WorldWideScience

Sample records for dynamical monte carlo

  1. Monte carlo simulation for soot dynamics

    KAUST Repository

    Zhou, Kun

    2012-01-01

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

  2. Monte Carlo study of real time dynamics

    CERN Document Server

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

    2016-01-01

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

  3. Parallel Monte Carlo Simulation of Aerosol Dynamics

    Directory of Open Access Journals (Sweden)

    Kun Zhou

    2014-02-01

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

  4. Parallel Monte Carlo simulation of aerosol dynamics

    KAUST Repository

    Zhou, K.

    2014-01-01

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

  5. Accelerated Monte Carlo by Embedded Cluster Dynamics

    Science.gov (United States)

    Brower, R. C.; Gross, N. A.; Moriarty, K. J. M.

    1991-07-01

    We present an overview of the new methods for embedding Ising spins in continuous fields to achieve accelerated cluster Monte Carlo algorithms. The methods of Brower and Tamayo and Wolff are summarized and variations are suggested for the O( N) models based on multiple embedded Z2 spin components and/or correlated projections. Topological features are discussed for the XY model and numerical simulations presented for d=2, d=3 and mean field theory lattices.

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

    Science.gov (United States)

    Gubernatis, James

    2014-03-01

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

  7. Bias in Dynamic Monte Carlo Alpha Calculations

    Energy Technology Data Exchange (ETDEWEB)

    Sweezy, Jeremy Ed [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Nolen, Steven Douglas [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Adams, Terry R. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Trahan, Travis John [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2015-02-06

    A 1/N bias in the estimate of the neutron time-constant (commonly denoted as α) has been seen in dynamic neutronic calculations performed with MCATK. In this paper we show that the bias is most likely caused by taking the logarithm of a stochastic quantity. We also investigate the known bias due to the particle population control method used in MCATK. We conclude that this bias due to the particle population control method is negligible compared to other sources of bias.

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

    Science.gov (United States)

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

    2016-08-01

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

  9. Dynamical Monte Carlo method for stochastic epidemic models

    CERN Document Server

    Aiello, O E

    2002-01-01

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

  10. Dynamic Partitioning of GATE Monte-Carlo Simulations on EGEE

    CERN Document Server

    Camarasu-Pop, S; Benoit-Cattin, Hugues; Glatard, Tristan; Sarrut, David; Camarasu-Pop, Sorina

    2010-01-01

    The EGEE Grid offers the necessary infrastructure and resources for reducing the running time of particle tracking Monte-Carlo applications like GATE. However, efforts are required to achieve reliable and efficient execution and to provide execution frameworks to end-users. This paper presents results obtained with porting the GATE software on the EGEE Grid, our ultimate goal being to provide reliable, user-friendly and fast execution of GATE to radiation therapy researchers. To address these requirements, we propose a new parallelization scheme based on a dynamic partitioning and its implementation in two different frameworks using pilot jobs and workflows. Results show that pilot jobs bring strong improvement w.r.t. regular gLite submission, that the proposed dynamic partitioning algorithm further reduces execution time by a factor of two and that the genericity and user-friendliness offered by the workflow implementation do not introduce significant overhead.

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

    KAUST Repository

    Novotny, M.A.

    2010-02-01

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

  12. Thermally activated repolarization of antiferromagnetic particles: Monte Carlo dynamics

    Science.gov (United States)

    Soloviev, S. V.; Popkov, A. F.; Knizhnik, A. A.; Iskandarova, I. M.

    2017-02-01

    Based on the equation of motion of an antiferromagnetic moment, taking into account a random field of thermal fluctuations, we propose a Monte Carlo (MC) scheme for the numerical simulation of the evolutionary dynamics of an antiferromagnetic particle, corresponding to the Langevin dynamics in the Kramers theory for the two-well potential. Conditions for the selection of the sphere of fluctuations of random deviations of the antiferromagnetic vector at an MC time step are found. A good agreement with the theory of Kramers thermal relaxation is demonstrated for varying temperatures and heights of energy barrier over a wide range of integration time steps in an overdamped regime. Based on the developed scheme, we performed illustrative calculations of the temperature drift of the exchange bias under the fast annealing of a ferromagnet-antiferromagnet structure, taking into account the random variation of anisotropy directions in antiferromagnetic grains and their sizes. The proposed approach offers promise for modeling magnetic sensors and spintronic memory devices containing heterostructures with antiferromagnetic layers.

  13. Metropolis Methods for Quantum Monte Carlo Simulations

    OpenAIRE

    Ceperley, D. M.

    2003-01-01

    Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of the Metropolis algorithm employed in quantum Monte Carlo: Variational Monte Carlo, dynamical methods for projector monte carlo ({\\it i.e.} diffusion Monte Carlo with rejection), multilevel sampling in path integral Monte Carlo, the sampling of permutations, ...

  14. Efficiency in nonequilibrium molecular dynamics Monte Carlo simulations

    Science.gov (United States)

    Radak, Brian K.; Roux, Benoît

    2016-10-01

    Hybrid algorithms combining nonequilibrium molecular dynamics and Monte Carlo (neMD/MC) offer a powerful avenue for improving the sampling efficiency of computer simulations of complex systems. These neMD/MC algorithms are also increasingly finding use in applications where conventional approaches are impractical, such as constant-pH simulations with explicit solvent. However, selecting an optimal nonequilibrium protocol for maximum efficiency often represents a non-trivial challenge. This work evaluates the efficiency of a broad class of neMD/MC algorithms and protocols within the theoretical framework of linear response theory. The approximations are validated against constant pH-MD simulations and shown to provide accurate predictions of neMD/MC performance. An assessment of a large set of protocols confirms (both theoretically and empirically) that a linear work protocol gives the best neMD/MC performance. Finally, a well-defined criterion for optimizing the time parameters of the protocol is proposed and demonstrated with an adaptive algorithm that improves the performance on-the-fly with minimal cost.

  15. Extended Ensemble Monte Carlo

    OpenAIRE

    Iba, Yukito

    2000-01-01

    ``Extended Ensemble Monte Carlo''is a generic term that indicates a set of algorithms which are now popular in a variety of fields in physics and statistical information processing. Exchange Monte Carlo (Metropolis-Coupled Chain, Parallel Tempering), Simulated Tempering (Expanded Ensemble Monte Carlo), and Multicanonical Monte Carlo (Adaptive Umbrella Sampling) are typical members of this family. Here we give a cross-disciplinary survey of these algorithms with special emphasis on the great f...

  16. Highly Efficient Monte-Carlo for Estimating the Unavailability of Markov Dynamic System1)

    Institute of Scientific and Technical Information of China (English)

    XIAOGang; DENGLi; ZHANGBen-Ai; ZHUJian-Shi

    2004-01-01

    Monte Carlo simulation has become an important tool for estimating the reliability andavailability of dynamic system, since conventional numerical methods are no longer efficient whenthe size of the system to solve is large. However, evaluating by a simulation the probability of oc-currence of very rare events means playing a very large number of histories of the system, whichleads to unacceptable computing time. Highly efficient Monte Carlo should be worked out. In thispaper, based on the integral equation describing state transitions of Markov dynamic system, a u-niform Monte Carlo for estimating unavailability is presented. Using free-flight estimator, directstatistical estimation Monte Carlo is achieved. Using both free-flight estimator and biased proba-bility space of sampling, weighted statistical estimation Monte Carlo is also achieved. Five MonteCarlo schemes, including crude simulation, analog simulation, statistical estimation based oncrude and analog simulation, and weighted statistical estimation, are used for calculating the un-availability of a repairable Con/3/30 : F system. Their efficiencies are compared with each other.The results show the weighted statistical estimation Monte Carlo has the smallest variance and thehighest efficiency in very rare events simulation.

  17. Inchworm Monte Carlo for exact non-adiabatic dynamics. I. Theory and algorithms

    Science.gov (United States)

    Chen, Hsing-Ta; Cohen, Guy; Reichman, David R.

    2017-02-01

    In this paper, we provide a detailed description of the inchworm Monte Carlo formalism for the exact study of real-time non-adiabatic dynamics. This method optimally recycles Monte Carlo information from earlier times to greatly suppress the dynamical sign problem. Using the example of the spin-boson model, we formulate the inchworm expansion in two distinct ways: The first with respect to an expansion in the system-bath coupling and the second as an expansion in the diabatic coupling. The latter approach motivates the development of a cumulant version of the inchworm Monte Carlo method, which has the benefit of improved scaling. This paper deals completely with methodology, while Paper II provides a comprehensive comparison of the performance of the inchworm Monte Carlo algorithms to other exact methodologies as well as a discussion of the relative advantages and disadvantages of each.

  18. Inchworm Monte Carlo for exact non-adiabatic dynamics I. Theory and algorithms

    CERN Document Server

    Chen, Hsing-Ta; Reichman, David R

    2016-01-01

    In this paper we provide a detailed description of the inchworm Monte Carlo formalism for the exact study of real-time non-adiabatic dynamics. This method optimally recycles Monte Carlo information from earlier times to greatly suppress the dynamical sign problem. Using the example of the spin-boson model, we formulate the inchworm expansion in two distinct ways: The first with respect to an expansion in the system-bath coupling and the second as an expansion in the diabatic coupling. The latter approach motivates the development of a cumulant version of the inchworm Monte Carlo method, which has the benefit of improved scaling. This paper deals completely with methodology, while the companion paper provides a comprehensive comparison of the performance of the inchworm Monte Carlo algorithms to other exact methodologies as well as a discussion of the relative advantages and disadvantages of each.

  19. Inchworm Monte Carlo for exact non-adiabatic dynamics. II. Benchmarks and comparison with established methods

    Science.gov (United States)

    Chen, Hsing-Ta; Cohen, Guy; Reichman, David R.

    2017-02-01

    In this second paper of a two part series, we present extensive benchmark results for two different inchworm Monte Carlo expansions for the spin-boson model. Our results are compared to previously developed numerically exact approaches for this problem. A detailed discussion of convergence and error propagation is presented. Our results and analysis allow for an understanding of the benefits and drawbacks of inchworm Monte Carlo compared to other approaches for exact real-time non-adiabatic quantum dynamics.

  20. Inchworm Monte Carlo for exact non-adiabatic dynamics. II. Benchmarks and comparison with established methods

    CERN Document Server

    Chen, Hsing-Ta; Reichman, David R

    2016-01-01

    In this second paper of a two part series, we present extensive benchmark results for two different inchworm Monte Carlo expansions for the spin-boson model. Our results are compared to previously developed numerically exact approaches for this problem. A detailed discussion of convergence and error propagation is presented. Our results and analysis allow for an understanding of the benefits and drawbacks of inchworm Monte Carlo compared to other approaches for exact real-time non-adiabatic quantum dynamics.

  1. Monte Carlo fundamentals

    Energy Technology Data Exchange (ETDEWEB)

    Brown, F.B.; Sutton, T.M.

    1996-02-01

    This report is composed of the lecture notes from the first half of a 32-hour graduate-level course on Monte Carlo methods offered at KAPL. These notes, prepared by two of the principle developers of KAPL`s RACER Monte Carlo code, cover the fundamental theory, concepts, and practices for Monte Carlo analysis. In particular, a thorough grounding in the basic fundamentals of Monte Carlo methods is presented, including random number generation, random sampling, the Monte Carlo approach to solving transport problems, computational geometry, collision physics, tallies, and eigenvalue calculations. Furthermore, modern computational algorithms for vector and parallel approaches to Monte Carlo calculations are covered in detail, including fundamental parallel and vector concepts, the event-based algorithm, master/slave schemes, parallel scaling laws, and portability issues.

  2. Monte Carlo methods

    OpenAIRE

    Bardenet, R.

    2012-01-01

    ISBN:978-2-7598-1032-1; International audience; 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 theoretic...

  3. 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

  4. A Glauber Monte Carlo Approach to Stock Market Dynamics

    Science.gov (United States)

    Castiglione, Filippo; Stauffer, Dietrich; Pandey, Ras

    2001-03-01

    A computer simulation model is used to study the evolution of stock price and the distribution of price fluctuation. Effects of trading momentum and price resistance are considered by a Glauber Monte Carlo approach. The price resistance is described by an elastic energy Ee = e \\cdot x \\cdot |x| while the momentum bias Ep = - b \\cdot y, where, x = (p(t) - p(0))/x_m, y = (p(t+1) - p(t))/ym with the stock price at time t, p(t), and xm and ym are the maximum absolute values up to the current time step. e and b are elastic and momentum bias coefficients. Trades are executed via the herding percolation model with the number (n_s) of trading groups depend on the size of the group, i.e., ns = N/s^τ where N is the size of the market and τ = 2.5. Probability to buy (a/2) and sell (a/2) or remain inactive (1-a) depends on the activity a with the execution probability to buy Wb = e^-E/ [1 + e^-E] and sell with 1-W_b. The distribution of price fluctuation (P(y)) shows a long time tail with a power-law, P(y) ~ y^-μ, μ ~= 4 at e = 1.0, b = 5. The volatility auto-correlation function (c(τ)) shows a reasonable behavior (positive) over several iterations.

  5. Estimating the parameters of dynamical systems from Big Data using Sequential Monte Carlo samplers

    Science.gov (United States)

    Green, P. L.; Maskell, S.

    2017-09-01

    In this paper the authors present a method which facilitates computationally efficient parameter estimation of dynamical systems from a continuously growing set of measurement data. It is shown that the proposed method, which utilises Sequential Monte Carlo samplers, is guaranteed to be fully parallelisable (in contrast to Markov chain Monte Carlo methods) and can be applied to a wide variety of scenarios within structural dynamics. Its ability to allow convergence of one's parameter estimates, as more data is analysed, sets it apart from other sequential methods (such as the particle filter).

  6. The Specific Bias in Dynamic Monte Carlo Simulations of Nuclear Reactor

    Science.gov (United States)

    Yamamoto, Toshihisa; Endo, Hiroshi; Ishizu, Tomoko; Tatewaki, Isao

    2014-06-01

    During the development of Monte-Carlo-based dynamic code system, we have encountered two major Monte-Carlo-specific problems. One is the break down due to "false super-criticality" which is caused by an accidentally large eigenvalue due to statistical error in spite of the fact that the reactor is actually not. The other problem, which is the main topic in this paper, is that the statistical error in power level using the reactivity calculated with Monte Carlo code is not symmetric about its mean but always positively biased. This signifies that the bias is accumulated as the calculation proceeds and consequently results in over-estimation of the final power level. It should be noted that the bias will not eliminated by refining time step as long as the variance is not zero. A preliminary investigation on this matter using the one-group-precursor point kinetic equations was made and it was concluded that the bias in power level is approximately proportional to the product of variance in Monte Carlo calculation and elapsed time. This conclusion was verified with some numerical experiments. This outcome is important in quantifying the required precision of the Monte-Carlo-based reactivity calculations.

  7. Hybrid Monte Carlo algorithm for lattice QCD with two flavors of dynamical Ginsparg-Wilson quarks

    CERN Document Server

    Liu Chua

    1999-01-01

    We study aspects concerning numerical simulations of lattice QCD with two flavors of dynamical Ginsparg-Wilson quarks with degenerate masses. A hybrid Monte Carlo algorithm is described and a formula for the fermionic force is derived for two specific implementations. The implementation with the optimal rational approximation method is favored in both CPU time and memory consumption.

  8. Hybrid Monte Carlo algorithm for lattice QCD with two flavors of dynamical Ginsparg-Wilson quarks

    OpenAIRE

    Liu, Chuan

    1998-01-01

    We study aspects concerning numerical simulations of Lattice QCD with two flavors of dynamical Ginsparg-Wilson quarks with degenerate masses. A Hybrid Monte Carlo algorithm is described and the formula for the fermionic force is derived for two specific implementations. The implementation with optimal rational approximation method is favored both in CPU time and memory consumption.

  9. MORSE Monte Carlo code

    Energy Technology Data Exchange (ETDEWEB)

    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.

  10. Dynamic Monte Carlo simulation of chain growth polymerization and its concentration effect

    Institute of Scientific and Technical Information of China (English)

    LüWenqi

    2005-01-01

    Simul., 2000, 9: 188-195.[12]Xu, G., Ding, J., Yang, Y., Monte Carlo simulation of self-avoid- ing lattice chains subject to simple shear flow, 1. Model and simulation algorithm, J. Chem. Phys., 1997, 107(10): 4070-4084.[13]Xu, G., Ding, J., Yang, Y., Anisotropic and enhanced self-diffusion of a macromolecular chain under simple shear flow as revealed by Monte Carlo simulation on lattices, Macromol. Theory Simul., 1998, 7: 129-140.[14]Chen, Y., Zhang, Q., Ding, J., A coarse-grained model and associ- ated lattice Monte Carlo simulation of coil-helix transition of a homopolypeptide, J. Chem. Phys., 2004, 120(7): 3467-3474.[15]Yang, Y., Zhang, H., Monte Carlo Method in Polymer Science (in Chinese), Shanghai: Fudan Univ. Press, 1993, 65-75, 266-269.[16]de Gennes, P. G., Scaling Concepts in Polymer Physics, New York, Ithaca: Cornell Univ. Press, 1979, Chapter 2.[17]Carmesin, I., Kremer, K., The bond fluctuation method: A new effective algorithm for the dynamics of polymers in all spatial dimensions, Macromolecules, 1988, 21: 2819-2823.[18]Paul, W., Binder, K., Heermann, D. et al., Dynamics of polymer solutions and melts, Reptation predictions and scaling of relaxation times, J. Chem. Phys., 1991, 95: 7726-7740.[19]Flory, P. J., Principles of Polymer Chemistry, New York, Ithaca: Cornell Univ. Press, 1953, 317-345.[20]Xu, G., Ding, J., Yang, Y., Static scaling law of two-dimensional macromolecular chains with excluded volume, J. Fudan Univ., Natural Sci. (in Chinese), 1997, 36(4): 361-369.

  11. Molecular Dynamics, Monte Carlo Simulations, and Langevin Dynamics: A Computational Review

    Directory of Open Access Journals (Sweden)

    Eric Paquet

    2015-01-01

    Full Text Available Macromolecular structures, such as neuraminidases, hemagglutinins, and monoclonal antibodies, are not rigid entities. Rather, they are characterised by their flexibility, which is the result of the interaction and collective motion of their constituent atoms. This conformational diversity has a significant impact on their physicochemical and biological properties. Among these are their structural stability, the transport of ions through the M2 channel, drug resistance, macromolecular docking, binding energy, and rational epitope design. To assess these properties and to calculate the associated thermodynamical observables, the conformational space must be efficiently sampled and the dynamic of the constituent atoms must be simulated. This paper presents algorithms and techniques that address the abovementioned issues. To this end, a computational review of molecular dynamics, Monte Carlo simulations, Langevin dynamics, and free energy calculation is presented. The exposition is made from first principles to promote a better understanding of the potentialities, limitations, applications, and interrelations of these computational methods.

  12. Quantum Monte Carlo simulation

    OpenAIRE

    Wang, Yazhen

    2011-01-01

    Contemporary scientific studies often rely on the understanding of complex quantum systems via computer simulation. This paper initiates the statistical study of quantum simulation and proposes a Monte Carlo method for estimating analytically intractable quantities. We derive the bias and variance for the proposed Monte Carlo quantum simulation estimator and establish the asymptotic theory for the estimator. The theory is used to design a computational scheme for minimizing the mean square er...

  13. Monte Carlo transition probabilities

    OpenAIRE

    Lucy, L. B.

    2001-01-01

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

  14. Kinetic Monte Carlo and Cellular Particle Dynamics Simulations of Multicellular Systems

    CERN Document Server

    Flenner, Elijah; Barz, Bogdan; Neagu, Adrian; Forgacs, Gabor; Kosztin, Ioan

    2011-01-01

    Computer modeling of multicellular systems has been a valuable tool for interpreting and guiding in vitro experiments relevant to embryonic morphogenesis, tumor growth, angiogenesis and, lately, structure formation following the printing of cell aggregates as bioink particles. Computer simulations based on Metropolis Monte Carlo (MMC) algorithms were successful in explaining and predicting the resulting stationary structures (corresponding to the lowest adhesion energy state). Here we introduce two alternatives to the MMC approach for modeling cellular motion and self-assembly: (1) a kinetic Monte Carlo (KMC), and (2) a cellular particle dynamics (CPD) method. Unlike MMC, both KMC and CPD methods are capable of simulating the dynamics of the cellular system in real time. In the KMC approach a transition rate is associated with possible rearrangements of the cellular system, and the corresponding time evolution is expressed in terms of these rates. In the CPD approach cells are modeled as interacting cellular ...

  15. Molecular Dynamics and Monte Carlo simulations resolve apparent diffusion rate differences for proteins confined in nanochannels

    Energy Technology Data Exchange (ETDEWEB)

    Tringe, J.W., E-mail: tringe2@llnl.gov [Lawrence Livermore National Laboratory, 7000 East Avenue, Livermore, CA (United States); Ileri, N. [Lawrence Livermore National Laboratory, 7000 East Avenue, Livermore, CA (United States); Department of Chemical Engineering & Materials Science, University of California, Davis, CA (United States); Levie, H.W. [Lawrence Livermore National Laboratory, 7000 East Avenue, Livermore, CA (United States); Stroeve, P.; Ustach, V.; Faller, R. [Department of Chemical Engineering & Materials Science, University of California, Davis, CA (United States); Renaud, P. [Swiss Federal Institute of Technology, Lausanne, (EPFL) (Switzerland)

    2015-08-18

    Highlights: • WGA proteins in nanochannels modeled by Molecular Dynamics and Monte Carlo. • Protein surface coverage characterized by atomic force microscopy. • Models indicate transport characteristics depend strongly on surface coverage. • Results resolve of a four orders of magnitude difference in diffusion coefficient values. - Abstract: We use Molecular Dynamics and Monte Carlo simulations to examine molecular transport phenomena in nanochannels, explaining four orders of magnitude difference in wheat germ agglutinin (WGA) protein diffusion rates observed by fluorescence correlation spectroscopy (FCS) and by direct imaging of fluorescently-labeled proteins. We first use the ESPResSo Molecular Dynamics code to estimate the surface transport distance for neutral and charged proteins. We then employ a Monte Carlo model to calculate the paths of protein molecules on surfaces and in the bulk liquid transport medium. Our results show that the transport characteristics depend strongly on the degree of molecular surface coverage. Atomic force microscope characterization of surfaces exposed to WGA proteins for 1000 s show large protein aggregates consistent with the predicted coverage. These calculations and experiments provide useful insight into the details of molecular motion in confined geometries.

  16. The Virtual Monte Carlo

    CERN Document Server

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

    2003-01-01

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

  17. Monte Carlo Simulation of Laser-Ablated Particle Splitting Dynamic in a Low Pressure Inert Gas

    Science.gov (United States)

    Ding, Xuecheng; Zhang, Zicai; Liang, Weihua; Chu, Lizhi; Deng, Zechao; Wang, Yinglong

    2016-06-01

    A Monte Carlo simulation method with an instantaneous density dependent mean-free-path of the ablated particles and the Ar gas is developed for investigating the transport dynamics of the laser-ablated particles in a low pressure inert gas. The ablated-particle density and velocity distributions are analyzed. The force distributions acting on the ablated particles are investigated. The influence of the substrate on the ablated-particle velocity distribution and the force distribution acting on the ablated particles are discussed. The Monte Carlo simulation results approximately agree with the experimental data at the pressure of 8 Pa to 17 Pa. This is helpful to investigate the gas phase nucleation and growth mechanism of nanoparticles. supported by the Natural Science Foundation of Hebei Province, China (No. A2015201166) and the Natural Science Foundation of Hebei University, China (No. 2013-252)

  18. Coupled carrier-phonon nonequilibrium dynamics in terahertz quantum cascade lasers: a Monte Carlo analysis

    Science.gov (United States)

    Iotti, Rita C.; Rossi, Fausto

    2013-07-01

    The operation of state-of-the-art optoelectronic quantum devices may be significantly affected by the presence of a nonequilibrium quasiparticle population to which the carrier subsystem is unavoidably coupled. This situation is particularly evident in new-generation semiconductor-heterostructure-based quantum emitters, operating both in the mid-infrared as well as in the terahertz (THz) region of the electromagnetic spectrum. In this paper, we present a Monte Carlo-based global kinetic approach, suitable for the investigation of a combined carrier-phonon nonequilibrium dynamics in realistic devices, and discuss its application with a prototypical resonant-phonon THz emitting quantum cascade laser design.

  19. Monte Carlo Option Princing

    Directory of Open Access Journals (Sweden)

    Cecilia Maya

    2004-12-01

    Full Text Available El método Monte Carlo se aplica a varios casos de valoración de opciones financieras. El método genera una buena aproximación al comparar su precisión con la de otros métodos numéricos. La estimación que produce la versión Cruda de Monte Carlo puede ser aún más exacta si se recurre a metodologías de reducción de la varianza entre las cuales se sugieren la variable antitética y de la variable de control. Sin embargo, dichas metodologías requieren un esfuerzo computacional mayor por lo cual las mismas deben ser evaluadas en términos no sólo de su precisión sino también de su eficiencia.

  20. Monte Carlo and nonlinearities

    CERN Document Server

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

    2016-01-01

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

  1. 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.

  2. Langevin Monte Carlo filtering for target tracking

    NARCIS (Netherlands)

    Iglesias Garcia, Fernando; Bocquel, Melanie; Driessen, Hans

    2015-01-01

    This paper introduces the Langevin Monte Carlo Filter (LMCF), a particle filter with a Markov chain Monte Carlo algorithm which draws proposals by simulating Hamiltonian dynamics. This approach is well suited to non-linear filtering problems in high dimensional state spaces where the bootstrap filte

  3. Alpha Eigenvalue Estimation from Dynamic Monte Carlo Calculation for Subcritical Systems

    Energy Technology Data Exchange (ETDEWEB)

    Shaukat, Nadeem; Shim, Hyung Jin; Jang, Sang Hoon [Seoul National University, Seoul (Korea, Republic of)

    2016-05-15

    The dynamic Monte Carlo (DMC) method has been used in the TART code for the α eigenvalue calculations. A unique method has been equipped to measure the α in time-stepwise Monte Carlo simulations. For off-critical systems, the neutron population is allowed to change exponentially over a period of time. The neutron population is uniformly combed to return it to the neutron population started with at the beginning of time boundary. In this study, the conventional dynamic Monte Carlo method has been implemented in the McCARD. There is an exponential change of neutron population at the end of each time boundary for off-critical systems. In order to control this exponential change at the end of each time boundary, a conventional time cut-off controlling population strategy is included in the DMC module implemented in the McCARD. the conventional combing method to control the neutron population for off-critical systems is implemented. Instead of considering the cycles, the simulation is divided in time intervals. At the end of each time interval, neutron population control is applied on the banked neutrons. Randomly selected neutrons are discarded, until the size of neutron population matches the initial neutron histories at the beginning of time simulation. The prompt neutron decay constant α is estimated from DMC algorithm for subcritical systems. The effectiveness of the results is examined for two-group infinite homogeneous problems with varying the k-value. From the comparisons with the analytical solutions, it is observed that the results are quite comparable with each other for each k-value.

  4. Monte Carlo Simulation of Linear Polymer Thermal Depolymerization under Isothermal and Dynamic Modes

    Directory of Open Access Journals (Sweden)

    Elena V. Bystritskaya

    2011-01-01

    Full Text Available Kinetics of linear polymer thermal depolymerization under isothermal and dynamic TGA modes was simulated by the Monte Carlo method. The simulation was carried out on model arrays having the same initial degree of polymerization =100 and different width (polydispersity index, PDI=/=1∼3 at three constant temperatures and five heating rates. Kinetics of the process in both modes is described by the Avrami equation, the exponent in which decreasing as the distribution width increases. Treatment of the model kinetic curves of degradation using the nonlinear regression method by the Avrami equation, under both isothermal and dynamic modes, gives correct activation energy and pre-exponential factor values independently of the initial PDI. Data obtained in the dynamic mode were also treated by two isoconversion methods, widely applied to kinetic analysis of TGA curves (Flynn-Wall-Ozawa method and Kissinger-Akahira-Sunose (KAS method.

  5. Dynamic Value at Risk: A Comparative Study Between Heteroscedastic Models and Monte Carlo Simulation

    Directory of Open Access Journals (Sweden)

    José Lamartine Távora Junior

    2006-12-01

    Full Text Available The objective of this paper was to analyze the risk management of a portfolio composed by Petrobras PN, Telemar PN and Vale do Rio Doce PNA stocks. It was verified if the modeling of Value-at-Risk (VaR through the place Monte Carlo simulation with volatility of GARCH family is supported by hypothesis of efficient market. The results have shown that the statistic evaluation in inferior to dynamics, evidencing that the dynamic analysis supplies support to the hypothesis of efficient market of the Brazilian share holding market, in opposition of some empirical evidences. Also, it was verified that the GARCH models of volatility is enough to accommodate the variations of the shareholding Brazilian market, since the model is capable to accommodate the great dynamic of the Brazilian market.

  6. Dynamic measurements and uncertainty estimation of clinical thermometers using Monte Carlo method

    Science.gov (United States)

    Ogorevc, Jaka; Bojkovski, Jovan; Pušnik, Igor; Drnovšek, Janko

    2016-09-01

    Clinical thermometers in intensive care units are used for the continuous measurement of body temperature. This study describes a procedure for dynamic measurement uncertainty evaluation in order to examine the requirements for clinical thermometer dynamic properties in standards and recommendations. In this study thermistors were used as temperature sensors, transient temperature measurements were performed in water and air and the measurement data were processed for the investigation of thermometer dynamic properties. The thermometers were mathematically modelled. A Monte Carlo method was implemented for dynamic measurement uncertainty evaluation. The measurement uncertainty was analysed for static and dynamic conditions. Results showed that dynamic uncertainty is much larger than steady-state uncertainty. The results of dynamic uncertainty analysis were applied on an example of clinical measurements and were compared to current requirements in ISO standard for clinical thermometers. It can be concluded that there was no need for dynamic evaluation of clinical thermometers for continuous measurement, while dynamic measurement uncertainty was within the demands of target uncertainty. Whereas in the case of intermittent predictive thermometers, the thermometer dynamic properties had a significant impact on the measurement result. Estimation of dynamic uncertainty is crucial for the assurance of traceable and comparable measurements.

  7. LMC: Logarithmantic Monte Carlo

    Science.gov (United States)

    Mantz, Adam B.

    2017-06-01

    LMC is a Markov Chain Monte Carlo engine in Python that implements adaptive Metropolis-Hastings and slice sampling, as well as the affine-invariant method of Goodman & Weare, in a flexible framework. It can be used for simple problems, but the main use case is problems where expensive likelihood evaluations are provided by less flexible third-party software, which benefit from parallelization across many nodes at the sampling level. The parallel/adaptive methods use communication through MPI, or alternatively by writing/reading files, and mostly follow the approaches pioneered by CosmoMC (ascl:1106.025).

  8. Monte Carlo filters for identification of nonlinear structural dynamical systems

    Indian Academy of Sciences (India)

    C S Manohar; D Roy

    2006-08-01

    The problem of identification of parameters of nonlinear structures using dynamic state estimation techniques is considered. The process equations are derived based on principles of mechanics and are augmented by mathematical models that relate a set of noisy observations to state variables of the system. The set of structural parameters to be identified is declared as an additional set of state variables. Both the process equation and the measurement equations are taken to be nonlinear in the state variables and contaminated by additive and (or) multiplicative Gaussian white noise processes. The problem of determining the posterior probability density function of the state variables conditioned on all available information is considered. The utility of three recursive Monte Carlo simulation-based filters, namely, a probability density function-based Monte Carlo filter, a Bayesian bootstrap filter and a filter based on sequential importance sampling, to solve this problem is explored. The state equations are discretized using certain variations of stochastic Taylor expansions enabling the incorporation of a class of non-smooth functions within the process equations. Illustrative examples on identification of the nonlinear stiffness parameter of a Duffing oscillator and the friction parameter in a Coulomb oscillator are presented.

  9. DYNAMIC PARAMETERS ESTIMATION OF INTERFEROMETRIC SIGNALS BASED ON SEQUENTIAL MONTE CARLO METHOD

    Directory of Open Access Journals (Sweden)

    M. A. Volynsky

    2014-05-01

    Full Text Available The paper deals with sequential Monte Carlo method applied to problem of interferometric signals parameters estimation. The method is based on the statistical approximation of the posterior probability density distribution of parameters. Detailed description of the algorithm is given. The possibility of using the residual minimum between prediction and observation as a criterion for the selection of multitude elements generated at each algorithm step is shown. Analysis of input parameters influence on performance of the algorithm has been conducted. It was found that the standard deviation of the amplitude estimation error for typical signals is about 10% of the maximum amplitude value. The phase estimation error was shown to have a normal distribution. Analysis of the algorithm characteristics depending on input parameters is done. In particular, the influence analysis for a number of selected vectors of parameters on evaluation results is carried out. On the basis of simulation results for the considered class of signals, it is recommended to select 30% of the generated vectors number. The increase of the generated vectors number over 150 does not give significant improvement of the obtained estimates quality. The sequential Monte Carlo method is recommended for usage in dynamic processing of interferometric signals for the cases when high immunity is required to non-linear changes of signal parameters and influence of random noise.

  10. MULTI-MONTE-CARLO METHOD FOR GENERAL DYNAMIC EQUATION CONSIDERING PARTICLE COAGULATION

    Institute of Scientific and Technical Information of China (English)

    ZHAO Hai-bo; ZHENG Chu-guang; XU Ming-hou

    2005-01-01

    Monte-Carlo (MC) method is widely adopted to take into account general dynamic equation (GDE) for particle coagulation, however popular MC method has high computation cost and statistical fatigue. A new Multi-Monte-Carlo (MMC)method, which has characteristics of time-driven MC method, constant number method and constant volume method, was promoted to solve GDE for coagulation. Firstly MMC method was described in details, including the introduction of weighted fictitious particle, the scheme of MMC method, the setting of time step, the judgment of the occurrence of coagulation event, the choice of coagulation partner and the consequential treatment of coagulation event. Secondly MMC method was validated by five special coagulation cases in which analytical solutions exist. The good agreement between the simulation results of MMC method and analytical solutions shows MMC method conserves high computation precision and has low computation cost. Lastly the different influence of different kinds of coagulation kernel on the process of coagulation was analyzed: constant coagulation kernel and Brownian coagulation kernel in continuum regime affect small particles much more than linear and quadratic coagulation kernel,whereas affect big particles much less than linear and quadratic coagulation kernel.

  11. Monte Carlo simulation of the dynamic evolution of binary lamellar eutectic in directional solidification

    Institute of Scientific and Technical Information of China (English)

    Wang Wei-Min; Niu Yu-Chao; Chen Jun-Hua; Bian Xiu-Fang; Liu Jun-Ming

    2004-01-01

    The dynamic evolution of the lamellar eutectic of binary alloys in directional solidification is studied in detail using the Monte Carlo technique. The simulated results can be summarized into two aspects: (1) the lamellar spacing λ is found to be inversely proportional to the chemical potential difference △μ, predicting a linear relationship between the kinetic supercooling △Tk and total supercooling at the solid/liquid (S/L) interface; (2) as the solidifying velocity R is low, the dynamic product λ2R shows a considerable dependence on temperature gradient GT in the liquid in front of the S/L interface, although this dependence becomes much weaker at a high R.

  12. Quantum dynamics at finite temperature: Time-dependent quantum Monte Carlo study

    Energy Technology Data Exchange (ETDEWEB)

    Christov, Ivan P., E-mail: ivan.christov@phys.uni-sofia.bg

    2016-08-15

    In this work we investigate the ground state and the dissipative quantum dynamics of interacting charged particles in an external potential at finite temperature. The recently devised time-dependent quantum Monte Carlo (TDQMC) method allows a self-consistent treatment of the system of particles together with bath oscillators first for imaginary-time propagation of Schrödinger type of equations where both the system and the bath converge to their finite temperature ground state, and next for real time calculation where the dissipative dynamics is demonstrated. In that context the application of TDQMC appears as promising alternative to the path-integral related techniques where the real time propagation can be a challenge.

  13. A Variable Coefficient Method for Accurate Monte Carlo Simulation of Dynamic Asset Price

    Science.gov (United States)

    Li, Yiming; Hung, Chih-Young; Yu, Shao-Ming; Chiang, Su-Yun; Chiang, Yi-Hui; Cheng, Hui-Wen

    2007-07-01

    In this work, we propose an adaptive Monte Carlo (MC) simulation technique to compute the sample paths for the dynamical asset price. In contrast to conventional MC simulation with constant drift and volatility (μ,σ), our MC simulation is performed with variable coefficient methods for (μ,σ) in the solution scheme, where the explored dynamic asset pricing model starts from the formulation of geometric Brownian motion. With the method of simultaneously updated (μ,σ), more than 5,000 runs of MC simulation are performed to fulfills basic accuracy of the large-scale computation and suppresses statistical variance. Daily changes of stock market index in Taiwan and Japan are investigated and analyzed.

  14. Pareto Optimal Solutions for Stochastic Dynamic Programming Problems via Monte Carlo Simulation

    Directory of Open Access Journals (Sweden)

    R. T. N. Cardoso

    2013-01-01

    Full Text Available A heuristic algorithm is proposed for a class of stochastic discrete-time continuous-variable dynamic programming problems submitted to non-Gaussian disturbances. Instead of using the expected values of the objective function, the randomness nature of the decision variables is kept along the process, while Pareto fronts weighted by all quantiles of the objective function are determined. Thus, decision makers are able to choose any quantile they wish. This new idea is carried out by using Monte Carlo simulations embedded in an approximate algorithm proposed to deterministic dynamic programming problems. The new method is tested in instances of the classical inventory control problem. The results obtained attest for the efficiency and efficacy of the algorithm in solving these important stochastic optimization problems.

  15. Monte Carlo simulations of a supersymmetric matrix model of dynamical compactification in non perturbative string theory

    CERN Document Server

    Anagnostopoulos, Konstantinos N; Nishimura, Jun

    2012-01-01

    The IKKT or IIB matrix model has been postulated to be a non perturbative definition of superstring theory. It has the attractive feature that spacetime is dynamically generated, which makes possible the scenario of dynamical compactification of extra dimensions, which in the Euclidean model manifests by spontaneously breaking the SO(10) rotational invariance (SSB). In this work we study using Monte Carlo simulations the 6 dimensional version of the Euclidean IIB matrix model. Simulations are found to be plagued by a strong complex action problem and the factorization method is used for effective sampling and computing expectation values of the extent of spacetime in various dimensions. Our results are consistent with calculations using the Gaussian Expansion method which predict SSB to SO(3) symmetric vacua, a finite universal extent of the compactified dimensions and finite spacetime volume.

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

    KAUST Repository

    Guerra, Marta L.

    2009-02-23

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

  17. Replica exchange Monte Carlo simulations of the ising spin glass: Static and dynamic properties

    Science.gov (United States)

    Yucesoy, Burcu

    Spin glasses have been the subject of intense study and considerable controversy for decades, and the low-temperature phase of short-range spin glasses is still poorly understood. Our main goal is to improve our understanding in this area and find an answer to the following question: Are there only a single pair or a countable infinity of pure states in the low temperature phase of the EA spin glass? To that aim we first start by introducing spin glasses and provide a brief history of their research, then proceed to describe our method of simulation, the parallel tempering Monte Carlo algorithm. Next, we present the results of a large-scale numerical study of the equilibrium three-dimensional Edwards-Anderson Ising spin glass with Gaussian disorder. In order to understand how the parallel tempering algorithm works, we measure various static, as well as dynamical quantities, such as the autocorrelation times and round-trip times for the parallel tempering Monte Carlo method. We examine the correlation between static and dynamic observables for ˜ 5000 disorder realizations and up to 1000 spins down to temperatures at 20% of the critical temperature, and our results show that autocorrelation times are directly correlated with the roughness of the free-energy landscape. In the following chapters, the three- and four-dimensional Edwards-Anderson and mean-field Sherrington-Kirkpatrick Ising spin glasses are studied again via large scale Monte Carlo simulations at low temperatures, deep within the spin glass phase. Performing a careful statistical analysis of several thousand independent disorder realizations and using an observable that detects peaks in the overlap distribution, we show that the Sherrington-Kirkpatrick and Edwards-Anderson models have a distinctly different low-temperature behavior. We arrive to the following conclusion: The structure of the spin-glass overlap distribution for the Edwards-Anderson model suggests that its low-temperature phase has only a

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

    CERN Document Server

    Vousden, Will; Mandel, Ilya

    2015-01-01

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

  19. Path Integral Monte Carlo and Density Functional Molecular Dynamics Simulations of Warm Dense Matter

    Science.gov (United States)

    Militzer, Burkhard; Driver, Kevin

    2011-10-01

    We analyze the applicability of two first-principles simulation techniques, path integral Monte Carlo (PIMC) and density functional molecular dynamics (DFT-MD), to study the regime of warm dense matter. We discuss the advantages as well as the limitations of each method and propose directions for future development. Results for dense, liquid helium, where both methods have been applied, demonstrate the range of each method's applicability. Comparison of the equations of state from simulations with analytical theories and free energy models show that DFT is useful for temperatures below 100000 K and then PIMC provides accurate results for all higher temperatures. We characterize the structure of the liquid in terms of pair correlation functions and study the closure of the band gap with increasing density and temperature. Finally, we discuss simulations of heavier elements and demonstrate the reliability are both methods in such cases with preliminary results.

