier

    2009-01-01

    We present a method of simultaneous detection and tracking moving objects from a moving vehicle equipped with a single layer laser scanner. A model-based approach is introduced to interpret the laser measurement sequence by hypotheses of moving object trajectories over a sliding window of time. Knowledge of various aspects including object model, measurement model, motion model are integrated in one theoretically sound Bayesian framework. The data-driven Markov chain Monte Carlo (DDMCMC) tech...

  11. Convergence measure and some parallel aspects of Markov-chain Monte Carlo algorithms

    Science.gov (United States)

    Malfait, Maurits J.; Roose, Dirk; Vandermeulen, Dirk

    1993-10-01

    We examine methods to assess the convergence of Markov chain Monte Carlo (MCMC) algorithms and to accelerate their execution via parallel computing. We propose a convergence measure based on the deviations between simultaneously running MCMC algorithms. We also examine the acceleration of MCMC algorithms when independent parallel sampler are used and report on some experiments with coupled samplers. As applications we use small Ising model simulations and a larger medical image processing algorithm.

  12. A Markov chain Monte Carlo method family in incomplete data analysis

    Directory of Open Access Journals (Sweden)

    Vasić Vladimir V.

    2003-01-01

    Full Text Available A Markov chain Monte Carlo method family is a collection of techniques for pseudorandom draws out of probability distribution function. In recent years, these techniques have been the subject of intensive interest of many statisticians. Roughly speaking, the essence of a Markov chain Monte Carlo method family is generating one or more values of a random variable Z, which is usually multidimensional. Let P(Z = f(Z denote a density function of a random variable Z, which we will refer to as a target distribution. Instead of sampling directly from the distribution f, we will generate [Z(1, Z(2..., Z(t,... ], in which each value is, in a way, dependant upon the previous value and where the stationary distribution will be a target distribution. For a sufficient value of t, Z(t will be approximately random sampling of the distribution f. A Markov chain Monte Carlo method family is useful when direct sampling is difficult, but when sampling of each value is not.

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

    KAUST Repository

    Efendiev, Yalchin R.

    2014-12-19

    In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel Monte Carlo (MLMC) methods. The former provides a hierarchy of approximations of different resolution, whereas the latter gives an efficient way to estimate quantities of interest using samples on different levels. The number of basis functions in the online GMsFEM stage can be varied to determine the solution resolution and the computational cost, and to efficiently generate samples at different levels. In particular, it is cheap to generate samples on coarse grids but with low resolution, and it is expensive to generate samples on fine grids with high accuracy. By suitably choosing the number of samples at different levels, one can leverage the expensive computation in larger fine-grid spaces toward smaller coarse-grid spaces, while retaining the accuracy of the final Monte Carlo estimate. Further, we describe a multilevel Markov chain Monte Carlo method, which sequentially screens the proposal with different levels of approximations and reduces the number of evaluations required on fine grids, while combining the samples at different levels to arrive at an accurate estimate. The framework seamlessly integrates the multiscale features of the GMsFEM with the multilevel feature of the MLMC methods following the work in [26], and our numerical experiments illustrate its efficiency and accuracy in comparison with standard Monte Carlo estimates. © Global Science Press Limited 2015.

  14. Observational constraints on G-corrected holographic dark energy using a Markov chain Monte Carlo method

    Science.gov (United States)

    Alavirad, Hamzeh; Malekjani, Mohammad

    2014-02-01

    We constrain holographic dark energy (HDE) with time varying gravitational coupling constant in the framework of the modified Friedmann equations using cosmological data from type Ia supernovae, baryon acoustic oscillations, cosmic microwave background radiation and X-ray gas mass fraction. Applying a Markov Chain Monte Carlo (MCMC) simulation, we obtain the best fit values of the model and cosmological parameters within 1 σ confidence level (CL) in a flat universe as: , , and the HDE constant . Using the best fit values, the equation of state of the dark component at the present time w d0 at 1 σ CL can cross the phantom boundary w=-1.

  15. A comparison of strategies for Markov chain Monte Carlo computation in quantitative genetics

    DEFF Research Database (Denmark)

    Waagepetersen, Rasmus; Ibanez-Escriche, Noelia; Sorensen, Daniel

    2008-01-01

    in quantitative genetics is to obtain efficient updates of the high-dimensional vectors of genetic random effects and the associated covariance parameters. We discuss various strategies to approach this problem including reparameterization, Langevin-Hastings updates, and updates based on normal approximations......In quantitative genetics, Markov chain Monte Carlo (MCMC) methods are indispensable for statistical inference in non-standard models like generalized linear models with genetic random effects or models with genetically structured variance heterogeneity. A particular challenge for MCMC applications....... The methods are compared in applications to Bayesian inference for three data sets using a model with genetically structured variance heterogeneity...

  16. Markov chain Monte Carlo linkage analysis of a complex qualitative phenotype.

    Science.gov (United States)

    Hinrichs, A; Lin, J H; Reich, T; Bierut, L; Suarez, B K

    1999-01-01

    We tested a new computer program, LOKI, that implements a reversible jump Markov chain Monte Carlo (MCMC) technique for segregation and linkage analysis. Our objective was to determine whether this software, designed for use with continuously distributed phenotypes, has any efficacy when applied to the discrete disease states of the simulated data from the Mordor data from GAW Problem 1. Although we were able to identify the genomic location for two of the three quantitative trait loci by repeated application of the software, the MCMC sampler experienced significant mixing problems indicating that the method, as currently formulated in LOKI, was not suitable for the discrete phenotypes in this data set. PMID:10597502

  17. Combining Stochastics and Analytics for a Fast Monte Carlo Decay Chain Generator

    CERN Document Server

    Kazkaz, Kareem

    2011-01-01

    Various Monte Carlo programs, developed either by small groups or widely available, have been used to calculate the effects of decays of radioactive chains, from the original parent nucleus to the final stable isotopes. These chains include uranium, thorium, radon, and others, and generally have long-lived parent nuclei. Generating decays within these chains requires a certain amount of computing overhead related to simulating unnecessary decays, time-ordering the final results in post-processing, or both. We present a combination analytic/stochastic algorithm for creating a time-ordered set of decays with position and time correlations, and starting with an arbitrary source age. Thus the simulation costs are greatly reduced, while at the same time avoiding chronological post-processing. We discuss optimization methods within the approach to minimize calculation time.

  18. A Thermodynamic Model for Square-well Chain Fluid: Theory and Monte Carlo Simulation

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    A thermodynamic model for the freely jointed square-well chain fluids was developed based on the thermodynamic perturbation theory of Barker-Henderson, Zhang and Wertheim. In this derivation Zhang's expressions for square-well monomers improved from Barker-Henderson compressibility approximation were adopted as the reference fluid, and Wertheim's polymerization method was used to obtain the free energy term due to the bond connectivity. An analytic expression for the Helmholtz free energy of the square-well chain fluids was obtained. The expression without adjustable parameters leads to the thermodynamic consistent predictions of the compressibility factors, residual internal energy and constant-volume heat capacity for dimer,4-mer, 8-mer and 16-mer square-well fluids. The results are in good agreement with the Monte Carlo simulation. To obtain the MC data of residual internal energy and the constant-volume heat capacity needed, NVT MC simulations were performed for these square-well chain fluids.

  19. Spreaders and sponges define metastasis in lung cancer: a Markov chain Monte Carlo mathematical model.

    Science.gov (United States)

    Newton, Paul K; Mason, Jeremy; Bethel, Kelly; Bazhenova, Lyudmila; Nieva, Jorge; Norton, Larry; Kuhn, Peter

    2013-05-01

    The classic view of metastatic cancer progression is that it is a unidirectional process initiated at the primary tumor site, progressing to variably distant metastatic sites in a fairly predictable, although not perfectly understood, fashion. A Markov chain Monte Carlo mathematical approach can determine a pathway diagram that classifies metastatic tumors as "spreaders" or "sponges" and orders the timescales of progression from site to site. In light of recent experimental evidence highlighting the potential significance of self-seeding of primary tumors, we use a Markov chain Monte Carlo (MCMC) approach, based on large autopsy data sets, to quantify the stochastic, systemic, and often multidirectional aspects of cancer progression. We quantify three types of multidirectional mechanisms of progression: (i) self-seeding of the primary tumor, (ii) reseeding of the primary tumor from a metastatic site (primary reseeding), and (iii) reseeding of metastatic tumors (metastasis reseeding). The model shows that the combined characteristics of the primary and the first metastatic site to which it spreads largely determine the future pathways and timescales of systemic disease. PMID:23447576

  20. Monte Carlo Simulations of Density Profiles for Hard-Sphere Chain Fluids Confined Between Surfaces

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    Covering a wide range of bulk densities, density profiles for hard-sphere chain fluids (HSCFs) with chain length of 3,4,8,20,32 and 64 confined between two surfaces were obtained by Monte Carlo simulations using extended continuum configurational-bias (ECCB) method. It is shown that the enrichment of beads near surfaces is happened at high densities due to the bulk packing effect, on the contrary, the depletion is revealed at low densities owing to the configurational entropic contribution. Comparisons with those calculated by density functional theory presented by Cai et al. indicate that the agreement between simulations and predictions is good. Compressibility factors of bulk HSCFs calculated using volume fractions at surfaces were also used to test the reliability of various equations of state of HSCFs by different authors.

  1. Bayesian Inference for LISA Pathfinder using Markov Chain Monte Carlo Methods

    CERN Document Server

    Ferraioli, Luigi; Plagnol, Eric

    2012-01-01

    We present a parameter estimation procedure based on a Bayesian framework by applying a Markov Chain Monte Carlo algorithm to the calibration of the dynamical parameters of a space based gravitational wave detector. The method is based on the Metropolis-Hastings algorithm and a two-stage annealing treatment in order to ensure an effective exploration of the parameter space at the beginning of the chain. We compare two versions of the algorithm with an application to a LISA Pathfinder data analysis problem. The two algorithms share the same heating strategy but with one moving in coordinate directions using proposals from a multivariate Gaussian distribution, while the other uses the natural logarithm of some parameters and proposes jumps in the eigen-space of the Fisher Information matrix. The algorithm proposing jumps in the eigen-space of the Fisher Information matrix demonstrates a higher acceptance rate and a slightly better convergence towards the equilibrium parameter distributions in the application to...

  2. Dynamic temperature selection for parallel-tempering in Markov chain Monte Carlo simulations

    CERN Document Server

    Vousden, Will; Mandel, Ilya

    2015-01-01

    Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multi-modal probability distributions. Most popular methods, such as Markov chain Monte Carlo sampling, perform poorly on strongly multi-modal probability distributions, rarely jumping between modes or settling on just one mode without finding others. Parallel tempering addresses this problem by sampling simultaneously with separate Markov chains from tempered versions of the target distribution with reduced contrast levels. Gaps between modes can be traversed at higher temperatures, while individual modes can be efficiently explored at lower temperatures. In this paper, we investigate how one might choose the ladder of temperatures to achieve lower autocorrelation time for the sampler (and therefore more efficient sampling). In particular, we present a simple, easily-implemented algorithm for dynamically adapting the temperature configuration of a sampler while sampling in order to ...

  3. Multi-Physics Markov Chain Monte Carlo Methods for Subsurface Flows

    Science.gov (United States)

    Rigelo, J.; Ginting, V.; Rahunanthan, A.; Pereira, F.

    2014-12-01

    For CO2 sequestration in deep saline aquifers, contaminant transport in subsurface, and oil or gas recovery, we often need to forecast flow patterns. Subsurface characterization is a critical and challenging step in flow forecasting. To characterize subsurface properties we establish a statistical description of the subsurface properties that are conditioned to existing dynamic and static data. A Markov Chain Monte Carlo (MCMC) algorithm is used in a Bayesian statistical description to reconstruct the spatial distribution of rock permeability and porosity. The MCMC algorithm requires repeatedly solving a set of nonlinear partial differential equations describing displacement of fluids in porous media for different values of permeability and porosity. The time needed for the generation of a reliable MCMC chain using the algorithm can be too long to be practical for flow forecasting. In this work we develop fast and effective computational methods for generating MCMC chains in the Bayesian framework for the subsurface characterization. Our strategy consists of constructing a family of computationally inexpensive preconditioners based on simpler physics as well as on surrogate models such that the number of fine-grid simulations is drastically reduced in the generated MCMC chains. In particular, we introduce a huff-puff technique as screening step in a three-stage multi-physics MCMC algorithm to reduce the number of expensive final stage simulations. The huff-puff technique in the algorithm enables a better characterization of subsurface near wells. We assess the quality of the proposed multi-physics MCMC methods by considering Monte Carlo simulations for forecasting oil production in an oil reservoir.

  4. Monte Carlo methods for electromagnetics

    CERN Document Server

    Sadiku, Matthew NO

    2009-01-01

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

  5. On stochastic error and computational efficiency of the Markov Chain Monte Carlo method

    KAUST Repository

    Li, Jun

    2014-01-01

    In Markov Chain Monte Carlo (MCMC) simulations, thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples. These samples are selected in accordance with the probability distribution function, known from the partition function of equilibrium state. As the stochastic error of the simulation results is significant, it is desirable to understand the variance of the estimation by ensemble average, which depends on the sample size (i.e., the total number of samples in the set) and the sampling interval (i.e., cycle number between two consecutive samples). Although large sample sizes reduce the variance, they increase the computational cost of the simulation. For a given CPU time, the sample size can be reduced greatly by increasing the sampling interval, while having the corresponding increase in variance be negligible if the original sampling interval is very small. In this work, we report a few general rules that relate the variance with the sample size and the sampling interval. These results are observed and confirmed numerically. These variance rules are derived for theMCMCmethod but are also valid for the correlated samples obtained using other Monte Carlo methods. The main contribution of this work includes the theoretical proof of these numerical observations and the set of assumptions that lead to them. © 2014 Global-Science Press.

  6. Observational constraints on G-corrected holographic dark energy using a Markov chain Monte Carlo method

    CERN Document Server

    Alavirad, Hamzeh

    2013-01-01

    We constrain holographic dark energy (HDE) with time varying gravitational coupling constant in the framework of the modified Friedmann equations using cosmological data from type Ia supernovae, baryon acoustic oscillations, cosmic microwave background radiation and X-ray gas mass fraction. Applying a Markov Chain Monte Carlo (MCMC) simulation, we obtain the best fit values of the model and cosmological parameters within $1\\sigma$ confidence level (CL) in a flat universe as: $\\Omega_{\\rm b}h^2=0.0222^{+0.0018}_{-0.0013}$, $\\Omega_{\\rm c}h^2 =0.1121^{+0.0110}_{-0.0079}$, $\\alpha_{\\rm G}\\equiv \\dot{G}/(HG) =0.1647^{+0.3547}_{-0.2971}$ and the HDE constant $c=0.9322^{+0.4569}_{-0.5447}$. Using the best fit values, the equation of state of the dark component at the present time $w_{\\rm d0}$ at $1\\sigma$ CL can cross the phantom boundary $w=-1$.

  7. Markov Chain Monte Carlo methods applied to measuring the fine structure constant from quasar spectroscopy

    Science.gov (United States)

    King, Julian; Mortlock, Daniel; Webb, John; Murphy, Michael

    2010-11-01

    Recent attempts to constrain cosmological variation in the fine structure constant, α, using quasar absorption lines have yielded two statistical samples which initially appear to be inconsistent. One of these samples was subsequently demonstrated to not pass consistency tests; it appears that the optimisation algorithm used to fit the model to the spectra failed. Nevertheless, the results of the other hinge on the robustness of the spectral fitting program VPFIT, which has been tested through simulation but not through direct exploration of the likelihood function. We present the application of Markov Chain Monte Carlo (MCMC) methods to this problem, and demonstrate that VPFIT produces similar values and uncertainties for Δα/α, the fractional change in the fine structure constant, as our MCMC algorithm, and thus that VPFIT is reliable.

  8. Markov Chain Monte Carlo methods applied to measuring the fine structure constant from quasar spectroscopy

    CERN Document Server

    King, Julian A; Webb, John K; Murphy, Michael T

    2009-01-01

    Recent attempts to constrain cosmological variation in the fine structure constant, alpha, using quasar absorption lines have yielded two statistical samples which initially appear to be inconsistent. One of these samples was subsequently demonstrated to not pass consistency tests; it appears that the optimisation algorithm used to fit the model to the spectra failed. Nevertheless, the results of the other hinge on the robustness of the spectral fitting program VPFIT, which has been tested through simulation but not through direct exploration of the likelihood function. We present the application of Markov Chain Monte Carlo (MCMC) methods to this problem, and demonstrate that VPFIT produces similar values and uncertainties for (Delta alpha)/(alpha), the fractional change in the fine structure constant, as our MCMC algorithm, and thus that VPFIT is reliable.

  9. Bayesian Lorentzian profile fitting using Markov-Chain Monte Carlo: An observer's approach

    CERN Document Server

    Gruberbauer, M; Weiss, W W

    2008-01-01

    Aims. Investigating stochastically driven pulsation puts strong requirements on the quality of (observed) pulsation frequency spectra, such as the accuracy of frequencies, amplitudes, and mode life times and -- important when fitting these parameters with models -- a realistic error estimate which can be quite different to the formal error. As has been shown by other authors, the method of fitting Lorentzian profiles to the power spectrum of time-resolved photometric or spectroscopic data via the Maximum Likelihood Estimation (MLE) procedure delivers good approximations for these quantities. We, however, intend to demonstrate that a conservative Bayesian approach allows to treat this problem in a more consistent way. Methods. We derive a conservative Bayesian treatment for the probability of Lorentzian profiles being present in a power spectrum and describe its implementation via evaluating the probability density distribution of parameters by using the Markov-Chain Monte Carlo (MCMC) technique. In addition, ...

  10. Analysis of aerial survey data on Florida manatee using Markov chain Monte Carlo.

    Science.gov (United States)

    Craig, B A; Newton, M A; Garrott, R A; Reynolds, J E; Wilcox, J R

    1997-06-01

    We assess population trends of the Atlantic coast population of Florida manatee, Trichechus manatus latirostris, by reanalyzing aerial survey data collected between 1982 and 1992. To do so, we develop an explicit biological model that accounts for the method by which the manatees are counted, the mammals' movement between surveys, and the behavior of the population total over time. Bayesian inference, enabled by Markov chain Monte Carlo, is used to combine the survey data with the biological model. We compute marginal posterior distributions for all model parameters and predictive distributions for future counts. Several conclusions, such as a decreasing population growth rate and low sighting probabilities, are consistent across different prior specifications. PMID:9192449

  11. Markov Chain Monte Carlo (MCMC) methods for parameter estimation of a novel hybrid redundant robot

    International Nuclear Information System (INIS)

    This paper presents a statistical method for the calibration of a redundantly actuated hybrid serial-parallel robot IWR (Intersector Welding Robot). The robot under study will be used to carry out welding, machining, and remote handing for the assembly of vacuum vessel of International Thermonuclear Experimental Reactor (ITER). The robot has ten degrees of freedom (DOF), among which six DOF are contributed by the parallel mechanism and the rest are from the serial mechanism. In this paper, a kinematic error model which involves 54 unknown geometrical error parameters is developed for the proposed robot. Based on this error model, the mean values of the unknown parameters are statistically analyzed and estimated by means of Markov Chain Monte Carlo (MCMC) approach. The computer simulation is conducted by introducing random geometric errors and measurement poses which represent the corresponding real physical behaviors. The simulation results of the marginal posterior distributions of the estimated model parameters indicate that our method is reliable and robust.

  12. Ideal-observer computation in medical imaging with use of Markov-chain Monte Carlo techniques

    Science.gov (United States)

    Kupinski, Matthew A.; Hoppin, John W.; Clarkson, Eric; Barrett, Harrison H.

    2003-03-01

    The ideal observer sets an upper limit on the performance of an observer on a detection or classification task. The performance of the ideal observer can be used to optimize hardware components of imaging systems and also to determine another observer's relative performance in comparison with the best possible observer. The ideal observer employs complete knowledge of the statistics of the imaging system, including the noise and object variability. Thus computing the ideal observer for images (large-dimensional vectors) is burdensome without severely restricting the randomness in the imaging system, e.g., assuming a flat object. We present a method for computing the ideal-observer test statistic and performance by using Markov-chain Monte Carlo techniques when we have a well-characterized imaging system, knowledge of the noise statistics, and a stochastic object model. We demonstrate the method by comparing three different parallel-hole collimator imaging systems in simulation.

  13. Diagram of states and morphologies of flexible-semiflexible copolymer chains: A Monte Carlo simulation

    Science.gov (United States)

    Zablotskiy, Sergey V.; Martemyanova, Julia A.; Ivanov, Viktor A.; Paul, Wolfgang

    2016-06-01

    A single copolymer chain consisting of multiple flexible (F) and semiflexible (S) blocks has been studied using a continuum bead-spring model by Stochastic Approximation Monte Carlo simulations, which determine the density of states of the model. The only difference between F and S blocks is the intramolecular bending potential, all non-bonded interactions are equal. The state diagrams for this class of models display multiple nematic phases in the collapsed state, characterized through a demixing of the blocks of different stiffness and orientational ordering of the stiff blocks. We observe dumbbell-like morphologies, lamellar phases, and for the larger block lengths also Saturn-like structures with a core of flexible segments and the stiff segments forming a ring around the core.

  14. MCMC-ODPR: Primer design optimization using Markov Chain Monte Carlo sampling

    Directory of Open Access Journals (Sweden)

    Kitchen James L

    2012-11-01

    Full Text Available Abstract Background Next generation sequencing technologies often require numerous primer designs that require good target coverage that can be financially costly. We aimed to develop a system that would implement primer reuse to design degenerate primers that could be designed around SNPs, thus find the fewest necessary primers and the lowest cost whilst maintaining an acceptable coverage and provide a cost effective solution. We have implemented Metropolis-Hastings Markov Chain Monte Carlo for optimizing primer reuse. We call it the Markov Chain Monte Carlo Optimized Degenerate Primer Reuse (MCMC-ODPR algorithm. Results After repeating the program 1020 times to assess the variance, an average of 17.14% fewer primers were found to be necessary using MCMC-ODPR for an equivalent coverage without implementing primer reuse. The algorithm was able to reuse primers up to five times. We compared MCMC-ODPR with single sequence primer design programs Primer3 and Primer-BLAST and achieved a lower primer cost per amplicon base covered of 0.21 and 0.19 and 0.18 primer nucleotides on three separate gene sequences, respectively. With multiple sequences, MCMC-ODPR achieved a lower cost per base covered of 0.19 than programs BatchPrimer3 and PAMPS, which achieved 0.25 and 0.64 primer nucleotides, respectively. Conclusions MCMC-ODPR is a useful tool for designing primers at various melting temperatures at good target coverage. By combining degeneracy with optimal primer reuse the user may increase coverage of sequences amplified by the designed primers at significantly lower costs. Our analyses showed that overall MCMC-ODPR outperformed the other primer-design programs in our study in terms of cost per covered base.

  15. 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

  16. Accelerating Markov chain Monte Carlo simulation by differential evolution with self-adaptive randomized subspace sampling

    Energy Technology Data Exchange (ETDEWEB)

    Vrugt, Jasper A [Los Alamos National Laboratory; Hyman, James M [Los Alamos National Laboratory; Robinson, Bruce A [Los Alamos National Laboratory; Higdon, Dave [Los Alamos National Laboratory; Ter Braak, Cajo J F [NETHERLANDS; Diks, Cees G H [UNIV OF AMSTERDAM

    2008-01-01

    Markov chain Monte Carlo (MCMC) methods have found widespread use in many fields of study to estimate the average properties of complex systems, and for posterior inference in a Bayesian framework. Existing theory and experiments prove convergence of well constructed MCMC schemes to the appropriate limiting distribution under a variety of different conditions. In practice, however this convergence is often observed to be disturbingly slow. This is frequently caused by an inappropriate selection of the proposal distribution used to generate trial moves in the Markov Chain. Here we show that significant improvements to the efficiency of MCMC simulation can be made by using a self-adaptive Differential Evolution learning strategy within a population-based evolutionary framework. This scheme, entitled DiffeRential Evolution Adaptive Metropolis or DREAM, runs multiple different chains simultaneously for global exploration, and automatically tunes the scale and orientation of the proposal distribution in randomized subspaces during the search. Ergodicity of the algorithm is proved, and various examples involving nonlinearity, high-dimensionality, and multimodality show that DREAM is generally superior to other adaptive MCMC sampling approaches. The DREAM scheme significantly enhances the applicability of MCMC simulation to complex, multi-modal search problems.

  17. SEMI-BLIND CHANNEL ESTIMATION OF MULTIPLE-INPUT/MULTIPLE-OUTPUT SYSTEMS BASED ON MARKOV CHAIN MONTE CARLO METHODS

    Institute of Scientific and Technical Information of China (English)

    Jiang Wei; Xiang Haige

    2004-01-01

    This paper addresses the issues of channel estimation in a Multiple-Input/Multiple-Output (MIMO) system. Markov Chain Monte Carlo (MCMC) method is employed to jointly estimate the Channel State Information (CSI) and the transmitted signals. The deduced algorithms can work well under circumstances of low Signal-to-Noise Ratio (SNR). Simulation results are presented to demonstrate their effectiveness.

  18. A Scalable Multi-chain Markov Chain Monte Carlo Method for Inverting Subsurface Hydraulic and Geological Properties

    Science.gov (United States)

    Bao, J.; Ren, H.; Hou, Z.; Ray, J.; Swiler, L.; Huang, M.

    2015-12-01

    We developed a novel scalable multi-chain Markov chain Monte Carlo (MCMC) method for high-dimensional inverse problems. The method is scalable in terms of number of chains and processors, and is useful for Bayesian calibration of computationally expensive simulators typically used for scientific and engineering calculations. In this study, we demonstrate two applications of this method for hydraulic and geological inverse problems. The first one is monitoring soil moisture variations using tomographic ground penetrating radar (GPR) travel time data, where challenges exist in the inversion of GPR tomographic data for handling non-uniqueness and nonlinearity and high-dimensionality of unknowns. We integrated the multi-chain MCMC framework with the pilot point concept, a curved-ray GPR forward model, and a sequential Gaussian simulation (SGSIM) algorithm for estimating the dielectric permittivity at pilot point locations distributed within the tomogram, as well as its spatial correlation range, which are used to construct the whole field of dielectric permittivity using SGSIM. The second application is reservoir porosity and saturation estimation using the multi-chain MCMC approach to jointly invert marine seismic amplitude versus angle (AVA) and controlled-source electro-magnetic (CSEM) data for a layered reservoir model, where the unknowns to be estimated include the porosity and fluid saturation in each reservoir layer and the electrical conductivity of the overburden and bedrock. The computational efficiency, accuracy, and convergence behaviors of the inversion approach are systematically evaluated.

