Monte Carlo and Quasi-Monte Carlo Sampling

CERN Document Server

Lemieux, Christiane

2009-01-01

Presents essential tools for using quasi-Monte Carlo sampling in practice. This book focuses on issues related to Monte Carlo methods - uniform and non-uniform random number generation, variance reduction techniques. It covers several aspects of quasi-Monte Carlo methods.

Theoretically informed Monte Carlo simulation of liquid crystals by sampling of alignment-tensor fields

Energy Technology Data Exchange (ETDEWEB)

Armas-Pérez, Julio C.; Londono-Hurtado, Alejandro [Institute for Molecular Engineering, University of Chicago, Chicago, Illinois 60637 (United States); Guzmán, Orlando [Departamento de Física, Universidad Autónoma Metropolitana, Iztapalapa, DF 09340, México (Mexico); Hernández-Ortiz, Juan P. [Departamento de Materiales y Minerales, Universidad Nacional de Colombia, Sede Medellín, Medellín (Colombia); Institute for Molecular Engineering, University of Chicago, Chicago, Illinois 60637 (United States); Pablo, Juan J. de, E-mail: depablo@uchicago.edu [Institute for Molecular Engineering, University of Chicago, Chicago, Illinois 60637 (United States); Materials Science Division, Argonne National Laboratory, Argonne, Illinois 60439 (United States)

2015-07-28

A theoretically informed coarse-grained Monte Carlo method is proposed for studying liquid crystals. The free energy functional of the system is described in the framework of the Landau-de Gennes formalism. The alignment field and its gradients are approximated by finite differences, and the free energy is minimized through a stochastic sampling technique. The validity of the proposed method is established by comparing the results of the proposed approach to those of traditional free energy minimization techniques. Its usefulness is illustrated in the context of three systems, namely, a nematic liquid crystal confined in a slit channel, a nematic liquid crystal droplet, and a chiral liquid crystal in the bulk. It is found that for systems that exhibit multiple metastable morphologies, the proposed Monte Carlo method is generally able to identify lower free energy states that are often missed by traditional approaches. Importantly, the Monte Carlo method identifies such states from random initial configurations, thereby obviating the need for educated initial guesses that can be difficult to formulate.

Theoretically informed Monte Carlo simulation of liquid crystals by sampling of alignment-tensor fields.

Energy Technology Data Exchange (ETDEWEB)

Armas-Perez, Julio C.; Londono-Hurtado, Alejandro; Guzman, Orlando; Hernandez-Ortiz, Juan P.; de Pablo, Juan J.

2015-07-27

A theoretically informed coarse-grained Monte Carlo method is proposed for studying liquid crystals. The free energy functional of the system is described in the framework of the Landau-de Gennes formalism. The alignment field and its gradients are approximated by finite differences, and the free energy is minimized through a stochastic sampling technique. The validity of the proposed method is established by comparing the results of the proposed approach to those of traditional free energy minimization techniques. Its usefulness is illustrated in the context of three systems, namely, a nematic liquid crystal confined in a slit channel, a nematic liquid crystal droplet, and a chiral liquid crystal in the bulk. It is found that for systems that exhibit multiple metastable morphologies, the proposed Monte Carlo method is generally able to identify lower free energy states that are often missed by traditional approaches. Importantly, the Monte Carlo method identifies such states from random initial configurations, thereby obviating the need for educated initial guesses that can be difficult to formulate.

Multilevel coarse graining and nano-pattern discovery in many particle stochastic systems

International Nuclear Information System (INIS)

Kalligiannaki, Evangelia; Katsoulakis, Markos A.; Plecháč, Petr; Vlachos, Dionisios G.

2012-01-01

In this work we propose a hierarchy of Markov chain Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub-steps efficiently coupling coarse and finer state spaces. The method can be designed to sample the exact or controlled-error approximations of the target distribution, providing information on levels of different resolutions, as well as at the microscopic level. In both strategies the method achieves significant reduction of the computational cost compared to conventional Markov chain Monte Carlo methods. Applications in phase transition and pattern formation problems confirm the efficiency of the proposed methods.

Coarse-mesh rebalancing acceleration for eigenvalue problems

International Nuclear Information System (INIS)

Asaoka, T.; Nakahara, Y.; Miyasaka, S.

1974-01-01

The coarse-mesh rebalance method is adopted for Monte Carlo schemes for aiming at accelerating the convergence of a source iteration process. At every completion of the Monte Carlo game for one batch of neutron histories, the scaling factor for the neutron flux is calculated to achieve the neutron balance in each coarse-mesh zone into which the total system is divided. This rebalance factor is multiplied to the weight of each fission source neutron in the coarse-mesh zone for playing the next Monte Carlo game. The numerical examples have shown that the coarse-mesh rebalance Monte Carlo calculation gives a good estimate of the eigenvalue already after several batches with a negligible extra computer time compared to the standard Monte Carlo. 5 references. (U.S.)

Efficiencies of joint non-local update moves in Monte Carlo simulations of coarse-grained polymers

Science.gov (United States)

Austin, Kieran S.; Marenz, Martin; Janke, Wolfhard

2018-03-01

In this study four update methods are compared in their performance in a Monte Carlo simulation of polymers in continuum space. The efficiencies of the update methods and combinations thereof are compared with the aid of the autocorrelation time with a fixed (optimal) acceptance ratio. Results are obtained for polymer lengths N = 14, 28 and 42 and temperatures below, at and above the collapse transition. In terms of autocorrelation, the optimal acceptance ratio is approximately 0.4. Furthermore, an overview of the step sizes of the update methods that correspond to this optimal acceptance ratio is given. This shall serve as a guide for future studies that rely on efficient computer simulations.

Monte Carlo method for neutron transport problems

International Nuclear Information System (INIS)

Asaoka, Takumi

1977-01-01

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

Methods for Monte Carlo simulations of biomacromolecules.

Science.gov (United States)

Vitalis, Andreas; Pappu, Rohit V

2009-01-01

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

Monte Carlo MP2 on Many Graphical Processing Units.

Science.gov (United States)

Doran, Alexander E; Hirata, So

2016-10-11

In the Monte Carlo second-order many-body perturbation (MC-MP2) method, the long sum-of-product matrix expression of the MP2 energy, whose literal evaluation may be poorly scalable, is recast into a single high-dimensional integral of functions of electron pair coordinates, which is evaluated by the scalable method of Monte Carlo integration. The sampling efficiency is further accelerated by the redundant-walker algorithm, which allows a maximal reuse of electron pairs. Here, a multitude of graphical processing units (GPUs) offers a uniquely ideal platform to expose multilevel parallelism: fine-grain data-parallelism for the redundant-walker algorithm in which millions of threads compute and share orbital amplitudes on each GPU; coarse-grain instruction-parallelism for near-independent Monte Carlo integrations on many GPUs with few and infrequent interprocessor communications. While the efficiency boost by the redundant-walker algorithm on central processing units (CPUs) grows linearly with the number of electron pairs and tends to saturate when the latter exceeds the number of orbitals, on a GPU it grows quadratically before it increases linearly and then eventually saturates at a much larger number of pairs. This is because the orbital constructions are nearly perfectly parallelized on a GPU and thus completed in a near-constant time regardless of the number of pairs. In consequence, an MC-MP2/cc-pVDZ calculation of a benzene dimer is 2700 times faster on 256 GPUs (using 2048 electron pairs) than on two CPUs, each with 8 cores (which can use only up to 256 pairs effectively). We also numerically determine that the cost to achieve a given relative statistical uncertainty in an MC-MP2 energy increases as O(n 3 ) or better with system size n, which may be compared with the O(n 5 ) scaling of the conventional implementation of deterministic MP2. We thus establish the scalability of MC-MP2 with both system and computer sizes.

Automatic kinetic Monte-Carlo modeling for impurity atom diffusion in grain boundary structure of tungsten material

Directory of Open Access Journals (Sweden)

Atsushi M. Ito

2017-08-01

Full Text Available The diffusion process of hydrogen and helium in plasma-facing material depends on the grain boundary structures. Whether a grain boundary accelerates or limits the diffusion speed of these impurity atoms is not well understood. In the present work, we proposed the automatic modeling of a kinetic Monte-Carlo (KMC simulation to treat an asymmetric grain boundary structure that corresponds to target samples used in fusion material experiments for retention and permeation. In this method, local minimum energy sites and migration paths for impurity atoms in the grain boundary structure are automatically found using localized molecular dynamics. The grain boundary structure was generated with the Voronoi diagram. Consequently, we demonstrate that the KMC simulation for the diffusion process of impurity atoms in the generated grain boundary structure of tungsten material can be performed.

Monte Carlo simulations of lattice models for single polymer systems

Science.gov (United States)

Hsu, Hsiao-Ping

2014-10-01

Single linear polymer chains in dilute solutions under good solvent conditions are studied by Monte Carlo simulations with the pruned-enriched Rosenbluth method up to the chain length N ˜ O(10^4). Based on the standard simple cubic lattice model (SCLM) with fixed bond length and the bond fluctuation model (BFM) with bond lengths in a range between 2 and sqrt{10}, we investigate the conformations of polymer chains described by self-avoiding walks on the simple cubic lattice, and by random walks and non-reversible random walks in the absence of excluded volume interactions. In addition to flexible chains, we also extend our study to semiflexible chains for different stiffness controlled by a bending potential. The persistence lengths of chains extracted from the orientational correlations are estimated for all cases. We show that chains based on the BFM are more flexible than those based on the SCLM for a fixed bending energy. The microscopic differences between these two lattice models are discussed and the theoretical predictions of scaling laws given in the literature are checked and verified. Our simulations clarify that a different mapping ratio between the coarse-grained models and the atomistically realistic description of polymers is required in a coarse-graining approach due to the different crossovers to the asymptotic behavior.

Monte Carlo simulations of lattice models for single polymer systems

International Nuclear Information System (INIS)

Hsu, Hsiao-Ping

2014-01-01

Single linear polymer chains in dilute solutions under good solvent conditions are studied by Monte Carlo simulations with the pruned-enriched Rosenbluth method up to the chain length N∼O(10 4 ). Based on the standard simple cubic lattice model (SCLM) with fixed bond length and the bond fluctuation model (BFM) with bond lengths in a range between 2 and √(10), we investigate the conformations of polymer chains described by self-avoiding walks on the simple cubic lattice, and by random walks and non-reversible random walks in the absence of excluded volume interactions. In addition to flexible chains, we also extend our study to semiflexible chains for different stiffness controlled by a bending potential. The persistence lengths of chains extracted from the orientational correlations are estimated for all cases. We show that chains based on the BFM are more flexible than those based on the SCLM for a fixed bending energy. The microscopic differences between these two lattice models are discussed and the theoretical predictions of scaling laws given in the literature are checked and verified. Our simulations clarify that a different mapping ratio between the coarse-grained models and the atomistically realistic description of polymers is required in a coarse-graining approach due to the different crossovers to the asymptotic behavior

Self-assembly dynamics for the transition of a globular aggregate to a fibril network of lysozyme proteins via a coarse-grained Monte Carlo simulation

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R. B. Pandey

2015-09-01

Full Text Available The self-organizing dynamics of lysozymes (an amyloid protein with 148 residues with different numbers of protein chains, Nc = 1,5,10, and 15 (concentration 0.004 – 0.063 is studied by a coarse-grained Monte Carlo simulation with knowledge-based residue-residue interactions. The dynamics of an isolated lysozyme (Nc = 1 is ultra-slow (quasi-static at low temperatures and becomes diffusive asymptotically on raising the temperature. In contrast, the presence of interacting proteins leads to concentration induced protein diffusion at low temperatures and concentration-tempering sub-diffusion at high temperatures. Variation of the radius of gyration of the protein with temperature shows a systematic transition from a globular structure (at low T to a random coil (high T conformation when the proteins are isolated. The crossover from globular to random coil becomes sharper upon increasing the protein concentration (i.e. with Nc = 5,10, with larger Rg at higher temperatures and concentration; Rg becomes smaller on adding more protein chains (e.g. Nc = 15 a non-monotonic response to protein concentration. Analysis of the structure factor (S(q provides an estimate of the effective dimension (D ≥ 3, globular conformation at low temperature, and D ∼ 1.7, random coil, at high temperatures of the isolated protein. With many interacting proteins, the morphology of the self-assembly varies with scale, i.e. at the low temperature (T = 0.015, D ∼ 2.9 on the scale comparable to the radius of gyration of the protein, and D ∼ 2.3 at the large scale over the entire sample. The global network of fibrils appears at high temperature (T = 0.021 with D ∼ 1.7 (i.e. a random coil morphology at large scale involving tenuous distribution of micro-globules (at small scales.

Monte Carlo methods

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Bardenet Rémi

2013-07-01

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

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.

Coarse graining for synchronization in directed networks

Science.gov (United States)

Zeng, An; Lü, Linyuan

2011-05-01

Coarse-graining model is a promising way to analyze and visualize large-scale networks. The coarse-grained networks are required to preserve statistical properties as well as the dynamic behaviors of the initial networks. Some methods have been proposed and found effective in undirected networks, while the study on coarse-graining directed networks lacks of consideration. In this paper we proposed a path-based coarse-graining (PCG) method to coarse grain the directed networks. Performing the linear stability analysis of synchronization and numerical simulation of the Kuramoto model on four kinds of directed networks, including tree networks and variants of Barabási-Albert networks, Watts-Strogatz networks, and Erdös-Rényi networks, we find our method can effectively preserve the network synchronizability.

Grain topology in Ti-6Al-4V welds-Monte Carlo simulation and experiments

International Nuclear Information System (INIS)

Mishra, S; DebRoy, T

2004-01-01

The importance of topological features of grains in the evolution of grain structure is well recognized in isothermal systems. However, during fusion welding, strong spatial gradients of temperature exist in the heat-affected zone (HAZ), and this region undergoes rapid heating and cooling. The effects of spatial and temporal variations of temperature on the topological class distribution, relationship between size and topology of grains and the interdependence between grain topology and its neighbours are not known. Topological features of grains in the HAZ of Ti-6Al-4V alloy welds were measured for various heat inputs in the range 0.55-4.33 MJ m -1 . The topological class distributions were also calculated using a three-dimensional Monte Carlo model utilizing thermal cycles computed from a well tested numerical heat transfer and fluid flow model. The computed results showed that the topological class distributions were unaffected by the spatial and temporal variations of temperature. Experimental investigations of a few sections confirmed the simulation results. The average grain size for each edge class varied linearly with the edge class number. The local topological environment, i.e. the average number of sides of neighbours, n n , varied linearly with the inverse of the number of sides of grains, 1/n r , at a given location in the HAZ. Locations with the same topological environment showed the same grain size, indicating the significant influence of grain topology on grain growth in the HAZ

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

Specialized Monte Carlo codes versus general-purpose Monte Carlo codes

International Nuclear Information System (INIS)

Moskvin, Vadim; DesRosiers, Colleen; Papiez, Lech; Lu, Xiaoyi

2002-01-01

The possibilities of Monte Carlo modeling for dose calculations and optimization treatment are quite limited in radiation oncology applications. The main reason is that the Monte Carlo technique for dose calculations is time consuming while treatment planning may require hundreds of possible cases of dose simulations to be evaluated for dose optimization. The second reason is that general-purpose codes widely used in practice, require an experienced user to customize them for calculations. This paper discusses the concept of Monte Carlo code design that can avoid the main problems that are preventing wide spread use of this simulation technique in medical physics. (authors)

Monte Carlo simulations of flexible polyanions complexing with whey proteins at their isoelectric point.

Science.gov (United States)

de Vries, R

2004-02-15

Electrostatic complexation of flexible polyanions with the whey proteins alpha-lactalbumin and beta-lactoglobulin is studied using Monte Carlo simulations. The proteins are considered at their respective isoelectric points. Discrete charges on the model polyelectrolytes and proteins interact through Debye-Huckel potentials. Protein excluded volume is taken into account through a coarse-grained model of the protein shape. Consistent with experimental results, it is found that alpha-lactalbumin complexes much more strongly than beta-lactoglobulin. For alpha-lactalbumin, strong complexation is due to localized binding to a single large positive "charge patch," whereas for beta-lactoglobulin, weak complexation is due to diffuse binding to multiple smaller charge patches. Copyright 2004 American Institute of Physics

Monte Carlo principles and applications

Energy Technology Data Exchange (ETDEWEB)

Raeside, D E [Oklahoma Univ., Oklahoma City (USA). Health Sciences Center

1976-03-01

The principles underlying the use of Monte Carlo methods are explained, for readers who may not be familiar with the approach. The generation of random numbers is discussed, and the connection between Monte Carlo methods and random numbers is indicated. Outlines of two well established Monte Carlo sampling techniques are given, together with examples illustrating their use. The general techniques for improving the efficiency of Monte Carlo calculations are considered. The literature relevant to the applications of Monte Carlo calculations in medical physics is reviewed.

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.

Measurements and Monte-Carlo simulations of the particle self-shielding effect of B4C grains in neutron shielding concrete

Science.gov (United States)

DiJulio, D. D.; Cooper-Jensen, C. P.; Llamas-Jansa, I.; Kazi, S.; Bentley, P. M.

2018-06-01

A combined measurement and Monte-Carlo simulation study was carried out in order to characterize the particle self-shielding effect of B4C grains in neutron shielding concrete. Several batches of a specialized neutron shielding concrete, with varying B4C grain sizes, were exposed to a 2 Å neutron beam at the R2D2 test beamline at the Institute for Energy Technology located in Kjeller, Norway. The direct and scattered neutrons were detected with a neutron detector placed behind the concrete blocks and the results were compared to Geant4 simulations. The particle self-shielding effect was included in the Geant4 simulations by calculating effective neutron cross-sections during the Monte-Carlo simulation process. It is shown that this method well reproduces the measured results. Our results show that shielding calculations for low-energy neutrons using such materials would lead to an underestimate of the shielding required for a certain design scenario if the particle self-shielding effect is not included in the calculations.

Monte Carlo kinetics simulations of ice-mantle formation on interstellar grains

Science.gov (United States)

Garrod, Robin

2015-08-01

The majority of interstellar dust-grain chemical kinetics models use rate equations, or alternative population-based simulation methods, to trace the time-dependent formation of grain-surface molecules and ice mantles. Such methods are efficient, but are incapable of considering explicitly the morphologies of the dust grains, the structure of the ices formed thereon, or the influence of local surface composition on the chemistry.A new Monte Carlo chemical kinetics model, MIMICK, is presented here, whose prototype results were published recently (Garrod 2013, ApJ, 778, 158). The model calculates the strengths and positions of the potential mimima on the surface, on the fly, according to the individual pair-wise (van der Waals) bonds between surface species, allowing the structure of the ice to build up naturally as surface diffusion and chemistry occur. The prototype model considered contributions to a surface particle's potential only from contiguous (or "bonded") neighbors; the full model considers contributions from surface constituents from short to long range. Simulations are conducted on a fully 3-D user-generated dust-grain with amorphous surface characteristics. The chemical network has also been extended from the simple water system previously published, and now includes 33 chemical species and 55 reactions. This allows the major interstellar ice components to be simulated, such as water, methane, ammonia and methanol, as well as a small selection of more complex molecules, including methyl formate (HCOOCH3).The new model results indicate that the porosity of interstellar ices are dependent on multiple variables, including gas density, the dust temperature, and the relative accretion rates of key gas-phase species. The results presented also have implications for the formation of complex organic molecules on dust-grain surfaces at very low temperatures.

Generalized coarse-grained Becker-Doering equations

International Nuclear Information System (INIS)

Bolton, Colin D; Wattis, Jonathan A D

2003-01-01

We present and apply a generalized coarse-graining method of reducing the Becker-Doering model; originally formulated to describe the stepwise aggregation and fragmentation of clusters during nucleation. Previous formulations of the coarse-graining procedure have allowed a temporal rescaling of the coarse-grained reaction rates; this is generalized to allow the rescaling to depend on cluster size. The form of this factor is derived for general reaction rates and general mesh function so that the steady-state solution is preserved; in the case of an even mesh function the kinetics can also be accurately reproduced. With a size-dependent mesh function the equilibrium solution and the form of convergence to this state are matched for a specific example. Finally we consider reaction rates relevant to the classical nucleation theory of spherical cluster growth, and numerically compare solutions of the full system to the generalized coarse-grained system in both constant monomer and constant mass formulations, demonstrating the accuracy of the method

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.

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.

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

KAUST Repository

Liang, Faming

2009-01-01

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

Vectorized Monte Carlo

International Nuclear Information System (INIS)

Brown, F.B.

1981-01-01

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

Adjoint electron Monte Carlo calculations

International Nuclear Information System (INIS)

Jordan, T.M.

1986-01-01

Adjoint Monte Carlo is the most efficient method for accurate analysis of space systems exposed to natural and artificially enhanced electron environments. Recent adjoint calculations for isotropic electron environments include: comparative data for experimental measurements on electronics boxes; benchmark problem solutions for comparing total dose prediction methodologies; preliminary assessment of sectoring methods used during space system design; and total dose predictions on an electronics package. Adjoint Monte Carlo, forward Monte Carlo, and experiment are in excellent agreement for electron sources that simulate space environments. For electron space environments, adjoint Monte Carlo is clearly superior to forward Monte Carlo, requiring one to two orders of magnitude less computer time for relatively simple geometries. The solid-angle sectoring approximations used for routine design calculations can err by more than a factor of 2 on dose in simple shield geometries. For critical space systems exposed to severe electron environments, these potential sectoring errors demand the establishment of large design margins and/or verification of shield design by adjoint Monte Carlo/experiment

Quantum theory of multiscale coarse-graining.

Science.gov (United States)

Han, Yining; Jin, Jaehyeok; Wagner, Jacob W; Voth, Gregory A

2018-03-14

Coarse-grained (CG) models serve as a powerful tool to simulate molecular systems at much longer temporal and spatial scales. Previously, CG models and methods have been built upon classical statistical mechanics. The present paper develops a theory and numerical methodology for coarse-graining in quantum statistical mechanics, by generalizing the multiscale coarse-graining (MS-CG) method to quantum Boltzmann statistics. A rigorous derivation of the sufficient thermodynamic consistency condition is first presented via imaginary time Feynman path integrals. It identifies the optimal choice of CG action functional and effective quantum CG (qCG) force field to generate a quantum MS-CG (qMS-CG) description of the equilibrium system that is consistent with the quantum fine-grained model projected onto the CG variables. A variational principle then provides a class of algorithms for optimally approximating the qMS-CG force fields. Specifically, a variational method based on force matching, which was also adopted in the classical MS-CG theory, is generalized to quantum Boltzmann statistics. The qMS-CG numerical algorithms and practical issues in implementing this variational minimization procedure are also discussed. Then, two numerical examples are presented to demonstrate the method. Finally, as an alternative strategy, a quasi-classical approximation for the thermal density matrix expressed in the CG variables is derived. This approach provides an interesting physical picture for coarse-graining in quantum Boltzmann statistical mechanics in which the consistency with the quantum particle delocalization is obviously manifest, and it opens up an avenue for using path integral centroid-based effective classical force fields in a coarse-graining methodology.

Quantum theory of multiscale coarse-graining

Science.gov (United States)

Han, Yining; Jin, Jaehyeok; Wagner, Jacob W.; Voth, Gregory A.

2018-03-01

Coarse-grained (CG) models serve as a powerful tool to simulate molecular systems at much longer temporal and spatial scales. Previously, CG models and methods have been built upon classical statistical mechanics. The present paper develops a theory and numerical methodology for coarse-graining in quantum statistical mechanics, by generalizing the multiscale coarse-graining (MS-CG) method to quantum Boltzmann statistics. A rigorous derivation of the sufficient thermodynamic consistency condition is first presented via imaginary time Feynman path integrals. It identifies the optimal choice of CG action functional and effective quantum CG (qCG) force field to generate a quantum MS-CG (qMS-CG) description of the equilibrium system that is consistent with the quantum fine-grained model projected onto the CG variables. A variational principle then provides a class of algorithms for optimally approximating the qMS-CG force fields. Specifically, a variational method based on force matching, which was also adopted in the classical MS-CG theory, is generalized to quantum Boltzmann statistics. The qMS-CG numerical algorithms and practical issues in implementing this variational minimization procedure are also discussed. Then, two numerical examples are presented to demonstrate the method. Finally, as an alternative strategy, a quasi-classical approximation for the thermal density matrix expressed in the CG variables is derived. This approach provides an interesting physical picture for coarse-graining in quantum Boltzmann statistical mechanics in which the consistency with the quantum particle delocalization is obviously manifest, and it opens up an avenue for using path integral centroid-based effective classical force fields in a coarse-graining methodology.

Monte Carlo: Basics

OpenAIRE

Murthy, K. P. N.

2001-01-01

An introduction to the basics of Monte Carlo is given. The topics covered include, sample space, events, probabilities, random variables, mean, variance, covariance, characteristic function, chebyshev inequality, law of large numbers, central limit theorem (stable distribution, Levy distribution), random numbers (generation and testing), random sampling techniques (inversion, rejection, sampling from a Gaussian, Metropolis sampling), analogue Monte Carlo and Importance sampling (exponential b...

MORSE Monte Carlo code

International Nuclear Information System (INIS)

Cramer, S.N.

1984-01-01

The MORSE code is a large general-use multigroup Monte Carlo code system. Although no claims can be made regarding its superiority in either theoretical details or Monte Carlo techniques, MORSE has been, since its inception at ORNL in the late 1960s, the most widely used Monte Carlo radiation transport code. The principal reason for this popularity is that MORSE is relatively easy to use, independent of any installation or distribution center, and it can be easily customized to fit almost any specific need. Features of the MORSE code are described

Monte Carlo simulations of the phase separation of a copolymer blend in a thin film

KAUST Repository

Wang, Zhexiao

2014-12-11

Monte Carlo simulations were carried out to study the phase separation of a copolymer blend comprising an alternating copolymer and/or block copolymer in a thin film, and a phase diagram was constructed with a series of composed recipes. The effects of composition and segregation strength on phase separation were discussed in detail. The chain conformation of the block copolymer and alternating copolymer were investigated with changes of the segregation strength. Our simulations revealed that the segment distribution along the copolymer chain and the segregation strength between coarse-grained beads are two important parameters controlling phase separation and chain conformation in thin films of a copolymer blend. A well-controlled phase separation in the copolymer blend can be used to fabricate novel nanostructures.

Monte Carlo theory and practice

International Nuclear Information System (INIS)

James, F.

1987-01-01

Historically, the first large-scale calculations to make use of the Monte Carlo method were studies of neutron scattering and absorption, random processes for which it is quite natural to employ random numbers. Such calculations, a subset of Monte Carlo calculations, are known as direct simulation, since the 'hypothetical population' of the narrower definition above corresponds directly to the real population being studied. The Monte Carlo method may be applied wherever it is possible to establish equivalence between the desired result and the expected behaviour of a stochastic system. The problem to be solved may already be of a probabilistic or statistical nature, in which case its Monte Carlo formulation will usually be a straightforward simulation, or it may be of a deterministic or analytic nature, in which case an appropriate Monte Carlo formulation may require some imagination and may appear contrived or artificial. In any case, the suitability of the method chosen will depend on its mathematical properties and not on its superficial resemblance to the problem to be solved. The authors show how Monte Carlo techniques may be compared with other methods of solution of the same physical problem

Monte Carlo Methods in Physics

International Nuclear Information System (INIS)

Santoso, B.

1997-01-01

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

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...

Statistical implications in Monte Carlo depletions - 051

International Nuclear Information System (INIS)

Zhiwen, Xu; Rhodes, J.; Smith, K.

2010-01-01

As a result of steady advances of computer power, continuous-energy Monte Carlo depletion analysis is attracting considerable attention for reactor burnup calculations. The typical Monte Carlo analysis is set up as a combination of a Monte Carlo neutron transport solver and a fuel burnup solver. Note that the burnup solver is a deterministic module. The statistical errors in Monte Carlo solutions are introduced into nuclide number densities and propagated along fuel burnup. This paper is towards the understanding of the statistical implications in Monte Carlo depletions, including both statistical bias and statistical variations in depleted fuel number densities. The deterministic Studsvik lattice physics code, CASMO-5, is modified to model the Monte Carlo depletion. The statistical bias in depleted number densities is found to be negligible compared to its statistical variations, which, in turn, demonstrates the correctness of the Monte Carlo depletion method. Meanwhile, the statistical variation in number densities generally increases with burnup. Several possible ways of reducing the statistical errors are discussed: 1) to increase the number of individual Monte Carlo histories; 2) to increase the number of time steps; 3) to run additional independent Monte Carlo depletion cases. Finally, a new Monte Carlo depletion methodology, called the batch depletion method, is proposed, which consists of performing a set of independent Monte Carlo depletions and is thus capable of estimating the overall statistical errors including both the local statistical error and the propagated statistical error. (authors)

Monte Carlo simulation for IRRMA

International Nuclear Information System (INIS)

Gardner, R.P.; Liu Lianyan

2000-01-01

Monte Carlo simulation is fast becoming a standard approach for many radiation applications that were previously treated almost entirely by experimental techniques. This is certainly true for Industrial Radiation and Radioisotope Measurement Applications - IRRMA. The reasons for this include: (1) the increased cost and inadequacy of experimentation for design and interpretation purposes; (2) the availability of low cost, large memory, and fast personal computers; and (3) the general availability of general purpose Monte Carlo codes that are increasingly user-friendly, efficient, and accurate. This paper discusses the history and present status of Monte Carlo simulation for IRRMA including the general purpose (GP) and specific purpose (SP) Monte Carlo codes and future needs - primarily from the experience of the authors

A hierarchical coarse-grained (all-atom to all residue) approach to peptides (P1, P2) binding with a graphene sheet

Science.gov (United States)

Pandey, Ras; Kuang, Zhifeng; Farmer, Barry; Kim, Sang; Naik, Rajesh

2012-02-01

Recently, Kim et al. [1] have found that peptides P1: HSSYWYAFNNKT and P2: EPLQLKM bind selectively to graphene surfaces and edges respectively which are critical in modulating both the mechanical as well as electronic transport properties of graphene. Such distinctions in binding sites (edge versus surface) observed in electron micrographs were verified by computer simulation by an all-atomic model that captures the pi-pi bonding. We propose a hierarchical approach that involves input from the all-atom Molecular Dynamics (MD) study (with atomistic detail) into a coarse-grained Monte Carlo simulation to extend this study further to a larger scale. The binding energy of a free amino acid with the graphene sheet from all-atom simulation is used in the interaction parameter for the coarse-grained approach. Peptide chain executes its stochastic motion with the Metropolis algorithm. We investigate a number of local and global physical quantities and find that peptide P1 is likely to bind more strongly to graphene sheet than P2 and that it is anchored by three residues ^4Y^5W^6Y. [1] S.N. Kim et al J. Am. Chem. Soc. 133, 14480 (2011).

(U) Introduction to Monte Carlo Methods

Energy Technology Data Exchange (ETDEWEB)

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

2017-03-20

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

A Monte Carlo model for the exposure history of lunar dust grains in the ancient solar wind

International Nuclear Information System (INIS)

Borg, J.; Comstock, G.M.; Langevin, Y.; Maurette, M.; Jouffrey, B.; Jouret, C.

1976-01-01

The theoretical motion of the individual dust grains in the lunar regolith is analyzed by using a Monte Carlo statistical code where the variables are the mass and speed distribution of meteorites at the lunar surface and the geometrical shape of impact craters. From these computations the detailed irradiation history of the grains in the ancient solar wind is traced back, over a period of 4 billion years, as a function of the grain-size. Then by combining this irradiation scheme with the results of solar wind simulation experiments, the time and depth dependent accumulation of solar wind effects in the theoretical grains (solar wind maturation) is inferred. Finally, the validity of these predictions is tentatively checked by discussing a variety of physical and chemical solar wind effects which are registered in the surface layers of lunar dust grains. Therefore these studies give a tentative scenario for the 'maturation' of the lunar regolith with respect to solar wind effects, but they also reveal useful guidelines to deduce meaningful information from such effects. In particular, they suggest a 'lunar skin' sampling technique for extracting dust grains in lunar core tubes which could help in deciphering the past activity of the ancient solar wind over a time scale of several billion years. (Auth.)

Hybrid SN/Monte Carlo research and results

International Nuclear Information System (INIS)

Baker, R.S.

1993-01-01

The neutral particle transport equation is solved by a hybrid method that iteratively couples regions where deterministic (S N ) and stochastic (Monte Carlo) methods are applied. The Monte Carlo and S N regions are fully coupled in the sense that no assumption is made about geometrical separation or decoupling. The hybrid Monte Carlo/S N method provides a new means of solving problems involving both optically thick and optically thin regions that neither Monte Carlo nor S N is well suited for by themselves. 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 be expected to perform well

Deuterium fractionation on interstellar grains studied with modified rate equations and a Monte Carlo approach

Science.gov (United States)

Caselli, Paola; Stantcheva, Tatiana; Shalabiea, Osama; Shematovich, Valery I.; Herbst, Eric

2002-10-01

The formation of singly and doubly deuterated isotopomers of formaldehyde and of singly, doubly, and multiply deuterated isotopomers of methanol on interstellar grain surfaces has been studied with a semi-empirical modified rate approach and a Monte Carlo method in the temperature range 10- 20 K. Agreement between the results of the two methods is satisfactory for all major and many minor species throughout this range. If gas-phase fractionation can produce a high abundance of atomic deuterium, which then accretes onto grain surfaces, diffusive surface chemistry can produce large abundances of deuterated species, especially at low temperatures and high gas densities. Warming temperatures will then permit these surface species to evaporate into the gas, where they will remain abundant for a considerable period. We calculate that the doubly deuterated molecules CHD 2OH and CH 2DOD are particularly abundant and should be searched for in the gas phase of protostellar sources. For example, at 10 K and high density, these species can achieve up to 10-20% of the abundance of methanol.

