Biased Monte Carlo optimization: the basic approach
International Nuclear Information System (INIS)
Campioni, Luca; Scardovelli, Ruben; Vestrucci, Paolo
2005-01-01
It is well-known that the Monte Carlo method is very successful in tackling several kinds of system simulations. It often happens that one has to deal with rare events, and the use of a variance reduction technique is almost mandatory, in order to have Monte Carlo efficient applications. The main issue associated with variance reduction techniques is related to the choice of the value of the biasing parameter. Actually, this task is typically left to the experience of the Monte Carlo user, who has to make many attempts before achieving an advantageous biasing. A valuable result is provided: a methodology and a practical rule addressed to establish an a priori guidance for the choice of the optimal value of the biasing parameter. This result, which has been obtained for a single component system, has the notable property of being valid for any multicomponent system. In particular, in this paper, the exponential and the uniform biases of exponentially distributed phenomena are investigated thoroughly
Monte Carlo Optimization of Crystal Configuration for Pixelated Molecular SPECT Scanners
Energy Technology Data Exchange (ETDEWEB)
Mahani, Hojjat [Radiation Application Research School, Nuclear Science and Technology Research Institute, Tehran (Iran, Islamic Republic of); Research Center for Molecular and Cellular Imaging, Tehran University of Medical Science, Tehran (Iran, Islamic Republic of); Raisali, Gholamreza [Radiation Application Research School, Nuclear Science and Technology Research Institute, Tehran (Iran, Islamic Republic of); Kamali-Asl, Alireza [Radiation Medicine Department, Shahid Beheshti University, Tehran (Iran, Islamic Republic of); Ay, Mohammad Reza, E-mail: mohammadreza_ay@sina.tums.ac.ir [Research Center for Molecular and Cellular Imaging, Tehran University of Medical Science, Tehran (Iran, Islamic Republic of); Department of Medical Physics and Biomedical Engineering, Tehran University of Medical Science, Tehran (Iran, Islamic Republic of)
2017-02-01
Resolution-sensitivity-PDA tradeoff is the most challenging problem in design and optimization of pixelated preclinical SPECT scanners. In this work, we addressed such a challenge from a crystal point-of-view by looking for an optimal pixelated scintillator using GATE Monte Carlo simulation. Various crystal configurations have been investigated and the influence of different pixel sizes, pixel gaps, and three scintillators on tomographic resolution, sensitivity, and PDA of the camera were evaluated. The crystal configuration was then optimized using two objective functions: the weighted-sum and the figure-of-merit methods. The CsI(Na) reveals the highest sensitivity of the order of 43.47 cps/MBq in comparison to the NaI(Tl) and the YAP(Ce), for a 1.5×1.5 mm{sup 2} pixel size and 0.1 mm gap. The results show that the spatial resolution, in terms of FWHM, improves from 3.38 to 2.21 mm while the sensitivity simultaneously deteriorates from 42.39 cps/MBq to 27.81 cps/MBq when pixel size varies from 2×2 mm{sup 2} to 0.5×0.5 mm{sup 2} for a 0.2 mm gap, respectively. The PDA worsens from 0.91 to 0.42 when pixel size decreases from 0.5×0.5 mm{sup 2} to 1×1 mm{sup 2} for a 0.2 mm gap at 15° incident-angle. The two objective functions agree that the 1.5×1.5 mm{sup 2} pixel size and 0.1 mm Epoxy gap CsI(Na) configuration provides the best compromise for small-animal imaging, using the HiReSPECT scanner. Our study highlights that crystal configuration can significantly affect the performance of the camera, and thereby Monte Carlo optimization of pixelated detectors is mandatory in order to achieve an optimal quality tomogram. - Highlights: • We optimized pixelated crystal configuration for the purpose of molecular SPECT imaging. • The weighted-sum and the figure-of-merit methods were used in order to search for an optimal crystal configuration. • The higher the pixel size, the poorer the resolution and simultaneously the higher the sensitivity and the PDA. • The
Monte Carlo Optimization of Crystal Configuration for Pixelated Molecular SPECT Scanners
International Nuclear Information System (INIS)
Mahani, Hojjat; Raisali, Gholamreza; Kamali-Asl, Alireza; Ay, Mohammad Reza
2017-01-01
Resolution-sensitivity-PDA tradeoff is the most challenging problem in design and optimization of pixelated preclinical SPECT scanners. In this work, we addressed such a challenge from a crystal point-of-view by looking for an optimal pixelated scintillator using GATE Monte Carlo simulation. Various crystal configurations have been investigated and the influence of different pixel sizes, pixel gaps, and three scintillators on tomographic resolution, sensitivity, and PDA of the camera were evaluated. The crystal configuration was then optimized using two objective functions: the weighted-sum and the figure-of-merit methods. The CsI(Na) reveals the highest sensitivity of the order of 43.47 cps/MBq in comparison to the NaI(Tl) and the YAP(Ce), for a 1.5×1.5 mm"2 pixel size and 0.1 mm gap. The results show that the spatial resolution, in terms of FWHM, improves from 3.38 to 2.21 mm while the sensitivity simultaneously deteriorates from 42.39 cps/MBq to 27.81 cps/MBq when pixel size varies from 2×2 mm"2 to 0.5×0.5 mm"2 for a 0.2 mm gap, respectively. The PDA worsens from 0.91 to 0.42 when pixel size decreases from 0.5×0.5 mm"2 to 1×1 mm"2 for a 0.2 mm gap at 15° incident-angle. The two objective functions agree that the 1.5×1.5 mm"2 pixel size and 0.1 mm Epoxy gap CsI(Na) configuration provides the best compromise for small-animal imaging, using the HiReSPECT scanner. Our study highlights that crystal configuration can significantly affect the performance of the camera, and thereby Monte Carlo optimization of pixelated detectors is mandatory in order to achieve an optimal quality tomogram. - Highlights: • We optimized pixelated crystal configuration for the purpose of molecular SPECT imaging. • The weighted-sum and the figure-of-merit methods were used in order to search for an optimal crystal configuration. • The higher the pixel size, the poorer the resolution and simultaneously the higher the sensitivity and the PDA. • The higher the pixel gap, the
Bhargava, S; Adhikari, N; Amin, S A; Das, K; Gayen, S; Jha, T
2017-12-01
Application of HIV-1 protease inhibitors (as an anti-HIV regimen) may serve as an attractive strategy for anti-HIV drug development. Several investigations suggest that there is a crucial need to develop a novel protease inhibitor with higher potency and reduced toxicity. Monte Carlo optimized QSAR study was performed on 200 hydroxyethylamine derivatives with antiprotease activity. Twenty-one QSAR models with good statistical qualities were developed from three different splits with various combinations of SMILES and GRAPH based descriptors. The best models from different splits were selected on the basis of statistically validated characteristics of the test set and have the following statistical parameters: r 2 = 0.806, Q 2 = 0.788 (split 1); r 2 = 0.842, Q 2 = 0.826 (split 2); r 2 = 0.774, Q 2 = 0.755 (split 3). The structural attributes obtained from the best models were analysed to understand the structural requirements of the selected series for HIV-1 protease inhibitory activity. On the basis of obtained structural attributes, 11 new compounds were designed, out of which five compounds were found to have better activity than the best active compound in the series.
International Nuclear Information System (INIS)
Cechak, T.
1982-01-01
Applying Gardner's method of double evaluation one detector should be positioned such that its response should be independent of the material density and the second detector should be positioned so as to maximize changes in response due to density changes. The experimental scanning for optimal energy is extremely time demanding. A program was written based on the Monte Carlo method which solves the problem of error magnitude in case the computation of gamma radiation backscattering neglects multiply scattered photons, the problem of how this error depends on the atomic number of the scattering material as well as the problem of whether the representation of individual scatterings in the spectrum of backscattered photons depends on the positioning of the detector. 42 detectors, 8 types of material and 10 different density values were considered. The computed dependences are given graphically. (M.D.)