  19. A Markov Chain Monte Carlo Approach to Estimate AIDS after HIV Infection.

    Directory of Open Access Journals (Sweden)

    Ofosuhene O Apenteng

    Full Text Available The spread of human immunodeficiency virus (HIV infection and the resulting acquired immune deficiency syndrome (AIDS is a major health concern in many parts of the world, and mathematical models are commonly applied to understand the spread of the HIV epidemic. To understand the spread of HIV and AIDS cases and their parameters in a given population, it is necessary to develop a theoretical framework that takes into account realistic factors. The current study used this framework to assess the interaction between individuals who developed AIDS after HIV infection and individuals who did not develop AIDS after HIV infection (pre-AIDS. We first investigated how probabilistic parameters affect the model in terms of the HIV and AIDS population over a period of time. We observed that there is a critical threshold parameter, R0, which determines the behavior of the model. If R0 ≤ 1, there is a unique disease-free equilibrium; if R0 1, the disease-free equilibrium is unstable. We also show how a Markov chain Monte Carlo (MCMC approach could be used as a supplement to forecast the numbers of reported HIV and AIDS cases. An approach using a Monte Carlo analysis is illustrated to understand the impact of model-based predictions in light of uncertain parameters on the spread of HIV. Finally, to examine this framework and demonstrate how it works, a case study was performed of reported HIV and AIDS cases from an annual data set in Malaysia, and then we compared how these approaches complement each other. We conclude that HIV disease in Malaysia shows epidemic behavior, especially in the context of understanding and predicting emerging cases of HIV and AIDS.

  20. A Markov Chain Monte Carlo Approach to Estimate AIDS after HIV Infection.

    Science.gov (United States)

    Apenteng, Ofosuhene O; Ismail, Noor Azina

    2015-01-01

    The spread of human immunodeficiency virus (HIV) infection and the resulting acquired immune deficiency syndrome (AIDS) is a major health concern in many parts of the world, and mathematical models are commonly applied to understand the spread of the HIV epidemic. To understand the spread of HIV and AIDS cases and their parameters in a given population, it is necessary to develop a theoretical framework that takes into account realistic factors. The current study used this framework to assess the interaction between individuals who developed AIDS after HIV infection and individuals who did not develop AIDS after HIV infection (pre-AIDS). We first investigated how probabilistic parameters affect the model in terms of the HIV and AIDS population over a period of time. We observed that there is a critical threshold parameter, R0, which determines the behavior of the model. If R0 ≤ 1, there is a unique disease-free equilibrium; if R0 1, the disease-free equilibrium is unstable. We also show how a Markov chain Monte Carlo (MCMC) approach could be used as a supplement to forecast the numbers of reported HIV and AIDS cases. An approach using a Monte Carlo analysis is illustrated to understand the impact of model-based predictions in light of uncertain parameters on the spread of HIV. Finally, to examine this framework and demonstrate how it works, a case study was performed of reported HIV and AIDS cases from an annual data set in Malaysia, and then we compared how these approaches complement each other. We conclude that HIV disease in Malaysia shows epidemic behavior, especially in the context of understanding and predicting emerging cases of HIV and AIDS. PMID:26147199

  1. A Markov Chain Monte Carlo Algorithm for Infrasound Atmospheric Sounding: Application to the Humming Roadrunner experiment in New Mexico

    Science.gov (United States)

    Lalande, Jean-Marie; Waxler, Roger; Velea, Doru

    2016-04-01

    As infrasonic waves propagate at long ranges through atmospheric ducts it has been suggested that observations of such waves can be used as a remote sensing techniques in order to update properties such as temperature and wind speed. In this study we investigate a new inverse approach based on Markov Chain Monte Carlo methods. This approach as the advantage of searching for the full Probability Density Function in the parameter space at a lower computational cost than extensive parameters search performed by the standard Monte Carlo approach. We apply this inverse methods to observations from the Humming Roadrunner experiment (New Mexico) and discuss implications for atmospheric updates, explosion characterization, localization and yield estimation.

  2. A new method for RGB to CIELAB color space transformation based on Markov chain Monte Carlo

    Science.gov (United States)

    Chen, Yajun; Liu, Ding; Liang, Junli

    2013-10-01

    During printing quality inspection, the inspection of color error is an important content. However, the RGB color space is device-dependent, usually RGB color captured from CCD camera must be transformed into CIELAB color space, which is perceptually uniform and device-independent. To cope with the problem, a Markov chain Monte Carlo (MCMC) based algorithms for the RGB to the CIELAB color space transformation is proposed in this paper. Firstly, the modeling color targets and testing color targets is established, respectively used in modeling and performance testing process. Secondly, we derive a Bayesian model for estimation the coefficients of a polynomial, which can be used to describe the relation between RGB and CIELAB color space. Thirdly, a Markov chain is set up base on Gibbs sampling algorithm (one of the MCMC algorithm) to estimate the coefficients of polynomial. Finally, the color difference of testing color targets is computed for evaluating the performance of the proposed method. The experimental results showed that the nonlinear polynomial regression based on MCMC algorithm is effective, whose performance is similar to the least square approach and can accurately model the RGB to the CIELAB color space conversion and guarantee the color error evaluation for printing quality inspection system.

  3. Markov chain Monte Carlo based analysis of post-translationally modified VDAC gating kinetics.

    Science.gov (United States)

    Tewari, Shivendra G; Zhou, Yifan; Otto, Bradley J; Dash, Ranjan K; Kwok, Wai-Meng; Beard, Daniel A

    2014-01-01

    The voltage-dependent anion channel (VDAC) is the main conduit for permeation of solutes (including nucleotides and metabolites) of up to 5 kDa across the mitochondrial outer membrane (MOM). Recent studies suggest that VDAC activity is regulated via post-translational modifications (PTMs). Yet the nature and effect of these modifications is not understood. Herein, single channel currents of wild-type, nitrosated, and phosphorylated VDAC are analyzed using a generalized continuous-time Markov chain Monte Carlo (MCMC) method. This developed method describes three distinct conducting states (open, half-open, and closed) of VDAC activity. Lipid bilayer experiments are also performed to record single VDAC activity under un-phosphorylated and phosphorylated conditions, and are analyzed using the developed stochastic search method. Experimental data show significant alteration in VDAC gating kinetics and conductance as a result of PTMs. The effect of PTMs on VDAC kinetics is captured in the parameters associated with the identified Markov model. Stationary distributions of the Markov model suggest that nitrosation of VDAC not only decreased its conductance but also significantly locked VDAC in a closed state. On the other hand, stationary distributions of the model associated with un-phosphorylated and phosphorylated VDAC suggest a reversal in channel conformation from relatively closed state to an open state. Model analyses of the nitrosated data suggest that faster reaction of nitric oxide with Cys-127 thiol group might be responsible for the biphasic effect of nitric oxide on basal VDAC conductance. PMID:25628567

  4. Dynamical Models for NGC 6503 using a Markov Chain Monte Carlo Technique

    CERN Document Server

    Puglielli, David; Courteau, Stéphane

    2010-01-01

    We use Bayesian statistics and Markov chain Monte Carlo (MCMC) techniques to construct dynamical models for the spiral galaxy NGC 6503. The constraints include surface brightness profiles which display a Freeman Type II structure; HI and ionized gas rotation curves; the stellar rotation, which is nearly coincident with the ionized gas curve; and the line of sight stellar dispersion, with a sigma-drop at the centre. The galaxy models consist of a Sersic bulge, an exponential disc with an optional inner truncation and a cosmologically motivated dark halo. The Bayesian/MCMC technique yields the joint posterior probability distribution function for the input parameters. We examine several interpretations of the data: the Type II surface brightness profile may be due to dust extinction, to an inner truncated disc or to a ring of bright stars; and we test separate fits to the gas and stellar rotation curves to determine if the gas traces the gravitational potential. We test each of these scenarios for bar stability...

  5. Fitting complex population models by combining particle filters with Markov chain Monte Carlo.

    Science.gov (United States)

    Knape, Jonas; de Valpine, Perry

    2012-02-01

    We show how a recent framework combining Markov chain Monte Carlo (MCMC) with particle filters (PFMCMC) may be used to estimate population state-space models. With the purpose of utilizing the strengths of each method, PFMCMC explores hidden states by particle filters, while process and observation parameters are estimated using an MCMC algorithm. PFMCMC is exemplified by analyzing time series data on a red kangaroo (Macropus rufus) population in New South Wales, Australia, using MCMC over model parameters based on an adaptive Metropolis-Hastings algorithm. We fit three population models to these data; a density-dependent logistic diffusion model with environmental variance, an unregulated stochastic exponential growth model, and a random-walk model. Bayes factors and posterior model probabilities show that there is little support for density dependence and that the random-walk model is the most parsimonious model. The particle filter Metropolis-Hastings algorithm is a brute-force method that may be used to fit a range of complex population models. Implementation is straightforward and less involved than standard MCMC for many models, and marginal densities for model selection can be obtained with little additional effort. The cost is mainly computational, resulting in long running times that may be improved by parallelizing the algorithm. PMID:22624307

  6. Monte Carlo simulation of the data acquisition chain of scintillation detectors

    Energy Technology Data Exchange (ETDEWEB)

    Binda, F.; Ericsson, G.; Hellesen, C.; Hjalmarsson, A.; Eriksson, J.; Skiba, M.; Conroy, S.; Weiszflog, M. [Uppsala University, Department of Physics and Astronomy, Division of Applied Nuclear Physics, 75120 Uppsala (Sweden)

    2014-08-21

    The good performance of a detector can be strongly affected by the instrumentation used to acquire the data. The possibility of anticipating how the acquisition chain will affect the signal can help in finding the best solution among different set-ups. In this work we developed a Monte Carlo code that aims to simulate the effect of the various components of a digital Data Acquisition system (DAQ) applied to scintillation detectors. The components included in the model are: the scintillator, the photomultiplier tube (PMT), the signal cable and the digitizer. We benchmarked the code against real data acquired with a NE213 scintillator, comparing simulated and real signal pulses induced by gamma-ray interaction. Then we studied the dependence of the energy resolution of a pulse height spectrum (PHS) on the sampling frequency and the bit resolution of the digitizer. We found that exceeding some values of the sampling frequency and the bit resolution improves only marginally the performance of the system. The method can be applied for the study of various detector systems relevant for nuclear techniques, such as in fusion diagnostics.

  7. Improving Markov Chain Monte Carlo algorithms in LISA Pathfinder Data Analysis

    Science.gov (United States)

    Karnesis, N.; Nofrarias, M.; Sopuerta, C. F.; Lobo, A.

    2012-06-01

    The LISA Pathfinder mission (LPF) aims to test key technologies for the future LISA mission. The LISA Technology Package (LTP) on-board LPF will consist of an exhaustive suite of experiments and its outcome will be crucial for the future detection of gravitational waves. In order to achieve maximum sensitivity, we need to have an understanding of every instrument on-board and parametrize the properties of the underlying noise models. The Data Analysis team has developed algorithms for parameter estimation of the system. A very promising one implemented for LISA Pathfinder data analysis is the Markov Chain Monte Carlo. A series of experiments are going to take place during flight operations and each experiment is going to provide us with essential information for the next in the sequence. Therefore, it is a priority to optimize and improve our tools available for data analysis during the mission. Using a Bayesian framework analysis allows us to apply prior knowledge for each experiment, which means that we can efficiently use our prior estimates for the parameters, making the method more accurate and significantly faster. This, together with other algorithm improvements, will lead us to our main goal, which is no other than creating a robust and reliable tool for parameter estimation during the LPF mission.

  8. Markov chain Monte Carlo based analysis of post-translationally modified VDAC1 gating kinetics

    Directory of Open Access Journals (Sweden)

    Shivendra eTewari

    2015-01-01

    Full Text Available The voltage-dependent anion channel (VDAC is the main conduit for permeation of solutes (including nucleotides and metabolites of up to 5 kDa across the mitochondrial outer membrane (MOM. Recent studies suggest that VDAC activity is regulated via post-translational modifications (PTMs. Yet the nature and effect of these modifications is not understood. Herein, single channel currents of wild-type, nitrosated and phosphorylated VDAC are analyzed using a generalized continuous-time Markov chain Monte Carlo (MCMC method. This developed method describes three distinct conducting states (open, half-open, and closed of VDAC1 activity. Lipid bilayer experiments are also performed to record single VDAC activity under un-phosphorylated and phosphorylated conditions, and are analyzed using the developed stochastic search method. Experimental data show significant alteration in VDAC gating kinetics and conductance as a result of PTMs. The effect of PTMs on VDAC kinetics is captured in the parameters associated with the identified Markov model. Stationary distributions of the Markov model suggests that nitrosation of VDAC not only decreased its conductance but also significantly locked VDAC in a closed state. On the other hand, stationary distributions of the model associated with un-phosphorylated and phosphorylated VDAC suggest a reversal in channel conformation from relatively closed state to an open state. Model analyses of the nitrosated data suggest that faster reaction of nitric oxide with Cys-127 thiol group might be responsible for the biphasic effect of nitric oxide on basal VDAC conductance.

  9. Monte Carlo Radiative Transfer

    CERN Document Server

    Whitney, Barbara A

    2011-01-01

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

  10. Monte Carlo transition probabilities

    OpenAIRE

    Lucy, L. B.

    2001-01-01

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

  11. Input estimation for drug discovery using optimal control and Markov chain Monte Carlo approaches.

    Science.gov (United States)

    Trägårdh, Magnus; Chappell, Michael J; Ahnmark, Andrea; Lindén, Daniel; Evans, Neil D; Gennemark, Peter

    2016-04-01

    Input estimation is employed in cases where it is desirable to recover the form of an input function which cannot be directly observed and for which there is no model for the generating process. In pharmacokinetic and pharmacodynamic modelling, input estimation in linear systems (deconvolution) is well established, while the nonlinear case is largely unexplored. In this paper, a rigorous definition of the input-estimation problem is given, and the choices involved in terms of modelling assumptions and estimation algorithms are discussed. In particular, the paper covers Maximum a Posteriori estimates using techniques from optimal control theory, and full Bayesian estimation using Markov Chain Monte Carlo (MCMC) approaches. These techniques are implemented using the optimisation software CasADi, and applied to two example problems: one where the oral absorption rate and bioavailability of the drug eflornithine are estimated using pharmacokinetic data from rats, and one where energy intake is estimated from body-mass measurements of mice exposed to monoclonal antibodies targeting the fibroblast growth factor receptor (FGFR) 1c. The results from the analysis are used to highlight the strengths and weaknesses of the methods used when applied to sparsely sampled data. The presented methods for optimal control are fast and robust, and can be recommended for use in drug discovery. The MCMC-based methods can have long running times and require more expertise from the user. The rigorous definition together with the illustrative examples and suggestions for software serve as a highly promising starting point for application of input-estimation methods to problems in drug discovery. PMID:26932466

  12. Monte Carlo simulations of hydrophobic polyelectrolytes. Evidence for a structural transition in response to increasing chain ionization

    International Nuclear Information System (INIS)

    Monte Carlo simulation has been used to study the configurational properties of a lattice-model isolated polyelectrolyte with attractive segment--segment interaction potentials. This model provides a simple representation of a hydrophobic polyelectrolyte. Configurational properties were investigated as a function of chain ionization, Debye screening length, and segment--segment potential. For chains with highly attractive segment--segment potentials (i.e., hydrophobic chains), large, global changes in polymer dimensions were observed with increasing ionization. The transformation from a collapsed chain at low ionization to an expanded chain at high ionization becomes increasingly sharp (i.e., occurs over a smaller range of ionization) with increasing chain hydrophobicity. The ionization-induced structural transitions for this model hydrophobic polyelectrolyte are analogous to pH-induced transitions seen in real polyelectrolytes and gels. These studies suggest a simple explanation for such transitions based on competing hydrophilic and hydrophobic interactions

  13. Fundamentals of Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-16

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

  14. Optimized nested Markov chain Monte Carlo sampling: application to the liquid nitrogen Hugoniot using density functional theory

    Energy Technology Data Exchange (ETDEWEB)

    Shaw, Milton Sam [Los Alamos National Laboratory; Coe, Joshua D [Los Alamos National Laboratory; Sewell, Thomas D [UNIV OF MISSOURI-COLUMBIA

    2009-01-01

    An optimized version of the Nested Markov Chain Monte Carlo sampling method is applied to the calculation of the Hugoniot for liquid nitrogen. The 'full' system of interest is calculated using density functional theory (DFT) with a 6-31 G* basis set for the configurational energies. The 'reference' system is given by a model potential fit to the anisotropic pair interaction of two nitrogen molecules from DFT calculations. The EOS is sampled in the isobaric-isothermal (NPT) ensemble with a trial move constructed from many Monte Carlo steps in the reference system. The trial move is then accepted with a probability chosen to give the full system distribution. The P's and T's of the reference and full systems are chosen separately to optimize the computational time required to produce the full system EOS. The method is numerically very efficient and predicts a Hugoniot in excellent agreement with experimental data.

  15. The Virtual Monte Carlo

    CERN Document Server

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

    2003-01-01

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

  16. Study of average multiplicities, rapidity distributions and ratios and x-distributions in hadron-nucleus collisions in the dual multi-chain Monte-Carlo fragmentation model

    International Nuclear Information System (INIS)

    Data measured in hadron-nucleus interactions are studied within the framework of the multi-chain Monte Carlo fragmentation model. Average multiplicities for all charged particles and negative charged particles measured in proton-xenon, antiproton-xenon, proton-argon, antiproton-argon as well as proton-antiproton and proton-proton collisions at 200 GeV/c are compared to Monte Carlo results. Furthermore, comparisons between experimental and Monte Carlo data are presented for rapidity distributions and ratios for projectile protons and different targets. Finally, the differential cross sections Edσ/dp3 measured at fixed transverse momentum of 0.3 GeV/c and p/sub lab/ = 100 GeV/c are shown ranging between approximately 0.2 and 0.8. The Monte Carlo curves to be compared with are corrected by some factor due to the using of all transverse momenta in order to obtain the Monte Carlo results

  17. Comparison of Bootstrapping and Markov Chain Monte Carlo for Copula Analysis of Hydrological Droughts

    Science.gov (United States)

    Yang, P.; Ng, T. L.; Yang, W.

    2015-12-01

    Effective water resources management depends on the reliable estimation of the uncertainty of drought events. Confidence intervals (CIs) are commonly applied to quantify this uncertainty. A CI seeks to be at the minimal length necessary to cover the true value of the estimated variable with the desired probability. In drought analysis where two or more variables (e.g., duration and severity) are often used to describe a drought, copulas have been found suitable for representing the joint probability behavior of these variables. However, the comprehensive assessment of the parameter uncertainties of copulas of droughts has been largely ignored, and the few studies that have recognized this issue have not explicitly compared the various methods to produce the best CIs. Thus, the objective of this study to compare the CIs generated using two widely applied uncertainty estimation methods, bootstrapping and Markov Chain Monte Carlo (MCMC). To achieve this objective, (1) the marginal distributions lognormal, Gamma, and Generalized Extreme Value, and the copula functions Clayton, Frank, and Plackett are selected to construct joint probability functions of two drought related variables. (2) The resulting joint functions are then fitted to 200 sets of simulated realizations of drought events with known distribution and extreme parameters and (3) from there, using bootstrapping and MCMC, CIs of the parameters are generated and compared. The effect of an informative prior on the CIs generated by MCMC is also evaluated. CIs are produced for different sample sizes (50, 100, and 200) of the simulated drought events for fitting the joint probability functions. Preliminary results assuming lognormal marginal distributions and the Clayton copula function suggest that for cases with small or medium sample sizes (~50-100), MCMC to be superior method if an informative prior exists. Where an informative prior is unavailable, for small sample sizes (~50), both bootstrapping and MCMC

  18. Stochastic Monte-Carlo Markov Chain Inversions on Models Regionalized Using Receiver Functions

    Science.gov (United States)

    Larmat, C. S.; Maceira, M.; Kato, Y.; Bodin, T.; Calo, M.; Romanowicz, B. A.; Chai, C.; Ammon, C. J.

    2014-12-01

    There is currently a strong interest in stochastic approaches to seismic modeling - versus deterministic methods such as gradient methods - due to the ability of these methods to better deal with highly non-linear problems. Another advantage of stochastic methods is that they allow the estimation of the a posteriori probability distribution of the derived parameters, meaning the envisioned Bayesian inversion of Tarantola allowing the quantification of the solution error. The cost to pay of stochastic methods is that they require testing thousands of variations of each unknown parameter and their associated weights to ensure reliable probabilistic inferences. Even with the best High-Performance Computing resources available, 3D stochastic full waveform modeling at the regional scale still remains out-of-reach. We are exploring regionalization as one way to reduce the dimension of the parameter space, allowing the identification of areas in the models that can be treated as one block in a subsequent stochastic inversion. Regionalization is classically performed through the identification of tectonic or structural elements. Lekic & Romanowicz (2011) proposed a new approach with a cluster analysis of the tomographic velocity models instead. Here we present the results of a clustering analysis on the P-wave receiver-functions used in the subsequent inversion. Different clustering algorithms and quality of clustering are tested for different datasets of North America and China. Preliminary results with the kmean clustering algorithm show that an interpolated receiver function wavefield (Chai et al., GRL, in review) improve the agreement with the geological and tectonic regions of North America compared to the traditional approach of stacked receiver functions. After regionalization, 1D profile for each region is stochastically inferred using a parallelized code based on Monte-Carlo Markov Chains (MCMC), and modeling surfacewave-dispersion and receiver

  19. Chain formation and aging process in biocompatible polydisperse ferrofluids: experimental investigation and Monte Carlo simulations.

    Science.gov (United States)

    Bakuzis, Andris Figueiroa; Branquinho, Luis César; e Castro, Leonardo Luiz; e Eloi, Marcos Tiago de Amaral; Miotto, Ronei

    2013-05-01

    We review the use of Monte Carlo simulations in the description of magnetic nanoparticles dispersed in a liquid carrier. Our main focus is the use of theory and simulation as tools for the description of the properties of ferrofluids. In particular, we report on the influence of polydispersity and short-range interaction on the self-organization of nanoparticles. Such contributions are shown to be extremely important for systems characterized by particles with diameters smaller than 10nm. A new 3D polydisperse Monte Carlo implementation for biocompatible magnetic colloids is proposed. As an example, theoretical and simulation results for an ionic-surfacted ferrofluid dispersed in a NaCl solution are directly compared to experimental data (transmission electron microscopy - TEM, magneto-transmissivity, and electron magnetic resonance - EMR). Our combined theoretical and experimental results suggest that during the aging process two possible mechanisms are likely to be observed: the nanoparticle's grafting decreases due to aggregate formation and the Hamaker constant increases due to oxidation. In addition, we also briefly discuss theoretical agglomerate formation models and compare them to experimental data. PMID:23360743

  20. Bayesian Markov chain Monte Carlo Inversion of Time-Lapse Geophysical Data To Characterize the Vadose Zone

    DEFF Research Database (Denmark)

    Scholer, Marie; Irving, James; Zibar, Majken Caroline Looms;

    Geophysical methods have the potential to provide valuable information on hydrological properties in the unsaturated zone. In particular, time-lapse geophysical data, when coupled with a hydrological model and inverted stochastically, may allow for the effective estimation of subsurface hydraulic...... parameters and their corresponding uncertainties. In this study, we use a Bayesian Markov-chain-Monte-Carlo (MCMC) inversion approach to investigate how much information regarding vadose zone hydraulic properties can be retrieved from time-lapse crosshole GPR data collected at the Arrenaes field site...

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

    DEFF Research Database (Denmark)

    Hey, Jody; Nielsen, Rasmus

    2007-01-01

    In 1988, Felsenstein described a framework for assessing the likelihood of a genetic data set in which all of the possible genealogical histories of the data are considered, each in proportion to their probability. Although not analytically solvable, several approaches, including Markov chain Monte...... posterior density of the model parameters. For many purposes, this function can be treated as a likelihood, thereby permitting likelihood-based analyses, including likelihood ratio tests of nested models. Several examples, including an application to the divergence of chimpanzee subspecies, are provided....

  2. Monte Carlo and nonlinearities

    CERN Document Server

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

    2016-01-01

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

  3. Fundamentals of Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-16

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

  4. Monte Carlo simulations on magnetic behavior of a spin-chain system in triangular lattice doped with antiferromagnetic bonds

    Institute of Scientific and Technical Information of China (English)

    YAO Xiao-yan; LI Peng-lei; DONG Shuai; LIU Jun-ming

    2007-01-01

    A three-dimensional Ising-like model doped with anti-ferromagnetic (AFM) bonds is proposed to investigate the magnetic properties of a doped triangular spin-chain system by using a Monte-Carlo simulation. The simulated results indicate that a steplike magnetization behavior is very sensitive to the concentration of AFM bonds. A low concentration of AFM bonds can suppress the stepwise behavior considerably, in accordance with doping experiments on Ca3Co206. The analysis of spin snapshots demonstrates that the AFM bond doping not only breaks the ferromagnetic ordered linear spin chains along the hexagonal c-axis but also has a great influence upon the spin configuration in the ab-plane.

  5. A stochastic Markov chain approach for tennis: Monte Carlo simulation and modeling

    Science.gov (United States)

    Aslam, Kamran

    This dissertation describes the computational formulation of probability density functions (pdfs) that facilitate head-to-head match simulations in tennis along with ranking systems developed from their use. A background on the statistical method used to develop the pdfs , the Monte Carlo method, and the resulting rankings are included along with a discussion on ranking methods currently being used both in professional sports and in other applications. Using an analytical theory developed by Newton and Keller in [34] that defines a tennis player's probability of winning a game, set, match and single elimination tournament, a computational simulation has been developed in Matlab that allows further modeling not previously possible with the analytical theory alone. Such experimentation consists of the exploration of non-iid effects, considers the concept the varying importance of points in a match and allows an unlimited number of matches to be simulated between unlikely opponents. The results of these studies have provided pdfs that accurately model an individual tennis player's ability along with a realistic, fair and mathematically sound platform for ranking them.

  6. Monte Carlo simulation and equation of state for flexible charged hard-sphere chain fluids: Polyampholyte and polyelectrolyte solutions

    Energy Technology Data Exchange (ETDEWEB)

    Jiang, Hao; Adidharma, Hertanto, E-mail: adidharm@uwyo.edu [Soft Materials Laboratory, Department of Chemical and Petroleum Engineering, University of Wyoming, Laramie, Wyoming 82071-3295 (United States)

    2014-11-07

    The thermodynamic modeling of flexible charged hard-sphere chains representing polyampholyte or polyelectrolyte molecules in solution is considered. The excess Helmholtz energy and osmotic coefficients of solutions containing short polyampholyte and the osmotic coefficients of solutions containing short polyelectrolytes are determined by performing canonical and isobaric-isothermal Monte Carlo simulations. A new equation of state based on the thermodynamic perturbation theory is also proposed for flexible charged hard-sphere chains. For the modeling of such chains, the use of solely the structure information of monomer fluid for calculating the chain contribution is found to be insufficient and more detailed structure information must therefore be considered. Two approaches, i.e., the dimer and dimer-monomer approaches, are explored to obtain the contribution of the chain formation to the Helmholtz energy. By comparing with the simulation results, the equation of state with either the dimer or dimer-monomer approach accurately predicts the excess Helmholtz energy and osmotic coefficients of polyampholyte and polyelectrolyte solutions except at very low density. It also well captures the effect of temperature on the thermodynamic properties of these solutions.