  20. Spin kinetic Monte Carlo method for nanoferromagnetism and magnetization dynamics of nanomagnets with large magnetic anisotropy

    Institute of Scientific and Technical Information of China (English)

    LIU Bang-gui; ZHANG Kai-cheng; LI Ying

    2007-01-01

    The Kinetic Monte Carlo (KMC) method based on the transition-state theory, powerful and famous for sim-ulating atomic epitaxial growth of thin films and nanostruc-tures, was used recently to simulate the nanoferromagnetism and magnetization dynamics of nanomagnets with giant mag-netic anisotropy. We present a brief introduction to the KMC method and show how to reformulate it for nanoscale spin systems. Large enough magnetic anisotropy, observed exper-imentally and shown theoretically in terms of first-principle calculation, is not only essential to stabilize spin orientation but also necessary in making the transition-state barriers dur-ing spin reversals for spin KMC simulation. We show two applications of the spin KMC method to monatomic spin chains and spin-polarized-current controlled composite nano-magnets with giant magnetic anisotropy. This spin KMC method can be applied to other anisotropic nanomagnets and composite nanomagnets as long as their magnetic anisotropy energies are large enough.

  1. Ab initio molecular dynamics simulation of liquid water by quantum Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Zen, Andrea, E-mail: a.zen@ucl.ac.uk [Dipartimento di Fisica, “La Sapienza” - Università di Roma, piazzale Aldo Moro 5, 00185 Rome (Italy); London Centre for Nanotechnology, University College London, London WC1E 6BT (United Kingdom); Luo, Ye, E-mail: xw111luoye@gmail.com; Mazzola, Guglielmo, E-mail: gmazzola@phys.ethz.ch; Sorella, Sandro, E-mail: sorella@sissa.it [SISSA–International School for Advanced Studies, Via Bonomea 26, 34136 Trieste (Italy); Democritos Simulation Center CNR–IOM Istituto Officina dei Materiali, 34151 Trieste (Italy); Guidoni, Leonardo, E-mail: leonardo.guidoni@univaq.it [Dipartimento di Fisica, “La Sapienza” - Università di Roma, piazzale Aldo Moro 5, 00185 Rome (Italy); Dipartimento di Scienze Fisiche e Chimiche, Università degli Studi dell’ Aquila, via Vetoio, 67100 L’ Aquila (Italy)

    2015-04-14

    Although liquid water is ubiquitous in chemical reactions at roots of life and climate on the earth, the prediction of its properties by high-level ab initio molecular dynamics simulations still represents a formidable task for quantum chemistry. In this article, we present a room temperature simulation of liquid water based on the potential energy surface obtained by a many-body wave function through quantum Monte Carlo (QMC) methods. The simulated properties are in good agreement with recent neutron scattering and X-ray experiments, particularly concerning the position of the oxygen-oxygen peak in the radial distribution function, at variance of previous density functional theory attempts. Given the excellent performances of QMC on large scale supercomputers, this work opens new perspectives for predictive and reliable ab initio simulations of complex chemical systems.

  2. Dynamic Monte Carlo simulation of chain growth polymerization and its concentration effect

    Institute of Scientific and Technical Information of China (English)

    L(U) Wenqi; DING Jiandong

    2005-01-01

    Free radical polymerization and living ion polymerization have been simulated via the dynamic Monte Carlo method with the bond-fluctuation model in this paper. The polymerization-related parameters such as conversion of monomers, degree of polymerization, average molecular weight and its distribution are obtained by statistics. The simulation outputs are consistent with the corresponding theoretical predictions. The scaling relationships of the coil size versus chain length are also confirmed at different volume fractions. Furthermore, the effect of diffusion on polymerization is revealed preliminarily in our simulation. Hence the simulation approach has been proven to be feasible to investigate polymerization reactions with the advantages that configuration and diffusion of polymer chains can be examined together with polymerization kinetics.

  3. Ab-initio molecular dynamics simulation of liquid water by Quantum Monte Carlo

    CERN Document Server

    Zen, Andrea; Mazzola, Guglielmo; Guidoni, Leonardo; Sorella, Sandro

    2014-01-01

    Despite liquid water is ubiquitous in chemical reactions at roots of life and climate on earth, the prediction of its properties by high-level ab initio molecular dynamics simulations still represents a formidable task for quantum chemistry. In this article we present a room temperature simulation of liquid water based on the potential energy surface obtained by a many-body wave function through quantum Monte Carlo (QMC) methods. The simulated properties are in excellent agreement with recent neutron scattering and X-ray experiments, particularly concerning the position of the oxygen-oxygen peak in the radial distribution function, at variance of previous Density Functional Theory attempts. Given the excellent performances of QMC on large scale supercomputers, this work opens new perspectives for predictive and reliable ab-initio simulations of complex chemical systems.

  4. Collective dynamics of an inhomogeneous two-channel exclusion process: Theory and Monte Carlo simulations

    CERN Document Server

    Dhiman, Isha

    2015-01-01

    This work is devoted to the development of a novel theoretical approach, named hybrid approach, to handle a localized bottleneck in a symmetrically coupled two-channel totally asymmetric simple exclusion process with Langmuir kinetics. The hybrid approach is combined with singular perturbation technique to get steady-state phase diagrams and density profiles. We have thoroughly examined the role played by the strength of bottleneck, binding constant and lane-changing rate in the system dynamics. The appearances of bottleneck-induced shock, a bottleneck phase and Meissner phase are explained. Further, the critical values of bottleneck rate are identified, which signify the changes in the topology of phase diagram. It is also found that increase in lane-changing rate as well as unequal attachment, detachment rates weaken the bottleneck effect. Our theoretical arguments are in good agreement with extensively performed Monte Carlo simulations.

  5. Pb/Cu (100) surface superstructures: Monte Carlo and molecular dynamics simulations

    Science.gov (United States)

    Tan, S.; Ghazali, A.; L´vy, J. C. S.

    1997-12-01

    Monte Carlo simulations with simple pair potentials of the Lennard-Jones type enable us to show the stability of the three experimentally known superstructures of Pb/Cu (100) at different lead submonolayer coverages: c(4 × 4)atθ = 3/8,c(2 × 2)atθ = 0.5 and c(5√2 × √2)R45° at θ = 0.6. In addition, numerous details of these superstructures, including interatomic distances, surface alloying, corrugation and weak modulation are obtained numerically in quantitative and qualitative accord with the experimentally observed and measured data. By molecular dynamics the melting of these structures is studied from the temperature dependence of the Pb-atom average energy and diffusion coefficient, with evidence for a first-order transition for every superstructure. The dispersion of surface phonons is also derived.

  6. MCMini: Monte Carlo on GPGPU

    Energy Technology Data Exchange (ETDEWEB)

    Marcus, Ryan C. [Los Alamos National Laboratory

    2012-07-25

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

  7. Monte Carlo methods for electromagnetics

    CERN Document Server

    Sadiku, Matthew NO

    2009-01-01

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

  8. Communication: Excited states, dynamic correlation functions and spectral properties from full configuration interaction quantum Monte Carlo.

    Science.gov (United States)

    Booth, George H; Chan, Garnet Kin-Lic

    2012-11-21

    In this communication, we propose a method for obtaining isolated excited states within the full configuration interaction quantum Monte Carlo framework. This method allows for stable sampling with respect to collapse to lower energy states and requires no uncontrolled approximations. In contrast with most previous methods to extract excited state information from quantum Monte Carlo methods, this results from a modification to the underlying propagator, and does not require explicit orthogonalization, analytic continuation, transient estimators, or restriction of the Hilbert space via a trial wavefunction. Furthermore, we show that the propagator can directly yield frequency-domain correlation functions and spectral functions such as the density of states which are difficult to obtain within a traditional quantum Monte Carlo framework. We demonstrate this approach with pilot applications to the neon atom and beryllium dimer.

  9. Fully Quantum Description of the Zundel Ion: Combining Variational Quantum Monte Carlo with Path Integral Langevin Dynamics.

    Science.gov (United States)

    Mouhat, Félix; Sorella, Sandro; Vuilleumier, Rodolphe; Saitta, Antonino Marco; Casula, Michele

    2017-06-13

    We introduce a novel approach for a fully quantum description of coupled electron-ion systems from first principles. It combines the variational quantum Monte Carlo solution of the electronic part with the path integral formalism for the quantum nuclear dynamics. On the one hand, the path integral molecular dynamics includes nuclear quantum effects by adding a set of fictitious classical particles (beads) aimed at reproducing nuclear quantum fluctuations via a harmonic kinetic term. On the other hand, variational quantum Monte Carlo can provide Born-Oppenheimer potential energy surfaces with a precision comparable to the most-advanced post-Hartree-Fock approaches, and with a favorable scaling with the system size. In order to cope with the intrinsic noise due to the stochastic nature of quantum Monte Carlo methods, we generalize the path integral molecular dynamics using a Langevin thermostat correlated according to the covariance matrix of quantum Monte Carlo nuclear forces. The variational parameters of the quantum Monte Carlo wave function are evolved during the nuclear dynamics, such that the Born-Oppenheimer potential energy surface is unbiased. Statistical errors on the wave function parameters are reduced by resorting to bead grouping average, which we show to be accurate and well-controlled. Our general algorithm relies on a Trotter breakup between the dynamics driven by ionic forces and the one set by the harmonic interbead couplings. The latter is exactly integrated, even in the presence of the Langevin thermostat, thanks to the mapping onto an Ornstein-Uhlenbeck process. This framework turns out to be also very efficient in the case of noiseless (deterministic) ionic forces. The new implementation is validated on the Zundel ion (H5O2(+)) by direct comparison with standard path integral Langevin dynamics calculations made with a coupled cluster potential energy surface. Nuclear quantum effects are confirmed to be dominant over thermal effects well beyond

  10. Monte Carlo simulation of the Varian Clinac 600C accelerator dynamic and physical wedges

    Energy Technology Data Exchange (ETDEWEB)

    Soares, S [Universidade da Beira Interior, Av. Marques d' Avila e Bolama, Covilha 6201-001 (Portugal); Chaves, A [Instituto Portugues de Oncologia Doutor Francisco Gentil (IPO), Av. Bissaya Barreto, Coimbra 3000-075 (Portugal); Peralta, L [Laboratorio de Instrumentacao e Fisica Experimental de PartIculas (LIP), Av. Elias Garcia no14 1o, Lisbon 1000-149 (Portugal); Lopes, Mc [Faculdade de Ciencias da Universidade de Lisboa, Campo Grande EdifIcio C5, Lisbon 1149-016 (Portugal)

    2007-06-15

    The present paper describes the study done on the dosimetric characteristics of the Varian Clinac 600C dynamic wedges (DW) and their comparison with the physical wedges (PW) in terms of the differences affecting the dose distributions, beam spectra, energy fluence and angular distributions. The geometry of the 4 MV photon beam and the dose distributions in a water phantom were simulated with GEANT3 and DPM Monte Carlo code systems. The DW was modelled through the constant movement of the upper jaws. The depth dose distributions and lateral profiles for the DW, PW and open fields were measured and compared with the Monte Carlo simulations and the global agreement was found to be within 3%. It was also found that the effects of a DW on beam spectral and angular distributions are much less significant than those produced by a PW. For example, in our study we found out that the 45{sup 0}PW, when compared with the corresponding open field, can introduce a 30% increase in the mean photon energy due to the beam hardening effect and that it can also introduce a 4.5% dose reduction in the build-up region because of the reduction of the contaminated electrons by the PW. For the DW neither this mean-energy increase nor such dose reduction was found. The PW, when compared to the DW, significantly alters the photon-beam spectrum and these dosimetric differences are significant and further investigation must be performed to quantify the impact in clinical use of these beams.

  11. 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 ...

  12. Monte Carlo approach to turbulence

    Energy Technology Data Exchange (ETDEWEB)

    Dueben, P.; Homeier, D.; Muenster, G. [Muenster Univ. (Germany). Inst. fuer Theoretische Physik; Jansen, K. [DESY, Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Mesterhazy, D. [Humboldt Univ., Berlin (Germany). Inst. fuer Physik

    2009-11-15

    The behavior of the one-dimensional random-force-driven Burgers equation is investigated in the path integral formalism on a discrete space-time lattice. We show that by means of Monte Carlo methods one may evaluate observables, such as structure functions, as ensemble averages over different field realizations. The regularization of shock solutions to the zero-viscosity limit (Hopf-equation) eventually leads to constraints on lattice parameters required for the stability of the simulations. Insight into the formation of localized structures (shocks) and their dynamics is obtained. (orig.)

  13. Solution of deterministic-stochastic epidemic models by dynamical Monte Carlo method

    Science.gov (United States)

    Aièllo, O. E.; Haas, V. J.; daSilva, M. A. A.; Caliri, A.

    2000-07-01

    This work is concerned with dynamical Monte Carlo (MC) method and its application to models originally formulated in a continuous-deterministic approach. Specifically, a susceptible-infected-removed-susceptible (SIRS) model is used in order to analyze aspects of the dynamical MC algorithm and achieve its applications in epidemic contexts. We first examine two known approaches to the dynamical interpretation of the MC method and follow with the application of one of them in the SIRS model. The working method chosen is based on the Poisson process where hierarchy of events, properly calculated waiting time between events, and independence of the events simulated, are the basic requirements. To verify the consistence of the method, some preliminary MC results are compared against exact steady-state solutions and other general numerical results (provided by Runge-Kutta method): good agreement is found. Finally, a space-dependent extension of the SIRS model is introduced and treated by MC. The results are interpreted under and in accordance with aspects of the herd-immunity concept.

  14. Generating relevant kinetic Monte Carlo catalogs using temperature accelerated dynamics with control over the accuracy

    Energy Technology Data Exchange (ETDEWEB)

    Chatterjee, Abhijit [Los Alamos National Laboratory; Voter, Arthur [Los Alamos National Laboratory

    2009-01-01

    We develop a variation of the temperature accelerated dynamics (TAD) method, called the p-TAD method, that efficiently generates an on-the-fly kinetic Monte Carlo (KMC) process catalog with control over the accuracy of the catalog. It is assumed that transition state theory is valid. The p-TAD method guarantees that processes relevant at the timescales of interest to the simulation are present in the catalog with a chosen confidence. A confidence measure associated with the process catalog is derived. The dynamics is then studied using the process catalog with the KMC method. Effective accuracy of a p-TAD calculation is derived when a KMC catalog is reused for conditions different from those the catalog was originally generated for. Different KMC catalog generation strategies that exploit the features of the p-TAD method and ensure higher accuracy and/or computational efficiency are presented. The accuracy and the computational requirements of the p-TAD method are assessed. Comparisons to the original TAD method are made. As an example, we study dynamics in sub-monolayer Ag/Cu(110) at the time scale of seconds using the p-TAD method. It is demonstrated that the p-TAD method overcomes several challenges plaguing the conventional KMC method.

  15. Antiferroelectric polarization switching and dynamic scaling of energy storage: A Monte Carlo simulation

    Science.gov (United States)

    Huang, B. Y.; Lu, Z. X.; Zhang, Y.; Xie, Y. L.; Zeng, M.; Yan, Z. B.; Liu, J.-M.

    2016-05-01

    The polarization-electric field hysteresis loops and the dynamics of polarization switching in a two-dimensional antiferroelectric (AFE) lattice submitted to a time-oscillating electric field E(t) of frequency f and amplitude E0, is investigated using Monte Carlo simulation based on the Landau-Devonshire phenomenological theory on antiferroelectrics. It is revealed that the AFE double-loop hysteresis area A, i.e., the energy loss in one cycle of polarization switching, exhibits the single-peak frequency dispersion A(f), suggesting the unique characteristic time for polarization switching, which is independent of E0 as long as E0 is larger than the quasi-static coercive field for the antiferroelectric-ferroelectric transitions. However, the dependence of recoverable stored energy W on amplitude E0 seems to be complicated depending on temperature T and frequency f. A dynamic scaling behavior of the energy loss dispersion A(f) over a wide range of E0 is obtained, confirming the unique characteristic time for polarization switching of an AFE lattice. The present simulation may shed light on the dynamics of energy storage and release in AFE thin films.

  16. 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

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

    Science.gov (United States)

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

    2016-04-12

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

  18. Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

    Science.gov (United States)

    Kanjilal, Oindrila; Manohar, C. S.

    2017-07-01

    The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations.

  19. Path-integral Monte Carlo simulations for electronic dynamics on molecular chains. II. Transport across impurities

    Science.gov (United States)

    Mühlbacher, Lothar; Ankerhold, Joachim

    2005-05-01

    Electron transfer (ET) across molecular chains including an impurity is studied based on a recently improved real-time path-integral Monte Carlo (PIMC) approach [L. Mühlbacher, J. Ankerhold, and C. Escher, J. Chem. Phys. 121 12696 (2004)]. The reduced electronic dynamics is studied for various bridge lengths and defect site energies. By determining intersite hopping rates from PIMC simulations up to moderate times, the relaxation process in the extreme long-time limit is captured within a sequential transfer model. The total transfer rate is extracted and shown to be enhanced for certain defect site energies. Superexchange turns out to be relevant for extreme gap energies only and then gives rise to different dynamical signatures for high- and low-lying defects. Further, it is revealed that the entire bridge compound approaches a steady state on a much shorter time scale than that related to the total transfer. This allows for a simplified description of ET along donor-bridge-acceptor systems in the long-time range.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-07-30

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

  1. Clustering and heterogeneous dynamics in a kinetic Monte Carlo model of self-propelled hard disks.

    Science.gov (United States)

    Levis, Demian; Berthier, Ludovic

    2014-06-01

    We introduce a kinetic Monte Carlo model for self-propelled hard disks to capture with minimal ingredients the interplay between thermal fluctuations, excluded volume, and self-propulsion in large assemblies of active particles. We analyze in detail the resulting (density, self-propulsion) nonequilibrium phase diagram over a broad range of parameters. We find that purely repulsive hard disks spontaneously aggregate into fractal clusters as self-propulsion is increased and rationalize the evolution of the average cluster size by developing a kinetic model of reversible aggregation. As density is increased, the nonequilibrium clusters percolate to form a ramified structure reminiscent of a physical gel. We show that the addition of a finite amount of noise is needed to trigger a nonequilibrium phase separation, showing that demixing in active Brownian particles results from a delicate balance between noise, interparticle interactions, and self-propulsion. We show that self-propulsion has a profound influence on the dynamics of the active fluid. We find that the diffusion constant has a nonmonotonic behavior as self-propulsion is increased at finite density and that activity produces strong deviations from Fickian diffusion that persist over large time scales and length scales, suggesting that systems of active particles generically behave as dynamically heterogeneous systems.

  2. COOL: A code for Dynamic Monte Carlo Simulation of molecular dynamics

    Science.gov (United States)

    Barletta, Paolo

    2012-02-01

    Cool is a program to simulate evaporative and sympathetic cooling for a mixture of two gases co-trapped in an harmonic potential. The collisions involved are assumed to be exclusively elastic, and losses are due to evaporation from the trap. Each particle is followed individually in its trajectory, consequently properties such as spatial densities or energy distributions can be readily evaluated. The code can be used sequentially, by employing one output as input for another run. The code can be easily generalised to describe more complicated processes, such as the inclusion of inelastic collisions, or the possible presence of more than two species in the trap. New version program summaryProgram title: COOL Catalogue identifier: AEHJ_v2_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHJ_v2_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.: 1 097 733 No. of bytes in distributed program, including test data, etc.: 18 425 722 Distribution format: tar.gz Programming language: C++ Computer: Desktop Operating system: Linux RAM: 500 Mbytes Classification: 16.7, 23 Catalogue identifier of previous version: AEHJ_v1_0 Journal reference of previous version: Comput. Phys. Comm. 182 (2011) 388 Does the new version supersede the previous version?: Yes Nature of problem: Simulation of the sympathetic process occurring for two molecular gases co-trapped in a deep optical trap. Solution method: The Direct Simulation Monte Carlo method exploits the decoupling, over a short time period, of the inter-particle interaction from the trapping potential. The particle dynamics is thus exclusively driven by the external optical field. The rare inter-particle collisions are considered with an acceptance/rejection mechanism, that is, by comparing a random number to the collisional probability

  3. Monte Carlo integration on GPU

    OpenAIRE

    Kanzaki, J.

    2010-01-01

    We use a graphics processing unit (GPU) for fast computations of Monte Carlo integrations. Two widely used Monte Carlo integration programs, VEGAS and BASES, are parallelized on GPU. By using $W^{+}$ plus multi-gluon production processes at LHC, we test integrated cross sections and execution time for programs in FORTRAN and C on CPU and those on GPU. Integrated results agree with each other within statistical errors. Execution time of programs on GPU run about 50 times faster than those in C...

  4. 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.

  5. Kinetic Monte Carlo and cellular particle dynamics simulations of multicellular systems

    Science.gov (United States)

    Flenner, Elijah; Janosi, Lorant; Barz, Bogdan; Neagu, Adrian; Forgacs, Gabor; Kosztin, Ioan

    2012-03-01

    Computer modeling of multicellular systems has been a valuable tool for interpreting and guiding in vitro experiments relevant to embryonic morphogenesis, tumor growth, angiogenesis and, lately, structure formation following the printing of cell aggregates as bioink particles. Here we formulate two computer simulation methods: (1) a kinetic Monte Carlo (KMC) and (2) a cellular particle dynamics (CPD) method, which are capable of describing and predicting the shape evolution in time of three-dimensional multicellular systems during their biomechanical relaxation. Our work is motivated by the need of developing quantitative methods for optimizing postprinting structure formation in bioprinting-assisted tissue engineering. The KMC and CPD model parameters are determined and calibrated by using an original computational-theoretical-experimental framework applied to the fusion of two spherical cell aggregates. The two methods are used to predict the (1) formation of a toroidal structure through fusion of spherical aggregates and (2) cell sorting within an aggregate formed by two types of cells with different adhesivities.

  6. Dynamic Monte Carlo simulation of the NO+H reaction on Pt(100): TPR spectra

    Science.gov (United States)

    Álvarez-Falcón, L.; Alas, S. J.; Vicente, L.

    2011-11-01

    The catalytic reduction of nitric oxide by hydrogen over a Pt surface is studied using a dynamic Monte Carlo (MC) method on a square lattice under low pressure conditions. Using a Langmuir-Hinshelwood reaction mechanism, a simplified model with only four adsorbed species (NO, H, O, and N) is constructed. The effect on the NO dissociation rate, the limiting step in the whole reaction, is inhibited by co-adsorbed NO and H 2 molecules and is enhanced both by the presence of empty sites and adsorbed N atoms at nearest neighbors. In these simulations, several experimental parameter values are included, such as: adsorption, desorption and diffusion of the reactants. The phenomenon is studied while varying the temperature over the 300-550 K range. The model reproduces well-observed TPD and TPR experimental results. For the whole NO+H 2 reaction, the phenomena of “surface explosion” is observed and can be explained as the result of the abrupt production of N 2 due to both the autocatalytic NO decomposition favored by the presence of vacant sites and the development of inhomogeneous fluctuations. MA simulations also allow a visualization of the spatial development of the surface explosion as heating proceeds.

  7. Molecular dynamics and Monte Carlo hybrid simulation for fuzzy tungsten nanostructure formation

    Science.gov (United States)

    Ito, A. M.; Takayama, A.; Oda, Y.; Tamura, T.; Kobayashi, R.; Hattori, T.; Ogata, S.; Ohno, N.; Kajita, S.; Yajima, M.; Noiri, Y.; Yoshimoto, Y.; Saito, S.; Takamura, S.; Murashima, T.; Miyamoto, M.; Nakamura, H.

    2015-07-01

    For the purposes of long-term use of tungsten divertor walls, the formation process of the fuzzy tungsten nanostructure induced by exposure to the helium plasma was studied. In the present paper, the fuzzy nanostructure's formation has been successfully reproduced by the new hybrid simulation method in which the deformation of the tungsten material due to pressure of the helium bubbles was simulated by the molecular dynamics and the diffusion of the helium atoms was simulated by the random walk based on the Monte Carlo method. By the simulation results, the surface height of the fuzzy nanostructure increased only when helium retention was under the steady state. It was proven that the growth of the fuzzy nanostructure was brought about by bursting of the helium bubbles. Moreover, we suggest the following key formation mechanisms of the fuzzy nanostructure: (1) lifting in which the surface lifted up by the helium bubble changes into a convexity, (2) bursting by which the region of the helium bubble changes into a concavity, and (3) the difference of the probability of helium retention by which the helium bubbles tend to appear under the concavity. Consequently, the convex-concave surface structure was enhanced and grew to create the fuzzy nanostructure.

  8. Monte Carlo studies of folding, dynamics, and stability in alpha-helices.

    Science.gov (United States)

    Shental-Bechor, Dalit; Kirca, Safak; Ben-Tal, Nir; Haliloglu, Turkan

    2005-04-01

    Folding simulations of polyalanine peptides were carried out using an off-lattice Monte Carlo simulation technique. The peptide was represented as a chain of residues, each of which contains two interaction sites: one corresponding to the C(alpha) atom and the other to the side chain. A statistical potential was used to describe the interaction between these sites. The preferred conformations of the peptide chain on the energy surface, starting from several initial conditions, were searched by perturbations on its generalized coordinates with the Metropolis criterion. We observed that, at low temperatures, the effective energy was low and the helix content high. The calculated helix propagation (s) and nucleation (sigma) parameters of the Zimm-Bragg model were in reasonable agreement with the empirical data. Exploration of the energy surface of the alanine-based peptides (AAQAA)(3) and AAAAA(AAARA)(3)A demonstrated that their behavior is similar to that of polyalanine, in regard to their effective energy, helix content, and the temperature-dependence of their helicity. In contrast, stable secondary structures were not observed for (Gly)(20) at similar temperatures, which is consistent with the nonfolder nature of this peptide. The fluctuations in the slowest dynamics mode, which describe the elastic behavior of the chain, showed that as the temperature decreases, the polyalanine peptides become stiffer and retain conformations with higher helix content. Clustering of conformations during the folding phase implied that polyalanine folds into a helix through fewer numbers of intermediate conformations as the temperature decreases.

  9. Path integral Monte Carlo and density functional molecular dynamics simulations of hot, dense helium

    Science.gov (United States)

    Militzer, B.

    2009-04-01

    Two first-principles simulation techniques, path integral Monte Carlo (PIMC) and density functional molecular dynamics (DFT-MD), are applied to study hot, dense helium in the density-temperature range of 0.387-5.35gcm-3 and 500K-1.28×108K . One coherent equation of state is derived by combining DFT-MD data at lower temperatures with PIMC results at higher temperatures. Good agreement between both techniques is found in an intermediate-temperature range. For the highest temperatures, the PIMC results converge to the Debye-Hückel limiting law. In order to derive the entropy, a thermodynamically consistent free-energy fit is used that reproduces the internal energies and pressure derived from the first-principles simulations. The equation of state is presented in the form of a table as well as a fit and is compared with different free-energy models. Pair-correlation functions and the electronic density of states are discussed. Shock Hugoniot curves are compared with recent laser shock-wave experiments.

  10. A dynamic Monte Carlo study of anomalous current voltage behaviour in organic solar cells

    Energy Technology Data Exchange (ETDEWEB)

    Feron, K., E-mail: Krishna.Feron@csiro.au; Fell, C. J. [Centre for Organic Electronics, University of Newcastle, Callaghan, NSW 2308 (Australia); CSIRO Energy Flagship, Newcastle, NSW 2300 (Australia); Zhou, X.; Belcher, W. J.; Dastoor, P. C. [Centre for Organic Electronics, University of Newcastle, Callaghan, NSW 2308 (Australia)

    2014-12-07

    We present a dynamic Monte Carlo (DMC) study of s-shaped current-voltage (I-V) behaviour in organic solar cells. This anomalous behaviour causes a substantial decrease in fill factor and thus power conversion efficiency. We show that this s-shaped behaviour is induced by charge traps that are located at the electrode interface rather than in the bulk of the active layer, and that the anomaly becomes more pronounced with increasing trap depth or density. Furthermore, the s-shape anomaly is correlated with interface recombination, but not bulk recombination, thus highlighting the importance of controlling the electrode interface. While thermal annealing is known to remove the s-shape anomaly, the reason has been not clear, since these treatments induce multiple simultaneous changes to the organic solar cell structure. The DMC modelling indicates that it is the removal of aluminium clusters at the electrode, which act as charge traps, that removes the anomalous I-V behaviour. Finally, this work shows that the s-shape becomes less pronounced with increasing electron-hole recombination rate; suggesting that efficient organic photovoltaic material systems are more susceptible to these electrode interface effects.

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

    CERN Document Server

    Puglielli, David; Courteau, Stéphane

    2010-01-01

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

  12. The Dynamic Scaling Study of Vapor Deposition Polymerization: A Monte Carlo Approach

    CERN Document Server

    Tangirala, Sairam; Zhao, Y -P; 10.1103/PhysRevE.81.011605

    2010-01-01

    The morphological scaling properties of linear polymer films grown by vapor deposition polymerization (VDP) are studied by 1+1D Monte Carlo simulations. The model implements the basic processes of random angle ballistic deposition ($F$), free-monomer diffusion ($D$) and monomer adsorption along with the dynamical processes of polymer chain initiation, extension, and merger. The ratio $G=D/F$ is found to have a strong influence on the polymer film morphology. Spatial and temporal behavior of kinetic roughening has been extensively studied using finite-length scaling and height-height correlations $H(r,t)$. The scaling analysis has been performed within the no-overhang approximation and the scaling behaviors at local and global length scales were found to be very different. The global and local scaling exponents for morphological evolution have been evaluated for varying free-monomer diffusion by growing the films at $G$ = $10$, $10^2$, $10^3$, and $10^4$ and fixing the deposition flux $F$. With an increase in ...

  13. Efficient 3D Kinetic Monte Carlo Method for Modeling of Molecular Structure and Dynamics

    DEFF Research Database (Denmark)

    Panshenskov, Mikhail; Solov'yov, Ilia; Solov'yov, Andrey V.

    2014-01-01

    Self-assembly of molecular systems is an important and general problem that intertwines physics, chemistry, biology, and material sciences. Through understanding of the physical principles of self-organization, it often becomes feasible to control the process and to obtain complex structures with...... the kinetic Monte Carlo approach in a three-dimensional space. We describe the computational side of the developed code, discuss its efficiency, and apply it for studying an exemplary system....

  14. A Monte Carlo/response surface strategy for sensitivity analysis: application to a dynamic model of vegetative plant growth

    Science.gov (United States)

    Lim, J. T.; Gold, H. J.; Wilkerson, G. G.; Raper, C. D. Jr; Raper CD, J. r. (Principal Investigator)

    1989-01-01

    We describe the application of a strategy for conducting a sensitivity analysis for a complex dynamic model. The procedure involves preliminary screening of parameter sensitivities by numerical estimation of linear sensitivity coefficients, followed by generation of a response surface based on Monte Carlo simulation. Application is to a physiological model of the vegetative growth of soybean plants. The analysis provides insights as to the relative importance of certain physiological processes in controlling plant growth. Advantages and disadvantages of the strategy are discussed.

  15. Monte Carlo simulation of the Varian Clinac 600C accelerator using dynamic wedges; Simulacao Monte Carlo do acelerador Varian Clinac 600C utilizando cunhas dinamicas

    Energy Technology Data Exchange (ETDEWEB)

    Moreno, S. [Universidade da Beira Interior (UBI), Covilha (Portugal); Chaves, A.; Lopes, M.C. [Instituto Portugues de Oncologia Doutor Francisco Gentil (IPO), Coimbra (Portugal); Peralta, L. [Laboratorio de Instrumentacao e Fisica Experimental de Particulas (LIP), Lisboa (Portugal)]|[Universidade de Lisboa (Portugal). Faculdade de Ciencias

    2004-07-01

    The advent of linear accelerators (linac) with computer-controlled dynamic collimation systems and functional and anatomical imaging techniques allowed a more exact delimitation and localisation of the target volume. These advanced treatment techniques inevitably increase the complexity level of dose calculation because of the introduction of the temporal variable. On account of this, it is mandatory the usage of more accurate modelling techniques of the collimator components, as it is the case of Monte Carlo (MC) simulation, which has created an enormous interest in research and clinical practice. Because the patients bodies are not homogenous nor are their body surfaces plane and regular, the dose distribution may differ significantly from the standard distribution from the linac calibration. It is in the treatment planning systems, which include algorithms that are usually measured in homogeneous water phantoms specific for each correction that the dose distributions from each case are obtained. In a real treatment, exception made to superficial lesions, two or more radiation fields are used in order to obtain the recommended dose distributions. The simplest arrangement is made from two parallel and opposed fields that originate a homogeneous dose distribution in almost all the irradiated volume. The available resources are, for example, different types of energies and of radiation, the application of bolus, the protection of healthy structures, the usage of wedged filters and the application of dynamic wedges. A virtual or dynamic wedge, modelled through the movement of one of the jaws, when compared with a set of physical wedges offers an alternative calculation method of an arbitrary number of wedged fields, instead of the four traditional fields of 15 deg, 30 deg, 45 deg and 60 deg angle and obtained with physical wedges. The goal of this work consists in the study of the application of dynamic wedges in tailoring the radiation field by the Varian Clinac 600

  16. 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.

  17. Direct Monte Carlo and multifluid modeling of the circumnuclear dust coma. Spherical grain dynamics revisited

    Science.gov (United States)

    Crifo, J.-F.; Loukianov, G. A.; Rodionov, A. V.; Zakharov, V. V.

    2005-07-01

    This paper describes the first computations of dust distributions in the vicinity of an active cometary nucleus, using a multidimensional Direct Simulation Monte Carlo Method (DSMC). The physical model is simplistic: spherical grains of a broad range of sizes are liberated by H 2O sublimation from a selection of nonrotating sunlit spherical nuclei, and submitted to the nucleus gravity, the gas drag, and the solar radiation pressure. The results are compared to those obtained by the previously described Dust Multi-Fluid Method (DMF) and demonstrate an excellent agreement in the regions where the DMF is usable. Most importantly, the DSMC allows the discovery of hitherto unsuspected dust coma properties in those cases which cannot be treated by the DMF. This leads to a thorough reconsideration of the properties of the near-nucleus dust dynamics. In particular, the results show that (1) none of the three forces considered here can be neglected a priori, in particular not the radiation pressure; (2) hitherto unsuspected new families of grain trajectories exist, for instance trajectories leading from the nightside surface to the dayside coma; (3) a wealth of balistic-like trajectories leading from one point of the surface to another point exist; on the dayside, such trajectories lead to the formation of "mini-volcanoes." The present model and results are discussed carefully. It is shown that (1) the neglected forces (inertia associated with a nucleus rotation, solar tidal force) are, in general, not negligible everywhere, and (2) when allowing for these additional forces, a time-dependent model will, in general, have to be used. The future steps of development of the model are outlined.

  18. SU-E-T-238: Monte Carlo Estimation of Cerenkov Dose for Photo-Dynamic Radiotherapy

    Energy Technology Data Exchange (ETDEWEB)

    Chibani, O; Price, R; Ma, C [Fox Chase Cancer Center, Philadelphia, PA (United States); Eldib, A [Fox Chase Cancer Center, Philadelphia, PA (United States); University Cairo (Egypt); Mora, G [de Lisboa, Codex, Lisboa (Portugal)

    2014-06-01

    Purpose: Estimation of Cerenkov dose from high-energy megavoltage photon and electron beams in tissue and its impact on the radiosensitization using Protoporphyrine IX (PpIX) for tumor targeting enhancement in radiotherapy. Methods: The GEPTS Monte Carlo code is used to generate dose distributions from 18MV Varian photon beam and generic high-energy (45-MV) photon and (45-MeV) electron beams in a voxel-based tissueequivalent phantom. In addition to calculating the ionization dose, the code scores Cerenkov energy released in the wavelength range 375–425 nm corresponding to the pick of the PpIX absorption spectrum (Fig. 1) using the Frank-Tamm formula. Results: The simulations shows that the produced Cerenkov dose suitable for activating PpIX is 4000 to 5500 times lower than the overall radiation dose for all considered beams (18MV, 45 MV and 45 MeV). These results were contradictory to the recent experimental studies by Axelsson et al. (Med. Phys. 38 (2011) p 4127), where Cerenkov dose was reported to be only two orders of magnitude lower than the radiation dose. Note that our simulation results can be corroborated by a simple model where the Frank and Tamm formula is applied for electrons with 2 MeV/cm stopping power generating Cerenkov photons in the 375–425 nm range and assuming these photons have less than 1mm penetration in tissue. Conclusion: The Cerenkov dose generated by high-energy photon and electron beams may produce minimal clinical effect in comparison with the photon fluence (or dose) commonly used for photo-dynamic therapy. At the present time, it is unclear whether Cerenkov radiation is a significant contributor to the recently observed tumor regression for patients receiving radiotherapy and PpIX versus patients receiving radiotherapy only. The ongoing study will include animal experimentation and investigation of dose rate effects on PpIX response.

  19. Sampling Enrichment toward Target Structures Using Hybrid Molecular Dynamics-Monte Carlo Simulations.

    Science.gov (United States)

    Yang, Kecheng; Różycki, Bartosz; Cui, Fengchao; Shi, Ce; Chen, Wenduo; Li, Yunqi

    2016-01-01

    Sampling enrichment toward a target state, an analogue of the improvement of sampling efficiency (SE), is critical in both the refinement of protein structures and the generation of near-native structure ensembles for the exploration of structure-function relationships. We developed a hybrid molecular dynamics (MD)-Monte Carlo (MC) approach to enrich the sampling toward the target structures. In this approach, the higher SE is achieved by perturbing the conventional MD simulations with a MC structure-acceptance judgment, which is based on the coincidence degree of small angle x-ray scattering (SAXS) intensity profiles between the simulation structures and the target structure. We found that the hybrid simulations could significantly improve SE by making the top-ranked models much closer to the target structures both in the secondary and tertiary structures. Specifically, for the 20 mono-residue peptides, when the initial structures had the root-mean-squared deviation (RMSD) from the target structure smaller than 7 Å, the hybrid MD-MC simulations afforded, on average, 0.83 Å and 1.73 Å in RMSD closer to the target than the parallel MD simulations at 310K and 370K, respectively. Meanwhile, the average SE values are also increased by 13.2% and 15.7%. The enrichment of sampling becomes more significant when the target states are gradually detectable in the MD-MC simulations in comparison with the parallel MD simulations, and provide >200% improvement in SE. We also performed a test of the hybrid MD-MC approach in the real protein system, the results showed that the SE for 3 out of 5 real proteins are improved. Overall, this work presents an efficient way of utilizing solution SAXS to improve protein structure prediction and refinement, as well as the generation of near native structures for function annotation.

  20. On Monte Carlo and molecular dynamics methods inspired by Tsallis statistics: Methodology, optimization, and application to atomic clusters

    Science.gov (United States)

    Andricioaei, Ioan; Straub, John E.

    1997-12-01

    Generalized Monte Carlo and molecular dynamics algorithms which provide enhanced sampling of the phase space in the calculation of equilibrium thermodynamic properties is presented. The algorithm samples trial moves from a generalized statistical distribution derived from a modification of the Gibbs-Shannon entropy proposed by Tsallis. Results for a one-dimensional model potential demonstrate that the algorithm leads to a greatly enhanced rate of barrier crossing and convergence in the calculation of equilibrium averages. Comparison is made with standard Metropolis Monte Carlo and the J-walking algorithm of Franz, Freeman and Doll. Application to a 13-atom Lennard-Jones cluster demonstrates the ease with which the algorithm may be applied to complex molecular systems.