International Nuclear Information System (INIS)
Yang, Ying-Hsien; Lin, Sue-Jane; Lewis, Charles
2009-01-01
Life Cycle Assessment (LCA) is a rather common tool for reducing environmental impacts while striving for cleaner processes. This method yields reliable information when input data is sufficient; however, in uncertain systems Monte Carlo (MC) simulation is used as a means to compensate for insufficient data. The MC optimization model was constructed from environmental emissions, process parameters and operation constraints. The results of MC optimization allow for the prediction of environmental performance and the opportunity for environmental improvement. The case study presented here focuses on the acidification improvement regarding uncertain emissions and on the available operation of Taiwan's power plants. The boundary definitions of LCA were established for generation, fuel refining and mining. The model was constructed according to objective functional minimization of acidification potential, base loading, fuel cost and generation mix constraints. Scenario simulations are given the different variation of fuel cost ratios for Taiwan. The simulation results indicate that fuel cost was the most important parameter influencing the acidification potential for seven types of fired power. Owing to the low operational loading, coal-fired power is the best alternative for improving acidification. The optimal scenario for acidification improvement occurred at 15% of the fuel cost. The impact decreased from 1.39 to 1.24 kg SO 2 -eq./MWh. This reduction benefit was about 10.5% lower than the reference year. Regarding eco-efficiency at an optimum scenario level of 5%, the eco-efficiency value was - 12.4 $US/kg SO 2 -eq. Considering the environmental and economical impacts, results indicated that the ratio of coal-fired steam turbine should be reduced. (author)
Odd-flavor Simulations by the Hybrid Monte Carlo
Takaishi, Tetsuya; Takaishi, Tetsuya; De Forcrand, Philippe
2001-01-01
The standard hybrid Monte Carlo algorithm is known to simulate even flavors QCD only. Simulations of odd flavors QCD, however, can be also performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion matrix is approximated by a polynomial. In this exploratory study we perform three flavors QCD simulations. We make a comparison of the hybrid Monte Carlo algorithm and the R-algorithm which also simulates odd flavors systems but has step-size errors. We find that results from our hybrid Monte Carlo algorithm are in agreement with those from the R-algorithm obtained at very small step-size.
Hybrid SN/Monte Carlo research and results
International Nuclear Information System (INIS)
Baker, R.S.
1993-01-01
The neutral particle transport equation is solved by a hybrid method that iteratively couples regions where deterministic (S N ) and stochastic (Monte Carlo) methods are applied. The Monte Carlo and S N regions are fully coupled in the sense that no assumption is made about geometrical separation or decoupling. The hybrid Monte Carlo/S N method provides a new means of solving problems involving both optically thick and optically thin regions that neither Monte Carlo nor S N is well suited for by themselves. The hybrid method has been successfully applied to realistic shielding problems. The vectorized Monte Carlo algorithm in the hybrid method has been ported to the massively parallel architecture of the Connection Machine. Comparisons of performance on a vector machine (Cray Y-MP) and the Connection Machine (CM-2) show that significant speedups are obtainable for vectorized Monte Carlo algorithms on massively parallel machines, even when realistic problems requiring variance reduction are considered. However, the architecture of the Connection Machine does place some limitations on the regime in which the Monte Carlo algorithm may be expected to perform well
Generalized hybrid Monte Carlo - CMFD methods for fission source convergence
International Nuclear Information System (INIS)
Wolters, Emily R.; Larsen, Edward W.; Martin, William R.
2011-01-01
In this paper, we generalize the recently published 'CMFD-Accelerated Monte Carlo' method and present two new methods that reduce the statistical error in CMFD-Accelerated Monte Carlo. The CMFD-Accelerated Monte Carlo method uses Monte Carlo to estimate nonlinear functionals used in low-order CMFD equations for the eigenfunction and eigenvalue. The Monte Carlo fission source is then modified to match the resulting CMFD fission source in a 'feedback' procedure. The two proposed methods differ from CMFD-Accelerated Monte Carlo in the definition of the required nonlinear functionals, but they have identical CMFD equations. The proposed methods are compared with CMFD-Accelerated Monte Carlo on a high dominance ratio test problem. All hybrid methods converge the Monte Carlo fission source almost immediately, leading to a large reduction in the number of inactive cycles required. The proposed methods stabilize the fission source more efficiently than CMFD-Accelerated Monte Carlo, leading to a reduction in the number of active cycles required. Finally, as in CMFD-Accelerated Monte Carlo, the apparent variance of the eigenfunction is approximately equal to the real variance, so the real error is well-estimated from a single calculation. This is an advantage over standard Monte Carlo, in which the real error can be underestimated due to inter-cycle correlation. (author)
Hybrid Monte Carlo methods in computational finance
Leitao Rodriguez, A.
2017-01-01
Monte Carlo methods are highly appreciated and intensively employed in computational finance in the context of financial derivatives valuation or risk management. The method offers valuable advantages like flexibility, easy interpretation and straightforward implementation. Furthermore, the
Autocorrelations in hybrid Monte Carlo simulations
International Nuclear Information System (INIS)
Schaefer, Stefan; Virotta, Francesco
2010-11-01
Simulations of QCD suffer from severe critical slowing down towards the continuum limit. This problem is known to be prominent in the topological charge, however, all observables are affected to various degree by these slow modes in the Monte Carlo evolution. We investigate the slowing down in high statistics simulations and propose a new error analysis method, which gives a realistic estimate of the contribution of the slow modes to the errors. (orig.)
A novel Monte Carlo approach to hybrid local volatility models
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.
Testing a Fourier Accelerated Hybrid Monte Carlo Algorithm
Catterall, S.; Karamov, S.
2001-01-01
We describe a Fourier Accelerated Hybrid Monte Carlo algorithm suitable for dynamical fermion simulations of non-gauge models. We test the algorithm in supersymmetric quantum mechanics viewed as a one-dimensional Euclidean lattice field theory. We find dramatic reductions in the autocorrelation time of the algorithm in comparison to standard HMC.
Tuning up an oldtimer: hybrid Monte Carlo with Wilson fermions
International Nuclear Information System (INIS)
Schilling, K.; Hannemann, V.; Lippert, T.; Noeckel, B.
1995-01-01
We show that BiCGStab inversion algorithm helps to speed up by 50% the computation of the fermionic force inside the Hybrid Monte Carlo (HMC) simulation of full QCD with Wilson fermions, in the chiral regime of small quark masses. ((orig.))
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.
The hybrid Monte Carlo Algorithm and the chiral transition
International Nuclear Information System (INIS)
Gupta, R.
1987-01-01
In this talk the author describes tests of the Hybrid Monte Carlo Algorithm for QCD done in collaboration with Greg Kilcup and Stephen Sharpe. We find that the acceptance in the glubal Metropolis step for Staggered fermions can be tuned and kept large without having to make the step-size prohibitively small. We present results for the finite temperature transition on 4 4 and 4 x 6 3 lattices using this algorithm
Monte Carlo simulation of hybrid systems: An example
International Nuclear Information System (INIS)
Bacha, F.; D'Alencon, H.; Grivelet, J.; Jullien, E.; Jejcic, A.; Maillard, J.; Silva, J.; Zukanovich, R.; Vergnes, J.
1997-01-01
Simulation of hybrid systems needs tracking of particles from the GeV (incident proton beam) range down to a fraction of eV (thermic neutrons). We show how a GEANT based Monte-Carlo program can achieve this, with a realistic computer time and accompanying tools. An example of a dedicated original actinide burner is simulated with this chain. 8 refs., 5 figs
Hybrid Multilevel Monte Carlo Simulation of Stochastic Reaction Networks
Moraes, Alvaro
2015-01-01
even more, we want to achieve this objective with near optimal computational work. We first introduce a hybrid path-simulation scheme based on the well-known stochastic simulation algorithm (SSA)[3] and the tau-leap method [2]. Then, we introduce a Multilevel Monte Carlo strategy that allows us to achieve a computational complexity of order O(T OL−2), this is the same computational complexity as in an exact method but with a smaller constant. We provide numerical examples to show our results.