  7. Optimization of Monte Carlo simulations

    OpenAIRE

    Bryskhe, Henrik

    2009-01-01

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

  8. Dark matter in disk galaxies I: a Markov Chain Monte Carlo method and application to DDO 154

    CERN Document Server

    Hague, Peter R

    2013-01-01

    We present a new method to constrain the dark matter halo density profiles of disk galaxies. Our algorithm employs a Markov Chain Monte Carlo (MCMC) approach to explore the parameter space of a general family of dark matter profiles. We improve upon previous analyses by considering a wider range of halo profiles and by explicitly identifying cases in which the data are insufficient to break the degeneracies between the model parameters. We demonstrate the robustness of our algorithm using artificial data sets and show that reliable estimates of the halo density profile can be obtained from data of comparable quality to those currently available for low surface brightness (LSB) galaxies. We present our results in terms of physical quantities which are constrained by the data, and find that the logarithmic slope of the halo density profile at the radius of the innermost data point of a measured rotation curve can be strongly constrained in LSB galaxies. High surface brightness galaxies require additional inform...

  9. Stochastic differential equations and comparison of financial models with levy process using Markov chain Monte Carlo (MCMC simulation

    Directory of Open Access Journals (Sweden)

    Kianoush Fathi Vajargah

    2015-01-01

    Full Text Available An available method of modeling and predicting the economic time series is the use of stochastic differential equations, which are often determined as jump-diffusion stochastic differential equations in financial markets and underlier economic dynamics. Besides the diffusion term that is a geometric Brownian model with Wiener random process, these equations contain a jump term that follows Poisson process and depends on the type of market. This study presented two different models based on a certain class of jump-diffusion stochastic differential equations with random fluctuations: Black- Scholes model and Merton model (1976, including jump-diffusion (JD model, which were compared, and their parameters and hidden variables were evaluated using Markov chain Monte Carlo (MCMC method.

  10. Fitting a distribution to censored contamination data using Markov Chain Monte Carlo methods and samples selected with unequal probabilities.

    Science.gov (United States)

    Williams, Michael S; Ebel, Eric D

    2014-11-18

    The fitting of statistical distributions to chemical and microbial contamination data is a common application in risk assessment. These distributions are used to make inferences regarding even the most pedestrian of statistics, such as the population mean. The reason for the heavy reliance on a fitted distribution is the presence of left-, right-, and interval-censored observations in the data sets, with censored observations being the result of nondetects in an assay, the use of screening tests, and other practical limitations. Considerable effort has been expended to develop statistical distributions and fitting techniques for a wide variety of applications. Of the various fitting methods, Markov Chain Monte Carlo methods are common. An underlying assumption for many of the proposed Markov Chain Monte Carlo methods is that the data represent independent and identically distributed (iid) observations from an assumed distribution. This condition is satisfied when samples are collected using a simple random sampling design. Unfortunately, samples of food commodities are generally not collected in accordance with a strict probability design. Nevertheless, pseudosystematic sampling efforts (e.g., collection of a sample hourly or weekly) from a single location in the farm-to-table continuum are reasonable approximations of a simple random sample. The assumption that the data represent an iid sample from a single distribution is more difficult to defend if samples are collected at multiple locations in the farm-to-table continuum or risk-based sampling methods are employed to preferentially select samples that are more likely to be contaminated. This paper develops a weighted bootstrap estimation framework that is appropriate for fitting a distribution to microbiological samples that are collected with unequal probabilities of selection. An example based on microbial data, derived by the Most Probable Number technique, demonstrates the method and highlights the

  11. Monte Carlo techniques

    International Nuclear Information System (INIS)

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

  12. MCMini: Monte Carlo on GPGPU

    Energy Technology Data Exchange (ETDEWEB)

    Marcus, Ryan C. [Los Alamos National Laboratory

    2012-07-25

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

  13. 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...

  14. DREAM(D: an adaptive markov chain monte carlo simulation algorithm to solve discrete, noncontinuous, posterior parameter estimation problems

    Directory of Open Access Journals (Sweden)

    J. A. Vrugt

    2011-04-01

    Full Text Available Formal and informal Bayesian approaches are increasingly being used to treat forcing, model structural, parameter and calibration data uncertainty, and summarize hydrologic prediction uncertainty. This requires posterior sampling methods that approximate the (evolving posterior distribution. We recently introduced the DiffeRential Evolution Adaptive Metropolis (DREAM algorithm, an adaptive Markov Chain Monte Carlo (MCMC method that is especially designed to solve complex, high-dimensional and multimodal posterior probability density functions. The method runs multiple chains in parallel, and maintains detailed balance and ergodicity. Here, I present the latest algorithmic developments, and introduce a discrete sampling variant of DREAM that samples the parameter space at fixed points. The development of this new code, DREAM(D, has been inspired by the existing class of integer optimization problems, and emerging class of experimental design problems. Such non-continuous parameter estimation problems are of considerable theoretical and practical interest. The theory developed herein is applicable to DREAM(ZS (Vrugt et al., 2011 and MT-DREAM(ZS (Laloy and Vrugt, 2011 as well. Two case studies involving a sudoku puzzle and rainfall – runoff model calibration problem are used to illustrate DREAM(D.

  15. Finding starting points for Markov chain Monte Carlo analysis of genetic data from large and complex pedigrees.

    Science.gov (United States)

    Luo, Yuqun; Lin, Shili

    2003-07-01

    Genetic data from founder populations are advantageous for studies of complex traits that are often plagued by the problem of genetic heterogeneity. However, the desire to analyze large and complex pedigrees that often arise from such populations, coupled with the need to handle many linked and highly polymorphic loci simultaneously, poses challenges to current standard approaches. A viable alternative to solving such problems is via Markov chain Monte Carlo (MCMC) procedures, where a Markov chain, defined on the state space of a latent variable (e.g., genotypic configuration or inheritance vector), is constructed. However, finding starting points for the Markov chains is a difficult problem when the pedigree is not single-locus peelable; methods proposed in the literature have not yielded completely satisfactory solutions. We propose a generalization of the heated Gibbs sampler with relaxed penetrances (HGRP) of Lin et al., ([1993] IMA J. Math. Appl. Med. Biol. 10:1-17) to search for starting points. HGRP guarantees that a starting point will be found if there is no error in the data, but the chain usually needs to be run for a long time if the pedigree is extremely large and complex. By introducing a forcing step, the current algorithm substantially reduces the state space, and hence effectively speeds up the process of finding a starting point. Our algorithm also has a built-in preprocessing procedure for Mendelian error detection. The algorithm has been applied to both simulated and real data on two large and complex Hutterite pedigrees under many settings, and good results are obtained. The algorithm has been implemented in a user-friendly package called START. PMID:12813723

  16. Geodesic Monte Carlo on Embedded Manifolds.

    Science.gov (United States)

    Byrne, Simon; Girolami, Mark

    2013-12-01

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

  17. Parallelizing Monte Carlo with PMC

    Energy Technology Data Exchange (ETDEWEB)

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

    1994-11-01

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

  18. Understanding for convergence monitoring for probabilistic risk assessment based on Markov Chain Monte Carlo Simulation

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Joo Yeon; Jang, Han Ki; Jang, Sol Ah; Park, Tae Jin [Korean Association for Radiation Application, Seoul (Korea, Republic of)

    2014-04-15

    There is a question that the simulation actually leads to draws from its target distribution and the most basic one is whether such Markov chains can always be constructed and all chain values sampled from them. The problem to be solved is the determination of how large this iteration should be to achieve the target distribution. This problem can be answered as convergence monitoring. In this paper, two widely used methods, such as autocorrelation and potential scale reduction factor (PSRF) in MCMC are characterized. There is no general agreement on the subject of the convergence. Although it is generally agreed that running n parallel chains in practice is computationally inefficient and unnecessary, running multiple parallel chains is generally applied for the convergence monitoring due to easy implementation. The main debate is the number of parallel chains needed. If the convergence properties of the chain are well understood then clearly a single chain suffices. Therefore, autocorrelation using single chain and multiple parallel ones are tried and their results then compared with each other in this study. And, the following question is answered from the two convergence results: Have the Markov chain realizations for achieved the target distribution?.

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

    KAUST Repository

    Liang, Faming

    2009-03-01

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

  20. Study on mapping Quantitative Trait Loci for animal complex binary traits using Bayesian-Markov chain Monte Carlo approach

    Institute of Scientific and Technical Information of China (English)

    LIU; Jianfeng; ZHANG; Yuan; ZHANG; Qin; WANG; Lixian; ZHANG; Jigang

    2006-01-01

    It is a challenging issue to map Quantitative Trait Loci (QTL) underlying complex discrete traits, which usually show discontinuous distribution and less information, using conventional statistical methods. Bayesian-Markov chain Monte Carlo (Bayesian-MCMC) approach is the key procedure in mapping QTL for complex binary traits, which provides a complete posterior distribution for QTL parameters using all prior information. As a consequence, Bayesian estimates of all interested variables can be obtained straightforwardly basing on their posterior samples simulated by the MCMC algorithm. In our study, utilities of Bayesian-MCMC are demonstrated using simulated several animal outbred full-sib families with different family structures for a complex binary trait underlied by both a QTL and polygene. Under the Identity-by-Descent-Based variance component random model, three samplers basing on MCMC, including Gibbs sampling, Metropolis algorithm and reversible jump MCMC, were implemented to generate the joint posterior distribution of all unknowns so that the QTL parameters were obtained by Bayesian statistical inferring. The results showed that Bayesian-MCMC approach could work well and robust under different family structures and QTL effects. As family size increases and the number of family decreases, the accuracy of the parameter estimates will be improved. When the true QTL has a small effect, using outbred population experiment design with large family size is the optimal mapping strategy.

  1. Bayesian parameter inference by Markov chain Monte Carlo with hybrid fitness measures: theory and test in apoptosis signal transduction network.

    Science.gov (United States)

    Murakami, Yohei; Takada, Shoji

    2013-01-01

    When model parameters in systems biology are not available from experiments, they need to be inferred so that the resulting simulation reproduces the experimentally known phenomena. For the purpose, Bayesian statistics with Markov chain Monte Carlo (MCMC) is a useful method. Conventional MCMC needs likelihood to evaluate a posterior distribution of acceptable parameters, while the approximate Bayesian computation (ABC) MCMC evaluates posterior distribution with use of qualitative fitness measure. However, none of these algorithms can deal with mixture of quantitative, i.e., likelihood, and qualitative fitness measures simultaneously. Here, to deal with this mixture, we formulated Bayesian formula for hybrid fitness measures (HFM). Then we implemented it to MCMC (MCMC-HFM). We tested MCMC-HFM first for a kinetic toy model with a positive feedback. Inferring kinetic parameters mainly related to the positive feedback, we found that MCMC-HFM reliably infer them using both qualitative and quantitative fitness measures. Then, we applied the MCMC-HFM to an apoptosis signal transduction network previously proposed. For kinetic parameters related to implicit positive feedbacks, which are important for bistability and irreversibility of the output, the MCMC-HFM reliably inferred these kinetic parameters. In particular, some kinetic parameters that have experimental estimates were inferred without using these data and the results were consistent with experiments. Moreover, for some parameters, the mixed use of quantitative and qualitative fitness measures narrowed down the acceptable range of parameters.

  2. Bayesian uncertainty quantification for flows in heterogeneous porous media using reversible jump Markov chain Monte Carlo methods

    KAUST Repository

    Mondal, A.

    2010-03-01

    In this paper, we study the uncertainty quantification in inverse problems for flows in heterogeneous porous media. Reversible jump Markov chain Monte Carlo algorithms (MCMC) are used for hierarchical modeling of channelized permeability fields. Within each channel, the permeability is assumed to have a lognormal distribution. Uncertainty quantification in history matching is carried out hierarchically by constructing geologic facies boundaries as well as permeability fields within each facies using dynamic data such as production data. The search with Metropolis-Hastings algorithm results in very low acceptance rate, and consequently, the computations are CPU demanding. To speed-up the computations, we use a two-stage MCMC that utilizes upscaled models to screen the proposals. In our numerical results, we assume that the channels intersect the wells and the intersection locations are known. Our results show that the proposed algorithms are capable of capturing the channel boundaries and describe the permeability variations within the channels using dynamic production history at the wells. © 2009 Elsevier Ltd. All rights reserved.

  3. Holographic dark energy in a universe with spatial curvature and massive neutrinos: a full Markov Chain Monte Carlo exploration

    International Nuclear Information System (INIS)

    In this paper, we report the results of constraining the holographic dark energy model with spatial curvature and massive neutrinos, based on a Markov Chain Monte Carlo global fit technique. The cosmic observational data include the full WMAP 7-yr temperature and polarization data, the type Ia supernova data from Union2.1 sample, the baryon acoustic oscillation data from SDSS DR7 and WiggleZ Dark Energy Survey, and the latest measurements of H0 from HST. To deal with the perturbations of dark energy, we adopt the parameterized post-Friedmann method. We find that, for the simplest holographic dark energy model without spatial curvature and massive neutrinos, the phenomenological parameter c k0 are still in order of 10−2; for the model with massive neutrinos but without spatial curvature, the 2σ upper bound of the total mass of neutrinos is Σmν ν by more than 2 times. In addition, we demonstrate that, making use of the full WMAP data can give better constraints on the holographic dark energy model, compared with the case using the WMAP ''distance priors''

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

    Science.gov (United States)

    Minsley, B.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 frequency-domain 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 favourably 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. ?? 2011. Geophysical Journal International ?? 2011 RAS.

  5. Markov Chain Monte Carlo inversion of temperature and salinity structure of an internal solitary wave packet from marine seismic data

    Science.gov (United States)

    Tang, Qunshu; Hobbs, Richard; Zheng, Chan; Biescas, Berta; Caiado, Camila

    2016-06-01

    Marine seismic reflection technique is used to observe the strong ocean dynamic process of nonlinear internal solitary waves (ISWs or solitons) in the near-surface water. Analysis of ISWs is problematical because of their transient nature and limitations of classical physical oceanography methods. This work explores a Markov Chain Monte Carlo (MCMC) approach to recover the temperature and salinity of ISW field using the seismic reflectivity data and in situ hydrographic data. The MCMC approach is designed to directly sample the posterior probability distributions of temperature and salinity which are the solutions of the system under investigation. The principle improvement is the capability of incorporating uncertainties in observations and prior models which then provide quantified uncertainties in the output model parameters. We tested the MCMC approach on two acoustic reflectivity data sets one synthesized from a CTD cast and the other derived from multichannel seismic reflections. This method finds the solutions faithfully within the significantly narrowed confidence intervals from the provided priors. Combined with a low frequency initial model interpreted from seismic horizons of ISWs, the MCMC method is used to compute the finescale temperature, salinity, acoustic velocity, and density of ISW field. The statistically derived results are equivalent to the conventional linearized inversion method. However, the former provides us the quantified uncertainties of the temperature and salinity along the whole section whilst the latter does not. These results are the first time ISWs have been mapped with sufficient detail for further analysis of their dynamic properties.

  6. Neutrino masses and cosmological parameters from a Euclid-like survey: Markov Chain Monte Carlo forecasts including theoretical errors

    CERN Document Server

    Audren, Benjamin; Bird, Simeon; Haehnelt, Martin G; Viel, Matteo

    2013-01-01

    We present forecasts for the accuracy of determining the parameters of a minimal cosmological model and the total neutrino mass based on combined mock data for a future Euclid-like galaxy survey and Planck. We consider two different galaxy surveys: a spectroscopic redshift survey and a cosmic shear survey. We make use of the Monte Carlo Markov Chains (MCMC) technique and assume two sets of theoretical errors. The first error is meant to account for uncertainties in the modelling of the effect of neutrinos on the non-linear galaxy power spectrum and we assume this error to be fully correlated in Fourier space. The second error is meant to parametrize the overall residual uncertainties in modelling the non-linear galaxy power spectrum at small scales, and is conservatively assumed to be uncorrelated and to increase with the ratio of a given scale to the scale of non-linearity. It hence increases with wavenumber and decreases with redshift. With these two assumptions for the errors and assuming further conservat...

  7. Markov Chain Monte Carlo Random Effects Modeling in Magnetic Resonance Image Processing Using the BRugs Interface to WinBUGS

    Directory of Open Access Journals (Sweden)

    David G. Gadian

    2011-10-01

    Full Text Available A common feature of many magnetic resonance image (MRI data processing methods is the voxel-by-voxel (a voxel is a volume element manner in which the processing is performed. In general, however, MRI data are expected to exhibit some level of spatial correlation, rendering an independent-voxels treatment inefficient in its use of the data. Bayesian random effect models are expected to be more efficient owing to their information-borrowing behaviour. To illustrate the Bayesian random effects approach, this paper outlines a Markov chain Monte Carlo (MCMC analysis of a perfusion MRI dataset, implemented in R using the BRugs package. BRugs provides an interface to WinBUGS and its GeoBUGS add-on. WinBUGS is a widely used programme for performing MCMC analyses, with a focus on Bayesian random effect models. A simultaneous modeling of both voxels (restricted to a region of interest and multiple subjects is demonstrated. Despite the low signal-to-noise ratio in the magnetic resonance signal intensity data, useful model signal intensity profiles are obtained. The merits of random effects modeling are discussed in comparison with the alternative approaches based on region-of-interest averaging and repeated independent voxels analysis. This paper focuses on perfusion MRI for the purpose of illustration, the main proposition being that random effects modeling is expected to be beneficial in many other MRI applications in which the signal-to-noise ratio is a limiting factor.

  8. Assimilation of Satellite Soil Moisture observation with the Particle Filter-Markov Chain Monte Carlo and Geostatistical Modeling

    Science.gov (United States)

    Moradkhani, Hamid; Yan, Hongxiang

    2016-04-01

    Soil moisture simulation and prediction are increasingly used to characterize agricultural droughts but the process suffers from data scarcity and quality. The satellite soil moisture observations could be used to improve model predictions with data assimilation. Remote sensing products, however, are typically discontinuous in spatial-temporal coverages; while simulated soil moisture products are potentially biased due to the errors in forcing data, parameters, and deficiencies of model physics. This study attempts to provide a detailed analysis of the joint and separate assimilation of streamflow and Advanced Scatterometer (ASCAT) surface soil moisture into a fully distributed hydrologic model, with the use of recently developed particle filter-Markov chain Monte Carlo (PF-MCMC) method. A geostatistical model is introduced to overcome the satellite soil moisture discontinuity issue where satellite data does not cover the whole study region or is significantly biased, and the dominant land cover is dense vegetation. The results indicate that joint assimilation of soil moisture and streamflow has minimal effect in improving the streamflow prediction, however, the surface soil moisture field is significantly improved. The combination of DA and geostatistical approach can further improve the surface soil moisture prediction.

  9. Application of the Markov Chain Monte Carlo method for snow water equivalent retrieval based on passive microwave measurements

    Science.gov (United States)

    Pan, J.; Durand, M. T.; Vanderjagt, B. J.

    2015-12-01

    Markov Chain Monte Carlo (MCMC) method is a retrieval algorithm based on Bayes' rule, which starts from an initial state of snow/soil parameters, and updates it to a series of new states by comparing the posterior probability of simulated snow microwave signals before and after each time of random walk. It is a realization of the Bayes' rule, which gives an approximation to the probability of the snow/soil parameters in condition of the measured microwave TB signals at different bands. Although this method could solve all snow parameters including depth, density, snow grain size and temperature at the same time, it still needs prior information of these parameters for posterior probability calculation. How the priors will influence the SWE retrieval is a big concern. Therefore, in this paper at first, a sensitivity test will be carried out to study how accurate the snow emission models and how explicit the snow priors need to be to maintain the SWE error within certain amount. The synthetic TB simulated from the measured snow properties plus a 2-K observation error will be used for this purpose. It aims to provide a guidance on the MCMC application under different circumstances. Later, the method will be used for the snowpits at different sites, including Sodankyla, Finland, Churchill, Canada and Colorado, USA, using the measured TB from ground-based radiometers at different bands. Based on the previous work, the error in these practical cases will be studied, and the error sources will be separated and quantified.

  10. Modeling the effects and uncertainties of contaminated sediment remediation scenarios in a Norwegian fjord by Markov chain Monte Carlo simulation.

    Science.gov (United States)

    Saloranta, Tuomo M; Armitage, James M; Haario, Heikki; Naes, Kristoffer; Cousins, Ian T; Barton, David N

    2008-01-01

    Multimedia environmental fate models are useful tools to investigate the long-term impacts of remediation measures designed to alleviate potential ecological and human health concerns in contaminated areas. Estimating and communicating the uncertainties associated with the model simulations is a critical task for demonstrating the transparency and reliability of the results. The Extended Fourier Amplitude Sensitivity Test(Extended FAST) method for sensitivity analysis and Bayesian Markov chain Monte Carlo (MCMC) method for uncertainty analysis and model calibration have several advantages over methods typically applied for multimedia environmental fate models. Most importantly, the simulation results and their uncertainties can be anchored to the available observations and their uncertainties. We apply these techniques for simulating the historical fate of polychlorinated dibenzo-p-dioxins and dibenzofurans (PCDD/Fs) in the Grenland fjords, Norway, and for predicting the effects of different contaminated sediment remediation (capping) scenarios on the future levels of PCDD/Fs in cod and crab therein. The remediation scenario simulations show that a significant remediation effect can first be seen when significant portions of the contaminated sediment areas are cleaned up, and that increase in capping area leads to both earlier achievement of good fjord status and narrower uncertainty in the predicted timing for this. PMID:18350897

  11. Dynamic temperature selection for parallel tempering in Markov chain Monte Carlo simulations

    Science.gov (United States)

    Vousden, W. D.; Farr, W. M.; Mandel, I.

    2016-01-01

    Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multimodal probability distributions. Most popular methods, such as MCMC sampling, perform poorly on strongly multimodal probability distributions, rarely jumping between modes or settling on just one mode without finding others. Parallel tempering addresses this problem by sampling simultaneously with separate Markov chains from tempered versions of the target distribution with reduced contrast levels. Gaps between modes can be traversed at higher temperatures, while individual modes can be efficiently explored at lower temperatures. In this paper, we investigate how one might choose the ladder of temperatures to achieve more efficient sampling, as measured by the autocorrelation time of the sampler. In particular, we present a simple, easily implemented algorithm for dynamically adapting the temperature configuration of a sampler while sampling. This algorithm dynamically adjusts the temperature spacing to achieve a uniform rate of exchanges between chains at neighbouring temperatures. We compare the algorithm to conventional geometric temperature configurations on a number of test distributions and on an astrophysical inference problem, reporting efficiency gains by a factor of 1.2-2.5 over a well-chosen geometric temperature configuration and by a factor of 1.5-5 over a poorly chosen configuration. On all of these problems, a sampler using the dynamical adaptations to achieve uniform acceptance ratios between neighbouring chains outperforms one that does not.

  12. Efficient Markov Chain Monte Carlo Implementation of Bayesian Analysis of Additive and Dominance Genetic Variances in Noninbred Pedigrees

    Science.gov (United States)

    Waldmann, Patrik; Hallander, Jon; Hoti, Fabian; Sillanpää, Mikko J.

    2008-01-01

    Accurate and fast computation of quantitative genetic variance parameters is of great importance in both natural and breeding populations. For experimental designs with complex relationship structures it can be important to include both additive and dominance variance components in the statistical model. In this study, we introduce a Bayesian Gibbs sampling approach for estimation of additive and dominance genetic variances in the traditional infinitesimal model. The method can handle general pedigrees without inbreeding. To optimize between computational time and good mixing of the Markov chain Monte Carlo (MCMC) chains, we used a hybrid Gibbs sampler that combines a single site and a blocked Gibbs sampler. The speed of the hybrid sampler and the mixing of the single-site sampler were further improved by the use of pretransformed variables. Two traits (height and trunk diameter) from a previously published diallel progeny test of Scots pine (Pinus sylvestris L.) and two large simulated data sets with different levels of dominance variance were analyzed. We also performed Bayesian model comparison on the basis of the posterior predictive loss approach. Results showed that models with both additive and dominance components had the best fit for both height and diameter and for the simulated data with high dominance. For the simulated data with low dominance, we needed an informative prior to avoid the dominance variance component becoming overestimated. The narrow-sense heritability estimates in the Scots pine data were lower compared to the earlier results, which is not surprising because the level of dominance variance was rather high, especially for diameter. In general, the hybrid sampler was considerably faster than the blocked sampler and displayed better mixing properties than the single-site sampler. PMID:18558655

  13. Efficient Markov chain Monte Carlo implementation of Bayesian analysis of additive and dominance genetic variances in noninbred pedigrees.

    Science.gov (United States)

    Waldmann, Patrik; Hallander, Jon; Hoti, Fabian; Sillanpää, Mikko J

    2008-06-01

    Accurate and fast computation of quantitative genetic variance parameters is of great importance in both natural and breeding populations. For experimental designs with complex relationship structures it can be important to include both additive and dominance variance components in the statistical model. In this study, we introduce a Bayesian Gibbs sampling approach for estimation of additive and dominance genetic variances in the traditional infinitesimal model. The method can handle general pedigrees without inbreeding. To optimize between computational time and good mixing of the Markov chain Monte Carlo (MCMC) chains, we used a hybrid Gibbs sampler that combines a single site and a blocked Gibbs sampler. The speed of the hybrid sampler and the mixing of the single-site sampler were further improved by the use of pretransformed variables. Two traits (height and trunk diameter) from a previously published diallel progeny test of Scots pine (Pinus sylvestris L.) and two large simulated data sets with different levels of dominance variance were analyzed. We also performed Bayesian model comparison on the basis of the posterior predictive loss approach. Results showed that models with both additive and dominance components had the best fit for both height and diameter and for the simulated data with high dominance. For the simulated data with low dominance, we needed an informative prior to avoid the dominance variance component becoming overestimated. The narrow-sense heritability estimates in the Scots pine data were lower compared to the earlier results, which is not surprising because the level of dominance variance was rather high, especially for diameter. In general, the hybrid sampler was considerably faster than the blocked sampler and displayed better mixing properties than the single-site sampler. PMID:18558655

  14. Application of Markov Chain Monte Carlo Method to Mantle Melting: An Example from REE Abundances in Abyssal Peridotites

    Science.gov (United States)

    LIU, B.; Liang, Y.