Lectures on Monte Carlo methods

CERN Document Server

Madras, Neal

2001-01-01

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

Monte Carlo simulation in nuclear medicine

International Nuclear Information System (INIS)

Morel, Ch.

2007-01-01

The Monte Carlo method allows for simulating random processes by using series of pseudo-random numbers. It became an important tool in nuclear medicine to assist in the design of new medical imaging devices, optimise their use and analyse their data. Presently, the sophistication of the simulation tools allows the introduction of Monte Carlo predictions in data correction and image reconstruction processes. The availability to simulate time dependent processes opens up new horizons for Monte Carlo simulation in nuclear medicine. In a near future, these developments will allow to tackle simultaneously imaging and dosimetry issues and soon, case system Monte Carlo simulations may become part of the nuclear medicine diagnostic process. This paper describes some Monte Carlo method basics and the sampling methods that were developed for it. It gives a referenced list of different simulation software used in nuclear medicine and enumerates some of their present and prospective applications. (author)

Crossing the mesoscale no-mans land via parallel kinetic Monte Carlo.

Energy Technology Data Exchange (ETDEWEB)

Garcia Cardona, Cristina (San Diego State University); Webb, Edmund Blackburn, III; Wagner, Gregory John; Tikare, Veena; Holm, Elizabeth Ann; Plimpton, Steven James; Thompson, Aidan Patrick; Slepoy, Alexander (U. S. Department of Energy, NNSA); Zhou, Xiao Wang; Battaile, Corbett Chandler; Chandross, Michael Evan

2009-10-01

The kinetic Monte Carlo method and its variants are powerful tools for modeling materials at the mesoscale, meaning at length and time scales in between the atomic and continuum. We have completed a 3 year LDRD project with the goal of developing a parallel kinetic Monte Carlo capability and applying it to materials modeling problems of interest to Sandia. In this report we give an overview of the methods and algorithms developed, and describe our new open-source code called SPPARKS, for Stochastic Parallel PARticle Kinetic Simulator. We also highlight the development of several Monte Carlo models in SPPARKS for specific materials modeling applications, including grain growth, bubble formation, diffusion in nanoporous materials, defect formation in erbium hydrides, and surface growth and evolution.

Advanced Multilevel Monte Carlo Methods

KAUST Repository

Jasra, Ajay

2017-04-24

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

Advanced Multilevel Monte Carlo Methods

KAUST Repository

Jasra, Ajay; Law, Kody; Suciu, Carina

2017-01-01

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

Monte Carlo - Advances and Challenges

International Nuclear Information System (INIS)

Brown, Forrest B.; Mosteller, Russell D.; Martin, William R.

2008-01-01

Abstract only, full text follows: With ever-faster computers and mature Monte Carlo production codes, there has been tremendous growth in the application of Monte Carlo methods to the analysis of reactor physics and reactor systems. In the past, Monte Carlo methods were used primarily for calculating k eff of a critical system. More recently, Monte Carlo methods have been increasingly used for determining reactor power distributions and many design parameters, such as β eff , l eff , τ, reactivity coefficients, Doppler defect, dominance ratio, etc. These advanced applications of Monte Carlo methods are now becoming common, not just feasible, but bring new challenges to both developers and users: Convergence of 3D power distributions must be assured; confidence interval bias must be eliminated; iterated fission probabilities are required, rather than single-generation probabilities; temperature effects including Doppler and feedback must be represented; isotopic depletion and fission product buildup must be modeled. This workshop focuses on recent advances in Monte Carlo methods and their application to reactor physics problems, and on the resulting challenges faced by code developers and users. The workshop is partly tutorial, partly a review of the current state-of-the-art, and partly a discussion of future work that is needed. It should benefit both novice and expert Monte Carlo developers and users. In each of the topic areas, we provide an overview of needs, perspective on past and current methods, a review of recent work, and discussion of further research and capabilities that are required. Electronic copies of all workshop presentations and material will be available. The workshop is structured as 2 morning and 2 afternoon segments: - Criticality Calculations I - convergence diagnostics, acceleration methods, confidence intervals, and the iterated fission probability, - Criticality Calculations II - reactor kinetics parameters, dominance ratio, temperature

Mechanism of ultra low friction of multilayer graphene studied by coarse-grained molecular simulation.

Science.gov (United States)

Washizu, Hitoshi; Kajita, Seiji; Tohyama, Mamoru; Ohmori, Toshihide; Nishino, Noriaki; Teranishi, Hiroshi; Suzuki, Atsushi

2012-01-01

Coarse-grained Metropolis Monte Carlo Brownian Dynamics simulations are used to clarify the ultralow friction mechanism of a transfer film of multilayered graphene sheets. Each circular graphene sheet consists of 400 to 1,000,000 atoms confined between the upper and lower sliders and are allowed to move in 3 translational and 1 rotational directions due to thermal motion at 300 K. The sheet-sheet interaction energy is calculated by the sum of the pair potential of the sp2 carbons. The sliding simulations are done by moving the upper slider at a constant velocity. In the monolayer case, the friction force shows a stick-slip like curve and the average of the force is high. In the multilayer case, the friction force does not show any oscillation and the average of the force is very low. This is because the entire transfer film has an internal degree of freedom in the multilayer case and the lowest sheet of the layer is able to follow the equipotential surface of the lower slider.

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

A Monte Carlo model for 3D grain evolution during welding

Science.gov (United States)

Rodgers, Theron M.; Mitchell, John A.; Tikare, Veena

2017-09-01

Welding is one of the most wide-spread processes used in metal joining. However, there are currently no open-source software implementations for the simulation of microstructural evolution during a weld pass. Here we describe a Potts Monte Carlo based model implemented in the SPPARKS kinetic Monte Carlo computational framework. The model simulates melting, solidification and solid-state microstructural evolution of material in the fusion and heat-affected zones of a weld. The model does not simulate thermal behavior, but rather utilizes user input parameters to specify weld pool and heat-affect zone properties. Weld pool shapes are specified by Bézier curves, which allow for the specification of a wide range of pool shapes. Pool shapes can range from narrow and deep to wide and shallow representing different fluid flow conditions within the pool. Surrounding temperature gradients are calculated with the aide of a closest point projection algorithm. The model also allows simulation of pulsed power welding through time-dependent variation of the weld pool size. Example simulation results and comparisons with laboratory weld observations demonstrate microstructural variation with weld speed, pool shape, and pulsed-power.

The MC21 Monte Carlo Transport Code

International Nuclear Information System (INIS)

Sutton TM; Donovan TJ; Trumbull TH; Dobreff PS; Caro E; Griesheimer DP; Tyburski LJ; Carpenter DC; Joo H

2007-01-01

MC21 is a new Monte Carlo neutron and photon transport code currently under joint development at the Knolls Atomic Power Laboratory and the Bettis Atomic Power Laboratory. MC21 is the Monte Carlo transport kernel of the broader Common Monte Carlo Design Tool (CMCDT), which is also currently under development. The vision for CMCDT is to provide an automated, computer-aided modeling and post-processing environment integrated with a Monte Carlo solver that is optimized for reactor analysis. CMCDT represents a strategy to push the Monte Carlo method beyond its traditional role as a benchmarking tool or ''tool of last resort'' and into a dominant design role. This paper describes various aspects of the code, including the neutron physics and nuclear data treatments, the geometry representation, and the tally and depletion capabilities

Monte Carlo Treatment Planning for Advanced Radiotherapy

DEFF Research Database (Denmark)

Cronholm, Rickard

This Ph.d. project describes the development of a workflow for Monte Carlo Treatment Planning for clinical radiotherapy plans. The workflow may be utilized to perform an independent dose verification of treatment plans. Modern radiotherapy treatment delivery is often conducted by dynamically...... 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...

Prediction of the Grain-Microstructure Evolution Within a Friction Stir Welding (FSW) Joint via the Use of the Monte Carlo Simulation Method

Science.gov (United States)

Grujicic, M.; Ramaswami, S.; Snipes, J. S.; Avuthu, V.; Galgalikar, R.; Zhang, Z.

2015-09-01

A thermo-mechanical finite element analysis of the friction stir welding (FSW) process is carried out and the evolution of the material state (e.g., temperature, the extent of plastic deformation, etc.) monitored. Subsequently, the finite-element results are used as input to a Monte-Carlo simulation algorithm in order to predict the evolution of the grain microstructure within different weld zones, during the FSW process and the subsequent cooling of the material within the weld to room temperature. To help delineate different weld zones, (a) temperature and deformation fields during the welding process, and during the subsequent cooling, are monitored; and (b) competition between the grain growth (driven by the reduction in the total grain-boundary surface area) and dynamic-recrystallization grain refinement (driven by the replacement of highly deformed material with an effectively "dislocation-free" material) is simulated. The results obtained clearly revealed that different weld zones form as a result of different outcomes of the competition between the grain growth and grain refinement processes.

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.

Statistical estimation Monte Carlo for unreliability evaluation of highly reliable system

International Nuclear Information System (INIS)

Xiao Gang; Su Guanghui; Jia Dounan; Li Tianduo

2000-01-01

Based on analog Monte Carlo simulation, statistical Monte Carlo methods for unreliable evaluation of highly reliable system are constructed, including direct statistical estimation Monte Carlo method and weighted statistical estimation Monte Carlo method. The basal element is given, and the statistical estimation Monte Carlo estimators are derived. Direct Monte Carlo simulation method, bounding-sampling method, forced transitions Monte Carlo method, direct statistical estimation Monte Carlo and weighted statistical estimation Monte Carlo are used to evaluate unreliability of a same system. By comparing, weighted statistical estimation Monte Carlo estimator has smallest variance, and has highest calculating efficiency

Multilevel sequential Monte Carlo samplers

KAUST Repository

Beskos, Alexandros; Jasra, Ajay; Law, Kody; Tempone, Raul; Zhou, Yan

2016-01-01

In this article we consider the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods which depend on the step-size level . hL. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretization levels . ∞>h0>h1⋯>hL. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence and a sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. It is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context. That is, relative to exact sampling and Monte Carlo for the distribution at the finest level . hL. The approach is numerically illustrated on a Bayesian inverse problem. © 2016 Elsevier B.V.

Multilevel sequential Monte Carlo samplers

KAUST Repository

Beskos, Alexandros

2016-08-29

In this article we consider the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods which depend on the step-size level . hL. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretization levels . ∞>h0>h1⋯>hL. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence and a sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. It is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context. That is, relative to exact sampling and Monte Carlo for the distribution at the finest level . hL. The approach is numerically illustrated on a Bayesian inverse problem. © 2016 Elsevier B.V.

Applications of Monte Carlo method in Medical Physics

International Nuclear Information System (INIS)

Diez Rios, A.; Labajos, M.

1989-01-01

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

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.

Experience with the Monte Carlo Method

Energy Technology Data Exchange (ETDEWEB)

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

2007-06-15

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

Experience with the Monte Carlo Method

International Nuclear Information System (INIS)

Hussein, E.M.A.

2007-01-01

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

Monte Carlo alpha calculation

Energy Technology Data Exchange (ETDEWEB)

Brockway, D.; Soran, P.; Whalen, P.

1985-01-01

A Monte Carlo algorithm to efficiently calculate static alpha eigenvalues, N = ne/sup ..cap alpha..t/, for supercritical systems has been developed and tested. A direct Monte Carlo approach to calculating a static alpha is to simply follow the buildup in time of neutrons in a supercritical system and evaluate the logarithmic derivative of the neutron population with respect to time. This procedure is expensive, and the solution is very noisy and almost useless for a system near critical. The modified approach is to convert the time-dependent problem to a static ..cap alpha../sup -/eigenvalue problem and regress ..cap alpha.. on solutions of a/sup -/ k/sup -/eigenvalue problem. In practice, this procedure is much more efficient than the direct calculation, and produces much more accurate results. Because the Monte Carlo codes are intrinsically three-dimensional and use elaborate continuous-energy cross sections, this technique is now used as a standard for evaluating other calculational techniques in odd geometries or with group cross sections.

Monte Carlo simulations of neutron scattering instruments

International Nuclear Information System (INIS)

Aestrand, Per-Olof; Copenhagen Univ.; Lefmann, K.; Nielsen, K.

2001-01-01

A Monte Carlo simulation is an important computational tool used in many areas of science and engineering. The use of Monte Carlo techniques for simulating neutron scattering instruments is discussed. The basic ideas, techniques and approximations are presented. Since the construction of a neutron scattering instrument is very expensive, Monte Carlo software used for design of instruments have to be validated and tested extensively. The McStas software was designed with these aspects in mind and some of the basic principles of the McStas software will be discussed. Finally, some future prospects are discussed for using Monte Carlo simulations in optimizing neutron scattering experiments. (R.P.)

Linear filtering applied to Monte Carlo criticality calculations

International Nuclear Information System (INIS)

Morrison, G.W.; Pike, D.H.; Petrie, L.M.

1975-01-01

A significant improvement in the acceleration of the convergence of the eigenvalue computed by Monte Carlo techniques has been developed by applying linear filtering theory to Monte Carlo calculations for multiplying systems. A Kalman filter was applied to a KENO Monte Carlo calculation of an experimental critical system consisting of eight interacting units of fissile material. A comparison of the filter estimate and the Monte Carlo realization was made. The Kalman filter converged in five iterations to 0.9977. After 95 iterations, the average k-eff from the Monte Carlo calculation was 0.9981. This demonstrates that the Kalman filter has the potential of reducing the calculational effort of multiplying systems. Other examples and results are discussed

Burnup calculations using Monte Carlo method

International Nuclear Information System (INIS)

Ghosh, Biplab; Degweker, S.B.

2009-01-01

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

Monte Carlo simulations for plasma physics

International Nuclear Information System (INIS)

Okamoto, M.; Murakami, S.; Nakajima, N.; Wang, W.X.

2000-07-01

Plasma behaviours are very complicated and the analyses are generally difficult. However, when the collisional processes play an important role in the plasma behaviour, the Monte Carlo method is often employed as a useful tool. For examples, in neutral particle injection heating (NBI heating), electron or ion cyclotron heating, and alpha heating, Coulomb collisions slow down high energetic particles and pitch angle scatter them. These processes are often studied by the Monte Carlo technique and good agreements can be obtained with the experimental results. Recently, Monte Carlo Method has been developed to study fast particle transports associated with heating and generating the radial electric field. Further it is applied to investigating the neoclassical transport in the plasma with steep gradients of density and temperatures which is beyong the conventional neoclassical theory. In this report, we briefly summarize the researches done by the present authors utilizing the Monte Carlo method. (author)

Dynamics in coarse-grained models for oligomer-grafted silica nanoparticles

KAUST Repository

Hong, Bingbing

2012-01-01

Coarse-grained models of poly(ethylene oxide) oligomer-grafted nanoparticles are established by matching their structural distribution functions to atomistic simulation data. Coarse-grained force fields for bulk oligomer chains show excellent transferability with respect to chain lengths and temperature, but structure and dynamics of grafted nanoparticle systems exhibit a strong dependence on the core-core interactions. This leads to poor transferability of the core potential to conditions different from the state point at which the potential was optimized. Remarkably, coarse graining of grafted nanoparticles can either accelerate or slowdown the core motions, depending on the length of the grafted chains. This stands in sharp contrast to linear polymer systems, for which coarse graining always accelerates the dynamics. Diffusivity data suggest that the grafting topology is one cause of slower motions of the cores for short-chain oligomer-grafted nanoparticles; an estimation based on transition-state theory shows the coarse-grained core-core potential also has a slowing-down effect on the nanoparticle organic hybrid materials motions; both effects diminish as grafted chains become longer. © 2012 American Institute of Physics.

Monte Carlo methods and models in finance and insurance

CERN Document Server

Korn, Ralf; Kroisandt, Gerald

2010-01-01

Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models. The authors separately discuss Monte Carlo techniques, stochastic process basics, and the theoretical background and intuition behind financial and actuarial mathematics, before bringing the topics together to apply the Monte Carlo methods to areas of finance and insurance. This allows for the easy identification of standard Monte Carlo tools and for a detailed focus on the main principles of financial and insurance mathematics. The book describes high-level Monte Carlo methods for standard simulation and the simulation of...

Monte Carlo approaches to light nuclei

International Nuclear Information System (INIS)

Carlson, J.

1990-01-01

Significant progress has been made recently in the application of Monte Carlo methods to the study of light nuclei. We review new Green's function Monte Carlo results for the alpha particle, Variational Monte Carlo studies of 16 O, and methods for low-energy scattering and transitions. Through these calculations, a coherent picture of the structure and electromagnetic properties of light nuclei has arisen. In particular, we examine the effect of the three-nucleon interaction and the importance of exchange currents in a variety of experimentally measured properties, including form factors and capture cross sections. 29 refs., 7 figs

Monte Carlo approaches to light nuclei

Energy Technology Data Exchange (ETDEWEB)

Carlson, J.

1990-01-01

Significant progress has been made recently in the application of Monte Carlo methods to the study of light nuclei. We review new Green's function Monte Carlo results for the alpha particle, Variational Monte Carlo studies of {sup 16}O, and methods for low-energy scattering and transitions. Through these calculations, a coherent picture of the structure and electromagnetic properties of light nuclei has arisen. In particular, we examine the effect of the three-nucleon interaction and the importance of exchange currents in a variety of experimentally measured properties, including form factors and capture cross sections. 29 refs., 7 figs.

Monte Carlo simulation of ionizing radiation induced DNA strand breaks utilizing coarse grained high-order chromatin structures.

Science.gov (United States)

Liang, Ying; Yang, Gen; Liu, Feng; Wang, Yugang

2016-01-07

Ionizing radiation threatens genome integrity by causing DNA damage. Monte Carlo simulation of the interaction of a radiation track structure with DNA provides a powerful tool for investigating the mechanisms of the biological effects. However, the more or less oversimplification of the indirect effect and the inadequate consideration of high-order chromatin structures in current models usually results in discrepancies between simulations and experiments, which undermine the predictive role of the models. Here we present a biophysical model taking into consideration factors that influence indirect effect to simulate radiation-induced DNA strand breaks in eukaryotic cells with high-order chromatin structures. The calculated yields of single-strand breaks and double-strand breaks (DSBs) for photons are in good agreement with the experimental measurements. The calculated yields of DSB for protons and α particles are consistent with simulations by the PARTRAC code, whereas an overestimation is seen compared with the experimental results. The simulated fragment size distributions for (60)Co γ irradiation and α particle irradiation are compared with the measurements accordingly. The excellent agreement with (60)Co irradiation validates our model in simulating photon irradiation. The general agreement found in α particle irradiation encourages model applicability in the high linear energy transfer range. Moreover, we demonstrate the importance of chromatin high-order structures in shaping the spectrum of initial damage.

Monte Carlo simulation of ionizing radiation induced DNA strand breaks utilizing coarse grained high-order chromatin structures

International Nuclear Information System (INIS)

Liang, Ying; Yang, Gen; Liu, Feng; Wang, Yugang

2016-01-01

Ionizing radiation threatens genome integrity by causing DNA damage. Monte Carlo simulation of the interaction of a radiation track structure with DNA provides a powerful tool for investigating the mechanisms of the biological effects. However, the more or less oversimplification of the indirect effect and the inadequate consideration of high-order chromatin structures in current models usually results in discrepancies between simulations and experiments, which undermine the predictive role of the models. Here we present a biophysical model taking into consideration factors that influence indirect effect to simulate radiation-induced DNA strand breaks in eukaryotic cells with high-order chromatin structures. The calculated yields of single-strand breaks and double-strand breaks (DSBs) for photons are in good agreement with the experimental measurements. The calculated yields of DSB for protons and α particles are consistent with simulations by the PARTRAC code, whereas an overestimation is seen compared with the experimental results. The simulated fragment size distributions for 60 Co γ irradiation and α particle irradiation are compared with the measurements accordingly. The excellent agreement with 60 Co irradiation validates our model in simulating photon irradiation. The general agreement found in α particle irradiation encourages model applicability in the high linear energy transfer range. Moreover, we demonstrate the importance of chromatin high-order structures in shaping the spectrum of initial damage. (paper)

Non-periodic molecular dynamics simulations of coarse grained lipid bilayer in water

DEFF Research Database (Denmark)

Kotsalis, E. M.; Hanasaki, I.; Walther, Jens Honore

2010-01-01

We present a multiscale algorithm that couples coarse grained molecular dynamics (CGMD) with continuum solver. The coupling requires the imposition of non-periodic boundary conditions on the coarse grained Molecular Dynamics which, when not properly enforced, may result in spurious fluctuations o...... in simulating more complex systems by performing a non-periodic Molecular Dynamics simulation of a DPPC lipid in liquid coarse grained water.......We present a multiscale algorithm that couples coarse grained molecular dynamics (CGMD) with continuum solver. The coupling requires the imposition of non-periodic boundary conditions on the coarse grained Molecular Dynamics which, when not properly enforced, may result in spurious fluctuations...... of the material properties of the system represented by CGMD. In this paper we extend a control algorithm originally developed for atomistic simulations [3], to conduct simulations involving coarse grained water molecules without periodic boundary conditions. We demonstrate the applicability of our method...

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...

FROM ATOMISTIC TO SYSTEMATIC COARSE-GRAINED MODELS FOR MOLECULAR SYSTEMS

KAUST Repository

Harmandaris, Vagelis; Kalligiannaki, Evangelia; Katsoulakis, Markos; Plechac, Petr

2017-01-01

The development of systematic (rigorous) coarse-grained mesoscopic models for complex molecular systems is an intense research area. Here we first give an overview of methods for obtaining optimal parametrized coarse-grained models, starting from

Lecture 1. Monte Carlo basics. Lecture 2. Adjoint Monte Carlo. Lecture 3. Coupled Forward-Adjoint calculations

Energy Technology Data Exchange (ETDEWEB)

Hoogenboom, J.E. [Delft University of Technology, Interfaculty Reactor Institute, Delft (Netherlands)

2000-07-01

The Monte Carlo method is a statistical method to solve mathematical and physical problems using random numbers. The principle of the methods will be demonstrated for a simple mathematical problem and for neutron transport. Various types of estimators will be discussed, as well as generally applied variance reduction methods like splitting, Russian roulette and importance biasing. The theoretical formulation for solving eigenvalue problems for multiplying systems will be shown. Some reflections will be given about the applicability of the Monte Carlo method, its limitations and its future prospects for reactor physics calculations. Adjoint Monte Carlo is a Monte Carlo game to solve the adjoint neutron (or photon) transport equation. The adjoint transport equation can be interpreted in terms of simulating histories of artificial particles, which show properties of neutrons that move backwards in history. These particles will start their history at the detector from which the response must be estimated and give a contribution to the estimated quantity when they hit or pass through the neutron source. Application to multigroup transport formulation will be demonstrated Possible implementation for the continuous energy case will be outlined. The inherent advantages and disadvantages of the method will be discussed. The Midway Monte Carlo method will be presented for calculating a detector response due to a (neutron or photon) source. A derivation will be given of the basic formula for the Midway Monte Carlo method The black absorber technique, allowing for a cutoff of particle histories when reaching the midway surface in one of the calculations will be derived. An extension of the theory to coupled neutron-photon problems is given. The method will be demonstrated for an oil well logging problem, comprising a neutron source in a borehole and photon detectors to register the photons generated by inelastic neutron scattering. (author)

Lecture 1. Monte Carlo basics. Lecture 2. Adjoint Monte Carlo. Lecture 3. Coupled Forward-Adjoint calculations

International Nuclear Information System (INIS)

Hoogenboom, J.E.

2000-01-01

The Monte Carlo method is a statistical method to solve mathematical and physical problems using random numbers. The principle of the methods will be demonstrated for a simple mathematical problem and for neutron transport. Various types of estimators will be discussed, as well as generally applied variance reduction methods like splitting, Russian roulette and importance biasing. The theoretical formulation for solving eigenvalue problems for multiplying systems will be shown. Some reflections will be given about the applicability of the Monte Carlo method, its limitations and its future prospects for reactor physics calculations. Adjoint Monte Carlo is a Monte Carlo game to solve the adjoint neutron (or photon) transport equation. The adjoint transport equation can be interpreted in terms of simulating histories of artificial particles, which show properties of neutrons that move backwards in history. These particles will start their history at the detector from which the response must be estimated and give a contribution to the estimated quantity when they hit or pass through the neutron source. Application to multigroup transport formulation will be demonstrated Possible implementation for the continuous energy case will be outlined. The inherent advantages and disadvantages of the method will be discussed. The Midway Monte Carlo method will be presented for calculating a detector response due to a (neutron or photon) source. A derivation will be given of the basic formula for the Midway Monte Carlo method The black absorber technique, allowing for a cutoff of particle histories when reaching the midway surface in one of the calculations will be derived. An extension of the theory to coupled neutron-photon problems is given. The method will be demonstrated for an oil well logging problem, comprising a neutron source in a borehole and photon detectors to register the photons generated by inelastic neutron scattering. (author)

Monte Carlo Techniques for Nuclear Systems - Theory Lectures

International Nuclear Information System (INIS)

Brown, Forrest B.; Univ. of New Mexico, Albuquerque, NM

2016-01-01

These are lecture notes for a Monte Carlo class given at the University of New Mexico. The following topics are covered: course information; nuclear eng. review & MC; random numbers and sampling; computational geometry; collision physics; tallies and statistics; eigenvalue calculations I; eigenvalue calculations II; eigenvalue calculations III; variance reduction; parallel Monte Carlo; parameter studies; fission matrix and higher eigenmodes; doppler broadening; Monte Carlo depletion; HTGR modeling; coupled MC and T/H calculations; fission energy deposition. Solving particle transport problems with the Monte Carlo method is simple - just simulate the particle behavior. The devil is in the details, however. These lectures provide a balanced approach to the theory and practice of Monte Carlo simulation codes. The first lectures provide an overview of Monte Carlo simulation methods, covering the transport equation, random sampling, computational geometry, collision physics, and statistics. The next lectures focus on the state-of-the-art in Monte Carlo criticality simulations, covering the theory of eigenvalue calculations, convergence analysis, dominance ratio calculations, bias in Keff and tallies, bias in uncertainties, a case study of a realistic calculation, and Wielandt acceleration techniques. The remaining lectures cover advanced topics, including HTGR modeling and stochastic geometry, temperature dependence, fission energy deposition, depletion calculations, parallel calculations, and parameter studies. This portion of the class focuses on using MCNP to perform criticality calculations for reactor physics and criticality safety applications. It is an intermediate level class, intended for those with at least some familiarity with MCNP. Class examples provide hands-on experience at running the code, plotting both geometry and results, and understanding the code output. The class includes lectures & hands-on computer use for a variety of Monte Carlo calculations

Monte Carlo Techniques for Nuclear Systems - Theory Lectures

Energy Technology Data Exchange (ETDEWEB)

Brown, Forrest B. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States). Monte Carlo Methods, Codes, and Applications Group; Univ. of New Mexico, Albuquerque, NM (United States). Nuclear Engineering Dept.

2016-11-29

These are lecture notes for a Monte Carlo class given at the University of New Mexico. The following topics are covered: course information; nuclear eng. review & MC; random numbers and sampling; computational geometry; collision physics; tallies and statistics; eigenvalue calculations I; eigenvalue calculations II; eigenvalue calculations III; variance reduction; parallel Monte Carlo; parameter studies; fission matrix and higher eigenmodes; doppler broadening; Monte Carlo depletion; HTGR modeling; coupled MC and T/H calculations; fission energy deposition. Solving particle transport problems with the Monte Carlo method is simple - just simulate the particle behavior. The devil is in the details, however. These lectures provide a balanced approach to the theory and practice of Monte Carlo simulation codes. The first lectures provide an overview of Monte Carlo simulation methods, covering the transport equation, random sampling, computational geometry, collision physics, and statistics. The next lectures focus on the state-of-the-art in Monte Carlo criticality simulations, covering the theory of eigenvalue calculations, convergence analysis, dominance ratio calculations, bias in Keff and tallies, bias in uncertainties, a case study of a realistic calculation, and Wielandt acceleration techniques. The remaining lectures cover advanced topics, including HTGR modeling and stochastic geometry, temperature dependence, fission energy deposition, depletion calculations, parallel calculations, and parameter studies. This portion of the class focuses on using MCNP to perform criticality calculations for reactor physics and criticality safety applications. It is an intermediate level class, intended for those with at least some familiarity with MCNP. Class examples provide hands-on experience at running the code, plotting both geometry and results, and understanding the code output. The class includes lectures & hands-on computer use for a variety of Monte Carlo calculations

Monte Carlo Transport for Electron Thermal Transport

Science.gov (United States)

Chenhall, Jeffrey; Cao, Duc; Moses, Gregory

2015-11-01

The iSNB (implicit Schurtz Nicolai Busquet multigroup electron thermal transport method of Cao et al. is adapted into a Monte Carlo transport method in order to better model the effects of non-local behavior. The end goal is a hybrid transport-diffusion method that combines Monte Carlo Transport with a discrete diffusion Monte Carlo (DDMC). The hybrid method will combine the efficiency of a diffusion method in short mean free path regions with the accuracy of a transport method in long mean free path regions. The Monte Carlo nature of the approach allows the algorithm to be massively parallelized. Work to date on the method will be presented. This work was supported by Sandia National Laboratory - Albuquerque and the University of Rochester Laboratory for Laser Energetics.

An Evaluation of Coarse-Grained Locking for Multicore Microkernels

OpenAIRE

Elphinstone, Kevin; Zarrabi, Amirreza; Danis, Adrian; Shen, Yanyan; Heiser, Gernot

2016-01-01

The trade-off between coarse- and fine-grained locking is a well understood issue in operating systems. Coarse-grained locking provides lower overhead under low contention, fine-grained locking provides higher scalability under contention, though at the expense of implementation complexity and re- duced best-case performance. We revisit this trade-off in the context of microkernels and tightly-coupled cores with shared caches and low inter-core migration latencies. We evaluate performance on ...

Generalized hybrid Monte Carlo - CMFD methods for fission source convergence

International Nuclear Information System (INIS)

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

2011-01-01

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

Is Monte Carlo embarrassingly parallel?

Energy Technology Data Exchange (ETDEWEB)

Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands); Delft Nuclear Consultancy, IJsselzoom 2, 2902 LB Capelle aan den IJssel (Netherlands)

2012-07-01

Monte Carlo is often stated as being embarrassingly parallel. However, running a Monte Carlo calculation, especially a reactor criticality calculation, in parallel using tens of processors shows a serious limitation in speedup and the execution time may even increase beyond a certain number of processors. In this paper the main causes of the loss of efficiency when using many processors are analyzed using a simple Monte Carlo program for criticality. The basic mechanism for parallel execution is MPI. One of the bottlenecks turn out to be the rendez-vous points in the parallel calculation used for synchronization and exchange of data between processors. This happens at least at the end of each cycle for fission source generation in order to collect the full fission source distribution for the next cycle and to estimate the effective multiplication factor, which is not only part of the requested results, but also input to the next cycle for population control. Basic improvements to overcome this limitation are suggested and tested. Also other time losses in the parallel calculation are identified. Moreover, the threading mechanism, which allows the parallel execution of tasks based on shared memory using OpenMP, is analyzed in detail. Recommendations are given to get the maximum efficiency out of a parallel Monte Carlo calculation. (authors)

Is Monte Carlo embarrassingly parallel?

International Nuclear Information System (INIS)

Hoogenboom, J. E.

2012-01-01

Monte Carlo is often stated as being embarrassingly parallel. However, running a Monte Carlo calculation, especially a reactor criticality calculation, in parallel using tens of processors shows a serious limitation in speedup and the execution time may even increase beyond a certain number of processors. In this paper the main causes of the loss of efficiency when using many processors are analyzed using a simple Monte Carlo program for criticality. The basic mechanism for parallel execution is MPI. One of the bottlenecks turn out to be the rendez-vous points in the parallel calculation used for synchronization and exchange of data between processors. This happens at least at the end of each cycle for fission source generation in order to collect the full fission source distribution for the next cycle and to estimate the effective multiplication factor, which is not only part of the requested results, but also input to the next cycle for population control. Basic improvements to overcome this limitation are suggested and tested. Also other time losses in the parallel calculation are identified. Moreover, the threading mechanism, which allows the parallel execution of tasks based on shared memory using OpenMP, is analyzed in detail. Recommendations are given to get the maximum efficiency out of a parallel Monte Carlo calculation. (authors)

Coarse-graining free theories with gauge symmetries: the linearized case

International Nuclear Information System (INIS)

Bahr, Benjamin; Dittrich, Bianca; He Song

2011-01-01

Discretizations of continuum theories often do not preserve the gauge symmetry content. This occurs in particular for diffeomorphism symmetry in general relativity, which leads to severe difficulties in both canonical and covariant quantization approaches. We discuss here the method of perfect actions, which attempts to restore gauge symmetries by mirroring exactly continuum physics on a lattice via a coarse graining process. Analytical results can only be obtained via a perturbative approach, for which we consider the first step, namely the coarse graining of the linearized theory. The linearized gauge symmetries are exact also in the discretized theory; hence, we develop a formalism to deal with gauge systems. Finally, we provide a discretization of linearized gravity as well as a coarse graining map and show that with this choice the three-dimensional (3D) linearized gravity action is invariant under coarse graining.

Effect of acicular ferrite formation on grain refinement in the coarse-grained region of heat-affected zone

International Nuclear Information System (INIS)

Wan, X.L.; Wei, R.; Wu, K.M.