  1. Equilibrium Statistics: Monte Carlo Methods

    Science.gov (United States)

    Kröger, Martin

    Monte Carlo methods use random numbers, or ‘random’ sequences, to sample from a known shape of a distribution, or to extract distribution by other means. and, in the context of this book, to (i) generate representative equilibrated samples prior being subjected to external fields, or (ii) evaluate high-dimensional integrals. Recipes for both topics, and some more general methods, are summarized in this chapter. It is important to realize, that Monte Carlo should be as artificial as possible to be efficient and elegant. Advanced Monte Carlo ‘moves’, required to optimize the speed of algorithms for a particular problem at hand, are outside the scope of this brief introduction. One particular modern example is the wavelet-accelerated MC sampling of polymer chains [406].

  2. Challenges of Monte Carlo Transport

    Energy Technology Data Exchange (ETDEWEB)

    Long, Alex Roberts [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2016-06-10

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

  3. Monte Carlo simulations of hole dynamics in SiGe/Si terahertz quantum-cascade structures

    Science.gov (United States)

    Ikonić, Z.; Kelsall, R. W.; Harrison, P.

    2004-06-01

    A detailed analysis of hole transport in cascaded p - Si/SiGe quantum well structures is performed using ensemble Monte Carlo simulations. The hole subband structure is calculated using the 6×6 k·p model, and then used to find carrier relaxation rates due to the alloy disorder, acoustic and optical phonon scattering. The simulation accounts for the in-plane k -space anisotropy of both the hole subband structure and the scattering rates. Results are presented for prototype terahertz Si/SiGe quantum cascade structures.

  4. Monte Carlo Hamiltonian: Linear Potentials

    Institute of Scientific and Technical Information of China (English)

    LUO Xiang-Qian; LIU Jin-Jiang; HUANG Chun-Qing; JIANG Jun-Qin; Helmut KROGER

    2002-01-01

    We further study the validity of the Monte Carlo Hamiltonian method. The advantage of the method,in comparison with the standard Monte Carlo Lagrangian approach, is its capability to study the excited states. Weconsider two quantum mechanical models: a symmetric one V(x) = |x|/2; and an asymmetric one V(x) = ∞, forx < 0 and V(x) = x, for x ≥ 0. The results for the spectrum, wave functions and thermodynamical observables are inagreement with the analytical or Runge-Kutta calculations.

  5. Proton Upset Monte Carlo Simulation

    Science.gov (United States)

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

    2009-01-01

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

  6. Dynamic Critical Behavior of Multi-Grid Monte Carlo for Two-Dimensional Nonlinear $\\sigma$-Models

    OpenAIRE

    Mana, Gustavo; Mendes, Tereza; Pelissetto, Andrea; Sokal, Alan D.

    1995-01-01

    We introduce a new and very convenient approach to multi-grid Monte Carlo (MGMC) algorithms for general nonlinear $\\sigma$-models: it is based on embedding an $XY$ model into the given $\\sigma$-model, and then updating the induced $XY$ model using a standard $XY$-model MGMC code. We study the dynamic critical behavior of this algorithm for the two-dimensional $O(N)$ $\\sigma$-models with $N = 3,4,8$ and for the $SU(3)$ principal chiral model. We find that the dynamic critical exponent $z$ vari...

  7. The Rational Hybrid Monte Carlo Algorithm

    CERN Document Server

    Clark, M A

    2006-01-01

    The past few years have seen considerable progress in algorithmic development for the generation of gauge fields including the effects of dynamical fermions. The Rational Hybrid Monte Carlo (RHMC) algorithm, where Hybrid Monte Carlo is performed using a rational approximation in place the usual inverse quark matrix kernel is one of these developments. This algorithm has been found to be extremely beneficial in many areas of lattice QCD (chiral fermions, finite temperature, Wilson fermions etc.). We review the algorithm and some of these benefits, and we compare against other recent algorithm developements. We conclude with an update of the Berlin wall plot comparing costs of all popular fermion formulations.

  8. The Rational Hybrid Monte Carlo algorithm

    Science.gov (United States)

    Clark, Michael

    2006-12-01

    The past few years have seen considerable progress in algorithmic development for the generation of gauge fields including the effects of dynamical fermions. The Rational Hybrid Monte Carlo (RHMC) algorithm, where Hybrid Monte Carlo is performed using a rational approximation in place the usual inverse quark matrix kernel is one of these developments. This algorithm has been found to be extremely beneficial in many areas of lattice QCD (chiral fermions, finite temperature, Wilson fermions etc.). We review the algorithm and some of these benefits, and we compare against other recent algorithm developements. We conclude with an update of the Berlin wall plot comparing costs of all popular fermion formulations.

  9. Monte Carlo simulations of phase transitions and lattice dynamics in an atom-phonon model for spin transition compounds

    Energy Technology Data Exchange (ETDEWEB)

    Apetrei, Alin Marian, E-mail: alin.apetrei@uaic.r [Department of Physics, Alexandru Ioan Cuza University of Iasi, 11 Blvd. Carol I, Iasi 700506 (Romania); Enachescu, Cristian; Tanasa, Radu; Stoleriu, Laurentiu; Stancu, Alexandru [Department of Physics, Alexandru Ioan Cuza University of Iasi, 11 Blvd. Carol I, Iasi 700506 (Romania)

    2010-09-01

    We apply here the Monte Carlo Metropolis method to a known atom-phonon coupling model for 1D spin transition compounds (STC). These inorganic molecular systems can switch under thermal or optical excitation, between two states in thermodynamical competition, i.e. high spin (HS) and low spin (LS). In the model, the ST units (molecules) are linked by springs, whose elastic constants depend on the spin states of the neighboring atoms, and can only have three possible values. Several previous analytical papers considered a unique average value for the elastic constants (mean-field approximation) and obtained phase diagrams and thermal hysteresis loops. Recently, Monte Carlo simulation papers, taking into account all three values of the elastic constants, obtained thermal hysteresis loops, but no phase diagrams. Employing Monte Carlo simulation, in this work we obtain the phase diagram at T=0 K, which is fully consistent with earlier analytical work; however it is more complex. The main difference is the existence of two supplementary critical curves that mark a hysteresis zone in the phase diagram. This explains the pressure hysteresis curves at low temperature observed experimentally and predicts a 'chemical' hysteresis in STC at very low temperatures. The formation and the dynamics of the domains are also discussed.

  10. Monte Carlo Particle Lists: MCPL

    CERN Document Server

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

    2016-01-01

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

  11. Applications of Monte Carlo Methods in Calculus.

    Science.gov (United States)

    Gordon, Sheldon P.; Gordon, Florence S.

    1990-01-01

    Discusses the application of probabilistic ideas, especially Monte Carlo simulation, to calculus. Describes some applications using the Monte Carlo method: Riemann sums; maximizing and minimizing a function; mean value theorems; and testing conjectures. (YP)

  12. Cluster Monte Carlo distributions in fractal dimensions between two and three: Scaling properties and dynamical aspects for the Ising model

    Science.gov (United States)

    Monceau, Pascal; Hsiao, Pai-Yi

    2002-09-01

    We study the Wolff cluster size distributions obtained from Monte Carlo simulations of the Ising phase transition on Sierpinski fractals with Hausdorff dimensions Df between 2 and 3. These distributions are shown to be invariant when going from an iteration step of the fractal to the next under a scaling of the cluster sizes involving the exponent (β/ν)+(γ/ν). Moreover, the decay of the autocorrelation functions at the critical points enables us to calculate the Wolff dynamical critical exponents z for three different values of Df. The Wolff algorithm is more efficient in reducing the critical slowing down when Df is lowered.

  13. An exact representation of the fermion dynamics in terms of Poisson processes and its connection with Monte Carlo algorithms

    Science.gov (United States)

    Beccaria, M.; Presilla, C.; DeAngelis, G. F.; Jona-Lasinio, G.

    1999-11-01

    We present a simple derivation of a Feynman-Kac type formula to study fermionic systems. In this approach the real time or the imaginary time dynamics is expressed in terms of the evolution of a collection of Poisson processes. This formula leads to a family of algorithms parametrized by the values of the jump rates of the Poisson processes. From these an optimal algorithm can be chosen which coincides with the Green Function Monte Carlo method in the limit when the latter becomes exact.

  14. (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.

  15. Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation

    Science.gov (United States)

    Castiglione, F.; Pandey, R. B.; Stauffer, D.

    2001-01-01

    A Monte Carlo computer simulation model is presented to study the evolution of stock price and the distribution of price fluctuation. The resistance is described by an elastic energy Ee= e· x2 resulting from the price deviation x from an initial value and the momentum trading by the potential energy Ep=- b· y in a price gradient y field. The distribution of price fluctuation ( P( y)) is symmetric and shows a long time tail compatible over some range with a power-law, P( y)∼ y- μ with μ≃4 at e=1.0, b=5 . The volatility auto-correlation function ( c( τ)) is positive for several iterations.

  16. Topics in structural dynamics: Nonlinear unsteady transonic flows and Monte Carlo methods in acoustics

    Science.gov (United States)

    Haviland, J. K.

    1974-01-01

    The results are reported of two unrelated studies. The first was an investigation of the formulation of the equations for non-uniform unsteady flows, by perturbation of an irrotational flow to obtain the linear Green's equation. The resulting integral equation was found to contain a kernel which could be expressed as the solution of the adjoint flow equation, a linear equation for small perturbations, but with non-constant coefficients determined by the steady flow conditions. It is believed that the non-uniform flow effects may prove important in transonic flutter, and that in such cases, the use of doublet type solutions of the wave equation would then prove to be erroneous. The second task covered an initial investigation into the use of the Monte Carlo method for solution of acoustical field problems. Computed results are given for a rectangular room problem, and for a problem involving a circular duct with a source located at the closed end.

  17. GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA

    CERN Document Server

    Spiechowicz, J; Machura, L

    2014-01-01

    This work presents an updated and extended guide on methods of a proper acceleration of the Monte Carlo integration of stochastic differential equations with the commonly available NVIDIA Graphics Processing Units using the CUDA programming environment. We outline the general aspects of the scientific computing on graphics cards and demonstrate them with two models of a well known phenomenon of the noise induced transport of Brownian motors in periodic structures. As a source of fluctuations in the considered systems we selected the three most commonly occurring noises: the Gaussian white noise, the white Poissonian noise and the dichotomous process also known as a random telegraph signal. The detailed discussion on various aspects of the applied numerical schemes is also presented. The measured speedup can be of the astonishing order of 2000 when compared to a typical CPU. This number significantly expands the range of problems solvable by use of stochastic simulations, allowing even an interactive research ...

  18. A General Multidimensional Monte Carlo Approach for Dynamic Hedging under Stochastic Volatility

    Directory of Open Access Journals (Sweden)

    Daniel Bonetti

    2015-01-01

    Full Text Available We propose a feasible and constructive methodology which allows us to compute pure hedging strategies with respect to arbitrary square-integrable claims in incomplete markets. In contrast to previous works based on PDE and BSDE methods, the main merit of our approach is the flexibility of quadratic hedging in full generality without a priori smoothness assumptions on the payoff. In particular, the methodology can be applied to multidimensional quadratic hedging-type strategies for fully path-dependent options with stochastic volatility and discontinuous payoffs. In order to demonstrate that our methodology is indeed applicable, we provide a Monte Carlo study on generalized Föllmer-Schweizer decompositions, locally risk minimizing, and mean variance hedging strategies for vanilla and path-dependent options written on local volatility and stochastic volatility models.

  19. GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA

    Science.gov (United States)

    Spiechowicz, J.; Kostur, M.; Machura, L.

    2015-06-01

    This work presents an updated and extended guide on methods of a proper acceleration of the Monte Carlo integration of stochastic differential equations with the commonly available NVIDIA Graphics Processing Units using the CUDA programming environment. We outline the general aspects of the scientific computing on graphics cards and demonstrate them with two models of a well known phenomenon of the noise induced transport of Brownian motors in periodic structures. As a source of fluctuations in the considered systems we selected the three most commonly occurring noises: the Gaussian white noise, the white Poissonian noise and the dichotomous process also known as a random telegraph signal. The detailed discussion on various aspects of the applied numerical schemes is also presented. The measured speedup can be of the astonishing order of about 3000 when compared to a typical CPU. This number significantly expands the range of problems solvable by use of stochastic simulations, allowing even an interactive research in some cases.

  20. Ab initio molecular dynamics with noisy forces: Validating the quantum Monte Carlo approach with benchmark calculations of molecular vibrational properties

    Energy Technology Data Exchange (ETDEWEB)

    Luo, Ye, E-mail: xw111luoye@gmail.com; Sorella, Sandro, E-mail: sorella@sissa.it [International School for Advanced Studies (SISSA), and CRS Democritos, CNR-INFM, Via Bonomea 265, I-34136 Trieste (Italy); Zen, Andrea, E-mail: zen.andrea.x@gmail.com [Dipartimento di Fisica, Università di Roma “La Sapienza,” Piazzale Aldo Moro 2, I-00185 Rome (Italy)

    2014-11-21

    We present a systematic study of a recently developed ab initio simulation scheme based on molecular dynamics and quantum Monte Carlo. In this approach, a damped Langevin molecular dynamics is employed by using a statistical evaluation of the forces acting on each atom by means of quantum Monte Carlo. This allows the use of an highly correlated wave function parametrized by several variational parameters and describing quite accurately the Born-Oppenheimer energy surface, as long as these parameters are determined at the minimum energy condition. However, in a statistical method both the minimization method and the evaluation of the atomic forces are affected by the statistical noise. In this work, we study systematically the accuracy and reliability of this scheme by targeting the vibrational frequencies of simple molecules such as the water monomer, hydrogen sulfide, sulfur dioxide, ammonia, and phosphine. We show that all sources of systematic errors can be controlled and reliable frequencies can be obtained with a reasonable computational effort. This work provides convincing evidence that this molecular dynamics scheme can be safely applied also to realistic systems containing several atoms.

  1. Leveraging Gibbs Ensemble Molecular Dynamics and Hybrid Monte Carlo/Molecular Dynamics for Efficient Study of Phase Equilibria.

    Science.gov (United States)

    Gartner, Thomas E; Epps, Thomas H; Jayaraman, Arthi

    2016-11-08

    We describe an extension of the Gibbs ensemble molecular dynamics (GEMD) method for studying phase equilibria. Our modifications to GEMD allow for direct control over particle transfer between phases and improve the method's numerical stability. Additionally, we found that the modified GEMD approach had advantages in computational efficiency in comparison to a hybrid Monte Carlo (MC)/MD Gibbs ensemble scheme in the context of the single component Lennard-Jones fluid. We note that this increase in computational efficiency does not compromise the close agreement of phase equilibrium results between the two methods. However, numerical instabilities in the GEMD scheme hamper GEMD's use near the critical point. We propose that the computationally efficient GEMD simulations can be used to map out the majority of the phase window, with hybrid MC/MD used as a follow up for conditions under which GEMD may be unstable (e.g., near-critical behavior). In this manner, we can capitalize on the contrasting strengths of these two methods to enable the efficient study of phase equilibria for systems that present challenges for a purely stochastic GEMC method, such as dense or low temperature systems, and/or those with complex molecular topologies.

  2. Density matrix quantum Monte Carlo

    CERN Document Server

    Blunt, N S; Spencer, J S; Foulkes, W M C

    2013-01-01

    This paper describes a quantum Monte Carlo method capable of sampling the full density matrix of a many-particle system, thus granting access to arbitrary reduced density matrices and allowing expectation values of complicated non-local operators to be evaluated easily. The direct sampling of the density matrix also raises the possibility of calculating previously inaccessible entanglement measures. The algorithm closely resembles the recently introduced full configuration interaction quantum Monte Carlo method, but works all the way from infinite to zero temperature. We explain the theory underlying the method, describe the algorithm, and introduce an importance-sampling procedure to improve the stochastic efficiency. To demonstrate the potential of our approach, the energy and staggered magnetization of the isotropic antiferromagnetic Heisenberg model on small lattices and the concurrence of one-dimensional spin rings are compared to exact or well-established results. Finally, the nature of the sign problem...

  3. Efficient kinetic Monte Carlo simulation

    Science.gov (United States)

    Schulze, Tim P.

    2008-02-01

    This paper concerns kinetic Monte Carlo (KMC) algorithms that have a single-event execution time independent of the system size. Two methods are presented—one that combines the use of inverted-list data structures with rejection Monte Carlo and a second that combines inverted lists with the Marsaglia-Norman-Cannon algorithm. The resulting algorithms apply to models with rates that are determined by the local environment but are otherwise arbitrary, time-dependent and spatially heterogeneous. While especially useful for crystal growth simulation, the algorithms are presented from the point of view that KMC is the numerical task of simulating a single realization of a Markov process, allowing application to a broad range of areas where heterogeneous random walks are the dominate simulation cost.

  4. 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).

  5. Bootstrapping & Separable Monte Carlo Simulation Methods Tailored for Efficient Assessment of Probability of Failure of Dynamic Systems

    Science.gov (United States)

    Jehan, Musarrat

    The response of a dynamic system is random. There is randomness in both the applied loads and the strength of the system. Therefore, to account for the uncertainty, the safety of the system must be quantified using its probability of survival (reliability). Monte Carlo Simulation (MCS) is a widely used method for probabilistic analysis because of its robustness. However, a challenge in reliability assessment using MCS is that the high computational cost limits the accuracy of MCS. Haftka et al. [2010] developed an improved sampling technique for reliability assessment called separable Monte Carlo (SMC) that can significantly increase the accuracy of estimation without increasing the cost of sampling. However, this method was applied to time-invariant problems involving two random variables only. This dissertation extends SMC to random vibration problems with multiple random variables. This research also develops a novel method for estimation of the standard deviation of the probability of failure of a structure under static or random vibration. The method is demonstrated on quarter car models and a wind turbine. The proposed method is validated using repeated standard MCS.

  6. Variational path integral molecular dynamics and hybrid Monte Carlo algorithms using a fourth order propagator with applications to molecular systems

    Science.gov (United States)

    Kamibayashi, Yuki; Miura, Shinichi

    2016-08-01

    In the present study, variational path integral molecular dynamics and associated hybrid Monte Carlo (HMC) methods have been developed on the basis of a fourth order approximation of a density operator. To reveal various parameter dependence of physical quantities, we analytically solve one dimensional harmonic oscillators by the variational path integral; as a byproduct, we obtain the analytical expression of the discretized density matrix using the fourth order approximation for the oscillators. Then, we apply our methods to realistic systems like a water molecule and a para-hydrogen cluster. In the HMC, we adopt two level description to avoid the time consuming Hessian evaluation. For the systems examined in this paper, the HMC method is found to be about three times more efficient than the molecular dynamics method if appropriate HMC parameters are adopted; the advantage of the HMC method is suggested to be more evident for systems described by many body interaction.

  7. 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...

  8. Hybrid Monte Carlo with Chaotic Mixing

    CERN Document Server

    Kadakia, Nirag

    2016-01-01

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

  9. An introduction to Monte Carlo methods

    Science.gov (United States)

    Walter, J.-C.; Barkema, G. T.

    2015-01-01

    Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform an exact enumeration. The main principles of Monte Carlo simulations are ergodicity and detailed balance. The Ising model is a lattice spin system with nearest neighbor interactions that is appropriate to illustrate different examples of Monte Carlo simulations. It displays a second order phase transition between disordered (high temperature) and ordered (low temperature) phases, leading to different strategies of simulations. The Metropolis algorithm and the Glauber dynamics are efficient at high temperature. Close to the critical temperature, where the spins display long range correlations, cluster algorithms are more efficient. We introduce the rejection free (or continuous time) algorithm and describe in details an interesting alternative representation of the Ising model using graphs instead of spins with the so-called Worm algorithm. We conclude with an important discussion of the dynamical effects such as thermalization and correlation time.

  10. Approaching Chemical Accuracy with Quantum Monte Carlo

    OpenAIRE

    Petruzielo, Frank R.; Toulouse, Julien; Umrigar, C. J.

    2012-01-01

    International audience; A quantum Monte Carlo study of the atomization energies for the G2 set of molecules is presented. Basis size dependence of diffusion Monte Carlo atomization energies is studied with a single determinant Slater-Jastrow trial wavefunction formed from Hartree-Fock orbitals. With the largest basis set, the mean absolute deviation from experimental atomization energies for the G2 set is 3.0 kcal/mol. Optimizing the orbitals within variational Monte Carlo improves the agreem...

  11. Mean field simulation for Monte Carlo integration

    CERN Document Server

    Del Moral, Pierre

    2013-01-01

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

  12. Study of carrier dynamics and radiative efficiency in InGaN/GaN LEDs with Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Lu, I. Lin; Wu, Yuh-Renn [Institute of Photonics and Optoelectronics and Department of Electrical Engineering, National Taiwan University, Taipei (China); Singh, Jasprit [Department of Electrical Engineering and Computer Science, University of Michigan, Ann Arbor, MI (United States)

    2011-07-15

    In this paper, we have applied the Monte Carlo method to study carrier dynamics in InGaN quantum well. Vertical and lateral transport and its impact on device radiative efficiency is studied for different In compositions, dislocation densities, temperatures, and carrier densities. Our results show that the non-radiative recombination caused by the defect trapping plays a dominating role for higher indium composition and this limits the internal quantum efficiency (IQE). For lower indium composition cases, carrier leakage plays some role in the mid to high injection conditions and carrier leakage is strong in very high carrier density in all cases. Our results suggest that reducing the trap density and QCSE are still the key factors to improve the IQE. The paper examines the relative roles of leakage and non-radiative processes on IQE. (copyright 2011 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim) (orig.)

  13. Computational fluid dynamics / Monte Carlo simulation of dusty gas flow in a "rotor-stator" set of airfoil cascades

    Science.gov (United States)

    Tsirkunov, Yu. M.; Romanyuk, D. A.

    2016-07-01

    A dusty gas flow through two, moving and immovable, cascades of airfoils (blades) is studied numerically. In the mathematical model of two-phase gas-particle flow, the carrier gas is treated as a continuum and it is described by the Navier-Stokes equations (pseudo-DNS (direct numerical simulation) approach) or the Reynolds averaged Navier-Stokes (RANS) equations (unsteady RANS approach) with the Menter k-ω shear stress transport (SST) turbulence model. The governing equations in both cases are solved by computational fluid dynamics (CFD) methods. The dispersed phase is treated as a discrete set of solid particles, the behavior of which is described by the generalized kinetic Boltzmann equation. The effects of gas-particle interaction, interparticle collisions, and particle scattering in particle-blade collisions are taken into account. The direct simulation Monte Carlo (DSMC) method is used for computational simulation of the dispersed phase flow. The effects of interparticle collisions and particle scattering are discussed.

  14. Clustering and fluidization in a one-dimensional granular system: molecular dynamics and direct-simulation Monte Carlo method.

    Science.gov (United States)

    Pasini, J M; Cordero, P

    2001-04-01

    We study a one-dimensional granular gas of pointlike particles not subject to gravity between two walls at temperatures T(left) and T(right). The system exhibits two distinct regimes, depending on the normalized temperature difference Delta=(T(right)-T(left))/(T(right)+T(left)): one completely fluidized and one in which a cluster coexists with the fluidized gas. When Delta is above a certain threshold, cluster formation is fully inhibited, obtaining a completely fluidized state. The mechanism that produces these two phases is explained. In the fluidized state the velocity distribution function exhibits peculiar non-Gaussian features. For this state, comparison between integration of the Boltzmann equation using the direct-simulation Monte Carlo method and results stemming from microscopic Newtonian molecular dynamics gives good coincidence, establishing that the non-Gaussian features observed do not arise from the onset of correlations.

  15. Path-integral Monte-Carlo simulations for electronic dynamics on molecular chains: I. Sequential hopping and super exchange

    CERN Document Server

    Mühlbacher, L; Escher, C M

    2004-01-01

    An improved real-time quantum Monte Carlo procedure is presented and applied to describe the electronic transfer dynamics along molecular chains. The model consists of discrete electronic sites coupled to a thermal environment which is integrated out exactly within the path integral formulation. The approach is numerically exact and its results reduce to known analytical findings (Marcus theory, golden rule) in proper limits. Special attention is paid to the role of superexchange and sequential hopping at lower temperatures in symmetric donor-bridge-acceptor systems. In contrast to previous approximate studies, superexchange turns out to play a significant role only for extremely high lying bridges where the transfer is basically frozen or for extremely low temperatures where for weaker dissipation a description in terms of rate constants is no longer feasible. For bridges with increasing length an algebraic decrease of the yield is found for short as well as for longer bridges. The approach can be extended t...

  16. Diagrammatic Monte Carlo approach for diagrammatic extensions of dynamical mean-field theory -- convergence analysis of the dual fermion technique

    CERN Document Server

    Gukelberger, Jan; Hafermann, Hartmut

    2016-01-01

    The dual-fermion approach provides a formally exact prescription for calculating properties of a correlated electron system in terms of a diagrammatic expansion around dynamical mean-field theory (DMFT). It can address the full range of interactions, the lowest order theory is asymptotically exact in both the weak- and strong-coupling limits, and the technique naturally incorporates long-range correlations beyond the reach of current cluster extensions to DMFT. Most practical implementations, however, neglect higher-order interaction vertices beyond two-particle scattering in the dual effective action and further truncate the diagrammatic expansion in the two-particle scattering vertex to a leading-order or ladder-type approximation. In this work we compute the dual-fermion expansion for the Hubbard model including all diagram topologies with two-particle interactions to high orders by means of a stochastic diagrammatic Monte Carlo algorithm. We use benchmarking against numerically exact Diagrammatic Determin...

  17. Quantum Monte Carlo methods algorithms for lattice models

    CERN Document Server

    Gubernatis, James; Werner, Philipp

    2016-01-01

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

  18. Monte Carlo Treatment Planning for Advanced Radiotherapy

    DEFF Research Database (Denmark)

    Cronholm, Rickard

    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...... previous algorithms since it uses delineations of structures in order to include and/or exclude certain media in various anatomical regions. This method has the potential to reduce anatomically irrelevant media assignment. In house MATLAB scripts translating the treatment plan parameters to Monte Carlo...

  19. 1-D EQUILIBRIUM DISCRETE DIFFUSION MONTE CARLO

    Energy Technology Data Exchange (ETDEWEB)

    T. EVANS; ET AL

    2000-08-01

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

  20. Error in Monte Carlo, quasi-error in Quasi-Monte Carlo

    OpenAIRE

    Kleiss, R. H. P.; Lazopoulos, A.

    2006-01-01

    While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error. The standard Monte Carlo error estimator relies on the assumption that the points are generated independently of each other and, therefore, fails to account for the error improvement advertised by the Quasi-Monte Carlo method. We advocate the construction o...

  1. The structure of molten CuCl: Reverse Monte Carlo modeling with high-energy X-ray diffraction data and molecular dynamics of a polarizable ion model

    Science.gov (United States)

    Alcaraz, Olga; Trullàs, Joaquim; Tahara, Shuta; Kawakita, Yukinobu; Takeda, Shin'ichi

    2016-09-01

    The results of the structural properties of molten copper chloride are reported from high-energy X-ray diffraction measurements, reverse Monte Carlo modeling method, and molecular dynamics simulations using a polarizable ion model. The simulated X-ray structure factor reproduces all trends observed experimentally, in particular the shoulder at around 1 Å-1 related to intermediate range ordering, as well as the partial copper-copper correlations from the reverse Monte Carlo modeling, which cannot be reproduced by using a simple rigid ion model. It is shown that the shoulder comes from intermediate range copper-copper correlations caused by the polarized chlorides.

  2. Monte Carlo evaluation of the dose calculation algorithm of TomoTherapy for clinical cases in dynamic jaws mode.

    Science.gov (United States)

    Sterpin, E

    2015-05-01

    For the TomoTherapy(®) system, longitudinal conformation can be improved by selecting a smaller field width but at the expense of longer treatment time. Recently, the TomoEdge(®) feature has been released with the possibility to move dynamically the jaws at the edges of the target volume, improving longitudinal penumbra and enabling faster treatments. Such delivery scheme requires additional modeling of treatment delivery. Using a previously validated Monte Carlo model (TomoPen), we evaluated the accuracy of the implementation of TomoEdge in the new dose engine of TomoTherapy for 15 clinical cases. TomoPen is based on PENELOPE. Particle tracking in the treatment head is performed almost instantaneously by 1) reading a particle from a phase-space file corresponding to the largest field and 2) correcting the weight of the particle depending on the actual jaw and MLC configurations using Monte Carlo pre-generated data. 15 clinical plans (5 head-and-neck, 5 lung and 5 prostate tumors) planned with TomoEdge and with the last release of the treatment planning system (VoLO(®)) were re-computed with TomoPen. The resulting dose-volume histograms were compared. Good agreement was achieved overall, with deviations for the target volumes typically within 2% (D95), excepted for small lung tumors (17 cm(3)) where a maximum deviation of 4.4% was observed for D95. The results were consistent with previously reported values for static field widths. For the clinical cases considered in the present study, the introduction of TomoEdge did not impact significantly the accuracy of the computed dose distributions. Copyright © 2015 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

  3. An introduction to Monte Carlo methods

    NARCIS (Netherlands)

    Walter, J. -C.; Barkema, G. T.

    2015-01-01

    Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform an exact enumeration. The main principles of Monte Carlo sim

  4. An introduction to Monte Carlo methods

    NARCIS (Netherlands)

    Walter, J. -C.; Barkema, G. T.

    2015-01-01

    Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform an exact enumeration. The main principles of Monte Carlo sim

  5. Probabilistic landslide run-out assessment with a 2-D dynamic numerical model using a Monte Carlo method

    Science.gov (United States)

    Cepeda, Jose; Luna, Byron Quan; Nadim, Farrokh

    2013-04-01

    An essential component of a quantitative landslide hazard assessment is establishing the extent of the endangered area. This task requires accurate prediction of the run-out behaviour of a landslide, which includes the estimation of the run-out distance, run-out width, velocities, pressures, and depth of the moving mass and the final configuration of the deposits. One approach to run-out modelling is to reproduce accurately the dynamics of the propagation processes. A number of dynamic numerical models are able to compute the movement of the flow over irregular topographic terrains (3-D) controlled by a complex interaction between mechanical properties that may vary in space and time. Given the number of unknown parameters and the fact that most of the rheological parameters cannot be measured in the laboratory or field, the parametrization of run-out models is very difficult in practice. For this reason, the application of run-out models is mostly used for back-analysis of past events and very few studies have attempted to achieve forward predictions. Consequently all models are based on simplified descriptions that attempt to reproduce the general features of the failed mass motion through the use of parameters (mostly controlling shear stresses at the base of the moving mass) which account for aspects not explicitly described or oversimplified. The uncertainties involved in the run-out process have to be approached in a stochastic manner. It is of significant importance to develop methods for quantifying and properly handling the uncertainties in dynamic run-out models, in order to allow a more comprehensive approach to quantitative risk assessment. A method was developed to compute the variation in run-out intensities by using a dynamic run-out model (MassMov2D) and a probabilistic framework based on a Monte Carlo simulation in order to analyze the effect of the uncertainty of input parameters. The probability density functions of the rheological parameters

  6. The MC21 Monte Carlo Transport Code

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-01-09

    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.

  7. Information-Geometric Markov Chain Monte Carlo Methods Using Diffusions

    Directory of Open Access Journals (Sweden)

    Samuel Livingstone

    2014-06-01

    Full Text Available Recent work incorporating geometric ideas in Markov chain Monte Carlo is reviewed in order to highlight these advances and their possible application in a range of domains beyond statistics. A full exposition of Markov chains and their use in Monte Carlo simulation for statistical inference and molecular dynamics is provided, with particular emphasis on methods based on Langevin diffusions. After this, geometric concepts in Markov chain Monte Carlo are introduced. A full derivation of the Langevin diffusion on a Riemannian manifold is given, together with a discussion of the appropriate Riemannian metric choice for different problems. A survey of applications is provided, and some open questions are discussed.

  8. Computation of dynamical correlation functions for many-fermion systems with auxiliary-field quantum Monte Carlo

    Science.gov (United States)

    Vitali, Ettore; Shi, Hao; Qin, Mingpu; Zhang, Shiwei

    2016-08-01

    We address the calculation of dynamical correlation functions for many fermion systems at zero temperature, using the auxiliary-field quantum Monte Carlo method. The two-dimensional Hubbard hamiltonian is used as a model system. Although most of the calculations performed here are for cases where the sign problem is absent, the discussions are kept general for applications to physical problems when the sign problem does arise. We study the use of twisted boundary conditions to improve the extrapolation of the results to the thermodynamic limit. A strategy is proposed to drastically reduce finite size effects relying on a minimization among the twist angles. This approach is demonstrated by computing the charge gap at half filling. We obtain accurate results showing the scaling of the gap with the interaction strength U in two dimensions, connecting to the scaling of the unrestricted Hartree-Fock method at small U and Bethe ansatz exact result in one dimension at large U . An alternative algorithm is then proposed to compute dynamical Green functions and correlation functions which explicitly varies the number of particles during the random walks in the manifold of Slater determinants. In dilute systems, such as ultracold Fermi gases, this algorithm enables calculations with much more favorable complexity, with computational cost proportional to basis size or the number of lattice sites.

  9. Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Kanjilal, Oindrila, E-mail: oindrila@civil.iisc.ernet.in; Manohar, C.S., E-mail: manohar@civil.iisc.ernet.in

    2017-07-15

    The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations. - Highlights: • The distance minimizing control forces minimize a bound on the sampling variance. • Establishing Girsanov controls via solution of a two-point boundary value problem. • Girsanov controls via Volterra's series representation for the transfer functions.

  10. Monte Carlo approach to calculate ionization dynamics of hot solid-density plasmas within particle-in-cell simulations

    Science.gov (United States)

    Wu, D.; He, X. T.; Yu, W.; Fritzsche, S.

    2017-02-01

    A physical model based on a Monte Carlo approach is proposed to calculate the ionization dynamics of hot-solid-density plasmas within particle-in-cell (PIC) simulations, and where the impact (collision) ionization (CI), electron-ion recombination (RE), and ionization potential depression (IPD) by surrounding plasmas are taken into consideration self-consistently. When compared with other models, which are applied in the literature for plasmas near thermal equilibrium, the temporal relaxation of ionization dynamics can also be simulated by the proposed model. Besides, this model is general and can be applied for both single elements and alloys with quite different compositions. The proposed model is implemented into a PIC code, with (final) ionization equilibriums sustained by competitions between CI and its inverse process (i.e., RE). Comparisons between the full model and model without IPD or RE are performed. Our results indicate that for bulk aluminium at temperature of 1 to 1000 eV, (i) the averaged ionization degree increases by including IPD; while (ii) the averaged ionization degree is significantly over estimated when the RE is neglected. A direct comparison from the PIC code is made with the existing models for the dependence of averaged ionization degree on thermal equilibrium temperatures and shows good agreements with that generated from Saha-Boltzmann model and/or FLYCHK code.

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

    CERN Document Server

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

    2010-01-01

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

  12. Clinical implementation of enhanced dynamic wedges into the Pinnacle treatment planning system: Monte Carlo validation and patient-specific QA

    Science.gov (United States)

    Ahmad, Munir; Deng, Jun; Lund, Molly W.; Chen, Zhe; Kimmett, James; Moran, Meena S.; Nath, Ravinder

    2009-01-01

    The goal of this work is to present a systematic Monte Carlo validation study on the clinical implementation of the enhanced dynamic wedges (EDWs) into the Pinnacle3 (Philips Medical Systems, Fitchburg, WI) treatment planning system (TPS) and QA procedures for patient plan verification treated with EDWs. Modeling of EDW beams in the Pinnacle3 TPS, which employs a collapsed-cone convolution superposition (CCCS) dose model, was based on a combination of measured open-beam data and the 'Golden Segmented Treatment Table' (GSTT) provided by Varian for each photon beam energy. To validate EDW models, dose profiles of 6 and 10 MV photon beams from a Clinac 2100 C/D were measured in virtual water at depths from near-surface to 30 cm for a wide range of field sizes and wedge angles using the Profiler 2 (Sun Nuclear Corporation, Melbourne, FL) diode array system. The EDW output factors (EDWOFs) for square fields from 4 to 20 cm wide were measured in virtual water using a small-volume Farmer-type ionization chamber placed at a depth of 10 cm on the central axis. Furthermore, the 6 and 10 MV photon beams emerging from the treatment head of Clinac 2100 C/D were fully modeled and the central-axis depth doses, the off-axis dose profiles and the output factors in water for open and dynamically wedged fields were calculated using the Monte Carlo (MC) package EGS4. Our results have shown that (1) both the central-axis depth doses and the off-axis dose profiles of various EDWs computed with the CCCS dose model and MC simulations showed good agreement with the measurements to within 2%/2 mm; (2) measured EDWOFs used for monitor-unit calculation in Pinnacle3 TPS agreed well with the CCCS and MC predictions within 2%; (3) all the EDW fields satisfied our validation criteria of 1% relative dose difference and 2 mm distance-to-agreement (DTA) with 99-100% passing rate in routine patient treatment plan verification using MapCheck 2D diode array.

  13. Variable length trajectory compressible hybrid Monte Carlo

    CERN Document Server

    Nishimura, Akihiko

    2016-01-01

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

  14. Spike Inference from Calcium Imaging using Sequential Monte Carlo Methods

    OpenAIRE

    NeuroData; Paninski, L

    2015-01-01

    Vogelstein JT, Paninski L. Spike Inference from Calcium Imaging using Sequential Monte Carlo Methods. Statistical and Applied Mathematical Sciences Institute (SAMSI) Program on Sequential Monte Carlo Methods, 2008

  15. 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.

  16. Lattice gauge theories and Monte Carlo simulations

    CERN Document Server

    Rebbi, Claudio

    1983-01-01

    This volume is the most up-to-date review on Lattice Gauge Theories and Monte Carlo Simulations. It consists of two parts. Part one is an introductory lecture on the lattice gauge theories in general, Monte Carlo techniques and on the results to date. Part two consists of important original papers in this field. These selected reprints involve the following: Lattice Gauge Theories, General Formalism and Expansion Techniques, Monte Carlo Simulations. Phase Structures, Observables in Pure Gauge Theories, Systems with Bosonic Matter Fields, Simulation of Systems with Fermions.

  17. Quantum Monte Carlo for minimum energy structures

    CERN Document Server

    Wagner, Lucas K

    2010-01-01

    We present an efficient method to find minimum energy structures using energy estimates from accurate quantum Monte Carlo calculations. This method involves a stochastic process formed from the stochastic energy estimates from Monte Carlo that can be averaged to find precise structural minima while using inexpensive calculations with moderate statistical uncertainty. We demonstrate the applicability of the algorithm by minimizing the energy of the H2O-OH- complex and showing that the structural minima from quantum Monte Carlo calculations affect the qualitative behavior of the potential energy surface substantially.

  18. Fast quantum Monte Carlo on a GPU

    CERN Document Server

    Lutsyshyn, Y

    2013-01-01

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

  19. Coupled molecular dynamics-Monte Carlo model to study the role of chemical processes during laser ablation of polymeric materials.

    Science.gov (United States)

    Prasad, Manish; Conforti, Patrick F; Garrison, Barbara J

    2007-08-28

    The coarse grained chemical reaction model is enhanced to build a molecular dynamics (MD) simulation framework with an embedded Monte Carlo (MC) based reaction scheme. The MC scheme utilizes predetermined reaction chemistry, energetics, and rate kinetics of materials to incorporate chemical reactions occurring in a substrate into the MD simulation. The kinetics information is utilized to set the probabilities for the types of reactions to perform based on radical survival times and reaction rates. Implementing a reaction involves changing the reactants species types which alters their interaction potentials and thus produces the required energy change. We discuss the application of this method to study the initiation of ultraviolet laser ablation in poly(methyl methacrylate). The use of this scheme enables the modeling of all possible photoexcitation pathways in the polymer. It also permits a direct study of the role of thermal, mechanical, and chemical processes that can set off ablation. We demonstrate that the role of laser induced heating, thermomechanical stresses, pressure wave formation and relaxation, and thermochemical decomposition of the polymer substrate can be investigated directly by suitably choosing the potential energy and chemical reaction energy landscape. The results highlight the usefulness of such a modeling approach by showing that various processes in polymer ablation are intricately linked leading to the transformation of the substrate and its ejection. The method, in principle, can be utilized to study systems where chemical reactions are expected to play a dominant role or interact strongly with other physical processes.