    2015-12-01

    Markov chain Monte Carlo (MCMC) simulation is a powerful statistical method in solving inverse problems that arise from a wide range of applications, such as nuclear physics, computational biology, financial engineering, among others. In Earth sciences applications of MCMC are primarily in the field of geophysics [1]. The purpose of this study is to introduce MCMC to geochemical inverse problems related to trace element fractionation during concurrent melting, melt transport and melt-rock reaction in the mantle. MCMC method has several advantages over linearized least squares methods in inverting trace element patterns in basalts and mantle rocks. First, MCMC can handle equations that have no explicit analytical solutions which are required by linearized least squares methods for gradient calculation. Second, MCMC converges to global minimum while linearized least squares methods may be stuck at a local minimum or converge slowly due to nonlinearity. Furthermore, MCMC can provide insight into uncertainties of model parameters with non-normal trade-off. We use MCMC to invert for extent of melting, amount of trapped melt, and extent of chemical disequilibrium between the melt and residual solid from REE data in abyssal peridotites from Central Indian Ridge and Mid-Atlantic Ridge. In the first step, we conduct forward calculation of REE evolution with melting models in a reasonable model space. We then build up a chain of melting models according to Metropolis-Hastings algorithm to represent the probability of specific model. We show that chemical disequilibrium is likely to play an important role in fractionating LREE in residual peridotites. In the future, MCMC will be applied to more realistic but also more complicated melting models in which partition coefficients, diffusion coefficients, as well as melting and melt suction rates vary as functions of temperature, pressure and mineral compositions. [1]. Sambridge & Mosegarrd [2002] Rev. Geophys.

  15. Estimation of trace gas fluxes with objectively determined basis functions using reversible-jump Markov chain Monte Carlo

    Science.gov (United States)

    Lunt, Mark F.; Rigby, Matt; Ganesan, Anita L.; Manning, Alistair J.

    2016-09-01

    Atmospheric trace gas inversions often attempt to attribute fluxes to a high-dimensional grid using observations. To make this problem computationally feasible, and to reduce the degree of under-determination, some form of dimension reduction is usually performed. Here, we present an objective method for reducing the spatial dimension of the parameter space in atmospheric trace gas inversions. In addition to solving for a set of unknowns that govern emissions of a trace gas, we set out a framework that considers the number of unknowns to itself be an unknown. We rely on the well-established reversible-jump Markov chain Monte Carlo algorithm to use the data to determine the dimension of the parameter space. This framework provides a single-step process that solves for both the resolution of the inversion grid, as well as the magnitude of fluxes from this grid. Therefore, the uncertainty that surrounds the choice of aggregation is accounted for in the posterior parameter distribution. The posterior distribution of this transdimensional Markov chain provides a naturally smoothed solution, formed from an ensemble of coarser partitions of the spatial domain. We describe the form of the reversible-jump algorithm and how it may be applied to trace gas inversions. We build the system into a hierarchical Bayesian framework in which other unknown factors, such as the magnitude of the model uncertainty, can also be explored. A pseudo-data example is used to show the usefulness of this approach when compared to a subjectively chosen partitioning of a spatial domain. An inversion using real data is also shown to illustrate the scales at which the data allow for methane emissions over north-west Europe to be resolved.

  16. Assessment of parameter uncertainty in hydrological model using a Markov-Chain-Monte-Carlo-based multilevel-factorial-analysis method

    Science.gov (United States)

    Zhang, Junlong; Li, Yongping; Huang, Guohe; Chen, Xi; Bao, Anming

    2016-07-01

    Without a realistic assessment of parameter uncertainty, decision makers may encounter difficulties in accurately describing hydrologic processes and assessing relationships between model parameters and watershed characteristics. In this study, a Markov-Chain-Monte-Carlo-based multilevel-factorial-analysis (MCMC-MFA) method is developed, which can not only generate samples of parameters from a well constructed Markov chain and assess parameter uncertainties with straightforward Bayesian inference, but also investigate the individual and interactive effects of multiple parameters on model output through measuring the specific variations of hydrological responses. A case study is conducted for addressing parameter uncertainties in the Kaidu watershed of northwest China. Effects of multiple parameters and their interactions are quantitatively investigated using the MCMC-MFA with a three-level factorial experiment (totally 81 runs). A variance-based sensitivity analysis method is used to validate the results of parameters' effects. Results disclose that (i) soil conservation service runoff curve number for moisture condition II (CN2) and fraction of snow volume corresponding to 50% snow cover (SNO50COV) are the most significant factors to hydrological responses, implying that infiltration-excess overland flow and snow water equivalent represent important water input to the hydrological system of the Kaidu watershed; (ii) saturate hydraulic conductivity (SOL_K) and soil evaporation compensation factor (ESCO) have obvious effects on hydrological responses; this implies that the processes of percolation and evaporation would impact hydrological process in this watershed; (iii) the interactions of ESCO and SNO50COV as well as CN2 and SNO50COV have an obvious effect, implying that snow cover can impact the generation of runoff on land surface and the extraction of soil evaporative demand in lower soil layers. These findings can help enhance the hydrological model

  17. A mixture representation of π with applications in Markov chain Monte Carlo and perfect sampling

    OpenAIRE

    Hobert, James P.; Robert, Christian P.

    2004-01-01

    Let X={Xn:n=0,1,2,…} be an irreducible, positive recurrent Markov chain with invariant probability measure π. We show that if X satisfies a one-step minorization condition, then π can be represented as an infinite mixture. The distributions in the mixture are associated with the hitting times on an accessible atom introduced via the splitting construction of Athreya and Ney [Trans. Amer. Math. Soc. 245 (1978) 493–501] and Nummelin [Z. Wahrsch. Verw. Gebiete 43 (1978) 309–318]. When the small ...

  18. Significance testing of clinical data using virus dynamics models with a Markov chain Monte Carlo method: application to emergence of lamivudine-resistant hepatitis B virus.

    OpenAIRE

    Burroughs, N. J.; Pillay, D.; Mutimer, D

    1999-01-01

    Bayesian analysis using a virus dynamics model is demonstrated to facilitate hypothesis testing of patterns in clinical time-series. Our Markov chain Monte Carlo implementation demonstrates that the viraemia time-series observed in two sets of hepatitis B patients on antiviral (lamivudine) therapy, chronic carriers and liver transplant patients, are significantly different, overcoming clinical trial design differences that question the validity of non-parametric tests. We show that lamivudine...

  19. CosmoPMC: Cosmology Population Monte Carlo

    CERN Document Server

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

    2011-01-01

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

  20. Development of Monte Carlo depletion code MCDEP

    Energy Technology Data Exchange (ETDEWEB)

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

    2003-07-01

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

  1. Phase-coexistence simulations of fluid mixtures by the Markov Chain Monte Carlo method using single-particle models

    KAUST Repository

    Li, Jun

    2013-09-01

    We present a single-particle Lennard-Jones (L-J) model for CO2 and N2. Simplified L-J models for other small polyatomic molecules can be obtained following the methodology described herein. The phase-coexistence diagrams of single-component systems computed using the proposed single-particle models for CO2 and N2 agree well with experimental data over a wide range of temperatures. These diagrams are computed using the Markov Chain Monte Carlo method based on the Gibbs-NVT ensemble. This good agreement validates the proposed simplified models. That is, with properly selected parameters, the single-particle models have similar accuracy in predicting gas-phase properties as more complex, state-of-the-art molecular models. To further test these single-particle models, three binary mixtures of CH4, CO2 and N2 are studied using a Gibbs-NPT ensemble. These results are compared against experimental data over a wide range of pressures. The single-particle model has similar accuracy in the gas phase as traditional models although its deviation in the liquid phase is greater. Since the single-particle model reduces the particle number and avoids the time-consuming Ewald summation used to evaluate Coulomb interactions, the proposed model improves the computational efficiency significantly, particularly in the case of high liquid density where the acceptance rate of the particle-swap trial move increases. We compare, at constant temperature and pressure, the Gibbs-NPT and Gibbs-NVT ensembles to analyze their performance differences and results consistency. As theoretically predicted, the agreement between the simulations implies that Gibbs-NVT can be used to validate Gibbs-NPT predictions when experimental data is not available. © 2013 Elsevier Inc.

  2. Epistasis Test in Meta-Analysis: A Multi-Parameter Markov Chain Monte Carlo Model for Consistency of Evidence.

    Science.gov (United States)

    Lin, Chin; Chu, Chi-Ming; Su, Sui-Lung

    2016-01-01

    Conventional genome-wide association studies (GWAS) have been proven to be a successful strategy for identifying genetic variants associated with complex human traits. However, there is still a large heritability gap between GWAS and transitional family studies. The "missing heritability" has been suggested to be due to lack of studies focused on epistasis, also called gene-gene interactions, because individual trials have often had insufficient sample size. Meta-analysis is a common method for increasing statistical power. However, sufficient detailed information is difficult to obtain. A previous study employed a meta-regression-based method to detect epistasis, but it faced the challenge of inconsistent estimates. Here, we describe a Markov chain Monte Carlo-based method, called "Epistasis Test in Meta-Analysis" (ETMA), which uses genotype summary data to obtain consistent estimates of epistasis effects in meta-analysis. We defined a series of conditions to generate simulation data and tested the power and type I error rates in ETMA, individual data analysis and conventional meta-regression-based method. ETMA not only successfully facilitated consistency of evidence but also yielded acceptable type I error and higher power than conventional meta-regression. We applied ETMA to three real meta-analysis data sets. We found significant gene-gene interactions in the renin-angiotensin system and the polycyclic aromatic hydrocarbon metabolism pathway, with strong supporting evidence. In addition, glutathione S-transferase (GST) mu 1 and theta 1 were confirmed to exert independent effects on cancer. We concluded that the application of ETMA to real meta-analysis data was successful. Finally, we developed an R package, etma, for the detection of epistasis in meta-analysis [etma is available via the Comprehensive R Archive Network (CRAN) at https://cran.r-project.org/web/packages/etma/index.html].

  3. Epistasis Test in Meta-Analysis: A Multi-Parameter Markov Chain Monte Carlo Model for Consistency of Evidence

    Science.gov (United States)

    Lin, Chin; Chu, Chi-Ming; Su, Sui-Lung

    2016-01-01

    Conventional genome-wide association studies (GWAS) have been proven to be a successful strategy for identifying genetic variants associated with complex human traits. However, there is still a large heritability gap between GWAS and transitional family studies. The “missing heritability” has been suggested to be due to lack of studies focused on epistasis, also called gene–gene interactions, because individual trials have often had insufficient sample size. Meta-analysis is a common method for increasing statistical power. However, sufficient detailed information is difficult to obtain. A previous study employed a meta-regression-based method to detect epistasis, but it faced the challenge of inconsistent estimates. Here, we describe a Markov chain Monte Carlo-based method, called “Epistasis Test in Meta-Analysis” (ETMA), which uses genotype summary data to obtain consistent estimates of epistasis effects in meta-analysis. We defined a series of conditions to generate simulation data and tested the power and type I error rates in ETMA, individual data analysis and conventional meta-regression-based method. ETMA not only successfully facilitated consistency of evidence but also yielded acceptable type I error and higher power than conventional meta-regression. We applied ETMA to three real meta-analysis data sets. We found significant gene–gene interactions in the renin–angiotensin system and the polycyclic aromatic hydrocarbon metabolism pathway, with strong supporting evidence. In addition, glutathione S-transferase (GST) mu 1 and theta 1 were confirmed to exert independent effects on cancer. We concluded that the application of ETMA to real meta-analysis data was successful. Finally, we developed an R package, etma, for the detection of epistasis in meta-analysis [etma is available via the Comprehensive R Archive Network (CRAN) at https://cran.r-project.org/web/packages/etma/index.html]. PMID:27045371

  4. Weighted maximum posterior marginals for random fields using an ensemble of conditional densities from multiple Markov chain Monte Carlo simulations.

    Science.gov (United States)

    Monaco, James Peter; Madabhushi, Anant

    2011-07-01

    The ability of classification systems to adjust their performance (sensitivity/specificity) is essential for tasks in which certain errors are more significant than others. For example, mislabeling cancerous lesions as benign is typically more detrimental than mislabeling benign lesions as cancerous. Unfortunately, methods for modifying the performance of Markov random field (MRF) based classifiers are noticeably absent from the literature, and thus most such systems restrict their performance to a single, static operating point (a paired sensitivity/specificity). To address this deficiency we present weighted maximum posterior marginals (WMPM) estimation, an extension of maximum posterior marginals (MPM) estimation. Whereas the MPM cost function penalizes each error equally, the WMPM cost function allows misclassifications associated with certain classes to be weighted more heavily than others. This creates a preference for specific classes, and consequently a means for adjusting classifier performance. Realizing WMPM estimation (like MPM estimation) requires estimates of the posterior marginal distributions. The most prevalent means for estimating these--proposed by Marroquin--utilizes a Markov chain Monte Carlo (MCMC) method. Though Marroquin's method (M-MCMC) yields estimates that are sufficiently accurate for MPM estimation, they are inadequate for WMPM. To more accurately estimate the posterior marginals we present an equally simple, but more effective extension of the MCMC method (E-MCMC). Assuming an identical number of iterations, E-MCMC as compared to M-MCMC yields estimates with higher fidelity, thereby 1) allowing a far greater number and diversity of operating points and 2) improving overall classifier performance. To illustrate the utility of WMPM and compare the efficacies of M-MCMC and E-MCMC, we integrate them into our MRF-based classification system for detecting cancerous glands in (whole-mount or quarter) histological sections of the prostate

  5. Proton Upset Monte Carlo Simulation

    Science.gov (United States)

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

    2009-01-01

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

  6. Synchronous Parallel Kinetic Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    2006-12-14

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

  7. Monte Carlo Particle Lists: MCPL

    CERN Document Server

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

    2016-01-01

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

  8. Neutrino masses and cosmological parameters from a Euclid-like survey: Markov Chain Monte Carlo forecasts including theoretical errors

    Energy Technology Data Exchange (ETDEWEB)

    Audren, Benjamin; Lesgourgues, Julien [Institut de Théorie des Phénomènes Physiques, École PolytechniqueFédérale de Lausanne, CH-1015, Lausanne (Switzerland); Bird, Simeon [Institute for Advanced Study, 1 Einstein Drive, Princeton, NJ, 08540 (United States); Haehnelt, Martin G. [Kavli Institute for Cosmology and Institute of Astronomy, Madingley Road, Cambridge, CB3 0HA (United Kingdom); Viel, Matteo, E-mail: benjamin.audren@epfl.ch, E-mail: julien.lesgourgues@cern.ch, E-mail: spb@ias.edu, E-mail: haehnelt@ast.cam.ac.uk, E-mail: viel@oats.inaf.it [INAF/Osservatorio Astronomico di Trieste, Via Tiepolo 11, 34143, Trieste (Italy)

    2013-01-01

    We present forecasts for the accuracy of determining the parameters of a minimal cosmological model and the total neutrino mass based on combined mock data for a future Euclid-like galaxy survey and Planck. We consider two different galaxy surveys: a spectroscopic redshift survey and a cosmic shear survey. We make use of the Monte Carlo Markov Chains (MCMC) technique and assume two sets of theoretical errors. The first error is meant to account for uncertainties in the modelling of the effect of neutrinos on the non-linear galaxy power spectrum and we assume this error to be fully correlated in Fourier space. The second error is meant to parametrize the overall residual uncertainties in modelling the non-linear galaxy power spectrum at small scales, and is conservatively assumed to be uncorrelated and to increase with the ratio of a given scale to the scale of non-linearity. It hence increases with wavenumber and decreases with redshift. With these two assumptions for the errors and assuming further conservatively that the uncorrelated error rises above 2% at k = 0.4 h/Mpc and z = 0.5, we find that a future Euclid-like cosmic shear/galaxy survey achieves a 1-σ error on M{sub ν} close to 32 meV/25 meV, sufficient for detecting the total neutrino mass with good significance. If the residual uncorrelated errors indeed rises rapidly towards smaller scales in the non-linear regime as we have assumed here then the data on non-linear scales does not increase the sensitivity to the total neutrino mass. Assuming instead a ten times smaller theoretical error with the same scale dependence, the error on the total neutrino mass decreases moderately from σ(M{sub ν}) = 18 meV to 14 meV when mildly non-linear scales with 0.1 h/Mpc < k < 0.6 h/Mpc are included in the analysis of the galaxy survey data.

  9. Behavioral Analysis of Visitors to a Medical Institution’s Website Using Markov Chain Monte Carlo Methods

    Science.gov (United States)

    Tani, Yuji

    2016-01-01

    Background Consistent with the “attention, interest, desire, memory, action” (AIDMA) model of consumer behavior, patients collect information about available medical institutions using the Internet to select information for their particular needs. Studies of consumer behavior may be found in areas other than medical institution websites. Such research uses Web access logs for visitor search behavior. At this time, research applying the patient searching behavior model to medical institution website visitors is lacking. Objective We have developed a hospital website search behavior model using a Bayesian approach to clarify the behavior of medical institution website visitors and determine the probability of their visits, classified by search keyword. Methods We used the website data access log of a clinic of internal medicine and gastroenterology in the Sapporo suburbs, collecting data from January 1 through June 31, 2011. The contents of the 6 website pages included the following: home, news, content introduction for medical examinations, mammography screening, holiday person-on-duty information, and other. The search keywords we identified as best expressing website visitor needs were listed as the top 4 headings from the access log: clinic name, clinic name + regional name, clinic name + medical examination, and mammography screening. Using the search keywords as the explaining variable, we built a binomial probit model that allows inspection of the contents of each purpose variable. Using this model, we determined a beta value and generated a posterior distribution. We performed the simulation using Markov Chain Monte Carlo methods with a noninformation prior distribution for this model and determined the visit probability classified by keyword for each category. Results In the case of the keyword “clinic name,” the visit probability to the website, repeated visit to the website, and contents page for medical examination was positive. In the case of the

  10. Three-dimensional modeling of chromatin structure from interaction frequency data using Markov chain Monte Carlo sampling

    Directory of Open Access Journals (Sweden)

    Dostie Josée

    2011-10-01

    Full Text Available Abstract Background Long-range interactions between regulatory DNA elements such as enhancers, insulators and promoters play an important role in regulating transcription. As chromatin contacts have been found throughout the human genome and in different cell types, spatial transcriptional control is now viewed as a general mechanism of gene expression regulation. Chromosome Conformation Capture Carbon Copy (5C and its variant Hi-C are techniques used to measure the interaction frequency (IF between specific regions of the genome. Our goal is to use the IF data generated by these experiments to computationally model and analyze three-dimensional chromatin organization. Results We formulate a probabilistic model linking 5C/Hi-C data to physical distances and describe a Markov chain Monte Carlo (MCMC approach called MCMC5C to generate a representative sample from the posterior distribution over structures from IF data. Structures produced from parallel MCMC runs on the same dataset demonstrate that our MCMC method mixes quickly and is able to sample from the posterior distribution of structures and find subclasses of structures. Structural properties (base looping, condensation, and local density were defined and their distribution measured across the ensembles of structures generated. We applied these methods to a biological model of human myelomonocyte cellular differentiation and identified distinct chromatin conformation signatures (CCSs corresponding to each of the cellular states. We also demonstrate the ability of our method to run on Hi-C data and produce a model of human chromosome 14 at 1Mb resolution that is consistent with previously observed structural properties as measured by 3D-FISH. Conclusions We believe that tools like MCMC5C are essential for the reliable analysis of data from the 3C-derived techniques such as 5C and Hi-C. By integrating complex, high-dimensional and noisy datasets into an easy to interpret ensemble of three

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

    OpenAIRE

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

    2016-01-01

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

  12. Kinematics of multigrid Monte Carlo

    International Nuclear Information System (INIS)

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

  13. Neural Adaptive Sequential Monte Carlo

    OpenAIRE

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

    2015-01-01

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

  14. Adaptive Multilevel Monte Carlo Simulation

    KAUST Repository

    Hoel, H

    2011-08-23

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

  15. Monomial Gamma Monte Carlo Sampling

    OpenAIRE

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

    2016-01-01

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

  16. Introduction to Monte-Carlo method

    International Nuclear Information System (INIS)

    We recall first some well known facts about random variables and sampling. Then we define the Monte-Carlo method in the case where one wants to compute a given integral. Afterwards, we ship to discrete Markov chains for which we define random walks, and apply to finite difference approximations of diffusion equations. Finally we consider Markov chains with continuous state (but discrete time), transition probabilities and random walks, which are the main piece of this work. The applications are: diffusion and advection equations, and the linear transport equation with scattering

  17. PHOTOS Monte Carlo and its theoretical accuracy

    CERN Document Server

    Was, Z; Nanava, G

    2008-01-01

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

  18. No-compromise reptation quantum Monte Carlo

    International Nuclear Information System (INIS)

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

  19. Monte Carlo study of real time dynamics

    CERN Document Server

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

    2016-01-01

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

  20. A Comparison of Bayesian Monte Carlo Markov Chain and Maximum Likelihood Estimation Methods for the Statistical Analysis of Geodetic Time Series

    Science.gov (United States)

    Olivares, G.; Teferle, F. N.

    2013-12-01

    Geodetic time series provide information which helps to constrain theoretical models of geophysical processes. It is well established that such time series, for example from GPS, superconducting gravity or mean sea level (MSL), contain time-correlated noise which is usually assumed to be a combination of a long-term stochastic process (characterized by a power-law spectrum) and random noise. Therefore, when fitting a model to geodetic time series it is essential to also estimate the stochastic parameters beside the deterministic ones. Often the stochastic parameters include the power amplitudes of both time-correlated and random noise, as well as, the spectral index of the power-law process. To date, the most widely used method for obtaining these parameter estimates is based on maximum likelihood estimation (MLE). We present an integration method, the Bayesian Monte Carlo Markov Chain (MCMC) method, which, by using Markov chains, provides a sample of the posteriori distribution of all parameters and, thereby, using Monte Carlo integration, all parameters and their uncertainties are estimated simultaneously. This algorithm automatically optimizes the Markov chain step size and estimates the convergence state by spectral analysis of the chain. We assess the MCMC method through comparison with MLE, using the recently released GPS position time series from JPL and apply it also to the MSL time series from the Revised Local Reference data base of the PSMSL. Although the parameter estimates for both methods are fairly equivalent, they suggest that the MCMC method has some advantages over MLE, for example, without further computations it provides the spectral index uncertainty, is computationally stable and detects multimodality.

  1. MontePython: Implementing Quantum Monte Carlo using Python

    OpenAIRE

    J.K. Nilsen

    2006-01-01

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

  2. Monte Carlo techniques in radiation therapy

    CERN Document Server

    Verhaegen, Frank

    2013-01-01

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

  3. Monte Carlo primer for health physicists

    International Nuclear Information System (INIS)

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

  4. Monte Carlo Treatment Planning for Advanced Radiotherapy

    DEFF Research Database (Denmark)

    Cronholm, Rickard

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

  5. 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

  6. Multidimensional stochastic approximation Monte Carlo.

    Science.gov (United States)

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

    2016-06-01

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

  7. 1-D EQUILIBRIUM DISCRETE DIFFUSION MONTE CARLO

    Energy Technology Data Exchange (ETDEWEB)

    T. EVANS; ET AL

    2000-08-01

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

  8. (1)H NMR z-spectra of acetate methyl in stretched hydrogels: quantum-mechanical description and Markov chain Monte Carlo relaxation-parameter estimation.

    Science.gov (United States)

    Shishmarev, Dmitry; Chapman, Bogdan E; Naumann, Christoph; Mamone, Salvatore; Kuchel, Philip W

    2015-01-01

    The (1)H NMR signal of the methyl group of sodium acetate is shown to be a triplet in the anisotropic environment of stretched gelatin gel. The multiplet structure of the signal is due to the intra-methyl residual dipolar couplings. The relaxation properties of the spin system were probed by recording steady-state irradiation envelopes ('z-spectra'). A quantum-mechanical model based on irreducible spherical tensors formed by the three magnetically equivalent spins of the methyl group was used to simulate and fit experimental z-spectra. The multiple parameter values of the relaxation model were estimated by using a Bayesian-based Markov chain Monte Carlo algorithm. PMID:25486634

  9. A Bayesian approach to the study of white dwarf binaries in LISA data: The application of a reversible jump Markov chain Monte Carlo method

    CERN Document Server

    Stroeer, Alexander

    2009-01-01

    The Laser Interferometer Space Antenna (LISA) defines new demands on data analysis efforts in its all-sky gravitational wave survey, recording simultaneously thousands of galactic compact object binary foreground sources and tens to hundreds of background sources like binary black hole mergers and extreme mass ratio inspirals. We approach this problem with an adaptive and fully automatic Reversible Jump Markov Chain Monte Carlo sampler, able to sample from the joint posterior density function (as established by Bayes theorem) for a given mixture of signals "out of the box'', handling the total number of signals as an additional unknown parameter beside the unknown parameters of each individual source and the noise floor. We show in examples from the LISA Mock Data Challenge implementing the full response of LISA in its TDI description that this sampler is able to extract monochromatic Double White Dwarf signals out of colored instrumental noise and additional foreground and background noise successfully in a ...

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

    Directory of Open Access Journals (Sweden)

    Kevin McNally

    2012-01-01

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

  11. Deciphering the Glacial-Interglacial Landscape History in Greenland Based on Markov Chain Monte Carlo Inversion of Existing 10Be-26Al Data

    DEFF Research Database (Denmark)

    Strunk, Astrid; Knudsen, Mads Faurschou; Larsen, Nicolaj Krog;

    investigate the landscape history in eastern and western Greenland by applying a novel Markov Chain Monte Carlo (MCMC) inversion approach to the existing 10Be-26Al data from these regions. The new MCMC approach allows us to constrain the most likely landscape history based on comparisons between simulated...... the landscape history in previously glaciated terrains may be difficult, however, due to unknown erosion rates and the presence of inherited nuclides. The potential use of cosmogenic nuclides in landscapes with a complex history of exposure and erosion is therefore often quite limited. In this study, we...... and measured cosmogenic nuclide concentrations. It is a fundamental assumption of the model approach that the exposure history at the site/location can be divided into two distinct regimes: i) interglacial periods characterized by zero shielding due to overlying ice and a uniform interglacial erosion rate...

  12. Monte Carlo lattice program KIM

    International Nuclear Information System (INIS)

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

  13. General Monte Carlo code MONK

    International Nuclear Information System (INIS)

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

  14. Challenges of Monte Carlo Transport

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-10

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

  15. Challenges of Monte Carlo Transport

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-10

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

  16. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung

    2009-11-01

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

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

    International Nuclear Information System (INIS)

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

  18. The Monte Carlo method in quantum field theory

    CERN Document Server

    Morningstar, C

    2007-01-01

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

  19. Lattice Monte Carlo simulations of polymer melts

    Science.gov (United States)

    Hsu, Hsiao-Ping

    2014-12-01

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

  20. Information Geometry and Sequential Monte Carlo

    CERN Document Server

    Sim, Aaron; Stumpf, Michael P H

    2012-01-01

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

  1. Quantum Monte Carlo Calculations of Neutron Matter

    CERN Document Server

    Carlson, J; Ravenhall, D G

    2003-01-01

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

  2. Temporal relation between the ADC and DC potential responses to transient focal ischemia in the rat: a Markov chain Monte Carlo simulation analysis.