International Nuclear Information System (INIS)
Nakayama, Akira; Taketsugu, Tetsuya; Shiga, Motoyuki
2009-01-01
Efficiency of the ab initio hybrid Monte Carlo and ab initio path integral hybrid Monte Carlo methods is enhanced by employing an auxiliary potential energy surface that is used to update the system configuration via molecular dynamics scheme. As a simple illustration of this method, a dual-level approach is introduced where potential energy gradients are evaluated by computationally less expensive ab initio electronic structure methods. (author)
An update on the BQCD Hybrid Monte Carlo program
Haar, Taylor Ryan; Nakamura, Yoshifumi; Stüben, Hinnerk
2018-03-01
We present an update of BQCD, our Hybrid Monte Carlo program for simulating lattice QCD. BQCD is one of the main production codes of the QCDSF collaboration and is used by CSSM and in some Japanese finite temperature and finite density projects. Since the first publication of the code at Lattice 2010 the program has been extended in various ways. New features of the code include: dynamical QED, action modification in order to compute matrix elements by using Feynman-Hellman theory, more trace measurements (like Tr(D-n) for K, cSW and chemical potential reweighting), a more flexible integration scheme, polynomial filtering, term-splitting for RHMC, and a portable implementation of performance critical parts employing SIMD.
An update on the BQCD Hybrid Monte Carlo program
Directory of Open Access Journals (Sweden)
Haar Taylor Ryan
2018-01-01
Full Text Available We present an update of BQCD, our Hybrid Monte Carlo program for simulating lattice QCD. BQCD is one of the main production codes of the QCDSF collaboration and is used by CSSM and in some Japanese finite temperature and finite density projects. Since the first publication of the code at Lattice 2010 the program has been extended in various ways. New features of the code include: dynamical QED, action modification in order to compute matrix elements by using Feynman-Hellman theory, more trace measurements (like Tr(D-n for K, cSW and chemical potential reweighting, a more flexible integration scheme, polynomial filtering, term-splitting for RHMC, and a portable implementation of performance critical parts employing SIMD.
Monte Carlo simulation of lower hybrid current drive in tokamaks
International Nuclear Information System (INIS)
Sipilae, S.K.; Heikkinen, J.A.
1994-01-01
In the report a method for noninductive current drive studies based on three-dimensional simulation of test particle orbits is presented. A Monte Carlo momentum diffusion operator is developed to model the wave-particle interaction. The scheme can be utilised in studies of current drive efficiency as well as in examining the current density profiles caused by waves with a finite parallel wave number spectrum and a nonuniform power deposition profile in a toroidal configuration space of arbitrary shape. Calculations performed with a uniform poorer deposition profile of lower hybrid waves for axisymmetric magnetic configurations having different aspect ratios and poloidal cross-section shape confirm the semianalytic estimates for the current drive efficiency based on the solutions of the flux surface averaged Fokker-Planck equation for configurations with circular poloidal cross section. The consequences of the combined effect of radial diffusion, magnetic trapping and radially nonhomogeneous power deposition and background plasma parameter profiles are investigated
Hybrid Monte Carlo algorithm with fat link fermion actions
International Nuclear Information System (INIS)
Kamleh, Waseem; Leinweber, Derek B.; Williams, Anthony G.
2004-01-01
The use of APE smearing or other blocking techniques in lattice fermion actions can provide many advantages. There are many variants of these fat link actions in lattice QCD currently, such as flat link irrelevant clover (FLIC) fermions. The FLIC fermion formalism makes use of the APE blocking technique in combination with a projection of the blocked links back into the special unitary group. This reunitarization is often performed using an iterative maximization of a gauge invariant measure. This technique is not differentiable with respect to the gauge field and thus prevents the use of standard Hybrid Monte Carlo simulation algorithms. The use of an alternative projection technique circumvents this difficulty and allows the simulation of dynamical fat link fermions with standard HMC and its variants. The necessary equations of motion for FLIC fermions are derived, and some initial simulation results are presented. The technique is more general however, and is straightforwardly applicable to other smearing techniques or fat link actions
Hybrid Multilevel Monte Carlo Simulation of Stochastic Reaction Networks
Moraes, Alvaro
2015-01-07
Stochastic reaction networks (SRNs) is a class of continuous-time Markov chains intended to describe, from the kinetic point of view, the time-evolution of chemical systems in which molecules of different chemical species undergo a finite set of reaction channels. This talk is based on articles [4, 5, 6], where we are interested in the following problem: given a SRN, X, defined though its set of reaction channels, and its initial state, x0, estimate E (g(X(T))); that is, the expected value of a scalar observable, g, of the process, X, at a fixed time, T. This problem lead us to define a series of Monte Carlo estimators, M, such that, with high probability can produce values close to the quantity of interest, E (g(X(T))). More specifically, given a user-selected tolerance, TOL, and a small confidence level, η, find an estimator, M, based on approximate sampled paths of X, such that, P (|E (g(X(T))) − M| ≤ TOL) ≥ 1 − η; even more, we want to achieve this objective with near optimal computational work. We first introduce a hybrid path-simulation scheme based on the well-known stochastic simulation algorithm (SSA)[3] and the tau-leap method [2]. Then, we introduce a Multilevel Monte Carlo strategy that allows us to achieve a computational complexity of order O(T OL−2), this is the same computational complexity as in an exact method but with a smaller constant. We provide numerical examples to show our results.
Hybrid Monte-Carlo method for ICF calculations
International Nuclear Information System (INIS)
Clouet, J.F.; Samba, G.
2003-01-01
Numerical simulation of Inertial Confinement Fusion targets in indirect drive requires an accurate description of the radiation transport flow. Laser energy is first converted to X-ray in the gold wall and then transferred to the fusion target through an hohlraum filled with gas. The emissive region is moving in the gold wall which is rapidly expanding into the hohlraum so that the resolution of the radiative transfer equations has to be coupled with hydrodynamic motion. Scientific computing is actually the only tool for an accurate design of ICF targets: one of the difficulties is to compute the non-isotropic irradiation on the capsule and to control them by an appropriate balance between the energy of the different laser beams. Hence an approximate description of radiation transport is not relevant and a transport method has to be chosen. On the other hand transport methods are known to be more or less inefficient in optically thick regions: for instance in the gold wall before it is sufficiently heated and ablated to become optically thin. In these regions, diffusion approximation of the transfer equations is an accurate description of the physical phenomenon; moreover it is much more cheaper to solve numerically than the full transport equations. This is why we developed an hybrid method for radiation transport where the lower part of the energy spectrum is treated in the diffusion approximation whereas the higher part is treated by a transport method. We introduced the notion of spectral cut-off to describe this separation between the two descriptions. The method is dynamic in the sense that the spectral cut-off evolves with time and space localization. The method has been introduced in our ICF code FCl2: this is a 2D radiation hydrodynamics code in cylindrical geometry which has been used for several years at the CEA for laser studies. It is a Lagrangian code with Arbitrary Lagrangian Eulerian capabilities, flux-limited thermal (electronic and ionic
Study on MPI/OpenMP hybrid parallelism for Monte Carlo neutron transport code
International Nuclear Information System (INIS)
Liang Jingang; Xu Qi; Wang Kan; Liu Shiwen
2013-01-01
Parallel programming with mixed mode of messages-passing and shared-memory has several advantages when used in Monte Carlo neutron transport code, such as fitting hardware of distributed-shared clusters, economizing memory demand of Monte Carlo transport, improving parallel performance, and so on. MPI/OpenMP hybrid parallelism was implemented based on a one dimension Monte Carlo neutron transport code. Some critical factors affecting the parallel performance were analyzed and solutions were proposed for several problems such as contention access, lock contention and false sharing. After optimization the code was tested finally. It is shown that the hybrid parallel code can reach good performance just as pure MPI parallel program, while it saves a lot of memory usage at the same time. Therefore hybrid parallel is efficient for achieving large-scale parallel of Monte Carlo neutron transport. (authors)
The Hybrid Monte Carlo (HMC) method and dynamic fermions
International Nuclear Information System (INIS)
Amaral, Marcia G. do
1994-01-01
Nevertheless the Monte Carlo method has been extensively used in the simulation of many types of theories, the successful application has been established only for models containing boson fields. With the present computer generation, the development of faster and efficient algorithms became necessary and urgent. This paper studies the HMC and the dynamic fermions
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Thompson, Kelly G.; Urbatsch, Todd J.