2010-01-01

The microstructure of acicular ferrite and its formation for the grain refinement of coarse-grained region of heat-affected zone of high strength low-alloy bainite steels were studied using three-dimensional reconstruction technique. Crystallographic grain size was analyzed by means of electron backscatter diffraction. It was revealed that the microstructure in the coarse-grained region of the heat-affected zone consisted of predominantly bainite packets and a small proportion of acicular ferrite. Acicular ferrite was of lath or plate-like rather than needle or rod-like morphology. Tempering of the coarse-grained region of heat-affected zone showed that the acicular ferrite was more stable than the bainite, indicating that the acicular ferrite was formed prior to bainite. The acicular ferrite laths or plates divided the prior austenite grains into smaller and separate regions, and confining the bainite transformed at lower temperatures in the smaller regions and hence leading to the grain refinement in the coarse-grained region of the heat-affected zone.

Effect of acicular ferrite formation on grain refinement in the coarse-grained region of heat-affected zone

Energy Technology Data Exchange (ETDEWEB)

Wan, X.L.; Wei, R. [Institute of Advanced Steels and Welding Technology, Hubei Provincial Key Laboratory for Systems Science on Metallurgical Processing, Key Laboratory for Ferrous Metallurgy and Resources Utilization of Ministry of Education, Wuhan University of Science and Technology, Wuhan 430081 (China); Wu, K.M., E-mail: wukaiming@wust.edu.cn [Institute of Advanced Steels and Welding Technology, Hubei Provincial Key Laboratory for Systems Science on Metallurgical Processing, Key Laboratory for Ferrous Metallurgy and Resources Utilization of Ministry of Education, Wuhan University of Science and Technology, Wuhan 430081 (China)

2010-07-15

The microstructure of acicular ferrite and its formation for the grain refinement of coarse-grained region of heat-affected zone of high strength low-alloy bainite steels were studied using three-dimensional reconstruction technique. Crystallographic grain size was analyzed by means of electron backscatter diffraction. It was revealed that the microstructure in the coarse-grained region of the heat-affected zone consisted of predominantly bainite packets and a small proportion of acicular ferrite. Acicular ferrite was of lath or plate-like rather than needle or rod-like morphology. Tempering of the coarse-grained region of heat-affected zone showed that the acicular ferrite was more stable than the bainite, indicating that the acicular ferrite was formed prior to bainite. The acicular ferrite laths or plates divided the prior austenite grains into smaller and separate regions, and confining the bainite transformed at lower temperatures in the smaller regions and hence leading to the grain refinement in the coarse-grained region of the heat-affected zone.

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

Variational Variance Reduction for Monte Carlo Criticality Calculations

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Larsen, Edward W.

2001-01-01

A new variational variance reduction (VVR) method for Monte Carlo criticality calculations was developed. This method employs (a) a variational functional that is more accurate than the standard direct functional, (b) a representation of the deterministically obtained adjoint flux that is especially accurate for optically thick problems with high scattering ratios, and (c) estimates of the forward flux obtained by Monte Carlo. The VVR method requires no nonanalog Monte Carlo biasing, but it may be used in conjunction with Monte Carlo biasing schemes. Some results are presented from a class of criticality calculations involving alternating arrays of fuel and moderator regions

Monte Carlo Solutions for Blind Phase Noise Estimation

Directory of Open Access Journals (Sweden)

Çırpan Hakan

2009-01-01

Full Text Available This paper investigates the use of Monte Carlo sampling methods for phase noise estimation on additive white Gaussian noise (AWGN channels. The main contributions of the paper are (i the development of a Monte Carlo framework for phase noise estimation, with special attention to sequential importance sampling and Rao-Blackwellization, (ii the interpretation of existing Monte Carlo solutions within this generic framework, and (iii the derivation of a novel phase noise estimator. Contrary to the ad hoc phase noise estimators that have been proposed in the past, the estimators considered in this paper are derived from solid probabilistic and performance-determining arguments. Computer simulations demonstrate that, on one hand, the Monte Carlo phase noise estimators outperform the existing estimators and, on the other hand, our newly proposed solution exhibits a lower complexity than the existing Monte Carlo solutions.

Spacetime coarse grainings in nonrelativistic quantum mechanics

International Nuclear Information System (INIS)

Hartle, J.B.

1991-01-01

Sum-over-histories generalizations of nonrelativistic quantum mechanics are explored in which probabilities are predicted, not just for alternatives defined on spacelike surfaces, but for alternatives defined by the behavior of spacetime histories with respect to spacetime regions. Closed, nonrelativistic systems are discussed whose histories are paths in a given configuration space. The action and the initial quantum state are assumed fixed and given. A formulation of quantum mechanics is used which assigns probabilities to members of sets of alternative coarse-grained histories of the system, that is, to the individual classes of a partition of its paths into exhaustive and exclusive classes. Probabilities are assigned to those sets which decohere, that is, whose probabilities are consistent with the sum rules of probability theory. Coarse graining by the behavior of paths with respect to regions of spacetime is described. For example, given a single region, the set of all paths may be partitioned into those which never pass through the region and those which pass through the region at least once. A sum-over-histories decoherence functional is defined for sets of alternative histories coarse-grained by spacetime regions. Techniques for the definition and effective computation of the relevant sums over histories by operator-product formulas are described and illustrated by examples. Methods based on Euclidean stochastic processes are also discussed and illustrated. Models of decoherence and measurement for spacetime coarse grainings are described. Issues of causality are investigated. Such spacetime generalizations of nonrelativistic quantum mechanics may be useful models for a generalized quantum mechanics of spacetime geometry

Monte Carlo based diffusion coefficients for LMFBR analysis

International Nuclear Information System (INIS)

Van Rooijen, Willem F.G.; Takeda, Toshikazu; Hazama, Taira

2010-01-01

A method based on Monte Carlo calculations is developed to estimate the diffusion coefficient of unit cells. The method uses a geometrical model similar to that used in lattice theory, but does not use the assumption of a separable fundamental mode used in lattice theory. The method uses standard Monte Carlo flux and current tallies, and the continuous energy Monte Carlo code MVP was used without modifications. Four models are presented to derive the diffusion coefficient from tally results of flux and partial currents. In this paper the method is applied to the calculation of a plate cell of the fast-spectrum critical facility ZEBRA. Conventional calculations of the diffusion coefficient diverge in the presence of planar voids in the lattice, but our Monte Carlo method can treat this situation without any problem. The Monte Carlo method was used to investigate the influence of geometrical modeling as well as the directional dependence of the diffusion coefficient. The method can be used to estimate the diffusion coefficient of complicated unit cells, the limitation being the capabilities of the Monte Carlo code. The method will be used in the future to confirm results for the diffusion coefficient obtained of the Monte Carlo code. The method will be used in the future to confirm results for the diffusion coefficient obtained with deterministic codes. (author)

Constructing Optimal Coarse-Grained Sites of Huge Biomolecules by Fluctuation Maximization.

Science.gov (United States)

Li, Min; Zhang, John Zenghui; Xia, Fei

2016-04-12

Coarse-grained (CG) models are valuable tools for the study of functions of large biomolecules on large length and time scales. The definition of CG representations for huge biomolecules is always a formidable challenge. In this work, we propose a new method called fluctuation maximization coarse-graining (FM-CG) to construct the CG sites of biomolecules. The defined residual in FM-CG converges to a maximal value as the number of CG sites increases, allowing an optimal CG model to be rigorously defined on the basis of the maximum. More importantly, we developed a robust algorithm called stepwise local iterative optimization (SLIO) to accelerate the process of coarse-graining large biomolecules. By means of the efficient SLIO algorithm, the computational cost of coarse-graining large biomolecules is reduced to within the time scale of seconds, which is far lower than that of conventional simulated annealing. The coarse-graining of two huge systems, chaperonin GroEL and lengsin, indicates that our new methods can coarse-grain huge biomolecular systems with up to 10,000 residues within the time scale of minutes. The further parametrization of CG sites derived from FM-CG allows us to construct the corresponding CG models for studies of the functions of huge biomolecular systems.

Computer system for Monte Carlo experimentation

International Nuclear Information System (INIS)

Grier, D.A.

1986-01-01

A new computer system for Monte Carlo Experimentation is presented. The new system speeds and simplifies the process of coding and preparing a Monte Carlo Experiment; it also encourages the proper design of Monte Carlo Experiments, and the careful analysis of the experimental results. A new functional language is the core of this system. Monte Carlo Experiments, and their experimental designs, are programmed in this new language; those programs are compiled into Fortran output. The Fortran output is then compiled and executed. The experimental results are analyzed with a standard statistics package such as Si, Isp, or Minitab or with a user-supplied program. Both the experimental results and the experimental design may be directly loaded into the workspace of those packages. The new functional language frees programmers from many of the details of programming an experiment. Experimental designs such as factorial, fractional factorial, or latin square are easily described by the control structures and expressions of the language. Specific mathematical modes are generated by the routines of the language

Entropies from Coarse-graining: Convex Polytopes vs. Ellipsoids

Directory of Open Access Journals (Sweden)

Nikos Kalogeropoulos

2015-09-01

Full Text Available We examine the Boltzmann/Gibbs/Shannon SBGS and the non-additive Havrda-Charvát/Daróczy/Cressie-Read/Tsallis Sq and the Kaniadakis κ-entropy Sκ from the viewpoint of coarse-graining, symplectic capacities and convexity. We argue that the functional form of such entropies can be ascribed to a discordance in phase-space coarse-graining between two generally different approaches: the Euclidean/Riemannian metric one that reflects independence and picks cubes as the fundamental cells in coarse-graining and the symplectic/canonical one that picks spheres/ellipsoids for this role. Our discussion is motivated by and confined to the behaviour of Hamiltonian systems of many degrees of freedom. We see that Dvoretzky’s theorem provides asymptotic estimates for the minimal dimension beyond which these two approaches are close to each other. We state and speculate about the role that dualities may play in this viewpoint.

Random Numbers and Monte Carlo Methods

Science.gov (United States)

Scherer, Philipp O. J.

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

LCG Monte-Carlo Data Base

CERN Document Server

Bartalini, P.; Kryukov, A.; Selyuzhenkov, Ilya V.; Sherstnev, A.; Vologdin, A.

2004-01-01

We present the Monte-Carlo events Data Base (MCDB) project and its development plans. MCDB facilitates communication between authors of Monte-Carlo generators and experimental users. It also provides a convenient book-keeping and an easy access to generator level samples. The first release of MCDB is now operational for the CMS collaboration. In this paper we review the main ideas behind MCDB and discuss future plans to develop this Data Base further within the CERN LCG framework.

Alternative implementations of the Monte Carlo power method

International Nuclear Information System (INIS)

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

2002-01-01

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

Igo - A Monte Carlo Code For Radiotherapy Planning

International Nuclear Information System (INIS)

Goldstein, M.; Regev, D.

1999-01-01

The goal of radiation therapy is to deliver a lethal dose to the tumor, while minimizing the dose to normal tissues and vital organs. To carry out this task, it is critical to calculate correctly the 3-D dose delivered. Monte Carlo transport methods (especially the Adjoint Monte Carlo have the potential to provide more accurate predictions of the 3-D dose the currently used methods. IG0 is a Monte Carlo code derived from the general Monte Carlo Program - MCNP, tailored specifically for calculating the effects of radiation therapy. This paper describes the IG0 transport code, the PIG0 interface and some preliminary results

Monte Carlo techniques for analyzing deep-penetration problems

International Nuclear Information System (INIS)

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

1986-01-01

Current methods and difficulties in Monte Carlo deep-penetration calculations are reviewed, including statistical uncertainty and recent adjoint optimization of splitting, Russian roulette, and exponential transformation biasing. 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 multigroup 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

Odd-flavor Simulations by the Hybrid Monte Carlo

CERN Document Server

Takaishi, Tetsuya; Takaishi, Tetsuya; De Forcrand, Philippe

2001-01-01

The standard hybrid Monte Carlo algorithm is known to simulate even flavors QCD only. Simulations of odd flavors QCD, however, can be also performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion matrix is approximated by a polynomial. In this exploratory study we perform three flavors QCD simulations. We make a comparison of the hybrid Monte Carlo algorithm and the R-algorithm which also simulates odd flavors systems but has step-size errors. We find that results from our hybrid Monte Carlo algorithm are in agreement with those from the R-algorithm obtained at very small step-size.

Quantum Monte Carlo approaches for correlated systems

CERN Document Server

Becca, Federico

2017-01-01

Over the past several decades, computational approaches to studying strongly-interacting systems have become increasingly varied and sophisticated. This book provides a comprehensive introduction to state-of-the-art quantum Monte Carlo techniques relevant for applications in correlated systems. Providing a clear overview of variational wave functions, and featuring a detailed presentation of stochastic samplings including Markov chains and Langevin dynamics, which are developed into a discussion of Monte Carlo methods. The variational technique is described, from foundations to a detailed description of its algorithms. Further topics discussed include optimisation techniques, real-time dynamics and projection methods, including Green's function, reptation and auxiliary-field Monte Carlo, from basic definitions to advanced algorithms for efficient codes, and the book concludes with recent developments on the continuum space. Quantum Monte Carlo Approaches for Correlated Systems provides an extensive reference ...

Track 4: basic nuclear science variance reduction for Monte Carlo criticality simulations. 6. Variational Variance Reduction for Monte Carlo Criticality Calculations

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Larsen, Edward W.

2001-01-01

Recently, it has been shown that the figure of merit (FOM) of Monte Carlo source-detector problems can be enhanced by using a variational rather than a direct functional to estimate the detector response. The direct functional, which is traditionally employed in Monte Carlo simulations, requires an estimate of the solution of the forward problem within the detector region. The variational functional is theoretically more accurate than the direct functional, but it requires estimates of the solutions of the forward and adjoint source-detector problems over the entire phase-space of the problem. In recent work, we have performed Monte Carlo simulations using the variational functional by (a) approximating the adjoint solution deterministically and representing this solution as a function in phase-space and (b) estimating the forward solution using Monte Carlo. We have called this general procedure variational variance reduction (VVR). The VVR method is more computationally expensive per history than traditional Monte Carlo because extra information must be tallied and processed. However, the variational functional yields a more accurate estimate of the detector response. Our simulations have shown that the VVR reduction in variance usually outweighs the increase in cost, resulting in an increased FOM. In recent work on source-detector problems, we have calculated the adjoint solution deterministically and represented this solution as a linear-in-angle, histogram-in-space function. This procedure has several advantages over previous implementations: (a) it requires much less adjoint information to be stored and (b) it is highly efficient for diffusive problems, due to the accurate linear-in-angle representation of the adjoint solution. (Traditional variance-reduction methods perform poorly for diffusive problems.) Here, we extend this VVR method to Monte Carlo criticality calculations, which are often diffusive and difficult for traditional variance-reduction methods

Non statistical Monte-Carlo

International Nuclear Information System (INIS)

Mercier, B.

1985-04-01

We have shown that the transport equation can be solved with particles, like the Monte-Carlo method, but without random numbers. In the Monte-Carlo method, particles are created from the source, and are followed from collision to collision until either they are absorbed or they leave the spatial domain. In our method, particles are created from the original source, with a variable weight taking into account both collision and absorption. These particles are followed until they leave the spatial domain, and we use them to determine a first collision source. Another set of particles is then created from this first collision source, and tracked to determine a second collision source, and so on. This process introduces an approximation which does not exist in the Monte-Carlo method. However, we have analyzed the effect of this approximation, and shown that it can be limited. Our method is deterministic, gives reproducible results. Furthermore, when extra accuracy is needed in some region, it is easier to get more particles to go there. It has the same kind of applications: rather problems where streaming is dominant than collision dominated problems

Coarse-graining stochastic biochemical networks: adiabaticity and fast simulations

Energy Technology Data Exchange (ETDEWEB)

Nemenman, Ilya [Los Alamos National Laboratory; Sinitsyn, Nikolai [Los Alamos National Laboratory; Hengartner, Nick [Los Alamos National Laboratory

2008-01-01

We propose a universal approach for analysis and fast simulations of stiff stochastic biochemical kinetics networks, which rests on elimination of fast chemical species without a loss of information about mesoscoplc, non-Poissonian fluctuations of the slow ones. Our approach, which is similar to the Born-Oppenhelmer approximation in quantum mechanics, follows from the stochastic path Integral representation of the cumulant generating function of reaction events. In applications with a small number of chemIcal reactions, It produces analytical expressions for cumulants of chemical fluxes between the slow variables. This allows for a low-dimensional, Interpretable representation and can be used for coarse-grained numerical simulation schemes with a small computational complexity and yet high accuracy. As an example, we derive the coarse-grained description for a chain of biochemical reactions, and show that the coarse-grained and the microscopic simulations are in an agreement, but the coarse-gralned simulations are three orders of magnitude faster.

Renormalization and Coarse-graining of Loop Quantum Gravity

OpenAIRE

Charles, Christoph

2017-01-01

The continuum limit of loop quantum gravity is still an open problem. Indeed, no proper dynamics in known to start with and we still lack the mathematical tools to study its would-be continuum limit. In the present PhD dissertation, we will investigate some coarse-graining methods that should become helpful in this enterprise. We concentrate on two aspects of the theory's coarse-graining: finding natural large scale observables on one hand and studying how the dynamics of varying graphs could...

Monte Carlo simulation for the design of industrial gamma-ray transmission tomography

International Nuclear Information System (INIS)

Kim, Jongbum; Jung, Sunghee; Moon, Jinho; Kwon, Taekyong; Cho, Gyuseong

2011-01-01

The Monte Carlo simulation and experiment were carried out for a large-scale industrial gamma ray tomographic scanning geometry. The geometry of the tomographic system has a moving source with 16 stationary detectors. This geometry is advantageous for the diagnosis of a large-scale industrial plant. The simulation data was carried out for the phantom with 32 views, 16 detectors, and a different energy bin. The simulation data was processed to be used for image reconstruction. Image reconstruction was performed by a Diagonally-Scaled Gradient-Ascent algorithm for simulation data. Experiments were conducted in a 78 cm diameter column filled with polypropylene grains. Sixteen 0.5-inch-thick and 1 inch long NaI(Tl) cylindrical detectors, and 20 mCi of 137 Cs radioactive source were used. The experimental results were compared to the simulation data. The experimental results were similar to Monte Carlo simulation results. This result showed that the Monte Carlo simulation is useful for predicting the result of the industrial gamma tomographic scan method And it can also give a solution for designing the industrial gamma tomography system and preparing the field experiment. (author)

Monte Carlo techniques for analyzing deep penetration problems

International Nuclear Information System (INIS)

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

Monte Carlo techniques for analyzing deep penetration problems

International Nuclear Information System (INIS)

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

Resolving Properties of Polymers and Nanoparticle Assembly through Coarse-Grained Computational Studies.

Energy Technology Data Exchange (ETDEWEB)

Grest, Gary S. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

2017-09-01

Coupled length and time scales determine the dynamic behavior of polymers and polymer nanocomposites and underlie their unique properties. To resolve the properties over large time and length scales it is imperative to develop coarse grained models which retain the atomistic specificity. Here we probe the degree of coarse graining required to simultaneously retain significant atomistic details a nd access large length and time scales. The degree of coarse graining in turn sets the minimum length scale instrumental in defining polymer properties and dynamics. Using polyethylene as a model system, we probe how the coarse - graining scale affects the measured dynamics with different number methylene group s per coarse - grained beads. Using these models we simulate polyethylene melts for times over 500 ms to study the viscoelastic properties of well - entangled polymer melts and large nanoparticle assembly as the nanoparticles are driven close enough to form nanostructures.

Design of low-power coarse-grained reconfigurable architectures

CERN Document Server

Kim, Yoonjin

2010-01-01

Coarse-grained reconfigurable architecture (CGRA) has emerged as a solution for flexible, application-specific optimization of embedded systems. Helping you understand the issues involved in designing and constructing embedded systems, Design of Low-Power Coarse-Grained Reconfigurable Architectures offers new frameworks for optimizing the architecture of components in embedded systems in order to decrease area and save power. Real application benchmarks and gate-level simulations substantiate these frameworks.The first half of the book explains how to reduce power in the configuration cache. T

Coarse-graining using the relative entropy and simplex-based optimization methods in VOTCA

Science.gov (United States)

Rühle, Victor; Jochum, Mara; Koschke, Konstantin; Aluru, N. R.; Kremer, Kurt; Mashayak, S. Y.; Junghans, Christoph

2014-03-01

Coarse-grained (CG) simulations are an important tool to investigate systems on larger time and length scales. Several methods for systematic coarse-graining were developed, varying in complexity and the property of interest. Thus, the question arises which method best suits a specific class of system and desired application. The Versatile Object-oriented Toolkit for Coarse-graining Applications (VOTCA) provides a uniform platform for coarse-graining methods and allows for their direct comparison. We present recent advances of VOTCA, namely the implementation of the relative entropy method and downhill simplex optimization for coarse-graining. The methods are illustrated by coarse-graining SPC/E bulk water and a water-methanol mixture. Both CG models reproduce the pair distributions accurately. SYM is supported by AFOSR under grant 11157642 and by NSF under grant 1264282. CJ was supported in part by the NSF PHY11-25915 at KITP. K. Koschke acknowledges funding by the Nestle Research Center.

Biases in Monte Carlo eigenvalue calculations

Energy Technology Data Exchange (ETDEWEB)

Gelbard, E.M.

1992-12-01

The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the ``fixed-source`` case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated (``replicated``) over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here.

Biases in Monte Carlo eigenvalue calculations

Energy Technology Data Exchange (ETDEWEB)

Gelbard, E.M.

1992-01-01

The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the fixed-source'' case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated ( replicated'') over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here.

Biases in Monte Carlo eigenvalue calculations

International Nuclear Information System (INIS)

Gelbard, E.M.

1992-01-01

The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the ''fixed-source'' case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated (''replicated'') over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here

Importance iteration in MORSE Monte Carlo calculations

International Nuclear Information System (INIS)

Kloosterman, J.L.; Hoogenboom, J.E.

1994-01-01

An expression to calculate point values (the expected detector response of a particle emerging from a collision or the source) is derived and implemented in the MORSE-SGC/S Monte Carlo code. It is outlined how these point values can be smoothed as a function of energy and as a function of the optical thickness between the detector and the source. The smoothed point values are subsequently used to calculate the biasing parameters of the Monte Carlo runs to follow. The method is illustrated by an example that shows that the obtained biasing parameters lead to a more efficient Monte Carlo calculation

Importance iteration in MORSE Monte Carlo calculations

International Nuclear Information System (INIS)

Kloosterman, J.L.; Hoogenboom, J.E.

1994-02-01

An expression to calculate point values (the expected detector response of a particle emerging from a collision or the source) is derived and implemented in the MORSE-SGC/S Monte Carlo code. It is outlined how these point values can be smoothed as a function of energy and as a function of the optical thickness between the detector and the source. The smoothed point values are subsequently used to calculate the biasing parameters of the Monte Carlo runs to follow. The method is illustrated by an example, which shows that the obtained biasing parameters lead to a more efficient Monte Carlo calculation. (orig.)

SimRNA: a coarse-grained method for RNA folding simulations and 3D structure prediction.

Science.gov (United States)

Boniecki, Michal J; Lach, Grzegorz; Dawson, Wayne K; Tomala, Konrad; Lukasz, Pawel; Soltysinski, Tomasz; Rother, Kristian M; Bujnicki, Janusz M

2016-04-20

RNA molecules play fundamental roles in cellular processes. Their function and interactions with other biomolecules are dependent on the ability to form complex three-dimensional (3D) structures. However, experimental determination of RNA 3D structures is laborious and challenging, and therefore, the majority of known RNAs remain structurally uncharacterized. Here, we present SimRNA: a new method for computational RNA 3D structure prediction, which uses a coarse-grained representation, relies on the Monte Carlo method for sampling the conformational space, and employs a statistical potential to approximate the energy and identify conformations that correspond to biologically relevant structures. SimRNA can fold RNA molecules using only sequence information, and, on established test sequences, it recapitulates secondary structure with high accuracy, including correct prediction of pseudoknots. For modeling of complex 3D structures, it can use additional restraints, derived from experimental or computational analyses, including information about secondary structure and/or long-range contacts. SimRNA also can be used to analyze conformational landscapes and identify potential alternative structures. © The Author(s) 2015. Published by Oxford University Press on behalf of Nucleic Acids Research.

Advanced Computational Methods for Monte Carlo Calculations

Energy Technology Data Exchange (ETDEWEB)

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

2018-01-12

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

Prospect on general software of Monte Carlo method

International Nuclear Information System (INIS)

Pei Lucheng

1992-01-01

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

Strategije drevesnega preiskovanja Monte Carlo

OpenAIRE

VODOPIVEC, TOM

2018-01-01

Po preboju pri igri go so metode drevesnega preiskovanja Monte Carlo (ang. Monte Carlo tree search – MCTS) sprožile bliskovit napredek agentov za igranje iger: raziskovalna skupnost je od takrat razvila veliko variant in izboljšav algoritma MCTS ter s tem zagotovila napredek umetne inteligence ne samo pri igrah, ampak tudi v številnih drugih domenah. Čeprav metode MCTS združujejo splošnost naključnega vzorčenja z natančnostjo drevesnega preiskovanja, imajo lahko v praksi težave s počasno konv...

Monte Carlo electron/photon transport

International Nuclear Information System (INIS)

Mack, J.M.; Morel, J.E.; Hughes, H.G.

1985-01-01

A review of nonplasma coupled electron/photon transport using Monte Carlo method is presented. Remarks are mainly restricted to linerarized formalisms at electron energies from 1 keV to 1000 MeV. Applications involving pulse-height estimation, transport in external magnetic fields, and optical Cerenkov production are discussed to underscore the importance of this branch of computational physics. Advances in electron multigroup cross-section generation is reported, and its impact on future code development assessed. Progress toward the transformation of MCNP into a generalized neutral/charged-particle Monte Carlo code is described. 48 refs

Monte Carlo method for array criticality calculations

International Nuclear Information System (INIS)

Dickinson, D.; Whitesides, G.E.

1976-01-01

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

Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

KAUST Repository

Ben Issaid, Chaouki; Long, Quan; Scavino, Marco; Tempone, Raul

2015-01-01

Experimental design is very important since experiments are often resource-exhaustive and time-consuming. We carry out experimental design in the Bayesian framework. To measure the amount of information, which can be extracted from the data in an experiment, we use the expected information gain as the utility function, which specifically is the expected logarithmic ratio between the posterior and prior distributions. Optimizing this utility function enables us to design experiments that yield the most informative data for our purpose. One of the major difficulties in evaluating the expected information gain is that the integral is nested and can be high dimensional. We propose using Multilevel Monte Carlo techniques to accelerate the computation of the nested high dimensional integral. The advantages are twofold. First, the Multilevel Monte Carlo can significantly reduce the cost of the nested integral for a given tolerance, by using an optimal sample distribution among different sample averages of the inner integrals. Second, the Multilevel Monte Carlo method imposes less assumptions, such as the concentration of measures, required by Laplace method. We test our Multilevel Monte Carlo technique using a numerical example on the design of sensor deployment for a Darcy flow problem governed by one dimensional Laplace equation. We also compare the performance of the Multilevel Monte Carlo, Laplace approximation and direct double loop Monte Carlo.

Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

KAUST Repository

Ben Issaid, Chaouki

2015-01-07

Experimental design is very important since experiments are often resource-exhaustive and time-consuming. We carry out experimental design in the Bayesian framework. To measure the amount of information, which can be extracted from the data in an experiment, we use the expected information gain as the utility function, which specifically is the expected logarithmic ratio between the posterior and prior distributions. Optimizing this utility function enables us to design experiments that yield the most informative data for our purpose. One of the major difficulties in evaluating the expected information gain is that the integral is nested and can be high dimensional. We propose using Multilevel Monte Carlo techniques to accelerate the computation of the nested high dimensional integral. The advantages are twofold. First, the Multilevel Monte Carlo can significantly reduce the cost of the nested integral for a given tolerance, by using an optimal sample distribution among different sample averages of the inner integrals. Second, the Multilevel Monte Carlo method imposes less assumptions, such as the concentration of measures, required by Laplace method. We test our Multilevel Monte Carlo technique using a numerical example on the design of sensor deployment for a Darcy flow problem governed by one dimensional Laplace equation. We also compare the performance of the Multilevel Monte Carlo, Laplace approximation and direct double loop Monte Carlo.

Present status of transport code development based on Monte Carlo method

International Nuclear Information System (INIS)

Nakagawa, Masayuki

1985-01-01

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

Successful vectorization - reactor physics Monte Carlo code

International Nuclear Information System (INIS)

Martin, W.R.

1989-01-01

Most particle transport Monte Carlo codes in use today are based on the ''history-based'' algorithm, wherein one particle history at a time is simulated. Unfortunately, the ''history-based'' approach (present in all Monte Carlo codes until recent years) is inherently scalar and cannot be vectorized. In particular, the history-based algorithm cannot take advantage of vector architectures, which characterize the largest and fastest computers at the current time, vector supercomputers such as the Cray X/MP or IBM 3090/600. However, substantial progress has been made in recent years in developing and implementing a vectorized Monte Carlo algorithm. This algorithm follows portions of many particle histories at the same time and forms the basis for all successful vectorized Monte Carlo codes that are in use today. This paper describes the basic vectorized algorithm along with descriptions of several variations that have been developed by different researchers for specific applications. These applications have been mainly in the areas of neutron transport in nuclear reactor and shielding analysis and photon transport in fusion plasmas. The relative merits of the various approach schemes will be discussed and the present status of known vectorization efforts will be summarized along with available timing results, including results from the successful vectorization of 3-D general geometry, continuous energy Monte Carlo. (orig.)

Bayesian phylogeny analysis via stochastic approximation Monte Carlo

KAUST Repository

Cheon, Sooyoung; Liang, Faming

2009-01-01

in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method

Reflections on early Monte Carlo calculations

International Nuclear Information System (INIS)

Spanier, J.

1992-01-01

Monte Carlo methods for solving various particle transport problems developed in parallel with the evolution of increasingly sophisticated computer programs implementing diffusion theory and low-order moments calculations. In these early years, Monte Carlo calculations and high-order approximations to the transport equation were seen as too expensive to use routinely for nuclear design but served as invaluable aids and supplements to design with less expensive tools. The earliest Monte Carlo programs were quite literal; i.e., neutron and other particle random walk histories were simulated by sampling from the probability laws inherent in the physical system without distoration. Use of such analogue sampling schemes resulted in a good deal of time being spent in examining the possibility of lowering the statistical uncertainties in the sample estimates by replacing simple, and intuitively obvious, random variables by those with identical means but lower variances

Reconstruction of Monte Carlo replicas from Hessian parton distributions

Energy Technology Data Exchange (ETDEWEB)

Hou, Tie-Jiun [Department of Physics, Southern Methodist University,Dallas, TX 75275-0181 (United States); Gao, Jun [INPAC, Shanghai Key Laboratory for Particle Physics and Cosmology,Department of Physics and Astronomy, Shanghai Jiao-Tong University, Shanghai 200240 (China); High Energy Physics Division, Argonne National Laboratory,Argonne, Illinois, 60439 (United States); Huston, Joey [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States); Nadolsky, Pavel [Department of Physics, Southern Methodist University,Dallas, TX 75275-0181 (United States); Schmidt, Carl; Stump, Daniel [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States); Wang, Bo-Ting; Xie, Ke Ping [Department of Physics, Southern Methodist University,Dallas, TX 75275-0181 (United States); Dulat, Sayipjamal [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States); School of Physics Science and Technology, Xinjiang University,Urumqi, Xinjiang 830046 (China); Center for Theoretical Physics, Xinjiang University,Urumqi, Xinjiang 830046 (China); Pumplin, Jon; Yuan, C.P. [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States)

2017-03-20

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 correction is proposed to address a bias in asymmetric uncertainties introduced by the Taylor series approximation. 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.

Sampling from a polytope and hard-disk Monte Carlo

International Nuclear Information System (INIS)

Kapfer, Sebastian C; Krauth, Werner

2013-01-01

The hard-disk problem, the statics and the dynamics of equal two-dimensional hard spheres in a periodic box, has had a profound influence on statistical and computational physics. Markov-chain Monte Carlo and molecular dynamics were first discussed for this model. Here we reformulate hard-disk Monte Carlo algorithms in terms of another classic problem, namely the sampling from a polytope. Local Markov-chain Monte Carlo, as proposed by Metropolis et al. in 1953, appears as a sequence of random walks in high-dimensional polytopes, while the moves of the more powerful event-chain algorithm correspond to molecular dynamics evolution. We determine the convergence properties of Monte Carlo methods in a special invariant polytope associated with hard-disk configurations, and the implications for convergence of hard-disk sampling. Finally, we discuss parallelization strategies for event-chain Monte Carlo and present results for a multicore implementation

Problems in radiation shielding calculations with Monte Carlo methods

International Nuclear Information System (INIS)

Ueki, Kohtaro

1985-01-01

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

Cluster monte carlo method for nuclear criticality safety calculation

International Nuclear Information System (INIS)

Pei Lucheng

1984-01-01

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

Wielandt acceleration for MCNP5 Monte Carlo eigenvalue calculations

International Nuclear Information System (INIS)

Brown, F.

2007-01-01

Monte Carlo criticality calculations use the power iteration method to determine the eigenvalue (k eff ) and eigenfunction (fission source distribution) of the fundamental mode. A recently proposed method for accelerating convergence of the Monte Carlo power iteration using Wielandt's method has been implemented in a test version of MCNP5. The method is shown to provide dramatic improvements in convergence rates and to greatly reduce the possibility of false convergence assessment. The method is effective and efficient, improving the Monte Carlo figure-of-merit for many problems. In addition, the method should eliminate most of the underprediction bias in confidence intervals for Monte Carlo criticality calculations. (authors)

Monte Carlo shielding analyses using an automated biasing procedure

International Nuclear Information System (INIS)

Tang, J.S.; Hoffman, T.J.