    Science.gov (United States)

    King, Martin D; Crowder, Martin J; Hand, David J; Harris, Neil G; Williams, Stephen R; Obrenovitch, Tihomir P; Gadian, David G

    2003-06-01

    Markov chain Monte Carlo simulation was used in a reanalysis of the longitudinal data obtained by Harris et al. (J Cereb Blood Flow Metab 20:28-36) in a study of the direct current (DC) potential and apparent diffusion coefficient (ADC) responses to focal ischemia. The main purpose was to provide a formal analysis of the temporal relationship between the ADC and DC responses, to explore the possible involvement of a common latent (driving) process. A Bayesian nonlinear hierarchical random coefficients model was adopted. DC and ADC transition parameter posterior probability distributions were generated using three parallel Markov chains created using the Metropolis algorithm. Particular attention was paid to the within-subject differences between the DC and ADC time course characteristics. The results show that the DC response is biphasic, whereas the ADC exhibits monophasic behavior, and that the two DC components are each distinguishable from the ADC response in their time dependencies. The DC and ADC changes are not, therefore, driven by a common latent process. This work demonstrates a general analytical approach to the multivariate, longitudinal data-processing problem that commonly arises in stroke and other biomedical research. PMID:12796716

  3. Monte carlo simulation for soot dynamics

    KAUST Repository

    Zhou, Kun

    2012-01-01

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

  4. Fast quantum Monte Carlo on a GPU

    CERN Document Server

    Lutsyshyn, Y

    2013-01-01

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

  5. Advanced computers and Monte Carlo

    International Nuclear Information System (INIS)

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

  6. Application and Evaluation of a Snowmelt Runoff Model in the Tamor River Basin, Eastern Himalaya Using a Markov Chain Monte Carlo (MCMC) Data Assimilation Approach

    Science.gov (United States)

    Panday, Prajjwal K.; Williams, Christopher A.; Frey, Karen E.; Brown, Molly E.

    2013-01-01

    Previous studies have drawn attention to substantial hydrological changes taking place in mountainous watersheds where hydrology is dominated by cryospheric processes. Modelling is an important tool for understanding these changes but is particularly challenging in mountainous terrain owing to scarcity of ground observations and uncertainty of model parameters across space and time. This study utilizes a Markov Chain Monte Carlo data assimilation approach to examine and evaluate the performance of a conceptual, degree-day snowmelt runoff model applied in the Tamor River basin in the eastern Nepalese Himalaya. The snowmelt runoff model is calibrated using daily streamflow from 2002 to 2006 with fairly high accuracy (average Nash-Sutcliffe metric approx. 0.84, annual volume bias <3%). The Markov Chain Monte Carlo approach constrains the parameters to which the model is most sensitive (e.g. lapse rate and recession coefficient) and maximizes model fit and performance. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall compared with simulations using observed station precipitation. The average snowmelt contribution to total runoff in the Tamor River basin for the 2002-2006 period is estimated to be 29.7+/-2.9% (which includes 4.2+/-0.9% from snowfall that promptly melts), whereas 70.3+/-2.6% is attributed to contributions from rainfall. On average, the elevation zone in the 4000-5500m range contributes the most to basin runoff, averaging 56.9+/-3.6% of all snowmelt input and 28.9+/-1.1% of all rainfall input to runoff. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall versus snowmelt compared with simulations using observed station precipitation. Model experiments indicate that the hydrograph itself does not constrain estimates of snowmelt versus rainfall contributions to total outflow but that this derives from the degree

  7. 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.

  8. Monte Carlo methods for particle transport

    CERN Document Server

    Haghighat, Alireza

    2015-01-01

    The Monte Carlo method has become the de facto standard in radiation transport. Although powerful, if not understood and used appropriately, the method can give misleading results. Monte Carlo Methods for Particle Transport teaches appropriate use of the Monte Carlo method, explaining the method's fundamental concepts as well as its limitations. Concise yet comprehensive, this well-organized text: * Introduces the particle importance equation and its use for variance reduction * Describes general and particle-transport-specific variance reduction techniques * Presents particle transport eigenvalue issues and methodologies to address these issues * Explores advanced formulations based on the author's research activities * Discusses parallel processing concepts and factors affecting parallel performance Featuring illustrative examples, mathematical derivations, computer algorithms, and homework problems, Monte Carlo Methods for Particle Transport provides nuclear engineers and scientists with a practical guide ...

  9. Frontiers of quantum Monte Carlo workshop: preface

    International Nuclear Information System (INIS)

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

  10. Smart detectors for Monte Carlo radiative transfer

    CERN Document Server

    Baes, Maarten

    2008-01-01

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

  11. Monte Carlo simulation of granular fluids

    OpenAIRE

    Montanero, J. M.

    2003-01-01

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

  12. Accelerating Monte Carlo molecular simulations by reweighting and reconstructing Markov chains: Extrapolation of canonical ensemble averages and second derivatives to different temperature and density conditions

    KAUST Repository

    Kadoura, Ahmad Salim

    2014-08-01

    Accurate determination of thermodynamic properties of petroleum reservoir fluids is of great interest to many applications, especially in petroleum engineering and chemical engineering. Molecular simulation has many appealing features, especially its requirement of fewer tuned parameters but yet better predicting capability; however it is well known that molecular simulation is very CPU expensive, as compared to equation of state approaches. We have recently introduced an efficient thermodynamically consistent technique to regenerate rapidly Monte Carlo Markov Chains (MCMCs) at different thermodynamic conditions from the existing data points that have been pre-computed with expensive classical simulation. This technique can speed up the simulation more than a million times, making the regenerated molecular simulation almost as fast as equation of state approaches. In this paper, this technique is first briefly reviewed and then numerically investigated in its capability of predicting ensemble averages of primary quantities at different neighboring thermodynamic conditions to the original simulated MCMCs. Moreover, this extrapolation technique is extended to predict second derivative properties (e.g. heat capacity and fluid compressibility). The method works by reweighting and reconstructing generated MCMCs in canonical ensemble for Lennard-Jones particles. In this paper, system\\'s potential energy, pressure, isochoric heat capacity and isothermal compressibility along isochors, isotherms and paths of changing temperature and density from the original simulated points were extrapolated. Finally, an optimized set of Lennard-Jones parameters (ε, σ) for single site models were proposed for methane, nitrogen and carbon monoxide. © 2014 Elsevier Inc.

  13. Accelerating Monte Carlo molecular simulations by reweighting and reconstructing Markov chains: Extrapolation of canonical ensemble averages and second derivatives to different temperature and density conditions

    Energy Technology Data Exchange (ETDEWEB)

    Kadoura, Ahmad; Sun, Shuyu, E-mail: shuyu.sun@kaust.edu.sa; Salama, Amgad

    2014-08-01

    Accurate determination of thermodynamic properties of petroleum reservoir fluids is of great interest to many applications, especially in petroleum engineering and chemical engineering. Molecular simulation has many appealing features, especially its requirement of fewer tuned parameters but yet better predicting capability; however it is well known that molecular simulation is very CPU expensive, as compared to equation of state approaches. We have recently introduced an efficient thermodynamically consistent technique to regenerate rapidly Monte Carlo Markov Chains (MCMCs) at different thermodynamic conditions from the existing data points that have been pre-computed with expensive classical simulation. This technique can speed up the simulation more than a million times, making the regenerated molecular simulation almost as fast as equation of state approaches. In this paper, this technique is first briefly reviewed and then numerically investigated in its capability of predicting ensemble averages of primary quantities at different neighboring thermodynamic conditions to the original simulated MCMCs. Moreover, this extrapolation technique is extended to predict second derivative properties (e.g. heat capacity and fluid compressibility). The method works by reweighting and reconstructing generated MCMCs in canonical ensemble for Lennard-Jones particles. In this paper, system's potential energy, pressure, isochoric heat capacity and isothermal compressibility along isochors, isotherms and paths of changing temperature and density from the original simulated points were extrapolated. Finally, an optimized set of Lennard-Jones parameters (ε, σ) for single site models were proposed for methane, nitrogen and carbon monoxide.

  14. New Product Development in an Emerging Economy: Analysing the Role of Supplier Involvement Practices by Using Bayesian Markov Chain Monte Carlo Technique

    Directory of Open Access Journals (Sweden)

    Kanagi Kanapathy

    2014-01-01

    Full Text Available The research question is whether the positive relationship found between supplier involvement practices and new product development performances in developed economies also holds in emerging economies. The role of supplier involvement practices in new product development performance is yet to be substantially investigated in the emerging economies (other than China. This premise was examined by distributing a survey instrument (Jayaram’s (2008 published survey instrument that has been utilised in developed economies to Malaysian manufacturing companies. To gauge the relationship between the supplier involvement practices and new product development (NPD project performance of 146 companies, structural equation modelling was adopted. Our findings prove that supplier involvement practices have a significant positive impact on NPD project performance in an emerging economy with respect to quality objectives, design objectives, cost objectives, and “time-to-market” objectives. Further analysis using the Bayesian Markov Chain Monte Carlo algorithm, yielding a more credible and feasible differentiation, confirmed these results (even in the case of an emerging economy and indicated that these practices have a 28% impact on variance of NPD project performance. This considerable effect implies that supplier involvement is a must have, although further research is needed to identify the contingencies for its practices.

  15. Aeolus: A Markov--Chain Monte Carlo code for mapping ultracool atmospheres. An application on Jupiter and brown dwarf HST light curves

    CERN Document Server

    Karalidi, Theodora; Schneider, Glenn; Hanson, Jake R; Pasachoff, Jay M

    2015-01-01

    Deducing the cloud cover and its temporal evolution from the observed planetary spectra and phase curves can give us major insight into the atmospheric dynamics. In this paper, we present Aeolus, a Markov-Chain Monte Carlo code that maps the structure of brown dwarf and other ultracool atmospheres. We validated Aeolus on a set of unique Jupiter Hubble Space Telescope (HST) light curves. Aeolus accurately retrieves the properties of the major features of the jovian atmosphere such as the Great Red Spot and a major 5um hot spot. Aeolus is the first mapping code validated on actual observations of a giant planet over a full rotational period. For this study, we applied Aeolus to J and H-bands HST light curves of 2MASSJ21392676+0220226 and 2MASSJ0136565+093347. Aeolus retrieves three spots at the top-of-the-atmosphere (per observational wavelength) of these two brown dwarfs, with a surface coverage of 21+-3% and 20.3+-1.5% respectively. The Jupiter HST light curves will be publicly available via ADS/VIZIR.

  16. Assessment of myocardial metabolic rate of glucose by means of Bayesian ICA and Markov Chain Monte Carlo methods in small animal PET imaging

    Science.gov (United States)

    Berradja, Khadidja; Boughanmi, Nabil

    2016-09-01

    In dynamic cardiac PET FDG studies the assessment of myocardial metabolic rate of glucose (MMRG) requires the knowledge of the blood input function (IF). IF can be obtained by manual or automatic blood sampling and cross calibrated with PET. These procedures are cumbersome, invasive and generate uncertainties. The IF is contaminated by spillover of radioactivity from the adjacent myocardium and this could cause important error in the estimated MMRG. In this study, we show that the IF can be extracted from the images in a rat heart study with 18F-fluorodeoxyglucose (18F-FDG) by means of Independent Component Analysis (ICA) based on Bayesian theory and Markov Chain Monte Carlo (MCMC) sampling method (BICA). Images of the heart from rats were acquired with the Sherbrooke small animal PET scanner. A region of interest (ROI) was drawn around the rat image and decomposed into blood and tissue using BICA. The Statistical study showed that there is a significant difference (p < 0.05) between MMRG obtained with IF extracted by BICA with respect to IF extracted from measured images corrupted with spillover.

  17. A comparison between Gauss-Newton and Markov chain Monte Carlo basedmethods for inverting spectral induced polarization data for Cole-Coleparameters

    Energy Technology Data Exchange (ETDEWEB)

    Chen, Jinsong; Kemna, Andreas; Hubbard, Susan S.

    2008-05-15

    We develop a Bayesian model to invert spectral induced polarization (SIP) data for Cole-Cole parameters using Markov chain Monte Carlo (MCMC) sampling methods. We compare the performance of the MCMC based stochastic method with an iterative Gauss-Newton based deterministic method for Cole-Cole parameter estimation through inversion of synthetic and laboratory SIP data. The Gauss-Newton based method can provide an optimal solution for given objective functions under constraints, but the obtained optimal solution generally depends on the choice of initial values and the estimated uncertainty information is often inaccurate or insufficient. In contrast, the MCMC based inversion method provides extensive global information on unknown parameters, such as the marginal probability distribution functions, from which we can obtain better estimates and tighter uncertainty bounds of the parameters than with the deterministic method. Additionally, the results obtained with the MCMC method are independent of the choice of initial values. Because the MCMC based method does not explicitly offer single optimal solution for given objective functions, the deterministic and stochastic methods can complement each other. For example, the stochastic method can first be used to obtain the means of the unknown parameters by starting from an arbitrary set of initial values and the deterministic method can then be initiated using the means as starting values to obtain the optimal estimates of the Cole-Cole parameters.

  18. ELUCID - Exploring the Local Universe with reConstructed Initial Density field I: Hamiltonian Markov Chain Monte Carlo Method with Particle Mesh Dynamics

    CERN Document Server

    Wang, Huiyuan; Yang, Xiaohu; Jing, Y P; Lin, W P

    2014-01-01

    Simulating the evolution of the local universe is important for studying galaxies and the intergalactic medium in a way free of cosmic variance. Here we present a method to reconstruct the initial linear density field from an input non-linear density field, employing the Hamiltonian Markov Chain Monte Carlo (HMC) algorithm combined with Particle Mesh (PM) dynamics. The HMC+PM method is applied to cosmological simulations, and the reconstructed linear density fields are then evolved to the present day with N-body simulations. The constrained simulations so obtained accurately reproduce both the amplitudes and phases of the input simulations at various $z$. Using a PM model with a grid cell size of 0.75 Mpc/h and 40 time-steps in the HMC can recover more than half of the phase information down to a scale k~0.85 h/Mpc at high z and to k~3.4 h/Mpc at z=0, which represents an improvement of a factor of two to three in spatial scale over similar reconstruction models in the literature, and indicates that our model ...

  19. A Markov chain Monte Carlo (MCMC) methodology with bootstrap percentile estimates for predicting presidential election results in Ghana

    OpenAIRE

    Nortey, Ezekiel N. N.; Ansah-Narh, Theophilus; Asah-Asante, Richard; Minkah, Richard

    2015-01-01

    Although, there exists numerous literature on the procedure for forecasting or predicting election results, in Ghana only opinion poll strategies have been used. To fill this gap, the paper develops Markov chain models for forecasting the 2016 presidential election results at the Regional, Zonal (i.e. Savannah, Coastal and Forest) and the National levels using past presidential election results of Ghana. The methodology develops a model for prediction of the 2016 presidential election results...

  20. Monte Carlo Methods for Tempo Tracking and Rhythm Quantization

    CERN Document Server

    Cemgil, A T; 10.1613/jair.1121

    2011-01-01

    We present a probabilistic generative model for timing deviations in expressive music performance. The structure of the proposed model is equivalent to a switching state space model. The switch variables correspond to discrete note locations as in a musical score. The continuous hidden variables denote the tempo. We formulate two well known music recognition problems, namely tempo tracking and automatic transcription (rhythm quantization) as filtering and maximum a posteriori (MAP) state estimation tasks. Exact computation of posterior features such as the MAP state is intractable in this model class, so we introduce Monte Carlo methods for integration and optimization. We compare Markov Chain Monte Carlo (MCMC) methods (such as Gibbs sampling, simulated annealing and iterative improvement) and sequential Monte Carlo methods (particle filters). Our simulation results suggest better results with sequential methods. The methods can be applied in both online and batch scenarios such as tempo tracking and transcr...

  1. Meaningful timescales from Monte Carlo simulations of molecular systems

    CERN Document Server

    Costa, Liborio I

    2016-01-01

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

  2. Implementation of a Markov Chain Monte Carlo method to inorganic aerosol modeling of observations from the MCMA-2003 campaign ? Part II: Model application to the CENICA, Pedregal and Santa Ana sites

    OpenAIRE

    San Martini, F. M.; E. J. Dunlea; R. Volkamer; Onasch, T. B.; J. T. Jayne; Canagaratna, M. R.; Worsnop, D. R.; C. E. Kolb; J. H. Shorter; S. C. Herndon; M. S. Zahniser; D. Salcedo; Dzepina, K.; Jimenez, J. L; Ortega, J. M.

    2006-01-01

    A Markov Chain Monte Carlo model for integrating the observations of inorganic species with a thermodynamic equilibrium model was presented in Part I of this series. Using observations taken at three ground sites, i.e. a residential, industrial and rural site, during the MCMA-2003 campaign in Mexico City, the model is used to analyze the inorganic particle and ammonia data and to predict gas phase concentrations of nitric and hydrochloric acid. In general, the model is able to accurately pred...

  3. Implementation of a Markov Chain Monte Carlo method to inorganic aerosol modeling of observations from the MCMA-2003 campaign – Part II: Model application to the CENICA, Pedregal and Santa Ana sites

    OpenAIRE

    San Martini, F. M.; Dunlea, E. J.; R. Volkamer; Onasch, T. B.; Jayne, J. T.; Canagaratna, M. R.; Worsnop, D. R.; Kolb, C. E.; Shorter, J. H.; Herndon, S. C.; Zahniser, M. S.; D. Salcedo; Dzepina, K.; Jimenez, J. L.; Ortega, J. M.

    2006-01-01

    A Markov Chain Monte Carlo model for integrating the observations of inorganic species with a thermodynamic equilibrium model was presented in Part I of this series. Using observations taken at three ground sites, i.e. a residential, industrial and rural site, during the MCMA-2003 campaign in Mexico City, the model is used to analyze the inorganic particle and ammonia data and to predict gas phase concentrations of nitric and hydrochloric acid. In general, the mode...

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

    OpenAIRE

    Machta, Jon; Ellis, Richard S.

    2011-01-01

    Parallel tempering and population annealing are both effective methods for simulating equilibrium systems with rough free energy landscapes. Parallel tempering, also known as replica exchange Monte Carlo, is a Markov chain Monte Carlo method while population annealing is a sequential Monte Carlo method. Both methods overcome the exponential slowing associated with high free energy barriers. The convergence properties and efficiency of the two methods are compared. For large systems, populatio...

  5. Approaching Chemical Accuracy with Quantum Monte Carlo

    CERN Document Server

    Petruzielo, F R; Umrigar, C J

    2012-01-01

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

  6. Quantum Monte Carlo with Variable Spins

    CERN Document Server

    Melton, Cody A; Mitas, Lubos

    2016-01-01

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

  7. Monte Carlo strategies in scientific computing

    CERN Document Server

    Liu, Jun S

    2008-01-01

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

  8. SPQR: a Monte Carlo reactor kinetics code

    International Nuclear Information System (INIS)

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

  9. Characterization of effective saturated hydraulic conductivity in an agricultural field using Karhunen-Loève expansion with the Markov chain Monte Carlo technique

    Science.gov (United States)

    Das, N. N.; Mohanty, B. P.; Efendiev, Y.

    2010-06-01

    Process-based soil hydrologic models require input of saturated hydraulic conductivity (Ksat). However, model users often have limited access to measured data and thus use published or estimated values for many site-specific hydrologic and environmental applications. We proposed an algorithm that uses the Karhunen-Loève expansion (KLE) in conjunction with the Markov chain Monte Carlo (MCMC) technique, which employs measured soil moisture values to characterize the saturated hydraulic conductivity of an agricultural field at a 30 m resolution. The study domain is situated in the Walnut Creek watershed, Iowa, with soybean crop (in 2005) and well-defined top (atmospheric) and bottom (groundwater) boundary conditions. The KLE algorithm parameterizes and generates Ksat fields with random correlation lengths that are used in the SWMS_3D model for predicting the soil moisture dynamics for two different scenarios: (1) the van Genuchten soil hydraulic parameters (except Ksat) are constant and are based on the soil type of the grid block within the domain, and (2) Ksat is correlated with the van Genuchten parameter α as Ksat ∝ α2. The predicted soil moisture fields for both the scenarios are evaluated with the measured soil moisture in the MCMC algorithm for acceptance (or rejection) of the Ksat fields. The accepted Ksat fields are evaluated against the laboratory-measured Ksat at specific locations as well as with a large Ksat data set measured in situ in a nearby field with similar hydrologic conditions, and the comparisons show reasonably good agreement. The KLE-MCMC algorithm was further tested in the same study domain for another year (2002) having different vegetation (corn) and local forcings. The algorithm shows potential to characterize the effective saturated hydraulic conductivity fields at 30 m resolution using inexpensive and more regularly measured soil moisture measurements. Further studies are required to incorporate variability in different

  10. Monte Carlo dose computation for IMRT optimization*

    Science.gov (United States)

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

    2000-07-01

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

  11. Monte Carlo simulation of granular fluids

    CERN Document Server

    Montanero, J M

    2003-01-01

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

  12. Monte carlo simulations of organic photovoltaics.

    Science.gov (United States)

    Groves, Chris; Greenham, Neil C

    2014-01-01

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

  13. Monte Carlo dose distributions for radiosurgery

    Energy Technology Data Exchange (ETDEWEB)

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

    2001-07-01

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

  14. Monte Carlo simulation of neutron scattering instruments

    International Nuclear Information System (INIS)

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

  15. Monte Carlo dose distributions for radiosurgery

    International Nuclear Information System (INIS)

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

  16. 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

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

    CERN Document Server

    Lester, William A; Reynolds, PJ

    1994-01-01

    This book presents the basic theory and application of the Monte Carlo method to the electronic structure of atoms and molecules. It assumes no previous knowledge of the subject, only a knowledge of molecular quantum mechanics at the first-year graduate level. A working knowledge of traditional ab initio quantum chemistry is helpful, but not essential.Some distinguishing features of this book are: Clear exposition of the basic theory at a level to facilitate independent study. Discussion of the various versions of the theory: diffusion Monte Carlo, Green's function Monte Carlo, and release n

  19. Use of Monte Carlo Methods in brachytherapy; Uso del metodo de Monte Carlo en braquiterapia

    Energy Technology Data Exchange (ETDEWEB)

    Granero Cabanero, D.

    2015-07-01

    The Monte Carlo method has become a fundamental tool for brachytherapy dosimetry mainly because no difficulties associated with experimental dosimetry. In brachytherapy the main handicap of experimental dosimetry is the high dose gradient near the present sources making small uncertainties in the positioning of the detectors lead to large uncertainties in the dose. This presentation will review mainly the procedure for calculating dose distributions around a fountain using the Monte Carlo method showing the difficulties inherent in these calculations. In addition we will briefly review other applications of the method of Monte Carlo in brachytherapy dosimetry, as its use in advanced calculation algorithms, calculating barriers or obtaining dose applicators around. (Author)

  20. Scalable Domain Decomposed Monte Carlo Particle Transport

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-12-05

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

  1. Accelerating Hasenbusch's acceleration of hybrid Monte Carlo

    International Nuclear Information System (INIS)

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

  2. A comparison of Monte Carlo generators

    CERN Document Server

    Golan, Tomasz

    2014-01-01

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

  3. Advances in Monte Carlo computer simulation

    Science.gov (United States)

    Swendsen, Robert H.

    2011-03-01

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

  4. Monte Carlo methods beyond detailed balance

    NARCIS (Netherlands)

    Schram, Raoul D.; Barkema, Gerard T.

    2015-01-01

    Monte Carlo algorithms are nearly always based on the concept of detailed balance and ergodicity. In this paper we focus on algorithms that do not satisfy detailed balance. We introduce a general method for designing non-detailed balance algorithms, starting from a conventional algorithm satisfying

  5. Using CIPSI nodes in diffusion Monte Carlo

    CERN Document Server

    Caffarel, Michel; Giner, Emmanuel; Scemama, Anthony

    2016-01-01

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

  6. A note on simultaneous Monte Carlo tests

    DEFF Research Database (Denmark)

    Hahn, Ute

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

  7. Monte Carlo Renormalization Group: a review

    International Nuclear Information System (INIS)

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

  8. Monte Carlo simulations of fluid vesicles

    Science.gov (United States)

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

    2015-07-01

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

  9. Hybrid Monte Carlo with Chaotic Mixing

    CERN Document Server

    Kadakia, Nirag

    2016-01-01

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

  10. Monte Carlo Simulation for Particle Detectors

    CERN Document Server

    Pia, Maria Grazia

    2012-01-01

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

  11. Composite biasing in Monte Carlo radiative transfer

    CERN Document Server

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

    2016-01-01

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

  12. Monte Carlo Shell Model Mass Predictions

    International Nuclear Information System (INIS)

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

  13. Status of Monte Carlo at Los Alamos

    Energy Technology Data Exchange (ETDEWEB)

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

    1980-05-01

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

  14. Multilevel Monte Carlo Approaches for Numerical Homogenization

    KAUST Repository

    Efendiev, Yalchin R.

    2015-10-01

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

  15. Status of Monte Carlo at Los Alamos

    International Nuclear Information System (INIS)

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

  16. The lund Monte Carlo for jet fragmentation

    International Nuclear Information System (INIS)

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

  17. Autocorrelations in hybrid Monte Carlo simulations

    International Nuclear Information System (INIS)

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

  18. Simulated Annealing using Hybrid Monte Carlo

    OpenAIRE

    Salazar, Rafael; Toral, Raúl

    1997-01-01

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

  19. A Monte Carlo for BFKL Physics

    OpenAIRE

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

    2000-01-01

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

  20. Monte Carlo Simulations of Star Clusters

    CERN Document Server

    Giersz, M

    2000-01-01

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

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

    CERN Document Server

    Dumoulin, Vincent

    2014-01-01

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

  2. Lookahead Strategies for Sequential Monte Carlo

    OpenAIRE

    Lin, Ming; Chen, Rong; Liu, Jun

    2013-01-01

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

  3. 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....

  4. The Moment Guided Monte Carlo Method

    OpenAIRE

    Degond, Pierre; Dimarco, Giacomo; Pareschi, Lorenzo

    2009-01-01

    In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of suitable macroscopic moment equations. In order to guarantee that the moment equations provide the correct solutions, they are coupled to the kinetic equation through a non equilibrium term. The basic idea, on which the method relies, consists in guiding the p...

  5. Quantum Monte Carlo for vibrating molecules

    International Nuclear Information System (INIS)

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

  6. Monte Carlo dose mapping on deforming anatomy

    Science.gov (United States)

    Zhong, Hualiang; Siebers, Jeffrey V.

    2009-10-01

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

  7. A Quantum Monte Carlo Study on Mixed-Spin Chains of 1/2-1/2-1-1 and 3/2-3/2-1-1

    Institute of Scientific and Technical Information of China (English)

    XUZhao-Xin; ZHANGJun; YINGHe-Ping

    2003-01-01

    The ground-state and thermodynamic properties of quantum mixed-spin chains of 1/2-1/2-1-1 and 3/2-3/2-1-1 are investigated by a quantum Monte Carlo simulation with the loop-cluster algorithm. For 1/2-1/2-1-1 chain, we find it hastwo phases separated by an energy-gap vanishing point in the ground-state. For 3/2-3/2-1-1 chain,the numerical results show two energy-gap vanishing points isolated by different phases in its ground-state. Our calculations indicate that all these ground state phases can be understood by means of valence-bond-solid picture, and the thermodynamic behavior at finite temperatures is continuous as a function of parameter α=J2/J1.