2012-01-01
Discrete Diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Implicit Monte Carlo radiative-transfer simulations in optically thick media. In DDMC, particles take discrete steps between spatial cells according to a discretized diffusion equation. Each discrete step replaces many smaller Monte Carlo steps, thus improving the efficiency of the simulation. In this paper, we present an extension of DDMC for frequency-dependent radiative transfer. We base our new DDMC method on a frequency-integrated diffusion equation for frequencies below a specified threshold, as optical thickness is typically a decreasing function of frequency. Above this threshold we employ standard Monte Carlo, which results in a hybrid transport-diffusion scheme. With a set of frequency-dependent test problems, we confirm the accuracy and increased efficiency of our new DDMC method.
International Nuclear Information System (INIS)
Ibrahim, Ahmad M.; Peplow, Douglas E.; Peterson, Joshua L.; Grove, Robert E.
2014-01-01
Highlights: •Develop the novel Multi-Step CADIS (MS-CADIS) hybrid Monte Carlo/deterministic method for multi-step shielding analyses. •Accurately calculate shutdown dose rates using full-scale Monte Carlo models of fusion energy systems. •Demonstrate the dramatic efficiency improvement of the MS-CADIS method for the rigorous two step calculations of the shutdown dose rate in fusion reactors. -- Abstract: The rigorous 2-step (R2S) computational system uses three-dimensional Monte Carlo transport simulations to calculate the shutdown dose rate (SDDR) in fusion reactors. Accurate full-scale R2S calculations are impractical in fusion reactors because they require calculating space- and energy-dependent neutron fluxes everywhere inside the reactor. The use of global Monte Carlo variance reduction techniques was suggested for accelerating the R2S neutron transport calculation. However, the prohibitive computational costs of these approaches, which increase with the problem size and amount of shielding materials, inhibit their ability to accurately predict the SDDR in fusion energy systems using full-scale modeling of an entire fusion plant. This paper describes a novel hybrid Monte Carlo/deterministic methodology that uses the Consistent Adjoint Driven Importance Sampling (CADIS) method but focuses on multi-step shielding calculations. The Multi-Step CADIS (MS-CADIS) methodology speeds up the R2S neutron Monte Carlo calculation using an importance function that represents the neutron importance to the final SDDR. Using a simplified example, preliminary results showed that the use of MS-CADIS enhanced the efficiency of the neutron Monte Carlo simulation of an SDDR calculation by a factor of 550 compared to standard global variance reduction techniques, and that the efficiency enhancement compared to analog Monte Carlo is higher than a factor of 10,000
A hybrid multiscale kinetic Monte Carlo method for simulation of copper electrodeposition
International Nuclear Information System (INIS)
Zheng Zheming; Stephens, Ryan M.; Braatz, Richard D.; Alkire, Richard C.; Petzold, Linda R.
2008-01-01
A hybrid multiscale kinetic Monte Carlo (HMKMC) method for speeding up the simulation of copper electrodeposition is presented. The fast diffusion events are simulated deterministically with a heterogeneous diffusion model which considers site-blocking effects of additives. Chemical reactions are simulated by an accelerated (tau-leaping) method for discrete stochastic simulation which adaptively selects exact discrete stochastic simulation for the appropriate reaction whenever that is necessary. The HMKMC method is seen to be accurate and highly efficient
Analysis of subgrid scale mixing using a hybrid LES-Monte-Carlo PDF method
International Nuclear Information System (INIS)
Olbricht, C.; Hahn, F.; Sadiki, A.; Janicka, J.
2007-01-01
This contribution introduces a hybrid LES-Monte-Carlo method for a coupled solution of the flow and the multi-dimensional scalar joint pdf in two complex mixing devices. For this purpose an Eulerian Monte-Carlo method is used. First, a complex mixing device (jet-in-crossflow, JIC) is presented in which the stochastic convergence and the coherency between the scalar field solution obtained via finite-volume methods and that from the stochastic solution of the pdf for the hybrid method are evaluated. Results are compared to experimental data. Secondly, an extensive investigation of the micromixing on the basis of assumed shape and transported SGS-pdfs in a configuration with practical relevance is carried out. This consists of a mixing chamber with two opposite rows of jets penetrating a crossflow (multi-jet-in-crossflow, MJIC). Some numerical results are compared to available experimental data and to RANS based results. It turns out that the hybrid LES-Monte-Carlo method could achieve a detailed analysis of the mixing at the subgrid level
A comparison of generalized hybrid Monte Carlo methods with and without momentum flip
International Nuclear Information System (INIS)
Akhmatskaya, Elena; Bou-Rabee, Nawaf; Reich, Sebastian
2009-01-01
The generalized hybrid Monte Carlo (GHMC) method combines Metropolis corrected constant energy simulations with a partial random refreshment step in the particle momenta. The standard detailed balance condition requires that momenta are negated upon rejection of a molecular dynamics proposal step. The implication is a trajectory reversal upon rejection, which is undesirable when interpreting GHMC as thermostated molecular dynamics. We show that a modified detailed balance condition can be used to implement GHMC without momentum flips. The same modification can be applied to the generalized shadow hybrid Monte Carlo (GSHMC) method. Numerical results indicate that GHMC/GSHMC implementations with momentum flip display a favorable behavior in terms of sampling efficiency, i.e., the traditional GHMC/GSHMC implementations with momentum flip got the advantage of a higher acceptance rate and faster decorrelation of Monte Carlo samples. The difference is more pronounced for GHMC. We also numerically investigate the behavior of the GHMC method as a Langevin-type thermostat. We find that the GHMC method without momentum flip interferes less with the underlying stochastic molecular dynamics in terms of autocorrelation functions and it to be preferred over the GHMC method with momentum flip. The same finding applies to GSHMC
Rational hybrid Monte Carlo algorithm for theories with unknown spectral bounds
International Nuclear Information System (INIS)
Kogut, J. B.; Sinclair, D. K.
2006-01-01
The Rational Hybrid Monte Carlo (RHMC) algorithm extends the Hybrid Monte Carlo algorithm for lattice QCD simulations to situations involving fractional powers of the determinant of the quadratic Dirac operator. This avoids the updating increment (dt) dependence of observables which plagues the Hybrid Molecular-dynamics (HMD) method. The RHMC algorithm uses rational approximations to fractional powers of the quadratic Dirac operator. Such approximations are only available when positive upper and lower bounds to the operator's spectrum are known. We apply the RHMC algorithm to simulations of 2 theories for which a positive lower spectral bound is unknown: lattice QCD with staggered quarks at finite isospin chemical potential and lattice QCD with massless staggered quarks and chiral 4-fermion interactions (χQCD). A choice of lower bound is made in each case, and the properties of the RHMC simulations these define are studied. Justification of our choices of lower bounds is made by comparing measurements with those from HMD simulations, and by comparing different choices of lower bounds
Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm
International Nuclear Information System (INIS)
Takaishi, Tetsuya
2013-01-01
The stochastic volatility model is one of volatility models which infer latent volatility of asset returns. The Bayesian inference of the stochastic volatility (SV) model is performed by the hybrid Monte Carlo (HMC) algorithm which is superior to other Markov Chain Monte Carlo methods in sampling volatility variables. We perform the HMC simulations of the SV model for two liquid stock returns traded on the Tokyo Stock Exchange and measure the volatilities of those stock returns. Then we calculate the accuracy of the volatility measurement using the realized volatility as a proxy of the true volatility and compare the SV model with the GARCH model which is one of other volatility models. Using the accuracy calculated with the realized volatility we find that empirically the SV model performs better than the GARCH model.