1988-01-01

A systematic and automated approach for biasing Monte Carlo shielding calculations is described. In particular, adjoint fluxes from a one-dimensional discrete ordinates calculation are used to generate biasing parameters for a Monte Carlo calculation. The entire procedure of adjoint calculation, biasing parameters generation, and Monte Carlo calculation has been automated. The automated biasing procedure has been applied to several realistic deep-penetration shipping cask problems. The results obtained for neutron and gamma-ray transport indicate that with the automated biasing procedure Monte Carlo shielding calculations of spent-fuel casks can be easily performed with minimum effort and that accurate results can be obtained at reasonable computing cost

Applications of the Monte Carlo method in radiation protection

International Nuclear Information System (INIS)

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

1999-01-01

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

Pore-scale uncertainty quantification with multilevel Monte Carlo

KAUST Repository

Icardi, Matteo; Hoel, Haakon; Long, Quan; Tempone, Raul

2014-01-01

. Since there are no generic ways to parametrize the randomness in the porescale structures, Monte Carlo techniques are the most accessible to compute statistics. We propose a multilevel Monte Carlo (MLMC) technique to reduce the computational cost

Current and future applications of Monte Carlo

International Nuclear Information System (INIS)

Zaidi, H.

2003-01-01

Full text: The use of radionuclides in medicine has a long history and encompasses a large area of applications including diagnosis and radiation treatment of cancer patients using either external or radionuclide radiotherapy. The 'Monte Carlo method'describes a very broad area of science, in which many processes, physical systems, and phenomena are simulated by statistical methods employing random numbers. The general idea of Monte Carlo analysis is to create a model, which is as similar as possible to the real physical system of interest, and to create interactions within that system based on known probabilities of occurrence, with random sampling of the probability density functions (pdfs). As the number of individual events (called 'histories') is increased, the quality of the reported average behavior of the system improves, meaning that the statistical uncertainty decreases. The use of the Monte Carlo method to simulate radiation transport has become the most accurate means of predicting absorbed dose distributions and other quantities of interest in the radiation treatment of cancer patients using either external or radionuclide radiotherapy. The same trend has occurred for the estimation of the absorbed dose in diagnostic procedures using radionuclides as well as the assessment of image quality and quantitative accuracy of radionuclide imaging. As a consequence of this generalized use, many questions are being raised primarily about the need and potential of Monte Carlo techniques, but also about how accurate it really is, what would it take to apply it clinically and make it available widely to the nuclear medicine community at large. Many of these questions will be answered when Monte Carlo techniques are implemented and used for more routine calculations and for in-depth investigations. In this paper, the conceptual role of the Monte Carlo method is briefly introduced and followed by a survey of its different applications in diagnostic and therapeutic

Quantum statistical Monte Carlo methods and applications to spin systems

International Nuclear Information System (INIS)

Suzuki, M.

1986-01-01

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

SPQR: a Monte Carlo reactor kinetics code

International Nuclear Information System (INIS)

Cramer, S.N.; Dodds, H.L.

1980-02-01

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

Optix: A Monte Carlo scintillation light transport code

Energy Technology Data Exchange (ETDEWEB)

Safari, M.J., E-mail: mjsafari@aut.ac.ir [Department of Energy Engineering and Physics, Amir Kabir University of Technology, PO Box 15875-4413, Tehran (Iran, Islamic Republic of); Afarideh, H. [Department of Energy Engineering and Physics, Amir Kabir University of Technology, PO Box 15875-4413, Tehran (Iran, Islamic Republic of); Ghal-Eh, N. [School of Physics, Damghan University, PO Box 36716-41167, Damghan (Iran, Islamic Republic of); Davani, F. Abbasi [Nuclear Engineering Department, Shahid Beheshti University, PO Box 1983963113, Tehran (Iran, Islamic Republic of)

2014-02-11

The paper reports on the capabilities of Monte Carlo scintillation light transport code Optix, which is an extended version of previously introduced code Optics. Optix provides the user a variety of both numerical and graphical outputs with a very simple and user-friendly input structure. A benchmarking strategy has been adopted based on the comparison with experimental results, semi-analytical solutions, and other Monte Carlo simulation codes to verify various aspects of the developed code. Besides, some extensive comparisons have been made against the tracking abilities of general-purpose MCNPX and FLUKA codes. The presented benchmark results for the Optix code exhibit promising agreements. -- Highlights: • Monte Carlo simulation of scintillation light transport in 3D geometry. • Evaluation of angular distribution of detected photons. • Benchmark studies to check the accuracy of Monte Carlo simulations.

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.

Present status and future prospects of neutronics Monte Carlo

International Nuclear Information System (INIS)

Gelbard, E.M.

1990-01-01

It is fair to say that the Monte Carlo method, over the last decade, has grown steadily more important as a neutronics computational tool. Apparently this has happened for assorted reasons. Thus, for example, as the power of computers has increased, the cost of the method has dropped, steadily becoming less and less of an obstacle to its use. In addition, more and more sophisticated input processors have now made it feasible to model extremely complicated systems routinely with really remarkable fidelity. Finally, as we demand greater and greater precision in reactor calculations, Monte Carlo is often found to be the only method accurate enough for use in benchmarking. Cross section uncertainties are now almost the only inherent limitations in our Monte Carlo capabilities. For this reason Monte Carlo has come to occupy a special position, interposed between experiment and other computational techniques. More and more often deterministic methods are tested by comparison with Monte Carlo, and cross sections are tested by comparing Monte Carlo with experiment. In this way one can distinguish very clearly between errors due to flaws in our numerical methods, and those due to deficiencies in cross section files. The special role of Monte Carlo as a benchmarking tool, often the only available benchmarking tool, makes it crucially important that this method should be polished to perfection. Problems relating to Eigenvalue calculations, variance reduction and the use of advanced computers are reviewed in this paper. (author)

Diffusion Monte Carlo approach versus adiabatic computation for local Hamiltonians

Science.gov (United States)

Bringewatt, Jacob; Dorland, William; Jordan, Stephen P.; Mink, Alan

2018-02-01

Most research regarding quantum adiabatic optimization has focused on stoquastic Hamiltonians, whose ground states can be expressed with only real non-negative amplitudes and thus for whom destructive interference is not manifest. This raises the question of whether classical Monte Carlo algorithms can efficiently simulate quantum adiabatic optimization with stoquastic Hamiltonians. Recent results have given counterexamples in which path-integral and diffusion Monte Carlo fail to do so. However, most adiabatic optimization algorithms, such as for solving MAX-k -SAT problems, use k -local Hamiltonians, whereas our previous counterexample for diffusion Monte Carlo involved n -body interactions. Here we present a 6-local counterexample which demonstrates that even for these local Hamiltonians there are cases where diffusion Monte Carlo cannot efficiently simulate quantum adiabatic optimization. Furthermore, we perform empirical testing of diffusion Monte Carlo on a standard well-studied class of permutation-symmetric tunneling problems and similarly find large advantages for quantum optimization over diffusion Monte Carlo.

Neutron point-flux calculation by Monte Carlo

International Nuclear Information System (INIS)

Eichhorn, M.

1986-04-01

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)

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

International Nuclear Information System (INIS)

Yamamoto, Toshihiro

2014-01-01

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

Shell model the Monte Carlo way

International Nuclear Information System (INIS)

Ormand, W.E.

1995-01-01

The formalism for the auxiliary-field Monte Carlo approach to the nuclear shell model is presented. The method is based on a linearization of the two-body part of the Hamiltonian in an imaginary-time propagator using the Hubbard-Stratonovich transformation. The foundation of the method, as applied to the nuclear many-body problem, is discussed. Topics presented in detail include: (1) the density-density formulation of the method, (2) computation of the overlaps, (3) the sign of the Monte Carlo weight function, (4) techniques for performing Monte Carlo sampling, and (5) the reconstruction of response functions from an imaginary-time auto-correlation function using MaxEnt techniques. Results obtained using schematic interactions, which have no sign problem, are presented to demonstrate the feasibility of the method, while an extrapolation method for realistic Hamiltonians is presented. In addition, applications at finite temperature are outlined

Shell model the Monte Carlo way

Energy Technology Data Exchange (ETDEWEB)

Ormand, W.E.

1995-03-01

The formalism for the auxiliary-field Monte Carlo approach to the nuclear shell model is presented. The method is based on a linearization of the two-body part of the Hamiltonian in an imaginary-time propagator using the Hubbard-Stratonovich transformation. The foundation of the method, as applied to the nuclear many-body problem, is discussed. Topics presented in detail include: (1) the density-density formulation of the method, (2) computation of the overlaps, (3) the sign of the Monte Carlo weight function, (4) techniques for performing Monte Carlo sampling, and (5) the reconstruction of response functions from an imaginary-time auto-correlation function using MaxEnt techniques. Results obtained using schematic interactions, which have no sign problem, are presented to demonstrate the feasibility of the method, while an extrapolation method for realistic Hamiltonians is presented. In addition, applications at finite temperature are outlined.

Research on perturbation based Monte Carlo reactor criticality search

International Nuclear Information System (INIS)

Li Zeguang; Wang Kan; Li Yangliu; Deng Jingkang

2013-01-01

Criticality search is a very important aspect in reactor physics analysis. Due to the advantages of Monte Carlo method and the development of computer technologies, Monte Carlo criticality search is becoming more and more necessary and feasible. Traditional Monte Carlo criticality search method is suffered from large amount of individual criticality runs and uncertainty and fluctuation of Monte Carlo results. A new Monte Carlo criticality search method based on perturbation calculation is put forward in this paper to overcome the disadvantages of traditional method. By using only one criticality run to get initial k_e_f_f and differential coefficients of concerned parameter, the polynomial estimator of k_e_f_f changing function is solved to get the critical value of concerned parameter. The feasibility of this method was tested. The results show that the accuracy and efficiency of perturbation based criticality search method are quite inspiring and the method overcomes the disadvantages of traditional one. (authors)

Monte Carlo learning/biasing experiment with intelligent random numbers

International Nuclear Information System (INIS)

Booth, T.E.

1985-01-01

A Monte Carlo learning and biasing technique is described that does its learning and biasing in the random number space rather than the physical phase-space. The technique is probably applicable to all linear Monte Carlo problems, but no proof is provided here. Instead, the technique is illustrated with a simple Monte Carlo transport problem. Problems encountered, problems solved, and speculations about future progress are discussed. 12 refs

Temperature variance study in Monte-Carlo photon transport theory

International Nuclear Information System (INIS)

Giorla, J.

1985-10-01

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 [fr

Monte Carlo applications to radiation shielding problems

International Nuclear Information System (INIS)

Subbaiah, K.V.

2009-01-01

Monte Carlo methods are a class of computational algorithms that rely on repeated random sampling of physical and mathematical systems to compute their results. However, basic concepts of MC are both simple and straightforward and can be learned by using a personal computer. Uses of Monte Carlo methods require large amounts of random numbers, and it was their use that spurred the development of pseudorandom number generators, which were far quicker to use than the tables of random numbers which had been previously used for statistical sampling. In Monte Carlo simulation of radiation transport, the history (track) of a particle is viewed as a random sequence of free flights that end with an interaction event where the particle changes its direction of movement, loses energy and, occasionally, produces secondary particles. The Monte Carlo simulation of a given experimental arrangement (e.g., an electron beam, coming from an accelerator and impinging on a water phantom) consists of the numerical generation of random histories. To simulate these histories we need an interaction model, i.e., a set of differential cross sections (DCS) for the relevant interaction mechanisms. The DCSs determine the probability distribution functions (pdf) of the random variables that characterize a track; 1) free path between successive interaction events, 2) type of interaction taking place and 3) energy loss and angular deflection in a particular event (and initial state of emitted secondary particles, if any). Once these pdfs are known, random histories can be generated by using appropriate sampling methods. If the number of generated histories is large enough, quantitative information on the transport process may be obtained by simply averaging over the simulated histories. The Monte Carlo method yields the same information as the solution of the Boltzmann transport equation, with the same interaction model, but is easier to implement. In particular, the simulation of radiation

Randomized quasi-Monte Carlo simulation of fast-ion thermalization

Science.gov (United States)

Höök, L. J.; Johnson, T.; Hellsten, T.

2012-01-01

This work investigates the applicability of the randomized quasi-Monte Carlo method for simulation of fast-ion thermalization processes in fusion plasmas, e.g. for simulation of neutral beam injection and radio frequency heating. In contrast to the standard Monte Carlo method, the quasi-Monte Carlo method uses deterministic numbers instead of pseudo-random numbers and has a statistical weak convergence close to {O}(N^{-1}) , where N is the number of markers. We have compared different quasi-Monte Carlo methods for a neutral beam injection scenario, which is solved by many realizations of the associated stochastic differential equation, discretized with the Euler-Maruyama scheme. The statistical convergence of the methods is measured for time steps up to 214.

Thermodynamically consistent coarse graining of biocatalysts beyond Michaelis–Menten

Science.gov (United States)

Wachtel, Artur; Rao, Riccardo; Esposito, Massimiliano

2018-04-01

Starting from the detailed catalytic mechanism of a biocatalyst we provide a coarse-graining procedure which, by construction, is thermodynamically consistent. This procedure provides stoichiometries, reaction fluxes (rate laws), and reaction forces (Gibbs energies of reaction) for the coarse-grained level. It can treat active transporters and molecular machines, and thus extends the applicability of ideas that originated in enzyme kinetics. Our results lay the foundations for systematic studies of the thermodynamics of large-scale biochemical reaction networks. Moreover, we identify the conditions under which a relation between one-way fluxes and forces holds at the coarse-grained level as it holds at the detailed level. In doing so, we clarify the speculations and broad claims made in the literature about such a general flux–force relation. As a further consequence we show that, in contrast to common belief, the second law of thermodynamics does not require the currents and the forces of biochemical reaction networks to be always aligned.

Hybrid continuum-coarse-grained modeling of erythrocytes

Science.gov (United States)

Lyu, Jinming; Chen, Paul G.; Boedec, Gwenn; Leonetti, Marc; Jaeger, Marc

2018-06-01

The red blood cell (RBC) membrane is a composite structure, consisting of a phospholipid bilayer and an underlying membrane-associated cytoskeleton. Both continuum and particle-based coarse-grained RBC models make use of a set of vertices connected by edges to represent the RBC membrane, which can be seen as a triangular surface mesh for the former and a spring network for the latter. Here, we present a modeling approach combining an existing continuum vesicle model with a coarse-grained model for the cytoskeleton. Compared to other two-component approaches, our method relies on only one mesh, representing the cytoskeleton, whose velocity in the tangential direction of the membrane may be different from that of the lipid bilayer. The finitely extensible nonlinear elastic (FENE) spring force law in combination with a repulsive force defined as a power function (POW), called FENE-POW, is used to describe the elastic properties of the RBC membrane. The mechanical interaction between the lipid bilayer and the cytoskeleton is explicitly computed and incorporated into the vesicle model. Our model includes the fundamental mechanical properties of the RBC membrane, namely fluidity and bending rigidity of the lipid bilayer, and shear elasticity of the cytoskeleton while maintaining surface-area and volume conservation constraint. We present three simulation examples to demonstrate the effectiveness of this hybrid continuum-coarse-grained model for the study of RBCs in fluid flows.

The Martini Coarse-Grained Force Field

NARCIS (Netherlands)

Periole, X.; Marrink, S.J.; Monticelli, Luca; Salonen, Emppu

2013-01-01

The Martini force field is a coarse-grained force field suited for molecular dynamics simulations of biomolecular systems. The force field has been parameterized in a systematic way, based on the reproduction of partitioning free energies between polar and apolar phases of a large number of chemical

A Monte Carlo algorithm for the Vavilov distribution

International Nuclear Information System (INIS)

Yi, Chul-Young; Han, Hyon-Soo

1999-01-01

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

Thermal transport in nanocrystalline Si and SiGe by ab initio based Monte Carlo simulation.

Science.gov (United States)

Yang, Lina; Minnich, Austin J

2017-03-14

Nanocrystalline thermoelectric materials based on Si have long been of interest because Si is earth-abundant, inexpensive, and non-toxic. However, a poor understanding of phonon grain boundary scattering and its effect on thermal conductivity has impeded efforts to improve the thermoelectric figure of merit. Here, we report an ab-initio based computational study of thermal transport in nanocrystalline Si-based materials using a variance-reduced Monte Carlo method with the full phonon dispersion and intrinsic lifetimes from first-principles as input. By fitting the transmission profile of grain boundaries, we obtain excellent agreement with experimental thermal conductivity of nanocrystalline Si [Wang et al. Nano Letters 11, 2206 (2011)]. Based on these calculations, we examine phonon transport in nanocrystalline SiGe alloys with ab-initio electron-phonon scattering rates. Our calculations show that low energy phonons still transport substantial amounts of heat in these materials, despite scattering by electron-phonon interactions, due to the high transmission of phonons at grain boundaries, and thus improvements in ZT are still possible by disrupting these modes. This work demonstrates the important insights into phonon transport that can be obtained using ab-initio based Monte Carlo simulations in complex nanostructured materials.

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).

Nested Sampling with Constrained Hamiltonian Monte Carlo

OpenAIRE

Betancourt, M. J.

2010-01-01

Nested sampling is a powerful approach to Bayesian inference ultimately limited by the computationally demanding task of sampling from a heavily constrained probability distribution. An effective algorithm in its own right, Hamiltonian Monte Carlo is readily adapted to efficiently sample from any smooth, constrained distribution. Utilizing this constrained Hamiltonian Monte Carlo, I introduce a general implementation of the nested sampling algorithm.

Monte Carlo computation in the applied research of nuclear technology

International Nuclear Information System (INIS)

Xu Shuyan; Liu Baojie; Li Qin

2007-01-01

This article briefly introduces Monte Carlo Methods and their properties. It narrates the Monte Carlo methods with emphasis in their applications to several domains of nuclear technology. Monte Carlo simulation methods and several commonly used computer software to implement them are also introduced. The proposed methods are demonstrated by a real example. (authors)

Coarse graining flow of spin foam intertwiners

Science.gov (United States)

Dittrich, Bianca; Schnetter, Erik; Seth, Cameron J.; Steinhaus, Sebastian

2016-12-01

Simplicity constraints play a crucial role in the construction of spin foam models, yet their effective behavior on larger scales is scarcely explored. In this article we introduce intertwiner and spin net models for the quantum group SU (2 )k×SU (2 )k, which implement the simplicity constraints analogous to four-dimensional Euclidean spin foam models, namely the Barrett-Crane (BC) and the Engle-Pereira-Rovelli-Livine/Freidel-Krasnov (EPRL/FK) model. These models are numerically coarse grained via tensor network renormalization, allowing us to trace the flow of simplicity constraints to larger scales. In order to perform these simulations we have substantially adapted tensor network algorithms, which we discuss in detail as they can be of use in other contexts. The BC and the EPRL/FK model behave very differently under coarse graining: While the unique BC intertwiner model is a fixed point and therefore constitutes a two-dimensional topological phase, BC spin net models flow away from the initial simplicity constraints and converge to several different topological phases. Most of these phases correspond to decoupling spin foam vertices; however we find also a new phase in which this is not the case, and in which a nontrivial version of the simplicity constraints holds. The coarse graining flow of the BC spin net models indicates furthermore that the transitions between these phases are not of second order. The EPRL/FK model by contrast reveals a far more intricate and complex dynamics. We observe an immediate flow away from the original simplicity constraints; however, with the truncation employed here, the models generically do not converge to a fixed point. The results show that the imposition of simplicity constraints can indeed lead to interesting and also very complex dynamics. Thus we need to further develop coarse graining tools to efficiently study the large scale behavior of spin foam models, in particular for the EPRL/FK model.

Statistics of Monte Carlo methods used in radiation transport calculation

International Nuclear Information System (INIS)

Datta, D.

2009-01-01

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

Shell model Monte Carlo methods

International Nuclear Information System (INIS)

Koonin, S.E.

1996-01-01

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

Multiple histogram method and static Monte Carlo sampling

NARCIS (Netherlands)

Inda, M.A.; Frenkel, D.

2004-01-01

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

Forest canopy BRDF simulation using Monte Carlo method

NARCIS (Netherlands)

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

2006-01-01

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

Discrete Diffusion Monte Carlo for Electron Thermal Transport

Science.gov (United States)

Chenhall, Jeffrey; Cao, Duc; Wollaeger, Ryan; Moses, Gregory

2014-10-01

The iSNB (implicit Schurtz Nicolai Busquet electron thermal transport method of Cao et al. is adapted to a Discrete Diffusion Monte Carlo (DDMC) solution method for eventual inclusion in a hybrid IMC-DDMC (Implicit Monte Carlo) method. The hybrid method will combine the efficiency of a diffusion method in short mean free path regions with the accuracy of a transport method in long mean free path regions. The Monte Carlo nature of the approach allows the algorithm to be massively parallelized. Work to date on the iSNB-DDMC method will be presented. This work was supported by Sandia National Laboratory - Albuquerque.

Coarse graining from variationally enhanced sampling applied to the Ginzburg-Landau model

Science.gov (United States)

Invernizzi, Michele; Valsson, Omar; Parrinello, Michele

2017-03-01

A powerful way to deal with a complex system is to build a coarse-grained model capable of catching its main physical features, while being computationally affordable. Inevitably, such coarse-grained models introduce a set of phenomenological parameters, which are often not easily deducible from the underlying atomistic system. We present a unique approach to the calculation of these parameters, based on the recently introduced variationally enhanced sampling method. It allows us to obtain the parameters from atomistic simulations, providing thus a direct connection between the microscopic and the mesoscopic scale. The coarse-grained model we consider is that of Ginzburg-Landau, valid around a second-order critical point. In particular, we use it to describe a Lennard-Jones fluid in the region close to the liquid-vapor critical point. The procedure is general and can be adapted to other coarse-grained models.

Monte Carlo techniques in diagnostic and therapeutic nuclear medicine

International Nuclear Information System (INIS)

Zaidi, H.

2002-01-01

Monte Carlo techniques have become one of the most popular tools in different areas of medical radiation physics following the development and subsequent implementation of powerful computing systems for clinical use. In particular, they have been extensively applied to simulate processes involving random behaviour and to quantify physical parameters that are difficult or even impossible to calculate analytically or to determine by experimental measurements. The use of the Monte Carlo method to simulate radiation transport turned out to be the most accurate means of predicting absorbed dose distributions and other quantities of interest in the radiation treatment of cancer patients using either external or radionuclide radiotherapy. The same trend has occurred for the estimation of the absorbed dose in diagnostic procedures using radionuclides. There is broad consensus in accepting that the earliest Monte Carlo calculations in medical radiation physics were made in the area of nuclear medicine, where the technique was used for dosimetry modelling and computations. Formalism and data based on Monte Carlo calculations, developed by the Medical Internal Radiation Dose (MIRD) committee of the Society of Nuclear Medicine, were published in a series of supplements to the Journal of Nuclear Medicine, the first one being released in 1968. Some of these pamphlets made extensive use of Monte Carlo calculations to derive specific absorbed fractions for electron and photon sources uniformly distributed in organs of mathematical phantoms. Interest in Monte Carlo-based dose calculations with β-emitters has been revived with the application of radiolabelled monoclonal antibodies to radioimmunotherapy. As a consequence of this generalized use, many questions are being raised primarily about the need and potential of Monte Carlo techniques, but also about how accurate it really is, what would it take to apply it clinically and make it available widely to the medical physics

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...

Off-diagonal expansion quantum Monte Carlo.

Science.gov (United States)

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a decomposition of the quantum partition function that can be viewed as a series expansion about its classical part. We argue that the algorithm not only provides a theoretical advancement in the field of quantum Monte Carlo simulations, but is optimally suited to tackle quantum many-body systems that exhibit a range of behaviors from "fully quantum" to "fully classical," in contrast to many existing methods. We demonstrate the advantages, sometimes by orders of magnitude, of the technique by comparing it against existing state-of-the-art schemes such as path integral quantum Monte Carlo and stochastic series expansion. We also illustrate how our method allows for the unification of quantum and classical thermal parallel tempering techniques into a single algorithm and discuss its practical significance.

Dynamic bounds coupled with Monte Carlo simulations

Energy Technology Data Exchange (ETDEWEB)

Rajabalinejad, M., E-mail: M.Rajabalinejad@tudelft.n [Faculty of Civil Engineering, Delft University of Technology, Delft (Netherlands); Meester, L.E. [Delft Institute of Applied Mathematics, Delft University of Technology, Delft (Netherlands); Gelder, P.H.A.J.M. van; Vrijling, J.K. [Faculty of Civil Engineering, Delft University of Technology, Delft (Netherlands)

2011-02-15

For the reliability analysis of engineering structures a variety of methods is known, of which Monte Carlo (MC) simulation is widely considered to be among the most robust and most generally applicable. To reduce simulation cost of the MC method, variance reduction methods are applied. This paper describes a method to reduce the simulation cost even further, while retaining the accuracy of Monte Carlo, by taking into account widely present monotonicity. For models exhibiting monotonic (decreasing or increasing) behavior, dynamic bounds (DB) are defined, which in a coupled Monte Carlo simulation are updated dynamically, resulting in a failure probability estimate, as well as a strict (non-probabilistic) upper and lower bounds. Accurate results are obtained at a much lower cost than an equivalent ordinary Monte Carlo simulation. In a two-dimensional and a four-dimensional numerical example, the cost reduction factors are 130 and 9, respectively, where the relative error is smaller than 5%. At higher accuracy levels, this factor increases, though this effect is expected to be smaller with increasing dimension. To show the application of DB method to real world problems, it is applied to a complex finite element model of a flood wall in New Orleans.

Coded aperture optimization using Monte Carlo simulations

International Nuclear Information System (INIS)

Martineau, A.; Rocchisani, J.M.; Moretti, J.L.

2010-01-01

Coded apertures using Uniformly Redundant Arrays (URA) have been unsuccessfully evaluated for two-dimensional and three-dimensional imaging in Nuclear Medicine. The images reconstructed from coded projections contain artifacts and suffer from poor spatial resolution in the longitudinal direction. We introduce a Maximum-Likelihood Expectation-Maximization (MLEM) algorithm for three-dimensional coded aperture imaging which uses a projection matrix calculated by Monte Carlo simulations. The aim of the algorithm is to reduce artifacts and improve the three-dimensional spatial resolution in the reconstructed images. Firstly, we present the validation of GATE (Geant4 Application for Emission Tomography) for Monte Carlo simulations of a coded mask installed on a clinical gamma camera. The coded mask modelling was validated by comparison between experimental and simulated data in terms of energy spectra, sensitivity and spatial resolution. In the second part of the study, we use the validated model to calculate the projection matrix with Monte Carlo simulations. A three-dimensional thyroid phantom study was performed to compare the performance of the three-dimensional MLEM reconstruction with conventional correlation method. The results indicate that the artifacts are reduced and three-dimensional spatial resolution is improved with the Monte Carlo-based MLEM reconstruction.

Variational Monte Carlo Technique

Indian Academy of Sciences (India)

Home; Journals; Resonance – Journal of Science Education; Volume 19; Issue 8. Variational Monte Carlo Technique: Ground State Energies of Quantum Mechanical Systems. Sukanta Deb. General Article Volume 19 Issue 8 August 2014 pp 713-739 ...

Mobility and stability of large vacancy and vacancy-copper clusters in iron: An atomistic kinetic Monte Carlo study

Energy Technology Data Exchange (ETDEWEB)

Castin, N., E-mail: ncastin@sckcen.be [Studiecentrum voor Kernenergie - Centre d' Etudes de l' energie Nucleaire (SCK-CEN), Nuclear Materials Science Institute, Unit Structural Materials Modelling and Microstructure-Boeretang 200, B2400 Mol (Belgium); Pascuet, M.I., E-mail: pascuet@cnea.gov.ar [Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET), Av. Rivadavia 1917, C1033AAJ Buenos Aires (Argentina); Malerba, L. [Studiecentrum voor Kernenergie - Centre d' Etudes de l' energie Nucleaire (SCK-CEN), Nuclear Materials Science Institute, Unit Structural Materials Modelling and Microstructure-Boeretang 200, B2400 Mol (Belgium)

2012-10-15

The formation of Cu-rich precipitates under irradiation is a major cause for changes in the mechanical response to load of reactor pressure vessel steels. In previous works, it has been shown that the mechanism under which precipitation occurs is governed by diffusion of vacancy-copper (VCu) complexes, also in the absence of irradiation. Coarse-grained computer models (such as object kinetic Monte Carlo) aimed at simulating irradiation processes in model alloys or steels should therefore explicitly include the mobility of Cu precipitates, as a consequence of vacancy hops at their surface. For this purpose, in this work we calculate diffusion coefficients and lifetimes for a large variety of VCu complexes. We use an innovative atomistic model, where vacancy migration energies are calculated with little approximations, taking into account all effects of static relaxation and long-range chemical interaction as predicted by an interatomic potential. Our results show that, contrary to what intuition might suggest, saturation in vacancies tend to slow down the transport of Cu atoms.

Randomized quasi-Monte Carlo simulation of fast-ion thermalization

International Nuclear Information System (INIS)

Höök, L J; Johnson, T; Hellsten, T

2012-01-01

This work investigates the applicability of the randomized quasi-Monte Carlo method for simulation of fast-ion thermalization processes in fusion plasmas, e.g. for simulation of neutral beam injection and radio frequency heating. In contrast to the standard Monte Carlo method, the quasi-Monte Carlo method uses deterministic numbers instead of pseudo-random numbers and has a statistical weak convergence close to O(N -1 ), where N is the number of markers. We have compared different quasi-Monte Carlo methods for a neutral beam injection scenario, which is solved by many realizations of the associated stochastic differential equation, discretized with the Euler-Maruyama scheme. The statistical convergence of the methods is measured for time steps up to 2 14 . (paper)

Usefulness of the Monte Carlo method in reliability calculations

International Nuclear Information System (INIS)

Lanore, J.M.; Kalli, H.

1977-01-01

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

Combinatorial nuclear level density by a Monte Carlo method

International Nuclear Information System (INIS)

Cerf, N.

1994-01-01

We present a new combinatorial method for the calculation of the nuclear level density. It is based on a Monte Carlo technique, in order to avoid a direct counting procedure which is generally impracticable for high-A nuclei. The Monte Carlo simulation, making use of the Metropolis sampling scheme, allows a computationally fast estimate of the level density for many fermion systems in large shell model spaces. We emphasize the advantages of this Monte Carlo approach, particularly concerning the prediction of the spin and parity distributions of the excited states,and compare our results with those derived from a traditional combinatorial or a statistical method. Such a Monte Carlo technique seems very promising to determine accurate level densities in a large energy range for nuclear reaction calculations

Monte Carlo variance reduction approaches for non-Boltzmann tallies

International Nuclear Information System (INIS)

Booth, T.E.

1992-12-01

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

Estimation of whole-body radiation exposure from brachytherapy for oral cancer using a Monte Carlo simulation

International Nuclear Information System (INIS)

Ozaki, Y.; Watanabe, H.; Kaida, A.; Miura, M.; Nakagawa, K.; Toda, K.; Yoshimura, R.; Sumi, Y.; Kurabayashi, T.

2017-01-01

Early stage oral cancer can be cured with oral brachytherapy, but whole-body radiation exposure status has not been previously studied. Recently, the International Commission on Radiological Protection Committee (ICRP) recommended the use of ICRP phantoms to estimate radiation exposure from external and internal radiation sources. In this study, we used a Monte Carlo simulation with ICRP phantoms to estimate whole-body exposure from oral brachytherapy. We used a Particle and Heavy Ion Transport code System (PHITS) to model oral brachytherapy with 192 Ir hairpins and 198 Au grains and to perform a Monte Carlo simulation on the ICRP adult reference computational phantoms. To confirm the simulations, we also computed local dose distributions from these small sources, and compared them with the results from Oncentra manual Low Dose Rate Treatment Planning (mLDR) software which is used in day-to-day clinical practice. We successfully obtained data on absorbed dose for each organ in males and females. Sex-averaged equivalent doses were 0.547 and 0.710 Sv with 192 Ir hairpins and 198 Au grains, respectively. Simulation with PHITS was reliable when compared with an alternative computational technique using mLDR software. We concluded that the absorbed dose for each organ and whole-body exposure from oral brachytherapy can be estimated with Monte Carlo simulation using PHITS on ICRP reference phantoms. Effective doses for patients with oral cancer were obtained.

The vector and parallel processing of MORSE code on Monte Carlo Machine

International Nuclear Information System (INIS)

Hasegawa, Yukihiro; Higuchi, Kenji.