  20. Dynamic Monte Carlo simulation on behavior of phase transition of a random magnetic system in finite observation time

    Energy Technology Data Exchange (ETDEWEB)

    Kitazaki, Tamotsu; Kato, Tomohiko, E-mail: katou@fit.ac.jp

    2014-03-15

    Random magnets generally exhibit gradual phase transitions more or less. The origin of the phenomena has been controversial for a long time: intrinsic phenomena of disordered magnets or non-equilibrium effect due to finite observation time. We now support the latter, but there have not been clear evidences experimentally and theoretically. We show that the behavior of phase transition of a simple random magnetic system differs in the observation time by using a dynamic Monte Carlo simulation. The target of the simulation is experiments of the line width of NMR spin-echo spectra, a type of the order parameter, on Mn{sub x}Cd{sub 1−x} (HCOO){sub 2}·2(NH{sub 2})2CO. The calculated results indicate that, as the averaging time becomes shorter, the phase transition becomes more gradual. This tendency is most pronounced around the percolation concentration. The calculated results coincide well with the characteristic features of the experimental results. This coincidence supports that the smearing behavior of the order parameter is a non-equilibrium effect, though Ising model employed in the simulation is different with Heisenberg system of the target substance.

  1. Path-integral Monte Carlo simulations for electronic dynamics on molecular chains. I. Sequential hopping and super exchange

    Science.gov (United States)

    Mühlbacher, Lothar; Ankerhold, Joachim; Escher, Charlotte

    2004-12-01

    An improved real-time quantum Monte Carlo procedure is presented and applied to describe the electronic transfer dynamics along molecular chains. The model consists of discrete electronic sites coupled to a thermal environment which is integrated out exactly within the path integral formulation. The approach is numerically exact and its results reduce to known analytical findings (Marcus theory, golden rule) in proper limits. Special attention is paid to the role of superexchange and sequential hopping at lower temperatures in symmetric donor-bridge-acceptor systems. In contrast to previous approximate studies, superexchange turns out to play a significant role only for extremely high-lying bridges where the transfer is basically frozen or for extremely low temperatures where for weaker dissipation a description in terms of rate constants is no longer feasible. For bridges with increasing length an algebraic decrease of the yield is found for short as well as for long bridges. The approach can be extended to electronic systems with more complicated topologies including impurities and in presence of external time-dependent forces.

  2. A combined molecular dynamics and kinetic Monte Carlo calculation to study sputter erosion and beam assisted deposition

    CERN Document Server

    Betz, G

    2002-01-01

    To extend the time scale in molecular dynamics (MD) calculations of sputtering and ion assisted deposition we have coupled our MD calculations to a kinetic Monte Carlo (KMC) calculation. In this way we have studied surface erosion of Cu(1 0 0) under 200-600 eV Cu ion bombardment and growth of Cu on Cu(1 0 0) for deposition at thermal energies up to energies of 100 eV per atom. Target temperatures were varied from 100 to 400 K. The coupling of the MD calculation to a KMC calculation allows us to extend our calculations from a few ps, a time scale typical for MD, to times of up to seconds until the next Cu particle will impinge/be deposited on the crystal surface of about 100 nm sup 2 in size. The latter value of 1 s is quite realistic for a typical experimental sputter erosion or deposition experiment. In such a calculation thermal diffusion processes at the surface and annealing of the surface after energetic ion bombardment can be taken into account. To achieve homo-epitaxial growth of a film the results cle...

  3. Preliminary Comparison of Reaction Rate theory and Object Kinetic Monte Carlo Simulations of Defect Cluster Dynamics under Irradiation

    Energy Technology Data Exchange (ETDEWEB)

    Stoller, Roger E [ORNL; Golubov, Stanislav I [ORNL; Becquart, C. S. [Universite de Lille; Domain, C. [EDF R& D, Clamart, France

    2006-09-01

    The multiscale modeling scheme encompasses models from the atomistic to the continuum scale. Phenomena at the mesoscale are typically simulated using reaction rate theory (RT), Monte Carlo (MC), or phase field models. These mesoscale models are appropriate for application to problems that involve intermediate length scales ( m to >mm), and timescales from diffusion (~ s) to long-term microstructural evolution (~years). Phenomena at this scale have the most direct impact on mechanical properties in structural materials of interest to nuclear energy systems, and are also the most accessible to direct comparison between the results of simulations and experiments. Recent advances in computational power have substantially expanded the range of application for MC models. Although the RT and MC models can be used simulate the same phenomena, many of the details are handled quite differently in the two approaches. A direct comparison of the RT and MC descriptions has been made in the domain of point defect cluster dynamics modeling, which is relevant to both the nucleation and evolution of radiation-induced defect structures. The relative merits and limitations of the two approaches are discussed, and the predictions of the two approaches are compared for specific irradiation conditions.

  4. Dynamics of capillary condensation in lattice gas models of confined fluids: A comparison of dynamic mean field theory with dynamic Monte Carlo simulations

    Science.gov (United States)

    Edison, John R.; Monson, Peter A.

    2013-06-01

    This article addresses the accuracy of a dynamic mean field theory (DMFT) for fluids in porous materials [P. A. Monson, J. Chem. Phys. 128, 084701 (2008)], 10.1063/1.2837287. The theory is used to study the relaxation processes of fluids in pores driven by step changes made to a bulk reservoir in contact with the pore. We compare the results of the DMFT to those obtained by averaging over large numbers of dynamic Monte Carlo (DMC) simulation trajectories. The problem chosen for comparison is capillary condensation in slit pores, driven by step changes in the chemical potential in the bulk reservoir and involving a nucleation process via the formation of a liquid bridge. The principal difference between the DMFT results and DMC is the replacement of a distribution of nucleation times and location along the pore for the formation of liquid bridges by a single time and location. DMFT is seen to yield an otherwise qualitatively accurate description of the dynamic behavior.

  5. 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.

  6. Efficiency of rejection-free dynamic Monte Carlo methods for homogeneous spin models, hard disk systems, and hard sphere systems.

    Science.gov (United States)

    Watanabe, Hiroshi; Yukawa, Satoshi; Novotny, M A; Ito, Nobuyasu

    2006-08-01

    We construct asymptotic arguments for the relative efficiency of rejection-free Monte Carlo (MC) methods compared to the standard MC method. We find that the efficiency is proportional to exp(constbeta) in the Ising, sqrt[beta] in the classical XY, and beta in the classical Heisenberg spin systems with inverse temperature beta, regardless of the dimension. The efficiency in hard particle systems is also obtained, and found to be proportional to (rho(cp)-rho)(-d) with the closest packing density rho(cp), density rho, and dimension d of the systems. We construct and implement a rejection-free Monte Carlo method for the hard-disk system. The RFMC has a greater computational efficiency at high densities, and the density dependence of the efficiency is as predicted by our arguments.

  7. Simulation and the Monte Carlo method

    CERN Document Server

    Rubinstein, Reuven Y

    2016-01-01

    Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo, variance reduction techniques such as the transform likelihood ratio...

  8. Monte Carlo simulations for plasma physics

    Energy Technology Data Exchange (ETDEWEB)

    Okamoto, M.; Murakami, S.; Nakajima, N.; Wang, W.X. [National Inst. for Fusion Science, Toki, Gifu (Japan)

    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)

  9. Quantum Monte Carlo Calculations of Light Nuclei

    CERN Document Server

    Pieper, Steven C

    2007-01-01

    During the last 15 years, there has been much progress in defining the nuclear Hamiltonian and applying quantum Monte Carlo methods to the calculation of light nuclei. I describe both aspects of this work and some recent results.

  10. Improved Monte Carlo Renormalization Group Method

    Science.gov (United States)

    Gupta, R.; Wilson, K. G.; Umrigar, C.

    1985-01-01

    An extensive program to analyze critical systems using an Improved Monte Carlo Renormalization Group Method (IMCRG) being undertaken at LANL and Cornell is described. Here we first briefly review the method and then list some of the topics being investigated.

  11. Monte Carlo methods for particle transport

    CERN Document Server

    Haghighat, Alireza

    2015-01-01

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

  12. Smart detectors for Monte Carlo radiative transfer

    CERN Document Server

    Baes, Maarten

    2008-01-01

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

  13. Non-equilibrium Monte Carlo dynamics of the Sherrington-Kirkpatrick mean field spin glass model

    OpenAIRE

    Baldassarri, Andrea

    1996-01-01

    We present a numerical study of the non-equilibrium dynamics of the Sherrington-Kirkpatrick model. We analize the overlap distribution between the configurations visited at the time t and in particular its scaling behaviour with the size of the system. We find two different non-equilibrium dynamical regimes. The first is a proper Out of Equilibrium Regime, that is the relevant regime for the dynamics of an infinite system. The second is an Intermediate Regime that separates the Out of Equilib...

  14. 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.

  15. Monte Carlo Algorithms for Linear Problems

    OpenAIRE

    DIMOV, Ivan

    2000-01-01

    MSC Subject Classification: 65C05, 65U05. Monte Carlo methods are a powerful tool in many fields of mathematics, physics and engineering. It is known, that these methods give statistical estimates for the functional of the solution by performing random sampling of a certain chance variable whose mathematical expectation is the desired functional. Monte Carlo methods are methods for solving problems using random variables. In the book [16] edited by Yu. A. Shreider one can find the followin...

  16. The Feynman Path Goes Monte Carlo

    OpenAIRE

    Sauer, Tilman

    2001-01-01

    Path integral Monte Carlo (PIMC) simulations have become an important tool for the investigation of the statistical mechanics of quantum systems. I discuss some of the history of applying the Monte Carlo method to non-relativistic quantum systems in path-integral representation. The principle feasibility of the method was well established by the early eighties, a number of algorithmic improvements have been introduced in the last two decades.

  17. Monte Carlo Hamiltonian:Inverse Potential

    Institute of Scientific and Technical Information of China (English)

    LUO Xiang-Qian; CHENG Xiao-Ni; Helmut KR(O)GER

    2004-01-01

    The Monte Carlo Hamiltonian method developed recently allows to investigate the ground state and low-lying excited states of a quantum system,using Monte Carlo(MC)algorithm with importance sampling.However,conventional MC algorithm has some difficulties when applied to inverse potentials.We propose to use effective potential and extrapolation method to solve the problem.We present examples from the hydrogen system.

  18. Self-consistent kinetic lattice Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Horsfield, A.; Dunham, S.; Fujitani, Hideaki

    1999-07-01

    The authors present a brief description of a formalism for modeling point defect diffusion in crystalline systems using a Monte Carlo technique. The main approximations required to construct a practical scheme are briefly discussed, with special emphasis on the proper treatment of charged dopants and defects. This is followed by tight binding calculations of the diffusion barrier heights for charged vacancies. Finally, an application of the kinetic lattice Monte Carlo method to vacancy diffusion is presented.

  19. Monte Carlo simulation of dynamic phase transitions and frequency dispersions of hysteresis curves in core/shell ferrimagnetic cubic nanoparticle

    Energy Technology Data Exchange (ETDEWEB)

    Vatansever, Erol, E-mail: erol.vatansever@deu.edu.tr

    2017-05-10

    By means of Monte Carlo simulation method with Metropolis algorithm, we elucidate the thermal and magnetic phase transition behaviors of a ferrimagnetic core/shell nanocubic system driven by a time dependent magnetic field. The particle core is composed of ferromagnetic spins, and it is surrounded by an antiferromagnetic shell. At the interface of the core/shell particle, we use antiferromagnetic spin–spin coupling. We simulate the nanoparticle using classical Heisenberg spins. After a detailed analysis, our Monte Carlo simulation results suggest that present system exhibits unusual and interesting magnetic behaviors. For example, at the relatively lower temperature regions, an increment in the amplitude of the external field destroys the antiferromagnetism in the shell part of the nanoparticle, leading to a ground state with ferromagnetic character. Moreover, particular attention has been dedicated to the hysteresis behaviors of the system. For the first time, we show that frequency dispersions can be categorized into three groups for a fixed temperature for finite core/shell systems, as in the case of the conventional bulk systems under the influence of an oscillating magnetic field. - Highlights: • Cubic core/shell nanoparticle is considered. • Monte-Carlo simulation with Metropolis algorithm is used. • The particle is subjected to time dependent oscillating magnetic field. • External field destroys the antiferromagnetism in the shell part of particle. • Frequency dispersions of hysteresis loop areas can be categorized into three groups.

  20. Error in Monte Carlo, quasi-error in Quasi-Monte Carlo

    CERN Document Server

    Kleiss, R H

    2006-01-01

    While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error. The standard Monte Carlo error estimator relies on the assumption that the points are generated independently of each other and, therefore, fails to account for the error improvement advertised by the Quasi-Monte Carlo method. We advocate the construction of an estimator of stochastic nature, based on the ensemble of pointsets with a particular discrepancy value. We investigate the consequences of this choice and give some first empirical results on the suggested estimators.

  1. BROMOCEA Code: An Improved Grand Canonical Monte Carlo/Brownian Dynamics Algorithm Including Explicit Atoms.

    Science.gov (United States)

    Solano, Carlos J F; Pothula, Karunakar R; Prajapati, Jigneshkumar D; De Biase, Pablo M; Noskov, Sergei Yu; Kleinekathöfer, Ulrich

    2016-05-10

    All-atom molecular dynamics simulations have a long history of applications studying ion and substrate permeation across biological and artificial pores. While offering unprecedented insights into the underpinning transport processes, MD simulations are limited in time-scales and ability to simulate physiological membrane potentials or asymmetric salt solutions and require substantial computational power. While several approaches to circumvent all of these limitations were developed, Brownian dynamics simulations remain an attractive option to the field. The main limitation, however, is an apparent lack of protein flexibility important for the accurate description of permeation events. In the present contribution, we report an extension of the Brownian dynamics scheme which includes conformational dynamics. To achieve this goal, the dynamics of amino-acid residues was incorporated into the many-body potential of mean force and into the Langevin equations of motion. The developed software solution, called BROMOCEA, was applied to ion transport through OmpC as a test case. Compared to fully atomistic simulations, the results show a clear improvement in the ratio of permeating anions and cations. The present tests strongly indicate that pore flexibility can enhance permeation properties which will become even more important in future applications to substrate translocation.

  2. THE MCNPX MONTE CARLO RADIATION TRANSPORT CODE

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-01-10

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

  3. Information Geometry and Sequential Monte Carlo

    CERN Document Server

    Sim, Aaron; Stumpf, Michael P H

    2012-01-01

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

  4. Monte Carlo analysis: error of extrapolated thermal conductivity from molecular dynamics simulations

    Energy Technology Data Exchange (ETDEWEB)

    Liu, Xiang-Yang [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Andersson, Anders David [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2016-11-07

    In this short report, we give an analysis of the extrapolated thermal conductivity of UO2 from earlier molecular dynamics (MD) simulations [1]. Because almost all material properties are functions of temperature, e.g. fission gas release, the fuel thermal conductivity is the most important parameter from a model sensitivity perspective [2]. Thus, it is useful to perform such analysis.

  5. Establishing an Initial Electron Beam Model with Monte Carlo Simulation for a Single 6 MV X-ray Medical Linac Based on Particle Dynamics Characteristics

    Institute of Scientific and Technical Information of China (English)

    ZHAO Hong-bin; KONG Xiao-xiao; LI Quan-feng; LIN Xiao-qi; BAO Shang-lian

    2009-01-01

    Objective:In this study,we try to establish an initial electron beam model by combining Monte Carlo simulation method with particle dynamic calculation (TRSV) for the single 6 MV X-ray accelerating waveguide of BJ- 6 medical linac. Methods and Materials:1. We adapted the treatment head configuration of BJ- 6 medical linac made by Beijing Medical Equipment Institute (BMEI) as the radiation system for this study. 2. Use particle dynamics calculation code called TRSV to drive out the initial electron beam parameters of the energy spectrum, the spatial intensity distribution, and the beam incidence angle. 3. Analyze the 6 MV X-ray beam characteristics of PDDc, OARc in a water phantom by using Monte Carlo simulation (BEAMnrc,DOSXYZnrc) for a preset of the initial electron beam parameters which have been determined by TRSV, do the comparisons of the measured results of PDDm, OARm in a real water phantom, and then use the deviations of calculated and measured results to slightly modify the initial electron beam model back and forth until the deviations meet the error less than 2%. Results:The deviations between the Monte Carlo simulation results of percentage depth doses at PDDc and off-axis ratios OARc and the measured results of PDDm and OARm in a water phantom were within 2%. Conclusion:When doing the Monte Carlo simulation to determine the parameters of an initial electron beam for a particular medical linac like BJ- 6, modifying some parameters based on the particle dynamics calculation code would give some more reasonable and more acceptable results.

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

    Science.gov (United States)

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

    2016-01-01

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

  7. Monte Carlos studies of critical and dynamic phenomena in mixed bond Ising model

    Science.gov (United States)

    Santos-Filho, J. B.; Moreno, N. O.; de Albuquerque, Douglas F.

    2010-11-01

    The phase transition of a random mixed-bond Ising ferromagnet on a cubic lattice model is studied both numerically and analytically. In this work, we use the Metropolis and Wolff algorithm with histogram technique and finite size scaling theory to simulate the dynamics of the system. We obtained the thermodynamic quantities such as magnetization, susceptibility, and specific heat. Our results were compared with those obtained using a new technique in effective field theory that employs similar probability distribution within the framework of two-site clusters.

  8. Cluster Monte Carlo and dynamical scaling for long-range interactions

    CERN Document Server

    Flores-Sola, Emilio; Kenna, Ralph; Berche, Bertrand

    2016-01-01

    Many spin systems affected by critical slowing down can be efficiently simulated using cluster algorithms. Where such systems have long-range interactions, suitable formulations can additionally bring down the computational effort for each update from O($N^2$) to O($N\\ln N$) or even O($N$), thus promising an even more dramatic computational speed-up. Here, we review the available algorithms and propose a new and particularly efficient single-cluster variant. The efficiency and dynamical scaling of the available algorithms are investigated for the Ising model with power-law decaying interactions.

  9. Meaningful timescales from Monte Carlo simulations of molecular systems

    CERN Document Server

    Costa, Liborio I

    2016-01-01

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

  10. Monte Carlo simulation of electrons in dense gases

    Science.gov (United States)

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

    2014-10-01

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

  11. Variational Monte Carlo study of pentaquark states

    Energy Technology Data Exchange (ETDEWEB)

    Mark W. Paris

    2005-07-01

    Accurate numerical solution of the five-body Schrodinger equation is effected via variational Monte Carlo. The spectrum is assumed to exhibit a narrow resonance with strangeness S=+1. A fully antisymmetrized and pair-correlated five-quark wave function is obtained for the assumed non-relativistic Hamiltonian which has spin, isospin, and color dependent pair interactions and many-body confining terms which are fixed by the non-exotic spectra. Gauge field dynamics are modeled via flux tube exchange factors. The energy determined for the ground states with J=1/2 and negative (positive) parity is 2.22 GeV (2.50 GeV). A lower energy negative parity state is consistent with recent lattice results. The short-range structure of the state is analyzed via its diquark content.

  12. Atomistic Monte Carlo simulation of lipid membranes

    DEFF Research Database (Denmark)

    Wüstner, Daniel; Sklenar, Heinz

    2014-01-01

    Biological membranes are complex assemblies of many different molecules of which analysis demands a variety of experimental and computational approaches. In this article, we explain challenges and advantages of atomistic Monte Carlo (MC) simulation of lipid membranes. We provide an introduction......, as assessed by calculation of molecular energies and entropies. We also show transition from a crystalline-like to a fluid DPPC bilayer by the CBC local-move MC method, as indicated by the electron density profile, head group orientation, area per lipid, and whole-lipid displacements. We discuss the potential...... of local-move MC methods in combination with molecular dynamics simulations, for example, for studying multi-component lipid membranes containing cholesterol....

  13. Applying Monte Carlo configuration interaction to transition metal dimers: exploring the balance between static and dynamic correlation

    CERN Document Server

    Coe, J P; Paterson, M J

    2014-01-01

    We calculate potential curves for transition metal dimers using Monte Carlo configuration interaction (MCCI). These results, and their associated spectroscopic values, are compared with experimental and computational studies. The multireference nature of the MCCI wavefunction is quantified and we estimate the important orbitals. We initially consider the ground state of the chromium dimer. Next we calculate potential curves for Sc$_{2}$ where we contrast the lowest triplet and quintet states. We look at the molybdenum dimer where we compare non-relativistic results with the partial inclusion of relativistic effects via effective core potentials, and report results for scandium nickel.

  14. Approaching Chemical Accuracy with Quantum Monte Carlo

    CERN Document Server

    Petruzielo, F R; Umrigar, C J

    2012-01-01

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

  15. Monte Carlo EM加速算法%Acceleration of Monte Carlo EM Algorithm

    Institute of Scientific and Technical Information of China (English)

    罗季

    2008-01-01

    EM算法是近年来常用的求后验众数的估计的一种数据增广算法,但由于求出其E步中积分的显示表达式有时很困难,甚至不可能,限制了其应用的广泛性.而Monte Carlo EM算法很好地解决了这个问题,将EM算法中E步的积分用Monte Carlo模拟来有效实现,使其适用性大大增强.但无论是EM算法,还是Monte Carlo EM算法,其收敛速度都是线性的,被缺损信息的倒数所控制,当缺损数据的比例很高时,收敛速度就非常缓慢.而Newton-Raphson算法在后验众数的附近具有二次收敛速率.本文提出Monte Carlo EM加速算法,将Monte Carlo EM算法与Newton-Raphson算法结合,既使得EM算法中的E步用Monte Carlo模拟得以实现,又证明了该算法在后验众数附近具有二次收敛速度.从而使其保留了Monte Carlo EM算法的优点,并改进了Monte Carlo EM算法的收敛速度.本文通过数值例子,将Monte Carlo EM加速算法的结果与EM算法、Monte Carlo EM算法的结果进行比较,进一步说明了Monte Carlo EM加速算法的优良性.

  16. Molecular dynamics and reverse Monte Carlo modeling of scheelite-type AWO4 (A = Ca, Sr, Ba) W L 3-edge EXAFS spectra

    Science.gov (United States)

    Kalinko, Aleksandr; Bauer, Matthias; Timoshenko, Janis; Kuzmin, Alexei

    2016-11-01

    Classical molecular dynamics (MD) and reverse Monte Carlo methods coupled with ab initio multiple-scattering extended x-ray absorption fine structure (EXAFS) calculations were used for modeling of scheelite-type AWO4 (A = Ca, Sr, Ba) W L 3-edge EXAFS spectra. The two theoretical approaches are complementary and allowed us to perform analysis of full EXAFS spectra. Both methods reproduce well the structure and dynamics of tungstates in the outer coordination shells, however the classical MD simulations underestimate the W-O bond MSRD due to a neglect of quantum zero-point-motion. The thermal vibration amplitudes, correlation effects and anisotropy of the tungstate structure were also estimated.

  17. The structure of PX{sub 3} (X = Cl, Br, I) molecular liquids from X-ray diffraction, molecular dynamics simulations, and reverse Monte Carlo modeling

    Energy Technology Data Exchange (ETDEWEB)

    Pothoczki, Szilvia, E-mail: pothoczki.szilvia@wigner.mta.hu; Temleitner, László; Pusztai, László [Institute for Solid State Physics and Optics, Wigner Research Centre for Physics, Hungarian Academy of Sciences, Konkoly-Thege M. út 29-33, 1121 Budapest (Hungary)

    2014-02-07

    Synchrotron X-ray diffraction measurements have been conducted on liquid phosphorus trichloride, tribromide, and triiodide. Molecular Dynamics simulations for these molecular liquids were performed with a dual purpose: (1) to establish whether existing intermolecular potential functions can provide a picture that is consistent with diffraction data and (2) to generate reliable starting configurations for subsequent Reverse Monte Carlo modelling. Structural models (i.e., sets of coordinates of thousands of atoms) that were fully consistent with experimental diffraction information, within errors, have been prepared by means of the Reverse Monte Carlo method. Comparison with reference systems, generated by hard sphere-like Monte Carlo simulations, was also carried out to demonstrate the extent to which simple space filling effects determine the structure of the liquids (and thus, also estimating the information content of measured data). Total scattering structure factors, partial radial distribution functions and orientational correlations as a function of distances between the molecular centres have been calculated from the models. In general, more or less antiparallel arrangements of the primary molecular axes that are found to be the most favourable orientation of two neighbouring molecules. In liquid PBr{sub 3} electrostatic interactions seem to play a more important role in determining intermolecular correlations than in the other two liquids; molecular arrangements in both PCl{sub 3} and PI{sub 3} are largely driven by steric effects.

  18. Cooperative Motion Algorithm from Dynamic Monte Carlo Simulation of Polymer%高分子动态Monte Carlo模拟的协同运动算法

    Institute of Scientific and Technical Information of China (English)

    秦原; 刘洪来; 胡英

    2002-01-01

    @@ 在高分子动力学的研究中, 动态 Monte Carlo 模拟发挥了重要的作用[1]. 动态 Monte Carlo 模拟的关键是选择具有物理真实性的高分子运动算法. 目前广为采用的算法是经 Hilhorst 和 Deutch[2]修正的 Verdier-Stockmayer 算法[3]以及 Carmesin 和 Kremer等的键长涨落算法[4], 陆建明和杨玉良曾提出一种高分子动态算法[5], 在他们的算法中很长一段链节可能作蛇行运动, 但是冯捷等[6]指出这种运动模式不满足微观可逆性条件. 本文对该运动模式进行修正, 得到一种协同运动算法, 并对其动力学行为进行检验.

  19. 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.

  20. SMCTC: Sequential Monte Carlo in C++

    Directory of Open Access Journals (Sweden)

    Adam M. Johansen

    2009-04-01

    Full Text Available Sequential Monte Carlo methods are a very general class of Monte Carlo methodsfor sampling from sequences of distributions. Simple examples of these algorithms areused very widely in the tracking and signal processing literature. Recent developmentsillustrate that these techniques have much more general applicability, and can be appliedvery eectively to statistical inference problems. Unfortunately, these methods are oftenperceived as being computationally expensive and dicult to implement. This articleseeks to address both of these problems.A C++ template class library for the ecient and convenient implementation of verygeneral Sequential Monte Carlo algorithms is presented. Two example applications areprovided: a simple particle lter for illustrative purposes and a state-of-the-art algorithmfor rare event estimation.

  1. 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.

  2. Quantum Monte Carlo with variable spins.

    Science.gov (United States)

    Melton, Cody A; Bennett, M Chandler; Mitas, Lubos

    2016-06-28

    We investigate the inclusion of variable spins in electronic structure quantum Monte Carlo, with a focus on diffusion Monte Carlo with Hamiltonians that include spin-orbit interactions. Following our previous introduction of fixed-phase spin-orbit diffusion Monte Carlo, we thoroughly discuss the details of the method and elaborate upon its technicalities. We present a proof for an upper-bound property for complex nonlocal operators, which allows for the implementation of T-moves to ensure the variational property. We discuss the time step biases associated with our particular choice of spin representation. Applications of the method are also presented for atomic and molecular systems. We calculate the binding energies and geometry of the PbH and Sn2 molecules, as well as the electron affinities of the 6p row elements in close agreement with experiments.

  3. A brief introduction to Monte Carlo simulation.

    Science.gov (United States)

    Bonate, P L

    2001-01-01

    Simulation affects our life every day through our interactions with the automobile, airline and entertainment industries, just to name a few. The use of simulation in drug development is relatively new, but its use is increasing in relation to the speed at which modern computers run. One well known example of simulation in drug development is molecular modelling. Another use of simulation that is being seen recently in drug development is Monte Carlo simulation of clinical trials. Monte Carlo simulation differs from traditional simulation in that the model parameters are treated as stochastic or random variables, rather than as fixed values. The purpose of this paper is to provide a brief introduction to Monte Carlo simulation methods.

  4. Quantum Monte Carlo with Variable Spins

    CERN Document Server

    Melton, Cody A; Mitas, Lubos

    2016-01-01

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

  5. CosmoPMC: Cosmology Population Monte Carlo

    CERN Document Server

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

    2011-01-01

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

  6. Quantum speedup of Monte Carlo methods.

    Science.gov (United States)

    Montanaro, Ashley

    2015-09-08

    Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently.

  7. Adiabatic optimization versus diffusion Monte Carlo methods

    Science.gov (United States)

    Jarret, Michael; Jordan, Stephen P.; Lackey, Brad

    2016-10-01

    Most experimental and theoretical studies of adiabatic optimization use stoquastic Hamiltonians, whose ground states are expressible using only real nonnegative amplitudes. This raises a question as to whether classical Monte Carlo methods can simulate stoquastic adiabatic algorithms with polynomial overhead. Here we analyze diffusion Monte Carlo algorithms. We argue that, based on differences between L1 and L2 normalized states, these algorithms suffer from certain obstructions preventing them from efficiently simulating stoquastic adiabatic evolution in generality. In practice however, we obtain good performance by introducing a method that we call Substochastic Monte Carlo. In fact, our simulations are good classical optimization algorithms in their own right, competitive with the best previously known heuristic solvers for MAX-k -SAT at k =2 ,3 ,4 .

  8. Self-learning Monte Carlo method

    Science.gov (United States)

    Liu, Junwei; Qi, Yang; Meng, Zi Yang; Fu, Liang

    2017-01-01

    Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of a general and efficient update algorithm for large size systems close to the phase transition, for which local updates perform badly. In this Rapid Communication, we propose a general-purpose Monte Carlo method, dubbed self-learning Monte Carlo (SLMC), in which an efficient update algorithm is first learned from the training data generated in trial simulations and then used to speed up the actual simulation. We demonstrate the efficiency of SLMC in a spin model at the phase transition point, achieving a 10-20 times speedup.

  9. 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...

  10. Parallel Markov chain Monte Carlo simulations.

    Science.gov (United States)

    Ren, Ruichao; Orkoulas, G

    2007-06-07

    With strict detailed balance, parallel Monte Carlo simulation through domain decomposition cannot be validated with conventional Markov chain theory, which describes an intrinsically serial stochastic process. In this work, the parallel version of Markov chain theory and its role in accelerating Monte Carlo simulations via cluster computing is explored. It is shown that sequential updating is the key to improving efficiency in parallel simulations through domain decomposition. A parallel scheme is proposed to reduce interprocessor communication or synchronization, which slows down parallel simulation with increasing number of processors. Parallel simulation results for the two-dimensional lattice gas model show substantial reduction of simulation time for systems of moderate and large size.

  11. Monte Carlo Hamiltonian:Linear Potentials

    Institute of Scientific and Technical Information of China (English)

    LUOXiang-Qian; HelmutKROEGER; 等

    2002-01-01

    We further study the validity of the Monte Carlo Hamiltonian method .The advantage of the method,in comparison with the standard Monte Carlo Lagrangian approach,is its capability to study the excited states.We consider two quantum mechanical models:a symmetric one V(x)=/x/2;and an asymmetric one V(x)==∞,for x<0 and V(x)=2,for x≥0.The results for the spectrum,wave functions and thermodynamical observables are in agreement with the analytical or Runge-Kutta calculations.

  12. Monte Carlo dose distributions for radiosurgery

    Energy Technology Data Exchange (ETDEWEB)

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

    2001-07-01

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

  13. Monte carlo simulations of organic photovoltaics.

    Science.gov (United States)

    Groves, Chris; Greenham, Neil C

    2014-01-01

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

  14. Monte Carlo simulation of neutron scattering instruments

    Energy Technology Data Exchange (ETDEWEB)

    Seeger, P.A.

    1995-12-31

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

  15. A Monte Carlo-type simulation toolbox for Solar System small body dynamics: Application to the October Draconids

    Science.gov (United States)

    Kastinen, D.; Kero, J.

    2017-09-01

    We present the current status and first results from a Monte Carlo-type simulation toolbox for Solar System small body dynamics. We also present fundamental methods for evaluating the results of this type of simulations using convergence criteria. The calculations consider a body in the Solar System with a mass loss mechanism that generates smaller particles. In our application the body, or parent body, is a comet and the mass loss mechanism is a sublimation process. In order to study mass propagation from parent bodies to Earth, we use the toolbox to sample the uncertainty distributions of relevant comet parameters and to find the resulting Earth influx distributions. The initial distributions considered represent orbital elements, sublimation distance, cometary and meteoroid densities, comet and meteoroid sizes and cometary surface activity. Simulations include perturbations from all major planets, radiation pressure and the Poynting-Robertson effect. In this paper we present the results of an initial software validation performed by producing synthetic versions of the 1933, 1946, 2011 and 2012 October Draconids meteor outbursts and comparing them with observational data and previous models. The synthetic meteor showers were generated by ejecting and propagating material from the recognized parent body of the October Draconids; the comet 21P/Giacobini-Zinner. Material was ejected during 17 perihelion passages between 1866 and 1972. Each perihelion passage was sampled with 50 clones of the parent body, all producing meteoroid streams. The clones were drawn from a multidimensional Gaussian distribution on the orbital elements, with distribution variances proportional to observational uncertainties. In the simulations, each clone ejected 8000 particles. Each particle was assigned an individual weight proportional to the mass loss it represented. This generated a total of 6.7 million test particles, out of which 43 thousand entered the Earth's Hill sphere during 1900

  16. Fast sequential Monte Carlo methods for counting and optimization

    CERN Document Server

    Rubinstein, Reuven Y; Vaisman, Radislav

    2013-01-01

    A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems. Written by authorities in the

  17. Monte Carlo methods and models in finance and insurance

    CERN Document Server

    Korn, Ralf

    2010-01-01

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

  18. Properties of Reactive Oxygen Species by Quantum Monte Carlo

    CERN Document Server

    Zen, Andrea; Guidoni, Leonardo

    2014-01-01

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

  19. VARIATIONAL MONTE-CARLO APPROACH FOR ARTICULATED OBJECT TRACKING

    Directory of Open Access Journals (Sweden)

    Kartik Dwivedi

    2013-12-01

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

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

    CERN Document Server

    Lester, William A; Reynolds, PJ

    1994-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Granero Cabanero, D.

    2015-07-01

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

  2. Static and Dynamical Correlation in Diradical Molecules by Quantum Monte Carlo Using the Jastrow Antisymmetrized Geminal Power Ansatz.

    Science.gov (United States)

    Zen, Andrea; Coccia, Emanuele; Luo, Ye; Sorella, Sandro; Guidoni, Leonardo

    2014-03-11

    Diradical molecules are essential species involved in many organic and inorganic chemical reactions. The computational study of their electronic structure is often challenging, because a reliable description of the correlation, and in particular of the static one, requires multireference techniques. The Jastrow correlated antisymmetrized geminal power (JAGP) is a compact and efficient wave function ansatz, based on the valence-bond representation, which can be used within quantum Monte Carlo (QMC) approaches. The AGP part can be rewritten in terms of molecular orbitals, obtaining a multideterminant expansion with zero-seniority number. In the present work we demonstrate the capability of the JAGP ansatz to correctly describe the electronic structure of two diradical prototypes: the orthogonally twisted ethylene, C2H4, and the methylene, CH2, representing respectively a homosymmetric and heterosymmetric system. In the orthogonally twisted ethylene, we find a degeneracy of π and π* molecular orbitals, as correctly predicted by multireference procedures, and our best estimates of the twisting barrier, using respectively the variational Monte Carlo (VMC) and the lattice regularized diffusion Monte Carlo (LRDMC) methods, are 71.9(1) and 70.2(2) kcal/mol, in very good agreement with the high-level MR-CISD+Q value, 69.2 kcal/mol. In the methylene we estimate an adiabatic triplet-singlet (X̃(3)B1-ã(1)A1) energy gap of 8.32(7) and 8.64(6) kcal/mol, using respectively VMC and LRDMC, consistently with the experimental-derived finding for Te, 9.363 kcal/mol. On the other hand, we show that the simple ansatz of a Jastrow correlated single determinant (JSD) wave function is unable to provide an accurate description of the electronic structure in these diradical molecules, both at variational level (VMC torsional barrier of C2H4 of 99.3(2) kcal/mol, triplet-singlet energy gap of CH2 of 13.45(10) kcal/mol) and, more remarkably, in the fixed-nodes projection schemes (LRDMC

  3. A comparison of Monte Carlo generators

    CERN Document Server

    Golan, Tomasz

    2014-01-01

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

  4. Monte Carlo Tools for Jet Quenching

    OpenAIRE

    Zapp, Korinna

    2011-01-01

    A thorough understanding of jet quenching on the basis of multi-particle final states and jet observables requires new theoretical tools. This talk summarises the status and propects of the theoretical description of jet quenching in terms of Monte Carlo generators.

  5. An Introduction to Monte Carlo Methods

    Science.gov (United States)

    Raeside, D. E.

    1974-01-01

    Reviews the principles of Monte Carlo calculation and random number generation in an attempt to introduce the direct and the rejection method of sampling techniques as well as the variance-reduction procedures. Indicates that the increasing availability of computers makes it possible for a wider audience to learn about these powerful methods. (CC)

  6. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

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

    2010-01-01

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

  7. Scalable Domain Decomposed Monte Carlo Particle Transport

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-12-05

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

  8. Monte Carlo methods beyond detailed balance

    NARCIS (Netherlands)

    Schram, Raoul D.; Barkema, Gerard T.

    2015-01-01

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

  9. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

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

    2010-01-01

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

  10. An analysis of Monte Carlo tree search

    CSIR Research Space (South Africa)

    James, S

    2017-02-01

    Full Text Available Monte Carlo Tree Search (MCTS) is a family of directed search algorithms that has gained widespread attention in recent years. Despite the vast amount of research into MCTS, the effect of modifications on the algorithm, as well as the manner...

  11. Monte Carlo Simulation of Counting Experiments.

    Science.gov (United States)

    Ogden, Philip M.

    A computer program to perform a Monte Carlo simulation of counting experiments was written. The program was based on a mathematical derivation which started with counts in a time interval. The time interval was subdivided to form a binomial distribution with no two counts in the same subinterval. Then the number of subintervals was extended to…

  12. Static and dynamical correlation in diradical molecules by Quantum Monte Carlo using the Jastrow Antisymmetrized Geminal Power ansatz

    CERN Document Server

    Zen, Andrea; Luo, Ye; Sorella, Sandro; Guidoni, Leonardo

    2014-01-01

    Diradical molecules are essential species involved in many organic and inorganic chemical reactions. The computational study of their electronic structure is often challenging, because a reliable description of the correlation, and in particular of the static one, requires multi-reference techniques. The Jastrow correlated Antisymmetrized Geminal Power (JAGP) is a compact and efficient wave function ansatz, based on the valence-bond representation, which can be used within Quantum Monte Carlo (QMC) approaches. The AGP part can be rewritten in terms of molecular orbitals, obtaining a multi-determinant expansion with zero-seniority number. In the present work we demonstrate the capability of the JAGP ansatz to correctly describe the electronic structure of two diradical prototypes: the orthogonally twisted ethylene, C2H4, and the methylene, CH2, representing respectively a homosymmetric and heterosymmetric system. On the other hand, we show that the simple ansatz of a Jastrow correlated Single Determinant (JSD)...

  13. Structure and dynamics of Ebola virus matrix protein VP40 by a coarse-grained Monte Carlo simulation

    Science.gov (United States)

    Pandey, Ras; Farmer, Barry

    Ebola virus matrix protein VP40 (consisting of 326 residues) plays a critical role in viral assembly and its functions such as regulation of viral transcription, packaging, and budding of mature virions into the plasma membrane of infected cells. How does the protein VP40 go through structural evolution during the viral life cycle remains an open question? Using a coarse-grained Monte Carlo simulation we investigate the structural evolution of VP40 as a function of temperature with the input of a knowledge-based residue-residue interaction. A number local and global physical quantities (e.g. mobility profile, contact map, radius of gyration, structure factor) are analyzed with our large-scale simulations. Our preliminary data show that the structure of the protein evolves through different state with well-defined morphologies which can be identified and quantified via a detailed analysis of structure factor.

  14. Monte Carlo radiation transport in external beam radiotherapy

    OpenAIRE

    Çeçen, Yiğit

    2013-01-01

    The use of Monte Carlo in radiation transport is an effective way to predict absorbed dose distributions. Monte Carlo modeling has contributed to a better understanding of photon and electron transport by radiotherapy physicists. The aim of this review is to introduce Monte Carlo as a powerful radiation transport tool. In this review, photon and electron transport algorithms for Monte Carlo techniques are investigated and a clinical linear accelerator model is studied for external beam radiot...

  15. 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.