A hybrid transport-diffusion method for Monte Carlo radiative-transfer simulations
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Urbatsch, Todd J.; Evans, Thomas M.; Buksas, Michael W.
2007-01-01
Discrete Diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Monte Carlo particle-transport simulations in diffusive media. If standard Monte Carlo is used in such media, particle histories will consist of many small steps, resulting in a computationally expensive calculation. In DDMC, particles take discrete steps between spatial cells according to a discretized diffusion equation. Each discrete step replaces many small Monte Carlo steps, thus increasing the efficiency of the simulation. In addition, given that DDMC is based on a diffusion equation, it should produce accurate solutions if used judiciously. In practice, DDMC is combined with standard Monte Carlo to form a hybrid transport-diffusion method that can accurately simulate problems with both diffusive and non-diffusive regions. In this paper, we extend previously developed DDMC techniques in several ways that improve the accuracy and utility of DDMC for nonlinear, time-dependent, radiative-transfer calculations. The use of DDMC in these types of problems is advantageous since, due to the underlying linearizations, optically thick regions appear to be diffusive. First, we employ a diffusion equation that is discretized in space but is continuous in time. Not only is this methodology theoretically more accurate than temporally discretized DDMC techniques, but it also has the benefit that a particle's time is always known. Thus, there is no ambiguity regarding what time to assign a particle that leaves an optically thick region (where DDMC is used) and begins transporting by standard Monte Carlo in an optically thin region. Also, we treat the interface between optically thick and optically thin regions with an improved method, based on the asymptotic diffusion-limit boundary condition, that can produce accurate results regardless of the angular distribution of the incident Monte Carlo particles. Finally, we develop a technique for estimating radiation momentum deposition during the
Accelerating staggered-fermion dynamics with the rational hybrid Monte Carlo algorithm
International Nuclear Information System (INIS)
Clark, M. A.; Kennedy, A. D.
2007-01-01
Improved staggered-fermion formulations are a popular choice for lattice QCD calculations. Historically, the algorithm used for such calculations has been the inexact R algorithm, which has systematic errors that only vanish as the square of the integration step size. We describe how the exact rational hybrid Monte Carlo (RHMC) algorithm may be used in this context, and show that for parameters corresponding to current state-of-the-art computations it leads to a factor of approximately seven decrease in cost as well as having no step-size errors
Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm
International Nuclear Information System (INIS)
Takaishi, Tetsuya
2014-01-01
The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model
Hybrid transport and diffusion modeling using electron thermal transport Monte Carlo SNB in DRACO
Chenhall, Jeffrey; Moses, Gregory
2017-10-01
The iSNB (implicit Schurtz Nicolai Busquet) multigroup diffusion electron thermal transport method is adapted into an Electron Thermal Transport Monte Carlo (ETTMC) transport method to better model angular and long mean free path non-local effects. Previously, the ETTMC model had been implemented in the 2D DRACO multiphysics code and found to produce consistent results with the iSNB method. Current work is focused on a hybridization of the computationally slower but higher fidelity ETTMC transport method with the computationally faster iSNB diffusion method in order to maximize computational efficiency. Furthermore, effects on the energy distribution of the heat flux divergence are studied. Work to date on the hybrid method will be presented. This work was supported by Sandia National Laboratories and the Univ. of Rochester Laboratory for Laser Energetics.
New Hybrid Monte Carlo methods for efficient sampling. From physics to biology and statistics
International Nuclear Information System (INIS)
Akhmatskaya, Elena; Reich, Sebastian
2011-01-01
We introduce a class of novel hybrid methods for detailed simulations of large complex systems in physics, biology, materials science and statistics. These generalized shadow Hybrid Monte Carlo (GSHMC) methods combine the advantages of stochastic and deterministic simulation techniques. They utilize a partial momentum update to retain some of the dynamical information, employ modified Hamiltonians to overcome exponential performance degradation with the system’s size and make use of multi-scale nature of complex systems. Variants of GSHMCs were developed for atomistic simulation, particle simulation and statistics: GSHMC (thermodynamically consistent implementation of constant-temperature molecular dynamics), MTS-GSHMC (multiple-time-stepping GSHMC), meso-GSHMC (Metropolis corrected dissipative particle dynamics (DPD) method), and a generalized shadow Hamiltonian Monte Carlo, GSHmMC (a GSHMC for statistical simulations). All of these are compatible with other enhanced sampling techniques and suitable for massively parallel computing allowing for a range of multi-level parallel strategies. A brief description of the GSHMC approach, examples of its application on high performance computers and comparison with other existing techniques are given. Our approach is shown to resolve such problems as resonance instabilities of the MTS methods and non-preservation of thermodynamic equilibrium properties in DPD, and to outperform known methods in sampling efficiency by an order of magnitude. (author)
Kadoura, Ahmad Salim
2014-03-17
Molecular simulation could provide detailed description of fluid systems when compared to experimental techniques. They can also replace equations of state; however, molecular simulation usually costs considerable computational efforts. Several techniques have been developed to overcome such high computational costs. In this paper, two early rejection schemes, a conservative and a hybrid one, are introduced. In these two methods, undesired configurations generated by the Monte Carlo trials are rejected earlier than it would when using conventional algorithms. The methods are tested for structureless single-component Lennard-Jones particles in both canonical and NVT-Gibbs ensembles. The computational time reduction for both ensembles is observed at a wide range of thermodynamic conditions. Results show that computational time savings are directly proportional to the rejection rate of Monte Carlo trials. The proposed conservative scheme has shown to be successful in saving up to 40% of the computational time in the canonical ensemble and up to 30% in the NVT-Gibbs ensemble when compared to standard algorithms. In addition, it preserves the exact Markov chains produced by the Metropolis scheme. Further enhancement for NVT-Gibbs ensemble is achieved by combining this technique with the bond formation early rejection one. The hybrid method achieves more than 50% saving of the central processing unit (CPU) time.
International Nuclear Information System (INIS)
Ibrahim, Ahmad M.; Wilson, Paul P.H.; Sawan, Mohamed E.; Mosher, Scott W.; Peplow, Douglas E.; Wagner, John C.; Evans, Thomas M.; Grove, Robert E.