1995-11-01

Multi-group Monte Carlo Code for particle transport, MORSE is modified for high performance computing on Monte Carlo Machine Monte-4. The method and the results are described. Monte-4 was specially developed to realize high performance computing of Monte Carlo codes for particle transport, which have been difficult to obtain high performance in vector processing on conventional vector processors. Monte-4 has four vector processor units with the special hardware called Monte Carlo pipelines. The vectorization and parallelization of MORSE code and the performance evaluation on Monte-4 are described. (author)

Discrete diffusion Monte Carlo for frequency-dependent radiative transfer

International Nuclear Information System (INIS)

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

2011-01-01

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. (author)

Uncertainty analysis in Monte Carlo criticality computations

International Nuclear Information System (INIS)

Qi Ao

2011-01-01

Highlights: ► Two types of uncertainty methods for k eff Monte Carlo computations are examined. ► Sampling method has the least restrictions on perturbation but computing resources. ► Analytical method is limited to small perturbation on material properties. ► Practicality relies on efficiency, multiparameter applicability and data availability. - Abstract: Uncertainty analysis is imperative for nuclear criticality risk assessments when using Monte Carlo neutron transport methods to predict the effective neutron multiplication factor (k eff ) for fissionable material systems. For the validation of Monte Carlo codes for criticality computations against benchmark experiments, code accuracy and precision are measured by both the computational bias and uncertainty in the bias. The uncertainty in the bias accounts for known or quantified experimental, computational and model uncertainties. For the application of Monte Carlo codes for criticality analysis of fissionable material systems, an administrative margin of subcriticality must be imposed to provide additional assurance of subcriticality for any unknown or unquantified uncertainties. Because of a substantial impact of the administrative margin of subcriticality on economics and safety of nuclear fuel cycle operations, recently increasing interests in reducing the administrative margin of subcriticality make the uncertainty analysis in criticality safety computations more risk-significant. This paper provides an overview of two most popular k eff uncertainty analysis methods for Monte Carlo criticality computations: (1) sampling-based methods, and (2) analytical methods. Examples are given to demonstrate their usage in the k eff uncertainty analysis due to uncertainties in both neutronic and non-neutronic parameters of fissionable material systems.

Modified Monte Carlo procedure for particle transport problems

International Nuclear Information System (INIS)

Matthes, W.

1978-01-01

The simulation of photon transport in the atmosphere with the Monte Carlo method forms part of the EURASEP-programme. The specifications for the problems posed for a solution were such, that the direct application of the analogue Monte Carlo method was not feasible. For this reason the standard Monte Carlo procedure was modified in the sense that additional properly weighted branchings at each collision and transport process in a photon history were introduced. This modified Monte Carlo procedure leads to a clear and logical separation of the essential parts of a problem and offers a large flexibility for variance reducing techniques. More complex problems, as foreseen in the EURASEP-programme (e.g. clouds in the atmosphere, rough ocean-surface and chlorophyl-distribution in the ocean) can be handled by recoding some subroutines. This collision- and transport-splitting procedure can of course be performed differently in different space- and energy regions. It is applied here only for a homogeneous problem

Correlation of errors in the Monte Carlo fission source and the fission matrix fundamental-mode eigenvector

International Nuclear Information System (INIS)

Dufek, Jan; Holst, Gustaf

2016-01-01

Highlights: • Errors in the fission matrix eigenvector and fission source are correlated. • The error correlations depend on coarseness of the spatial mesh. • The error correlations are negligible when the mesh is very fine. - Abstract: Previous studies raised a question about the level of a possible correlation of errors in the cumulative Monte Carlo fission source and the fundamental-mode eigenvector of the fission matrix. A number of new methods tally the fission matrix during the actual Monte Carlo criticality calculation, and use its fundamental-mode eigenvector for various tasks. The methods assume the fission matrix eigenvector is a better representation of the fission source distribution than the actual Monte Carlo fission source, although the fission matrix and its eigenvectors do contain statistical and other errors. A recent study showed that the eigenvector could be used for an unbiased estimation of errors in the cumulative fission source if the errors in the eigenvector and the cumulative fission source were not correlated. Here we present new numerical study results that answer the question about the level of the possible error correlation. The results may be of importance to all methods that use the fission matrix. New numerical tests show that the error correlation is present at a level which strongly depends on properties of the spatial mesh used for tallying the fission matrix. The error correlation is relatively strong when the mesh is coarse, while the correlation weakens as the mesh gets finer. We suggest that the coarseness of the mesh is measured in terms of the value of the largest element in the tallied fission matrix as that way accounts for the mesh as well as system properties. In our test simulations, we observe only negligible error correlations when the value of the largest element in the fission matrix is about 0.1. Relatively strong error correlations appear when the value of the largest element in the fission matrix raises

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.

Computer simulation of grain growth in HAZ

Science.gov (United States)

Gao, Jinhua

Two different models for Monte Carlo simulation of normal grain growth in metals and alloys were developed. Each simulation model was based on a different approach to couple the Monte Carlo simulation time to real time-temperature. These models demonstrated the applicability of Monte Carlo simulation to grain growth in materials processing. A grain boundary migration (GBM) model coupled the Monte Carlo simulation to a first principle grain boundary migration model. The simulation results, by applying this model to isothermal grain growth in zone-refined tin, showed good agreement with experimental results. An experimental data based (EDB) model coupled the Monte Carlo simulation with grain growth kinetics obtained from the experiment. The results of the application of the EDB model to the grain growth during continuous heating of a beta titanium alloy correlated well with experimental data. In order to acquire the grain growth kinetics from the experiment, a new mathematical method was developed and utilized to analyze the experimental data on isothermal grain growth. Grain growth in the HAZ of 0.2% Cu-Al alloy was successfully simulated using the EDB model combined with grain growth kinetics obtained from the experiment and measured thermal cycles from the welding process. The simulated grain size distribution in the HAZ was in good agreement with experimental results. The pinning effect of second phase particles on grain growth was also simulated in this work. The simulation results confirmed that by introducing the variable R, degree of contact between grain boundaries and second phase particles, the Zener pinning model can be modified as${D/ r} = {K/{Rf}}$where D is the pinned grain size, r the mean size of second phase particles, K a constant, f the area fraction (or the volume fraction in 3-D) of second phase.

Efficiency and accuracy of Monte Carlo (importance) sampling

NARCIS (Netherlands)

Waarts, P.H.

2003-01-01

Monte Carlo Analysis is often regarded as the most simple and accurate reliability method. Be-sides it is the most transparent method. The only problem is the accuracy in correlation with the efficiency. Monte Carlo gets less efficient or less accurate when very low probabilities are to be computed

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)

Mutually unbiased coarse-grained measurements of two or more phase-space variables

Science.gov (United States)

Paul, E. C.; Walborn, S. P.; Tasca, D. S.; Rudnicki, Łukasz

2018-05-01

Mutual unbiasedness of the eigenstates of phase-space operators—such as position and momentum, or their standard coarse-grained versions—exists only in the limiting case of infinite squeezing. In Phys. Rev. Lett. 120, 040403 (2018), 10.1103/PhysRevLett.120.040403, it was shown that mutual unbiasedness can be recovered for periodic coarse graining of these two operators. Here we investigate mutual unbiasedness of coarse-grained measurements for more than two phase-space variables. We show that mutual unbiasedness can be recovered between periodic coarse graining of any two nonparallel phase-space operators. We illustrate these results through optics experiments, using the fractional Fourier transform to prepare and measure mutually unbiased phase-space variables. The differences between two and three mutually unbiased measurements is discussed. Our results contribute to bridging the gap between continuous and discrete quantum mechanics, and they could be useful in quantum-information protocols.

Coarse graining from variationally enhanced sampling applied to the Ginzburg–Landau model

Science.gov (United States)

Invernizzi, Michele; Valsson, Omar; Parrinello, Michele

2017-01-01

A powerful way to deal with a complex system is to build a coarse-grained model capable of catching its main physical features, while being computationally affordable. Inevitably, such coarse-grained models introduce a set of phenomenological parameters, which are often not easily deducible from the underlying atomistic system. We present a unique approach to the calculation of these parameters, based on the recently introduced variationally enhanced sampling method. It allows us to obtain the parameters from atomistic simulations, providing thus a direct connection between the microscopic and the mesoscopic scale. The coarse-grained model we consider is that of Ginzburg–Landau, valid around a second-order critical point. In particular, we use it to describe a Lennard–Jones fluid in the region close to the liquid–vapor critical point. The procedure is general and can be adapted to other coarse-grained models. PMID:28292890

Monte Carlo criticality analysis for dissolvers with neutron poison

International Nuclear Information System (INIS)

Yu, Deshun; Dong, Xiufang; Pu, Fuxiang.

1987-01-01

Criticality analysis for dissolvers with neutron poison is given on the basis of Monte Carlo method. In Monte Carlo calculations of thermal neutron group parameters for fuel pieces, neutron transport length is determined in terms of maximum cross section approach. A set of related effective multiplication factors (K eff ) are calculated by Monte Carlo method for the three cases. Related numerical results are quite useful for the design and operation of this kind of dissolver in the criticality safety analysis. (author)

Improvements for Monte Carlo burnup calculation

Energy Technology Data Exchange (ETDEWEB)

Shenglong, Q.; Dong, Y.; Danrong, S.; Wei, L., E-mail: qiangshenglong@tsinghua.org.cn, E-mail: d.yao@npic.ac.cn, E-mail: songdr@npic.ac.cn, E-mail: luwei@npic.ac.cn [Nuclear Power Inst. of China, Cheng Du, Si Chuan (China)

2015-07-01

Monte Carlo burnup calculation is development trend of reactor physics, there would be a lot of work to be done for engineering applications. Based on Monte Carlo burnup code MOI, non-fuel burnup calculation methods and critical search suggestions will be mentioned in this paper. For non-fuel burnup, mixed burnup mode will improve the accuracy of burnup calculation and efficiency. For critical search of control rod position, a new method called ABN based on ABA which used by MC21 will be proposed for the first time in this paper. (author)

Monte Carlo dose distributions for radiosurgery

International Nuclear Information System (INIS)

Perucha, M.; Leal, A.; Rincon, M.; Carrasco, E.

2001-01-01

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.)

Shell model Monte Carlo methods

International Nuclear Information System (INIS)

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

1997-01-01

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

Monte Carlo Methods in ICF

Science.gov (United States)

Zimmerman, George B.

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

Monte Carlo methods in ICF

International Nuclear Information System (INIS)

Zimmerman, George B.

1997-01-01

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

Quasi Monte Carlo methods for optimization models of the energy industry with pricing and load processes; Quasi-Monte Carlo Methoden fuer Optimierungsmodelle der Energiewirtschaft mit Preis- und Last-Prozessen

Energy Technology Data Exchange (ETDEWEB)

Leoevey, H.; Roemisch, W. [Humboldt-Univ., Berlin (Germany)

2015-07-01

We discuss progress in quasi Monte Carlo methods for numerical calculation integrals or expected values and justify why these methods are more efficient than the classic Monte Carlo methods. Quasi Monte Carlo methods are found to be particularly efficient if the integrands have a low effective dimension. That's why We also discuss the concept of effective dimension and prove on the example of a stochastic Optimization model of the energy industry that such models can posses a low effective dimension. Modern quasi Monte Carlo methods are therefore for such models very promising. [German] Wir diskutieren Fortschritte bei Quasi-Monte Carlo Methoden zur numerischen Berechnung von Integralen bzw. Erwartungswerten und begruenden warum diese Methoden effizienter sind als die klassischen Monte Carlo Methoden. Quasi-Monte Carlo Methoden erweisen sich als besonders effizient, falls die Integranden eine geringe effektive Dimension besitzen. Deshalb diskutieren wir auch den Begriff effektive Dimension und weisen am Beispiel eines stochastischen Optimierungsmodell aus der Energiewirtschaft nach, dass solche Modelle eine niedrige effektive Dimension besitzen koennen. Moderne Quasi-Monte Carlo Methoden sind deshalb fuer solche Modelle sehr erfolgversprechend.

Bayesian calibration of coarse-grained forces: Efficiently addressing transferability

International Nuclear Information System (INIS)

Patrone, Paul N.; Rosch, Thomas W.; Phelan, Frederick R.

2016-01-01

Generating and calibrating forces that are transferable across a range of state-points remains a challenging task in coarse-grained (CG) molecular dynamics. In this work, we present a coarse-graining workflow, inspired by ideas from uncertainty quantification and numerical analysis, to address this problem. The key idea behind our approach is to introduce a Bayesian correction algorithm that uses functional derivatives of CG simulations to rapidly and inexpensively recalibrate initial estimates f 0 of forces anchored by standard methods such as force-matching. Taking density-temperature relationships as a running example, we demonstrate that this algorithm, in concert with various interpolation schemes, can be used to efficiently compute physically reasonable force curves on a fine grid of state-points. Importantly, we show that our workflow is robust to several choices available to the modeler, including the interpolation schemes and tools used to construct f 0 . In a related vein, we also demonstrate that our approach can speed up coarse-graining by reducing the number of atomistic simulations needed as inputs to standard methods for generating CG forces.

Bayesian calibration of coarse-grained forces: Efficiently addressing transferability

Science.gov (United States)

Patrone, Paul N.; Rosch, Thomas W.; Phelan, Frederick R.

2016-04-01

Generating and calibrating forces that are transferable across a range of state-points remains a challenging task in coarse-grained (CG) molecular dynamics. In this work, we present a coarse-graining workflow, inspired by ideas from uncertainty quantification and numerical analysis, to address this problem. The key idea behind our approach is to introduce a Bayesian correction algorithm that uses functional derivatives of CG simulations to rapidly and inexpensively recalibrate initial estimates f0 of forces anchored by standard methods such as force-matching. Taking density-temperature relationships as a running example, we demonstrate that this algorithm, in concert with various interpolation schemes, can be used to efficiently compute physically reasonable force curves on a fine grid of state-points. Importantly, we show that our workflow is robust to several choices available to the modeler, including the interpolation schemes and tools used to construct f0. In a related vein, we also demonstrate that our approach can speed up coarse-graining by reducing the number of atomistic simulations needed as inputs to standard methods for generating CG forces.

Calibration and validation of coarse-grained models of atomic systems: application to semiconductor manufacturing

Science.gov (United States)

Farrell, Kathryn; Oden, J. Tinsley

2014-07-01

Coarse-grained models of atomic systems, created by aggregating groups of atoms into molecules to reduce the number of degrees of freedom, have been used for decades in important scientific and technological applications. In recent years, interest in developing a more rigorous theory for coarse graining and in assessing the predictivity of coarse-grained models has arisen. In this work, Bayesian methods for the calibration and validation of coarse-grained models of atomistic systems in thermodynamic equilibrium are developed. For specificity, only configurational models of systems in canonical ensembles are considered. Among major challenges in validating coarse-grained models are (1) the development of validation processes that lead to information essential in establishing confidence in the model's ability predict key quantities of interest and (2), above all, the determination of the coarse-grained model itself; that is, the characterization of the molecular architecture, the choice of interaction potentials and thus parameters, which best fit available data. The all-atom model is treated as the "ground truth," and it provides the basis with respect to which properties of the coarse-grained model are compared. This base all-atom model is characterized by an appropriate statistical mechanics framework in this work by canonical ensembles involving only configurational energies. The all-atom model thus supplies data for Bayesian calibration and validation methods for the molecular model. To address the first challenge, we develop priors based on the maximum entropy principle and likelihood functions based on Gaussian approximations of the uncertainties in the parameter-to-observation error. To address challenge (2), we introduce the notion of model plausibilities as a means for model selection. This methodology provides a powerful approach toward constructing coarse-grained models which are most plausible for given all-atom data. We demonstrate the theory and

BREM5 electroweak Monte Carlo

International Nuclear Information System (INIS)

Kennedy, D.C. II.

1987-01-01

This is an update on the progress of the BREMMUS Monte Carlo simulator, particularly in its current incarnation, BREM5. The present report is intended only as a follow-up to the Mark II/Granlibakken proceedings, and those proceedings should be consulted for a complete description of the capabilities and goals of the BREMMUS program. The new BREM5 program improves on the previous version of BREMMUS, BREM2, in a number of important ways. In BREM2, the internal loop (oblique) corrections were not treated in consistent fashion, a deficiency that led to renormalization scheme-dependence; i.e., physical results, such as cross sections, were dependent on the method used to eliminate infinities from the theory. Of course, this problem cannot be tolerated in a Monte Carlo designed for experimental use. BREM5 incorporates a new way of treating the oblique corrections, as explained in the Granlibakken proceedings, that guarantees renormalization scheme-independence and dramatically simplifies the organization and calculation of radiative corrections. This technique is to be presented in full detail in a forthcoming paper. BREM5 is, at this point, the only Monte Carlo to contain the entire set of one-loop corrections to electroweak four-fermion processes and renormalization scheme-independence. 3 figures

Modeling granular phosphor screens by Monte Carlo methods

International Nuclear Information System (INIS)

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

2006-01-01

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

PEPSI: a Monte Carlo generator for polarized leptoproduction

International Nuclear Information System (INIS)

Mankiewicz, L.

1992-01-01

We describe PEPSI (Polarized Electron Proton Scattering Interactions) a Monte Carlo program for the polarized deep inelastic leptoproduction mediated by electromagnetic interaction. The code is a modification of the LEPTO 4.3 Lund Monte Carlo for unpolarized scattering and requires the standard polarization-independent JETSET routines to perform fragmentation into final hadrons. (orig.)

Binding constants of membrane-anchored receptors and ligands: A general theory corroborated by Monte Carlo simulations.

Science.gov (United States)

Xu, Guang-Kui; Hu, Jinglei; Lipowsky, Reinhard; Weikl, Thomas R

2015-12-28

Adhesion processes of biological membranes that enclose cells and cellular organelles are essential for immune responses, tissue formation, and signaling. These processes depend sensitively on the binding constant K2D of the membrane-anchored receptor and ligand proteins that mediate adhesion, which is difficult to measure in the "two-dimensional" (2D) membrane environment of the proteins. An important problem therefore is to relate K2D to the binding constant K3D of soluble variants of the receptors and ligands that lack the membrane anchors and are free to diffuse in three dimensions (3D). In this article, we present a general theory for the binding constants K2D and K3D of rather stiff proteins whose main degrees of freedom are translation and rotation, along membranes and around anchor points "in 2D," or unconstrained "in 3D." The theory generalizes previous results by describing how K2D depends both on the average separation and thermal nanoscale roughness of the apposing membranes, and on the length and anchoring flexibility of the receptors and ligands. Our theoretical results for the ratio K2D/K3D of the binding constants agree with detailed results from Monte Carlo simulations without any data fitting, which indicates that the theory captures the essential features of the "dimensionality reduction" due to membrane anchoring. In our Monte Carlo simulations, we consider a novel coarse-grained model of biomembrane adhesion in which the membranes are represented as discretized elastic surfaces, and the receptors and ligands as anchored molecules that diffuse continuously along the membranes and rotate at their anchor points.

Importance estimation in Monte Carlo modelling of neutron and photon transport

International Nuclear Information System (INIS)

Mickael, M.W.

1992-01-01

The estimation of neutron and photon importance in a three-dimensional geometry is achieved using a coupled Monte Carlo and diffusion theory calculation. The parameters required for the solution of the multigroup adjoint diffusion equation are estimated from an analog Monte Carlo simulation of the system under investigation. The solution of the adjoint diffusion equation is then used as an estimate of the particle importance in the actual simulation. This approach provides an automated and efficient variance reduction method for Monte Carlo simulations. The technique has been successfully applied to Monte Carlo simulation of neutron and coupled neutron-photon transport in the nuclear well-logging field. The results show that the importance maps obtained in a few minutes of computer time using this technique are in good agreement with Monte Carlo generated importance maps that require prohibitive computing times. The application of this method to Monte Carlo modelling of the response of neutron porosity and pulsed neutron instruments has resulted in major reductions in computation time. (Author)

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.

Iterative acceleration methods for Monte Carlo and deterministic criticality calculations

International Nuclear Information System (INIS)

Urbatsch, T.J.

1995-11-01

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

Study on random number generator in Monte Carlo code

International Nuclear Information System (INIS)

Oya, Kentaro; Kitada, Takanori; Tanaka, Shinichi

2011-01-01

The Monte Carlo code uses a sequence of pseudo-random numbers with a random number generator (RNG) to simulate particle histories. A pseudo-random number has its own period depending on its generation method and the period is desired to be long enough not to exceed the period during one Monte Carlo calculation to ensure the correctness especially for a standard deviation of results. The linear congruential generator (LCG) is widely used as Monte Carlo RNG and the period of LCG is not so long by considering the increasing rate of simulation histories in a Monte Carlo calculation according to the remarkable enhancement of computer performance. Recently, many kinds of RNG have been developed and some of their features are better than those of LCG. In this study, we investigate the appropriate RNG in a Monte Carlo code as an alternative to LCG especially for the case of enormous histories. It is found that xorshift has desirable features compared with LCG, and xorshift has a larger period, a comparable speed to generate random numbers, a better randomness, and good applicability to parallel calculation. (author)

Combinatorial geometry domain decomposition strategies for Monte Carlo simulations

Energy Technology Data Exchange (ETDEWEB)

Li, G.; Zhang, B.; Deng, L.; Mo, Z.; Liu, Z.; Shangguan, D.; Ma, Y.; Li, S.; Hu, Z. [Institute of Applied Physics and Computational Mathematics, Beijing, 100094 (China)

2013-07-01

Analysis and modeling of nuclear reactors can lead to memory overload for a single core processor when it comes to refined modeling. A method to solve this problem is called 'domain decomposition'. In the current work, domain decomposition algorithms for a combinatorial geometry Monte Carlo transport code are developed on the JCOGIN (J Combinatorial Geometry Monte Carlo transport INfrastructure). Tree-based decomposition and asynchronous communication of particle information between domains are described in the paper. Combination of domain decomposition and domain replication (particle parallelism) is demonstrated and compared with that of MERCURY code. A full-core reactor model is simulated to verify the domain decomposition algorithms using the Monte Carlo particle transport code JMCT (J Monte Carlo Transport Code), which has being developed on the JCOGIN infrastructure. Besides, influences of the domain decomposition algorithms to tally variances are discussed. (authors)

Combinatorial geometry domain decomposition strategies for Monte Carlo simulations

International Nuclear Information System (INIS)

Li, G.; Zhang, B.; Deng, L.; Mo, Z.; Liu, Z.; Shangguan, D.; Ma, Y.; Li, S.; Hu, Z.

2013-01-01

Analysis and modeling of nuclear reactors can lead to memory overload for a single core processor when it comes to refined modeling. A method to solve this problem is called 'domain decomposition'. In the current work, domain decomposition algorithms for a combinatorial geometry Monte Carlo transport code are developed on the JCOGIN (J Combinatorial Geometry Monte Carlo transport INfrastructure). Tree-based decomposition and asynchronous communication of particle information between domains are described in the paper. Combination of domain decomposition and domain replication (particle parallelism) is demonstrated and compared with that of MERCURY code. A full-core reactor model is simulated to verify the domain decomposition algorithms using the Monte Carlo particle transport code JMCT (J Monte Carlo Transport Code), which has being developed on the JCOGIN infrastructure. Besides, influences of the domain decomposition algorithms to tally variances are discussed. (authors)

Monte Carlo method applied to medical physics

International Nuclear Information System (INIS)

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

2000-01-01

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

A radiating shock evaluated using Implicit Monte Carlo Diffusion

International Nuclear Information System (INIS)

Cleveland, M.; Gentile, N.

2013-01-01

Implicit Monte Carlo [1] (IMC) has been shown to be very expensive when used to evaluate a radiation field in opaque media. Implicit Monte Carlo Diffusion (IMD) [2], which evaluates a spatial discretized diffusion equation using a Monte Carlo algorithm, can be used to reduce the cost of evaluating the radiation field in opaque media [2]. This work couples IMD to the hydrodynamics equations to evaluate opaque diffusive radiating shocks. The Lowrie semi-analytic diffusive radiating shock benchmark[a] is used to verify our implementation of the coupled system of equations. (authors)

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

Applicability of quasi-Monte Carlo for lattice systems

International Nuclear Information System (INIS)

Ammon, Andreas; Deutsches Elektronen-Synchrotron; Hartung, Tobias; Jansen, Karl; Leovey, Hernan; Griewank, Andreas; Mueller-Preussker, Michael

2013-11-01

This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over random observations generated from ordinary Monte Carlo simulations scales like N -1/2 , where N is the number of observations. By means of quasi-Monte Carlo methods it is possible to improve this scaling for certain problems to N -1 , or even further if the problems are regular enough. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling of all investigated observables in both cases.

Applicability of quasi-Monte Carlo for lattice systems

Energy Technology Data Exchange (ETDEWEB)

Ammon, Andreas [Berlin Humboldt-Univ. (Germany). Dept. of Physics; Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Hartung, Tobias [King' s College London (United Kingdom). Dept. of Mathematics; Jansen, Karl [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Leovey, Hernan; Griewank, Andreas [Berlin Humboldt-Univ. (Germany). Dept. of Mathematics; Mueller-Preussker, Michael [Berlin Humboldt-Univ. (Germany). Dept. of Physics

2013-11-15

This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over random observations generated from ordinary Monte Carlo simulations scales 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 scaling for certain problems to N{sup -1}, or even further if the problems are regular enough. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling of all investigated observables in both cases.

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

Energy Technology Data Exchange (ETDEWEB)

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

2009-09-01

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

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.

Connecting macroscopic observables and microscopic assembly events in amyloid formation using coarse grained simulations.

Directory of Open Access Journals (Sweden)

Noah S Bieler

Full Text Available The pre-fibrillar stages of amyloid formation have been implicated in cellular toxicity, but have proved to be challenging to study directly in experiments and simulations. Rational strategies to suppress the formation of toxic amyloid oligomers require a better understanding of the mechanisms by which they are generated. We report Dynamical Monte Carlo simulations that allow us to study the early stages of amyloid formation. We use a generic, coarse-grained model of an amyloidogenic peptide that has two internal states: the first one representing the soluble random coil structure and the second one the [Formula: see text]-sheet conformation. We find that this system exhibits a propensity towards fibrillar self-assembly following the formation of a critical nucleus. Our calculations establish connections between the early nucleation events and the kinetic information available in the later stages of the aggregation process that are commonly probed in experiments. We analyze the kinetic behaviour in our simulations within the framework of the theory of classical nucleated polymerisation, and are able to connect the structural events at the early stages in amyloid growth with the resulting macroscopic observables such as the effective nucleus size. Furthermore, the free-energy landscapes that emerge from these simulations allow us to identify pertinent properties of the monomeric state that could be targeted to suppress oligomer formation.

Clinical implementation of full Monte Carlo dose calculation in proton beam therapy

International Nuclear Information System (INIS)

Paganetti, Harald; Jiang, Hongyu; Parodi, Katia; Slopsema, Roelf; Engelsman, Martijn

2008-01-01

The goal of this work was to facilitate the clinical use of Monte Carlo proton dose calculation to support routine treatment planning and delivery. The Monte Carlo code Geant4 was used to simulate the treatment head setup, including a time-dependent simulation of modulator wheels (for broad beam modulation) and magnetic field settings (for beam scanning). Any patient-field-specific setup can be modeled according to the treatment control system of the facility. The code was benchmarked against phantom measurements. Using a simulation of the ionization chamber reading in the treatment head allows the Monte Carlo dose to be specified in absolute units (Gy per ionization chamber reading). Next, the capability of reading CT data information was implemented into the Monte Carlo code to model patient anatomy. To allow time-efficient dose calculation, the standard Geant4 tracking algorithm was modified. Finally, a software link of the Monte Carlo dose engine to the patient database and the commercial planning system was established to allow data exchange, thus completing the implementation of the proton Monte Carlo dose calculation engine ('DoC++'). Monte Carlo re-calculated plans are a valuable tool to revisit decisions in the planning process. Identification of clinically significant differences between Monte Carlo and pencil-beam-based dose calculations may also drive improvements of current pencil-beam methods. As an example, four patients (29 fields in total) with tumors in the head and neck regions were analyzed. Differences between the pencil-beam algorithm and Monte Carlo were identified in particular near the end of range, both due to dose degradation and overall differences in range prediction due to bony anatomy in the beam path. Further, the Monte Carlo reports dose-to-tissue as compared to dose-to-water by the planning system. Our implementation is tailored to a specific Monte Carlo code and the treatment planning system XiO (Computerized Medical Systems Inc

Exponential convergence on a continuous Monte Carlo transport problem

International Nuclear Information System (INIS)

Booth, T.E.

1997-01-01

For more than a decade, it has been known that exponential convergence on discrete transport problems was possible using adaptive Monte Carlo techniques. An adaptive Monte Carlo method that empirically produces exponential convergence on a simple continuous transport problem is described

Flow in Random Microstructures: a Multilevel Monte Carlo Approach

KAUST Repository

Icardi, Matteo

2016-01-06

In this work we are interested in the fast estimation of effective parameters of random heterogeneous materials using Multilevel Monte Carlo (MLMC). MLMC is an efficient and flexible solution for the propagation of uncertainties in complex models, where an explicit parametrisation of the input randomness is not available or too expensive. We propose a general-purpose algorithm and computational code for the solution of Partial Differential Equations (PDEs) on random heterogeneous materials. We make use of the key idea of MLMC, based on different discretization levels, extending it in a more general context, making use of a hierarchy of physical resolution scales, solvers, models and other numerical/geometrical discretisation parameters. Modifications of the classical MLMC estimators are proposed to further reduce variance in cases where analytical convergence rates and asymptotic regimes are not available. Spheres, ellipsoids and general convex-shaped grains are placed randomly in the domain with different placing/packing algorithms and the effective properties of the heterogeneous medium are computed. These are, for example, effective diffusivities, conductivities, and reaction rates. The implementation of the Monte-Carlo estimators, the statistical samples and each single solver is done efficiently in parallel. The method is tested and applied for pore-scale simulations of random sphere packings.

Isotopic depletion with Monte Carlo

International Nuclear Information System (INIS)

Martin, W.R.; Rathkopf, J.A.

1996-06-01

This work considers a method to deplete isotopes during a time- dependent Monte Carlo simulation of an evolving system. The method is based on explicitly combining a conventional estimator for the scalar flux with the analytical solutions to the isotopic depletion equations. There are no auxiliary calculations; the method is an integral part of the Monte Carlo calculation. The method eliminates negative densities and reduces the variance in the estimates for the isotope densities, compared to existing methods. Moreover, existing methods are shown to be special cases of the general method described in this work, as they can be derived by combining a high variance estimator for the scalar flux with a low-order approximation to the analytical solution to the depletion equation

Multilevel sequential Monte-Carlo samplers

KAUST Repository

Jasra, Ajay

2016-01-01

Multilevel Monte-Carlo methods provide a powerful computational technique for reducing the computational cost of estimating expectations for a given computational effort. They are particularly relevant for computational problems when approximate distributions are determined via a resolution parameter h, with h=0 giving the theoretical exact distribution (e.g. SDEs or inverse problems with PDEs). The method provides a benefit by coupling samples from successive resolutions, and estimating differences of successive expectations. We develop a methodology that brings Sequential Monte-Carlo (SMC) algorithms within the framework of the Multilevel idea, as SMC provides a natural set-up for coupling samples over different resolutions. We prove that the new algorithm indeed preserves the benefits of the multilevel principle, even if samples at all resolutions are now correlated.

Monte Carlo methods in ICF

International Nuclear Information System (INIS)

Zimmerman, G.B.

1997-01-01

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

Multilevel sequential Monte-Carlo samplers

KAUST Repository

Jasra, Ajay

2016-01-05

Multilevel Monte-Carlo methods provide a powerful computational technique for reducing the computational cost of estimating expectations for a given computational effort. They are particularly relevant for computational problems when approximate distributions are determined via a resolution parameter h, with h=0 giving the theoretical exact distribution (e.g. SDEs or inverse problems with PDEs). The method provides a benefit by coupling samples from successive resolutions, and estimating differences of successive expectations. We develop a methodology that brings Sequential Monte-Carlo (SMC) algorithms within the framework of the Multilevel idea, as SMC provides a natural set-up for coupling samples over different resolutions. We prove that the new algorithm indeed preserves the benefits of the multilevel principle, even if samples at all resolutions are now correlated.

A flexible coupling scheme for Monte Carlo and thermal-hydraulics codes

Energy Technology Data Exchange (ETDEWEB)

Hoogenboom, J. Eduard, E-mail: J.E.Hoogenboom@tudelft.nl [Delft University of Technology (Netherlands); Ivanov, Aleksandar; Sanchez, Victor, E-mail: Aleksandar.Ivanov@kit.edu, E-mail: Victor.Sanchez@kit.edu [Karlsruhe Institute of Technology, Institute of Neutron Physics and Reactor Technology, Eggenstein-Leopoldshafen (Germany); Diop, Cheikh, E-mail: Cheikh.Diop@cea.fr [CEA/DEN/DANS/DM2S/SERMA, Commissariat a l' Energie Atomique, Gif-sur-Yvette (France)

2011-07-01

A coupling scheme between a Monte Carlo code and a thermal-hydraulics code is being developed within the European NURISP project for comprehensive and validated reactor analysis. The scheme is flexible as it allows different Monte Carlo codes and different thermal-hydraulics codes to be used. At present the MCNP and TRIPOLI4 Monte Carlo codes can be used and the FLICA4 and SubChanFlow thermal-hydraulics codes. For all these codes only an original executable is necessary. A Python script drives the iterations between Monte Carlo and thermal-hydraulics calculations. It also calls a conversion program to merge a master input file for the Monte Carlo code with the appropriate temperature and coolant density data from the thermal-hydraulics calculation. Likewise it calls another conversion program to merge a master input file for the thermal-hydraulics code with the power distribution data from the Monte Carlo calculation. Special attention is given to the neutron cross section data for the various required temperatures in the Monte Carlo calculation. Results are shown for an infinite lattice of PWR fuel pin cells and a 3 x 3 fuel BWR pin cell cluster. Various possibilities for further improvement and optimization of the coupling system are discussed. (author)

A flexible coupling scheme for Monte Carlo and thermal-hydraulics codes

International Nuclear Information System (INIS)

Hoogenboom, J. Eduard; Ivanov, Aleksandar; Sanchez, Victor; Diop, Cheikh

2011-01-01

A coupling scheme between a Monte Carlo code and a thermal-hydraulics code is being developed within the European NURISP project for comprehensive and validated reactor analysis. The scheme is flexible as it allows different Monte Carlo codes and different thermal-hydraulics codes to be used. At present the MCNP and TRIPOLI4 Monte Carlo codes can be used and the FLICA4 and SubChanFlow thermal-hydraulics codes. For all these codes only an original executable is necessary. A Python script drives the iterations between Monte Carlo and thermal-hydraulics calculations. It also calls a conversion program to merge a master input file for the Monte Carlo code with the appropriate temperature and coolant density data from the thermal-hydraulics calculation. Likewise it calls another conversion program to merge a master input file for the thermal-hydraulics code with the power distribution data from the Monte Carlo calculation. Special attention is given to the neutron cross section data for the various required temperatures in the Monte Carlo calculation. Results are shown for an infinite lattice of PWR fuel pin cells and a 3 x 3 fuel BWR pin cell cluster. Various possibilities for further improvement and optimization of the coupling system are discussed. (author)

MT-ADRES: Multithreading on Coarse-Grained Reconfigurable Architecture

DEFF Research Database (Denmark)

Wu, Kehuai; Kanstein, Andreas; Madsen, Jan

2007-01-01

The coarse-grained reconfigurable architecture ADRES (Architecture for Dynamically Reconfigurable Embedded Systems) and its compiler offer high instruction-level parallelism (ILP) to applications by means of a sparsely interconnected array of functional units and register files. As high-ILP archi......The coarse-grained reconfigurable architecture ADRES (Architecture for Dynamically Reconfigurable Embedded Systems) and its compiler offer high instruction-level parallelism (ILP) to applications by means of a sparsely interconnected array of functional units and register files. As high......-ILP architectures achieve only low parallelism when executing partially sequential code segments, which is also known as Amdahl’s law, this paper proposes to extend ADRES to MT-ADRES (Multi-Threaded ADRES) to also exploit thread-level parallelism. On MT-ADRES architectures, the array can be partitioned in multiple...