  16. Atomistic Monte Carlo simulation of lipid membranes.

    Science.gov (United States)

    Wüstner, Daniel; Sklenar, Heinz

    2014-01-24

    Biological membranes are complex assemblies of many different molecules of which analysis demands a variety of experimental and computational approaches. In this article, we explain challenges and advantages of atomistic Monte Carlo (MC) simulation of lipid membranes. We provide an introduction into the various move sets that are implemented in current MC methods for efficient conformational sampling of lipids and other molecules. In the second part, we demonstrate for a concrete example, how an atomistic local-move set can be implemented for MC simulations of phospholipid monomers and bilayer patches. We use our recently devised chain breakage/closure (CBC) local move set in the bond-/torsion angle space with the constant-bond-length approximation (CBLA) for the phospholipid dipalmitoylphosphatidylcholine (DPPC). We demonstrate rapid conformational equilibration for a single DPPC molecule, as assessed by calculation of molecular energies and entropies. We also show transition from a crystalline-like to a fluid DPPC bilayer by the CBC local-move MC method, as indicated by the electron density profile, head group orientation, area per lipid, and whole-lipid displacements. We discuss the potential of local-move MC methods in combination with molecular dynamics simulations, for example, for studying multi-component lipid membranes containing cholesterol.

  17. Atomistic Monte Carlo Simulation of Lipid Membranes

    Directory of Open Access Journals (Sweden)

    Daniel Wüstner

    2014-01-01

    Full Text Available Biological membranes are complex assemblies of many different molecules of which analysis demands a variety of experimental and computational approaches. In this article, we explain challenges and advantages of atomistic Monte Carlo (MC simulation of lipid membranes. We provide an introduction into the various move sets that are implemented in current MC methods for efficient conformational sampling of lipids and other molecules. In the second part, we demonstrate for a concrete example, how an atomistic local-move set can be implemented for MC simulations of phospholipid monomers and bilayer patches. We use our recently devised chain breakage/closure (CBC local move set in the bond-/torsion angle space with the constant-bond-length approximation (CBLA for the phospholipid dipalmitoylphosphatidylcholine (DPPC. We demonstrate rapid conformational equilibration for a single DPPC molecule, as assessed by calculation of molecular energies and entropies. We also show transition from a crystalline-like to a fluid DPPC bilayer by the CBC local-move MC method, as indicated by the electron density profile, head group orientation, area per lipid, and whole-lipid displacements. We discuss the potential of local-move MC methods in combination with molecular dynamics simulations, for example, for studying multi-component lipid membranes containing cholesterol.

  18. 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.

  19. Monte Carlo Simulation for Particle Detectors

    CERN Document Server

    Pia, Maria Grazia

    2012-01-01

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

  20. An enhanced Monte Carlo outlier detection method.

    Science.gov (United States)

    Zhang, Liangxiao; Li, Peiwu; Mao, Jin; Ma, Fei; Ding, Xiaoxia; Zhang, Qi

    2015-09-30

    Outlier detection is crucial in building a highly predictive model. In this study, we proposed an enhanced Monte Carlo outlier detection method by establishing cross-prediction models based on determinate normal samples and analyzing the distribution of prediction errors individually for dubious samples. One simulated and three real datasets were used to illustrate and validate the performance of our method, and the results indicated that this method outperformed Monte Carlo outlier detection in outlier diagnosis. After these outliers were removed, the value of validation by Kovats retention indices and the root mean square error of prediction decreased from 3.195 to 1.655, and the average cross-validation prediction error decreased from 2.0341 to 1.2780. This method helps establish a good model by eliminating outliers. © 2015 Wiley Periodicals, Inc.

  1. Composite biasing in Monte Carlo radiative transfer

    CERN Document Server

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

    2016-01-01

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

  2. 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.

  3. Monte Carlo simulations on SIMD computer architectures

    Energy Technology Data Exchange (ETDEWEB)

    Burmester, C.P.; Gronsky, R. [Lawrence Berkeley Lab., CA (United States); Wille, L.T. [Florida Atlantic Univ., Boca Raton, FL (United States). Dept. of Physics

    1992-03-01

    Algorithmic considerations regarding the implementation of various materials science applications of the Monte Carlo technique to single instruction multiple data (SMM) computer architectures are presented. In particular, implementation of the Ising model with nearest, next nearest, and long range screened Coulomb interactions on the SIMD architecture MasPar MP-1 (DEC mpp-12000) series of massively parallel computers is demonstrated. Methods of code development which optimize processor array use and minimize inter-processor communication are presented including lattice partitioning and the use of processor array spanning tree structures for data reduction. Both geometric and algorithmic parallel approaches are utilized. Benchmarks in terms of Monte Carlo updates per second for the MasPar architecture are presented and compared to values reported in the literature from comparable studies on other architectures.

  4. Inhomogeneous Monte Carlo simulations of dermoscopic spectroscopy

    Science.gov (United States)

    Gareau, Daniel S.; Li, Ting; Jacques, Steven; Krueger, James

    2012-03-01

    Clinical skin-lesion diagnosis uses dermoscopy: 10X epiluminescence microscopy. Skin appearance ranges from black to white with shades of blue, red, gray and orange. Color is an important diagnostic criteria for diseases including melanoma. Melanin and blood content and distribution impact the diffuse spectral remittance (300-1000nm). Skin layers: immersion medium, stratum corneum, spinous epidermis, basal epidermis and dermis as well as laterally asymmetric features (eg. melanocytic invasion) were modeled in an inhomogeneous Monte Carlo model.

  5. Handbook of Markov chain Monte Carlo

    CERN Document Server

    Brooks, Steve

    2011-01-01

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

  6. A separable shadow Hamiltonian hybrid Monte Carlo method.

    Science.gov (United States)

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

    2009-11-07

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

  7. Nonequilibrium Candidate Monte Carlo Simulations with Configurational Freezing Schemes.

    Science.gov (United States)

    Giovannelli, Edoardo; Gellini, Cristina; Pietraperzia, Giangaetano; Cardini, Gianni; Chelli, Riccardo

    2014-10-14

    Nonequilibrium Candidate Monte Carlo simulation [Nilmeier et al., Proc. Natl. Acad. Sci. U.S.A. 2011, 108, E1009-E1018] is a tool devised to design Monte Carlo moves with high acceptance probabilities that connect uncorrelated configurations. Such moves are generated through nonequilibrium driven dynamics, producing candidate configurations accepted with a Monte Carlo-like criterion that preserves the equilibrium distribution. The probability of accepting a candidate configuration as the next sample in the Markov chain basically depends on the work performed on the system during the nonequilibrium trajectory and increases with decreasing such a work. It is thus strategically relevant to find ways of producing nonequilibrium moves with low work, namely moves where dissipation is as low as possible. This is the goal of our methodology, in which we combine Nonequilibrium Candidate Monte Carlo with Configurational Freezing schemes developed by Nicolini et al. (J. Chem. Theory Comput. 2011, 7, 582-593). The idea is to limit the configurational sampling to particles of a well-established region of the simulation sample, namely the region where dissipation occurs, while leaving fixed the other particles. This allows to make the system relaxation faster around the region perturbed by the finite-time switching move and hence to reduce the dissipated work, eventually enhancing the probability of accepting the generated move. Our combined approach enhances significantly configurational sampling, as shown by the case of a bistable dimer immersed in a dense fluid.

  8. 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.

  9. Applying polynomial filtering to mass preconditioned Hybrid Monte Carlo

    CERN Document Server

    Haar, Taylor; Zanotti, James; Nakamura, Yoshifumi

    2016-01-01

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

  10. Subtle Monte Carlo Updates in Dense Molecular Systems

    DEFF Research Database (Denmark)

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

    2012-01-01

    Although Markov chain Monte Carlo (MC) simulation is a potentially powerful approach for exploring conformational space, it has been unable to compete with molecular dynamics (MD) in the analysis of high density structural states, such as the native state of globular proteins. Here, we introduce...... as correlations in a multivariate Gaussian distribution. We demonstrate that our method reproduces structural variation in proteins with greater efficiency than current state-of-the-art Monte Carlo methods and has real-time simulation performance on par with molecular dynamics simulations. The presented results...... a kinetic algorithm, CRISP, that greatly enhances the sampling efficiency in all-atom MC simulations of dense systems. The algorithm is based on an exact analytical solution to the classic chain-closure problem, making it possible to express the interdependencies among degrees of freedom in the molecule...

  11. 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.

  12. Thermodynamic properties of van der Waals fluids from Monte Carlo simulations and perturbative Monte Carlo theory.

    Science.gov (United States)

    Díez, A; Largo, J; Solana, J R

    2006-08-21

    Computer simulations have been performed for fluids with van der Waals potential, that is, hard spheres with attractive inverse power tails, to determine the equation of state and the excess energy. On the other hand, the first- and second-order perturbative contributions to the energy and the zero- and first-order perturbative contributions to the compressibility factor have been determined too from Monte Carlo simulations performed on the reference hard-sphere system. The aim was to test the reliability of this "exact" perturbation theory. It has been found that the results obtained from the Monte Carlo perturbation theory for these two thermodynamic properties agree well with the direct Monte Carlo simulations. Moreover, it has been found that results from the Barker-Henderson [J. Chem. Phys. 47, 2856 (1967)] perturbation theory are in good agreement with those from the exact perturbation theory.

  13. Quantum Monte Carlo Study of Random Antiferromagnetic Heisenberg Chain

    OpenAIRE

    Todo, Synge; Kato, Kiyoshi; Takayama, Hajime

    1998-01-01

    Effects of randomness on the spin-1/2 and 1 antiferromagnetic Heisenberg chains are studied using the quantum Monte Carlo method with the continuous-time loop algorithm. We precisely calculated the uniform susceptibility, string order parameter, spatial and temporal correlation length, and the dynamical exponent, and obtained a phase diagram. The generalization of the continuous-time loop algorithm for the systems with higher-S spins is also presented.

  14. Monte Carlo methods in continuous time for lattice Hamiltonians

    CERN Document Server

    Huffman, Emilie

    2016-01-01

    We solve a variety of sign problems for models in lattice field theory using the Hamiltonian formulation, including Yukawa models and simple lattice gauge theories. The solutions emerge naturally in continuous time and use the dual representation for the bosonic fields. These solutions allow us to construct quantum Monte Carlo methods for these problems. The methods could provide an alternative approach to understanding non-perturbative dynamics of some lattice field theories.

  15. 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.

  16. Monte Carlo Volcano Seismic Moment Tensors

    Science.gov (United States)

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

    2015-12-01

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

  17. Influence of free surfaces on microstructure evolution of radiation damage in Fe from molecular dynamics and object kinetic Monte Carlo calculations

    Energy Technology Data Exchange (ETDEWEB)

    Aliaga, Maria J.; Caturla, Maria J. [Facultad de Ciencias, Department Fisica Aplicada, Fase II, Universidad de Alicante, 03690, Alicante (Spain); Dopico, Ignacio; Martin-Bragado, Ignacio [IMDEA Materials Institute, C/Eric Kandel 2, 28906, Getafe, Madrid (Spain)

    2016-11-15

    The influence of surfaces on the evolution of damage of irradiated Fe is studied using object kinetic Monte Carlo with input from molecular dynamics simulations and ab initio calculations. Two effects are analysed: the influence of traps and the initial distribution of damage in the cascade. These simulations show that for a trap concentration of around 100 appm, there are no significant differences between defect concentrations in bulk and thin films. However, the initial distribution of defects plays an important role not only on total defect concentration but also on defect type, for the model used in this study. Damage produced by a 100 keV Fe ion impinging a Fe thin film. Blue (dark) spheres are self-interstitials, red (light) spheres are vacancies. (copyright 2016 The Authors/Employers. Phys. Status Solidi A published by WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

  18. Hybrid Monte Carlo-molecular dynamics algorithm for the study of islands and step edges on semiconductor surfaces: application to Si/Si (001).

    Science.gov (United States)

    Tavazza, F; Nurminen, L; Landau, D P; Kuronen, A; Kaski, K

    2004-09-01

    A classical, hybrid Monte Carlo-molecular dynamic (MC-MD) algorithm is introduced for the study of phenomena like two-dimensional (2D) island stability or step-edge evolution on semiconductor surfaces. This method presents the advantages of working off lattice and utilizing bulk-fitted potentials. It is based on the introduction of collective moves, such as dimer jumps, in the MC algorithm. MD-driven local relaxations are considered as trial moves for the MC. The algorithm is applied to the analysis of 2D Si islands on Si(001). Results on early stages of island formation, island stability versus temperature and system size, and step-edge evolution are presented. In all cases good qualitative agreement with experimental results is found.

  19. Cluster size convergence of the density matrix embedding theory and its dynamical cluster formulation: A study with an auxiliary-field quantum Monte Carlo solver

    Science.gov (United States)

    Zheng, Bo-Xiao; Kretchmer, Joshua S.; Shi, Hao; Zhang, Shiwei; Chan, Garnet Kin-Lic

    2017-01-01

    We investigate the cluster size convergence of the energy and observables using two forms of density matrix embedding theory (DMET): the original cluster form (CDMET) and a new formulation motivated by the dynamical cluster approximation (DCA-DMET). Both methods are applied to the half-filled one- and two-dimensional Hubbard models using a sign-problem free auxiliary-field quantum Monte Carlo impurity solver, which allows for the treatment of large impurity clusters of up to 100 sites. While CDMET is more accurate at smaller impurity cluster sizes, DCA-DMET exhibits faster asymptotic convergence towards the thermodynamic limit. We use our two formulations to produce new accurate estimates for the energy and local moment of the two-dimensional Hubbard model for U /t =2 ,4 ,6 . These results compare favorably with the best data available in the literature, and help resolve earlier uncertainties in the moment for U /t =2 .

  20. Status of Monte-Carlo Event Generators

    Energy Technology Data Exchange (ETDEWEB)

    Hoeche, Stefan; /SLAC

    2011-08-11

    Recent progress on general-purpose Monte-Carlo event generators is reviewed with emphasis on the simulation of hard QCD processes and subsequent parton cascades. Describing full final states of high-energy particle collisions in contemporary experiments is an intricate task. Hundreds of particles are typically produced, and the reactions involve both large and small momentum transfer. The high-dimensional phase space makes an exact solution of the problem impossible. Instead, one typically resorts to regarding events as factorized into different steps, ordered descending in the mass scales or invariant momentum transfers which are involved. In this picture, a hard interaction, described through fixed-order perturbation theory, is followed by multiple Bremsstrahlung emissions off initial- and final-state and, finally, by the hadronization process, which binds QCD partons into color-neutral hadrons. Each of these steps can be treated independently, which is the basic concept inherent to general-purpose event generators. Their development is nowadays often focused on an improved description of radiative corrections to hard processes through perturbative QCD. In this context, the concept of jets is introduced, which allows to relate sprays of hadronic particles in detectors to the partons in perturbation theory. In this talk, we briefly review recent progress on perturbative QCD in event generation. The main focus lies on the general-purpose Monte-Carlo programs HERWIG, PYTHIA and SHERPA, which will be the workhorses for LHC phenomenology. A detailed description of the physics models included in these generators can be found in [8]. We also discuss matrix-element generators, which provide the parton-level input for general-purpose Monte Carlo.

  1. Quantum Monte Carlo for vibrating molecules

    Energy Technology Data Exchange (ETDEWEB)

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

    1996-08-01

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

  2. A Monte Carlo algorithm for degenerate plasmas

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-09-15

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

  3. A note on simultaneous Monte Carlo tests

    DEFF Research Database (Denmark)

    Hahn, Ute

    In this short note, Monte Carlo tests of goodness of fit for data of the form X(t), t ∈ I are considered, that reject the null hypothesis if X(t) leaves an acceptance region bounded by an upper and lower curve for some t in I. A construction of the acceptance region is proposed that complies to a...... to a given target level of rejection, and yields exact p-values. The construction is based on pointwise quantiles, estimated from simulated realizations of X(t) under the null hypothesis....

  4. Archimedes, the Free Monte Carlo simulator

    CERN Document Server

    Sellier, Jean Michel D

    2012-01-01

    Archimedes is the GNU package for Monte Carlo simulations of electron transport in semiconductor devices. The first release appeared in 2004 and since then it has been improved with many new features like quantum corrections, magnetic fields, new materials, GUI, etc. This document represents the first attempt to have a complete manual. Many of the Physics models implemented are described and a detailed description is presented to make the user able to write his/her own input deck. Please, feel free to contact the author if you want to contribute to the project.

  5. Cluster hybrid Monte Carlo simulation algorithms

    Science.gov (United States)

    Plascak, J. A.; Ferrenberg, Alan M.; Landau, D. P.

    2002-06-01

    We show that addition of Metropolis single spin flips to the Wolff cluster-flipping Monte Carlo procedure leads to a dramatic increase in performance for the spin-1/2 Ising model. We also show that adding Wolff cluster flipping to the Metropolis or heat bath algorithms in systems where just cluster flipping is not immediately obvious (such as the spin-3/2 Ising model) can substantially reduce the statistical errors of the simulations. A further advantage of these methods is that systematic errors introduced by the use of imperfect random-number generation may be largely healed by hybridizing single spin flips with cluster flipping.

  6. Introduction to Cluster Monte Carlo Algorithms

    Science.gov (United States)

    Luijten, E.

    This chapter provides an introduction to cluster Monte Carlo algorithms for classical statistical-mechanical systems. A brief review of the conventional Metropolis algorithm is given, followed by a detailed discussion of the lattice cluster algorithm developed by Swendsen and Wang and the single-cluster variant introduced by Wolff. For continuum systems, the geometric cluster algorithm of Dress and Krauth is described. It is shown how their geometric approach can be generalized to incorporate particle interactions beyond hardcore repulsions, thus forging a connection between the lattice and continuum approaches. Several illustrative examples are discussed.

  7. Monte Carlo simulation for the transport beamline

    Energy Technology Data Exchange (ETDEWEB)

    Romano, F.; Cuttone, G.; Jia, S. B.; Varisano, A. [INFN, Laboratori Nazionali del Sud, Via Santa Sofia 62, Catania (Italy); Attili, A.; Marchetto, F.; Russo, G. [INFN, Sezione di Torino, Via P.Giuria, 1 10125 Torino (Italy); Cirrone, G. A. P.; Schillaci, F.; Scuderi, V. [INFN, Laboratori Nazionali del Sud, Via Santa Sofia 62, Catania, Italy and Institute of Physics Czech Academy of Science, ELI-Beamlines project, Na Slovance 2, Prague (Czech Republic); Carpinelli, M. [INFN Sezione di Cagliari, c/o Dipartimento di Fisica, Università di Cagliari, Cagliari (Italy); Tramontana, A. [INFN, Laboratori Nazionali del Sud, Via Santa Sofia 62, Catania, Italy and Università di Catania, Dipartimento di Fisica e Astronomia, Via S. Sofia 64, Catania (Italy)

    2013-07-26

    In the framework of the ELIMED project, Monte Carlo (MC) simulations are widely used to study the physical transport of charged particles generated by laser-target interactions and to preliminarily evaluate fluence and dose distributions. An energy selection system and the experimental setup for the TARANIS laser facility in Belfast (UK) have been already simulated with the GEANT4 (GEometry ANd Tracking) MC toolkit. Preliminary results are reported here. Future developments are planned to implement a MC based 3D treatment planning in order to optimize shots number and dose delivery.

  8. Mosaic crystal algorithm for Monte Carlo simulations

    CERN Document Server

    Seeger, P A

    2002-01-01

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

  9. Diffusion quantum Monte Carlo for molecules

    Energy Technology Data Exchange (ETDEWEB)

    Lester, W.A. Jr.

    1986-07-01

    A quantum mechanical Monte Carlo method has been used for the treatment of molecular problems. The imaginary-time Schroedinger equation written with a shift in zero energy (E/sub T/ - V(R)) can be interpreted as a generalized diffusion equation with a position-dependent rate or branching term. Since diffusion is the continuum limit of a random walk, one may simulate the Schroedinger equation with a function psi (note, not psi/sup 2/) as a density of ''walks.'' The walks undergo an exponential birth and death as given by the rate term. 16 refs., 2 tabs.

  10. Exascale Monte Carlo R&D

    Energy Technology Data Exchange (ETDEWEB)

    Marcus, Ryan C. [Los Alamos National Laboratory

    2012-07-24

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Soran, P.D.

    1988-06-28

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

  12. Minimising biases in full configuration interaction quantum Monte Carlo

    Science.gov (United States)

    Vigor, W. A.; Spencer, J. S.; Bearpark, M. J.; Thom, A. J. W.

    2015-03-01

    We show that Full Configuration Interaction Quantum Monte Carlo (FCIQMC) is a Markov chain in its present form. We construct the Markov matrix of FCIQMC for a two determinant system and hence compute the stationary distribution. These solutions are used to quantify the dependence of the population dynamics on the parameters defining the Markov chain. Despite the simplicity of a system with only two determinants, it still reveals a population control bias inherent to the FCIQMC algorithm. We investigate the effect of simulation parameters on the population control bias for the neon atom and suggest simulation setups to, in general, minimise the bias. We show a reweight ing scheme to remove the bias caused by population control commonly used in diffusion Monte Carlo [Umrigar et al., J. Chem. Phys. 99, 2865 (1993)] is effective and recommend its use as a post processing step.

  13. Minimising biases in full configuration interaction quantum Monte Carlo.

    Science.gov (United States)

    Vigor, W A; Spencer, J S; Bearpark, M J; Thom, A J W

    2015-03-14

    We show that Full Configuration Interaction Quantum Monte Carlo (FCIQMC) is a Markov chain in its present form. We construct the Markov matrix of FCIQMC for a two determinant system and hence compute the stationary distribution. These solutions are used to quantify the dependence of the population dynamics on the parameters defining the Markov chain. Despite the simplicity of a system with only two determinants, it still reveals a population control bias inherent to the FCIQMC algorithm. We investigate the effect of simulation parameters on the population control bias for the neon atom and suggest simulation setups to, in general, minimise the bias. We show a reweight ing scheme to remove the bias caused by population control commonly used in diffusion Monte Carlo [Umrigar et al., J. Chem. Phys. 99, 2865 (1993)] is effective and recommend its use as a post processing step.

  14. Cluster Monte Carlo methods for the FePt Hamiltonian

    Science.gov (United States)

    Lyberatos, A.; Parker, G. J.

    2016-02-01

    Cluster Monte Carlo methods for the classical spin Hamiltonian of FePt with long range exchange interactions are presented. We use a combination of the Swendsen-Wang (or Wolff) and Metropolis algorithms that satisfies the detailed balance condition and ergodicity. The algorithms are tested by calculating the temperature dependence of the magnetization, susceptibility and heat capacity of L10-FePt nanoparticles in a range including the critical region. The cluster models yield numerical results in good agreement within statistical error with the standard single-spin flipping Monte Carlo method. The variation of the spin autocorrelation time with grain size is used to deduce the dynamic exponent of the algorithms. Our cluster models do not provide a more accurate estimate of the magnetic properties at equilibrium.

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

    CERN Document Server

    Georgiev, Danko

    2014-01-01

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

  16. Monte Carlo Methods for Bridging the Timescale Gap

    Science.gov (United States)

    Wilding, Nigel; Landau, David P.

    We identify the origin, and elucidate the character of the extended time-scales that plague computer simulation studies of first and second order phase transitions. A brief survey is provided of a number of new and existing techniques that attempt to circumvent these problems. Attention is then focused on two novel methods with which we have particular experience: “Wang-Landau sampling” and Phase Switch Monte Carlo. Detailed case studies are made of the application of the Wang-Landau approach to calculate the density of states of the 2D Ising model and the Edwards-Anderson spin glass. The principles and operation of Phase Switch Monte Carlo are described and its utility in tackling ‘difficult’ first order phase transitions is illustrated via a case study of hard-sphere freezing. We conclude with a brief overview of promising new methods for the improvement of deterministic, spin dynamics simulations.

  17. Monte Carlo Simulations: Number of Iterations and Accuracy

    Science.gov (United States)

    2015-07-01

    Jessica Schultheis for her editorial review. vi INTENTIONALLY LEFT BLANK. 1 1. Introduction Monte Carlo (MC) methods1 are often used...ARL-TN-0684 ● JULY 2015 US Army Research Laboratory Monte Carlo Simulations: Number of Iterations and Accuracy by William...needed. Do not return it to the originator. ARL-TN-0684 ● JULY 2015 US Army Research Laboratory Monte Carlo Simulations: Number

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2010-11-17

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

  19. Alternative Monte Carlo Approach for General Global Illumination

    Institute of Scientific and Technical Information of China (English)

    徐庆; 李朋; 徐源; 孙济洲

    2004-01-01

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

  20. Validation of Compton Scattering Monte Carlo Simulation Models

    CERN Document Server

    Weidenspointner, Georg; Hauf, Steffen; Hoff, Gabriela; Kuster, Markus; Pia, Maria Grazia; Saracco, Paolo

    2014-01-01

    Several models for the Monte Carlo simulation of Compton scattering on electrons are quantitatively evaluated with respect to a large collection of experimental data retrieved from the literature. Some of these models are currently implemented in general purpose Monte Carlo systems; some have been implemented and evaluated for possible use in Monte Carlo particle transport for the first time in this study. Here we present first and preliminary results concerning total and differential Compton scattering cross sections.

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

    DEFF Research Database (Denmark)

    Mrkvička, Tomáš; Myllymäki, Mari; Hahn, Ute

    with a function as the test statistic, 3) several Monte Carlo tests with functions as test statistics. The rank test has correct (global) type I error in each case and it is accompanied with a p-value and with a graphical interpretation which shows which subtest or which distances of the used test function......The rank envelope test (Myllym\\"aki et al., Global envelope tests for spatial processes, arXiv:1307.0239 [stat.ME]) is proposed as a solution to multiple testing problem for Monte Carlo tests. Three different situations are recognized: 1) a few univariate Monte Carlo tests, 2) a Monte Carlo test...

  2. Effects of pressure, temperature and atomic exchanges on phase separation dynamics in Au/Ni(111) surface alloy: Kinetic Monte Carlo study

    Energy Technology Data Exchange (ETDEWEB)

    Zvejnieks, G. [Institute for Solid State Physics, University of Latvia, Kengaraga 8, LV-1063 Riga (Latvia); Ibenskas, A., E-mail: ibenskas@pfi.lt [Center for Physical Sciences and Technology, Semiconductor Physics Institute, Gostauto 11, LT-01108 Vilnius (Lithuania); Tornau, E.E. [Center for Physical Sciences and Technology, Semiconductor Physics Institute, Gostauto 11, LT-01108 Vilnius (Lithuania)

    2015-11-15

    Instability of the Au/Ni(111) surface alloy is studied in different CO gas pressure, p, and temperature limits using kinetic Monte Carlo simulations. We analyze the reaction front dynamics and formation of Au clusters using the model which takes into account surface adatom pair and three-body interactions, CO adsorption and desorption, catalytic carbonyl formation reaction, Au and Ni adatom diffusion and their concerted exchange. Variation of interaction parameters allows us to identify three possible reaction front propagation limits with different pressure dependencies: (i) slow channel-like flow in agreement with experimental data [1] (step flow rate, R, increases with p), (ii) intermediate regime (weak p–dependence), and (iii) fast homogeneous flow (R decreases with p). We find that only Au–Ni exchange, contrary to both Ni–CO and Au–CO exchanges, significantly reduces the number of screened Ni atoms inside the Au clusters and stimulates the occurrence of Ni-free Au clusters. The size of Au islands depends on both pressure and temperature. At a fixed temperature it decreases with pressure due to an increased step flow rate. In the high temperature limit, despite the step flow rate exponential increase with temperature, the cluster size increases due to an enhanced Au mobility. - Highlights: • Kinetic Monte Carlo study of Au–Ni surface alloy instability to CO pressure and temperature. • Three reaction front propagation regimes. • In channel-like regime, the step flow rate increases with CO pressure as in experiment. • Ni-free Au islands are obtained when Au-Ni adatom exchange mechanism is considered. • The size of Au islands decreases with pressure and increases with temperature.

  3. 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.

  4. Chemical application of diffusion quantum Monte Carlo

    Science.gov (United States)

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

    1983-10-01

    The diffusion quantum Monte Carlo (QMC) method gives a stochastic solution to the Schroedinger equation. As an example the singlet-triplet splitting of the energy of the methylene molecule CH2 is given. The QMC algorithm was implemented on the CYBER 205, first as a direct transcription of the algorithm running on our VAX 11/780, and second by explicitly writing vector code for all loops longer than a crossover length C. The speed of the codes relative to one another as a function of C, and relative to the VAX is discussed. Since CH2 has only eight electrons, most of the loops in this application are fairly short. The longest inner loops run over the set of atomic basis functions. The CPU time dependence obtained versus the number of basis functions is discussed and compared with that obtained from traditional quantum chemistry codes and that obtained from traditional computer architectures. Finally, preliminary work on restructuring the algorithm to compute the separate Monte Carlo realizations in parallel is discussed.

  5. Multi-Index Monte Carlo (MIMC)

    KAUST Repository

    Haji Ali, Abdul Lateef

    2016-01-06

    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, O(TOL-2).

  6. Discrete range clustering using Monte Carlo methods

    Science.gov (United States)

    Chatterji, G. B.; Sridhar, B.

    1993-01-01

    For automatic obstacle avoidance guidance during rotorcraft low altitude flight, a reliable model of the nearby environment is needed. Such a model may be constructed by applying surface fitting techniques to the dense range map obtained by active sensing using radars. However, for covertness, passive sensing techniques using electro-optic sensors are desirable. As opposed to the dense range map obtained via active sensing, passive sensing algorithms produce reliable range at sparse locations, and therefore, surface fitting techniques to fill the gaps in the range measurement are not directly applicable. Both for automatic guidance and as a display for aiding the pilot, these discrete ranges need to be grouped into sets which correspond to objects in the nearby environment. The focus of this paper is on using Monte Carlo methods for clustering range points into meaningful groups. One of the aims of the paper is to explore whether simulated annealing methods offer significant advantage over the basic Monte Carlo method for this class of problems. We compare three different approaches and present application results of these algorithms to a laboratory image sequence and a helicopter flight sequence.

  7. Quantum Monte Carlo Calculations of Neutron Matter

    CERN Document Server

    Carlson, J; Ravenhall, D G

    2003-01-01

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

  8. Quantum Monte Carlo Endstation for Petascale Computing

    Energy Technology Data Exchange (ETDEWEB)

    Lubos Mitas

    2011-01-26

    NCSU research group has been focused on accomplising the key goals of this initiative: establishing new generation of quantum Monte Carlo (QMC) computational tools as a part of Endstation petaflop initiative for use at the DOE ORNL computational facilities and for use by computational electronic structure community at large; carrying out high accuracy quantum Monte Carlo demonstration projects in application of these tools to the forefront electronic structure problems in molecular and solid systems; expanding the impact of QMC methods and approaches; explaining and enhancing the impact of these advanced computational approaches. In particular, we have developed quantum Monte Carlo code (QWalk, www.qwalk.org) which was significantly expanded and optimized using funds from this support and at present became an actively used tool in the petascale regime by ORNL researchers and beyond. These developments have been built upon efforts undertaken by the PI's group and collaborators over the period of the last decade. The code was optimized and tested extensively on a number of parallel architectures including petaflop ORNL Jaguar machine. We have developed and redesigned a number of code modules such as evaluation of wave functions and orbitals, calculations of pfaffians and introduction of backflow coordinates together with overall organization of the code and random walker distribution over multicore architectures. We have addressed several bottlenecks such as load balancing and verified efficiency and accuracy of the calculations with the other groups of the Endstation team. The QWalk package contains about 50,000 lines of high quality object-oriented C++ and includes also interfaces to data files from other conventional electronic structure codes such as Gamess, Gaussian, Crystal and others. This grant supported PI for one month during summers, a full-time postdoc and partially three graduate students over the period of the grant duration, it has resulted in 13

  9. Finding organic vapors - a Monte Carlo approach

    Science.gov (United States)

    Vuollekoski, Henri; Boy, Michael; Kerminen, Veli-Matti; Kulmala, Markku

    2010-05-01

    drawbacks in accuracy, the inability to find diurnal variation and the lack of size resolution. Here, we aim to shed some light onto the problem by applying an ad hoc Monte Carlo algorithm to a well established aerosol dynamical model, the University of Helsinki Multicomponent Aerosol model (UHMA). By performing a side-by-side comparison with measurement data within the algorithm, this approach has the significant advantage of decreasing the amount of manual labor. But more importantly, by basing the comparison on particle number size distribution data - a quantity that can be quite reliably measured - the accuracy of the results is good.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-09-14

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

  11. Cluster Monte Carlo methods for the FePt Hamiltonian

    Energy Technology Data Exchange (ETDEWEB)

    Lyberatos, A., E-mail: lyb@materials.uoc.gr [Materials Science and Technology Department, P.O. Box 2208, 71003 Heraklion (Greece); Parker, G.J. [HGST, A Western Digital Company, 3403 Yerba Buena Road, San Jose, CA 95135 (United States)

    2016-02-15

    Cluster Monte Carlo methods for the classical spin Hamiltonian of FePt with long range exchange interactions are presented. We use a combination of the Swendsen–Wang (or Wolff) and Metropolis algorithms that satisfies the detailed balance condition and ergodicity. The algorithms are tested by calculating the temperature dependence of the magnetization, susceptibility and heat capacity of L1{sub 0}-FePt nanoparticles in a range including the critical region. The cluster models yield numerical results in good agreement within statistical error with the standard single-spin flipping Monte Carlo method. The variation of the spin autocorrelation time with grain size is used to deduce the dynamic exponent of the algorithms. Our cluster models do not provide a more accurate estimate of the magnetic properties at equilibrium. - Highlights: • A new cluster Monte Carlo algorithm was applied to FePt nanoparticles. • Magnetic anisotropy imposes a restriction on cluster moves. • Inclusion of Metropolis steps is required to satisfy ergodicity. • In the critical region a percolating cluster occurs for any grain size. • Critical slowing down is not solved by the new cluster algorithms.

  12. Hydration structure in concentrated aqueous lithium chloride solutions: A reverse Monte Carlo based combination of molecular dynamics simulations and diffraction data

    Science.gov (United States)

    Harsányi, I.; Pusztai, L.

    2012-11-01

    We report on a comparison of three interaction potential models of water (SPC/E, TIP4P-2005, and SWM4-DP) for describing the structure of concentrated aqueous lithium chloride solutions. Classical molecular dynamics simulations have been carried out and total scattering structure factors, calculated from the particle configurations, were compared with experimental diffraction data. Later, reverse Monte Carlo structural modelling was applied for refining molecular dynamics results, so that particle configurations consistent with neutron and X-ray diffraction data could be prepared that, at the same time, were as close as possible to the final stage of the molecular dynamics simulations. Partial radial distribution functions, first neighbors, and angular correlations were analysed further from the best fitting particle configurations. It was found that none of the water potential models describe the structure perfectly; overall, the SWM4-DP model seems to be the most promising. At the highest concentrations the SPC/E model appears to provide the best approximation of the water structure, whereas the TIP4P-2005 model proved to be the most successful for estimating the lithium-oxygen partial radial distribution function at each concentration.

  13. Monte Carlo simulation of classical spin models with chaotic billiards.

    Science.gov (United States)

    Suzuki, Hideyuki

    2013-11-01

    It has recently been shown that the computing abilities of Boltzmann machines, or Ising spin-glass models, can be implemented by chaotic billiard dynamics without any use of random numbers. In this paper, we further numerically investigate the capabilities of the chaotic billiard dynamics as a deterministic alternative to random Monte Carlo methods by applying it to classical spin models in statistical physics. First, we verify that the billiard dynamics can yield samples that converge to the true distribution of the Ising model on a small lattice, and we show that it appears to have the same convergence rate as random Monte Carlo sampling. Second, we apply the billiard dynamics to finite-size scaling analysis of the critical behavior of the Ising model and show that the phase-transition point and the critical exponents are correctly obtained. Third, we extend the billiard dynamics to spins that take more than two states and show that it can be applied successfully to the Potts model. We also discuss the possibility of extensions to continuous-valued models such as the XY model.

  14. Morse Monte Carlo Radiation Transport Code System

    Energy Technology Data Exchange (ETDEWEB)

    Emmett, M.B.

    1975-02-01

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

  15. Monte Carlo simulation of neutron scattering instruments

    Energy Technology Data Exchange (ETDEWEB)

    Seeger, P.A.; Daemen, L.L.; Hjelm, R.P. Jr.

    1998-12-01

    A code package consisting of the Monte Carlo Library MCLIB, the executing code MC{_}RUN, the web application MC{_}Web, and various ancillary codes is proposed as an open standard for simulation of neutron scattering instruments. The architecture of the package includes structures to define surfaces, regions, and optical elements contained in regions. A particle is defined by its vector position and velocity, its time of flight, its mass and charge, and a polarization vector. The MC{_}RUN code handles neutron transport and bookkeeping, while the action on the neutron within any region is computed using algorithms that may be deterministic, probabilistic, or a combination. Complete versatility is possible because the existing library may be supplemented by any procedures a user is able to code. Some examples are shown.

  16. Atomistic Monte Carlo simulation of lipid membranes

    DEFF Research Database (Denmark)

    Wüstner, Daniel; Sklenar, Heinz

    2014-01-01

    , as assessed by calculation of molecular energies and entropies. We also show transition from a crystalline-like to a fluid DPPC bilayer by the CBC local-move MC method, as indicated by the electron density profile, head group orientation, area per lipid, and whole-lipid displacements. We discuss the potential......Biological membranes are complex assemblies of many different molecules of which analysis demands a variety of experimental and computational approaches. In this article, we explain challenges and advantages of atomistic Monte Carlo (MC) simulation of lipid membranes. We provide an introduction...... into the various move sets that are implemented in current MC methods for efficient conformational sampling of lipids and other molecules. In the second part, we demonstrate for a concrete example, how an atomistic local-move set can be implemented for MC simulations of phospholipid monomers and bilayer patches...

  17. Experimental Monte Carlo Quantum Process Certification

    CERN Document Server

    Steffen, L; Fedorov, A; Baur, M; Wallraff, A

    2012-01-01

    Experimental implementations of quantum information processing have now reached a level of sophistication where quantum process tomography is impractical. The number of experimental settings as well as the computational cost of the data post-processing now translates to days of effort to characterize even experiments with as few as 8 qubits. Recently a more practical approach to determine the fidelity of an experimental quantum process has been proposed, where the experimental data is compared directly to an ideal process using Monte Carlo sampling. Here we present an experimental implementation of this scheme in a circuit quantum electrodynamics setup to determine the fidelity of two qubit gates, such as the cphase and the cnot gate, and three qubit gates, such as the Toffoli gate and two sequential cphase gates.

  18. Gas discharges modeling by Monte Carlo technique

    Directory of Open Access Journals (Sweden)

    Savić Marija

    2010-01-01

    Full Text Available The basic assumption of the Townsend theory - that ions produce secondary electrons - is valid only in a very narrow range of the reduced electric field E/N. In accordance with the revised Townsend theory that was suggested by Phelps and Petrović, secondary electrons are produced in collisions of ions, fast neutrals, metastable atoms or photons with the cathode, or in gas phase ionizations by fast neutrals. In this paper we tried to build up a Monte Carlo code that can be used to calculate secondary electron yields for different types of particles. The obtained results are in good agreement with the analytical results of Phelps and. Petrović [Plasma Sourc. Sci. Technol. 8 (1999 R1].

  19. On nonlinear Markov chain Monte Carlo

    CERN Document Server

    Andrieu, Christophe; Doucet, Arnaud; Del Moral, Pierre; 10.3150/10-BEJ307

    2011-01-01

    Let $\\mathscr{P}(E)$ be the space of probability measures on a measurable space $(E,\\mathcal{E})$. In this paper we introduce a class of nonlinear Markov chain Monte Carlo (MCMC) methods for simulating from a probability measure $\\pi\\in\\mathscr{P}(E)$. Nonlinear Markov kernels (see [Feynman--Kac Formulae: Genealogical and Interacting Particle Systems with Applications (2004) Springer]) $K:\\mathscr{P}(E)\\times E\\rightarrow\\mathscr{P}(E)$ can be constructed to, in some sense, improve over MCMC methods. However, such nonlinear kernels cannot be simulated exactly, so approximations of the nonlinear kernels are constructed using auxiliary or potentially self-interacting chains. Several nonlinear kernels are presented and it is demonstrated that, under some conditions, the associated approximations exhibit a strong law of large numbers; our proof technique is via the Poisson equation and Foster--Lyapunov conditions. We investigate the performance of our approximations with some simulations.