2015-01-01
The CADIS and FW-CADIS hybrid Monte Carlo/deterministic techniques dramatically increase the efficiency of neutronics modeling, but their use in the accurate design analysis of very large and geometrically complex nuclear systems has been limited by the large number of processors and memory requirements for their preliminary deterministic calculations and final Monte Carlo calculation. Three mesh adaptivity algorithms were developed to reduce the memory requirements of CADIS and FW-CADIS without sacrificing their efficiency improvement. First, a macromaterial approach enhances the fidelity of the deterministic models without changing the mesh. Second, a deterministic mesh refinement algorithm generates meshes that capture as much geometric detail as possible without exceeding a specified maximum number of mesh elements. Finally, a weight window coarsening algorithm decouples the weight window mesh and energy bins from the mesh and energy group structure of the deterministic calculations in order to remove the memory constraint of the weight window map from the deterministic mesh resolution. The three algorithms were used to enhance an FW-CADIS calculation of the prompt dose rate throughout the ITER experimental facility. Using these algorithms resulted in a 23.3% increase in the number of mesh tally elements in which the dose rates were calculated in a 10-day Monte Carlo calculation and, additionally, increased the efficiency of the Monte Carlo simulation by a factor of at least 3.4. The three algorithms enabled this difficult calculation to be accurately solved using an FW-CADIS simulation on a regular computer cluster, eliminating the need for a world-class super computer
Chen, Yunjie; Roux, Benoît
2014-09-21
Hybrid schemes combining the strength of molecular dynamics (MD) and Metropolis Monte Carlo (MC) offer a promising avenue to improve the sampling efficiency of computer simulations of complex systems. A number of recently proposed hybrid methods consider new configurations generated by driving the system via a non-equilibrium MD (neMD) trajectory, which are subsequently treated as putative candidates for Metropolis MC acceptance or rejection. To obey microscopic detailed balance, it is necessary to alter the momentum of the system at the beginning and/or the end of the neMD trajectory. This strict rule then guarantees that the random walk in configurational space generated by such hybrid neMD-MC algorithm will yield the proper equilibrium Boltzmann distribution. While a number of different constructs are possible, the most commonly used prescription has been to simply reverse the momenta of all the particles at the end of the neMD trajectory ("one-end momentum reversal"). Surprisingly, it is shown here that the choice of momentum reversal prescription can have a considerable effect on the rate of convergence of the hybrid neMD-MC algorithm, with the simple one-end momentum reversal encountering particularly acute problems. In these neMD-MC simulations, different regions of configurational space end up being essentially isolated from one another due to a very small transition rate between regions. In the worst-case scenario, it is almost as if the configurational space does not constitute a single communicating class that can be sampled efficiently by the algorithm, and extremely long neMD-MC simulations are needed to obtain proper equilibrium probability distributions. To address this issue, a novel momentum reversal prescription, symmetrized with respect to both the beginning and the end of the neMD trajectory ("symmetric two-ends momentum reversal"), is introduced. Illustrative simulations demonstrate that the hybrid neMD-MC algorithm robustly yields a correct
Chen, Yunjie; Roux, Benoît
2014-09-01
Hybrid schemes combining the strength of molecular dynamics (MD) and Metropolis Monte Carlo (MC) offer a promising avenue to improve the sampling efficiency of computer simulations of complex systems. A number of recently proposed hybrid methods consider new configurations generated by driving the system via a non-equilibrium MD (neMD) trajectory, which are subsequently treated as putative candidates for Metropolis MC acceptance or rejection. To obey microscopic detailed balance, it is necessary to alter the momentum of the system at the beginning and/or the end of the neMD trajectory. This strict rule then guarantees that the random walk in configurational space generated by such hybrid neMD-MC algorithm will yield the proper equilibrium Boltzmann distribution. While a number of different constructs are possible, the most commonly used prescription has been to simply reverse the momenta of all the particles at the end of the neMD trajectory ("one-end momentum reversal"). Surprisingly, it is shown here that the choice of momentum reversal prescription can have a considerable effect on the rate of convergence of the hybrid neMD-MC algorithm, with the simple one-end momentum reversal encountering particularly acute problems. In these neMD-MC simulations, different regions of configurational space end up being essentially isolated from one another due to a very small transition rate between regions. In the worst-case scenario, it is almost as if the configurational space does not constitute a single communicating class that can be sampled efficiently by the algorithm, and extremely long neMD-MC simulations are needed to obtain proper equilibrium probability distributions. To address this issue, a novel momentum reversal prescription, symmetrized with respect to both the beginning and the end of the neMD trajectory ("symmetric two-ends momentum reversal"), is introduced. Illustrative simulations demonstrate that the hybrid neMD-MC algorithm robustly yields a correct
Directory of Open Access Journals (Sweden)
Kecheng Yang
Full Text Available 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.
Suh, Donghyuk; Radak, Brian K.; Chipot, Christophe; Roux, Benoît
2018-01-01
Molecular dynamics (MD) trajectories based on classical equations of motion can be used to sample the configurational space of complex molecular systems. However, brute-force MD often converges slowly due to the ruggedness of the underlying potential energy surface. Several schemes have been proposed to address this problem by effectively smoothing the potential energy surface. However, in order to recover the proper Boltzmann equilibrium probability distribution, these approaches must then rely on statistical reweighting techniques or generate the simulations within a Hamiltonian tempering replica-exchange scheme. The present work puts forth a novel hybrid sampling propagator combining Metropolis-Hastings Monte Carlo (MC) with proposed moves generated by non-equilibrium MD (neMD). This hybrid neMD-MC propagator comprises three elementary elements: (i) an atomic system is dynamically propagated for some period of time using standard equilibrium MD on the correct potential energy surface; (ii) the system is then propagated for a brief period of time during what is referred to as a "boosting phase," via a time-dependent Hamiltonian that is evolved toward the perturbed potential energy surface and then back to the correct potential energy surface; (iii) the resulting 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-end momentum reversal prescription is used at the end of the neMD trajectories to guarantee that the hybrid neMD-MC sampling propagator obeys microscopic detailed balance and rigorously yields the equilibrium Boltzmann distribution. The hybrid neMD-MC sampling propagator is designed and implemented to enhance the sampling by relying on the accelerated MD and solute tempering schemes. It is also combined with the adaptive biased force sampling algorithm to examine. Illustrative tests with specific biomolecular systems indicate that the method can yield
International Nuclear Information System (INIS)
Wagner, John C.; Mosher, Scott W.; Evans, Thomas M.; Peplow, Douglas E.; Turner, John A.
2010-01-01
This paper describes code and methods development at the Oak Ridge National Laboratory focused on enabling high-fidelity, large-scale reactor analyses with Monte Carlo (MC). Current state-of-the-art tools and methods used to perform real commercial reactor analyses have several undesirable features, the most significant of which is the non-rigorous spatial decomposition scheme. Monte Carlo methods, which allow detailed and accurate modeling of the full geometry and are considered the gold standard for radiation transport solutions, are playing an ever-increasing role in correcting and/or verifying the deterministic, multi-level spatial decomposition methodology in current practice. However, the prohibitive computational requirements associated with obtaining fully converged, system-wide solutions restrict the role of MC to benchmarking deterministic results at a limited number of state-points for a limited number of relevant quantities. The goal of this research is to change this paradigm by enabling direct use of MC for full-core reactor analyses. The most significant of the many technical challenges that must be overcome are the slow, non-uniform convergence of system-wide MC estimates and the memory requirements associated with detailed solutions throughout a reactor (problems involving hundreds of millions of different material and tally regions due to fuel irradiation, temperature distributions, and the needs associated with multi-physics code coupling). To address these challenges, our research has focused on the development and implementation of (1) a novel hybrid deterministic/MC method for determining high-precision fluxes throughout the problem space in k-eigenvalue problems and (2) an efficient MC domain-decomposition (DD) algorithm that partitions the problem phase space onto multiple processors for massively parallel systems, with statistical uncertainty estimation. The hybrid method development is based on an extension of the FW-CADIS method, which
International Nuclear Information System (INIS)
Wagner, J.C.; Mosher, S.W.; Evans, T.M.; Peplow, D.E.; Turner, J.A.
2010-01-01
This paper describes code and methods development at the Oak Ridge National Laboratory focused on enabling high-fidelity, large-scale reactor analyses with Monte Carlo (MC). Current state-of-the-art tools and methods used to perform 'real' commercial reactor analyses have several undesirable features, the most significant of which is the non-rigorous spatial decomposition scheme. Monte Carlo methods, which allow detailed and accurate modeling of the full geometry and are considered the 'gold standard' for radiation transport solutions, are playing an ever-increasing role in correcting and/or verifying the deterministic, multi-level spatial decomposition methodology in current practice. However, the prohibitive computational requirements associated with obtaining fully converged, system-wide solutions restrict the role of MC to benchmarking deterministic results at a limited number of state-points for a limited number of relevant quantities. The goal of this research is to change this paradigm by enabling direct use of MC for full-core reactor analyses. The most significant of the many technical challenges that must be overcome are the slow, non-uniform convergence of system-wide MC estimates and the memory requirements associated with detailed solutions throughout a reactor (problems involving hundreds of millions of different material and tally regions due to fuel irradiation, temperature distributions, and the needs associated with multi-physics code coupling). To address these challenges, our research has focused on the development and implementation of (1) a novel hybrid deterministic/MC method for determining high-precision fluxes throughout the problem space in k-eigenvalue problems and (2) an efficient MC domain-decomposition (DD) algorithm that partitions the problem phase space onto multiple processors for massively parallel systems, with statistical uncertainty estimation. The hybrid method development is based on an extension of the FW-CADIS method
A Novel Multiple-Time Scale Integrator for the Hybrid Monte Carlo Algorithm
International Nuclear Information System (INIS)
Kamleh, Waseem
2011-01-01
Hybrid Monte Carlo simulations that implement the fermion action using multiple terms are commonly used. By the nature of their formulation they involve multiple integration time scales in the evolution of the system through simulation time. These different scales are usually dealt with by the Sexton-Weingarten nested leapfrog integrator. In this scheme the choice of time scales is somewhat restricted as each time step must be an exact multiple of the next smallest scale in the sequence. A novel generalisation of the nested leapfrog integrator is introduced which allows for far greater flexibility in the choice of time scales, as each scale now must only be an exact multiple of the smallest step size.