Systematic and simulation-free coarse graining of homopolymer melts: A structure-based study

International Nuclear Information System (INIS)

Yang, Delian; Wang, Qiang

2015-01-01

We propose a systematic and simulation-free strategy for coarse graining of homopolymer melts, where each chain of N m monomers is uniformly divided into N segments, with the spatial position of each segment corresponding to the center-of-mass of its monomers. We use integral-equation theories suitable for the study of equilibrium properties of polymers, instead of many-chain molecular simulations, to obtain the structural and thermodynamic properties of both original and coarse-grained (CG) systems, and quantitatively examine how the effective pair potentials between CG segments and the thermodynamic properties of CG systems vary with N. Our systematic and simulation-free strategy is much faster than those using many-chain simulations, thus effectively solving the transferability problem in coarse graining, and provides the quantitative basis for choosing the appropriate N-values. It also avoids the problems caused by finite-size effects and statistical uncertainties in many-chain simulations. Taking the simple hard-core Gaussian thread model [K. S. Schweizer and J. G. Curro, Chem. Phys. 149, 105 (1990)] as the original system, we demonstrate our strategy applied to structure-based coarse graining, which is quite general and versatile, and compare in detail the various integral-equation theories and closures for coarse graining. Our numerical results show that the effective CG potentials for various N and closures can be collapsed approximately onto the same curve, and that structure-based coarse graining cannot give thermodynamic consistency between original and CG systems at any N < N m

Parallel MCNP Monte Carlo transport calculations with MPI

International Nuclear Information System (INIS)

Wagner, J.C.; Haghighat, A.

1996-01-01

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

Monte Carlo systems used for treatment planning and dose verification

Energy Technology Data Exchange (ETDEWEB)

Brualla, Lorenzo [Universitaetsklinikum Essen, NCTeam, Strahlenklinik, Essen (Germany); Rodriguez, Miguel [Centro Medico Paitilla, Balboa (Panama); Lallena, Antonio M. [Universidad de Granada, Departamento de Fisica Atomica, Molecular y Nuclear, Granada (Spain)

2017-04-15

General-purpose radiation transport Monte Carlo codes have been used for estimation of the absorbed dose distribution in external photon and electron beam radiotherapy patients since several decades. Results obtained with these codes are usually more accurate than those provided by treatment planning systems based on non-stochastic methods. Traditionally, absorbed dose computations based on general-purpose Monte Carlo codes have been used only for research, owing to the difficulties associated with setting up a simulation and the long computation time required. To take advantage of radiation transport Monte Carlo codes applied to routine clinical practice, researchers and private companies have developed treatment planning and dose verification systems that are partly or fully based on fast Monte Carlo algorithms. This review presents a comprehensive list of the currently existing Monte Carlo systems that can be used to calculate or verify an external photon and electron beam radiotherapy treatment plan. Particular attention is given to those systems that are distributed, either freely or commercially, and that do not require programming tasks from the end user. These systems are compared in terms of features and the simulation time required to compute a set of benchmark calculations. (orig.) [German] Seit mehreren Jahrzehnten werden allgemein anwendbare Monte-Carlo-Codes zur Simulation des Strahlungstransports benutzt, um die Verteilung der absorbierten Dosis in der perkutanen Strahlentherapie mit Photonen und Elektronen zu evaluieren. Die damit erzielten Ergebnisse sind meist akkurater als solche, die mit nichtstochastischen Methoden herkoemmlicher Bestrahlungsplanungssysteme erzielt werden koennen. Wegen des damit verbundenen Arbeitsaufwands und der langen Dauer der Berechnungen wurden Monte-Carlo-Simulationen von Dosisverteilungen in der konventionellen Strahlentherapie in der Vergangenheit im Wesentlichen in der Forschung eingesetzt. Im Bemuehen, Monte-Carlo

Coarse Grained Molecular Dynamics Simulations of Transmembrane Protein-Lipid Systems

Directory of Open Access Journals (Sweden)

Peter Spijker

2010-06-01

Full Text Available Many biological cellular processes occur at the micro- or millisecond time scale. With traditional all-atom molecular modeling techniques it is difficult to investigate the dynamics of long time scales or large systems, such as protein aggregation or activation. Coarse graining (CG can be used to reduce the number of degrees of freedom in such a system, and reduce the computational complexity. In this paper the first version of a coarse grained model for transmembrane proteins is presented. This model differs from other coarse grained protein models due to the introduction of a novel angle potential as well as a hydrogen bonding potential. These new potentials are used to stabilize the backbone. The model has been validated by investigating the adaptation of the hydrophobic mismatch induced by the insertion of WALP-peptides into a lipid membrane, showing that the first step in the adaptation is an increase in the membrane thickness, followed by a tilting of the peptide.

Multilevel Monte Carlo in Approximate Bayesian Computation

KAUST Repository

Jasra, Ajay

2017-02-13

In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the approach is developed and it is shown under some assumptions that for a given level of mean square error, this method for ABC has a lower cost than i.i.d. sampling from the most accurate ABC approximation. Several numerical examples are given.

Monte Carlo simulation of Markov unreliability models

International Nuclear Information System (INIS)

Lewis, E.E.; Boehm, F.

1984-01-01

A Monte Carlo method is formulated for the evaluation of the unrealibility of complex systems with known component failure and repair rates. The formulation is in terms of a Markov process allowing dependences between components to be modeled and computational efficiencies to be achieved in the Monte Carlo simulation. Two variance reduction techniques, forced transition and failure biasing, are employed to increase computational efficiency of the random walk procedure. For an example problem these result in improved computational efficiency by more than three orders of magnitudes over analog Monte Carlo. The method is generalized to treat problems with distributed failure and repair rate data, and a batching technique is introduced and shown to result in substantial increases in computational efficiency for an example problem. A method for separating the variance due to the data uncertainty from that due to the finite number of random walks is presented. (orig.)

A residual Monte Carlo method for discrete thermal radiative diffusion

International Nuclear Information System (INIS)

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

2003-01-01

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

Contributon Monte Carlo

International Nuclear Information System (INIS)

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

1979-05-01

The contributon Monte Carlo method is based on a new recipe to calculate target responses by means of volume integral of the contributon current in a region between the source and the detector. A comprehensive description of the method, its implementation in the general-purpose MCNP code, and results of the method for realistic nonhomogeneous, energy-dependent problems are presented. 23 figures, 10 tables

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.

Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities

KAUST Repository

Cheon, Sooyoung; Liang, Faming; Chen, Yuguo; Yu, Kai

2013-01-01

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.

Bayesian Monte Carlo method

International Nuclear Information System (INIS)

Rajabalinejad, M.

2010-01-01

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

Coarse-grain modelling of protein-protein interactions

NARCIS (Netherlands)

Baaden, Marc; Marrink, Siewert J.

2013-01-01

Here, we review recent advances towards the modelling of protein-protein interactions (PPI) at the coarse-grained (CG) level, a technique that is now widely used to understand protein affinity, aggregation and self-assembly behaviour. PPI models of soluble proteins and membrane proteins are

Effects of coarse-graining on the scaling behavior of long-range correlated and anti-correlated signals

OpenAIRE

Xu, Yinlin; Ma, Qianli D.Y.; Schmitt, Daniel T.; Bernaola-Galván, Pedro; Ivanov, Plamen Ch.

2011-01-01

We investigate how various coarse-graining methods affect the scaling properties of long-range power-law correlated and anti-correlated signals, quantified by the detrended fluctuation analysis. Specifically, for coarse-graining in the magnitude of a signal, we consider (i) the Floor, (ii) the Symmetry and (iii) the Centro-Symmetry coarse-graining methods. We find, that for anti-correlated signals coarse-graining in the magnitude leads to a crossover to random behavior at large scales, and th...

Closed-shell variational quantum Monte Carlo simulation for the ...

African Journals Online (AJOL)

Closed-shell variational quantum Monte Carlo simulation for the electric dipole moment calculation of hydrazine molecule using casino-code. ... Nigeria Journal of Pure and Applied Physics ... The variational quantum Monte Carlo (VQMC) technique used in this work employed the restricted Hartree-Fock (RHF) scheme.

New Approaches and Applications for Monte Carlo Perturbation Theory

Energy Technology Data Exchange (ETDEWEB)

Aufiero, Manuele; Bidaud, Adrien; Kotlyar, Dan; Leppänen, Jaakko; Palmiotti, Giuseppe; Salvatores, Massimo; Sen, Sonat; Shwageraus, Eugene; Fratoni, Massimiliano

2017-02-01

This paper presents some of the recent and new advancements in the extension of Monte Carlo Perturbation Theory methodologies and application. In particular, the discussed problems involve Brunup calculation, perturbation calculation based on continuous energy functions, and Monte Carlo Perturbation Theory in loosely coupled systems.

Multilevel Monte Carlo methods using ensemble level mixed MsFEM for two-phase flow and transport simulations

KAUST Repository

Efendiev, Yalchin R.

2013-08-21

In this paper, we propose multilevel Monte Carlo (MLMC) methods that use ensemble level mixed multiscale methods in the simulations of multiphase flow and transport. The contribution of this paper is twofold: (1) a design of ensemble level mixed multiscale finite element methods and (2) a novel use of mixed multiscale finite element methods within multilevel Monte Carlo techniques to speed up the computations. The main idea of ensemble level multiscale methods is to construct local multiscale basis functions that can be used for any member of the ensemble. In this paper, we consider two ensemble level mixed multiscale finite element methods: (1) the no-local-solve-online ensemble level method (NLSO); and (2) the local-solve-online ensemble level method (LSO). The first approach was proposed in Aarnes and Efendiev (SIAM J. Sci. Comput. 30(5):2319-2339, 2008) while the second approach is new. Both mixed multiscale methods use a number of snapshots of the permeability media in generating multiscale basis functions. As a result, in the off-line stage, we construct multiple basis functions for each coarse region where basis functions correspond to different realizations. In the no-local-solve-online ensemble level method, one uses the whole set of precomputed basis functions to approximate the solution for an arbitrary realization. In the local-solve-online ensemble level method, one uses the precomputed functions to construct a multiscale basis for a particular realization. With this basis, the solution corresponding to this particular realization is approximated in LSO mixed multiscale finite element method (MsFEM). In both approaches, the accuracy of the method is related to the number of snapshots computed based on different realizations that one uses to precompute a multiscale basis. In this paper, ensemble level multiscale methods are used in multilevel Monte Carlo methods (Giles 2008a, Oper.Res. 56(3):607-617, b). In multilevel Monte Carlo methods, more accurate

Recommender engine for continuous-time quantum Monte Carlo methods

Science.gov (United States)

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

2017-03-01

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

Rapid Monte Carlo Simulation of Gravitational Wave Galaxies

Science.gov (United States)

Breivik, Katelyn; Larson, Shane L.

2015-01-01

With the detection of gravitational waves on the horizon, astrophysical catalogs produced by gravitational wave observatories can be used to characterize the populations of sources and validate different galactic population models. Efforts to simulate gravitational wave catalogs and source populations generally focus on population synthesis models that require extensive time and computational power to produce a single simulated galaxy. Monte Carlo simulations of gravitational wave source populations can also be used to generate observation catalogs from the gravitational wave source population. Monte Carlo simulations have the advantes of flexibility and speed, enabling rapid galactic realizations as a function of galactic binary parameters with less time and compuational resources required. We present a Monte Carlo method for rapid galactic simulations of gravitational wave binary populations.

Parametrizing coarse grained models for molecular systems at equilibrium

KAUST Repository

Kalligiannaki, Evangelia; Chazirakis, A.; Tsourtis, A.; Katsoulakis, M. A.; Plechá č, P.; Harmandaris, V.

2016-01-01

Hierarchical coarse graining of atomistic molecular systems at equilibrium has been an intensive research topic over the last few decades. In this work we (a) review theoretical and numerical aspects of different parametrization methods (structural-based, force matching and relative entropy) to derive the effective interaction potential between coarse-grained particles. All methods approximate the many body potential of mean force; resulting, however, in different optimization problems. (b) We also use a reformulation of the force matching method by introducing a generalized force matching condition for the local mean force in the sense that allows the approximation of the potential of mean force under both linear and non-linear coarse graining mappings (E. Kalligiannaki, et al., J. Chem. Phys. 2015). We apply and compare these methods to: (a) a benchmark system of two isolated methane molecules; (b) methane liquid; (c) water; and (d) an alkane fluid. Differences between the effective interactions, derived from the various methods, are found that depend on the actual system under study. The results further reveal the relation of the various methods and the sensitivities that may arise in the implementation of numerical methods used in each case.

Parametrizing coarse grained models for molecular systems at equilibrium

KAUST Repository

Kalligiannaki, Evangelia

2016-10-18

Hierarchical coarse graining of atomistic molecular systems at equilibrium has been an intensive research topic over the last few decades. In this work we (a) review theoretical and numerical aspects of different parametrization methods (structural-based, force matching and relative entropy) to derive the effective interaction potential between coarse-grained particles. All methods approximate the many body potential of mean force; resulting, however, in different optimization problems. (b) We also use a reformulation of the force matching method by introducing a generalized force matching condition for the local mean force in the sense that allows the approximation of the potential of mean force under both linear and non-linear coarse graining mappings (E. Kalligiannaki, et al., J. Chem. Phys. 2015). We apply and compare these methods to: (a) a benchmark system of two isolated methane molecules; (b) methane liquid; (c) water; and (d) an alkane fluid. Differences between the effective interactions, derived from the various methods, are found that depend on the actual system under study. The results further reveal the relation of the various methods and the sensitivities that may arise in the implementation of numerical methods used in each case.

Acceleration of monte Carlo solution by conjugate gradient method

International Nuclear Information System (INIS)

Toshihisa, Yamamoto

2005-01-01

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

PERHITUNGAN VaR PORTOFOLIO SAHAM MENGGUNAKAN DATA HISTORIS DAN DATA SIMULASI MONTE CARLO

Directory of Open Access Journals (Sweden)

WAYAN ARTHINI

2012-09-01

Full Text Available Value at Risk (VaR is the maximum potential loss on a portfolio based on the probability at a certain time.  In this research, portfolio VaR values calculated from historical data and Monte Carlo simulation data. Historical data is processed so as to obtain stock returns, variance, correlation coefficient, and variance-covariance matrix, then the method of Markowitz sought proportion of each stock fund, and portfolio risk and return portfolio. The data was then simulated by Monte Carlo simulation, Exact Monte Carlo Simulation and Expected Monte Carlo Simulation. Exact Monte Carlo simulation have same returns and standard deviation  with historical data, while the Expected Monte Carlo Simulation satistic calculation similar to historical data. The results of this research is the portfolio VaR  with time horizon T=1, T=10, T=22 and the confidence level of 95 %, values obtained VaR between historical data and Monte Carlo simulation data with the method exact and expected. Value of VaR from both Monte Carlo simulation is greater than VaR historical data.

The Coarse-Grained/Fine-Grained Logic Interface in FPGAs with Embedded Floating-Point Arithmetic Units

Directory of Open Access Journals (Sweden)

Chi Wai Yu

2008-01-01

Full Text Available This paper examines the interface between fine-grained and coarse-grained programmable logic in FPGAs. Specifically, it presents an empirical study that covers the location, pin arrangement, and interconnect between embedded floating point units (FPUs and the fine-grained logic fabric in FPGAs. It also studies this interface in FPGAs which contain both FPUs and embedded memories. The results show that (1 FPUs should have a square aspect ratio; (2 they should be positioned near the center of the FPGA; (3 their I/O pins should be arranged around all four sides of the FPU; (4 embedded memory should be located between the FPUs; and (5 connecting higher I/O density coarse-grained blocks increases the demand for routing resources. The hybrid FPGAs with embedded memory required 12% wider channels than the case where embedded memory is not used.

Monte Carlo methods for the reliability analysis of Markov systems

International Nuclear Information System (INIS)

Buslik, A.J.

1985-01-01

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

A general transform for variance reduction in Monte Carlo simulations

International Nuclear Information System (INIS)

Becker, T.L.; Larsen, E.W.

2011-01-01

This paper describes a general transform to reduce the variance of the Monte Carlo estimate of some desired solution, such as flux or biological dose. This transform implicitly includes many standard variance reduction techniques, including source biasing, collision biasing, the exponential transform for path-length stretching, and weight windows. Rather than optimizing each of these techniques separately or choosing semi-empirical biasing parameters based on the experience of a seasoned Monte Carlo practitioner, this General Transform unites all these variance techniques to achieve one objective: a distribution of Monte Carlo particles that attempts to optimize the desired solution. Specifically, this transform allows Monte Carlo particles to be distributed according to the user's specification by using information obtained from a computationally inexpensive deterministic simulation of the problem. For this reason, we consider the General Transform to be a hybrid Monte Carlo/Deterministic method. The numerical results con rm that the General Transform distributes particles according to the user-specified distribution and generally provide reasonable results for shielding applications. (author)

A Monte Carlo approach to combating delayed completion of ...

African Journals Online (AJOL)

The objective of this paper is to unveil the relevance of Monte Carlo critical path analysis in resolving problem of delays in scheduled completion of development projects. Commencing with deterministic network scheduling, Monte Carlo critical path analysis was advanced by assigning probability distributions to task times.

Perturbation based Monte Carlo criticality search in density, enrichment and concentration

International Nuclear Information System (INIS)

Li, Zeguang; Wang, Kan; Deng, Jingkang

2015-01-01

Highlights: • A new perturbation based Monte Carlo criticality search method is proposed. • The method could get accurate results with only one individual criticality run. • The method is used to solve density, enrichment and concentration search problems. • Results show the feasibility and good performances of this method. • The relationship between results’ accuracy and perturbation order is discussed. - Abstract: Criticality search is a very important aspect in reactor physics analysis. Due to the advantages of Monte Carlo method and the development of computer technologies, Monte Carlo criticality search is becoming more and more necessary and feasible. Existing Monte Carlo criticality search methods need large amount of individual criticality runs and may have unstable results because of the uncertainties of criticality results. In this paper, a new perturbation based Monte Carlo criticality search method is proposed and discussed. This method only needs one individual criticality calculation with perturbation tallies to estimate k eff changing function using initial k eff and differential coefficients results, and solves polynomial equations to get the criticality search results. The new perturbation based Monte Carlo criticality search method is implemented in the Monte Carlo code RMC, and criticality search problems in density, enrichment and concentration are taken out. Results show that this method is quite inspiring in accuracy and efficiency, and has advantages compared with other criticality search methods

Path-space variational inference for non-equilibrium coarse-grained systems

International Nuclear Information System (INIS)

Harmandaris, Vagelis; Kalligiannaki, Evangelia; Katsoulakis, Markos; Plecháč, Petr

2016-01-01

In this paper we discuss information-theoretic tools for obtaining optimized coarse-grained molecular models for both equilibrium and non-equilibrium molecular simulations. The latter are ubiquitous in physicochemical and biological applications, where they are typically associated with coupling mechanisms, multi-physics and/or boundary conditions. In general the non-equilibrium steady states are not known explicitly as they do not necessarily have a Gibbs structure. The presented approach can compare microscopic behavior of molecular systems to parametric and non-parametric coarse-grained models using the relative entropy between distributions on the path space and setting up a corresponding path-space variational inference problem. The methods can become entirely data-driven when the microscopic dynamics are replaced with corresponding correlated data in the form of time series. Furthermore, we present connections and generalizations of force matching methods in coarse-graining with path-space information methods. We demonstrate the enhanced transferability of information-based parameterizations to different observables, at a specific thermodynamic point, due to information inequalities. We discuss methodological connections between information-based coarse-graining of molecular systems and variational inference methods primarily developed in the machine learning community. However, we note that the work presented here addresses variational inference for correlated time series due to the focus on dynamics. The applicability of the proposed methods is demonstrated on high-dimensional stochastic processes given by overdamped and driven Langevin dynamics of interacting particles.

Path-space variational inference for non-equilibrium coarse-grained systems

Energy Technology Data Exchange (ETDEWEB)

Harmandaris, Vagelis, E-mail: harman@uoc.gr [Department of Mathematics and Applied Mathematics, University of Crete (Greece); Institute of Applied and Computational Mathematics (IACM), Foundation for Research and Technology Hellas (FORTH), IACM/FORTH, GR-71110 Heraklion (Greece); Kalligiannaki, Evangelia, E-mail: ekalligian@tem.uoc.gr [Department of Mathematics and Applied Mathematics, University of Crete (Greece); Katsoulakis, Markos, E-mail: markos@math.umass.edu [Department of Mathematics and Statistics, University of Massachusetts at Amherst (United States); Plecháč, Petr, E-mail: plechac@math.udel.edu [Department of Mathematical Sciences, University of Delaware, Newark, Delaware (United States)

2016-06-01

In this paper we discuss information-theoretic tools for obtaining optimized coarse-grained molecular models for both equilibrium and non-equilibrium molecular simulations. The latter are ubiquitous in physicochemical and biological applications, where they are typically associated with coupling mechanisms, multi-physics and/or boundary conditions. In general the non-equilibrium steady states are not known explicitly as they do not necessarily have a Gibbs structure. The presented approach can compare microscopic behavior of molecular systems to parametric and non-parametric coarse-grained models using the relative entropy between distributions on the path space and setting up a corresponding path-space variational inference problem. The methods can become entirely data-driven when the microscopic dynamics are replaced with corresponding correlated data in the form of time series. Furthermore, we present connections and generalizations of force matching methods in coarse-graining with path-space information methods. We demonstrate the enhanced transferability of information-based parameterizations to different observables, at a specific thermodynamic point, due to information inequalities. We discuss methodological connections between information-based coarse-graining of molecular systems and variational inference methods primarily developed in the machine learning community. However, we note that the work presented here addresses variational inference for correlated time series due to the focus on dynamics. The applicability of the proposed methods is demonstrated on high-dimensional stochastic processes given by overdamped and driven Langevin dynamics of interacting particles.

Monte Carlo numerical study of lattice field theories

International Nuclear Information System (INIS)

Gan Cheekwan; Kim Seyong; Ohta, Shigemi

1997-01-01

The authors are interested in the exact first-principle calculations of quantum field theories which are indeed exact ones. For quantum chromodynamics (QCD) at low energy scale, a nonperturbation method is needed, and the only known such method is the lattice method. The path integral can be evaluated by putting a system on a finite 4-dimensional volume and discretizing space time continuum into finite points, lattice. The continuum limit is taken by making the lattice infinitely fine. For evaluating such a finite-dimensional integral, the Monte Carlo numerical estimation of the path integral can be obtained. The calculation of light hadron mass in quenched lattice QCD with staggered quarks, 3-dimensional Thirring model calculation and the development of self-test Monte Carlo method have been carried out by using the RIKEN supercomputer. The motivation of this study, lattice QCD formulation, continuum limit, Monte Carlo update, hadron propagator, light hadron mass, auto-correlation and source size dependence are described on lattice QCD. The phase structure of the 3-dimensional Thirring model for a small 8 3 lattice has been mapped. The discussion on self-test Monte Carlo method is described again. (K.I.)

Continuous energy Monte Carlo method based lattice homogeinzation

International Nuclear Information System (INIS)

Li Mancang; Yao Dong; Wang Kan

2014-01-01

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

PENENTUAN HARGA OPSI BELI TIPE ASIA DENGAN METODE MONTE CARLO-CONTROL VARIATE

Directory of Open Access Journals (Sweden)

NI NYOMAN AYU ARTANADI

2017-01-01

Full Text Available Option is a contract between the writer and the holder which entitles the holder to buy or sell an underlying asset at the maturity date for a specified price known as an exercise price. Asian option is a type of financial derivatives which the payoff taking the average value over the time series of the asset price. The aim of the study is to present the Monte Carlo-Control Variate as an extension of Standard Monte Carlo applied on the calculation of the Asian option price. Standard Monte Carlo simulations 10.000.000 generate standard error 0.06 and the option price convergent at Rp.160.00 while Monte Carlo-Control Variate simulations 100.000 generate standard error 0.01 and the option price convergent at Rp.152.00. This shows the Monte Carlo-Control Variate achieve faster option price toward convergent of the Monte Carlo Standar.

Comparison of coarse-grained (MARTINI) and atomistic molecular ...

Indian Academy of Sciences (India)

Rajat Desikan

as the root mean square deviation (RMSD) histograms and the inner pore radius profiles from ... ever coarse-grained simulations of membrane-proteins ..... from the MARTINI simulations show greater fluctuations than the all-atom simulations.

Implications of Monte Carlo Statistical Errors in Criticality Safety Assessments

International Nuclear Information System (INIS)

Pevey, Ronald E.

2005-01-01

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

Biased Monte Carlo optimization: the basic approach

International Nuclear Information System (INIS)

Campioni, Luca; Scardovelli, Ruben; Vestrucci, Paolo

2005-01-01

It is well-known that the Monte Carlo method is very successful in tackling several kinds of system simulations. It often happens that one has to deal with rare events, and the use of a variance reduction technique is almost mandatory, in order to have Monte Carlo efficient applications. The main issue associated with variance reduction techniques is related to the choice of the value of the biasing parameter. Actually, this task is typically left to the experience of the Monte Carlo user, who has to make many attempts before achieving an advantageous biasing. A valuable result is provided: a methodology and a practical rule addressed to establish an a priori guidance for the choice of the optimal value of the biasing parameter. This result, which has been obtained for a single component system, has the notable property of being valid for any multicomponent system. In particular, in this paper, the exponential and the uniform biases of exponentially distributed phenomena are investigated thoroughly

Coarse grainings and irreversibility in quantum field theory

International Nuclear Information System (INIS)

Anastopoulos, C.

1997-01-01

In this paper we are interested in studying coarse graining in field theories using the language of quantum open systems. Motivated by the ideas of Hu and Calzetta on correlation histories we employ the Zwanzig projection technique to obtain evolution equations for relevant observables in self-interacting scalar field theories. Our coarse-graining operation consists in concentrating solely on the evolution of the correlation functions of degree less than n, a treatment which corresponds to the familiar truncation of the BBKGY hierarchy at the nth level. We derive the equations governing the evolution of mean-field and two-point functions thus identifying the terms corresponding to dissipation and noise. We discuss possible applications of our formalism, the emergence of classical behavior, and the connection to the decoherent histories framework. copyright 1997 The American Physical Society

Self-learning Monte Carlo (dynamical biasing)

International Nuclear Information System (INIS)

Matthes, W.

1981-01-01

In many applications the histories of a normal Monte Carlo game rarely reach the target region. An approximate knowledge of the importance (with respect to the target) may be used to guide the particles more frequently into the target region. A Monte Carlo method is presented in which each history contributes to update the importance field such that eventually most target histories are sampled. It is a self-learning method in the sense that the procedure itself: (a) learns which histories are important (reach the target) and increases their probability; (b) reduces the probabilities of unimportant histories; (c) concentrates gradually on the more important target histories. (U.K.)

Coarse grained model for semiquantitative lipid simulations

NARCIS (Netherlands)

Marrink, SJ; de Vries, AH; Mark, AE

2004-01-01

This paper describes the parametrization of a new coarse grained (CG) model for lipid and surfactant systems. Reduction of the number of degrees of freedom together with the use of short range potentials makes it computationally very efficient. Compared to atomistic models a gain of 3-4 orders of

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

International Nuclear Information System (INIS)

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

2012-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2012-08-20

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

Effect of solvent on the structure of a protein (H3.1) with a coarse-grained model with knowledge-based interactions

Science.gov (United States)

Pandey, Ras; Farmer, Barry

2013-03-01

Quality of solvent plays a critical role in modulating the structure of a protein along with the temperature. Using a coarse-grained Monte Carlo simulation based on three knowledge-based contact potentials (MJ, BT, BFKV) we examine the structure and dynamics of a histone (H3.1). The empty lattice sites constitute the effective solvent medium in which the protein is embedded. Residue-solvent characteristic interaction is based on the hydropathy index while the residue-residue interaction is used from the knowledge-based contact matrices derived from ensembles of protein structures in the protein data bank. Large scale simulations are performed to analyze the structure of protein for a range of residue-solvent interaction strength, a measure of the solvent quality with each potential. Unlike the monotonic thermal response, the radius of gyration of the protein exhibits non-monotonic dependence of the solvent strength. Quantitative comparison of the structure and dynamics emerging from three knowledge-based potentials will be presented in this talk. This work is supported by Air Force Research Laboratory.

Therapeutic Applications of Monte Carlo Calculations in Nuclear Medicine

International Nuclear Information System (INIS)

Coulot, J

2003-01-01

Monte Carlo techniques are involved in many applications in medical physics, and the field of nuclear medicine has seen a great development in the past ten years due to their wider use. Thus, it is of great interest to look at the state of the art in this domain, when improving computer performances allow one to obtain improved results in a dramatically reduced time. The goal of this book is to make, in 15 chapters, an exhaustive review of the use of Monte Carlo techniques in nuclear medicine, also giving key features which are not necessary directly related to the Monte Carlo method, but mandatory for its practical application. As the book deals with therapeutic' nuclear medicine, it focuses on internal dosimetry. After a general introduction on Monte Carlo techniques and their applications in nuclear medicine (dosimetry, imaging and radiation protection), the authors give an overview of internal dosimetry methods (formalism, mathematical phantoms, quantities of interest). Then, some of the more widely used Monte Carlo codes are described, as well as some treatment planning softwares. Some original techniques are also mentioned, such as dosimetry for boron neutron capture synovectomy. It is generally well written, clearly presented, and very well documented. Each chapter gives an overview of each subject, and it is up to the reader to investigate it further using the extensive bibliography provided. Each topic is discussed from a practical point of view, which is of great help for non-experienced readers. For instance, the chapter about mathematical aspects of Monte Carlo particle transport is very clear and helps one to apprehend the philosophy of the method, which is often a difficulty with a more theoretical approach. Each chapter is put in the general (clinical) context, and this allows the reader to keep in mind the intrinsic limitation of each technique involved in dosimetry (for instance activity quantitation). Nevertheless, there are some minor remarks to

Analysis of error in Monte Carlo transport calculations

International Nuclear Information System (INIS)

Booth, T.E.

1979-01-01

The Monte Carlo method for neutron transport calculations suffers, in part, because of the inherent statistical errors associated with the method. Without an estimate of these errors in advance of the calculation, it is difficult to decide what estimator and biasing scheme to use. Recently, integral equations have been derived that, when solved, predicted errors in Monte Carlo calculations in nonmultiplying media. The present work allows error prediction in nonanalog Monte Carlo calculations of multiplying systems, even when supercritical. Nonanalog techniques such as biased kernels, particle splitting, and Russian Roulette are incorporated. Equations derived here allow prediction of how much a specific variance reduction technique reduces the number of histories required, to be weighed against the change in time required for calculation of each history. 1 figure, 1 table

Neutron flux calculation by means of Monte Carlo methods

International Nuclear Information System (INIS)

Barz, H.U.; Eichhorn, M.

1988-01-01

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

PyMercury: Interactive Python for the Mercury Monte Carlo Particle Transport Code

International Nuclear Information System (INIS)

Iandola, F.N.; O'Brien, M.J.; Procassini, R.J.

2010-01-01

Monte Carlo particle transport applications are often written in low-level languages (C/C++) for optimal performance on clusters and supercomputers. However, this development approach often sacrifices straightforward usability and testing in the interest of fast application performance. To improve usability, some high-performance computing applications employ mixed-language programming with high-level and low-level languages. In this study, we consider the benefits of incorporating an interactive Python interface into a Monte Carlo application. With PyMercury, a new Python extension to the Mercury general-purpose Monte Carlo particle transport code, we improve application usability without diminishing performance. In two case studies, we illustrate how PyMercury improves usability and simplifies testing and validation in a Monte Carlo application. In short, PyMercury demonstrates the value of interactive Python for Monte Carlo particle transport applications. In the future, we expect interactive Python to play an increasingly significant role in Monte Carlo usage and testing.

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

International Nuclear Information System (INIS)

Martin, William R.; Brown, Forrest B.