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

    Science.gov (United States)

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

    2016-08-01

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

  9. Subtle Monte Carlo Updates in Dense Molecular Systems

    DEFF Research Database (Denmark)

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

    2012-01-01

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

  10. Advanced interacting sequential Monte Carlo sampling for inverse scattering

    Science.gov (United States)

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

    2013-09-01

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

  11. Application of stochastic approach based on Monte Carlo (MC) simulation for life cycle inventory (LCI) to the steel process chain: Case study

    Energy Technology Data Exchange (ETDEWEB)

    Bieda, Bogusław

    2014-05-01

    The purpose of the paper is to present the results of application of stochastic approach based on Monte Carlo (MC) simulation for life cycle inventory (LCI) data of Mittal Steel Poland (MSP) complex in Kraków, Poland. In order to assess the uncertainty, the software CrystalBall® (CB), which is associated with Microsoft® Excel spreadsheet model, is used. The framework of the study was originally carried out for 2005. The total production of steel, coke, pig iron, sinter, slabs from continuous steel casting (CSC), sheets from hot rolling mill (HRM) and blast furnace gas, collected in 2005 from MSP was analyzed and used for MC simulation of the LCI model. In order to describe random nature of all main products used in this study, normal distribution has been applied. The results of the simulation (10,000 trials) performed with the use of CB consist of frequency charts and statistical reports. The results of this study can be used as the first step in performing a full LCA analysis in the steel industry. Further, it is concluded that the stochastic approach is a powerful method for quantifying parameter uncertainty in LCA/LCI studies and it can be applied to any steel industry. The results obtained from this study can help practitioners and decision-makers in the steel production management. - Highlights: • The benefits of Monte Carlo simulation are examined. • The normal probability distribution is studied. • LCI data on Mittal Steel Poland (MSP) complex in Kraków, Poland dates back to 2005. • This is the first assessment of the LCI uncertainties in the Polish steel industry.

  12. An Overview of the Monte Carlo Application ToolKit (MCATK)

    Energy Technology Data Exchange (ETDEWEB)

    Trahan, Travis John [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2016-01-07

    MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library designed to build specialized applications and designed to provide new functionality in existing general-purpose Monte Carlo codes like MCNP; it was developed with Agile software engineering methodologies under the motivation to reduce costs. The characteristics of MCATK can be summarized as follows: MCATK physics – continuous energy neutron-gamma transport with multi-temperature treatment, static eigenvalue (k and α) algorithms, time-dependent algorithm, fission chain algorithms; MCATK geometry – mesh geometries, solid body geometries. MCATK provides verified, unit-tested Monte Carlo components, flexibility in Monte Carlo applications development, and numerous tools such as geometry and cross section plotters. Recent work has involved deterministic and Monte Carlo analysis of stochastic systems. Static and dynamic analysis is discussed, and the results of a dynamic test problem are given.

  13. 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.

  14. A Markov Chain Monte Carlo technique to sample transport and source parameters of Galactic cosmic rays: II. Results for the diffusion model combining B/C and radioactive nuclei

    CERN Document Server

    Putze, A; Maurin, D

    2010-01-01

    On-going measurements of the cosmic radiation (nuclear, electronic, and gamma-ray) are shedding new light on cosmic-ray physics. A comprehensive picture of these data relies on an accurate determination of the transport and source parameters of propagation models. A Markov Chain Monte Carlo is used to obtain these parameters in a diffusion model. From the measurement of the B/C ratio and radioactive cosmic-ray clocks, we calculate their probability density functions, with a special emphasis on the halo size L of the Galaxy and the local underdense bubble of size r_h. The analysis relies on the USINE code for propagation and on a Markov Chain Monte Carlo technique (Putze et al. 2009, paper I of this series) for the parameter determination. As found in previous studies, the B/C best-fit model favours diffusion/convection/reacceleration (Model III) over diffusion/reacceleration (Model II). A combined fit on B/C and the isotopic ratios (10Be/9Be, 26Al/27Al, 36Cl/Cl) leads to L ~ 8 kpc and r_h ~ 120 pc for the bes...

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

    Energy Technology Data Exchange (ETDEWEB)

    Richet, Y

    2006-12-15

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

  16. Fission Matrix Capability for MCNP Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-09-05

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

  17. Quantum Monte Carlo for vibrating molecules

    Energy Technology Data Exchange (ETDEWEB)

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

    1996-08-01

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

  18. A Monte Carlo approach to water management

    Science.gov (United States)

    Koutsoyiannis, D.

    2012-04-01

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

  19. FAST CONVERGENT MONTE CARLO RECEIVER FOR OFDM SYSTEMS

    Institute of Scientific and Technical Information of China (English)

    Wu Lili; Liao Guisheng; Bao Zheng; Shang Yong

    2005-01-01

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

  20. Modulated pulse bathymetric lidar Monte Carlo simulation

    Science.gov (United States)

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

    2015-10-01

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

  1. Monte Carlo Simulation of an American Option

    Directory of Open Access Journals (Sweden)

    Gikiri Thuo

    2007-04-01

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

  2. Discovering correlated fermions using quantum Monte Carlo.

    Science.gov (United States)

    Wagner, Lucas K; Ceperley, David M

    2016-09-01

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

  3. A Monte Carlo algorithm for degenerate plasmas

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-09-15

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

  4. Monte Carlo method in radiation transport problems

    International Nuclear Information System (INIS)

    In neutral radiation transport problems (neutrons, photons), two values are important: the flux in the phase space and the density of particles. To solve the problem with Monte Carlo method leads to, among other things, build a statistical process (called the play) and to provide a numerical value to a variable x (this attribution is called score). Sampling techniques are presented. Play biasing necessity is proved. A biased simulation is made. At last, the current developments (rewriting of programs for instance) are presented due to several reasons: two of them are the vectorial calculation apparition and the photon and neutron transport in vacancy media

  5. The Moment Guided Monte Carlo Method

    CERN Document Server

    Degond, Pierre; Pareschi, Lorenzo

    2009-01-01

    In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of suitable macroscopic moment equations. In order to guarantee that the moment equations provide the correct solutions, they are coupled to the kinetic equation through a non equilibrium term. The basic idea, on which the method relies, consists in guiding the particle positions and velocities through moment equations so that the concurrent solution of the moment and kinetic models furnishes the same macroscopic quantities.

  6. by means of FLUKA Monte Carlo method

    Directory of Open Access Journals (Sweden)

    Ermis Elif Ebru

    2015-01-01

    Full Text Available Calculations of gamma-ray mass attenuation coefficients of various detector materials (crystals were carried out by means of FLUKA Monte Carlo (MC method at different gamma-ray energies. NaI, PVT, GSO, GaAs and CdWO4 detector materials were chosen in the calculations. Calculated coefficients were also compared with the National Institute of Standards and Technology (NIST values. Obtained results through this method were highly in accordance with those of the NIST values. It was concluded from the study that FLUKA MC method can be an alternative way to calculate the gamma-ray mass attenuation coefficients of the detector materials.

  7. Exascale Monte Carlo R&D

    Energy Technology Data Exchange (ETDEWEB)

    Marcus, Ryan C. [Los Alamos National Laboratory

    2012-07-24

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

  8. Discovering correlated fermions using quantum Monte Carlo

    Science.gov (United States)

    Wagner, Lucas K.; Ceperley, David M.

    2016-09-01

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

  9. Monte Carlo simulations for heavy ion dosimetry

    OpenAIRE

    Geithner, Oksana

    2006-01-01

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

  10. Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities

    KAUST Repository

    Cheon, Sooyoung

    2013-02-16

    Importance sampling and Markov chain Monte Carlo methods have been used in exact inference for contingency tables for a long time, however, their performances are not always very satisfactory. In this paper, we propose a stochastic approximation Monte Carlo importance sampling (SAMCIS) method for tackling this problem. SAMCIS is a combination of adaptive Markov chain Monte Carlo and importance sampling, which employs the stochastic approximation Monte Carlo algorithm (Liang et al., J. Am. Stat. Assoc., 102(477):305-320, 2007) to draw samples from an enlarged reference set with a known Markov basis. Compared to the existing importance sampling and Markov chain Monte Carlo methods, SAMCIS has a few advantages, such as fast convergence, ergodicity, and the ability to achieve a desired proportion of valid tables. The numerical results indicate that SAMCIS can outperform the existing importance sampling and Markov chain Monte Carlo methods: It can produce much more accurate estimates in much shorter CPU time than the existing methods, especially for the tables with high degrees of freedom. © 2013 Springer Science+Business Media New York.

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

    Energy Technology Data Exchange (ETDEWEB)

    Soran, P.D.

    1988-06-28

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

  12. Cell-veto Monte Carlo algorithm for long-range systems

    Science.gov (United States)

    Kapfer, Sebastian C.; Krauth, Werner

    2016-09-01

    We present a rigorous efficient event-chain Monte Carlo algorithm for long-range interacting particle systems. Using a cell-veto scheme within the factorized Metropolis algorithm, we compute each single-particle move with a fixed number of operations. For slowly decaying potentials such as Coulomb interactions, screening line charges allow us to take into account periodic boundary conditions. We discuss the performance of the cell-veto Monte Carlo algorithm for general inverse-power-law potentials, and illustrate how it provides a new outlook on one of the prominent bottlenecks in large-scale atomistic Monte Carlo simulations.

  13. Quasi-Monte Carlo methods for lattice systems: a first look

    CERN Document Server

    Jansen, K; Nube, A; Griewank, A; Müller-Preussker, M

    2013-01-01

    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 1/Sqrt(N), 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 1/N. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling.

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

    International Nuclear Information System (INIS)

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Billoire, A.

    1991-12-31

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

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

    International Nuclear Information System (INIS)

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2010-11-17

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

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

    International Nuclear Information System (INIS)

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

  19. Alternative Monte Carlo Approach for General Global Illumination

    Institute of Scientific and Technical Information of China (English)

    徐庆; 李朋; 徐源; 孙济洲

    2004-01-01

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

  20. Combinatorial nuclear level density by a Monte Carlo method

    OpenAIRE

    Cerf, N.

    1993-01-01

    We present a new combinatorial method for the calculation of the nuclear level density. It is based on a Monte Carlo technique, in order to avoid a direct counting procedure which is generally impracticable for high-A nuclei. The Monte Carlo simulation, making use of the Metropolis sampling scheme, allows a computationally fast estimate of the level density for many fermion systems in large shell model spaces. We emphasize the advantages of this Monte Carlo approach, particularly concerning t...

  1. THE MCNPX MONTE CARLO RADIATION TRANSPORT CODE

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-01-10

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

  2. Quantum Monte Carlo for atoms and molecules

    International Nuclear Information System (INIS)

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

  3. Monte Carlo generators in ATLAS software

    International Nuclear Information System (INIS)

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

  4. Reactor perturbation calculations by Monte Carlo methods

    International Nuclear Information System (INIS)

    Whilst Monte Carlo methods are useful for reactor calculations involving complicated geometry, it is difficult to apply them to the calculation of perturbation worths because of the large amount of computing time needed to obtain good accuracy. Various ways of overcoming these difficulties are investigated in this report, with the problem of estimating absorbing control rod worths particularly in mind. As a basis for discussion a method of carrying out multigroup reactor calculations by Monte Carlo methods is described. Two methods of estimating a perturbation worth directly, without differencing two quantities of like magnitude, are examined closely but are passed over in favour of a third method based on a correlation technique. This correlation method is described, and demonstrated by a limited range of calculations for absorbing control rods in a fast reactor. In these calculations control rod worths of between 1% and 7% in reactivity are estimated to an accuracy better than 10% (3 standard errors) in about one hour's computing time on the English Electric KDF.9 digital computer. (author)

  5. Non-Arrhenius temperature dependence of the island density of one-dimensional Al chains on Si(100): A kinetic Monte Carlo study

    Energy Technology Data Exchange (ETDEWEB)

    Albia, Jason R.; Albao, Marvin A., E-mail: maalbao@uplb.edu.ph [Institute of Mathematical Sciences and Physics, University of the Philippines Los Baños, Los Baños 4031 (Philippines)

    2015-03-15

    Classical nucleation theory predicts that the evolution of mean island density with temperature during growth in one-dimensional systems obeys the Arrhenius relation. In this study, kinetic Monte Carlo simulations of a suitable atomistic lattice-gas model were performed to investigate the experimentally observed non-Arrhenius scaling behavior of island density in the case of one-dimensional Al islands grown on Si(100). Previously, it was proposed that adatom desorption resulted in a transition temperature signaling the departure from classical predictions. Here, the authors demonstrate that desorption above the transition temperature is not possible. Instead, the authors posit that the existence of a transition temperature is due to a combination of factors such as reversibility of island growth, presence of C-defects, adatom diffusion rates, as well as detachment rates at island ends. In addition, the authors show that the anomalous non-Arrhenius behavior vanishes when adatom binds irreversibly with C-defects as observed in In on Si(100) studies.

  6. Application of stochastic approach based on Monte Carlo (MC) simulation for life cycle inventory (LCI) to the steel process chain: case study.

    Science.gov (United States)

    Bieda, Bogusław

    2014-05-15

    The purpose of the paper is to present the results of application of stochastic approach based on Monte Carlo (MC) simulation for life cycle inventory (LCI) data of Mittal Steel Poland (MSP) complex in Kraków, Poland. In order to assess the uncertainty, the software CrystalBall® (CB), which is associated with Microsoft® Excel spreadsheet model, is used. The framework of the study was originally carried out for 2005. The total production of steel, coke, pig iron, sinter, slabs from continuous steel casting (CSC), sheets from hot rolling mill (HRM) and blast furnace gas, collected in 2005 from MSP was analyzed and used for MC simulation of the LCI model. In order to describe random nature of all main products used in this study, normal distribution has been applied. The results of the simulation (10,000 trials) performed with the use of CB consist of frequency charts and statistical reports. The results of this study can be used as the first step in performing a full LCA analysis in the steel industry. Further, it is concluded that the stochastic approach is a powerful method for quantifying parameter uncertainty in LCA/LCI studies and it can be applied to any steel industry. The results obtained from this study can help practitioners and decision-makers in the steel production management. PMID:24290145

  7. Metrics for Diagnosing Undersampling in Monte Carlo Tally Estimates

    International Nuclear Information System (INIS)

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

  8. A Hybrid Monte Carlo Ant Colony Optimization Approach for Protein Structure Prediction in the HP Model

    OpenAIRE

    Giancarlo Mauri; Citrolo, Andrea G.

    2013-01-01

    The hydrophobic-polar (HP) model has been widely studied in the field of protein structure prediction (PSP) both for theoretical purposes and as a benchmark for new optimization strategies. In this work we introduce a new heuristics based on Ant Colony Optimization (ACO) and Markov Chain Monte Carlo (MCMC) that we called Hybrid Monte Carlo Ant Colony Optimization (HMCACO). We describe this method and compare results obtained on well known HP instances in the 3 dimensional cubic lattice to tho...

  9. An evolutionary Monte Carlo algorithm for identifying short adjacent repeats in multiple sequences

    OpenAIRE

    Li, VOK; Xu, J.; li, Q.; X. Fan; Li, SYR

    2010-01-01

    Evolutionary Monte Carlo (EMC) algorithm is an effective and powerful method to sample complicated distributions. Short adjacent repeats identification problem (SARIP), i.e., searching for the common sequence pattern in multiple DNA sequences, is considered as one of the key challenges in the field of bioinformatics. A recently proposed Markov chain Monte Carlo (MCMC) algorithm has demonstrated its effectiveness in solving SARIP. However, high computation time and inevitable local optima hind...

  10. Morse Monte Carlo Radiation Transport Code System

    Energy Technology Data Exchange (ETDEWEB)

    Emmett, M.B.

    1975-02-01

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

  11. Monte Carlo Implementation of Polarized Hadronization

    CERN Document Server

    Matevosyan, Hrayr H; Thomas, Anthony W

    2016-01-01

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

  12. Commensurabilities between ETNOs: a Monte Carlo survey

    CERN Document Server

    Marcos, C de la Fuente

    2016-01-01

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

  13. Hybrid algorithms in quantum Monte Carlo

    International Nuclear Information System (INIS)

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

  14. Nuclear reactions in Monte Carlo codes

    CERN Document Server

    Ferrari, Alfredo

    2002-01-01

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

  15. Monte Carlo modeling and meteor showers

    International Nuclear Information System (INIS)

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

  16. Monte Carlo modeling and meteor showers

    Science.gov (United States)

    Kulikova, N. V.

    1987-08-01

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

  17. Monte Carlo Exploration of Warped Higgsless Models

    CERN Document Server

    Hewett, J L; Rizzo, T G

    2004-01-01

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

  18. Variable length trajectory compressible hybrid Monte Carlo

    CERN Document Server

    Nishimura, Akihiko

    2016-01-01

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

  19. Monte Carlo Code System Development for Liquid Metal Reactor

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Chang Hyo; Shim, Hyung Jin; Han, Beom Seok; Park, Ho Jin; Park, Dong Gyu [Seoul National University, Seoul (Korea, Republic of)

    2007-03-15

    We have implemented the composition cell class and the use cell to MCCARD for hierarchy input processing. For the inputs of KALlMER-600 core consisted of 336 assemblies, we require the geometric data of 91,056 pin cells. Using hierarchy input processing, it was observed that the system geometries are correctly handled with the geometric data of total 611 cells; 2 cells for fuel rods, 2 cells for guide holes, 271 translation cells for rods, and 336 translation cells for assemblies. We have developed monte carlo decay-chain models based on decay chain model of REBUS code for liquid metal reactor analysis. Using developed decay-chain models, the depletion analysis calculations have performed for the homogeneous and heterogeneous model of KALlMER-600. The k-effective for the depletion analysis agrees well with that of REBUS code. and the developed decay chain models shows more efficient performance for time and memories, as compared with the existing decay chain model The chi-square criterion has been developed to diagnose the temperature convergence for the MC TjH feedback calculations. From the application results to the KALlMER pin and fuel assembly problem, it is observed that the new criterion works well Wc have applied the high efficiency variance reduction technique by splitting Russian roulette to estimate the PPPF of the KALIMER core at BOC. The PPPF of KALlMER core at BOC is 1.235({+-}0.008). The developed technique shows four time faster calculation, as compared with the existin2 calculation Subject Keywords Monte Carlo

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

    CERN Document Server

    Wagner, Lucas K; Mitas, Lubos

    2007-01-01

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

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

    Science.gov (United States)

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

    2007-12-01

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

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

    International Nuclear Information System (INIS)

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

  3. Neutron point-flux calculation by Monte Carlo

    International Nuclear Information System (INIS)

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

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

    CERN Document Server

    Caciulescu, Alexandru Razvan

    2016-01-01

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

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

    NARCIS (Netherlands)

    Raedt, H. De

    1992-01-01

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

  6. Practical schemes for accurate forces in quantum Monte Carlo

    NARCIS (Netherlands)

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

    2014-01-01

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

  7. Monte Carlo modelling of TRIGA research reactor

    Science.gov (United States)

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

    2010-10-01

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

  8. Accelerated GPU based SPECT Monte Carlo simulations

    Science.gov (United States)

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

    2016-06-01

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

  9. Criticality benchmarking of ANET Monte Carlo code

    International Nuclear Information System (INIS)

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

  10. Calibration of environmental radionuclide transfer models using a Bayesian approach with Markov chain Monte Carlo simulations and model comparisons - Calibration of radionuclides transfer models in the environment using a Bayesian approach with Markov chain Monte Carlo simulation and comparison of models

    Energy Technology Data Exchange (ETDEWEB)

    Nicoulaud-Gouin, V.; Giacalone, M.; Gonze, M.A. [Institut de Radioprotection et de Surete Nucleaire-PRP-ENV/SERIS/LM2E (France); Martin-Garin, A.; Garcia-Sanchez, L. [IRSN-PRP-ENV/SERIS/L2BT (France)

    2014-07-01

    Calibration of transfer models according to observation data is a challenge, especially if parameters uncertainty is required, and if competing models should be decided between them. Generally two main calibration methods are used: The frequentist approach in which the unknown parameter of interest is supposed fixed and its estimation is based on the data only. In this category, least squared method has many restrictions in nonlinear models and competing models need to be nested in order to be compared. The bayesian inference in which the unknown parameter of interest is supposed random and its estimation is based on the data and on prior information. Compared to frequentist method, it provides probability density functions and therefore pointwise estimation with credible intervals. However, in practical cases, Bayesian inference is a complex problem of numerical integration, which explains its low use in operational modeling including radioecology. This study aims to illustrate the interest and feasibility of Bayesian approach in radioecology particularly in the case of ordinary differential equations with non-constant coefficients models, which cover most radiological risk assessment models, notably those implemented in the Symbiose platform (Gonze et al, 2010). Markov Chain Monte Carlo (MCMC) method (Metropolis et al., 1953) was used because the posterior expectations are intractable integrals. The invariant distribution of the parameters was performed by the metropolis-Hasting algorithm (Hastings, 1970). GNU-MCSim software (Bois and Maszle, 2011) a bayesian hierarchical framework, was used to deal with nonlinear differential models. Two case studies including this type of model were investigated: An Equilibrium Kinetic sorption model (EK) (e.g. van Genuchten et al, 1974), with experimental data concerning {sup 137}Cs and {sup 85}Sr sorption and desorption in different soils studied in stirred flow-through reactors. This model, generalizing the K{sub d} approach

  11. Hybrid SN/Monte Carlo research and results

    International Nuclear Information System (INIS)

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

  12. Reconstruction of Monte Carlo replicas from Hessian parton distributions

    CERN Document Server

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

    2016-01-01

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

  13. Problems in radiation shielding calculations with Monte Carlo methods

    International Nuclear Information System (INIS)

    The Monte Carlo method is a very useful tool for solving a large class of radiation transport problem. In contrast with deterministic method, geometric complexity is a much less significant problem for Monte Carlo calculations. However, the accuracy of Monte Carlo calculations is of course, limited by statistical error of the quantities to be estimated. In this report, we point out some typical problems to solve a large shielding system including radiation streaming. The Monte Carlo coupling technique was developed to settle such a shielding problem accurately. However, the variance of the Monte Carlo results using the coupling technique of which detectors were located outside the radiation streaming, was still not enough. So as to bring on more accurate results for the detectors located outside the streaming and also for a multi-legged-duct streaming problem, a practicable way of ''Prism Scattering technique'' is proposed in the study. (author)

  14. Quantum Monte Carlo methods algorithms for lattice models

    CERN Document Server

    Gubernatis, James; Werner, Philipp

    2016-01-01

    Featuring detailed explanations of the major algorithms used in quantum Monte Carlo simulations, this is the first textbook of its kind to provide a pedagogical overview of the field and its applications. The book provides a comprehensive introduction to the Monte Carlo method, its use, and its foundations, and examines algorithms for the simulation of quantum many-body lattice problems at finite and zero temperature. These algorithms include continuous-time loop and cluster algorithms for quantum spins, determinant methods for simulating fermions, power methods for computing ground and excited states, and the variational Monte Carlo method. Also discussed are continuous-time algorithms for quantum impurity models and their use within dynamical mean-field theory, along with algorithms for analytically continuing imaginary-time quantum Monte Carlo data. The parallelization of Monte Carlo simulations is also addressed. This is an essential resource for graduate students, teachers, and researchers interested in ...

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

    CERN Document Server

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

    2001-01-01

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

  16. Collision of Physics and Software in the Monte Carlo Application Toolkit (MCATK)

    International Nuclear Information System (INIS)

    The topic is presented in a series of slides organized as follows: MCATK overview, development strategy, available algorithms, problem modeling (sources, geometry, data, tallies), parallelism, miscellaneous tools/features, example MCATK application, recent areas of research, and summary and future work. MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library with continuous energy neutron and photon transport. Designed to build specialized applications and to provide new functionality in existing general-purpose Monte Carlo codes like MCNP, it reads ACE formatted nuclear data generated by NJOY. The motivation behind MCATK was to reduce costs. MCATK physics involves continuous energy neutron & gamma transport with multi-temperature treatment, static eigenvalue (keff and α) algorithms, time-dependent algorithm, and fission chain algorithms. MCATK geometry includes mesh geometries and solid body geometries. MCATK provides verified, unit-test Monte Carlo components, flexibility in Monte Carlo application development, and numerous tools such as geometry and cross section plotters.

  17. A hybrid Monte Carlo and response matrix Monte Carlo method in criticality calculation

    International Nuclear Information System (INIS)

    Full core calculations are very useful and important in reactor physics analysis, especially in computing the full core power distributions, optimizing the refueling strategies and analyzing the depletion of fuels. To reduce the computing time and accelerate the convergence, a method named Response Matrix Monte Carlo (RMMC) method based on analog Monte Carlo simulation was used to calculate the fixed source neutron transport problems in repeated structures. To make more accurate calculations, we put forward the RMMC method based on non-analog Monte Carlo simulation and investigate the way to use RMMC method in criticality calculations. Then a new hybrid RMMC and MC (RMMC+MC) method is put forward to solve the criticality problems with combined repeated and flexible geometries. This new RMMC+MC method, having the advantages of both MC method and RMMC method, can not only increase the efficiency of calculations, also simulate more complex geometries rather than repeated structures. Several 1-D numerical problems are constructed to test the new RMMC and RMMC+MC method. The results show that RMMC method and RMMC+MC method can efficiently reduce the computing time and variations in the calculations. Finally, the future research directions are mentioned and discussed at the end of this paper to make RMMC method and RMMC+MC method more powerful. (authors)

  18. The computation of Greeks with multilevel Monte Carlo

    OpenAIRE

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

    2014-01-01

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

  19. Recent advances and future prospects for Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Brown, Forrest B [Los Alamos National Laboratory

    2010-01-01

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

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

    International Nuclear Information System (INIS)

    If you have ever given up on a nuclear criticality calculation and terminated it because it took so long to converge, you might find this thesis of interest. The author develops three methods for improving the fission source convergence in nuclear criticality calculations for physical systems with high dominance ratios for which convergence is slow. The Fission Matrix Acceleration Method and the Fission Diffusion Synthetic Acceleration (FDSA) Method are acceleration methods that speed fission source convergence for both Monte Carlo and deterministic methods. The third method is a hybrid Monte Carlo method that also converges for difficult problems where the unaccelerated Monte Carlo method fails. The author tested the feasibility of all three methods in a test bed consisting of idealized problems. He has successfully accelerated fission source convergence in both deterministic and Monte Carlo criticality calculations. By filtering statistical noise, he has incorporated deterministic attributes into the Monte Carlo calculations in order to speed their source convergence. He has used both the fission matrix and a diffusion approximation to perform unbiased accelerations. The Fission Matrix Acceleration method has been implemented in the production code MCNP and successfully applied to a real problem. When the unaccelerated calculations are unable to converge to the correct solution, they cannot be accelerated in an unbiased fashion. A Hybrid Monte Carlo method weds Monte Carlo and a modified diffusion calculation to overcome these deficiencies. The Hybrid method additionally possesses reduced statistical errors

  1. 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.

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

    KAUST Repository

    Martinez, Josue G.