Markov Chain Monte Carlo (MCMC) methods for parameter estimation of a novel hybrid redundant robot
International Nuclear Information System (INIS)
Wang Yongbo; Wu Huapeng; Handroos, Heikki
2011-01-01
This paper presents a statistical method for the calibration of a redundantly actuated hybrid serial-parallel robot IWR (Intersector Welding Robot). The robot under study will be used to carry out welding, machining, and remote handing for the assembly of vacuum vessel of International Thermonuclear Experimental Reactor (ITER). The robot has ten degrees of freedom (DOF), among which six DOF are contributed by the parallel mechanism and the rest are from the serial mechanism. In this paper, a kinematic error model which involves 54 unknown geometrical error parameters is developed for the proposed robot. Based on this error model, the mean values of the unknown parameters are statistically analyzed and estimated by means of Markov Chain Monte Carlo (MCMC) approach. The computer simulation is conducted by introducing random geometric errors and measurement poses which represent the corresponding real physical behaviors. The simulation results of the marginal posterior distributions of the estimated model parameters indicate that our method is reliable and robust.
International Nuclear Information System (INIS)
Koo, Bon Seung; Lee, Kyung Hoon; Song, Jae Seung; Park, Sang Yoon
2013-01-01
In this paper, the basic nuclear characteristics of major emitter materials were surveyed. In addition, preliminary calculations of Cobalt-Vanadium fixed incore detector were performed using the Monte Carlo code. Calculational results were cross-checked by KARMA. KARMA is a two-dimensional multigroup transport theory code developed by the KAERI and approved by Korean regularity agency to be employed as a nuclear design tool for a Korean commercial pressurizer water reactor. The nuclear characteristics of the major emitter materials were surveyed, and preliminary calculations of the hybrid fixed incore detector were performed with the MCNP code. The eigenvalue and pin-by-pin fission power distributions were calculated and showed good agreement with the KARMA calculation results. As future work, gamma power distributions as well as several types of XS of the emitter, insulator, and collector regions for a Co-V ICI assembly will be evaluated and compared
New one-flavor hybrid Monte Carlo simulation method for lattice fermions with γ5 hermiticity
International Nuclear Information System (INIS)
Ogawa, Kenji
2011-01-01
We propose a new method for Hybrid Monte Carlo (HMC) simulations with odd numbers of dynamical fermions on the lattice. It employs a different approach from polynomial or rational HMC. In this method, γ 5 hermiticity of the lattice Dirac operators is crucial and it can be applied to Wilson, domain-wall, and overlap fermions. We compare HMC simulations with two degenerate flavors and (1+1) degenerate flavors using optimal domain-wall fermions. The ratio of the efficiency, (number of accepted trajectories)/(simulation time), is about 3:2. The relation between pseudofermion action of chirally symmetric lattice fermions in four-dimensional (overlap) and five-dimensional (domain-wall) representation are also analyzed.
A Hybrid Monte Carlo importance sampling of rare events in Turbulence and in Turbulent Models
Margazoglou, Georgios; Biferale, Luca; Grauer, Rainer; Jansen, Karl; Mesterhazy, David; Rosenow, Tillmann; Tripiccione, Raffaele
2017-11-01
Extreme and rare events is a challenging topic in the field of turbulence. Trying to investigate those instances through the use of traditional numerical tools turns to be a notorious task, as they fail to systematically sample the fluctuations around them. On the other hand, we propose that an importance sampling Monte Carlo method can selectively highlight extreme events in remote areas of the phase space and induce their occurrence. We present a brand new computational approach, based on the path integral formulation of stochastic dynamics, and employ an accelerated Hybrid Monte Carlo (HMC) algorithm for this purpose. Through the paradigm of stochastic one-dimensional Burgers' equation, subjected to a random noise that is white-in-time and power-law correlated in Fourier space, we will prove our concept and benchmark our results with standard CFD methods. Furthermore, we will present our first results of constrained sampling around saddle-point instanton configurations (optimal fluctuations). The research leading to these results has received funding from the EU Horizon 2020 research and innovation programme under Grant Agreement No. 642069, and from the EU Seventh Framework Programme (FP7/2007-2013) under ERC Grant Agreement No. 339032.
Energy Technology Data Exchange (ETDEWEB)
Guenay, Mehtap [Malatya Univ. (Turkey). Physics Department
2015-03-15
In this study, salt-heavy metal mixtures consisting of 93-85% Li{sub 20}Sn{sub 80} + 5% SFG-PuO{sub 2} and 2-10% UO{sub 2}, 93-85% Li{sub 20}Sn{sub 80} + 5% SFG-PuO{sub 2} and 2-10% NpO{sub 2}, and 93-85% Li{sub 20}Sn{sub 80} + 5% SFG-PuO{sub 2} and 2-10% UCO were used as fluids. The fluids were used in the liquid first wall, blanket, and shield zones of a fusion-fission hybrid reactor system. A beryllium (Be) zone with a width of 3 cm was used for neutron multiplicity between the liquid first wall and the blanket. 9Cr2WVTa ferritic steel with the width of 4 cm was used as the structural material. The contributions of each isotope in the fluids to the nuclear parameters, such as tritium breeding ratio (TBR), energy multiplication factor (M), and heat deposition rate, of the fusion-fission hybrid reactor were calculated in the liquid first wall, blanket, and shield zones. Three-dimensional analyses were performed using the Monte Carlo code MCNPX-2.7.0 and nuclear data library ENDF/B-VII.0.
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.
International Nuclear Information System (INIS)
Guenay, Mehtap
2015-01-01
In this study, salt-heavy metal mixtures consisting of 93-85% Li 20 Sn 80 + 5% SFG-PuO 2 and 2-10% UO 2 , 93-85% Li 20 Sn 80 + 5% SFG-PuO 2 and 2-10% NpO 2 , and 93-85% Li 20 Sn 80 + 5% SFG-PuO 2 and 2-10% UCO were used as fluids. The fluids were used in the liquid first wall, blanket, and shield zones of a fusion-fission hybrid reactor system. A beryllium (Be) zone with a width of 3 cm was used for neutron multiplicity between the liquid first wall and the blanket. 9Cr2WVTa ferritic steel with the width of 4 cm was used as the structural material. The contributions of each isotope in the fluids to the nuclear parameters, such as tritium breeding ratio (TBR), energy multiplication factor (M), and heat deposition rate, of the fusion-fission hybrid reactor were calculated in the liquid first wall, blanket, and shield zones. Three-dimensional analyses were performed using the Monte Carlo code MCNPX-2.7.0 and nuclear data library ENDF/B-VII.0.