2001-01-01

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

Markov Chain Monte Carlo

Indian Academy of Sciences (India)

Home; Journals; Resonance – Journal of Science Education; Volume 7; Issue 3. Markov Chain Monte Carlo - Examples. Arnab Chakraborty. General Article Volume 7 Issue 3 March 2002 pp 25-34. Fulltext. Click here to view fulltext PDF. Permanent link: https://www.ias.ac.in/article/fulltext/reso/007/03/0025-0034. Keywords.

Conservative and dissipative force field for simulation of coarse-grained alkane molecules: A bottom-up approach

Energy Technology Data Exchange (ETDEWEB)

Trément, Sébastien; Rousseau, Bernard, E-mail: bernard.rousseau@u-psud.fr [Laboratoire de Chimie-Physique, UMR 8000 CNRS, Université Paris-Sud, Orsay (France); Schnell, Benoît; Petitjean, Laurent; Couty, Marc [Manufacture Française des Pneumatiques MICHELIN, Centre de Ladoux, 23 place des Carmes, 63000 Clermont-Ferrand (France)

2014-04-07

We apply operational procedures available in the literature to the construction of coarse-grained conservative and friction forces for use in dissipative particle dynamics (DPD) simulations. The full procedure rely on a bottom-up approach: large molecular dynamics trajectories of n-pentane and n-decane modeled with an anisotropic united atom model serve as input for the force field generation. As a consequence, the coarse-grained model is expected to reproduce at least semi-quantitatively structural and dynamical properties of the underlying atomistic model. Two different coarse-graining levels are studied, corresponding to five and ten carbon atoms per DPD bead. The influence of the coarse-graining level on the generated force fields contributions, namely, the conservative and the friction part, is discussed. It is shown that the coarse-grained model of n-pentane correctly reproduces self-diffusion and viscosity coefficients of real n-pentane, while the fully coarse-grained model for n-decane at ambient temperature over-predicts diffusion by a factor of 2. However, when the n-pentane coarse-grained model is used as a building block for larger molecule (e.g., n-decane as a two blobs model), a much better agreement with experimental data is obtained, suggesting that the force field constructed is transferable to large macro-molecular systems.

Monte Carlo studies of high-transverse-energy hadronic interactions

International Nuclear Information System (INIS)

Corcoran, M.D.

1985-01-01

A four-jet Monte Carlo calculation has been used to simulate hadron-hadron interactions which deposit high transverse energy into a large-solid-angle calorimeter and limited solid-angle regions of the calorimeter. The calculation uses first-order QCD cross sections to generate two scattered jets and also produces beam and target jets. Field-Feynman fragmentation has been used in the hadronization. The sensitivity of the results to a few features of the Monte Carlo program has been studied. The results are found to be very sensitive to the method used to ensure overall energy conservation after the fragmentation of the four jets is complete. Results are also sensitive to the minimum momentum transfer in the QCD subprocesses and to the distribution of p/sub T/ to the jet axis and the multiplicities in the fragmentation. With reasonable choices of these features of the Monte Carlo program, good agreement with data at Fermilab/CERN SPS energies is obtained, comparable to the agreement achieved with more sophisticated parton-shower models. With other choices, however, the calculation gives qualitatively different results which are in strong disagreement with the data. These results have important implications for extracting physics conclusions from Monte Carlo calculations. It is not possible to test the validity of a particular model or distinguish between different models unless the Monte Carlo results are unambiguous and different models exhibit clearly different behavior

A Hardware-Accelerated Quantum Monte Carlo framework (HAQMC) for N-body systems

Science.gov (United States)

Gothandaraman, Akila; Peterson, Gregory D.; Warren, G. Lee; Hinde, Robert J.; Harrison, Robert J.

2009-12-01

Interest in the study of structural and energetic properties of highly quantum clusters, such as inert gas clusters has motivated the development of a hardware-accelerated framework for Quantum Monte Carlo simulations. In the Quantum Monte Carlo method, the properties of a system of atoms, such as the ground-state energies, are averaged over a number of iterations. Our framework is aimed at accelerating the computations in each iteration of the QMC application by offloading the calculation of properties, namely energy and trial wave function, onto reconfigurable hardware. This gives a user the capability to run simulations for a large number of iterations, thereby reducing the statistical uncertainty in the properties, and for larger clusters. This framework is designed to run on the Cray XD1 high performance reconfigurable computing platform, which exploits the coarse-grained parallelism of the processor along with the fine-grained parallelism of the reconfigurable computing devices available in the form of field-programmable gate arrays. In this paper, we illustrate the functioning of the framework, which can be used to calculate the energies for a model cluster of helium atoms. In addition, we present the capabilities of the framework that allow the user to vary the chemical identities of the simulated atoms. Program summaryProgram title: Hardware Accelerated Quantum Monte Carlo (HAQMC) Catalogue identifier: AEEP_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEEP_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 691 537 No. of bytes in distributed program, including test data, etc.: 5 031 226 Distribution format: tar.gz Programming language: C/C++ for the QMC application, VHDL and Xilinx 8.1 ISE/EDK tools for FPGA design and development Computer: Cray XD

Adaptive resolution simulation of polarizable supramolecular coarse-grained water models

International Nuclear Information System (INIS)

Zavadlav, Julija; Praprotnik, Matej; Melo, Manuel N.; Marrink, Siewert J.

2015-01-01

Multiscale simulations methods, such as adaptive resolution scheme, are becoming increasingly popular due to their significant computational advantages with respect to conventional atomistic simulations. For these kind of simulations, it is essential to develop accurate multiscale water models that can be used to solvate biophysical systems of interest. Recently, a 4-to-1 mapping was used to couple the bundled-simple point charge water with the MARTINI model. Here, we extend the supramolecular mapping to coarse-grained models with explicit charges. In particular, the two tested models are the polarizable water and big multiple water models associated with the MARTINI force field. As corresponding coarse-grained representations consist of several interaction sites, we couple orientational degrees of freedom of the atomistic and coarse-grained representations via a harmonic energy penalty term. This additional energy term aligns the dipole moments of both representations. We test this coupling by studying the system under applied static external electric field. We show that our approach leads to the correct reproduction of the relevant structural and dynamical properties

Monte Carlo methods and applications in nuclear physics

International Nuclear Information System (INIS)

Carlson, J.

1990-01-01

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

Monte Carlo and analytic simulations in nanoparticle-enhanced radiation therapy

Directory of Open Access Journals (Sweden)

Paro AD

2016-09-01

Full Text Available Autumn D Paro,1 Mainul Hossain,2 Thomas J Webster,1,3,4 Ming Su1,4 1Department of Chemical Engineering, Northeastern University, Boston, MA, USA; 2NanoScience Technology Center and School of Electrical Engineering and Computer Science, University of Central Florida, Orlando, Florida, USA; 3Excellence for Advanced Materials Research, King Abdulaziz University, Jeddah, Saudi Arabia; 4Wenzhou Institute of Biomaterials and Engineering, Chinese Academy of Science, Wenzhou Medical University, Zhejiang, People’s Republic of China Abstract: Analytical and Monte Carlo simulations have been used to predict dose enhancement factors in nanoparticle-enhanced X-ray radiation therapy. Both simulations predict an increase in dose enhancement in the presence of nanoparticles, but the two methods predict different levels of enhancement over the studied energy, nanoparticle materials, and concentration regime for several reasons. The Monte Carlo simulation calculates energy deposited by electrons and photons, while the analytical one only calculates energy deposited by source photons and photoelectrons; the Monte Carlo simulation accounts for electron–hole recombination, while the analytical one does not; and the Monte Carlo simulation randomly samples photon or electron path and accounts for particle interactions, while the analytical simulation assumes a linear trajectory. This study demonstrates that the Monte Carlo simulation will be a better choice to evaluate dose enhancement with nanoparticles in radiation therapy. Keywords: nanoparticle, dose enhancement, Monte Carlo simulation, analytical simulation, radiation therapy, tumor cell, X-ray 

Microcanonical Monte Carlo

International Nuclear Information System (INIS)

Creutz, M.

1986-01-01

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

Monte Carlo simulation applied to alpha spectrometry

International Nuclear Information System (INIS)

Baccouche, S.; Gharbi, F.; Trabelsi, A.

2007-01-01

Alpha particle spectrometry is a widely-used analytical method, in particular when we deal with pure alpha emitting radionuclides. Monte Carlo simulation is an adequate tool to investigate the influence of various phenomena on this analytical method. We performed an investigation of those phenomena using the simulation code GEANT of CERN. The results concerning the geometrical detection efficiency in different measurement geometries agree with analytical calculations. This work confirms that Monte Carlo simulation of solid angle of detection is a very useful tool to determine with very good accuracy the detection efficiency.

Monte Carlo simulation of neutron scattering instruments

International Nuclear Information System (INIS)

Seeger, P.A.

1995-01-01

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

Simulation of transport equations with Monte Carlo

International Nuclear Information System (INIS)

Matthes, W.

1975-09-01

The main purpose of the report is to explain the relation between the transport equation and the Monte Carlo game used for its solution. The introduction of artificial particles carrying a weight provides one with high flexibility in constructing many different games for the solution of the same equation. This flexibility opens a way to construct a Monte Carlo game for the solution of the adjoint transport equation. Emphasis is laid mostly on giving a clear understanding of what to do and not on the details of how to do a specific game

High-efficiency wavefunction updates for large scale Quantum Monte Carlo

Science.gov (United States)

Kent, Paul; McDaniel, Tyler; Li, Ying Wai; D'Azevedo, Ed

Within ab intio Quantum Monte Carlo (QMC) simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunctions. The evaluation of each Monte Carlo move requires finding the determinant of a dense matrix, which is traditionally iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. For calculations with thousands of electrons, this operation dominates the execution profile. We propose a novel rank- k delayed update scheme. This strategy enables probability evaluation for multiple successive Monte Carlo moves, with application of accepted moves to the matrices delayed until after a predetermined number of moves, k. Accepted events grouped in this manner are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency. This procedure does not change the underlying Monte Carlo sampling or the sampling efficiency. For large systems and algorithms such as diffusion Monte Carlo where the acceptance ratio is high, order of magnitude speedups can be obtained on both multi-core CPU and on GPUs, making this algorithm highly advantageous for current petascale and future exascale computations.

The Monte Carlo Simulation Method for System Reliability and Risk Analysis

CERN Document Server

Zio, Enrico

2013-01-01

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

A contribution Monte Carlo method

International Nuclear Information System (INIS)

Aboughantous, C.H.

1994-01-01

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

Exact Monte Carlo for molecules

International Nuclear Information System (INIS)

Lester, W.A. Jr.; Reynolds, P.J.

1985-03-01

A brief summary of the fixed-node quantum Monte Carlo method is presented. Results obtained for binding energies, the classical barrier height for H + H 2 , and the singlet-triplet splitting in methylene are presented and discussed. 17 refs

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.

Effects of coarse-graining on the scaling behavior of long-range correlated and anti-correlated signals.

Science.gov (United States)

Xu, Yinlin; Ma, Qianli D Y; Schmitt, Daniel T; Bernaola-Galván, Pedro; Ivanov, Plamen Ch

2011-11-01

We investigate how various coarse-graining (signal quantization) methods affect the scaling properties of long-range power-law correlated and anti-correlated signals, quantified by the detrended fluctuation analysis. Specifically, for coarse-graining in the magnitude of a signal, we consider (i) the Floor, (ii) the Symmetry and (iii) the Centro-Symmetry coarse-graining methods. We find that for anti-correlated signals coarse-graining in the magnitude leads to a crossover to random behavior at large scales, and that with increasing the width of the coarse-graining partition interval Δ, this crossover moves to intermediate and small scales. In contrast, the scaling of positively correlated signals is less affected by the coarse-graining, with no observable changes when Δ 1 a crossover appears at small scales and moves to intermediate and large scales with increasing Δ. For very rough coarse-graining (Δ > 3) based on the Floor and Symmetry methods, the position of the crossover stabilizes, in contrast to the Centro-Symmetry method where the crossover continuously moves across scales and leads to a random behavior at all scales; thus indicating a much stronger effect of the Centro-Symmetry compared to the Floor and the Symmetry method. For coarse-graining in time, where data points are averaged in non-overlapping time windows, we find that the scaling for both anti-correlated and positively correlated signals is practically preserved. The results of our simulations are useful for the correct interpretation of the correlation and scaling properties of symbolic sequences.

No-compromise reptation quantum Monte Carlo

International Nuclear Information System (INIS)

Yuen, W K; Farrar, Thomas J; Rothstein, Stuart M

2007-01-01

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)

Exploring cluster Monte Carlo updates with Boltzmann machines.

Science.gov (United States)

Wang, Lei

2017-11-01

Boltzmann machines are physics informed generative models with broad applications in machine learning. They model the probability distribution of an input data set with latent variables and generate new samples accordingly. Applying the Boltzmann machines back to physics, they are ideal recommender systems to accelerate the Monte Carlo simulation of physical systems due to their flexibility and effectiveness. More intriguingly, we show that the generative sampling of the Boltzmann machines can even give different cluster Monte Carlo algorithms. The latent representation of the Boltzmann machines can be designed to mediate complex interactions and identify clusters of the physical system. We demonstrate these findings with concrete examples of the classical Ising model with and without four-spin plaquette interactions. In the future, automatic searches in the algorithm space parametrized by Boltzmann machines may discover more innovative Monte Carlo updates.

Exploring cluster Monte Carlo updates with Boltzmann machines

Science.gov (United States)

Wang, Lei

2017-11-01

Boltzmann machines are physics informed generative models with broad applications in machine learning. They model the probability distribution of an input data set with latent variables and generate new samples accordingly. Applying the Boltzmann machines back to physics, they are ideal recommender systems to accelerate the Monte Carlo simulation of physical systems due to their flexibility and effectiveness. More intriguingly, we show that the generative sampling of the Boltzmann machines can even give different cluster Monte Carlo algorithms. The latent representation of the Boltzmann machines can be designed to mediate complex interactions and identify clusters of the physical system. We demonstrate these findings with concrete examples of the classical Ising model with and without four-spin plaquette interactions. In the future, automatic searches in the algorithm space parametrized by Boltzmann machines may discover more innovative Monte Carlo updates.

Monte Carlo simulation of continuous-space crystal growth

International Nuclear Information System (INIS)

Dodson, B.W.; Taylor, P.A.

1986-01-01

We describe a method, based on Monte Carlo techniques, of simulating the atomic growth of crystals without the discrete lattice space assumed by conventional Monte Carlo growth simulations. Since no lattice space is assumed, problems involving epitaxial growth, heteroepitaxy, phonon-driven mechanisms, surface reconstruction, and many other phenomena incompatible with the lattice-space approximation can be studied. Also, use of the Monte Carlo method circumvents to some extent the extreme limitations on simulated timescale inherent in crystal-growth techniques which might be proposed using molecular dynamics. The implementation of the new method is illustrated by studying the growth of strained-layer superlattice (SLS) interfaces in two-dimensional Lennard-Jones atomic systems. Despite the extreme simplicity of such systems, the qualitative features of SLS growth seen here are similar to those observed experimentally in real semiconductor systems

FROM ATOMISTIC TO SYSTEMATIC COARSE-GRAINED MODELS FOR MOLECULAR SYSTEMS

KAUST Repository

Harmandaris, Vagelis

2017-10-03

The development of systematic (rigorous) coarse-grained mesoscopic models for complex molecular systems is an intense research area. Here we first give an overview of methods for obtaining optimal parametrized coarse-grained models, starting from detailed atomistic representation for high dimensional molecular systems. Different methods are described based on (a) structural properties (inverse Boltzmann approaches), (b) forces (force matching), and (c) path-space information (relative entropy). Next, we present a detailed investigation concerning the application of these methods in systems under equilibrium and non-equilibrium conditions. Finally, we present results from the application of these methods to model molecular systems.

Effect of error propagation of nuclide number densities on Monte Carlo burn-up calculations

International Nuclear Information System (INIS)

Tohjoh, Masayuki; Endo, Tomohiro; Watanabe, Masato; Yamamoto, Akio

2006-01-01

As a result of improvements in computer technology, the continuous energy Monte Carlo burn-up calculation has received attention as a good candidate for an assembly calculation method. However, the results of Monte Carlo calculations contain the statistical errors. The results of Monte Carlo burn-up calculations, in particular, include propagated statistical errors through the variance of the nuclide number densities. Therefore, if statistical error alone is evaluated, the errors in Monte Carlo burn-up calculations may be underestimated. To make clear this effect of error propagation on Monte Carlo burn-up calculations, we here proposed an equation that can predict the variance of nuclide number densities after burn-up calculations, and we verified this equation using enormous numbers of the Monte Carlo burn-up calculations by changing only the initial random numbers. We also verified the effect of the number of burn-up calculation points on Monte Carlo burn-up calculations. From these verifications, we estimated the errors in Monte Carlo burn-up calculations including both statistical and propagated errors. Finally, we made clear the effects of error propagation on Monte Carlo burn-up calculations by comparing statistical errors alone versus both statistical and propagated errors. The results revealed that the effects of error propagation on the Monte Carlo burn-up calculations of 8 x 8 BWR fuel assembly are low up to 60 GWd/t

Monte Carlo simulation of experiments

International Nuclear Information System (INIS)

Opat, G.I.

1977-07-01

An outline of the technique of computer simulation of particle physics experiments by the Monte Carlo method is presented. Useful special purpose subprograms are listed and described. At each stage the discussion is made concrete by direct reference to the programs SIMUL8 and its variant MONTE-PION, written to assist in the analysis of the radiative decay experiments μ + → e + ν sub(e) antiνγ and π + → e + ν sub(e)γ, respectively. These experiments were based on the use of two large sodium iodide crystals, TINA and MINA, as e and γ detectors. Instructions for the use of SIMUL8 and MONTE-PION are given. (author)

Monte Carlo simulation of neutron counters for safeguards applications

International Nuclear Information System (INIS)

Looman, Marc; Peerani, Paolo; Tagziria, Hamid

2009-01-01

MCNP-PTA is a new Monte Carlo code for the simulation of neutron counters for nuclear safeguards applications developed at the Joint Research Centre (JRC) in Ispra (Italy). After some preliminary considerations outlining the general aspects involved in the computational modelling of neutron counters, this paper describes the specific details and approximations which make up the basis of the model implemented in the code. One of the major improvements allowed by the use of Monte Carlo simulation is a considerable reduction in both the experimental work and in the reference materials required for the calibration of the instruments. This new approach to the calibration of counters using Monte Carlo simulation techniques is also discussed.

Monte Carlo methods and applications in nuclear physics

Energy Technology Data Exchange (ETDEWEB)

Carlson, J.

1990-01-01

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

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

International Nuclear Information System (INIS)

Xu Qi; Wang Kan; Li Shirui; Yu Ganglin

2013-01-01

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

Lattice gauge theories and Monte Carlo simulations

International Nuclear Information System (INIS)

Rebbi, C.

1981-11-01

After some preliminary considerations, the discussion of quantum gauge theories on a Euclidean lattice takes up the definition of Euclidean quantum theory and treatment of the continuum limit; analogy is made with statistical mechanics. Perturbative methods can produce useful results for strong or weak coupling. In the attempts to investigate the properties of the systems for intermediate coupling, numerical methods known as Monte Carlo simulations have proved valuable. The bulk of this paper illustrates the basic ideas underlying the Monte Carlo numerical techniques and the major results achieved with them according to the following program: Monte Carlo simulations (general theory, practical considerations), phase structure of Abelian and non-Abelian models, the observables (coefficient of the linear term in the potential between two static sources at large separation, mass of the lowest excited state with the quantum numbers of the vacuum (the so-called glueball), the potential between two static sources at very small distance, the critical temperature at which sources become deconfined), gauge fields coupled to basonic matter (Higgs) fields, and systems with fermions

Final Report: 06-LW-013, Nuclear Physics the Monte Carlo Way

International Nuclear Information System (INIS)

Ormand, W.E.

2009-01-01

This is document reports the progress and accomplishments achieved in 2006-2007 with LDRD funding under the proposal 06-LW-013, 'Nuclear Physics the Monte Carlo Way'. The project was a theoretical study to explore a novel approach to dealing with a persistent problem in Monte Carlo approaches to quantum many-body systems. The goal was to implement a solution to the notorious 'sign-problem', which if successful, would permit, for the first time, exact solutions to quantum many-body systems that cannot be addressed with other methods. In this document, we outline the progress and accomplishments achieved during FY2006-2007 with LDRD funding in the proposal 06-LW-013, 'Nuclear Physics the Monte Carlo Way'. This project was funded under the Lab Wide LDRD competition at Lawrence Livermore National Laboratory. The primary objective of this project was to test the feasibility of implementing a novel approach to solving the generic quantum many-body problem, which is one of the most important problems being addressed in theoretical physics today. Instead of traditional methods based matrix diagonalization, this proposal focused a Monte Carlo method. The principal difficulty with Monte Carlo methods, is the so-called 'sign problem'. The sign problem, which will discussed in some detail later, is endemic to Monte Carlo approaches to the quantum many-body problem, and is the principal reason that they have not been completely successful in the past. Here, we outline our research in the 'shifted-contour method' applied the Auxiliary Field Monte Carlo (AFMC) method

Gas-grain chemistry in cold interstellar cloud cores with a microscopic Monte Carlo approach to surface chemistry

Science.gov (United States)

Chang, Q.; Cuppen, H. M.; Herbst, E.

2007-07-01

Aims:We have recently developed a microscopic Monte Carlo approach to study surface chemistry on interstellar grains and the morphology of ice mantles. The method is designed to eliminate the problems inherent in the rate-equation formalism to surface chemistry. Here we report the first use of this method in a chemical model of cold interstellar cloud cores that includes both gas-phase and surface chemistry. The surface chemical network consists of a small number of diffusive reactions that can produce molecular oxygen, water, carbon dioxide, formaldehyde, methanol and assorted radicals. Methods: The simulation is started by running a gas-phase model including accretion onto grains but no surface chemistry or evaporation. The starting surface consists of either flat or rough olivine. We introduce the surface chemistry of the three species H, O and CO in an iterative manner using our stochastic technique. Under the conditions of the simulation, only atomic hydrogen can evaporate to a significant extent. Although it has little effect on other gas-phase species, the evaporation of atomic hydrogen changes its gas-phase abundance, which in turn changes the flux of atomic hydrogen onto grains. The effect on the surface chemistry is treated until convergence occurs. We neglect all non-thermal desorptive processes. Results: We determine the mantle abundances of assorted molecules as a function of time through 2 × 105 yr. Our method also allows determination of the abundance of each molecule in specific monolayers. The mantle results can be compared with observations of water, carbon dioxide, carbon monoxide, and methanol ices in the sources W33A and Elias 16. Other than a slight underproduction of mantle CO, our results are in very good agreement with observations.

Time step length versus efficiency of Monte Carlo burnup calculations

International Nuclear Information System (INIS)

Dufek, Jan; Valtavirta, Ville

2014-01-01

Highlights: • Time step length largely affects efficiency of MC burnup calculations. • Efficiency of MC burnup calculations improves with decreasing time step length. • Results were obtained from SIE-based Monte Carlo burnup calculations. - Abstract: We demonstrate that efficiency of Monte Carlo burnup calculations can be largely affected by the selected time step length. This study employs the stochastic implicit Euler based coupling scheme for Monte Carlo burnup calculations that performs a number of inner iteration steps within each time step. In a series of calculations, we vary the time step length and the number of inner iteration steps; the results suggest that Monte Carlo burnup calculations get more efficient as the time step length is reduced. More time steps must be simulated as they get shorter; however, this is more than compensated by the decrease in computing cost per time step needed for achieving a certain accuracy

Conformational temperature-dependent behavior of a histone H2AX: a coarse-grained Monte Carlo approach via knowledge-based interaction potentials.

Directory of Open Access Journals (Sweden)

Miriam Fritsche

Full Text Available Histone proteins are not only important due to their vital role in cellular processes such as DNA compaction, replication and repair but also show intriguing structural properties that might be exploited for bioengineering purposes such as the development of nano-materials. Based on their biological and technological implications, it is interesting to investigate the structural properties of proteins as a function of temperature. In this work, we study the spatial response dynamics of the histone H2AX, consisting of 143 residues, by a coarse-grained bond fluctuating model for a broad range of normalized temperatures. A knowledge-based interaction matrix is used as input for the residue-residue Lennard-Jones potential.We find a variety of equilibrium structures including global globular configurations at low normalized temperature (T* = 0.014, combination of segmental globules and elongated chains (T* = 0.016,0.017, predominantly elongated chains (T* = 0.019,0.020, as well as universal SAW conformations at high normalized temperature (T* ≥ 0.023. The radius of gyration of the protein exhibits a non-monotonic temperature dependence with a maximum at a characteristic temperature (T(c* = 0.019 where a crossover occurs from a positive (stretching at T* ≤ T(c* to negative (contraction at T* ≥ T(c* thermal response on increasing T*.

Interface methods for hybrid Monte Carlo-diffusion radiation-transport simulations

International Nuclear Information System (INIS)

Densmore, Jeffery D.

2006-01-01

Discrete diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Monte Carlo simulations in diffusive media. An important aspect of DDMC is the treatment of interfaces between diffusive regions, where DDMC is used, and transport regions, where standard Monte Carlo is employed. Three previously developed methods exist for treating transport-diffusion interfaces: the Marshak interface method, based on the Marshak boundary condition, the asymptotic interface method, based on the asymptotic diffusion-limit boundary condition, and the Nth-collided source technique, a scheme that allows Monte Carlo particles to undergo several collisions in a diffusive region before DDMC is used. Numerical calculations have shown that each of these interface methods gives reasonable results as part of larger radiation-transport simulations. In this paper, we use both analytic and numerical examples to compare the ability of these three interface techniques to treat simpler, transport-diffusion interface problems outside of a more complex radiation-transport calculation. We find that the asymptotic interface method is accurate regardless of the angular distribution of Monte Carlo particles incident on the interface surface. In contrast, the Marshak boundary condition only produces correct solutions if the incident particles are isotropic. We also show that the Nth-collided source technique has the capacity to yield accurate results if spatial cells are optically small and Monte Carlo particles are allowed to undergo many collisions within a diffusive region before DDMC is employed. These requirements make the Nth-collided source technique impractical for realistic radiation-transport calculations

Artificial neural networks, a new alternative to Monte Carlo calculations for radiotherapy

International Nuclear Information System (INIS)

Martin, E.; Gschwind, R.; Henriet, J.; Sauget, M.; Makovicka, L.

2010-01-01

In order to reduce the computing time needed by Monte Carlo codes in the field of irradiation physics, notably in dosimetry, the authors report the use of artificial neural networks in combination with preliminary Monte Carlo calculations. During the learning phase, Monte Carlo calculations are performed in homogeneous media to allow the building up of the neural network. Then, dosimetric calculations (in heterogeneous media, unknown by the network) can be performed by the so-learned network. Results with an equivalent precision can be obtained within less than one minute on a simple PC whereas several days are needed with a Monte Carlo calculation

MT-ADRES: multi-threading on coarse-grained reconfigurable architecture

DEFF Research Database (Denmark)

Wu, Kehuai; Kanstein, Andreas; Madsen, Jan

2008-01-01

The coarse-grained reconfigurable architecture ADRES (architecture for dynamically reconfigurable embedded systems) and its compiler offer high instruction-level parallelism (ILP) to applications by means of a sparsely interconnected array of functional units and register files. As high-ILP archi......The coarse-grained reconfigurable architecture ADRES (architecture for dynamically reconfigurable embedded systems) and its compiler offer high instruction-level parallelism (ILP) to applications by means of a sparsely interconnected array of functional units and register files. As high......-ILP architectures achieve only low parallelism when executing partially sequential code segments, which is also known as Amdahl's law, this article proposes to extend ADRES to MT-ADRES (multi-threaded ADRES) to also exploit thread-level parallelism. On MT-ADRES architectures, the array can be partitioned...

Herwig: The Evolution of a Monte Carlo Simulation

CERN Multimedia

CERN. Geneva

2015-01-01

Monte Carlo event generation has seen significant developments in the last 10 years starting with preparation for the LHC and then during the first LHC run. I will discuss the basic ideas behind Monte Carlo event generators and then go on to discuss these developments, focussing on the developments in Herwig(++) event generator. I will conclude by presenting the current status of event generation together with some results of the forthcoming new version of Herwig, Herwig 7.

Monte Carlo tests of the ELIPGRID-PC algorithm

International Nuclear Information System (INIS)

Davidson, J.R.

1995-04-01

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

Improved Monte Carlo Method for PSA Uncertainty Analysis

International Nuclear Information System (INIS)

Choi, Jongsoo

2016-01-01

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

Two proposed convergence criteria for Monte Carlo solutions

International Nuclear Information System (INIS)

Forster, R.A.; Pederson, S.P.; Booth, T.E.

1992-01-01

The central limit theorem (CLT) can be applied to a Monte Carlo solution if two requirements are satisfied: (1) The random variable has a finite mean and a finite variance; and (2) the number N of independent observations grows large. When these two conditions are satisfied, a confidence interval (CI) based on the normal distribution with a specified coverage probability can be formed. The first requirement is generally satisfied by the knowledge of the Monte Carlo tally being used. The Monte Carlo practitioner has a limited number of marginal methods to assess the fulfillment of the second requirement, such as statistical error reduction proportional to 1/√N with error magnitude guidelines. Two proposed methods are discussed in this paper to assist in deciding if N is large enough: estimating the relative variance of the variance (VOV) and examining the empirical history score probability density function (pdf)

Improved Monte Carlo Method for PSA Uncertainty Analysis

Energy Technology Data Exchange (ETDEWEB)

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

2016-10-15

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

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.

A keff calculation method by Monte Carlo

International Nuclear Information System (INIS)

Shen, H; Wang, K.

2008-01-01

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

NOTE: Monte Carlo evaluation of kerma in an HDR brachytherapy bunker

Science.gov (United States)

Pérez-Calatayud, J.; Granero, D.; Ballester, F.; Casal, E.; Crispin, V.; Puchades, V.; León, A.; Verdú, G.

2004-12-01

In recent years, the use of high dose rate (HDR) after-loader machines has greatly increased due to the shift from traditional Cs-137/Ir-192 low dose rate (LDR) to HDR brachytherapy. The method used to calculate the required concrete and, where appropriate, lead shielding in the door is based on analytical methods provided by documents published by the ICRP, the IAEA and the NCRP. The purpose of this study is to perform a more realistic kerma evaluation at the entrance maze door of an HDR bunker using the Monte Carlo code GEANT4. The Monte Carlo results were validated experimentally. The spectrum at the maze entrance door, obtained with Monte Carlo, has an average energy of about 110 keV, maintaining a similar value along the length of the maze. The comparison of results from the aforementioned values with the Monte Carlo ones shows that results obtained using the albedo coefficient from the ICRP document more closely match those given by the Monte Carlo method, although the maximum value given by MC calculations is 30% greater.

Superplastic behavior of coarse-grained aluminum alloys

NARCIS (Netherlands)

Chezan, AR; De Hosson, JTM

2005-01-01

In this paper we concentrate on the superplastic behavior and the microstructural evolution of two coarse-grained Al alloys: Al-4.4w/oMg and Al-4.4w/oMg-0.4w/oCu. The values for the strain rate sensitivity index and activation energy suggest that solute drag on dislocation motion is an important

Crop canopy BRDF simulation and analysis using Monte Carlo method

NARCIS (Netherlands)

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

2006-01-01

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

Monte Carlo radiation transport: A revolution in science

International Nuclear Information System (INIS)

Hendricks, J.

1993-01-01

When Enrico Fermi, Stan Ulam, Nicholas Metropolis, John von Neuman, and Robert Richtmyer invented the Monte Carlo method fifty years ago, little could they imagine the far-flung consequences, the international applications, and the revolution in science epitomized by their abstract mathematical method. The Monte Carlo method is used in a wide variety of fields to solve exact computational models approximately by statistical sampling. It is an alternative to traditional physics modeling methods which solve approximate computational models exactly by deterministic methods. Modern computers and improved methods, such as variance reduction, have enhanced the method to the point of enabling a true predictive capability in areas such as radiation or particle transport. This predictive capability has contributed to a radical change in the way science is done: design and understanding come from computations built upon experiments rather than being limited to experiments, and the computer codes doing the computations have become the repository for physics knowledge. The MCNP Monte Carlo computer code effort at Los Alamos is an example of this revolution. Physicians unfamiliar with physics details can design cancer treatments using physics buried in the MCNP computer code. Hazardous environments and hypothetical accidents can be explored. Many other fields, from underground oil well exploration to aerospace, from physics research to energy production, from safety to bulk materials processing, benefit from MCNP, the Monte Carlo method, and the revolution in science

Suppression of the initial transient in Monte Carlo criticality simulations

International Nuclear Information System (INIS)

Richet, Y.

2006-12-01

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)

Characterizing protein conformations by correlation analysis of coarse-grained contact matrices

Science.gov (United States)

Lindsay, Richard J.; Siess, Jan; Lohry, David P.; McGee, Trevor S.; Ritchie, Jordan S.; Johnson, Quentin R.; Shen, Tongye

2018-01-01

We have developed a method to capture the essential conformational dynamics of folded biopolymers using statistical analysis of coarse-grained segment-segment contacts. Previously, the residue-residue contact analysis of simulation trajectories was successfully applied to the detection of conformational switching motions in biomolecular complexes. However, the application to large protein systems (larger than 1000 amino acid residues) is challenging using the description of residue contacts. Also, the residue-based method cannot be used to compare proteins with different sequences. To expand the scope of the method, we have tested several coarse-graining schemes that group a collection of consecutive residues into a segment. The definition of these segments may be derived from structural and sequence information, while the interaction strength of the coarse-grained segment-segment contacts is a function of the residue-residue contacts. We then perform covariance calculations on these coarse-grained contact matrices. We monitored how well the principal components of the contact matrices is preserved using various rendering functions. The new method was demonstrated to assist the reduction of the degrees of freedom for describing the conformation space, and it potentially allows for the analysis of a system that is approximately tenfold larger compared with the corresponding residue contact-based method. This method can also render a family of similar proteins into the same conformational space, and thus can be used to compare the structures of proteins with different sequences.