    2010-06-01

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

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

    Directory of Open Access Journals (Sweden)

    Arnaud Dufays

    2016-03-01

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

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

    International Nuclear Information System (INIS)

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

  5. 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

  6. Finding Planet Nine: a Monte Carlo approach

    CERN Document Server

    Marcos, C de la Fuente

    2016-01-01

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

  7. Monte Carlo Production Management at CMS

    CERN Document Server

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

    2015-01-01

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

  8. Monte Carlo simulations for focusing elliptical guides

    Energy Technology Data Exchange (ETDEWEB)

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

    2009-07-01

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

  9. Linear Scaling Quantum Monte Carlo Calculations

    Science.gov (United States)

    Williamson, Andrew

    2002-03-01

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

  10. Diffusion Monte Carlo in internal coordinates.

    Science.gov (United States)

    Petit, Andrew S; McCoy, Anne B

    2013-08-15

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

  11. Commensurabilities between ETNOs: a Monte Carlo survey

    Science.gov (United States)

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

    2016-07-01

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

  12. Monte Carlo simulations for heavy ion dosimetry

    Energy Technology Data Exchange (ETDEWEB)

    Geithner, O.

    2006-07-26

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

  13. 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.

  14. Monte Carlo study of nanowire magnetic properties

    Institute of Scientific and Technical Information of China (English)

    R.Masrour; L.Bahmad; A.Benyoussef

    2013-01-01

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

  15. Monte Carlo Simulation of River Meander Modelling

    Science.gov (United States)

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

    2010-12-01

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

  16. Monte Carlo Production Management at CMS

    Science.gov (United States)

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

    2015-12-01

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

  17. Measuring Berry curvature with quantum Monte Carlo

    CERN Document Server

    Kolodrubetz, Michael

    2014-01-01

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

  18. Monte Carlo Simulations of the Photospheric Process

    CERN Document Server

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

    2015-01-01

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

  19. Monte Carlo method application to shielding calculations

    International Nuclear Information System (INIS)

    CANDU spent fuel discharged from the reactor core contains Pu, so it must be stressed in two directions: tracing for the fuel reactivity in order to prevent critical mass formation and personnel protection during the spent fuel manipulation. The basic tasks accomplished by the shielding calculations in a nuclear safety analysis consist in dose rates calculations in order to prevent any risks both for personnel protection and impact on the environment during the spent fuel manipulation, transport and storage. To perform photon dose rates calculations the Monte Carlo MORSE-SGC code incorporated in SAS4 sequence from SCALE system was used. The paper objective was to obtain the photon dose rates to the spent fuel transport cask wall, both in radial and axial directions. As source of radiation one spent CANDU fuel bundle was used. All the geometrical and material data related to the transport cask were considered according to the shipping cask type B model, whose prototype has been realized and tested in the Institute for Nuclear Research Pitesti. (authors)

  20. 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. ...

  1. Parallel Monte Carlo simulation of aerosol dynamics

    KAUST Repository

    Zhou, K.

    2014-01-01

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

  2. Monte Carlo computations of the hadronic mass spectrum

    International Nuclear Information System (INIS)

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

  3. Monte Carlo techniques for analyzing deep penetration problems

    Energy Technology Data Exchange (ETDEWEB)

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

    1985-01-01

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

  4. An Introduction to Multilevel Monte Carlo for Option Valuation

    CERN Document Server

    Higham, Desmond J

    2015-01-01

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

  5. Monte Carlo techniques for analyzing deep penetration problems

    International Nuclear Information System (INIS)

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

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

    International Nuclear Information System (INIS)

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

  7. An Efficient Approach to Ab Initio Monte Carlo Simulation

    CERN Document Server

    Leiding, Jeff

    2013-01-01

    We present a Nested Markov Chain Monte Carlo (NMC) scheme for building equilibrium averages based on accurate potentials such as density functional theory. Metropolis sampling of a reference system, defined by an inexpensive but approximate potential, is used to substantially decorrelate configurations at which the potential of interest is evaluated, thereby dramatically reducing the number needed to build ensemble averages at a given level of precision. The efficiency of this procedure is maximized on-the-fly through variation of the reference system thermodynamic state (characterized here by its inverse temperature \\beta^0), which is otherwise unconstrained. Local density approximation (LDA) results are presented for shocked states in argon at pressures from 4 to 60 GPa. Depending on the quality of the reference potential, the acceptance probability is enhanced by factors of 1.2-28 relative to unoptimized NMC sampling, and the procedure's efficiency is found to be competitive with that of standard ab initio...

  8. Titrating Polyelectrolytes - Variational Calculations and Monte Carlo Simulations

    CERN Document Server

    Jönsson, B; Peterson, C; Sommelius, O; Söderberg, B

    1995-01-01

    Variational methods are used to calculate structural and thermodynamical properties of a titrating polyelectrolyte in a discrete representation. The Coulomb interactions are emulated by harmonic repulsive forces, the force constants being used as variational parameters to minimize the free energy. For the titrating charges, a mean field approach is used. The accuracy is tested against Monte Carlo data for up to 1000 monomers. For an unscreened chain, excellent agreement is obtained for the end-to-end distance and the apparent dissociation constant. With screening, the thermodynamical properties are invariably well described, although the structural agreement deteriorates. A very simple rigid-rod approximation is also considered, giving surprisingly good results for certain properties.

  9. Proton therapy Monte Carlo SRNA-VOX code

    OpenAIRE

    Ilić Radovan D.

    2012-01-01

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

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

    CERN Document Server

    Delyon, François; Holzmann, Markus

    2016-01-01

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

  11. HISTORY AND TERRITORY HEURISTICS FOR MONTE CARLO GO

    OpenAIRE

    BRUNO BOUZY

    2006-01-01

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

  12. Identification of Logical Errors through Monte-Carlo Simulation

    CERN Document Server

    Emmett, Hilary L

    2010-01-01

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

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

    OpenAIRE

    Euget, Thomas

    2012-01-01

    This paper presents a new efficient way to reduce the variance of an estimator of popular payoffs and greeks encounter in financial mathematics. The idea is to apply Importance Sampling with the Multilevel Monte Carlo recently introduced by M.B. Giles. So far, Importance Sampling was proved successful in combination with standard Monte Carlo method. We will show efficiency of our approach on the estimation of financial derivatives prices and then on the estimation of Greeks (i.e. sensitivitie...

  14. On the inner workings of Monte Carlo codes

    OpenAIRE

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

    2013-01-01

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

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

    CERN Document Server

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

    2010-01-01

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

  16. 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.

  17. Monte Carlo Simulation of Optical Properties of Wake Bubbles

    Institute of Scientific and Technical Information of China (English)

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

    2007-01-01

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

  18. Monte Carlo methods and applications in nuclear physics

    International Nuclear Information System (INIS)

    Monte Carlo methods for studying few- and many-body quantum systems are introduced, with special emphasis given to their applications in nuclear physics. Variational and Green's function Monte Carlo methods are presented in some detail. The status of calculations of light nuclei is reviewed, including discussions of the three-nucleon-interaction, charge and magnetic form factors, the coulomb sum rule, and studies of low-energy radiative transitions. 58 refs., 12 figs

  19. A Particle Population Control Method for Dynamic Monte Carlo

    Science.gov (United States)

    Sweezy, Jeremy; Nolen, Steve; Adams, Terry; Zukaitis, Anthony

    2014-06-01

    A general particle population control method has been derived from splitting and Russian Roulette for dynamic Monte Carlo particle transport. A well-known particle population control method, known as the particle population comb, has been shown to be a special case of this general method. This general method has been incorporated in Los Alamos National Laboratory's Monte Carlo Application Toolkit (MCATK) and examples of it's use are shown for both super-critical and sub-critical systems.

  20. Monte Carlo simulation of large electron fields

    Science.gov (United States)

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

    2008-03-01

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

  1. Monte Carlo Volcano Seismic Moment Tensors

    Science.gov (United States)

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

    2015-12-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Pevey, Ronald E.

    2005-09-15

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

  3. Monte Carlo Simulation for the Adsorption of Symmetric Triblock Copolymers

    Institute of Scientific and Technical Information of China (English)

    彭昌军; 李健康; 刘洪来; 胡英

    2004-01-01

    The adsorption behavior of symmetric triblock copolymers, Am/2BnAm/2, from a nonselective solvent at solid-liquid interface has been studied by Monte Carlo simulations on a simple lattice model. Either segment A or segment B is attractive, while the other is non-attractive to the surface. Influences of the adsorption energy,bulk concentration, chain composition and chain length on the microstructure of adsorbed layers are presented.The results show that the total surface coverage and the adsorption amount increases monotonically as the bulk concentration increases. The larger the adsorption energy and the higher the fraction of adsorbing segments, the higher the total surface coverage is exhibited. The product of surface coverage and the proportion of non-attractive segments are nearly independent of the chain length, and the logarithm of the adsorption amount is a linear function of the reciprocal of the reduced temperature. When the adsorption energy is larger, the adsorption amount exhibits a maximum as the fraction of adsorbing segment increases. The adsorption isotherms of copolymers with different length of non-attractive segments can be mapped onto a single curve under given adsorption energy. The adsorption layer thickness decreases as the adsorption energy and the fraction of adsorbing segments increases, but it increhses as the length of non-attractive segments increases. The tails mainly govern the adsorption layer thickness.

  4. Development of margin assessment methodology of decay heat removal function against external hazards. (4) Event sequence assessment based on continuous Markov chain Monte Carlo method with plant dynamics analysis

    International Nuclear Information System (INIS)

    Margin assessment of a nuclear power plant against external hazards is one of the most important issues after Fukushima Dai-ichi Nuclear Power Plant Accident. In general, an event tree (ET) method is applied to investigate the margin and the effectiveness of countermeasures against the hazard in which a scenario of the plant status and the timing of the countermeasures are determined and a success or failure probability of each event or countermeasure is assumed mainly based on an engineering judgment. In order to investigate the plant dynamics during the scenario examined in the ET method, a numerical simulation is carried out in accordance to the sequentially-presented events. However, a number of scenarios are depicted potentially in a real situation. In the present paper, a new approach has been developed to assess the plant status during external hazards and countermeasures against them in operation quantitatively and stochastically by taking possible scenarios into account. For this purpose, a Continuous Markov chain Monte Carlo (CMMC) method is applied. Furthermore, a preliminary event sequence assessment has been carried out under the condition of deep snow in a loop type sodium cooled fast reactor. (author)

  5. Application of Bayesian population physiologically based pharmacokinetic (PBPK) modeling and Markov chain Monte Carlo simulations to pesticide kinetics studies in protected marine mammals: DDT, DDE, and DDD in harbor porpoises.

    Science.gov (United States)

    Weijs, Liesbeth; Yang, Raymond S H; Das, Krishna; Covaci, Adrian; Blust, Ronny

    2013-05-01

    Physiologically based pharmacokinetic (PBPK) modeling in marine mammals is a challenge because of the lack of parameter information and the ban on exposure experiments. To minimize uncertainty and variability, parameter estimation methods are required for the development of reliable PBPK models. The present study is the first to develop PBPK models for the lifetime bioaccumulation of p,p'-DDT, p,p'-DDE, and p,p'-DDD in harbor porpoises. In addition, this study is also the first to apply the Bayesian approach executed with Markov chain Monte Carlo simulations using two data sets of harbor porpoises from the Black and North Seas. Parameters from the literature were used as priors for the first "model update" using the Black Sea data set, the resulting posterior parameters were then used as priors for the second "model update" using the North Sea data set. As such, PBPK models with parameters specific for harbor porpoises could be strengthened with more robust probability distributions. As the science and biomonitoring effort progress in this area, more data sets will become available to further strengthen and update the parameters in the PBPK models for harbor porpoises as a species anywhere in the world. Further, such an approach could very well be extended to other protected marine mammals.

  6. Implementation of a Markov Chain Monte Carlo method to inorganic aerosol modeling of observations from the MCMA-2003 campaign – Part I: Model description and application to the La Merced site

    Directory of Open Access Journals (Sweden)

    F. M. San Martini

    2006-01-01

    Full Text Available The equilibrium inorganic aerosol model ISORROPIA was embedded in a Markov Chain Monte Carlo algorithm to develop a powerful tool to analyze aerosol data and predict gas phase concentrations where these are unavailable. The method directly incorporates measurement uncertainty, prior knowledge, and provides a formal framework to combine measurements of different quality. The method was applied to particle- and gas-phase precursor observations taken at La Merced during the Mexico City Metropolitan Area (MCMA 2003 Field Campaign and served to discriminate between diverging gas-phase observations of ammonia and predict gas-phase concentrations of hydrochloric acid. The model reproduced observations of particle-phase ammonium, nitrate, and sulfate well. The most likely concentrations of ammonia were found to vary between 4 and 26 ppbv, while the range for nitric acid was 0.1 to 55 ppbv. During periods where the aerosol chloride observations were consistently above the detection limit, the model was able to reproduce the aerosol chloride observations well and predicted the most likely gas-phase hydrochloric acid concentration varied between 0.4 and 5 ppbv. Despite the high ammonia concentrations observed and predicted by the model, when the aerosols were assumed to be in the efflorescence branch they are predicted to be acidic (pH~3.

  7. 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.

  8. Concepts and Plans towards fast large scale Monte Carlo production for the ATLAS Experiment

    CERN Document Server

    Chapman, J; Duehrssen, M; Elsing, M; Froidevaux, D; Harrington, R; Jansky, R; Langenberg, R; Mandrysch, R; Marshall, Z; Ritsch, E; Salzburger, A

    2014-01-01

    The huge success of the physics program of the ATLAS experiment at the Large Hadron Collider (LHC) during run I relies upon a great number of simulated Monte Carlo events. This Monte Carlo production takes the biggest part of the computing resources being in use by ATLAS as of now. In this document we describe the plans to overcome the computing resource limitations for large scale Monte Carlo production in the ATLAS Experiment for run II, and beyond. A number of fast detector simulation, digitization and reconstruction techniques and are being discussed, based upon a new flexible detector simulation framework. To optimally benefit from these developments, a redesigned ATLAS MC production chain is presented at the end of this document.

  9. Concepts and Plans towards fast large scale Monte Carlo production for the ATLAS Experiment

    Science.gov (United States)

    Ritsch, E.; Atlas Collaboration

    2014-06-01

    The huge success of the physics program of the ATLAS experiment at the Large Hadron Collider (LHC) during Run 1 relies upon a great number of simulated Monte Carlo events. This Monte Carlo production takes the biggest part of the computing resources being in use by ATLAS as of now. In this document we describe the plans to overcome the computing resource limitations for large scale Monte Carlo production in the ATLAS Experiment for Run 2, and beyond. A number of fast detector simulation, digitization and reconstruction techniques are being discussed, based upon a new flexible detector simulation framework. To optimally benefit from these developments, a redesigned ATLAS MC production chain is presented at the end of this document.

  10. Monte Carlo treatment planning for photon and electron beams

    Science.gov (United States)

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

    2007-04-01

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

  11. An unbiased Hessian representation for Monte Carlo PDFs

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-08-15

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

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

    Science.gov (United States)

    Yamamoto, Toshihiro; Sakamoto, Hiroki

    2016-04-01

    A frequency domain Monte Carlo method is applied to near-infrared optical tomography, where an intensity-modulated light source with a given modulation frequency is used to reconstruct optical properties. The frequency domain reconstruction technique allows for better separation between the scattering and absorption properties of inclusions, even for ill-posed inverse problems, due to cross-talk between the scattering and absorption reconstructions. The frequency domain Monte Carlo calculation for light transport in an absorbing and scattering medium has thus far been analyzed mostly for the reconstruction of optical properties in simple layered tissues. This study applies a Monte Carlo calculation algorithm, which can handle complex-valued particle weights for solving a frequency domain transport equation, to optical tomography in two-dimensional heterogeneous tissues. The Jacobian matrix that is needed to reconstruct the optical properties is obtained by a first-order "differential operator" technique, which involves less variance than the conventional "correlated sampling" technique. The numerical examples in this paper indicate that the newly proposed Monte Carlo method provides reconstructed results for the scattering and absorption coefficients that compare favorably with the results obtained from conventional deterministic or Monte Carlo methods.

  13. Parallel MCNP Monte Carlo transport calculations with MPI

    International Nuclear Information System (INIS)

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

  14. Monte Carlo Simulations of Necrotic Cell Targeted Alpha Therapy

    International Nuclear Information System (INIS)

    Full text: Hypoxic tumour cells are radioresistant and are significant contributors to the locoregional recurrences and distant metastases that mark treatment failure. Due to restricted circulatory supply, hypoxic tumor cells frequently become necrotic and thus necrotic areas often lie near hypoxic tumour areas. In this study we investigate the feasibility of binding an alpha-emitting conjugate to necrotic cells located in the proximity of hypoxic, viable tumour cells. Monte Carlo radiation transport simulations were performed to investigate the dose distribution resulting from the thorium 227 (Th227) decay chain in a representative tumour geometry. The Geant4 software toolkit was used to simulate the decay and interactions of the Th227 decay chain. The distribution of Th227 was based on a study by Thomlinson and Gray of human lung cancer histological samples (Thomlinson RH, Gray LH. Br J Cancer 1955; 9:539). The normalized dose distribution obtained with Geant4 from a cylindrical Th227 source in water is illustrated in Fig. I. The relative contribution of the different decay channels is displayed, together with a profile through the centre of the accumulated dose map. The results support the hypothesis that significant α-particle doses will be deposited in the hypoxic tumor tissue immediately surrounding the necrotic core (where the majority of Th227 will be located). As an internal a-particle generator, the Th227-radioimmunoconjugate shows potential as an efficient hypoxic tumour sterilizer.

  15. Optimum and efficient sampling for variational quantum Monte Carlo

    CERN Document Server

    Trail, John Robert; 10.1063/1.3488651

    2010-01-01

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

  16. Efficiency of Monte Carlo sampling in chaotic systems.

    Science.gov (United States)

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

    2014-11-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1980-01-01

    Recently, a new Monte Carlo Method called the Contribution Monte Carlo Method was developed. The method is based on the theory of contributions, and uses a new receipe for estimating target responses by a volume integral over the contribution current. The analog features of the new method were discussed in previous publications. The application of some biasing methods to the new contribution scheme is examined here. A theoretical model is developed that enables an analytic prediction of the benefit to be expected when these biasing schemes are applied to both the contribution method and regular Monte Carlo. This model is verified by a variety of numerical experiments and is shown to yield satisfying results, especially for deep-penetration problems. Other considerations regarding the efficient use of the new method are also discussed, and remarks are made as to the application of other biasing methods. 14 figures, 1 tables.

  18. Monte Carlo Simulation in Statistical Physics An Introduction

    CERN Document Server

    Binder, Kurt

    2010-01-01

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

  19. Sequential Monte Carlo on large binary sampling spaces

    CERN Document Server

    Schäfer, Christian

    2011-01-01

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

  20. Calibration and Monte Carlo modelling of neutron long counters

    CERN Document Server

    Tagziria, H

    2000-01-01

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

  1. VARIATIONAL MONTE-CARLO APPROACH FOR ARTICULATED OBJECT TRACKING

    Directory of Open Access Journals (Sweden)

    Kartik Dwivedi

    2013-12-01

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

  2. Overview of the MCU Monte Carlo software package

    International Nuclear Information System (INIS)

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

  3. Estimation of population variance in contributon Monte Carlo

    International Nuclear Information System (INIS)

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

  4. Vectorizing and macrotasking Monte Carlo neutral particle algorithms

    Energy Technology Data Exchange (ETDEWEB)

    Heifetz, D.B.

    1987-04-01

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

  5. Monte Carlo tests of the ELIPGRID-PC algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Davidson, J.R.

    1995-04-01

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

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

    CERN Document Server

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

    2010-01-01

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

  7. Construction of Monte Carlo operators in collisional transport theory

    International Nuclear Information System (INIS)

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

  8. Properties of Reactive Oxygen Species by Quantum Monte Carlo

    CERN Document Server

    Zen, Andrea; Guidoni, Leonardo

    2014-01-01

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

  9. A standard event class for Monte Carlo generators

    International Nuclear Information System (INIS)

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

  10. Applications of quantum Monte Carlo methods in condensed systems

    CERN Document Server

    Kolorenc, Jindrich

    2010-01-01

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

  11. Monte Carlo methods and models in finance and insurance

    CERN Document Server

    Korn, Ralf

    2010-01-01

    Offering a unique balance between applications and calculations, this book incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models. The book enables readers to find the right algorithm for a desired application and illustrates complicated methods and algorithms with simple applicat

  12. Parton distribution functions in Monte Carlo factorisation scheme

    CERN Document Server

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

    2016-01-01

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

  13. Monte Carlo studies of domain growth in two dimensions

    International Nuclear Information System (INIS)

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

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

    Directory of Open Access Journals (Sweden)

    Rosli Said

    2005-12-01

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

  15. Monte Carlo simulations of phosphate polyhedron connectivity in glasses

    Energy Technology Data Exchange (ETDEWEB)

    ALAM,TODD M.

    2000-01-01

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

  16. Further experience in Bayesian analysis using Monte Carlo Integration

    OpenAIRE

    Dijk, Herman; Kloek, Teun

    1980-01-01

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

  17. Monte Carlo Form-Finding Method for Tensegrity Structures

    Science.gov (United States)

    Li, Yue; Feng, Xi-Qiao; Cao, Yan-Ping

    2010-05-01

    In this paper, we propose a Monte Carlo-based approach to solve tensegrity form-finding problems. It uses a stochastic procedure to find the deterministic equilibrium configuration of a tensegrity structure. The suggested Monte Carlo form-finding (MCFF) method is highly efficient because it does not involve complicated matrix operations and symmetry analysis and it works for arbitrary initial configurations. Both regular and non-regular tensegrity problems of large scale can be solved. Some representative examples are presented to demonstrate the efficiency and accuracy of this versatile method.

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

    CERN Document Server

    Nemec, Norbert

    2009-01-01

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

  19. Novel Quantum Monte Carlo Approaches for Quantum Liquids

    Science.gov (United States)

    Rubenstein, Brenda M.

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

  20. A standard Event Class for Monte Carlo Generators

    Institute of Scientific and Technical Information of China (English)

    L.A.Gerren; M.Fischler

    2001-01-01

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

  1. Parallelization of Monte Carlo codes MVP/GMVP

    Energy Technology Data Exchange (ETDEWEB)

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

    1998-03-01

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

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

    Science.gov (United States)

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

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

  3. Monte Carlo simulation of electrons in dense gases

    Science.gov (United States)

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

    2014-10-01

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

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

    Science.gov (United States)

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

    2013-02-01

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

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

    OpenAIRE

    Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth

    2009-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Burkatzki, Mark Thomas

    2008-07-01

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

  7. Stochastic simulation and Monte-Carlo methods; Simulation stochastique et methodes de Monte-Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Graham, C. [Centre National de la Recherche Scientifique (CNRS), 91 - Gif-sur-Yvette (France); Ecole Polytechnique, 91 - Palaiseau (France); Talay, D. [Institut National de Recherche en Informatique et en Automatique (INRIA), 78 - Le Chesnay (France); Ecole Polytechnique, 91 - Palaiseau (France)

    2011-07-01

    This book presents some numerical probabilistic methods of simulation with their convergence speed. It combines mathematical precision and numerical developments, each proposed method belonging to a precise theoretical context developed in a rigorous and self-sufficient manner. After some recalls about the big numbers law and the basics of probabilistic simulation, the authors introduce the martingales and their main properties. Then, they develop a chapter on non-asymptotic estimations of Monte-Carlo method errors. This chapter gives a recall of the central limit theorem and precises its convergence speed. It introduces the Log-Sobolev and concentration inequalities, about which the study has greatly developed during the last years. This chapter ends with some variance reduction techniques. In order to demonstrate in a rigorous way the simulation results of stochastic processes, the authors introduce the basic notions of probabilities and of stochastic calculus, in particular the essential basics of Ito calculus, adapted to each numerical method proposed. They successively study the construction and important properties of the Poisson process, of the jump and deterministic Markov processes (linked to transport equations), and of the solutions of stochastic differential equations. Numerical methods are then developed and the convergence speed results of algorithms are rigorously demonstrated. In passing, the authors describe the probabilistic interpretation basics of the parabolic partial derivative equations. Non-trivial applications to real applied problems are also developed. (J.S.)

  8. Coil-globule transition for regular, random and specially designed copolymers: Monte Carlo simulation and self-consistent field theory

    NARCIS (Netherlands)

    Oever, J.M.P.; Leermakers, F.A.M.; Fleer, G.J.; Ivanov, V.A.; Shusharina, N.P.; Khokhlov, A.R.; Khalatur, P.G.

    2002-01-01

    The coil-globule transition has been studied for A-B copolymer chains both by means of lattice Monte Carlo (MC) simulations using bond fluctuation algorithm and by a numerical self-consistent-field (SCF) method. Copolymer chains of fixed length with A and B monomeric units with regular, random, and

  9. Improved Monte Carlo model for multiple scattering calculations

    Institute of Scientific and Technical Information of China (English)

    Weiwei Cai; Lin Ma

    2012-01-01

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

  10. Monte Carlo simulation of the seed germination process

    International Nuclear Information System (INIS)

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

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

    OpenAIRE

    Manisa, K.

    2004-01-01

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

  12. Monte Carlo Simulation Optimizing Design of Grid Ionization Chamber

    Institute of Scientific and Technical Information of China (English)

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

    2013-01-01

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

  13. Monte Carlo simulation of magnetic nanostructured thin films

    Institute of Scientific and Technical Information of China (English)

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

    2004-01-01

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

  14. Quantum Monte Carlo simulation of topological phase transitions

    CERN Document Server

    Yamamoto, Arata

    2016-01-01

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

  15. Simulating Strongly Correlated Electron Systems with Hybrid Monte Carlo

    Institute of Scientific and Technical Information of China (English)

    LIU Chuan

    2000-01-01

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

  16. Observations on variational and projector Monte Carlo methods

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-10-28

    Variational Monte Carlo and various projector Monte Carlo (PMC) methods are presented in a unified manner. Similarities and differences between the methods and choices made in designing the methods are discussed. Both methods where the Monte Carlo walk is performed in a discrete space and methods where it is performed in a continuous space are considered. It is pointed out that the usual prescription for importance sampling may not be advantageous depending on the particular quantum Monte Carlo method used and the observables of interest, so alternate prescriptions are presented. The nature of the sign problem is discussed for various versions of PMC methods. A prescription for an exact PMC method in real space, i.e., a method that does not make a fixed-node or similar approximation and does not have a finite basis error, is presented. This method is likely to be practical for systems with a small number of electrons. Approximate PMC methods that are applicable to larger systems and go beyond the fixed-node approximation are also discussed.

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

    International Nuclear Information System (INIS)

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1993-04-01

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

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

    Science.gov (United States)

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

    2004-01-01

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

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

    OpenAIRE

    Bude, Jeff D.