  20. Monte Carlo exploration of warped Higgsless models

    Energy Technology Data Exchange (ETDEWEB)

    Hewett, JoAnne L.; Lillie, Benjamin; Rizzo, Thomas Gerard [Stanford Linear Accelerator Center, 2575 Sand Hill Rd., Menlo Park, CA, 94025 (United States)]. E-mail: rizzo@slac.stanford.edu

    2004-10-01

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

  1. Monte Carlo Exploration of Warped Higgsless Models

    CERN Document Server

    Hewett, J L; Rizzo, T G

    2004-01-01

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

  2. Monte Carlo Implementation of Polarized Hadronization

    CERN Document Server

    Matevosyan, Hrayr H; Thomas, Anthony W

    2016-01-01

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

  3. Commensurabilities between ETNOs: a Monte Carlo survey

    CERN Document Server

    Marcos, C de la Fuente

    2016-01-01

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

  4. Lunar Regolith Albedos Using Monte Carlos

    Science.gov (United States)

    Wilson, T. L.; Andersen, V.; Pinsky, L. S.

    2003-01-01

    The analysis of planetary regoliths for their backscatter albedos produced by cosmic rays (CRs) is important for space exploration and its potential contributions to science investigations in fundamental physics and astrophysics. Albedos affect all such experiments and the personnel that operate them. Groups have analyzed the production rates of various particles and elemental species by planetary surfaces when bombarded with Galactic CR fluxes, both theoretically and by means of various transport codes, some of which have emphasized neutrons. Here we report on the preliminary results of our current Monte Carlo investigation into the production of charged particles, neutrons, and neutrinos by the lunar surface using FLUKA. In contrast to previous work, the effects of charm are now included.

  5. Nuclear reactions in Monte Carlo codes.

    Science.gov (United States)

    Ferrari, A; Sala, P R

    2002-01-01

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

  6. Geometric Monte Carlo and Black Janus Geometries

    CERN Document Server

    Bak, Dongsu; Kim, Kyung Kiu; Min, Hyunsoo; Song, Jeong-Pil

    2016-01-01

    We describe an application of the Monte Carlo method to the Janus deformation of the black brane background. We present numerical results for three and five dimensional black Janus geometries with planar and spherical interfaces. In particular, we argue that the 5D geometry with a spherical interface has an application in understanding the finite temperature bag-like QCD model via the AdS/CFT correspondence. The accuracy and convergence of the algorithm are evaluated with respect to the grid spacing. The systematic errors of the method are determined using an exact solution of 3D black Janus. This numerical approach for solving linear problems is unaffected initial guess of a trial solution and can handle an arbitrary geometry under various boundary conditions in the presence of source fields.

  7. Modeling neutron guides using Monte Carlo simulations

    CERN Document Server

    Wang, D Q; Crow, M L; Wang, X L; Lee, W T; Hubbard, C R

    2002-01-01

    Four neutron guide geometries, straight, converging, diverging and curved, were characterized using Monte Carlo ray-tracing simulations. The main areas of interest are the transmission of the guides at various neutron energies and the intrinsic time-of-flight (TOF) peak broadening. Use of a delta-function time pulse from a uniform Lambert neutron source allows one to quantitatively simulate the effect of guides' geometry on the TOF peak broadening. With a converging guide, the intensity and the beam divergence increases while the TOF peak width decreases compared with that of a straight guide. By contrast, use of a diverging guide decreases the intensity and the beam divergence, and broadens the width (in TOF) of the transmitted neutron pulse.

  8. Accurate barrier heights using diffusion Monte Carlo

    CERN Document Server

    Krongchon, Kittithat; Wagner, Lucas K

    2016-01-01

    Fixed node diffusion Monte Carlo (DMC) has been performed on a test set of forward and reverse barrier heights for 19 non-hydrogen-transfer reactions, and the nodal error has been assessed. The DMC results are robust to changes in the nodal surface, as assessed by using different mean-field techniques to generate single determinant wave functions. Using these single determinant nodal surfaces, DMC results in errors of 1.5(5) kcal/mol on barrier heights. Using the large data set of DMC energies, we attempted to find good descriptors of the fixed node error. It does not correlate with a number of descriptors including change in density, but does correlate with the gap between the highest occupied and lowest unoccupied orbital energies in the mean-field calculation.

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

    Science.gov (United States)

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

    2007-12-01

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

  10. QUANTUM MONTE-CARLO SIMULATIONS - ALGORITHMS, LIMITATIONS AND APPLICATIONS

    NARCIS (Netherlands)

    DERAEDT, H

    1992-01-01

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

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

    CERN Document Server

    Wagner, Lucas K; Mitas, Lubos

    2007-01-01

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

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

    NARCIS (Netherlands)

    Raedt, H. De

    1992-01-01

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

  13. Reporting Monte Carlo Studies in Structural Equation Modeling

    NARCIS (Netherlands)

    Boomsma, Anne

    2013-01-01

    In structural equation modeling, Monte Carlo simulations have been used increasingly over the last two decades, as an inventory from the journal Structural Equation Modeling illustrates. Reaching out to a broad audience, this article provides guidelines for reporting Monte Carlo studies in that fiel

  14. Practical schemes for accurate forces in quantum Monte Carlo

    NARCIS (Netherlands)

    Moroni, S.; Saccani, S.; Filippi, Claudia

    2014-01-01

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

  15. 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

  16. The Monte Carlo Method. Popular Lectures in Mathematics.

    Science.gov (United States)

    Sobol', I. M.

    The Monte Carlo Method is a method of approximately solving mathematical and physical problems by the simulation of random quantities. The principal goal of this booklet is to suggest to specialists in all areas that they will encounter problems which can be solved by the Monte Carlo Method. Part I of the booklet discusses the simulation of random…

  17. 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.

  18. Sensitivity of Monte Carlo simulations to input distributions

    Energy Technology Data Exchange (ETDEWEB)

    RamoRao, B. S.; Srikanta Mishra, S.; McNeish, J.; Andrews, R. W.

    2001-07-01

    The sensitivity of the results of a Monte Carlo simulation to the shapes and moments of the probability distributions of the input variables is studied. An economical computational scheme is presented as an alternative to the replicate Monte Carlo simulations and is explained with an illustrative example. (Author) 4 refs.

  19. Quantum Monte Carlo using a Stochastic Poisson Solver

    Energy Technology Data Exchange (ETDEWEB)

    Das, D; Martin, R M; Kalos, M H

    2005-05-06

    Quantum Monte Carlo (QMC) is an extremely powerful method to treat many-body systems. Usually quantum Monte Carlo has been applied in cases where the interaction potential has a simple analytic form, like the 1/r Coulomb potential. However, in a complicated environment as in a semiconductor heterostructure, the evaluation of the interaction itself becomes a non-trivial problem. Obtaining the potential from any grid-based finite-difference method, for every walker and every step is unfeasible. We demonstrate an alternative approach of solving the Poisson equation by a classical Monte Carlo within the overall quantum Monte Carlo scheme. We have developed a modified ''Walk On Spheres'' algorithm using Green's function techniques, which can efficiently account for the interaction energy of walker configurations, typical of quantum Monte Carlo algorithms. This stochastically obtained potential can be easily incorporated within popular quantum Monte Carlo techniques like variational Monte Carlo (VMC) or diffusion Monte Carlo (DMC). We demonstrate the validity of this method by studying a simple problem, the polarization of a helium atom in the electric field of an infinite capacitor.

  20. Further experience in Bayesian analysis using Monte Carlo Integration

    NARCIS (Netherlands)

    H.K. van Dijk (Herman); T. Kloek (Teun)

    1980-01-01

    textabstractAn earlier paper [Kloek and Van Dijk (1978)] is extended in three ways. First, Monte Carlo integration is performed in a nine-dimensional parameter space of Klein's model I [Klein (1950)]. Second, Monte Carlo is used as a tool for the elicitation of a uniform prior on a finite region by

  1. 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.

  2. 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.

  3. Practical schemes for accurate forces in quantum Monte Carlo

    NARCIS (Netherlands)

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

    2014-01-01

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

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

    CERN Document Server

    Caciulescu, Alexandru Razvan

    2016-01-01

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

  5. Accelerated GPU based SPECT Monte Carlo simulations

    Science.gov (United States)

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

    2016-06-01

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

  6. Monte Carlo modelling of TRIGA research reactor

    Science.gov (United States)

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

    2010-10-01

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

  7. Accelerated GPU based SPECT Monte Carlo simulations.

    Science.gov (United States)

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

    2016-06-07

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

  8. Monte Carlo scatter correction for SPECT

    Science.gov (United States)

    Liu, Zemei

    The goal of this dissertation is to present a quantitatively accurate and computationally fast scatter correction method that is robust and easily accessible for routine applications in SPECT imaging. A Monte Carlo based scatter estimation method is investigated and developed further. The Monte Carlo simulation program SIMIND (Simulating Medical Imaging Nuclear Detectors), was specifically developed to simulate clinical SPECT systems. The SIMIND scatter estimation (SSE) method was developed further using a multithreading technique to distribute the scatter estimation task across multiple threads running concurrently on multi-core CPU's to accelerate the scatter estimation process. An analytical collimator that ensures less noise was used during SSE. The research includes the addition to SIMIND of charge transport modeling in cadmium zinc telluride (CZT) detectors. Phenomena associated with radiation-induced charge transport including charge trapping, charge diffusion, charge sharing between neighboring detector pixels, as well as uncertainties in the detection process are addressed. Experimental measurements and simulation studies were designed for scintillation crystal based SPECT and CZT based SPECT systems to verify and evaluate the expanded SSE method. Jaszczak Deluxe and Anthropomorphic Torso Phantoms (Data Spectrum Corporation, Hillsborough, NC, USA) were used for experimental measurements and digital versions of the same phantoms employed during simulations to mimic experimental acquisitions. This study design enabled easy comparison of experimental and simulated data. The results have consistently shown that the SSE method performed similarly or better than the triple energy window (TEW) and effective scatter source estimation (ESSE) methods for experiments on all the clinical SPECT systems. The SSE method is proven to be a viable method for scatter estimation for routine clinical use.

  9. Dynamic 99mTc-MAG3 renography: images for quality control obtained by combining pharmacokinetic modelling, an anthropomorphic computer phantom and Monte Carlo simulated scintillation camera imaging

    Science.gov (United States)

    Brolin, Gustav; Sjögreen Gleisner, Katarina; Ljungberg, Michael

    2013-05-01

    In dynamic renal scintigraphy, the main interest is the radiopharmaceutical redistribution as a function of time. Quality control (QC) of renal procedures often relies on phantom experiments to compare image-based results with the measurement setup. A phantom with a realistic anatomy and time-varying activity distribution is therefore desirable. This work describes a pharmacokinetic (PK) compartment model for 99mTc-MAG3, used for defining a dynamic whole-body activity distribution within a digital phantom (XCAT) for accurate Monte Carlo (MC)-based images for QC. Each phantom structure is assigned a time-activity curve provided by the PK model, employing parameter values consistent with MAG3 pharmacokinetics. This approach ensures that the total amount of tracer in the phantom is preserved between time points, and it allows for modifications of the pharmacokinetics in a controlled fashion. By adjusting parameter values in the PK model, different clinically realistic scenarios can be mimicked, regarding, e.g., the relative renal uptake and renal transit time. Using the MC code SIMIND, a complete set of renography images including effects of photon attenuation, scattering, limited spatial resolution and noise, are simulated. The obtained image data can be used to evaluate quantitative techniques and computer software in clinical renography.

  10. Fission Matrix Capability for MCNP Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-09-05

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

  11. Vectorized Monte Carlo methods for reactor lattice analysis

    Science.gov (United States)

    Brown, F. B.

    1984-01-01

    Some of the new computational methods and equivalent mathematical representations of physics models used in the MCV code, a vectorized continuous-enery Monte Carlo code for use on the CYBER-205 computer are discussed. While the principal application of MCV is the neutronics analysis of repeating reactor lattices, the new methods used in MCV should be generally useful for vectorizing Monte Carlo for other applications. For background, a brief overview of the vector processing features of the CYBER-205 is included, followed by a discussion of the fundamentals of Monte Carlo vectorization. The physics models used in the MCV vectorized Monte Carlo code are then summarized. The new methods used in scattering analysis are presented along with details of several key, highly specialized computational routines. Finally, speedups relative to CDC-7600 scalar Monte Carlo are discussed.

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

    CERN Document Server

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

    2001-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-12-01

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

  14. Monte Carlo studies of model Langmuir monolayers.

    Science.gov (United States)

    Opps, S B; Yang, B; Gray, C G; Sullivan, D E

    2001-04-01

    This paper examines some of the basic properties of a model Langmuir monolayer, consisting of surfactant molecules deposited onto a water subphase. The surfactants are modeled as rigid rods composed of a head and tail segment of diameters sigma(hh) and sigma(tt), respectively. The tails consist of n(t) approximately 4-7 effective monomers representing methylene groups. These rigid rods interact via site-site Lennard-Jones potentials with different interaction parameters for the tail-tail, head-tail, and head-head interactions. In a previous paper, we studied the ground-state properties of this system using a Landau approach. In the present paper, Monte Carlo simulations were performed in the canonical ensemble to elucidate the finite-temperature behavior of this system. Simulation techniques, incorporating a system of dynamic filters, allow us to decrease CPU time with negligible statistical error. This paper focuses on several of the key parameters, such as density, head-tail diameter mismatch, and chain length, responsible for driving transitions from uniformly tilted to untilted phases and between different tilt-ordered phases. Upon varying the density of the system, with sigma(hh)=sigma(tt), we observe a transition from a tilted (NNN)-condensed phase to an untilted-liquid phase and, upon comparison with recent experiments with fatty acid-alcohol and fatty acid-ester mixtures [M. C. Shih, M. K. Durbin, A. Malik, P. Zschack, and P. Dutta, J. Chem. Phys. 101, 9132 (1994); E. Teer, C. M. Knobler, C. Lautz, S. Wurlitzer, J. Kildae, and T. M. Fischer, J. Chem. Phys. 106, 1913 (1997)], we identify this as the L'(2)/Ov-L1 phase boundary. By varying the head-tail diameter ratio, we observe a decrease in T(c) with increasing mismatch. However, as the chain length was increased we observed that the transition temperatures increased and differences in T(c) due to head-tail diameter mismatch were diminished. In most of the present research, the water was treated as a hard

  15. A survey of sequential Monte Carlo methods for economics and finance

    OpenAIRE

    Creal, D.D.

    2009-01-01

    This paper serves as an introduction and survey for economists to the field of sequential Monte Carlo methods which are also known as particle filters. Sequential Monte Carlo methods are simulation based algorithms used to compute the high-dimensional and/or complex integrals that arise regularly in applied work. These methods are becoming increasingly popular in economics and finance; from dynamic stochastic general equilibrium models in macro-economics to option pricing. The objective of th...

  16. Lattice Monte-Carlo study of pre-conformal dynamics in strongly flavoured QCD in the light of the chiral phase transition at finite temperature

    CERN Document Server

    Miura, Kohtaroh

    2012-01-01

    We study the thermal phase transition in colour SU(3) Quantum Chromodynamics (QCD) with a variable number of fermions in the fundamental representation by using lattice Monte-Carlo simulations. We collect the (pseudo) critical couplings for N_f=(0, 4, 6,8), and we investigate the pre-conformal dynamics associated with the infra-red fixed point in terms of the N_f dependence of the transition temperature. We propose three independent estimates of the number of flavour N_f^* where the conformal phase would emerge, which give consistent results within the largish errors. We consider lines of fixed N_t in the space of (N_f, bare lattice coupling), and locate the vanishing of the step scaling function for N_f^*\\sim 11.1\\pm 1.6. We define a typical interaction strength (g_TC) at the scale of critical temperature T_c, and we find that g_TC meets the zero temperature critical couplings estimated by the two-loop Schwinger Dyson equation or the IRFP coupling in the four-loop beta-function at N_f^*\\sim 12.5\\pm 0.7. Furt...

  17. Non-thermodynamic approach to including bombardment-induced post-cascade redistribution of point defects in dynamic Monte Carlo code

    Energy Technology Data Exchange (ETDEWEB)

    Ignatova, V.A. E-mail: velislav@uia.ua.ac.be; Chakarov, I.R.; Katardjiev, I.V

    2003-04-01

    The redistribution of the elements as a result of atomic relocations produced by the ions and the recoils due to the ballistic and transport processes is investigated by making use of a dynamic Monte Carlo code. Phenomena, such as radiation-enhanced diffusion (RED) and bombardment-induced segregation (BIS) triggered by the ion bombardment may also contribute to the migration of atoms within the target. In order to include both RED and BIS in the code, we suggest an approach which is considered as an extension of the binary collision approximation, i.e. it takes place 'simultaneously' with the cascade and acts as a correction to the particle redistribution for low energies. Both RED and BIS models are based on the common approach to treat the transport processes as a result of a random migration of point defects (vacancies and interstitials) according to a probability given by a pre-defined Gaussian. The models are tested and the influence of the diffusion and segregation is illustrated in the cases of 12 keV {sup 121}Sb{sup +} implantation at low fluence in SiO{sub 2}/Si substrate and of self-sputtering of Ga{sup +} ions during profiling of SiO{sub 2}/Si interfaces.

  18. Non-thermodynamic approach to including bombardment-induced post-cascade redistribution of point defects in dynamic Monte Carlo code

    CERN Document Server

    Ignatova, V A; Katardjiev, I V

    2003-01-01

    The redistribution of the elements as a result of atomic relocations produced by the ions and the recoils due to the ballistic and transport processes is investigated by making use of a dynamic Monte Carlo code. Phenomena, such as radiation-enhanced diffusion (RED) and bombardment-induced segregation (BIS) triggered by the ion bombardment may also contribute to the migration of atoms within the target. In order to include both RED and BIS in the code, we suggest an approach which is considered as an extension of the binary collision approximation, i.e. it takes place 'simultaneously' with the cascade and acts as a correction to the particle redistribution for low energies. Both RED and BIS models are based on the common approach to treat the transport processes as a result of a random migration of point defects (vacancies and interstitials) according to a probability given by a pre-defined Gaussian. The models are tested and the influence of the diffusion and segregation is illustrated in the cases of 12 keV ...

  19. Atomistic simulations of the Fe K-edge EXAFS in FeF3 using molecular dynamics and reverse Monte Carlo methods

    Science.gov (United States)

    Jonane, Inga; Timoshenko, Janis; Kuzmin, Alexei

    2016-10-01

    Atomistic simulations of the experimental Fe K-edge extended x-ray absorption fine structure (EXAFS) of rhombohedral (space group R\\bar{3}c) FeF3 at T = 300 K were performed using classical molecular dynamics and reverse Monte Carlo (RMC) methods. The use of two complementary theoretical approaches allowed us to account accurately for thermal disorder effects in EXAFS and to validate the developed force-field model, which was constructed as a sum of two-body Buckingham-type (Fe-F and F-F), three-body harmonic (Fe-F-Fe) and Coulomb potentials. We found that the shape of the Fe K-edge EXAFS spectrum of FeF3 is a more sensitive probe for the determination of potential parameters than the values of structural parameters (a, c, x(F)) available from diffraction studies. The best overall agreement between the experimental and theoretical EXAFS spectra calculated using ab initio multiple-scattering approach was obtained for the iron effective charge q(Fe) = 1.71. The RMC method coupled with the evolutionary algorithm was used for more elaborate analysis of the EXAFS data. The obtained results suggest that our force-field model slightly underestimates the amplitude of thermal vibrations of fluorine atoms in the direction perpendicular to the Fe-F bonds.

  20. Monte Carlo Simulations of High-speed, Time-gated MCP-based X-ray Detectors: Saturation Effects in DC and Pulsed Modes and Detector Dynamic Range

    Energy Technology Data Exchange (ETDEWEB)

    Craig Kruschwitz, Ming Wu, Ken Moy, Greg Rochau

    2008-10-31

    We present here results of continued efforts to understand the performance of microchannel plate (MCP)–based, high-speed, gated, x-ray detectors. This work involves the continued improvement of a Monte Carlo simulation code to describe MCP performance coupled with experimental efforts to better characterize such detectors. Our goal is a quantitative description of MCP saturation behavior in both static and pulsed modes. We have developed a new model of charge buildup on the walls of the MCP channels and measured its effect on MCP gain. The results are compared to experimental data obtained with a short-pulse, high-intensity ultraviolet laser; these results clearly demonstrate MCP saturation behavior in both DC and pulsed modes. The simulations compare favorably to the experimental results. The dynamic range of the detectors in pulsed operation is of particular interest when fielding an MCP–based camera. By adjusting the laser flux we study the linear range of the camera. These results, too, are compared to our simulations.

  1. Diffusion and Adsorption of Benzene and Propylene in MFI, MWW and BEA Zeolites: Molecular Dynamics and Grand Canonical Monte Carlo Simulations

    Institute of Scientific and Technical Information of China (English)

    SUN Xiao-yan; JIAO Wei; XIANG Shu-guang; LI Jian-wei

    2011-01-01

    The diffusion and adsorption behaviors of benzene and propylene in zeolites MFI, MWW and BEA have been studied by molecular dynamics(MD) and grand canonical Monte Carlo(GCMC) simulations. The diffusion coefficients of benzene and propylene in MFI, MWW and BEA zeolites were calculated by simulating the mean-square displacements(MSD) at 298 and 600 K. Benzene and propylene showed the different adsorption rules in the channels of the three zeolites. For propylene, the molecular loadings decreased in the order: BEA(linear channel)〉BEA (tortuous channel)〉MFI(linear channel)〉MWW(l2-membered rings, 12MR channel)〉MFI(tortuous channel)〉MWW (10-membered rings, 10MR channel); for benzene, the molecular loadings decreased in the order: BEA(linear channel)〉BEA(tortuous channel)〉MWW(l2MR channel)〉MFI(linear channel)〉MFl(tortuous channel)〉MWW(10MR channel). Besides, the adsorption isotherms of benzene and propylene in the three zeolites at 298 and 443 K were simulated. The results show that the different factors influenced the molecular adsorption at various temperatures and pressures, leading to the different rules for the adsorption of benzene and propylene molecules in the zeolites. At a low pressure, the unfavorable energy would make the loadings of propylene lower than those of benzene. When pressure was higher than 0.25 kPa, the adsorption of benzene in MFI would nearly reach saturation.

  2. Subtle Monte Carlo Updates in Dense Molecular Systems.

    Science.gov (United States)

    Bottaro, Sandro; Boomsma, Wouter; E Johansson, Kristoffer; Andreetta, Christian; Hamelryck, Thomas; Ferkinghoff-Borg, Jesper

    2012-02-14

    Although Markov chain Monte Carlo (MC) simulation is a potentially powerful approach for exploring conformational space, it has been unable to compete with molecular dynamics (MD) in the analysis of high density structural states, such as the native state of globular proteins. Here, we introduce a kinetic algorithm, CRISP, that greatly enhances the sampling efficiency in all-atom MC simulations of dense systems. The algorithm is based on an exact analytical solution to the classic chain-closure problem, making it possible to express the interdependencies among degrees of freedom in the molecule as correlations in a multivariate Gaussian distribution. We demonstrate that our method reproduces structural variation in proteins with greater efficiency than current state-of-the-art Monte Carlo methods and has real-time simulation performance on par with molecular dynamics simulations. The presented results suggest our method as a valuable tool in the study of molecules in atomic detail, offering a potential alternative to molecular dynamics for probing long time-scale conformational transitions.

  3. On the time scale associated with Monte Carlo simulations.

    Science.gov (United States)

    Bal, Kristof M; Neyts, Erik C

    2014-11-28

    Uniform-acceptance force-bias Monte Carlo (fbMC) methods have been shown to be a powerful technique to access longer timescales in atomistic simulations allowing, for example, phase transitions and growth. Recently, a new fbMC method, the time-stamped force-bias Monte Carlo (tfMC) method, was derived with inclusion of an estimated effective timescale; this timescale, however, does not seem able to explain some of the successes the method. In this contribution, we therefore explicitly quantify the effective timescale tfMC is able to access for a variety of systems, namely a simple single-particle, one-dimensional model system, the Lennard-Jones liquid, an adatom on the Cu(100) surface, a silicon crystal with point defects and a highly defected graphene sheet, in order to gain new insights into the mechanisms by which tfMC operates. It is found that considerable boosts, up to three orders of magnitude compared to molecular dynamics, can be achieved for solid state systems by lowering of the apparent activation barrier of occurring processes, while not requiring any system-specific input or modifications of the method. We furthermore address the pitfalls of using the method as a replacement or complement of molecular dynamics simulations, its ability to explicitly describe correct dynamics and reaction mechanisms, and the association of timescales to MC simulations in general.

  4. On the time scale associated with Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

    Bal, Kristof M., E-mail: kristof.bal@uantwerpen.be; Neyts, Erik C. [Department of Chemistry, University of Antwerp, Research Group PLASMANT, Universiteitsplein 1, 2610 Wilrijk, Antwerp (Belgium)

    2014-11-28

    Uniform-acceptance force-bias Monte Carlo (fbMC) methods have been shown to be a powerful technique to access longer timescales in atomistic simulations allowing, for example, phase transitions and growth. Recently, a new fbMC method, the time-stamped force-bias Monte Carlo (tfMC) method, was derived with inclusion of an estimated effective timescale; this timescale, however, does not seem able to explain some of the successes the method. In this contribution, we therefore explicitly quantify the effective timescale tfMC is able to access for a variety of systems, namely a simple single-particle, one-dimensional model system, the Lennard-Jones liquid, an adatom on the Cu(100) surface, a silicon crystal with point defects and a highly defected graphene sheet, in order to gain new insights into the mechanisms by which tfMC operates. It is found that considerable boosts, up to three orders of magnitude compared to molecular dynamics, can be achieved for solid state systems by lowering of the apparent activation barrier of occurring processes, while not requiring any system-specific input or modifications of the method. We furthermore address the pitfalls of using the method as a replacement or complement of molecular dynamics simulations, its ability to explicitly describe correct dynamics and reaction mechanisms, and the association of timescales to MC simulations in general.

  5. Monte Carlo simulation for simultaneous particle coagulation and deposition

    Institute of Scientific and Technical Information of China (English)

    ZHAO; Haibo; ZHENG; Chuguang

    2006-01-01

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

  6. 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.

  7. Inversion of Schlumberger resistivity sounding data from the critically dynamic Koyna region using the Hybrid Monte Carlo-based neural network approach

    Directory of Open Access Journals (Sweden)

    S. Maiti

    2011-03-01

    Full Text Available Koyna region is well-known for its triggered seismic activities since the hazardous earthquake of M=6.3 occurred around the Koyna reservoir on 10 December 1967. Understanding the shallow distribution of resistivity pattern in such a seismically critical area is vital for mapping faults, fractures and lineaments. However, deducing true resistivity distribution from the apparent resistivity data lacks precise information due to intrinsic non-linearity in the data structures. Here we present a new technique based on the Bayesian neural network (BNN theory using the concept of Hybrid Monte Carlo (HMC/Markov Chain Monte Carlo (MCMC simulation scheme. The new method is applied to invert one and two-dimensional Direct Current (DC vertical electrical sounding (VES data acquired around the Koyna region in India. Prior to apply the method on actual resistivity data, the new method was tested for simulating synthetic signal. In this approach the objective/cost function is optimized following the Hybrid Monte Carlo (HMC/Markov Chain Monte Carlo (MCMC sampling based algorithm and each trajectory was updated by approximating the Hamiltonian differential equations through a leapfrog discretization scheme. The stability of the new inversion technique was tested in presence of correlated red noise and uncertainty of the result was estimated using the BNN code. The estimated true resistivity distribution was compared with the results of singular value decomposition (SVD-based conventional resistivity inversion results. Comparative results based on the HMC-based Bayesian Neural Network are in good agreement with the existing model results, however in some cases, it also provides more detail and precise results, which appears to be justified with local geological and structural details. The new BNN approach based on HMC is faster and proved to be a promising inversion scheme to interpret complex and non-linear resistivity problems. The HMC-based BNN results

  8. 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

  9. Monte Carlo simulations for heavy ion dosimetry

    Energy Technology Data Exchange (ETDEWEB)

    Geithner, O.

    2006-07-26

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

  10. Rare event simulation using Monte Carlo methods

    CERN Document Server

    Rubino, Gerardo

    2009-01-01

    In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue. Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics. ...

  11. A continuation multilevel Monte Carlo algorithm

    KAUST Repository

    Collier, Nathan

    2014-09-05

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

  12. Monte Carlo Simulations of the Photospheric Process

    CERN Document Server

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

    2015-01-01

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

  13. Finding Planet Nine: a Monte Carlo approach

    CERN Document Server

    Marcos, C de la Fuente

    2016-01-01

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

  14. Monte Carlo simulations of Protein Adsorption

    Science.gov (United States)

    Sharma, Sumit; Kumar, Sanat K.; Belfort, Georges

    2008-03-01

    Amyloidogenic diseases, such as, Alzheimer's are caused by adsorption and aggregation of partially unfolded proteins. Adsorption of proteins is a concern in design of biomedical devices, such as dialysis membranes. Protein adsorption is often accompanied by conformational rearrangements in protein molecules. Such conformational rearrangements are thought to affect many properties of adsorbed protein molecules such as their adhesion strength to the surface, biological activity, and aggregation tendency. It has been experimentally shown that many naturally occurring proteins, upon adsorption to hydrophobic surfaces, undergo a helix to sheet or random coil secondary structural rearrangement. However, to better understand the equilibrium structural complexities of this phenomenon, we have performed Monte Carlo (MC) simulations of adsorption of a four helix bundle, modeled as a lattice protein, and studied the adsorption behavior and equilibrium protein conformations at different temperatures and degrees of surface hydrophobicity. To study the free energy and entropic effects on adsorption, Canonical ensemble MC simulations have been combined with Weighted Histogram Analysis Method(WHAM). Conformational transitions of proteins on surfaces will be discussed as a function of surface hydrophobicity and compared to analogous bulk transitions.

  15. Monte Carlo simulations of the NIMROD diffractometer

    Energy Technology Data Exchange (ETDEWEB)

    Botti, A. [University of Roma TRE, Rome (Italy)]. E-mail: botti@fis.uniroma3.it; Ricci, M.A. [University of Roma TRE, Rome (Italy); Bowron, D.T. [ISIS-Rutherford Appleton Laboratory, Chilton (United Kingdom); Soper, A.K. [ISIS-Rutherford Appleton Laboratory, Chilton (United Kingdom)

    2006-11-15

    The near and intermediate range order diffractometer (NIMROD) has been selected as a day one instrument on the second target station at ISIS. Uniquely, NIMROD will provide continuous access to particle separations ranging from the interatomic (<1A) to the mesoscopic (<300A). This instrument is mainly designed for structural investigations, although the possibility of putting a Fermi chopper (and corresponding NIMONIC chopper) in the incident beam line, will potentially allow the performance of low resolution inelastic scattering measurements. The performance characteristics of the TOF diffractometer have been simulated by means of a series of Monte Carlo calculations. In particular, the flux as a function of the transferred momentum Q as well as the resolution in Q and transferred energy have been estimated. Moreover, the possibility of including a honeycomb collimator in order to achieve better resolution has been tested. Here, we want to present the design of this diffractometer that will bridge the gap between wide- and small-angle neutron scattering experiments.

  16. Monte Carlo Simulation of River Meander Modelling

    Science.gov (United States)

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

    2010-12-01

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

  17. Commensurabilities between ETNOs: a Monte Carlo survey

    Science.gov (United States)

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

    2016-07-01

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

  18. Diffusion Monte Carlo in internal coordinates.

    Science.gov (United States)

    Petit, Andrew S; McCoy, Anne B

    2013-08-15

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

  19. Monte Carlo simulations for focusing elliptical guides

    Energy Technology Data Exchange (ETDEWEB)

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

    2009-07-01

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

  20. Monte Carlo Production Management at CMS

    CERN Document Server

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

    2015-01-01

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

  1. Monte Carlo models of dust coagulation

    CERN Document Server

    Zsom, Andras

    2010-01-01

    The thesis deals with the first stage of planet formation, namely dust coagulation from micron to millimeter sizes in circumstellar disks. For the first time, we collect and compile the recent laboratory experiments on dust aggregates into a collision model that can be implemented into dust coagulation models. We put this model into a Monte Carlo code that uses representative particles to simulate dust evolution. Simulations are performed using three different disk models in a local box (0D) located at 1 AU distance from the central star. We find that the dust evolution does not follow the previously assumed growth-fragmentation cycle, but growth is halted by bouncing before the fragmentation regime is reached. We call this the bouncing barrier which is an additional obstacle during the already complex formation process of planetesimals. The absence of the growth-fragmentation cycle and the halted growth has two important consequences for planet formation. 1) It is observed that disk atmospheres are dusty thr...

  2. Measuring Berry curvature with quantum Monte Carlo

    CERN Document Server

    Kolodrubetz, Michael

    2014-01-01

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

  3. Applying polynomial filtering to mass preconditioned Hybrid Monte Carlo

    Science.gov (United States)

    Haar, Taylor; Kamleh, Waseem; Zanotti, James; Nakamura, Yoshifumi

    2017-06-01

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

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

    Science.gov (United States)

    Pandey, R. B.; Farmer, B. L.; Gerstman, Bernard S.

    2015-09-01

    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).

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

    Directory of Open Access Journals (Sweden)

    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.

  6. Dynamics of the Anderson model for dilute magnetic alloys: A quantum Monte Carlo and maximum entropy study

    Energy Technology Data Exchange (ETDEWEB)

    Silver, R.N.; Gubernatis, J.E.; Sivia, D.S. (Los Alamos National Lab., NM (USA)); Jarrell, M. (Ohio State Univ., Columbus, OH (USA). Dept. of Physics)

    1990-01-01

    In this article we describe the results of a new method for calculating the dynamical properties of the Anderson model. QMC generates data about the Matsubara Green's functions in imaginary time. To obtain dynamical properties, one must analytically continue these data to real time. This is an extremely ill-posed inverse problem similar to the inversion of a Laplace transform from incomplete and noisy data. Our method is a general one, applicable to the calculation of dynamical properties from a wide variety of quantum simulations. We use Bayesian methods of statistical inference to determine the dynamical properties based on both the QMC data and any prior information we may have such as sum rules, symmetry, high frequency limits, etc. This provides a natural means of combining perturbation theory and numerical simulations in order to understand dynamical many-body problems. Specifically we use the well-established maximum entropy (ME) method for image reconstruction. We obtain the spectral density and transport coefficients over the entire range of model parameters accessible by QMC, with data having much larger statistical error than required by other proposed analytic continuation methods.

  7. Quantum Monte Carlo: Faster, More Reliable, And More Accurate

    Science.gov (United States)

    Anderson, Amos Gerald

    2010-06-01

    The Schrodinger Equation has been available for about 83 years, but today, we still strain to apply it accurately to molecules of interest. The difficulty is not theoretical in nature, but practical, since we're held back by lack of sufficient computing power. Consequently, effort is applied to find acceptable approximations to facilitate real time solutions. In the meantime, computer technology has begun rapidly advancing and changing the way we think about efficient algorithms. For those who can reorganize their formulas to take advantage of these changes and thereby lift some approximations, incredible new opportunities await. Over the last decade, we've seen the emergence of a new kind of computer processor, the graphics card. Designed to accelerate computer games by optimizing quantity instead of quality in processor, they have become of sufficient quality to be useful to some scientists. In this thesis, we explore the first known use of a graphics card to computational chemistry by rewriting our Quantum Monte Carlo software into the requisite "data parallel" formalism. We find that notwithstanding precision considerations, we are able to speed up our software by about a factor of 6. The success of a Quantum Monte Carlo calculation depends on more than just processing power. It also requires the scientist to carefully design the trial wavefunction used to guide simulated electrons. We have studied the use of Generalized Valence Bond wavefunctions to simply, and yet effectively, captured the essential static correlation in atoms and molecules. Furthermore, we have developed significantly improved two particle correlation functions, designed with both flexibility and simplicity considerations, representing an effective and reliable way to add the necessary dynamic correlation. Lastly, we present our method for stabilizing the statistical nature of the calculation, by manipulating configuration weights, thus facilitating efficient and robust calculations. Our

  8. Monte Carlo Wave Packet Theory of Dissociative Double Ionization

    DEFF Research Database (Denmark)

    Leth, Henriette Astrup; Madsen, Lars Bojer; Mølmer, Klaus

    2009-01-01

    Nuclear dynamics in strong-field double ionization processes is predicted using a stochastic Monte Carlo wave packet technique. Using input from electronic structure calculations and strong-field electron dynamics the description allows for field-dressed dynamics within a given molecule as well...

  9. Monte Carlo simulation of SU(2) Yang-Mills theory with light gluinos

    CERN Document Server

    Campos, I; Kirchner, R; Luckmann, S; Montvay, István; Münster, G; Spanderen, K; Westphalen, J

    1999-01-01

    In a numerical Monte Carlo simulation of SU(2) Yang-Mills theory with light dynamical gluinos the low energy features of the dynamics as confinement and bound state mass spectrum are investigated. The motivation is supersymmetry at vanishing gluino mass. The performance of the applied two-step multi-bosonic dynamical fermion algorithm is discussed.

  10. Monte Carlo simulation of SU(2) Yang-Mills theory with light gluinos

    Energy Technology Data Exchange (ETDEWEB)

    Campos, I.; Kirchner, R.; Montvay, I. [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany); Feo, A.; Luckmann, S.; Muenster, G.; Spanderen, K. [Muenster Univ. (Germany). Inst. fuer Theoretische Physik 1

    1999-12-01

    In a numerical Monte Carlo simulation of SU(2) Yang-Mills theory with light dynamical gluinos the low energy features of the dynamics as confinement and bound state mass spectrum are investigated. The motivation is supersymmetry at vanishing gluino mass. The performance of the applied two-step multi-bosonic dynamical fermion algorithm is discussed. (orig.)

  11. Evaluation of data reduction methods for dynamic PET series based on Monte Carlo techniques and the NCAT phantom

    Energy Technology Data Exchange (ETDEWEB)

    Thireou, Trias [Biomedical Engineering Laboratory, National Technical University of Athens, Athens (Greece): Institute of Computer Science, Foundation for Research and Technology Hellas, Heraklion (Greece); Rubio Guivernau, Jose Luis [E.T.S.I. de Telecomunicacion, Universidad Politecnica de Madrid, Madrid (Spain); Atlamazoglou, Vassilis [Biophysics Laboratory, Foundation of Biomedical Research of the Academy of Athens, Athens (Greece); Ledesma, Maria Jesus [E.T.S.I. de Telecomunicacion, Universidad Politecnica de Madrid, Madrid (Spain); Pavlopoulos, Sotiris [Biomedical Engineering Laboratory, National Technical University of Athens, Athens (Greece); Santos, Andres [E.T.S.I. de Telecomunicacion, Universidad Politecnica de Madrid, Madrid (Spain); Kontaxakis, George [E.T.S.I. de Telecomunicacion, Universidad Politecnica de Madrid, Madrid (Spain)]. E-mail: g.kontaxakis@upm.es

    2006-12-20

    A realistic dynamic positron-emission tomography (PET) thoracic study was generated, using the 4D NURBS-based (non-uniform rational B-splines) cardiac-torso (NCAT) phantom and a sophisticated model of the PET imaging process, simulating two solitary pulmonary nodules. Three data reduction and blind source separation methods were applied to the simulated data: principal component analysis, independent component analysis and similarity mapping. All methods reduced the initial amount of image data to a smaller, comprehensive and easily managed set of parametric images, where structures were separated based on their different kinetic characteristics and the lesions were readily identified. The results indicate that the above-mentioned methods can provide an accurate tool for the support of both visual inspection and subsequent detailed kinetic analysis of the dynamic series via compartmental or non-compartmental models.