Martini Coarse-Grained Force Field : Extension to Carbohydrates

NARCIS (Netherlands)

Lopez, Cesar A.; Rzepiela, Andrzej J.; de Vries, Alex H.; Dijkhuizen, Lubbert; Huenenberger, Philippe H.; Marrink, Siewert J.

2009-01-01

We present an extension of the Martini coarse-grained force field to carbohydrates. The parametrization follows the same philosophy as was used previously for lipids and proteins, focusing on the reproduction of partitioning free energies of small compounds between polar and nonpolar phases. The

A Monte Carlo-shear lag simulation of tensile fracture behaviour of Bi2223 filament

International Nuclear Information System (INIS)

Ochiai, S; Ishida, T; Doko, D; Morishita, K; Okuda, H; Oh, S S; Ha, D W; Hojo, M; Tanaka, M; Sugano, M; Osamura, K

2005-01-01

The damage evolution in Bi2223 filaments and its influence on critical current was described by a Monte Carlo-shear lag simulation method. The experimentally observed zigzag crack propagation across aligned Bi2223 grains under tensile strain was effectively modelled by including transverse and longitudinal failure modes for individual grains. From the simulated stress-strain curve, the survival parameter (slope of the stress-strain curve normalized with respect to the original Young's modulus) was estimated with increasing applied strain. With this parameter combined with the strain sensitivity of the critical current, the measured change of critical current of the composite tape with applied strain could be described well

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

Energy Technology Data Exchange (ETDEWEB)

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

2014-06-15

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

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

International Nuclear Information System (INIS)

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

2014-01-01

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

PEPSI - a Monte Carlo generator for polarized leptoproduction

International Nuclear Information System (INIS)

Mankiewicz, L.

1992-01-01

We describe PEPSI (Polarized Electron Proton Scattering Interactions) a Monte Carlo program for polarized deep inelastic leptoproduction mediated by electromagnetic interaction, and explain how to use it. The code is a modification of the Lepto 4.3 Lund Monte Carlo for unpolarized scattering. The hard virtual gamma-parton scattering is generated according to the polarization-dependent QCD cross-section of the first order in α S . PEPSI requires the standard polarization-independent JETSET routines to simulate the fragmentation into final hadrons. (orig.)

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.

NUEN-618 Class Project: Actually Implicit Monte Carlo

Energy Technology Data Exchange (ETDEWEB)

Vega, R. M. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Brunner, T. A. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

2017-12-14

This research describes a new method for the solution of the thermal radiative transfer (TRT) equations that is implicit in time which will be called Actually Implicit Monte Carlo (AIMC). This section aims to introduce the TRT equations, as well as the current workhorse method which is known as Implicit Monte Carlo (IMC). As the name of the method proposed here indicates, IMC is a misnomer in that it is only semi-implicit, which will be shown in this section as well.

Monte Carlo burnup codes acceleration using the correlated sampling method

International Nuclear Information System (INIS)

Dieudonne, C.

2013-01-01

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

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 ...

Monte Carlo simulation in statistical physics an introduction

CERN Document Server

Binder, Kurt

1992-01-01

The Monte Carlo method is a computer simulation method which uses random numbers to simulate statistical fluctuations The method is used to model complex systems with many degrees of freedom Probability distributions for these systems are generated numerically and the method then yields numerically exact information on the models Such simulations may be used tosee how well a model system approximates a real one or to see how valid the assumptions are in an analyical theory A short and systematic theoretical introduction to the method forms the first part of this book The second part is a practical guide with plenty of examples and exercises for the student Problems treated by simple sampling (random and self-avoiding walks, percolation clusters, etc) are included, along with such topics as finite-size effects and guidelines for the analysis of Monte Carlo simulations The two parts together provide an excellent introduction to the theory and practice of Monte Carlo simulations

Geometry and Dynamics for Markov Chain Monte Carlo

Science.gov (United States)

Barp, Alessandro; Briol, François-Xavier; Kennedy, Anthony D.; Girolami, Mark

2018-03-01

Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of building chains which can explore probability densities efficiently. The method emerges from physics and geometry and these links have been extensively studied by a series of authors through the last thirty years. However, there is currently a gap between the intuitions and knowledge of users of the methodology and our deep understanding of these theoretical foundations. The aim of this review is to provide a comprehensive introduction to the geometric tools used in Hamiltonian Monte Carlo at a level accessible to statisticians, machine learners and other users of the methodology with only a basic understanding of Monte Carlo methods. This will be complemented with some discussion of the most recent advances in the field which we believe will become increasingly relevant to applied scientists.

Vectorizing and macrotasking Monte Carlo neutral particle algorithms

International Nuclear Information System (INIS)

Heifetz, D.B.

1987-04-01

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

Multi-Index Monte Carlo (MIMC)

KAUST Repository

Haji Ali, Abdul Lateef; Nobile, Fabio; Tempone, Raul

2015-01-01

We propose and analyze a novel Multi-Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles. Inspired by Giles’s seminal work, instead of using first-order differences as in MLMC, we use in MIMC high-order mixed differences to reduce the variance of the hierarchical differences dramatically. Under standard assumptions on the convergence rates of the weak error, variance and work per sample, the optimal index set turns out to be of Total Degree (TD) type. When using such sets, MIMC yields new and improved complexity results, which are natural generalizations of Giles’s MLMC analysis, and which increase the domain of problem parameters for which we achieve the optimal convergence.

Multi-Index Monte Carlo (MIMC)

KAUST Repository

Haji Ali, Abdul Lateef

2015-01-07

We propose and analyze a novel Multi-Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles. Inspired by Giles’s seminal work, instead of using first-order differences as in MLMC, we use in MIMC high-order mixed differences to reduce the variance of the hierarchical differences dramatically. Under standard assumptions on the convergence rates of the weak error, variance and work per sample, the optimal index set turns out to be of Total Degree (TD) type. When using such sets, MIMC yields new and improved complexity results, which are natural generalizations of Giles’s MLMC analysis, and which increase the domain of problem parameters for which we achieve the optimal convergence.

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

International Nuclear Information System (INIS)

Lu Yuzhao; Xie Qilin; Song Lingli; Liu Hangang

2012-01-01

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

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

International Nuclear Information System (INIS)

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

2013-02-01

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

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

Energy Technology Data Exchange (ETDEWEB)

Jansen, K. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Cyprus Univ., Nicosia (Cyprus). Dept. of Physics; Leovey, H.; Griewank, A. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Mathematik; Nube, A. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik; Mueller-Preussker, M. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik

2013-02-15

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

Monte Carlo calculations of thermodynamic properties of deuterium under high pressures

International Nuclear Information System (INIS)

Levashov, P R; Filinov, V S; BoTan, A; Fortov, V E; Bonitz, M

2008-01-01

Two different numerical approaches have been applied for calculations of shock Hugoniots and compression isentrope of deuterium: direct path integral Monte Carlo and reactive Monte Carlo. The results show good agreement between two methods at intermediate pressure which is an indication of correct accounting of dissociation effects in the direct path integral Monte Carlo method. Experimental data on both shock and quasi-isentropic compression of deuterium are well described by calculations. Thus dissociation of deuterium molecules in these experiments together with interparticle interaction play significant role

Monte Carlo simulated dynamical magnetization of single-chain magnets

Energy Technology Data Exchange (ETDEWEB)

Li, Jun; Liu, Bang-Gui, E-mail: bgliu@iphy.ac.cn

2015-03-15

Here, a dynamical Monte-Carlo (DMC) method is used to study temperature-dependent dynamical magnetization of famous Mn{sub 2}Ni system as typical example of single-chain magnets with strong magnetic anisotropy. Simulated magnetization curves are in good agreement with experimental results under typical temperatures and sweeping rates, and simulated coercive fields as functions of temperature are also consistent with experimental curves. Further analysis indicates that the magnetization reversal is determined by both thermal-activated effects and quantum spin tunnelings. These can help explore basic properties and applications of such important magnetic systems. - Highlights: • Monte Carlo simulated magnetization curves are in good agreement with experimental results. • Simulated coercive fields as functions of temperature are consistent with experimental results. • The magnetization reversal is understood in terms of the Monte Carlo simulations.

LCG MCDB - a Knowledgebase of Monte Carlo Simulated Events

CERN Document Server

Belov, S; Galkin, E; Gusev, A; Pokorski, Witold; Sherstnev, A V

2008-01-01

In this paper we report on LCG Monte Carlo Data Base (MCDB) and software which has been developed to operate MCDB. The main purpose of the LCG MCDB project is to provide a storage and documentation system for sophisticated event samples simulated for the LHC collaborations by experts. In many cases, the modern Monte Carlo simulation of physical processes requires expert knowledge in Monte Carlo generators or significant amount of CPU time to produce the events. MCDB is a knowledgebase mainly to accumulate simulated events of this type. The main motivation behind LCG MCDB is to make the sophisticated MC event samples available for various physical groups. All the data from MCDB is accessible in several convenient ways. LCG MCDB is being developed within the CERN LCG Application Area Simulation project.

Exponentially-convergent Monte Carlo via finite-element trial spaces

International Nuclear Information System (INIS)

Morel, Jim E.; Tooley, Jared P.; Blamer, Brandon J.

2011-01-01

Exponentially-Convergent Monte Carlo (ECMC) methods, also known as adaptive Monte Carlo and residual Monte Carlo methods, were the subject of intense research over a decade ago, but they never became practical for solving the realistic problems. We believe that the failure of previous efforts may be related to the choice of trial spaces that were global and thus highly oscillatory. As an alternative, we consider finite-element trial spaces, which have the ability to treat fully realistic problems. As a first step towards more general methods, we apply piecewise-linear trial spaces to the spatially-continuous two-stream transport equation. Using this approach, we achieve exponential convergence and computationally demonstrate several fundamental properties of finite-element based ECMC methods. Finally, our results indicate that the finite-element approach clearly deserves further investigation. (author)

Coupling a nano-particle with isothermal fluctuating hydrodynamics: Coarse-graining from microscopic to mesoscopic dynamics

Energy Technology Data Exchange (ETDEWEB)

Español, Pep [Dept. Física Fundamental, Universidad Nacional de Educación a Distancia, Aptdo. 60141, E-28080 Madrid (Spain); Donev, Aleksandar [Dept. Física Fundamental, Universidad Nacional de Educación a Distancia, Aptdo. 60141, E-28080 Madrid (Spain); Courant Institute of Mathematical Sciences, New York University, 251 Mercer Street, New York, New York 10012 (United States)

2015-12-21

We derive a coarse-grained description of the dynamics of a nanoparticle immersed in an isothermal simple fluid by performing a systematic coarse graining of the underlying microscopic dynamics. As coarse-grained or relevant variables, we select the position of the nanoparticle and the total mass and momentum density field of the fluid, which are locally conserved slow variables because they are defined to include the contribution of the nanoparticle. The theory of coarse graining based on the Zwanzing projection operator leads us to a system of stochastic ordinary differential equations that are closed in the relevant variables. We demonstrate that our discrete coarse-grained equations are consistent with a Petrov-Galerkin finite-element discretization of a system of formal stochastic partial differential equations which resemble previously used phenomenological models based on fluctuating hydrodynamics. Key to this connection between our “bottom-up” and previous “top-down” approaches is the use of the same dual orthogonal set of linear basis functions familiar from finite element methods (FEMs), both as a way to coarse-grain the microscopic degrees of freedom and as a way to discretize the equations of fluctuating hydrodynamics. Another key ingredient is the use of a “linear for spiky” weak approximation which replaces microscopic “fields” with a linear FE interpolant inside expectation values. For the irreversible or dissipative dynamics, we approximate the constrained Green-Kubo expressions for the dissipation coefficients with their equilibrium averages. Under suitable approximations, we obtain closed approximations of the coarse-grained dynamics in a manner which gives them a clear physical interpretation and provides explicit microscopic expressions for all of the coefficients appearing in the closure. Our work leads to a model for dilute nanocolloidal suspensions that can be simulated effectively using feasibly short molecular dynamics

Monte Carlo Calculation of Sensitivities to Secondary Angular Distributions. Theory and Validation

International Nuclear Information System (INIS)

Perell, R. L.

2002-01-01

The basic methods for solution of the transport equation that are in practical use today are the discrete ordinates (SN) method, and the Monte Carlo (Monte Carlo) method. While the SN method is typically less computation time consuming, the Monte Carlo method is often preferred for detailed and general description of three-dimensional geometries, and for calculations using cross sections that are point-wise energy dependent. For analysis of experimental and calculated results, sensitivities are needed. Sensitivities to material parameters in general, and to the angular distribution of the secondary (scattered) neutrons in particular, can be calculated by well known SN methods, using the fluxes obtained from solution of the direct and the adjoint transport equations. Algorithms to calculate sensitivities to cross-sections with Monte Carlo methods have been known for quite a time. However, only just recently we have developed a general Monte Carlo algorithm for the calculation of sensitivities to the angular distribution of the secondary neutrons

Simplified monte carlo simulation for Beijing spectrometer

International Nuclear Information System (INIS)

Wang Taijie; Wang Shuqin; Yan Wuguang; Huang Yinzhi; Huang Deqiang; Lang Pengfei

1986-01-01

The Monte Carlo method based on the functionization of the performance of detectors and the transformation of values of kinematical variables into ''measured'' ones by means of smearing has been used to program the Monte Carlo simulation of the performance of the Beijing Spectrometer (BES) in FORTRAN language named BESMC. It can be used to investigate the multiplicity, the particle type, and the distribution of four-momentum of the final states of electron-positron collision, and also the response of the BES to these final states. Thus, it provides a measure to examine whether the overall design of the BES is reasonable and to decide the physical topics of the BES

Monte Carlo simulation of gas Cerenkov detectors

International Nuclear Information System (INIS)

Mack, J.M.; Jain, M.; Jordan, T.M.

1984-01-01

Theoretical study of selected gamma-ray and electron diagnostic necessitates coupling Cerenkov radiation to electron/photon cascades. A Cerenkov production model and its incorporation into a general geometry Monte Carlo coupled electron/photon transport code is discussed. A special optical photon ray-trace is implemented using bulk optical properties assigned to each Monte Carlo zone. Good agreement exists between experimental and calculated Cerenkov data in the case of a carbon-dioxide gas Cerenkov detector experiment. Cerenkov production and threshold data are presented for a typical carbon-dioxide gas detector that converts a 16.7 MeV photon source to Cerenkov light, which is collected by optics and detected by a photomultiplier

Proton therapy analysis using the Monte Carlo method

Energy Technology Data Exchange (ETDEWEB)

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

2005-10-01

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

Monte Carlo treatment planning with modulated electron radiotherapy: framework development and application

Science.gov (United States)

Alexander, Andrew William

Within the field of medical physics, Monte Carlo radiation transport simulations are considered to be the most accurate method for the determination of dose distributions in patients. The McGill Monte Carlo treatment planning system (MMCTP), provides a flexible software environment to integrate Monte Carlo simulations with current and new treatment modalities. A developing treatment modality called energy and intensity modulated electron radiotherapy (MERT) is a promising modality, which has the fundamental capabilities to enhance the dosimetry of superficial targets. An objective of this work is to advance the research and development of MERT with the end goal of clinical use. To this end, we present the MMCTP system with an integrated toolkit for MERT planning and delivery of MERT fields. Delivery is achieved using an automated "few leaf electron collimator" (FLEC) and a controller. Aside from the MERT planning toolkit, the MMCTP system required numerous add-ons to perform the complex task of large-scale autonomous Monte Carlo simulations. The first was a DICOM import filter, followed by the implementation of DOSXYZnrc as a dose calculation engine and by logic methods for submitting and updating the status of Monte Carlo simulations. Within this work we validated the MMCTP system with a head and neck Monte Carlo recalculation study performed by a medical dosimetrist. The impact of MMCTP lies in the fact that it allows for systematic and platform independent large-scale Monte Carlo dose calculations for different treatment sites and treatment modalities. In addition to the MERT planning tools, various optimization algorithms were created external to MMCTP. The algorithms produced MERT treatment plans based on dose volume constraints that employ Monte Carlo pre-generated patient-specific kernels. The Monte Carlo kernels are generated from patient-specific Monte Carlo dose distributions within MMCTP. The structure of the MERT planning toolkit software and

Martini Coarse-Grained Force Field : Extension to RNA

NARCIS (Netherlands)

Uusitalo, Jaakko J.; Ingolfsson, Helgi I.; Marrink, Siewert J.; Faustino, Ignacio

2017-01-01

RNA has an important role not only as the messenger of genetic information but also as a regulator of gene expression. Given its central role in cell biology, there is significant interest in studying the structural and dynamic behavior of RNA in relation to other biomolecules. Coarse-grain

A contribution to the Monte Carlo method in the reactor theory

International Nuclear Information System (INIS)

Lieberoth, J.

1976-01-01

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

Deformation bands in ⟨120⟩ grains in coarse-grained aluminium

DEFF Research Database (Denmark)

Bilde-Sørensen, Jørgen

1986-01-01

Coarse-grained aluminium, deformed in tension to a strain of 0.05, was examined in a scanning electron microscope by channelling contrast. Pronounced bands with a width typically of the order of 200 μm were found in some grains with an orientation close to [120]. When observed on surfaces close......)[011](111) and (a/2)[011](111). The Schmid factor for the highest stressed secondary systems has a local minimum of 0.245 at [120]. The application of Frank's equation shows that the only boundaries without long-range stresses that can be formed by combination of the two sets of dislocations, (a/2)- [011...

Moving beyond Watson-Crick models of coarse grained DNA dynamics.

Science.gov (United States)

Linak, Margaret C; Tourdot, Richard; Dorfman, Kevin D

2011-11-28

DNA produces a wide range of structures in addition to the canonical B-form of double-stranded DNA. Some of these structures are stabilized by Hoogsteen bonds. We developed an experimentally parameterized, coarse-grained model that incorporates such bonds. The model reproduces many of the microscopic features of double-stranded DNA and captures the experimental melting curves for a number of short DNA hairpins, even when the open state forms complicated secondary structures. We demonstrate the utility of the model by simulating the folding of a thrombin aptamer, which contains G-quartets, and strand invasion during triplex formation. Our results highlight the importance of including Hoogsteen bonding in coarse-grained models of DNA.

Weighted-delta-tracking for Monte Carlo particle transport

International Nuclear Information System (INIS)

Morgan, L.W.G.; Kotlyar, D.

2015-01-01

Highlights: • This paper presents an alteration to the Monte Carlo Woodcock tracking technique. • The alteration improves computational efficiency within regions of high absorbers. • The rejection technique is replaced by a statistical weighting mechanism. • The modified Woodcock method is shown to be faster than standard Woodcock tracking. • The modified Woodcock method achieves a lower variance, given a specified accuracy. - Abstract: Monte Carlo particle transport (MCPT) codes are incredibly powerful and versatile tools to simulate particle behavior in a multitude of scenarios, such as core/criticality studies, radiation protection, shielding, medicine and fusion research to name just a small subset applications. However, MCPT codes can be very computationally expensive to run when the model geometry contains large attenuation depths and/or contains many components. This paper proposes a simple modification to the Woodcock tracking method used by some Monte Carlo particle transport codes. The Woodcock method utilizes the rejection method for sampling virtual collisions as a method to remove collision distance sampling at material boundaries. However, it suffers from poor computational efficiency when the sample acceptance rate is low. The proposed method removes rejection sampling from the Woodcock method in favor of a statistical weighting scheme, which improves the computational efficiency of a Monte Carlo particle tracking code. It is shown that the modified Woodcock method is less computationally expensive than standard ray-tracing and rejection-based Woodcock tracking methods and achieves a lower variance, given a specified accuracy

A continuation multilevel Monte Carlo algorithm

KAUST Repository

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

2014-01-01

We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the required error

The Andatza coarse-grained turbidite system (westernmost Pyrenees: Stratigraphy, sedimentology and structural control

Directory of Open Access Journals (Sweden)

A. Bodego

2017-06-01

Full Text Available This is a field-based work that describes the stratigraphy and sedimentology of the Andatza Conglomerate Formation. Based on facies analysis three facies associations of a coarse-grained turbidite system and the related slope have been identified: (1 an inner fan of a turbidite system (or canyon and (2 a low- and (3 a high-gradient muddy slope respectively. The spatial distribution of the facies associations and the palaeocurrent analysis allow to interpret a depositional model for the Andatza Conglomerates consisting of an L-shaped, coarse-grained turbidite system, whose morphology was structurally controlled by synsedimentary basement-involved normal faults. The coarse-grained character of the turbidite system indicates the proximity of the source area, with the presence of a narrow shelf that fed the turbidite canyon from the north.

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.

Monte Carlo: in the beginning and some great expectations

International Nuclear Information System (INIS)

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

A Monte Carlo simulation model for stationary non-Gaussian processes

DEFF Research Database (Denmark)

Grigoriu, M.; Ditlevsen, Ove Dalager; Arwade, S. R.

2003-01-01

includes translation processes and is useful for both Monte Carlo simulation and analytical studies. As for translation processes, the mixture of translation processes can have a wide range of marginal distributions and correlation functions. Moreover, these processes can match a broader range of second...... athe proposed Monte Carlo algorithm and compare features of translation processes and mixture of translation processes. Keywords: Monte Carlo simulation, non-Gaussian processes, sampling theorem, stochastic processes, translation processes......A class of stationary non-Gaussian processes, referred to as the class of mixtures of translation processes, is defined by their finite dimensional distributions consisting of mixtures of finite dimensional distributions of translation processes. The class of mixtures of translation processes...

Exact CTP renormalization group equation for the coarse-grained effective action

International Nuclear Information System (INIS)

Dalvit, D.A.; Mazzitelli, F.D.

1996-01-01

We consider a scalar field theory in Minkowski spacetime and define a coarse-grained closed time path (CTP) effective action by integrating quantum fluctuations of wavelengths shorter than a critical value. We derive an exact CTP renormalization group equation for the dependence of the effective action on the coarse-graining scale. We solve this equation using a derivative expansion approach. Explicit calculation is performed for the λφ 4 theory. We discuss the relevance of the CTP average action in the study of nonequilibrium aspects of phase transitions in quantum field theory. copyright 1996 The American Physical Society

Measuring Crack Length in Coarse Grain Ceramics

Science.gov (United States)

Salem, Jonathan A.; Ghosn, Louis J.

2010-01-01

Due to a coarse grain structure, crack lengths in precracked spinel specimens could not be measured optically, so the crack lengths and fracture toughness were estimated by strain gage measurements. An expression was developed via finite element analysis to correlate the measured strain with crack length in four-point flexure. The fracture toughness estimated by the strain gaged samples and another standardized method were in agreement.

A Monte Carlo burnup code linking MCNP and REBUS

International Nuclear Information System (INIS)

Hanan, N.A.; Olson, A.P.; Pond, R.B.; Matos, J.E.

1998-01-01

The REBUS-3 burnup code, used in the anl RERTR Program, is a very general code that uses diffusion theory (DIF3D) to obtain the fluxes required for reactor burnup analyses. Diffusion theory works well for most reactors. However, to include the effects of exact geometry and strong absorbers that are difficult to model using diffusion theory, a Monte Carlo method is required. MCNP, a general-purpose, generalized-geometry, time-dependent, Monte Carlo transport code, is the most widely used Monte Carlo code. This paper presents a linking of the MCNP code and the REBUS burnup code to perform these difficult analyses. The linked code will permit the use of the full capabilities of REBUS which include non-equilibrium and equilibrium burnup analyses. Results of burnup analyses using this new linked code are also presented. (author)

A Monte Carlo burnup code linking MCNP and REBUS

International Nuclear Information System (INIS)

Hanan, N. A.

1998-01-01

The REBUS-3 burnup code, used in the ANL RERTR Program, is a very general code that uses diffusion theory (DIF3D) to obtain the fluxes required for reactor burnup analyses. Diffusion theory works well for most reactors. However, to include the effects of exact geometry and strong absorbers that are difficult to model using diffusion theory, a Monte Carlo method is required. MCNP, a general-purpose, generalized-geometry, time-dependent, Monte Carlo transport code, is the most widely used Monte Carlo code. This paper presents a linking of the MCNP code and the REBUS burnup code to perform these difficult burnup analyses. The linked code will permit the use of the full capabilities of REBUS which include non-equilibrium and equilibrium burnup analyses. Results of burnup analyses using this new linked code are also presented

A hybrid transport-diffusion method for Monte Carlo radiative-transfer simulations

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Urbatsch, Todd J.; Evans, Thomas M.; Buksas, Michael W.

2007-01-01

Discrete Diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Monte Carlo particle-transport simulations in diffusive media. If standard Monte Carlo is used in such media, particle histories will consist of many small steps, resulting in a computationally expensive calculation. In DDMC, particles take discrete steps between spatial cells according to a discretized diffusion equation. Each discrete step replaces many small Monte Carlo steps, thus increasing the efficiency of the simulation. In addition, given that DDMC is based on a diffusion equation, it should produce accurate solutions if used judiciously. In practice, DDMC is combined with standard Monte Carlo to form a hybrid transport-diffusion method that can accurately simulate problems with both diffusive and non-diffusive regions. In this paper, we extend previously developed DDMC techniques in several ways that improve the accuracy and utility of DDMC for nonlinear, time-dependent, radiative-transfer calculations. The use of DDMC in these types of problems is advantageous since, due to the underlying linearizations, optically thick regions appear to be diffusive. First, we employ a diffusion equation that is discretized in space but is continuous in time. Not only is this methodology theoretically more accurate than temporally discretized DDMC techniques, but it also has the benefit that a particle's time is always known. Thus, there is no ambiguity regarding what time to assign a particle that leaves an optically thick region (where DDMC is used) and begins transporting by standard Monte Carlo in an optically thin region. Also, we treat the interface between optically thick and optically thin regions with an improved method, based on the asymptotic diffusion-limit boundary condition, that can produce accurate results regardless of the angular distribution of the incident Monte Carlo particles. Finally, we develop a technique for estimating radiation momentum deposition during the

Vectorization of phase space Monte Carlo code in FACOM vector processor VP-200

International Nuclear Information System (INIS)

Miura, Kenichi

1986-01-01

This paper describes the vectorization techniques for Monte Carlo codes in Fujitsu's Vector Processor System. The phase space Monte Carlo code FOWL is selected as a benchmark, and scalar and vector performances are compared. The vectorized kernel Monte Carlo routine which contains heavily nested IF tests runs up to 7.9 times faster in vector mode than in scalar mode. The overall performance improvement of the vectorized FOWL code over the original scalar code reaches 3.3. The results of this study strongly indicate that supercomputer can be a powerful tool for Monte Carlo simulations in high energy physics. (Auth.)

A thermodynamic study of peptides binding to carbon nanotubes based on a hydrophobic-polar lattice model using Monte Carlo simulations

International Nuclear Information System (INIS)

Cheng, Y; Lu, C; Liu, G R; Li, Z R; Mi, D

2008-01-01

Carbon nanotubes (CNTs) are outstanding novel materials that have great potential for a variety of chemical and biomedical applications. However, the mechanism of their interactions with biomaterials is still not fully understood, and more insightful research work is needed. In this work, we use the 2D hydrophobic-polar lattice model and the Monte Carlo simulation method to study the interactions between model peptides and CNTs. The energy parameters of the coarse-grained lattice model are qualitatively determined based on experimental data and molecular dynamics simulation results. Our model is capable of reproducing the essential phenomena of peptides folding in bulk water and binding to CNTs, as well as providing new insights into the thermodynamics and conformational properties of peptides interacting with nanotubes. The results suggest that both the internal energy and the peptide conformational entropy contribute to the binding process. Upon binding to the CNTs, peptides generally unfold into their denatured structures before they reach the lowest-accessible energy states of the system. Temperature has a significant influence on the adsorption process

Coarse-grained simulations of polyelectrolyte complexes: MARTINI models for poly(styrene sulfonate) and poly(diallyldimethylammonium)

Energy Technology Data Exchange (ETDEWEB)

Vögele, Martin [Institute for Computational Physics, University of Stuttgart, Stuttgart (Germany); Department of Theoretical Biophysics, Max Planck Institute of Biophysics, Frankfurt a. M. (Germany); Holm, Christian; Smiatek, Jens, E-mail: smiatek@icp.uni-stuttgart.de [Institute for Computational Physics, University of Stuttgart, Stuttgart (Germany)

2015-12-28

We present simulations of aqueous polyelectrolyte complexes with new MARTINI models for the charged polymers poly(styrene sulfonate) and poly(diallyldimethylammonium). Our coarse-grained polyelectrolyte models allow us to study large length and long time scales with regard to chemical details and thermodynamic properties. The results are compared to the outcomes of previous atomistic molecular dynamics simulations and verify that electrostatic properties are reproduced by our MARTINI coarse-grained approach with reasonable accuracy. Structural similarity between the atomistic and the coarse-grained results is indicated by a comparison between the pair radial distribution functions and the cumulative number of surrounding particles. Our coarse-grained models are able to quantitatively reproduce previous findings like the correct charge compensation mechanism and a reduced dielectric constant of water. These results can be interpreted as the underlying reason for the stability of polyelectrolyte multilayers and complexes and validate the robustness of the proposed models.

Coarse-grained simulations of polyelectrolyte complexes: MARTINI models for poly(styrene sulfonate) and poly(diallyldimethylammonium)

International Nuclear Information System (INIS)

Vögele, Martin; Holm, Christian; Smiatek, Jens

2015-01-01

We present simulations of aqueous polyelectrolyte complexes with new MARTINI models for the charged polymers poly(styrene sulfonate) and poly(diallyldimethylammonium). Our coarse-grained polyelectrolyte models allow us to study large length and long time scales with regard to chemical details and thermodynamic properties. The results are compared to the outcomes of previous atomistic molecular dynamics simulations and verify that electrostatic properties are reproduced by our MARTINI coarse-grained approach with reasonable accuracy. Structural similarity between the atomistic and the coarse-grained results is indicated by a comparison between the pair radial distribution functions and the cumulative number of surrounding particles. Our coarse-grained models are able to quantitatively reproduce previous findings like the correct charge compensation mechanism and a reduced dielectric constant of water. These results can be interpreted as the underlying reason for the stability of polyelectrolyte multilayers and complexes and validate the robustness of the proposed models

Review of quantum Monte Carlo methods and results for Coulombic systems

International Nuclear Information System (INIS)

Ceperley, D.

1983-01-01

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

Monte Carlo Numerical Models for Nuclear Logging Applications

Directory of Open Access Journals (Sweden)

Fusheng Li

2012-06-01

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

Fundamentals of Monte Carlo

International Nuclear Information System (INIS)

Wollaber, Allan Benton

2016-01-01

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 @@), 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.

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.

Solvation free energies and partition coefficients with the coarse-grained and hybrid all-atom/coarse-grained MARTINI models.

Science.gov (United States)

Genheden, Samuel

2017-10-01

We present the estimation of solvation free energies of small solutes in water, n-octanol and hexane using molecular dynamics simulations with two MARTINI models at different resolutions, viz. the coarse-grained (CG) and the hybrid all-atom/coarse-grained (AA/CG) models. From these estimates, we also calculate the water/hexane and water/octanol partition coefficients. More than 150 small, organic molecules were selected from the Minnesota solvation database and parameterized in a semi-automatic fashion. Using either the CG or hybrid AA/CG models, we find considerable deviations between the estimated and experimental solvation free energies in all solvents with mean absolute deviations larger than 10 kJ/mol, although the correlation coefficient is between 0.55 and 0.75 and significant. There is also no difference between the results when using the non-polarizable and polarizable water model, although we identify some improvements when using the polarizable model with the AA/CG solutes. In contrast to the estimated solvation energies, the estimated partition coefficients are generally excellent with both the CG and hybrid AA/CG models, giving mean absolute deviations between 0.67 and 0.90 log units and correlation coefficients larger than 0.85. We analyze the error distribution further and suggest avenues for improvements.

Solvation free energies and partition coefficients with the coarse-grained and hybrid all-atom/coarse-grained MARTINI models

Science.gov (United States)

Genheden, Samuel

2017-10-01

We present the estimation of solvation free energies of small solutes in water, n-octanol and hexane using molecular dynamics simulations with two MARTINI models at different resolutions, viz. the coarse-grained (CG) and the hybrid all-atom/coarse-grained (AA/CG) models. From these estimates, we also calculate the water/hexane and water/octanol partition coefficients. More than 150 small, organic molecules were selected from the Minnesota solvation database and parameterized in a semi-automatic fashion. Using either the CG or hybrid AA/CG models, we find considerable deviations between the estimated and experimental solvation free energies in all solvents with mean absolute deviations larger than 10 kJ/mol, although the correlation coefficient is between 0.55 and 0.75 and significant. There is also no difference between the results when using the non-polarizable and polarizable water model, although we identify some improvements when using the polarizable model with the AA/CG solutes. In contrast to the estimated solvation energies, the estimated partition coefficients are generally excellent with both the CG and hybrid AA/CG models, giving mean absolute deviations between 0.67 and 0.90 log units and correlation coefficients larger than 0.85. We analyze the error distribution further and suggest avenues for improvements.

Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

Science.gov (United States)

Sharma, Sanjib

2017-08-01

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