    1998-01-01

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

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

    Science.gov (United States)

    Gubernatis, James

    2014-03-01

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

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

    Science.gov (United States)

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

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

    Institute of Scientific and Technical Information of China (English)

    BeimingXiao

    2004-01-01

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

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

    OpenAIRE

    Junfu Zhang

    2003-01-01

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

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

    OpenAIRE

    Joerg Kampen; Anastasia Kolodko; John Schoenmakers

    2008-01-01

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

  6. On the inner workings of Monte Carlo codes

    NARCIS (Netherlands)

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

    2013-01-01

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

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

    International Nuclear Information System (INIS)

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

  8. Recent improvements on Monte Carlo modelling at ATLAS

    CERN Document Server

    Soualah, Rachik; The ATLAS collaboration

    2015-01-01

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

  9. Monte-Carlo tree search for Poly-Y

    NARCIS (Netherlands)

    Wevers, Lesley; Brinke, te Steven

    2014-01-01

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

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

    NARCIS (Netherlands)

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

    2005-01-01

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

  11. A Variational Monte Carlo Approach to Atomic Structure

    Science.gov (United States)

    Davis, Stephen L.

    2007-01-01

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

  12. Auxiliary-field quantum Monte Carlo methods in nuclei

    CERN Document Server

    Alhassid, Y

    2016-01-01

    Auxiliary-field quantum Monte Carlo methods enable the calculation of thermal and ground state properties of correlated quantum many-body systems in model spaces that are many orders of magnitude larger than those that can be treated by conventional diagonalization methods. We review recent developments and applications of these methods in nuclei using the framework of the configuration-interaction shell model.

  13. Monte Carlo Simulation on Glueball Search at BESⅢ

    Institute of Scientific and Technical Information of China (English)

    QIN Hu; SHEN Xiao-Yan

    2007-01-01

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

  14. Quantum Monte Carlo diagonalization method as a variational calculation

    Energy Technology Data Exchange (ETDEWEB)

    Mizusaki, Takahiro; Otsuka, Takaharu [Tokyo Univ. (Japan). Dept. of Physics; Honma, Michio

    1997-05-01

    A stochastic method for performing large-scale shell model calculations is presented, which utilizes the auxiliary field Monte Carlo technique and diagonalization method. This method overcomes the limitation of the conventional shell model diagonalization and can extremely widen the feasibility of shell model calculations with realistic interactions for spectroscopic study of nuclear structure. (author)

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

    Energy Technology Data Exchange (ETDEWEB)

    Metropolis, N.

    1985-01-01

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

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

    CERN Document Server

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

    2008-01-01

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

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

    Science.gov (United States)

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

    1999-09-01

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

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

    Science.gov (United States)

    Mazzolo, Alain; Zoia, Andrea; Martin, Brunella

    2014-06-01

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

  19. Grain-boundary melting: A Monte Carlo study

    DEFF Research Database (Denmark)

    Besold, Gerhard; Mouritsen, Ole G.

    1994-01-01

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

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

    International Nuclear Information System (INIS)

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

  1. Yet another Monte Carlo study of the Schwinger model

    International Nuclear Information System (INIS)

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

  2. Excitations in photoactive molecules from quantum Monte Carlo

    International Nuclear Information System (INIS)

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

  3. MOSFET GATE CURRENT MODELLING USING MONTE-CARLO METHOD

    OpenAIRE

    Voves, J.; Vesely, J.

    1988-01-01

    The new technique for determining the probability of hot-electron travel through the gate oxide is presented. The technique is based on the Monte Carlo method and is used in MOSFET gate current modelling. The calculated values of gate current are compared with experimental results from direct measurements on MOSFET test chips.

  4. Direct Monte Carlo simulation of nanoscale mixed gas bearings

    Directory of Open Access Journals (Sweden)

    Kyaw Sett Myo

    2015-06-01

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

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

    International Nuclear Information System (INIS)

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

  6. A separable shadow Hamiltonian hybrid Monte Carlo method

    Science.gov (United States)

    Sweet, Christopher R.; Hampton, Scott S.; Skeel, Robert D.; Izaguirre, Jesús A.

    2009-11-01

    Hybrid Monte Carlo (HMC) is a rigorous sampling method that uses molecular dynamics (MD) as a global Monte Carlo move. The acceptance rate of HMC decays exponentially with system size. The shadow hybrid Monte Carlo (SHMC) was previously introduced to reduce this performance degradation by sampling instead from the shadow Hamiltonian defined for MD when using a symplectic integrator. SHMC's performance is limited by the need to generate momenta for the MD step from a nonseparable shadow Hamiltonian. We introduce the separable shadow Hamiltonian hybrid Monte Carlo (S2HMC) method based on a formulation of the leapfrog/Verlet integrator that corresponds to a separable shadow Hamiltonian, which allows efficient generation of momenta. S2HMC gives the acceptance rate of a fourth order integrator at the cost of a second-order integrator. Through numerical experiments we show that S2HMC consistently gives a speedup greater than two over HMC for systems with more than 4000 atoms for the same variance. By comparison, SHMC gave a maximum speedup of only 1.6 over HMC. S2HMC has the additional advantage of not requiring any user parameters beyond those of HMC. S2HMC is available in the program PROTOMOL 2.1. A Python version, adequate for didactic purposes, is also in MDL (http://mdlab.sourceforge.net/s2hmc).

  7. Monte Carlo simulation of AB-copolymers with saturating bonds

    CERN Document Server

    Chertovich, A V; Khokhlov, A R; Bohr, J

    2003-01-01

    Structural transitions in a single AB-copolymer chain where saturating bonds can be formed between A-and B-units are studied by means of Monte Carlo computer simulations using the bond fluctuation model. Three transitions are found, coil-globule, coil-hairpin and globule-hairpin, depending on the nature of a particular AB-sequence: statistical random sequence, diblock sequence and 'random-complementary' sequence (one-half of such an AB-sequence is random with Bernoulli statistics while the other half is complementary to the first one). The properties of random-complementary sequences are closer to those of diblock sequences than to the properties of random sequences. The model (although quite rough) is expected to represent some basic features of real RNA molecules, i.e. the formation of secondary structure of RNA due to hydrogen bonding of corresponding bases and stacking interactions of the base pairs in helixes. We introduce the notation of RNA-like copolymers and discuss in what sense the sequences studie...

  8. Diagnosing Undersampling in Monte Carlo Eigenvalue and Flux Tally Estimates

    Energy Technology Data Exchange (ETDEWEB)

    Perfetti, Christopher M [ORNL; Rearden, Bradley T [ORNL

    2015-01-01

    This study explored the impact of undersampling on the accuracy of tally estimates in Monte Carlo (MC) calculations. Steady-state MC simulations were performed for models of several critical systems with varying degrees of spatial and isotopic complexity, and the impact of undersampling on eigenvalue and fuel pin flux/fission estimates was examined. This study observed biases in MC eigenvalue estimates as large as several percent and biases in fuel pin flux/fission tally estimates that exceeded tens, and in some cases hundreds, of percent. This study also investigated five statistical metrics for predicting the occurrence of undersampling biases in MC simulations. Three of the metrics (the Heidelberger-Welch RHW, the Geweke Z-Score, and the Gelman-Rubin diagnostics) are commonly used for diagnosing the convergence of Markov chains, and two of the methods (the Contributing Particles per Generation and Tally Entropy) are new convergence metrics developed in the course of this study. These metrics were implemented in the KENO MC code within the SCALE code system and were evaluated for their reliability at predicting the onset and magnitude of undersampling biases in MC eigenvalue and flux tally estimates in two of the critical models. Of the five methods investigated, the Heidelberger-Welch RHW, the Gelman-Rubin diagnostics, and Tally Entropy produced test metrics that correlated strongly to the size of the observed undersampling biases, indicating their potential to effectively predict the size and prevalence of undersampling biases in MC simulations.

  9. 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)

  10. Monte Carlo simulation for the micellar behavior of amphiphilic comb-like copolymers

    Institute of Scientific and Technical Information of China (English)

    冯莺; 隋家贤; 赵季若; 陈欣方

    2000-01-01

    Micellar behaviors in 2D and 3D lattice models for amphiphilic comb-like copolymers in water phase and in water/oil mixtures were simulated. A dynamical algorithm together with chain reptation movements was used in the simulation. Three-dimension displaying program was pro-grammed and free energy was estimated by Monte Carlo technigue. The results demonstrate that reduced interaction energy influences morphological structures of micelle and emulsion ??stems greatly; 3D simulation showing can display more direct images of morphological structures; the amphiphilic comb-like polymers with a hydrophobic main chain and hydrophilic side chains have lower energy in water than in oil.

  11. The Effect of Orientation Relaxation on Polymer Melt Crystallization Studied by Monte Carlo Simulations

    Institute of Scientific and Technical Information of China (English)

    WANG Mao-Xiang

    2009-01-01

    We use dynamic Monte Carlo simulations to study the athermal relaxation of bulk extended chains and the isothermal crystallization in intermediately relaxed melts. It is found that the memory of chain orientations in the melt can significantly enhance the crystallization rates. The crystal orientation and lamellar thickness essentially depend on the orientational relaxation. Moreover, there is a transition of the nucleation mechanism during the isothermal crystallization from the intermediately relaxed melts. These results explain the mechanism of the self-nucleation by orientation and suggest that in flow-induced polymer crystallization, the orientational relaxation of chains decides the crystal orientation.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1997-11-11

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

  13. 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.

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

    Data.gov (United States)

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

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

    Data.gov (United States)

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2003-07-01

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

  17. Collision of Physics and Software in the Monte Carlo Application Toolkit (MCATK)

    Energy Technology Data Exchange (ETDEWEB)

    Sweezy, Jeremy Ed [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2016-01-21

    The topic is presented in a series of slides organized as follows: MCATK overview, development strategy, available algorithms, problem modeling (sources, geometry, data, tallies), parallelism, miscellaneous tools/features, example MCATK application, recent areas of research, and summary and future work. MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library with continuous energy neutron and photon transport. Designed to build specialized applications and to provide new functionality in existing general-purpose Monte Carlo codes like MCNP, it reads ACE formatted nuclear data generated by NJOY. The motivation behind MCATK was to reduce costs. MCATK physics involves continuous energy neutron & gamma transport with multi-temperature treatment, static eigenvalue (keff and α) algorithms, time-dependent algorithm, and fission chain algorithms. MCATK geometry includes mesh geometries and solid body geometries. MCATK provides verified, unit-test Monte Carlo components, flexibility in Monte Carlo application development, and numerous tools such as geometry and cross section plotters.

  18. 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.

  19. A configuration space Monte Carlo algorithm for solving the nuclear pairing problem

    Science.gov (United States)

    Lingle, Mark

    Nuclear pairing correlations using Quantum Monte Carlo are studied in this dissertation. We start by defining the nuclear pairing problem and discussing several historical methods developed to solve this problem, paying special attention to the applicability of such methods. A numerical example discussing pairing correlations in several calcium isotopes using the BCS and Exact Pairing solutions are presented. The ground state energies, correlation energies, and occupation numbers are compared to determine the applicability of each approach to realistic cases. Next we discuss some generalities related to the theory of Markov Chains and Quantum Monte Carlo in regards to nuclear structure. Finally we present our configuration space Monte Carlo algorithm starting from a discussion of a path integral approach by the authors. Some general features of the Pairing Hamiltonian that boost the effectiveness of a configuration space Monte Carlo approach are mentioned. The full details of our method are presented and special attention is paid to convergence and error control. We present a series of examples illustrating the effectiveness of our approach. These include situations with non-constant pairing strengths, limits when pairing correlations are weak, the computation of excited states, and problems when the relevant configuration space is large. We conclude with a chapter examining some of the effects of continuum states in 24O.

  20. Polypeptide-Nanoparticle Interactions and Corona Formation Investigated by Monte Carlo Simulations

    OpenAIRE

    Carnal, Fabrice; Clavier, Arnaud; Stoll, Serge

    2016-01-01

    Biomacromolecule activity is usually related to its ability to keep a specific structure. However, in solution, many parameters (pH, ionic strength) and external compounds (polyelectrolytes, nanoparticles) can modify biomacromolecule structure as well as acid/base properties, thus resulting in a loss of activity and denaturation. In this paper, the impact of neutral and charged nanoparticles (NPs) is investigated by Monte Carlo simulations on polypeptide (PP) chains with primary structure bas...

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

    CERN Document Server

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

    2010-01-01

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

  3. Implementation of a Markov Chain Monte Carlo method to inorganic aerosol modeling of observations from the MCMA-2003 campaign – Part II: Model application to the CENICA, Pedregal and Santa Ana sites

    Directory of Open Access Journals (Sweden)

    F. M. San Martini

    2006-01-01

    Full Text Available A Markov Chain Monte Carlo model for integrating the observations of inorganic species with a thermodynamic equilibrium model was presented in Part I of this series. Using observations taken at three ground sites, i.e. a residential, industrial and rural site, during the MCMA-2003 campaign in Mexico City, the model is used to analyze the inorganic particle and ammonia data and to predict gas phase concentrations of nitric and hydrochloric acid. In general, the model is able to accurately predict the observed inorganic particle concentrations at all three sites. The agreement between the predicted and observed gas phase ammonia concentration is excellent. The NOz concentration calculated from the NOy, NO and NO2 observations is of limited use in constraining the gas phase nitric acid concentration given the large uncertainties in this measure of nitric acid and additional reactive nitrogen species. Focusing on the acidic period of 9–11 April identified by Salcedo et al. (2006, the model accurately predicts the particle phase observations during this period with the exception of the nitrate predictions after 10:00 a.m. (Central Daylight Time, CDT on 9 April, where the model underpredicts the observations by, on average, 20%. This period had a low planetary boundary layer, very high particle concentrations, and higher than expected nitrogen dioxide concentrations. For periods when the particle chloride observations are consistently above the detection limit, the model is able to both accurately predict the particle chloride mass concentrations and provide well-constrained HCl (g concentrations. The availability of gas-phase ammonia observations helps constrain the predicted HCl (g concentrations. When the particles are aqueous, the most likely concentrations of HCl (g are in the sub-ppbv range. The most likely predicted concentration of HCl (g was found to reach concentrations of order 10 ppbv if the particles are dry. Finally, the

  4. Atomistic Monte Carlo simulation of lipid membranes

    DEFF Research Database (Denmark)

    Wüstner, Daniel; Sklenar, Heinz

    2014-01-01

    . We use our recently devised chain breakage/closure (CBC) local move set in the bond-/torsion angle space with the constant-bond-length approximation (CBLA) for the phospholipid dipalmitoylphosphatidylcholine (DPPC). We demonstrate rapid conformational equilibration for a single DPPC molecule......, as assessed by calculation of molecular energies and entropies. We also show transition from a crystalline-like to a fluid DPPC bilayer by the CBC local-move MC method, as indicated by the electron density profile, head group orientation, area per lipid, and whole-lipid displacements. We discuss the potential...

  5. Path integral Monte Carlo and the electron gas

    Science.gov (United States)

    Brown, Ethan W.

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

  6. SKIRT: The design of a suite of input models for Monte Carlo radiative transfer simulations

    Science.gov (United States)

    Baes, M.; Camps, P.

    2015-09-01

    The Monte Carlo method is the most popular technique to perform radiative transfer simulations in a general 3D geometry. The algorithms behind and acceleration techniques for Monte Carlo radiative transfer are discussed extensively in the literature, and many different Monte Carlo codes are publicly available. On the contrary, the design of a suite of components that can be used for the distribution of sources and sinks in radiative transfer codes has received very little attention. The availability of such models, with different degrees of complexity, has many benefits. For example, they can serve as toy models to test new physical ingredients, or as parameterised models for inverse radiative transfer fitting. For 3D Monte Carlo codes, this requires algorithms to efficiently generate random positions from 3D density distributions. We describe the design of a flexible suite of components for the Monte Carlo radiative transfer code SKIRT. The design is based on a combination of basic building blocks (which can be either analytical toy models or numerical models defined on grids or a set of particles) and the extensive use of decorators that combine and alter these building blocks to more complex structures. For a number of decorators, e.g. those that add spiral structure or clumpiness, we provide a detailed description of the algorithms that can be used to generate random positions. Advantages of this decorator-based design include code transparency, the avoidance of code duplication, and an increase in code maintainability. Moreover, since decorators can be chained without problems, very complex models can easily be constructed out of simple building blocks. Finally, based on a number of test simulations, we demonstrate that our design using customised random position generators is superior to a simpler design based on a generic black-box random position generator.

  7. Monte Carlo simulations of plutonium gamma-ray spectra

    International Nuclear Information System (INIS)

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

  8. Accelerate Monte Carlo Simulations with Restricted Boltzmann Machines

    CERN Document Server

    Huang, Li

    2016-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-05-15

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

  10. MOx benchmark calculations by deterministic and Monte Carlo codes

    International Nuclear Information System (INIS)

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

  11. Fixed-Node Diffusion Monte Carlo of Lithium Systems

    CERN Document Server

    Rasch, Kevin

    2015-01-01

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

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

    International Nuclear Information System (INIS)

    The alias method is a Monte Carlo sampling technique that offers significant advantages over more traditional methods. It equals the accuracy of table lookup and the speed of equal probable bins. The original formulation of this method sampled from discrete distributions and was easily extended to histogram distributions. We have extended the method further to applications more germane to Monte Carlo particle transport codes: continuous distributions. This paper presents the alias method as originally derived and our extensions to simple continuous distributions represented by piecewise linear functions. We also present a method to interpolate accurately between distributions tabulated at points other than the point of interest. We present timing studies that demonstrate the method's increased efficiency over table lookup and show further speedup achieved through vectorization. 6 refs., 12 figs., 2 tabs

  13. A Monte Carlo code for ion beam therapy

    CERN Multimedia

    Anaïs Schaeffer

    2012-01-01

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

  14. Quantum Monte Carlo study of the protonated water dimer

    CERN Document Server

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

    2013-01-01

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

  15. Adaptive Monte Carlo on multivariate binary sampling spaces

    CERN Document Server

    Schäfer, Christian

    2010-01-01

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

  16. Monte Carlo Simulations of Neutron Oil well Logging Tools

    International Nuclear Information System (INIS)

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2000-02-01

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

  18. Radiotherapy Monte Carlo simulation using cloud computing technology

    International Nuclear Information System (INIS)

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

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

    Science.gov (United States)

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

    2016-06-01

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

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

    Science.gov (United States)

    Lingle, Mark; Volya, Alexander

    2015-06-01

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

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

    Science.gov (United States)

    Kong, Rong; Ambrose, Martin; Spanier, Jerome

    2008-11-20

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

  2. Monte Carlo perturbation theory in neutron transport calculations

    International Nuclear Information System (INIS)

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

  3. Monte Carlo simulation of positronium thermalization in gases

    Directory of Open Access Journals (Sweden)

    Marjanović Srđan D.

    2010-01-01

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

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

    Institute of Scientific and Technical Information of China (English)

    姚建铨; 朱水泉; 胡海峰; 王瑞康

    2004-01-01

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

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

    CERN Document Server

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

    2014-01-01

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

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

    Science.gov (United States)

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

    2012-11-01

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

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

    International Nuclear Information System (INIS)

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

  8. Bayesian Monte Carlo method for nuclear data evaluation

    Science.gov (United States)

    Koning, A. J.

    2015-12-01

    A Bayesian Monte Carlo method is outlined which allows a systematic evaluation of nuclear reactions using the nuclear model code TALYS and the experimental nuclear reaction database EXFOR. The method is applied to all nuclides at the same time. First, the global predictive power of TALYS is numerically assessed, which enables to set the prior space of nuclear model solutions. Next, the method gradually zooms in on particular experimental data per nuclide, until for each specific target nuclide its existing experimental data can be used for weighted Monte Carlo sampling. To connect to the various different schools of uncertainty propagation in applied nuclear science, the result will be either an EXFOR-weighted covariance matrix or a collection of random files, each accompanied by the EXFOR-based weight.

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

    CERN Document Server

    Min, Byeong June

    2016-01-01

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

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

    Science.gov (United States)

    Wu, Keyi; Li, Jinglai

    2016-09-01

    In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter y. The performance parameter y is random due to the presence of various sources of uncertainty in the system, and our goal is to estimate the probability density function (PDF) of y. We propose to use the multicanonical Monte Carlo (MMC) method, a special type of adaptive importance sampling algorithms, to compute the PDF of interest. Moreover, we develop an adaptive algorithm to construct local Gaussian process surrogates to further accelerate the MMC iterations. With numerical examples we demonstrate that the proposed method can achieve several orders of magnitudes of speedup over the standard Monte Carlo methods.

  11. Monte Carlo Simulations of Neutron Oil well Logging Tools

    CERN Document Server

    Azcurra, M

    2002-01-01

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

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

    KAUST Repository

    Björk, Tomas

    2012-11-22

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1997-12-12

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

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

    CERN Document Server

    Huege, T; Huege, Tim; Falcke, Heino

    2004-01-01

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

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

    CERN Document Server

    Georgiev, Danko

    2014-01-01

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

  16. Applying polynomial filtering to mass preconditioned Hybrid Monte Carlo

    CERN Document Server

    Haar, Taylor; Zanotti, James; Nakamura, Yoshifumi

    2016-01-01

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

  17. Monte Carlo simulations of the Galileo energetic particle detector

    International Nuclear Information System (INIS)

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

  18. Kinetic Monte Carlo Studies of Hydrogen Abstraction from Graphite

    CERN Document Server

    Cuppen, H M

    2008-01-01

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

  19. Monte Carlo uncertainty analyses for integral beryllium experiments

    CERN Document Server

    Fischer, U; Tsige-Tamirat, H

    2000-01-01

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

  20. MEVSIM: A Monte Carlo Event Generator for STAR

    OpenAIRE

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

    2000-01-01

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

  1. Library Design in Combinatorial Chemistry by Monte Carlo Methods

    OpenAIRE

    Falcioni, Marco; Michael W. Deem

    2000-01-01

    Strategies for searching the space of variables in combinatorial chemistry experiments are presented, and a random energy model of combinatorial chemistry experiments is introduced. The search strategies, derived by analogy with the computer modeling technique of Monte Carlo, effectively search the variable space even in combinatorial chemistry experiments of modest size. Efficient implementations of the library design and redesign strategies are feasible with current experimental capabilities.

  2. Monte Carlo dose calculation in dental amalgam phantom

    OpenAIRE

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

    2015-01-01

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

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

    CERN Document Server

    Singh, S

    2002-01-01

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

  4. Assessing Excel VBA Suitability for Monte Carlo Simulation

    OpenAIRE

    Botchkarev, Alexei

    2015-01-01

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

  5. The CCFM Monte Carlo generator CASCADE 2.2.0

    CERN Document Server

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

    2010-01-01

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

  6. Monte Carlo parameter studies and uncertainty analyses with MCNP5

    International Nuclear Information System (INIS)

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

  7. Quantum Monte Carlo study of spin-polarized deuterium

    OpenAIRE

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

    2012-01-01

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

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

    Institute of Scientific and Technical Information of China (English)

    E.vanHerwijnen; P.Mato; 等

    2001-01-01

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

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

    OpenAIRE

    Efrem Castelnuovo

    2012-01-01

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

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

    Science.gov (United States)

    Aljarrah, Khaled Mohammed

    2005-11-01

    The Monte Carlo method is an accurate method for solving numerical problems in different fields. It has been used for accurate radiation dose calculation for radiation treatment of cancer. However, the modeling of an individual radiation beam produced by a medical linear accelerator for Monte Carlo dose calculation, i.e., the commissioning of a Monte Carlo treatment planning system, has been the bottleneck for the clinical implementation of Monte Carlo treatment planning. In this study a new method has been developed to determine the parameters of the initial electron beam incident on the target for a clinical linear accelerator. The interaction of the initial electron beam with the accelerator target produces x-ray and secondary charge particles. After successive interactions in the linac head components, the x-ray photons and the secondary charge particles interact with the patient's anatomy and deliver dose to the region of interest. The determination of the initial electron beam parameters is important for estimating the delivered dose to the patients. These parameters, such as beam energy and radial intensity distribution, are usually estimated through a trial and error process. In this work an easy and efficient method was developed to determine these parameters. This was accomplished by comparing calculated 3D dose distributions for a grid of assumed beam energies and radii in a water phantom with measurements data. Different cost functions were studied to choose the appropriate function for the data comparison. The beam parameters were determined on the light of this method. Due to the assumption that same type of linacs are exactly the same in their geometries and only differ by the initial phase space parameters, the results of this method were considered as a source data to commission other machines of the same type.

  11. Non-analogue Monte Carlo method, application to neutron simulation

    International Nuclear Information System (INIS)

    With most of the traditional and contemporary techniques, it is still impossible to solve the transport equation if one takes into account a fully detailed geometry and if one studies precisely the interactions between particles and matters. Nowadays, only the Monte Carlo method offers such possibilities. However with significant attenuation, the natural simulation remains inefficient: it becomes necessary to use biasing techniques where the solution of the adjoint transport equation is essential. The Monte Carlo code Tripoli has been using such techniques successfully for a long time with different approximate adjoint solutions: these methods require from the user to find out some parameters. If this parameters are not optimal or nearly optimal, the biases simulations may bring about small figures of merit. This paper presents a description of the most important biasing techniques of the Monte Carlo code Tripoli ; then we show how to calculate the importance function for general geometry with multigroup cases. We present a completely automatic biasing technique where the parameters of the biased simulation are deduced from the solution of the adjoint transport equation calculated by collision probabilities. In this study we shall estimate the importance function through collision probabilities method and we shall evaluate its possibilities thanks to a Monte Carlo calculation. We compare different biased simulations with the importance function calculated by collision probabilities for one-group and multigroup problems. We have run simulations with new biasing method for one-group transport problems with isotropic shocks and for multigroup problems with anisotropic shocks. The results show that for the one-group and homogeneous geometry transport problems the method is quite optimal without splitting and russian roulette technique but for the multigroup and heterogeneous X-Y geometry ones the figures of merit are higher if we add splitting and russian roulette

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

    International Nuclear Information System (INIS)

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

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

    OpenAIRE

    Ricketson, Lee

    2014-01-01

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

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

    OpenAIRE

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

    2011-01-01

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

  15. Vibrato Monte Carlo and the calculation of greeks

    OpenAIRE

    Keegan, Sinead

    2008-01-01

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

  16. Calculations of pair production by Monte Carlo methods

    Energy Technology Data Exchange (ETDEWEB)

    Bottcher, C.; Strayer, M.R.

    1991-01-01

    We describe some of the technical design issues associated with the production of particle-antiparticle pairs in very large accelerators. To answer these questions requires extensive calculation of Feynman diagrams, in effect multi-dimensional integrals, which we evaluate by Monte Carlo methods on a variety of supercomputers. We present some portable algorithms for generating random numbers on vector and parallel architecture machines. 12 refs., 14 figs.

  17. Development of a New Monte Carlo reactor physics code

    OpenAIRE

    Leppänen, Jaakko

    2007-01-01

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

  18. Monte Carlo calculations for r-process nucleosynthesis

    Energy Technology Data Exchange (ETDEWEB)

    Mumpower, Matthew Ryan [Los Alamos National Laboratory

    2015-11-12

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

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

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

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

  20. Implementing the Generalised Hybrid Monte-Carlo Algorithm

    CERN Document Server

    Sroczynski, Z; Pickles, S M

    1998-01-01

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