  12. STRONG CORRELATIONS AND ELECTRON-PHONON COUPLING IN HIGH-TEMPERATURE SUPERCONDUCTORS - A QUANTUM MONTE-CARLO STUDY

    NARCIS (Netherlands)

    MORGENSTERN, [No Value; FRICK, M; VONDERLINDEN, W

    1992-01-01

    We present quantum simulation studies for a system of strongly correlated fermions coupled to local anharmonic phonons. The Monte Carlo calculations are based on a generalized version of the Projector Quantum Monte Carlo Method allowing a simultaneous treatment of fermions and dynamical phonons. The

  13. Monte-Carlo simulation-based statistical modeling

    CERN Document Server

    Chen, John

    2017-01-01

    This book brings together expert researchers engaged in Monte-Carlo simulation-based statistical modeling, offering them a forum to present and discuss recent issues in methodological development as well as public health applications. It is divided into three parts, with the first providing an overview of Monte-Carlo techniques, the second focusing on missing data Monte-Carlo methods, and the third addressing Bayesian and general statistical modeling using Monte-Carlo simulations. The data and computer programs used here will also be made publicly available, allowing readers to replicate the model development and data analysis presented in each chapter, and to readily apply them in their own research. Featuring highly topical content, the book has the potential to impact model development and data analyses across a wide spectrum of fields, and to spark further research in this direction.

  14. EXTENDED MONTE CARLO LOCALIZATION ALGORITHM FOR MOBILE SENSOR NETWORKS

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    A real-world localization system for wireless sensor networks that adapts for mobility and irregular radio propagation model is considered.The traditional range-based techniques and recent range-free localization schemes are not welt competent for localization in mobile sensor networks,while the probabilistic approach of Bayesian filtering with particle-based density representations provides a comprehensive solution to such localization problem.Monte Carlo localization is a Bayesian filtering method that approximates the mobile node’S location by a set of weighted particles.In this paper,an enhanced Monte Carlo localization algorithm-Extended Monte Carlo Localization (Ext-MCL) is suitable for the practical wireless network environment where the radio propagation model is irregular.Simulation results show the proposal gets better localization accuracy and higher localizable node number than previously proposed Monte Carlo localization schemes not only for ideal radio model,but also for irregular one.

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

    Indian Academy of Sciences (India)

    Rajeeva L Karandikar

    2006-04-01

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

  16. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung

    2009-11-01

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

  17. Bayesian phylogeny analysis via stochastic approximation Monte Carlo.

    Science.gov (United States)

    Cheon, Sooyoung; Liang, Faming

    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.

  18. Monte Carlo techniques for analyzing deep penetration problems

    Energy Technology Data Exchange (ETDEWEB)

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

    1985-01-01

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

  19. Monte Carlo simulations: Hidden errors from ``good'' random number generators

    Science.gov (United States)

    Ferrenberg, Alan M.; Landau, D. P.; Wong, Y. Joanna

    1992-12-01

    The Wolff algorithm is now accepted as the best cluster-flipping Monte Carlo algorithm for beating ``critical slowing down.'' We show how this method can yield incorrect answers due to subtle correlations in ``high quality'' random number generators.

  20. An Introduction to Multilevel Monte Carlo for Option Valuation

    CERN Document Server

    Higham, Desmond J

    2015-01-01

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

  1. MODELING LEACHING OF VIRUSES BY THE MONTE CARLO METHOD

    Science.gov (United States)

    A predictive screening model was developed for fate and transport of viruses in the unsaturated zone. A database of input parameters allowed Monte Carlo analysis with the model. The resulting kernel densities of predicted attenuation during percolation indicated very ...

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

    NARCIS (Netherlands)

    MIKOSCH, T; WANG, QA

    1995-01-01

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

  3. Using Supervised Learning to Improve Monte Carlo Integral Estimation

    CERN Document Server

    Tracey, Brendan; Alonso, Juan J

    2011-01-01

    Monte Carlo (MC) techniques are often used to estimate integrals of a multivariate function using randomly generated samples of the function. In light of the increasing interest in uncertainty quantification and robust design applications in aerospace engineering, the calculation of expected values of such functions (e.g. performance measures) becomes important. However, MC techniques often suffer from high variance and slow convergence as the number of samples increases. In this paper we present Stacked Monte Carlo (StackMC), a new method for post-processing an existing set of MC samples to improve the associated integral estimate. StackMC is based on the supervised learning techniques of fitting functions and cross validation. It should reduce the variance of any type of Monte Carlo integral estimate (simple sampling, importance sampling, quasi-Monte Carlo, MCMC, etc.) without adding bias. We report on an extensive set of experiments confirming that the StackMC estimate of an integral is more accurate than ...

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

    NARCIS (Netherlands)

    MIKOSCH, T; WANG, QA

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

  5. Accelerating Monte Carlo Renderers by Ray Histogram Fusion

    Directory of Open Access Journals (Sweden)

    Mauricio Delbracio

    2015-03-01

    Full Text Available This paper details the recently introduced Ray Histogram Fusion (RHF filter for accelerating Monte Carlo renderers [M. Delbracio et al., Boosting Monte Carlo Rendering by Ray Histogram Fusion, ACM Transactions on Graphics, 33 (2014]. In this filter, each pixel in the image is characterized by the colors of the rays that reach its surface. Pixels are compared using a statistical distance on the associated ray color distributions. Based on this distance, it decides whether two pixels can share their rays or not. The RHF filter is consistent: as the number of samples increases, more evidence is required to average two pixels. The algorithm provides a significant gain in PSNR, or equivalently accelerates the rendering process by using many fewer Monte Carlo samples without observable bias. Since the RHF filter depends only on the Monte Carlo samples color values, it can be naturally combined with all rendering effects.

  6. 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.

  7. Radiative Equilibrium and Temperature Correction in Monte Carlo Radiation Transfer

    OpenAIRE

    Bjorkman, J. E.; Wood, Kenneth

    2001-01-01

    We describe a general radiative equilibrium and temperature correction procedure for use in Monte Carlo radiation transfer codes with sources of temperature-independent opacity, such as astrophysical dust. The technique utilizes the fact that Monte Carlo simulations track individual photon packets, so we may easily determine where their energy is absorbed. When a packet is absorbed, it heats a particular cell within the envelope, raising its temperature. To enforce radiative equilibrium, the ...

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

    OpenAIRE

    Azadi, Sam; Cohen, R. E

    2015-01-01

    We report an accurate study of interactions between Benzene molecules using variational quantum Monte Carlo (VMC) and diffusion quantum Monte Carlo (DMC) methods. We compare these results with density functional theory (DFT) using different van der Waals (vdW) functionals. In our QMC calculations, we use accurate correlated trial wave functions including three-body Jastrow factors, and backflow transformations. We consider two benzene molecules in the parallel displaced (PD) geometry, and fin...

  9. de Finetti Priors using Markov chain Monte Carlo computations.

    Science.gov (United States)

    Bacallado, Sergio; Diaconis, Persi; Holmes, Susan

    2015-07-01

    Recent advances in Monte Carlo methods allow us to revisit work by de Finetti who suggested the use of approximate exchangeability in the analyses of contingency tables. This paper gives examples of computational implementations using Metropolis Hastings, Langevin and Hamiltonian Monte Carlo to compute posterior distributions for test statistics relevant for testing independence, reversible or three way models for discrete exponential families using polynomial priors and Gröbner bases.

  10. Event-chain Monte Carlo for classical continuous spin models

    Science.gov (United States)

    Michel, Manon; Mayer, Johannes; Krauth, Werner

    2015-10-01

    We apply the event-chain Monte Carlo algorithm to classical continuum spin models on a lattice and clarify the condition for its validity. In the two-dimensional XY model, it outperforms the local Monte Carlo algorithm by two orders of magnitude, although it remains slower than the Wolff cluster algorithm. In the three-dimensional XY spin glass model at low temperature, the event-chain algorithm is far superior to the other algorithms.

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

    CERN Document Server

    Delyon, François; Holzmann, Markus

    2016-01-01

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

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

    Science.gov (United States)

    Hassan, H. A.

    1999-01-01

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

  13. Monte Carlo Simulation of Optical Properties of Wake Bubbles

    Institute of Scientific and Technical Information of China (English)

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

    2007-01-01

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

  14. Successful combination of the stochastic linearization and Monte Carlo methods

    Science.gov (United States)

    Elishakoff, I.; Colombi, P.

    1993-01-01

    A combination of a stochastic linearization and Monte Carlo techniques is presented for the first time in literature. A system with separable nonlinear damping and nonlinear restoring force is considered. The proposed combination of the energy-wise linearization with the Monte Carlo method yields an error under 5 percent, which corresponds to the error reduction associated with the conventional stochastic linearization by a factor of 4.6.

  15. Confidence and efficiency scaling in variational quantum Monte Carlo calculations

    Science.gov (United States)

    Delyon, F.; Bernu, B.; Holzmann, Markus

    2017-02-01

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

  16. Monte Carlo methods for light propagation in biological tissues

    OpenAIRE

    Vinckenbosch, Laura; Lacaux, Céline; Tindel, Samy; Thomassin, Magalie; Obara, Tiphaine

    2016-01-01

    Light propagation in turbid media is driven by the equation of radiative transfer. We give a formal probabilistic representation of its solution in the framework of biological tissues and we implement algorithms based on Monte Carlo methods in order to estimate the quantity of light that is received by a homogeneous tissue when emitted by an optic fiber. A variance reduction method is studied and implemented, as well as a Markov chain Monte Carlo method based on the Metropolis–Hastings algori...

  17. Multiscale Monte Carlo equilibration: pure Yang-Mills theory

    CERN Document Server

    Endres, Michael G; Detmold, William; Orginos, Kostas; Pochinsky, Andrew V

    2015-01-01

    We present a multiscale thermalization algorithm for lattice gauge theory, which enables efficient parallel generation of uncorrelated gauge field configurations. The algorithm combines standard Monte Carlo techniques with ideas drawn from real space renormalization group and multigrid methods. We demonstrate the viability of the algorithm for pure Yang-Mills gauge theory for both heat bath and hybrid Monte Carlo evolution, and show that it ameliorates the problem of topological freezing up to controllable lattice spacing artifacts.

  18. Geometrical and Monte Carlo projectors in 3D PET reconstruction

    OpenAIRE

    Aguiar, Pablo; Rafecas López, Magdalena; Ortuno, Juan Enrique; Kontaxakis, George; Santos, Andrés; Pavía, Javier; Ros, Domènec

    2010-01-01

    Purpose: In the present work, the authors compare geometrical and Monte Carlo projectors in detail. The geometrical projectors considered were the conventional geometrical Siddon ray-tracer (S-RT) and the orthogonal distance-based ray-tracer (OD-RT), based on computing the orthogonal distance from the center of image voxel to the line-of-response. A comparison of these geometrical projectors was performed using different point spread function (PSF) models. The Monte Carlo-based method under c...

  19. 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.

  20. MONTE CARLO SIMULATION OF CHARGED PARTICLE IN AN ELECTRONEGATIVE PLASMA

    Directory of Open Access Journals (Sweden)

    L SETTAOUTI

    2003-12-01

    Full Text Available Interest in radio frequency (rf discharges has grown tremendously in recent years due to their importance in microelectronic technologies. Especially interesting are the properties of discharges in electronegative gases which are most frequently used for technological applications. Monte Carlo simulation have become increasingly important as a simulation tool particularly in the area of plasma physics. In this work, we present some detailed properties of rf plasmas obtained by Monte Carlo simulation code, in SF6

  1. The dynamical activation-relaxation technique (DART): an on-the-fly kinetic Monte-Carlo algorithm

    Science.gov (United States)

    El-Mellouhi, Fadwa; Cote, Michel; Lewis, Laurent J.; Mousseau, Normand

    2008-03-01

    We present DART, the dynamical activation-relaxation technique, that combines the activation-relaxation technique (ART nouveau) with a non-lattice KMC method that allows the on-the-fly identification of barriers and the full treatment of lattice deformations. Most KMC schemes rely on the use of a fixed list of events and barriers, which are drawn with the proper weight during the simulation. While this works well for a number of problems (such as metal-on-metal growth), it cannot be used for processes where the events may change with time. DART overcomes this limitation. ART nouveau has been used extensively for the study of activated mechanisms in different materials within both an empirical and an ab-initio description of the systems. In the DART implementation, KMC moves are based on a catalog of events constructed on-the-fly using ART. After each KMC move, this catalog is updated so as to take into account new environments that may appear. A topological description of the structure of the system at each moment allows the method to identify rapidly these new environments and to move forward efficiently. In this talk, we will describe the method and present the case of interstitial diffusion in Si. Our results are compared with previous molecular-dynamics and on-lattice KMC simulations.

  2. Quantum Monte Carlo with directed loops.

    Science.gov (United States)

    Syljuåsen, Olav F; Sandvik, Anders W

    2002-10-01

    We introduce the concept of directed loops in stochastic series expansion and path-integral quantum Monte Carlo methods. Using the detailed balance rules for directed loops, we show that it is possible to smoothly connect generally applicable simulation schemes (in which it is necessary to include backtracking processes in the loop construction) to more restricted loop algorithms that can be constructed only for a limited range of Hamiltonians (where backtracking can be avoided). The "algorithmic discontinuities" between general and special points (or regions) in parameter space can hence be eliminated. As a specific example, we consider the anisotropic S=1/2 Heisenberg antiferromagnet in an external magnetic field. We show that directed-loop simulations are very efficient for the full range of magnetic fields (zero to the saturation point) and anisotropies. In particular, for weak fields and anisotropies, the autocorrelations are significantly reduced relative to those of previous approaches. The back-tracking probability vanishes continuously as the isotropic Heisenberg point is approached. For the XY model, we show that back tracking can be avoided for all fields extending up to the saturation field. The method is hence particularly efficient in this case. We use directed-loop simulations to study the magnetization process in the two-dimensional Heisenberg model at very low temperatures. For LxL lattices with L up to 64, we utilize the step structure in the magnetization curve to extract gaps between different spin sectors. Finite-size scaling of the gaps gives an accurate estimate of the transverse susceptibility in the thermodynamic limit: chi( perpendicular )=0.0659+/-0.0002.

  3. Monte Carlo simulation of large electron fields

    Science.gov (United States)

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

    2008-03-01

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

  4. Dosimetry applications in GATE Monte Carlo toolkit.

    Science.gov (United States)

    Papadimitroulas, Panagiotis

    2017-02-21

    Monte Carlo (MC) simulations are a well-established method for studying physical processes in medical physics. The purpose of this review is to present GATE dosimetry applications on diagnostic and therapeutic simulated protocols. There is a significant need for accurate quantification of the absorbed dose in several specific applications such as preclinical and pediatric studies. GATE is an open-source MC toolkit for simulating imaging, radiotherapy (RT) and dosimetry applications in a user-friendly environment, which is well validated and widely accepted by the scientific community. In RT applications, during treatment planning, it is essential to accurately assess the deposited energy and the absorbed dose per tissue/organ of interest, as well as the local statistical uncertainty. Several types of realistic dosimetric applications are described including: molecular imaging, radio-immunotherapy, radiotherapy and brachytherapy. GATE has been efficiently used in several applications, such as Dose Point Kernels, S-values, Brachytherapy parameters, and has been compared against various MC codes which are considered as standard tools for decades. Furthermore, the presented studies show reliable modeling of particle beams when comparing experimental with simulated data. Examples of different dosimetric protocols are reported for individualized dosimetry and simulations combining imaging and therapy dose monitoring, with the use of modern computational phantoms. Personalization of medical protocols can be achieved by combining GATE MC simulations with anthropomorphic computational models and clinical anatomical data. This is a review study, covering several dosimetric applications of GATE, and the different tools used for modeling realistic clinical acquisitions with accurate dose assessment. Copyright © 2017 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

  5. Monte Carlo implementation of polarized hadronization

    Science.gov (United States)

    Matevosyan, Hrayr H.; Kotzinian, Aram; Thomas, Anthony W.

    2017-01-01

    We study the polarized quark hadronization in a Monte Carlo (MC) framework based on the recent extension of the quark-jet framework, where a self-consistent treatment of the quark polarization transfer in a sequential hadronization picture has been presented. Here, we first adopt this approach for MC simulations of the hadronization process with a finite number of produced hadrons, expressing the relevant probabilities in terms of the eight leading twist quark-to-quark transverse-momentum-dependent (TMD) splitting functions (SFs) for elementary q →q'+h transition. We present explicit expressions for the unpolarized and Collins fragmentation functions (FFs) of unpolarized hadrons emitted at rank 2. Further, we demonstrate that all the current spectator-type model calculations of the leading twist quark-to-quark TMD SFs violate the positivity constraints, and we propose a quark model based ansatz for these input functions that circumvents the problem. We validate our MC framework by explicitly proving the absence of unphysical azimuthal modulations of the computed polarized FFs, and by precisely reproducing the earlier derived explicit results for rank-2 pions. Finally, we present the full results for pion unpolarized and Collins FFs, as well as the corresponding analyzing powers from high statistics MC simulations with a large number of produced hadrons for two different model input elementary SFs. The results for both sets of input functions exhibit the same general features of an opposite signed Collins function for favored and unfavored channels at large z and, at the same time, demonstrate the flexibility of the quark-jet framework by producing significantly different dependences of the results at mid to low z for the two model inputs.

  6. kmos: A lattice kinetic Monte Carlo framework

    Science.gov (United States)

    Hoffmann, Max J.; Matera, Sebastian; Reuter, Karsten

    2014-07-01

    Kinetic Monte Carlo (kMC) simulations have emerged as a key tool for microkinetic modeling in heterogeneous catalysis and other materials applications. Systems, where site-specificity of all elementary reactions allows a mapping onto a lattice of discrete active sites, can be addressed within the particularly efficient lattice kMC approach. To this end we describe the versatile kmos software package, which offers a most user-friendly implementation, execution, and evaluation of lattice kMC models of arbitrary complexity in one- to three-dimensional lattice systems, involving multiple active sites in periodic or aperiodic arrangements, as well as site-resolved pairwise and higher-order lateral interactions. Conceptually, kmos achieves a maximum runtime performance which is essentially independent of lattice size by generating code for the efficiency-determining local update of available events that is optimized for a defined kMC model. For this model definition and the control of all runtime and evaluation aspects kmos offers a high-level application programming interface. Usage proceeds interactively, via scripts, or a graphical user interface, which visualizes the model geometry, the lattice occupations and rates of selected elementary reactions, while allowing on-the-fly changes of simulation parameters. We demonstrate the performance and scaling of kmos with the application to kMC models for surface catalytic processes, where for given operation conditions (temperature and partial pressures of all reactants) central simulation outcomes are catalytic activity and selectivities, surface composition, and mechanistic insight into the occurrence of individual elementary processes in the reaction network.

  7. Cluster Monte Carlo dynamics for the Ising model on fractal structures in dimensions between one and two

    Science.gov (United States)

    Monceau, P.; Hsiao, P.-Y.

    2003-02-01

    We study the cluster size distributions generated by the Wolff algorithm in the framework of the Ising model on Sierpinski fractals with Hausdorff dimension Df between 1 and 2. We show that these distributions exhibit a scaling property involving the magnetic exponent yh associated with one of the eigen-direction of the renormalization flows. We suggest that a single cluster tends to invade the whole lattice as Df tends towards the lower critical dimension of the Ising model, namely 1. The autocorrelation times associated with the Wolff and Swendsen-Wang algorithms enable us to calculate dynamical exponents; the cluster algorithms are shown to be more efficient in reducing the critical slowing down when Df is lowered.

  8. Impact of ribosomal modification on the binding of the antibiotic telithromycin using a combined grand canonical monte carlo/molecular dynamics simulation approach.

    Directory of Open Access Journals (Sweden)

    Meagan C Small

    Full Text Available Resistance to macrolide antibiotics is conferred by mutation of A2058 to G or methylation by Erm methyltransferases of the exocyclic N6 of A2058 (E. coli numbering that forms the macrolide binding site in the 50S subunit of the ribosome. Ketolides such as telithromycin mitigate A2058G resistance yet remain susceptible to Erm-based resistance. Molecular details associated with macrolide resistance due to the A2058G mutation and methylation at N6 of A2058 by Erm methyltransferases were investigated using empirical force field-based simulations. To address the buried nature of the macrolide binding site, the number of waters within the pocket was allowed to fluctuate via the use of a Grand Canonical Monte Carlo (GCMC methodology. The GCMC water insertion/deletion steps were alternated with Molecular Dynamics (MD simulations to allow for relaxation of the entire system. From this GCMC/MD approach information on the interactions between telithromycin and the 50S ribosome was obtained. In the wild-type (WT ribosome, the 2'-OH to A2058 N1 hydrogen bond samples short distances with a higher probability, while the effectiveness of telithromycin against the A2058G mutation is explained by a rearrangement of the hydrogen bonding pattern of the 2'-OH to 2058 that maintains the overall antibiotic-ribosome interactions. In both the WT and A2058G mutation there is significant flexibility in telithromycin's imidazole-pyridine side chain (ARM, indicating that entropic effects contribute to the binding affinity. Methylated ribosomes show lower sampling of short 2'-OH to 2058 distances and also demonstrate enhanced G2057-A2058 stacking leading to disrupted A752-U2609 Watson-Crick (WC interactions as well as hydrogen bonding between telithromycin's ARM and U2609. This information will be of utility in the rational design of novel macrolide analogs with improved activity against methylated A2058 ribosomes.

  9. Sampling of Organic Solutes in Aqueous and Heterogeneous Environments Using Oscillating Excess Chemical Potentials in Grand Canonical-like Monte Carlo-Molecular Dynamics Simulations.

    Science.gov (United States)

    Lakkaraju, Sirish Kaushik; Raman, E Prabhu; Yu, Wenbo; MacKerell, Alexander D

    2014-06-10

    Solute sampling of explicit bulk-phase aqueous environments in grand canonical (GC) ensemble simulations suffer from poor convergence due to low insertion probabilities of the solutes. To address this, we developed an iterative procedure involving Grand Canonical-like Monte Carlo (GCMC) and molecular dynamics (MD) simulations. Each iteration involves GCMC of both the solutes and water followed by MD, with the excess chemical potential (μex) of both the solute and the water oscillated to attain their target concentrations in the simulation system. By periodically varying the μex of the water and solutes over the GCMC-MD iterations, solute exchange probabilities and the spatial distributions of the solutes improved. The utility of the oscillating-μex GCMC-MD method is indicated by its ability to approximate the hydration free energy (HFE) of the individual solutes in aqueous solution as well as in dilute aqueous mixtures of multiple solutes. For seven organic solutes: benzene, propane, acetaldehyde, methanol, formamide, acetate, and methylammonium, the average μex of the solutes and the water converged close to their respective HFEs in both 1 M standard state and dilute aqueous mixture systems. The oscillating-μex GCMC methodology is also able to drive solute sampling in proteins in aqueous environments as shown using the occluded binding pocket of the T4 lysozyme L99A mutant as a model system. The approach was shown to satisfactorily reproduce the free energy of binding of benzene as well as sample the functional group requirements of the occluded pocket consistent with the crystal structures of known ligands bound to the L99A mutant as well as their relative binding affinities.

  10. Perturbation Monte Carlo methods for tissue structure alterations.

    Science.gov (United States)

    Nguyen, Jennifer; Hayakawa, Carole K; Mourant, Judith R; Spanier, Jerome

    2013-01-01

    This paper describes an extension of the perturbation Monte Carlo method to model light transport when the phase function is arbitrarily perturbed. Current perturbation Monte Carlo methods allow perturbation of both the scattering and absorption coefficients, however, the phase function can not be varied. The more complex method we develop and test here is not limited in this way. We derive a rigorous perturbation Monte Carlo extension that can be applied to a large family of important biomedical light transport problems and demonstrate its greater computational efficiency compared with using conventional Monte Carlo simulations to produce forward transport problem solutions. The gains of the perturbation method occur because only a single baseline Monte Carlo simulation is needed to obtain forward solutions to other closely related problems whose input is described by perturbing one or more parameters from the input of the baseline problem. The new perturbation Monte Carlo methods are tested using tissue light scattering parameters relevant to epithelia where many tumors originate. The tissue model has parameters for the number density and average size of three classes of scatterers; whole nuclei, organelles such as lysosomes and mitochondria, and small particles such as ribosomes or large protein complexes. When these parameters or the wavelength is varied the scattering coefficient and the phase function vary. Perturbation calculations give accurate results over variations of ∼15-25% of the scattering parameters.

  11. A Survey on Multilevel Monte Carlo for European Options

    Directory of Open Access Journals (Sweden)

    Masoud Moharamnejad

    2016-03-01

    Full Text Available One of the most applicable and common methods for pricing options is the Monte Carlo simulation. Among the advantages of this method we can name ease of use, being suitable for different types of options including vanilla options and exotic options. On one hand, convergence rate of Monte Carlo's variance is , which has a slow convergence in responding problems, such that for achieving accuracy of ε for a d dimensional problem, computation complexity would be . Thus, various methods have been proposed in Monte Carlo framework to increase the convergence rate of variance as variance reduction methods. One of the recent methods was proposed by Gills in 2006, is the multilevel Monte Carlo method. This method besides reducing the computationcomplexity to while being used in Euler discretizing and to while being used in Milsteindiscretizing method, has the capacity to be combined with other variance reduction methods. In this article, multilevel Monte Carlo using Euler and Milsteindiscretizing methods is adopted for comparing computation complexity with standard Monte Carlo method in pricing European call options.

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

    Energy Technology Data Exchange (ETDEWEB)

    Pevey, Ronald E.

    2005-09-15

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

  13. Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

    KAUST Repository

    Issaid, Chaouki Ben

    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.

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

    Science.gov (United States)

    Georgiev, Danko

    2015-12-01

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

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

    CERN Document Server

    Azadi, Sam

    2015-01-01

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

  16. Pore-scale uncertainty quantification with multilevel Monte Carlo

    KAUST Repository

    Icardi, Matteo

    2014-01-06

    Computational fluid dynamics (CFD) simulations of pore-scale transport processes in porous media have recently gained large popularity. However the geometrical details of the pore structures can be known only in a very low number of samples and the detailed flow computations can be carried out only on a limited number of cases. The explicit introduction of randomness in the geometry and in other setup parameters can be crucial for the optimization of pore-scale investigations for random homogenization. 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 of estimating quantities of interest within a prescribed accuracy constraint. Random samples of pore geometries with a hierarchy of geometrical complexities and grid refinements, are synthetically generated and used to propagate the uncertainties in the flow simulations and compute statistics of macro-scale effective parameters.

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

    Directory of Open Access Journals (Sweden)

    Arnaud Dufays

    2016-03-01

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

  18. Energy-Driven Kinetic Monte Carlo Method and Its Application in Fullerene Coalescence.

    Science.gov (United States)

    Ding, Feng; Yakobson, Boris I

    2014-09-04

    Mimicking the conventional barrier-based kinetic Monte Carlo simulation, an energy-driven kinetic Monte Carlo (EDKMC) method was developed to study the structural transformation of carbon nanomaterials. The new method is many orders magnitude faster than standard molecular dynamics or Monte Marlo (MC) simulations and thus allows us to explore rare events within a reasonable computational time. As an example, the temperature dependence of fullerene coalescence was studied. The simulation, for the first time, revealed that short capped single-walled carbon nanotubes (SWNTs) appear as low-energy metastable structures during the structural evolution.

  19. Enhanced Sampling of an Atomic Model with Hybrid Nonequilibrium Molecular Dynamics-Monte Carlo Simulations Guided by a Coarse-Grained Model.

    Science.gov (United States)

    Chen, Yunjie; Roux, Benoît

    2015-08-11

    Molecular dynamics (MD) trajectories based on a classical equation of motion provide a straightforward, albeit somewhat inefficient approach, to explore and sample the configurational space of a complex molecular system. While a broad range of techniques can be used to accelerate and enhance the sampling efficiency of classical simulations, only algorithms that are consistent with the Boltzmann equilibrium distribution yield a proper statistical mechanical computational framework. Here, a multiscale hybrid algorithm relying simultaneously on all-atom fine-grained (FG) and coarse-grained (CG) representations of a system is designed to improve sampling efficiency by combining the strength of nonequilibrium molecular dynamics (neMD) and Metropolis Monte Carlo (MC). This CG-guided hybrid neMD-MC algorithm comprises six steps: (1) a FG configuration of an atomic system is dynamically propagated for some period of time using equilibrium MD; (2) the resulting FG configuration is mapped onto a simplified CG model; (3) the CG model is propagated for a brief time interval to yield a new CG configuration; (4) the resulting CG configuration is used as a target to guide the evolution of the FG system; (5) the FG configuration (from step 1) is driven via a nonequilibrium MD (neMD) simulation toward the CG target; (6) the resulting FG configuration at the end of the neMD trajectory is then accepted or rejected according to a Metropolis criterion before returning to step 1. A symmetric two-ends momentum reversal prescription is used for the neMD trajectories of the FG system to guarantee that the CG-guided hybrid neMD-MC algorithm obeys microscopic detailed balance and rigorously yields the equilibrium Boltzmann distribution. The enhanced sampling achieved with the method is illustrated with a model system with hindered diffusion and explicit-solvent peptide simulations. Illustrative tests indicate that the method can yield a speedup of about 80 times for the model system and up

  20. 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

  1. 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

  2. Meaningful timescales from Monte Carlo simulations of particle systems with hard-core interactions

    Science.gov (United States)

    Costa, Liborio I.

    2016-12-01

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

  3. Reducing quasi-ergodicity in a double well potential by Tsallis Monte Carlo simulation

    OpenAIRE

    Iwamatsu, Masao; Okabe, Yutaka

    2000-01-01

    A new Monte Carlo scheme based on the system of Tsallis's generalized statistical mechanics is applied to a simple double well potential to calculate the canonical thermal average of potential energy. Although we observed serious quasi-ergodicity when using the standard Metropolis Monte Carlo algorithm, this problem is largely reduced by the use of the new Monte Carlo algorithm. Therefore the ergodicity is guaranteed even for short Monte Carlo steps if we use this new canonical Monte Carlo sc...

  4. Coherent Scattering Imaging Monte Carlo Simulation

    Science.gov (United States)

    Hassan, Laila Abdulgalil Rafik

    Conventional mammography has poor contrast between healthy and cancerous tissues due to the small difference in attenuation properties. Coherent scatter potentially provides more information because interference of coherently scattered radiation depends on the average intermolecular spacing, and can be used to characterize tissue types. However, typical coherent scatter analysis techniques are not compatible with rapid low dose screening techniques. Coherent scatter slot scan imaging is a novel imaging technique which provides new information with higher contrast. In this work a simulation of coherent scatter was performed for slot scan imaging to assess its performance and provide system optimization. In coherent scatter imaging, the coherent scatter is exploited using a conventional slot scan mammography system with anti-scatter grids tilted at the characteristic angle of cancerous tissues. A Monte Carlo simulation was used to simulate the coherent scatter imaging. System optimization was performed across several parameters, including source voltage, tilt angle, grid distances, grid ratio, and shielding geometry. The contrast increased as the grid tilt angle increased beyond the characteristic angle for the modeled carcinoma. A grid tilt angle of 16 degrees yielded the highest contrast and signal to noise ratio (SNR). Also, contrast increased as the source voltage increased. Increasing grid ratio improved contrast at the expense of decreasing SNR. A grid ratio of 10:1 was sufficient to give a good contrast without reducing the intensity to a noise level. The optimal source to sample distance was determined to be such that the source should be located at the focal distance of the grid. A carcinoma lump of 0.5x0.5x0.5 cm3 in size was detectable which is reasonable considering the high noise due to the usage of relatively small number of incident photons for computational reasons. A further study is needed to study the effect of breast density and breast thickness

  5. A Monte Carlo implementation of the BDMPS-Z formalism

    Energy Technology Data Exchange (ETDEWEB)

    Wiedemann, Urs Achim [CERN PH-TH Department, CH-1211 Geneva (Switzerland); Zapp, Korinna Christine [Institute for Particle Physics Phenomenology, Durham University, Durham DH1 3LE (United Kingdom); Stachel, Johanna [Physikalisches Institut, Universitaet Heidelberg, Philosophenweg 12, D-69120 Heidelberg (Germany)

    2011-04-01

    We present preliminary results of a Monte Carlo algorithm that provides a faithful representation of the BDMPS-Z formalism for highly energetic partons interacting in dense QCD matter. In the incoherent limit, the evolution is governed by the probabilities for elastic and inelastic scattering of the highly energetic parton with target constituents in the dense QCD matter. A dynamically evolving formation time encodes coherence effects in such a way that a probabilistic implementation of the BDMPS-Z formalism is obtained. Since the scattering probabilities of the proposed algorithm depend on the total elastic and inelastic cross sections presented by target constituents, they will be sensitive to the IR and UV regulators of these cross sections. In this proceedings article, we highlight only one important feature of the algorithm, namely that the physical output is insensitive to these regulators. A complete description of the algorithm will be given in an upcoming publication.

  6. Hybrid Monte Carlo with Fat Link Fermion Actions

    CERN Document Server

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

    2004-01-01

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

  7. Hybrid Monte Carlo algorithm with fat link fermion actions

    CERN Document Server

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

    2004-01-01

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

  8. A study of Monte Carlo radiative transfer through fractal clouds

    Energy Technology Data Exchange (ETDEWEB)

    Gautier, C.; Lavallec, D.; O`Hirok, W.; Ricchiazzi, P. [Univ. of California, Santa Barbara, CA (United States)] [and others

    1996-04-01

    An understanding of radiation transport (RT) through clouds is fundamental to studies of the earth`s radiation budget and climate dynamics. The transmission through horizontally homogeneous clouds has been studied thoroughly using accurate, discreet ordinates radiative transfer models. However, the applicability of these results to general problems of global radiation budget is limited by the plane parallel assumption and the fact that real clouds fields show variability, both vertically and horizontally, on all size scales. To understand how radiation interacts with realistic clouds, we have used a Monte Carlo radiative transfer model to compute the details of the photon-cloud interaction on synthetic cloud fields. Synthetic cloud fields, generated by a cascade model, reproduce the scaling behavior, as well as the cloud variability observed and estimated from cloud satellite data.

  9. Direct simulation Monte Carlo schemes for Coulomb interactions in plasmas

    CERN Document Server

    Dimarco, Giacomo; Pareschi, Lorenzo

    2010-01-01

    We consider the development of Monte Carlo schemes for molecules with Coulomb interactions. We generalize the classic algorithms of Bird and Nanbu-Babovsky for rarefied gas dynamics to the Coulomb case thanks to the approximation introduced by Bobylev and Nanbu (Theory of collision algorithms for gases and plasmas based on the Boltzmann equation and the Landau-Fokker-Planck equation, Physical Review E, Vol. 61, 2000). Thus, instead of considering the original Boltzmann collision operator, the schemes are constructed through the use of an approximated Boltzmann operator. With the above choice larger time steps are possible in simulations; moreover the expensive acceptance-rejection procedure for collisions is avoided and every particle collides. Error analysis and comparisons with the original Bobylev-Nanbu (BN) scheme are performed. The numerical results show agreement with the theoretical convergence rate of the approximated Boltzmann operator and the better performance of Bird-type schemes with respect to t...

  10. Monte Carlo simulation of the hysteresis phenomena on ferromagnetic nanotubes.

    Science.gov (United States)

    Salazar-Enríquez, C D; Restrepo, J; Restrepo-Parra, E

    2012-06-01

    In this work the hysteretic properties of single wall ferromagnetic nanotubes were studied. Hysteresis loops were computed on the basis of a classical Heisenberg model involving nearest neighbor interactions and using a Monte Carlo method implemented with a single spin movement Metropolis dynamics. Nanotubes with square and hexagonal unit cells were studied varying their diameter, temperature and magneto-crystalline anisotropy. Effects of the diameter were found stronger in the square unit cell magnetic nanotubes (SMNTs) than in the hexagonal unit cell magnetic nanotubes (HMNTs). The ferromagnetic behavior was observed in SMNTs at higher temperature than in HMNTs. Moreover in both cases, SMNTs and HMNTs, the magneto-crystalline anisotropy in the longitudinal direction showed a linear correspondence with the coercive field.

  11. Continuous-time quantum Monte Carlo using worm sampling

    Science.gov (United States)

    Gunacker, P.; Wallerberger, M.; Gull, E.; Hausoel, A.; Sangiovanni, G.; Held, K.

    2015-10-01

    We present a worm sampling method for calculating one- and two-particle Green's functions using continuous-time quantum Monte Carlo simulations in the hybridization expansion (CT-HYB). Instead of measuring Green's functions by removing hybridization lines from partition function configurations, as in conventional CT-HYB, the worm algorithm directly samples the Green's function. We show that worm sampling is necessary to obtain general two-particle Green's functions which are not of density-density type and that it improves the sampling efficiency when approaching the atomic limit. Such two-particle Green's functions are needed to compute off-diagonal elements of susceptibilities and occur in diagrammatic extensions of the dynamical mean-field theory and in efficient estimators for the single-particle self-energy.

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

    DEFF Research Database (Denmark)

    Kamran, Faisal; Andersen, Peter E.

    2015-01-01

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

  13. Monte-Carlo study of Dirac semimetals phase diagram

    CERN Document Server

    Braguta, V V; Kotov, A Yu; Nikolaev, A A

    2016-01-01

    In this paper the phase diagram of Dirac semimetals is studied within lattice Monte-Carlo simulation. In particular, we concentrate on the dynamical chiral symmetry breaking which results in semimetal/insulator transition. Using numerical simulation we determined the values of the critical coupling constant of the semimetal/insulator transition for different values of the anisotropy of the Fermi velocity. This measurement allowed us to draw tentative phase diagram for Dirac semimetals. It turns out that within the Dirac model with Coulomb interaction both Na$_3$Bi and Cd$_3$As$_2$ known experimentally to be Dirac semimetals would lie deeply in the insulating region of the phase diagram. It probably shows a decisive role of screening of the interelectron interaction in real materials, similar to the situation in graphene.

  14. Synchronous parallel kinetic Monte Carlo Diffusion in Heterogeneous Systems

    Energy Technology Data Exchange (ETDEWEB)

    Martinez Saez, Enrique [Los Alamos National Laboratory; Hetherly, Jeffery [Los Alamos National Laboratory; Caro, Jose A [Los Alamos National Laboratory

    2010-12-06

    A new hybrid Molecular Dynamics-kinetic Monte Carlo algorithm has been developed in order to study the basic mechanisms taking place in diffusion in concentrated alloys under the action of chemical and stress fields. Parallel implementation of the k-MC part based on a recently developed synchronous algorithm [1. Compo Phys. 227 (2008) 3804-3823] resorting on the introduction of a set of null events aiming at synchronizing the time for the different subdomains, added to the parallel efficiency of MD, provides the computer power required to evaluate jump rates 'on the flight', incorporating in this way the actual driving force emerging from chemical potential gradients, and the actual environment-dependent jump rates. The time gain has been analyzed and the parallel performance reported. The algorithm is tested on simple diffusion problems to verify its accuracy.

  15. Monte Carlo study of Dirac semimetals phase diagram

    Science.gov (United States)

    Braguta, V. V.; Katsnelson, M. I.; Kotov, A. Yu.; Nikolaev, A. A.

    2016-11-01

    In this paper the phase diagram of Dirac semimetals is studied within a lattice Monte Carlo simulation. In particular, we concentrate on the dynamical chiral symmetry breaking which results in a semimetal-insulator transition. Using numerical simulation, we determine the values of the critical coupling constant of the semimetal-insulator transition for different values of the anisotropy of the Fermi velocity. This measurement allows us to draw a tentative phase diagram for Dirac semimetals. It turns out that within the Dirac model with Coulomb interaction both Na3Bi and Cd3As2 , known experimentally to be Dirac semimetals, would lie deep in the insulating region of the phase diagram. This result probably shows a decisive role of screening of the interelectron interaction in real materials, similar to the situation in graphene.

  16. Top Quark Mass Calibration for Monte Carlo Event Generators

    CERN Document Server

    Butenschoen, Mathias; Hoang, Andre H; Mateu, Vicent; Preisser, Moritz; Stewart, Iain W

    2016-01-01

    The most precise top quark mass measurements use kinematic reconstruction methods, determining the top mass parameter of a Monte Carlo event generator, $m_t^{\\rm MC}$. Due to hadronization and parton shower dynamics, relating $m_t^{\\rm MC}$ to a field theory mass is difficult. We present a calibration procedure to determine this relation using hadron level QCD predictions for observables with kinematic mass sensitivity. Fitting $e^+e^-$ 2-Jettiness calculations at NLL/NNLL order to Pythia 8.205, $m_t^{\\rm MC}$ differs from the pole mass by $900$/$600$ MeV, and agrees with the MSR mass within uncertainties, $m_t^{\\rm MC}\\simeq m_{t,1\\,{\\rm GeV}}^{\\rm MSR}$.

  17. Quantitative application of Monte Carlo simulation in Fire-PSA

    Energy Technology Data Exchange (ETDEWEB)

    Mangs, J.; Hostikka, S.; Korhonen, T. [Valtion Teknillinen Tutkimuskeskus, Espoo (Finland); Keski-Rahkonen, O.

    2007-05-15

    In a power plant a fire cell forms the basic subunit. Since the fire is initially located there, the full-scale time dependent fire simulation and estimation of target response must be performed within the fire cell. Conditional, time dependent damage probabilities in a fire cell can now be calculated for arbitrary targets (component or a subsystem) combining probabilistic (Monte Carlo) and deterministic simulation. For the latter a spectrum from simple correlations up to latest computational fluid dynamics models is available. Selection of the code is made according to the requirements form the target cell. Although calculations are numerically heavy, it is now economically possible and feasible to carry out quantitative fire-PSA for a complete plant iteratively with the main PSA. From real applications examples are shown on assessment of fire spread possibility in a relay room, and potential of fire spread on cables in a tunnel. (orig.)

  18. Kinetic Monte Carlo modelling of neutron irradiation damage in iron

    Energy Technology Data Exchange (ETDEWEB)

    Gamez, L. [Instituto de Fusion Nuclear, UPM, Madrid (Spain); Departamento de Fisica Aplicada, ETSII, UPM, Madrid (Spain)], E-mail: linarejos.gamez@upm.es; Martinez, E. [Instituto de Fusion Nuclear, UPM, Madrid (Spain); Lawrence Livermore National Laboratory, LLNL, CA 94550 (United States); Perlado, J.M.; Cepas, P. [Instituto de Fusion Nuclear, UPM, Madrid (Spain); Caturla, M.J. [Departamento de Fisica Aplicada, Universidad de Alicante, Alicante (Spain); Victoria, M. [Instituto de Fusion Nuclear, UPM, Madrid (Spain); Marian, J. [Lawrence Livermore National Laboratory, LLNL, CA 94550 (United States); Arevalo, C. [Instituto de Fusion Nuclear, UPM, Madrid (Spain); Hernandez, M.; Gomez, D. [CIEMAT, Madrid (Spain)

    2007-10-15

    Ferritic steels (FeCr based alloys) are key materials needed to fulfill the requirements expected in future nuclear fusion facilities, both for magnetic and inertial confinement, and advanced fission reactors (GIV) and transmutation systems. Research in such field is actually a critical aspect in the European research program and abroad. Experimental and multiscale simulation methodologies are going hand by hand in increasing the knowledge of materials performance. At DENIM, it is progressing in some specific part of the well-linked simulation methodology both for defects energetics and diffusion, and for dislocation dynamics. In this study, results obtained from kinetic Monte Carlo simulations of neutron irradiated Fe under different conditions are presented, using modified ad hoc parameters. A significant agreement with experimental measurements has been found for some of the parameterization and mechanisms considered. The results of these simulations are discussed and compared with previous calculations.

  19. An unbiased Hessian representation for Monte Carlo PDFs

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-08-15

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

  20. An Unbiased Hessian Representation for Monte Carlo PDFs

    CERN Document Server

    Carrazza, Stefano; Kassabov, Zahari; Latorre, Jose Ignacio; Rojo, Juan

    2015-01-01

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

  1. Monte Carlo evaluation of kerma in an HDR brachytherapy bunker

    Energy Technology Data Exchange (ETDEWEB)

    Perez-Calatayud, J [Department of Atomic, Molecular and Nuclear Physics, and IFIC, CSIC-University of Valencia, Burjassot (Spain); Granero, D [Department of Atomic, Molecular and Nuclear Physics, and IFIC, CSIC-University of Valencia, Burjassot (Spain); Ballester, F [Department of Atomic, Molecular and Nuclear Physics, and IFIC, CSIC-University of Valencia, Burjassot (Spain); Casal, E [Department of Atomic, Molecular and Nuclear Physics, and IFIC, CSIC-University of Valencia, Burjassot (Spain); Crispin, V [FIVO, Fundacion Instituto Valenciano De OncologIa, Valencia (Spain); Puchades, V [Grupo IMO-SFA, Madrid (Spain); Leon, A [Department of Chemistry and Nuclear Engineering, Polytechnic University of Valencia, Valencia (Spain); Verdu, G [Department of Chemistry and Nuclear Engineering, Polytechnic University of Valencia, Valencia (Spain)

    2004-12-21

    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. (note)

  2. In silico radiobiology: Have we reached the limit of Monte Carlo simulations?

    Science.gov (United States)

    Gholami, Y.; Toghyani, M.; Champion, C.; Kuncic, Z.

    2014-03-01

    Monte Carlo radiation transport models are increasingly being used to simulate biological damage. However, such radiation biophysics simulations require realistic molecular models for water, whereas existing Monte Carlo models are limited by their use of atomic cross-sections, which become inadequate for accurately modelling interactions of the very low-energy electrons that are responsible for biological damage. In this study, we borrow theoretical methods commonly employed in molecular dynamics simulations to model the molecular wavefunction of the water molecule as the first step towards deriving new molecular cross-sections. We calculate electron charge distributions for molecular water and find non-negligible differences between the vapor and liquid phases that can be attributed to intermolecular bonding in the condensed phase. We propose that a hybrid Monte Carlo - Molecular Dynamics (MC-MD) approach to modelling radiation biophysics will provide new insights into radiation damage and new opportunities to develop targeted molecular therapy strategies.

  3. Optimization of saturation-recovery dynamic contrast-enhanced MRI acquisition protocol: monte carlo simulation approach demonstrated with gadolinium MR renography.

    Science.gov (United States)

    Zhang, Jeff L; Conlin, Chris C; Carlston, Kristi; Xie, Luke; Kim, Daniel; Morrell, Glen; Morton, Kathryn; Lee, Vivian S

    2016-07-01

    Dynamic contrast-enhanced (DCE) MRI is widely used for the measurement of tissue perfusion and to assess organ function. MR renography, which is acquired using a DCE sequence, can measure renal perfusion, filtration and concentrating ability. Optimization of the DCE acquisition protocol is important for the minimization of the error propagation from the acquired signals to the estimated parameters, thus improving the precision of the parameters. Critical to the optimization of contrast-enhanced T1 -weighted protocols is the balance of the T1 -shortening effect across the range of gadolinium (Gd) contrast concentration in the tissue of interest. In this study, we demonstrate a Monte Carlo simulation approach for the optimization of DCE MRI, in which a saturation-recovery T1 -weighted gradient echo sequence is simulated and the impact of injected dose (D) and time delay (TD, for saturation recovery) is tested. The results show that high D and/or high TD cause saturation of the peak arterial signals and lead to an overestimation of renal plasma flow (RPF) and glomerular filtration rate (GFR). However, the use of low TD (e.g. 100 ms) and low D leads to similar errors in RPF and GFR, because of the Rician bias in the pre-contrast arterial signals. Our patient study including 22 human subjects compared TD values of 100 and 300 ms after the injection of 4 mL of Gd contrast for MR renography. At TD = 100 ms, we computed an RPF value of 157.2 ± 51.7 mL/min and a GFR of 33.3 ± 11.6 mL/min. These results were all significantly higher than the parameter estimates at TD = 300 ms: RPF = 143.4 ± 48.8 mL/min (p = 0.0006) and GFR = 30.2 ± 11.5 mL/min (p = 0.0015). In conclusion, appropriate optimization of the DCE MRI protocol using simulation can effectively improve the precision and, potentially, the accuracy of the measured parameters. Copyright © 2016 John Wiley & Sons, Ltd.

  4. A model-constrained Monte Carlo method for blind arterial input function estimation in dynamic contrast-enhanced MRI: I. Simulations.

    Science.gov (United States)

    Schabel, Matthias C; Fluckiger, Jacob U; DiBella, Edward V R

    2010-08-21

    Widespread adoption of quantitative pharmacokinetic modeling methods in conjunction with dynamic contrast-enhanced magnetic resonance imaging (DCE-MRI) has led to increased recognition of the importance of obtaining accurate patient-specific arterial input function (AIF) measurements. Ideally, DCE-MRI studies use an AIF directly measured in an artery local to the tissue of interest, along with measured tissue concentration curves, to quantitatively determine pharmacokinetic parameters. However, the numerous technical and practical difficulties associated with AIF measurement have made the use of population-averaged AIF data a popular, if sub-optimal, alternative to AIF measurement. In this work, we present and characterize a new algorithm for determining the AIF solely from the measured tissue concentration curves. This Monte Carlo blind estimation (MCBE) algorithm estimates the AIF from the subsets of D concentration-time curves drawn from a larger pool of M candidate curves via nonlinear optimization, doing so for multiple (Q) subsets and statistically averaging these repeated estimates. The MCBE algorithm can be viewed as a generalization of previously published methods that employ clustering of concentration-time curves and only estimate the AIF once. Extensive computer simulations were performed over physiologically and experimentally realistic ranges of imaging and tissue parameters, and the impact of choosing different values of D and Q was investigated. We found the algorithm to be robust, computationally efficient and capable of accurately estimating the AIF even for relatively high noise levels, long sampling intervals and low diversity of tissue curves. With the incorporation of bootstrapping initialization, we further demonstrated the ability to blindly estimate AIFs that deviate substantially in shape from the population-averaged initial guess. Pharmacokinetic parameter estimates for K(trans), k(ep), v(p) and v(e) all showed relative biases and

  5. Regime of aggregate structures and magneto-rheological characteristics of a magnetic rod-like particle suspension: Monte Carlo and Brownian dynamics simulations

    Science.gov (United States)

    Okada, Kazuya; Satoh, Akira

    2017-09-01

    In the present study, we address a suspension composed ferromagnetic rod-like particles to elucidate a regime change in the aggregate structures and the magneto-rheological characteristics. Monte Carlo simulations have been employed for investigating the aggregate structures in thermodynamic equilibrium, and Brownian dynamics simulations for magneto-rheological features in a simple shear flow. The main results obtained here are summarized as follows. For the case of thermodynamic equilibrium, the rod-like particles aggregate to form thick chain-like clusters and the neighboring clusters incline in opposite directions. If the external magnetic field is increased, the thick chain-like clusters in the magnetic field direction grow thicker by adsorbing the neighboring clusters that incline in the opposite direction. Hence, a significant phase change in the particle aggregates is not induced by an increase in the magnetic field strength. For the case of a simple shear flow, even a weak shear flow induces a significant regime change from the thick chain-like clusters of thermodynamic equilibrium into wall-like aggregates composed of short raft-like clusters. A strong external magnetic field drastically changes these aggregates into wall-like aggregates composed of thick chain-like clusters rather than the short raft-like clusters. The internal structure of these aggregates is not strongly influenced by a shear flow, and the formation of the short raft-like clusters is maintained inside the aggregates. The main contribution to the net viscosity is the viscosity component due to magnetic particle-particle interaction forces in relation to the present volumetric fraction. Hence, a larger magnetic interaction strength and also a stronger external magnetic field give rise to a larger magneto-rheological effect. However, the dependence of the viscosity on these factors is governed in a complex manner by whether or not the wall-like aggregates are composed mainly of short raft

  6. Benchmarking of Proton Transport in Super Monte Carlo Simulation Program

    Science.gov (United States)

    Wang, Yongfeng; Li, Gui; Song, Jing; Zheng, Huaqing; Sun, Guangyao; Hao, Lijuan; Wu, Yican

    2014-06-01

    The Monte Carlo (MC) method has been traditionally applied in nuclear design and analysis due to its capability of dealing with complicated geometries and multi-dimensional physics problems as well as obtaining accurate results. The Super Monte Carlo Simulation Program (SuperMC) is developed by FDS Team in China for fusion, fission, and other nuclear applications. The simulations of radiation transport, isotope burn-up, material activation, radiation dose, and biology damage could be performed using SuperMC. Complicated geometries and the whole physical process of various types of particles in broad energy scale can be well handled. Bi-directional automatic conversion between general CAD models and full-formed input files of SuperMC is supported by MCAM, which is a CAD/image-based automatic modeling program for neutronics and radiation transport simulation. Mixed visualization of dynamical 3D dataset and geometry model is supported by RVIS, which is a nuclear radiation virtual simulation and assessment system. Continuous-energy cross section data from hybrid evaluated nuclear data library HENDL are utilized to support simulation. Neutronic fixed source and critical design parameters calculates for reactors of complex geometry and material distribution based on the transport of neutron and photon have been achieved in our former version of SuperMC. Recently, the proton transport has also been intergrated in SuperMC in the energy region up to 10 GeV. The physical processes considered for proton transport include electromagnetic processes and hadronic processes. The electromagnetic processes include ionization, multiple scattering, bremsstrahlung, and pair production processes. Public evaluated data from HENDL are used in some electromagnetic processes. In hadronic physics, the Bertini intra-nuclear cascade model with exitons, preequilibrium model, nucleus explosion model, fission model, and evaporation model are incorporated to treat the intermediate energy nuclear

  7. Calibration and Monte Carlo modelling of neutron long counters

    CERN Document Server

    Tagziria, H

    2000-01-01

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

  8. Vectorizing and macrotasking Monte Carlo neutral particle algorithms

    Energy Technology Data Exchange (ETDEWEB)

    Heifetz, D.B.

    1987-04-01

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

  9. 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.

  10. The Monte Carlo method in quantum field theory

    CERN Document Server

    Morningstar, C

    2007-01-01

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

  11. TAKING THE NEXT STEP WITH INTELLIGENT MONTE CARLO

    Energy Technology Data Exchange (ETDEWEB)

    Booth, T.E.; Carlson, J.A. [and others

    2000-10-01

    For many scientific calculations, Monte Carlo is the only practical method available. Unfortunately, standard Monte Carlo methods converge slowly as the square root of the computer time. We have shown, both numerically and theoretically, that the convergence rate can be increased dramatically if the Monte Carlo algorithm is allowed to adapt based on what it has learned from previous samples. As the learning continues, computational efficiency increases, often geometrically fast. The particle transport work achieved geometric convergence for a two-region problem as well as for problems with rapidly changing nuclear data. The statistics work provided theoretical proof of geometic convergence for continuous transport problems and promising initial results for airborne migration of particles. The statistical physics work applied adaptive methods to a variety of physical problems including the three-dimensional Ising glass, quantum scattering, and eigenvalue problems.

  12. Optimised Iteration in Coupled Monte Carlo - Thermal-Hydraulics Calculations

    Science.gov (United States)

    Hoogenboom, J. Eduard; Dufek, Jan

    2014-06-01

    This paper describes an optimised iteration scheme for the number of neutron histories and the relaxation factor in successive iterations of coupled Monte Carlo and thermal-hydraulic reactor calculations based on the stochastic iteration method. The scheme results in an increasing number of neutron histories for the Monte Carlo calculation in successive iteration steps and a decreasing relaxation factor for the spatial power distribution to be used as input to the thermal-hydraulics calculation. The theoretical basis is discussed in detail and practical consequences of the scheme are shown, among which a nearly linear increase per iteration of the number of cycles in the Monte Carlo calculation. The scheme is demonstrated for a full PWR type fuel assembly. Results are shown for the axial power distribution during several iteration steps. A few alternative iteration method are also tested and it is concluded that the presented iteration method is near optimal.

  13. Monte Carlo tests of the ELIPGRID-PC algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Davidson, J.R.

    1995-04-01

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

  14. Efficiency of Monte Carlo sampling in chaotic systems.

    Science.gov (United States)

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

    2014-11-01

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

  15. Sequential Monte Carlo on large binary sampling spaces

    CERN Document Server

    Schäfer, Christian

    2011-01-01

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

  16. Monte Carlo simulation of laser attenuation characteristics in fog

    Science.gov (United States)

    Wang, Hong-Xia; Sun, Chao; Zhu, You-zhang; Sun, Hong-hui; Li, Pan-shi

    2011-06-01

    Based on the Mie scattering theory and the gamma size distribution model, the scattering extinction parameter of spherical fog-drop is calculated. For the transmission attenuation of the laser in the fog, a Monte Carlo simulation model is established, and the impact of attenuation ratio on visibility and field angle is computed and analysed using the program developed by MATLAB language. The results of the Monte Carlo method in this paper are compared with the results of single scattering method. The results show that the influence of multiple scattering need to be considered when the visibility is low, and single scattering calculations have larger errors. The phenomenon of multiple scattering can be interpreted more better when the Monte Carlo is used to calculate the attenuation ratio of the laser transmitting in the fog.

  17. Monte Carlo Methods for Tempo Tracking and Rhythm Quantization

    CERN Document Server

    Cemgil, A T; 10.1613/jair.1121

    2011-01-01

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

  18. Introduction to the variational and diffusion Monte Carlo methods

    CERN Document Server

    Toulouse, Julien; Umrigar, C J

    2015-01-01

    We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on the subject, we review in depth the Metropolis-Hastings algorithm used in VMC for sampling the square of an approximate wave function, discussing details important for applications to electronic systems. We also review in detail the more sophisticated DMC algorithm within the fixed-node approximation, introduced to avoid the infamous Fermionic sign problem, which allows one to sample a more accurate approximation to the ground-state wave function. Throughout this review, we discuss the statistical methods used for evaluating expectation values and statistical uncertainties. In particular, we show how to estimate nonlinear functions of expectation values and their statistical uncertainties.

  19. 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 ...

  20. Applicability of Quasi-Monte Carlo for lattice systems

    CERN Document Server

    Ammon, Andreas; Jansen, Karl; Leovey, Hernan; Griewank, Andreas; Müller-Preussker, Micheal

    2013-01-01

    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.

  1. Failure Probability Estimation of Wind Turbines by Enhanced Monte Carlo

    DEFF Research Database (Denmark)

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

    2012-01-01

    This paper discusses the estimation of the failure probability of wind turbines required by codes of practice for designing them. The Standard Monte Carlo (SMC) simulations may be used for this reason conceptually as an alternative to the popular Peaks-Over-Threshold (POT) method. However......, estimation of very low failure probabilities with SMC simulations leads to unacceptably high computational costs. In this study, an Enhanced Monte Carlo (EMC) method is proposed that overcomes this obstacle. The method has advantages over both POT and SMC in terms of its low computational cost and accuracy...... is controlled by the pitch controller. This provides a fair framework for comparison of the behavior and failure event of the wind turbine with emphasis on the effect of the pitch controller. The Enhanced Monte Carlo method is then applied to the model and the failure probabilities of the model are estimated...

  2. Implementation of Monte Carlo Simulations for the Gamma Knife System

    Energy Technology Data Exchange (ETDEWEB)

    Xiong, W [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Huang, D [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Lee, L [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Feng, J [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Morris, K [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Calugaru, E [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Burman, C [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Li, J [Fox Chase Cancer Center, 333 Cottman Ave., Philadelphia, PA 17111 (United States); Ma, C-M [Fox Chase Cancer Center, 333 Cottman Ave., Philadelphia, PA 17111 (United States)

    2007-06-15

    Currently the Gamma Knife system is accompanied with a treatment planning system, Leksell GammaPlan (LGP) which is a standard, computer-based treatment planning system for Gamma Knife radiosurgery. In LGP, the dose calculation algorithm does not consider the scatter dose contributions and the inhomogeneity effect due to the skull and air cavities. To improve the dose calculation accuracy, Monte Carlo simulations have been implemented for the Gamma Knife planning system. In this work, the 201 Cobalt-60 sources in the Gamma Knife unit are considered to have the same activity. Each Cobalt-60 source is contained in a cylindric stainless steel capsule. The particle phase space information is stored in four beam data files, which are collected in the inner sides of the 4 treatment helmets, after the Cobalt beam passes through the stationary and helmet collimators. Patient geometries are rebuilt from patient CT data. Twenty two Patients are included in the Monte Carlo simulation for this study. The dose is calculated using Monte Carlo in both homogenous and inhomogeneous geometries with identical beam parameters. To investigate the attenuation effect of the skull bone the dose in a 16cm diameter spherical QA phantom is measured with and without a 1.5mm Lead-covering and also simulated using Monte Carlo. The dose ratios with and without the 1.5mm Lead-covering are 89.8% based on measurements and 89.2% according to Monte Carlo for a 18mm-collimator Helmet. For patient geometries, the Monte Carlo results show that although the relative isodose lines remain almost the same with and without inhomogeneity corrections, the difference in the absolute dose is clinically significant. The average inhomogeneity correction is (3.9 {+-} 0.90) % for the 22 patients investigated. These results suggest that the inhomogeneity effect should be considered in the dose calculation for Gamma Knife treatment planning.

  3. A standard Event Class for Monte Carlo Generators

    Institute of Scientific and Technical Information of China (English)

    L.A.Gerren; M.Fischler

    2001-01-01

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

  4. Parallelization of Monte Carlo codes MVP/GMVP

    Energy Technology Data Exchange (ETDEWEB)

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

    1998-03-01

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

  5. Parton distribution functions in Monte Carlo factorisation scheme

    Science.gov (United States)

    Jadach, S.; Płaczek, W.; Sapeta, S.; Siódmok, A.; Skrzypek, M.

    2016-12-01

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

  6. Kinetic Monte Carlo method applied to nucleic acid hairpin folding.

    Science.gov (United States)

    Sauerwine, Ben; Widom, Michael

    2011-12-01

    Kinetic Monte Carlo on coarse-grained systems, such as nucleic acid secondary structure, is advantageous for being able to access behavior at long time scales, even minutes or hours. Transition rates between coarse-grained states depend upon intermediate barriers, which are not directly simulated. We propose an Arrhenius rate model and an intermediate energy model that incorporates the effects of the barrier between simulated states without enlarging the state space itself. Applying our Arrhenius rate model to DNA hairpin folding, we demonstrate improved agreement with experiment compared to the usual kinetic Monte Carlo model. Further improvement results from including rigidity of single-stranded stacking.

  7. Quasi-Monte Carlo methods for the Heston model

    OpenAIRE

    Jan Baldeaux; Dale Roberts

    2012-01-01

    In this paper, we discuss the application of quasi-Monte Carlo methods to the Heston model. We base our algorithms on the Broadie-Kaya algorithm, an exact simulation scheme for the Heston model. As the joint transition densities are not available in closed-form, the Linear Transformation method due to Imai and Tan, a popular and widely applicable method to improve the effectiveness of quasi-Monte Carlo methods, cannot be employed in the context of path-dependent options when the underlying pr...

  8. Modelling hadronic interactions in cosmic ray Monte Carlo generators

    Directory of Open Access Journals (Sweden)

    Pierog Tanguy

    2015-01-01

    Full Text Available Currently the uncertainty in the prediction of shower observables for different primary particles and energies is dominated by differences between hadronic interaction models. The LHC data on minimum bias measurements can be used to test Monte Carlo generators and these new constraints will help to reduce the uncertainties in air shower predictions. In this article, after a short introduction on air showers and Monte Carlo generators, we will show the results of the comparison between the updated version of high energy hadronic interaction models EPOS LHC and QGSJETII-04 with LHC data. Results for air shower simulations and their consequences on comparisons with air shower data will be discussed.

  9. An overview of Monte Carlo treatment planning for radiotherapy.

    Science.gov (United States)

    Spezi, Emiliano; Lewis, Geraint

    2008-01-01

    The implementation of Monte Carlo dose calculation algorithms in clinical radiotherapy treatment planning systems has been anticipated for many years. Despite a continuous increase of interest in Monte Carlo Treatment Planning (MCTP), its introduction into clinical practice has been delayed by the extent of calculation time required. The development of newer and faster MC codes is behind the commercialisation of the first MC-based treatment planning systems. The intended scope of this article is to provide the reader with a compact 'primer' on different approaches to MCTP with particular attention to the latest developments in the field.

  10. Applications of quantum Monte Carlo methods in condensed systems

    CERN Document Server

    Kolorenc, Jindrich

    2010-01-01

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

  11. Monte Carlo simulation of electron slowing down in indium

    Energy Technology Data Exchange (ETDEWEB)

    Rouabah, Z.; Hannachi, M. [Materials and Electronic Systems Laboratory (LMSE), University of Bordj Bou Arreridj, Bordj Bou Arreridj (Algeria); Champion, C. [Université de Bordeaux 1, CNRS/IN2P3, Centre d’Etudes Nucléaires de Bordeaux-Gradignan, (CENBG), Gradignan (France); Bouarissa, N., E-mail: n_bouarissa@yahoo.fr [Laboratory of Materials Physics and its Applications, University of M' sila, 28000 M' sila (Algeria)

    2015-07-15

    Highlights: • Electron scattering in indium targets. • Modeling of elastic cross-sections. • Monte Carlo simulation of low energy electrons. - Abstract: In the current study, we aim at simulating via a detailed Monte Carlo code, the electron penetration in a semi-infinite indium medium for incident energies ranging from 0.5 to 5 keV. Electron range, backscattering coefficients, mean penetration depths as well as stopping profiles are then reported. The results may be seen as the first predictions for low-energy electron penetration in indium target.

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

    Directory of Open Access Journals (Sweden)

    Rosli Said

    2005-12-01

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

  13. PEPSI — a Monte Carlo generator for polarized leptoproduction

    Science.gov (United States)

    Mankiewicz, L.; Schäfer, A.; Veltri, M.

    1992-09-01

    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.

  14. THE APPLICATION OF MONTE CARLO SIMULATION FOR A DECISION PROBLEM

    Directory of Open Access Journals (Sweden)

    Çiğdem ALABAŞ

    2001-01-01

    Full Text Available The ultimate goal of the standard decision tree approach is to calculate the expected value of a selected performance measure. In the real-world situations, the decision problems become very complex as the uncertainty factors increase. In such cases, decision analysis using standard decision tree approach is not useful. One way of overcoming this difficulty is the Monte Carlo simulation. In this study, a Monte Carlo simulation model is developed for a complex problem and statistical analysis is performed to make the best decision.

  15. Accuracy Analysis of Assembly Success Rate with Monte Carlo Simulations

    Institute of Scientific and Technical Information of China (English)

    仲昕; 杨汝清; 周兵

    2003-01-01

    Monte Carlo simulation was applied to Assembly Success Rate (ASR) analyses.ASR of two peg-in-hole robot assemblies was used as an example by taking component parts' sizes,manufacturing tolerances and robot repeatability into account.A statistic arithmetic expression was proposed and deduced in this paper,which offers an alternative method of estimating the accuracy of ASR,without having to repeat the simulations.This statistic method also helps to choose a suitable sample size,if error reduction is desired.Monte Carlo simulation results demonstrated the feasibility of the method.

  16. Novel Quantum Monte Carlo Approaches for Quantum Liquids

    Science.gov (United States)

    Rubenstein, Brenda M.

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

  17. Fission source sampling in coupled Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

    Olsen, Boerge; Dufek, Jan [KTH Royal Inst. of Technology, Stockholm (Sweden). Div. of Nuclear Research Technology

    2017-05-15

    We study fission source sampling methods suitable for the iterative way of solving coupled Monte Carlo neutronics problems. Specifically, we address the question as to how the initial Monte Carlo fission source should be optimally sampled at the beginning of each iteration step. We compare numerically two approaches of sampling the initial fission source; the tested techniques are derived from well-known methods for iterating the neutron flux in coupled simulations. The first technique samples the initial fission source using the source from the previous iteration step, while the other technique uses a combination of all previous steps for this purpose. We observe that the previous-step approach performs the best.

  18. Green's function monte carlo and the many-fermion problem

    Science.gov (United States)

    Kalos, M. H.

    The application of Green's function Monte Carlo to many body problems is outlined. For boson problems, the method is well developed and practical. An "efficiency principle",importance sampling, can be used to reduce variance. Fermion problems are more difficult because spatially antisymmetric functions must be represented as a difference of two density functions. Naively treated, this leads to a rapid growth of Monte Carlo error. Methods for overcoming the difficulty are discussed. Satisfactory algorithms exist for few-body problems; for many-body problems more work is needed, but it is likely that adequate methods will soon be available.

  19. Cosmological Markov Chain Monte Carlo simulation with Cmbeasy

    CERN Document Server

    Müller, C M

    2004-01-01

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

  20. A model-constrained Monte Carlo method for blind arterial input function estimation in dynamic contrast-enhanced MRI: II. In vivo results

    Science.gov (United States)

    Schabel, Matthias C.; DiBella, Edward V. R.; Jensen, Randy L.; Salzman, Karen L.

    2010-08-01

    Accurate quantification of pharmacokinetic model parameters in tracer kinetic imaging experiments requires correspondingly accurate determination of the arterial input function (AIF). Despite significant effort expended on methods of directly measuring patient-specific AIFs in modalities as diverse as dynamic contrast-enhanced magnetic resonance imaging (DCE-MRI), dynamic positron emission tomography (PET), and perfusion computed tomography (CT), fundamental and technical difficulties have made consistent and reliable achievement of that goal elusive. Here, we validate a new algorithm for AIF determination, the Monte Carlo blind estimation (MCBE) method (which is described in detail and characterized by extensive simulations in a companion paper), by comparing AIFs measured in DCE-MRI studies of eight brain tumor patients with results of blind estimation. Blind AIFs calculated with the MCBE method using a pool of concentration-time curves from a region of normal brain tissue were found to be quite similar to the measured AIFs, with statistically significant decreases in fit residuals observed in six of eight patients. Biases between the blind and measured pharmacokinetic parameters were the dominant source of error. Averaged over all eight patients, the mean biases were +7% in K trans, 0% in kep, -11% in vp and +10% in ve. Corresponding uncertainties (median absolute deviation from the best fit line) were 0.0043 min-1 in K trans, 0.0491 min-1 in kep, 0.29% in vp and 0.45% in ve. The use of a published population-averaged AIF resulted in larger mean biases in three of the four parameters (-23% in K trans, -22% in kep, -63% in vp), with the bias in ve unchanged, and led to larger uncertainties in all four parameters (0.0083 min-1 in K trans, 0.1038 min-1 in kep, 0.31% in vp and 0.95% in ve). When blind AIFs were calculated from a region of tumor tissue, statistically significant decreases in fit residuals were observed in all eight patients despite larger

  1. Cluster Monte Carlo and numerical mean field analysis for the water liquid-liquid phase transition

    Science.gov (United States)

    Mazza, Marco G.; Stokely, Kevin; Strekalova, Elena G.; Stanley, H. Eugene; Franzese, Giancarlo

    2009-04-01

    Using Wolff's cluster Monte Carlo simulations and numerical minimization within a mean field approach, we study the low temperature phase diagram of water, adopting a cell model that reproduces the known properties of water in its fluid phases. Both methods allow us to study the thermodynamic behavior of water at temperatures, where other numerical approaches - both Monte Carlo and molecular dynamics - are seriously hampered by the large increase of the correlation times. The cluster algorithm also allows us to emphasize that the liquid-liquid phase transition corresponds to the percolation transition of tetrahedrally ordered water molecules.

  2. Monte Carlo Radiation Hydrodynamics: Methods, Tests and Application to Supernova Type Ia Ejecta

    CERN Document Server

    Noebauer, U M; Kromer, M; Röpke, F K; Hillebrandt, W

    2012-01-01

    In astrophysical systems, radiation-matter interactions are important in transferring energy and momentum between the radiation field and the surrounding material. This coupling often makes it necessary to consider the role of radiation when modelling the dynamics of astrophysical fluids. During the last few years, there have been rapid developments in the use of Monte Carlo methods for numerical radiative transfer simulations. Here, we present an approach to radiation hydrodynamics that is based on coupling Monte Carlo radiative transfer techniques with finite-volume hydrodynamical methods in an operator-split manner. In particular, we adopt an indivisible packet formalism to discretize the radiation field into an ensemble of Monte Carlo packets and employ volume-based estimators to reconstruct the radiation field characteristics. In this paper the numerical tools of this method are presented and their accuracy is verified in a series of test calculations. Finally, as a practical example, we use our approach...

  3. A Projector Quantum Monte Carlo Method for non-linear wavefunctions

    CERN Document Server

    Schwarz, Lauretta R; Booth, George H

    2016-01-01

    We reformulate the projected imaginary-time evolution of Full Configuration Interaction Quantum Monte Carlo in terms of a Lagrangian minimization. This naturally leads to the admission of polynomial complex wavefunction parameterizations, circumventing the exponential scaling of the approach. While previously these functions have traditionally inhabited the domain of Variational Monte Carlo, we consider recently developments for the identification of deep-learning neural networks to optimize this Lagrangian, which can be written as a modification of the propagator for the wavefunction dynamics. We demonstrate this approach with a form of Tensor Network State, and use it to find solutions to the strongly-correlated Hubbard model, as well as its application to a fully periodic ab-initio Graphene sheet. The number of variables which can be simultaneously optimized greatly exceeds alternative formulations of Variational Monte Carlo, allowing for systematic improvability of the wavefunction flexibility towards exa...

  4. Radiation Transport for Explosive Outflows: A Multigroup Hybrid Monte Carlo Method

    CERN Document Server

    Wollaeger, Ryan T; Graziani, Carlo; Couch, Sean M; Jordan, George C; Lamb, Donald Q; Moses, Gregory A

    2013-01-01

    We explore the application of Implicit Monte Carlo (IMC) and Discrete Diffusion Monte Carlo (DDMC) to radiation transport in strong fluid outflows with structured opacity. The IMC method of Fleck & Cummings is a stochastic computational technique for nonlinear radiation transport. IMC is partially implicit in time and may suffer in efficiency when tracking Monte Carlo particles through optically thick materials. The DDMC method of Densmore accelerates an IMC computation where the domain is diffusive. Recently, Abdikamalov extended IMC and DDMC to multigroup, velocity-dependent neutrino transport with the intent of modeling neutrino dynamics in core-collapse supernovae. Densmore has also formulated a multifrequency extension to the originally grey DDMC method. In this article we rigorously formulate IMC and DDMC over a high-velocity Lagrangian grid for possible application to photon transport in the post-explosion phase of Type Ia supernovae. The method described is suitable for a large variety of non-mono...

  5. A Monte Carlo Algorithm for Immiscible Two-Phase Flow in Porous Media

    CERN Document Server

    Savani, Isha; Hansen, Alex; Bedeaux, Dick; Kjelstrup, Signe; Vassvik, Morten

    2016-01-01

    We present a Monte Carlo algorithm based on the Metropolis algorithm for simulation of the flow of two immiscible fluids in a porous medium under macroscopic steady-state conditions using a dynamical pore network model that tracks the motion of the fluid interfaces. The Monte Carlo algorithm is based on the configuration probability, where a configuration is defined by the positions of all fluid interfaces. We show that the configuration probability is proportional to the inverse of the flow rate. Using a two-dimensional network, advancing the interfaces using time integration scales as the linear system size to the fourth power, whereas the Monte Carlo method scales as the linear size to the second power. We discuss the strengths and the weaknesses of the algorithm.

  6. Quantum Monte Carlo Methods for First Principles Simulation of Liquid Water

    Science.gov (United States)

    Gergely, John Robert

    2009-01-01

    Obtaining an accurate microscopic description of water structure and dynamics is of great interest to molecular biology researchers and in the physics and quantum chemistry simulation communities. This dissertation describes efforts to apply quantum Monte Carlo methods to this problem with the goal of making progress toward a fully "ab initio"…

  7. Can we do better than Hybrid Monte Carlo in lattice QCD?

    Energy Technology Data Exchange (ETDEWEB)

    Berbenni-Bitsch, M.E. [Kaiserslautern Univ. (Germany). Fachbereich Physik; Gottlob, A.P. [Kaiserslautern Univ. (Germany). Fachbereich Physik; Meyer, S. [Kaiserslautern Univ. (Germany). Fachbereich Physik; Puetz, M. [Kaiserslautern Univ. (Germany). Fachbereich Physik

    1996-02-01

    The Hybrid Monte Carlo algorithm for the simulation of QCD with dynamical staggered fermions is compared with Kramers equation algorithm. We find substantially different autocorrelation times for local and nonlocal observables. The calculations have been performed on the parallel computer CRAY T3D. (orig.).

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2011-07-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Burkatzki, Mark Thomas

    2008-07-01

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

  10. Effective quantum Monte Carlo algorithm for modeling strongly correlated systems

    NARCIS (Netherlands)

    Kashurnikov, V. A.; Krasavin, A. V.

    2007-01-01

    A new effective Monte Carlo algorithm based on principles of continuous time is presented. It allows calculating, in an arbitrary discrete basis, thermodynamic quantities and linear response of mixed boson-fermion, spin-boson, and other strongly correlated systems which admit no analytic description

  11. Time management for Monte-Carlo tree search in Go

    NARCIS (Netherlands)

    Baier, Hendrik; Winands, Mark H M

    2012-01-01

    The dominant approach for programs playing the game of Go is nowadays Monte-Carlo Tree Search (MCTS). While MCTS allows for fine-grained time control, little has been published on time management for MCTS programs under tournament conditions. This paper investigates the effects that various time-man

  12. Variational Monte Carlo calculations of few-body nuclei

    Energy Technology Data Exchange (ETDEWEB)

    Wiringa, R.B.

    1986-01-01

    The variational Monte Carlo method is described. Results for the binding energies, density distributions, momentum distributions, and static longitudinal structure functions of the /sup 3/H, /sup 3/He, and /sup 4/He ground states, and for the energies of the low-lying scattering states in /sup 4/He are presented. 25 refs., 3 figs.

  13. Monte Carlo studies of nuclei and quantum liquid drops

    Energy Technology Data Exchange (ETDEWEB)

    Pandharipande, V.R.; Pieper, S.C.

    1989-01-01

    The progress in application of variational and Green's function Monte Carlo methods to nuclei is reviewed. The nature of single-particle orbitals in correlated quantum liquid drops is discussed, and it is suggested that the difference between quasi-particle and mean-field orbitals may be of importance in nuclear structure physics. 27 refs., 7 figs., 2 tabs.

  14. Determining MTF of digital detector system with Monte Carlo simulation

    Science.gov (United States)

    Jeong, Eun Seon; Lee, Hyung Won; Nam, Sang Hee

    2005-04-01

    We have designed a detector based on a-Se(amorphous Selenium) and done simulation the detector with Monte Carlo method. We will apply the cascaded linear system theory to determine the MTF for whole detector system. For direct comparison with experiment, we have simulated 139um pixel pitch and used simulated X-ray tube spectrum.

  15. Data libraries as a collaborative tool across Monte Carlo codes

    CERN Document Server

    Augelli, Mauro; Han, Mincheol; Hauf, Steffen; Kim, Chan-Hyeung; Kuster, Markus; Pia, Maria Grazia; Quintieri, Lina; Saracco, Paolo; Seo, Hee; Sudhakar, Manju; Eidenspointner, Georg; Zoglauer, Andreas

    2010-01-01

    The role of data libraries in Monte Carlo simulation is discussed. A number of data libraries currently in preparation are reviewed; their data are critically examined with respect to the state-of-the-art in the respective fields. Extensive tests with respect to experimental data have been performed for the validation of their content.

  16. Quantum Monte Carlo diagonalization method as a variational calculation

    Energy Technology Data Exchange (ETDEWEB)

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

    1997-05-01

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

  17. Monte Carlo simulation of quantum statistical lattice models

    NARCIS (Netherlands)

    Raedt, Hans De; Lagendijk, Ad

    1985-01-01

    In this article we review recent developments in computational methods for quantum statistical lattice problems. We begin by giving the necessary mathematical basis, the generalized Trotter formula, and discuss the computational tools, exact summations and Monte Carlo simulation, that will be used t

  18. Distributed and Adaptive Darting Monte Carlo through Regenerations

    NARCIS (Netherlands)

    Ahn, S.; Chen, Y.; Welling, M.

    2013-01-01

    Darting Monte Carlo (DMC) is a MCMC procedure designed to effectively mix between multiple modes of a probability distribution. We propose an adaptive and distributed version of this method by using regenerations. This allows us to run multiple chains in parallel and adapt the shape of the jump regi

  19. A novel Monte Carlo approach to hybrid local volatility models

    NARCIS (Netherlands)

    A.W. van der Stoep (Anton); L.A. Grzelak (Lech Aleksander); C.W. Oosterlee (Cornelis)

    2017-01-01

    textabstractWe present in a Monte Carlo simulation framework, a novel approach for the evaluation of hybrid local volatility [Risk, 1994, 7, 18–20], [Int. J. Theor. Appl. Finance, 1998, 1, 61–110] models. In particular, we consider the stochastic local volatility model—see e.g. Lipton et al. [Quant.

  20. SPANDY: a Monte Carlo program for gas target scattering geometry

    Energy Technology Data Exchange (ETDEWEB)

    Jarmie, N.; Jett, J.H.; Niethammer, A.C.

    1977-02-01

    A Monte Carlo computer program is presented that simulates a two-slit gas target scattering geometry. The program is useful in estimating effects due to finite geometry and multiple scattering in the target foil. Details of the program are presented and experience with a specific example is discussed.