Feasibility of a Monte Carlo-deterministic hybrid method for fast reactor analysis
Energy Technology Data Exchange (ETDEWEB)
Heo, W.; Kim, W.; Kim, Y. [Korea Advanced Institute of Science and Technology - KAIST, 291 Daehak-ro, Yuseong-gu, Daejeon, 305-701 (Korea, Republic of); Yun, S. [Korea Atomic Energy Research Institute - KAERI, 989-111 Daedeok-daero, Yuseong-gu, Daejeon, 305-353 (Korea, Republic of)
2013-07-01
A Monte Carlo and deterministic hybrid method is investigated for the analysis of fast reactors in this paper. Effective multi-group cross sections data are generated using a collision estimator in the MCNP5. A high order Legendre scattering cross section data generation module was added into the MCNP5 code. Both cross section data generated from MCNP5 and TRANSX/TWODANT using the homogeneous core model were compared, and were applied to DIF3D code for fast reactor core analysis of a 300 MWe SFR TRU burner core. For this analysis, 9 groups macroscopic-wise data was used. In this paper, a hybrid calculation MCNP5/DIF3D was used to analyze the core model. The cross section data was generated using MCNP5. The k{sub eff} and core power distribution were calculated using the 54 triangle FDM code DIF3D. A whole core calculation of the heterogeneous core model using the MCNP5 was selected as a reference. In terms of the k{sub eff}, 9-group MCNP5/DIF3D has a discrepancy of -154 pcm from the reference solution, 9-group TRANSX/TWODANT/DIF3D analysis gives -1070 pcm discrepancy. (authors)
Hybrid Monte Carlo-Diffusion Method For Light Propagation in Tissue With a Low-Scattering Region
Hayashi, Toshiyuki; Kashio, Yoshihiko; Okada, Eiji
2003-06-01
The heterogeneity of the tissues in a head, especially the low-scattering cerebrospinal fluid (CSF) layer surrounding the brain has previously been shown to strongly affect light propagation in the brain. The radiosity-diffusion method, in which the light propagation in the CSF layer is assumed to obey the radiosity theory, has been employed to predict the light propagation in head models. Although the CSF layer is assumed to be a nonscattering region in the radiosity-diffusion method, fine arachnoid trabeculae cause faint scattering in the CSF layer in real heads. A novel approach, the hybrid Monte Carlo-diffusion method, is proposed to calculate the head models, including the low-scattering region in which the light propagation does not obey neither the diffusion approximation nor the radiosity theory. The light propagation in the high-scattering region is calculated by means of the diffusion approximation solved by the finite-element method and that in the low-scattering region is predicted by the Monte Carlo method. The intensity and mean time of flight of the detected light for the head model with a low-scattering CSF layer calculated by the hybrid method agreed well with those by the Monte Carlo method, whereas the results calculated by means of the diffusion approximation included considerable error caused by the effect of the CSF layer. In the hybrid method, the time-consuming Monte Carlo calculation is employed only for the thin CSF layer, and hence, the computation time of the hybrid method is dramatically shorter than that of the Monte Carlo method.
New hybrid voxelized/analytical primitive in Monte Carlo simulations for medical applications
International Nuclear Information System (INIS)
Bert, Julien; Lemaréchal, Yannick; Visvikis, Dimitris
2016-01-01
Monte Carlo simulations (MCS) applied in particle physics play a key role in medical imaging and particle therapy. In such simulations, particles are transported through voxelized phantoms derived from predominantly patient CT images. However, such voxelized object representation limits the incorporation of fine elements, such as artificial implants from CAD modeling or anatomical and functional details extracted from other imaging modalities. In this work we propose a new hYbrid Voxelized/ANalytical primitive (YVAN) that combines both voxelized and analytical object descriptions within the same MCS, without the need to simultaneously run two parallel simulations, which is the current gold standard methodology. Given that YVAN is simply a new primitive object, it does not require any modifications on the underlying MC navigation code. The new proposed primitive was assessed through a first simple MCS. Results from the YVAN primitive were compared against an MCS using a pure analytical geometry and the layer mass geometry concept. A perfect agreement was found between these simulations, leading to the conclusion that the new hybrid primitive is able to accurately and efficiently handle phantoms defined by a mixture of voxelized and analytical objects. In addition, two application-based evaluation studies in coronary angiography and intra-operative radiotherapy showed that the use of YVAN was 6.5% and 12.2% faster than the layered mass geometry method, respectively, without any associated loss of accuracy. However, the simplification advantages and differences in computational time improvements obtained with YVAN depend on the relative proportion of the analytical and voxelized structures used in the simulation as well as the size and number of triangles used in the description of the analytical object meshes. (paper)
New hybrid voxelized/analytical primitive in Monte Carlo simulations for medical applications.
Bert, Julien; Lemaréchal, Yannick; Visvikis, Dimitris
2016-05-07
Monte Carlo simulations (MCS) applied in particle physics play a key role in medical imaging and particle therapy. In such simulations, particles are transported through voxelized phantoms derived from predominantly patient CT images. However, such voxelized object representation limits the incorporation of fine elements, such as artificial implants from CAD modeling or anatomical and functional details extracted from other imaging modalities. In this work we propose a new hYbrid Voxelized/ANalytical primitive (YVAN) that combines both voxelized and analytical object descriptions within the same MCS, without the need to simultaneously run two parallel simulations, which is the current gold standard methodology. Given that YVAN is simply a new primitive object, it does not require any modifications on the underlying MC navigation code. The new proposed primitive was assessed through a first simple MCS. Results from the YVAN primitive were compared against an MCS using a pure analytical geometry and the layer mass geometry concept. A perfect agreement was found between these simulations, leading to the conclusion that the new hybrid primitive is able to accurately and efficiently handle phantoms defined by a mixture of voxelized and analytical objects. In addition, two application-based evaluation studies in coronary angiography and intra-operative radiotherapy showed that the use of YVAN was 6.5% and 12.2% faster than the layered mass geometry method, respectively, without any associated loss of accuracy. However, the simplification advantages and differences in computational time improvements obtained with YVAN depend on the relative proportion of the analytical and voxelized structures used in the simulation as well as the size and number of triangles used in the description of the analytical object meshes.
International Nuclear Information System (INIS)
Kim, Jong Woo; Woo, Myeong Hyeon; Kim, Jae Hyun; Kim, Do Hyun; Shin, Chang Ho; Kim, Jong Kyung
2017-01-01
In this study hybrid Monte Carlo/Deterministic method is explained for radiation transport analysis in global system. FW-CADIS methodology construct the weight window parameter and it useful at most global MC calculation. However, Due to the assumption that a particle is scored at a tally, less particles are transported to the periphery of mesh tallies. For compensation this space-dependency, we modified the module in the ADVANTG code to add the proposed method. We solved the simple test problem for comparing with result from FW-CADIS methodology, it was confirmed that a uniform statistical error was secured as intended. In the future, it will be added more practical problems. It might be useful to perform radiation transport analysis using the Hybrid Monte Carlo/Deterministic method in global transport problems.
Energy Technology Data Exchange (ETDEWEB)
Bousige, Colin; Boţan, Alexandru; Coasne, Benoît, E-mail: coasne@mit.edu [Department of Civil and Environmental Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, Massachusetts 02139 (United States); UMI 3466 CNRS-MIT, 77 Massachusetts Avenue, Cambridge, Massachusetts 02139 (United States); Ulm, Franz-Josef [Department of Civil and Environmental Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, Massachusetts 02139 (United States); Pellenq, Roland J.-M. [Department of Civil and Environmental Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, Massachusetts 02139 (United States); UMI 3466 CNRS-MIT, 77 Massachusetts Avenue, Cambridge, Massachusetts 02139 (United States); CINaM, CNRS/Aix Marseille Université, Campus de Luminy, 13288 Marseille Cedex 09 (France)
2015-03-21
We report an efficient atom-scale reconstruction method that consists of combining the Hybrid Reverse Monte Carlo algorithm (HRMC) with Molecular Dynamics (MD) in the framework of a simulated annealing technique. In the spirit of the experimentally constrained molecular relaxation technique [Biswas et al., Phys. Rev. B 69, 195207 (2004)], this modified procedure offers a refined strategy in the field of reconstruction techniques, with special interest for heterogeneous and disordered solids such as amorphous porous materials. While the HRMC method generates physical structures, thanks to the use of energy penalties, the combination with MD makes the method at least one order of magnitude faster than HRMC simulations to obtain structures of similar quality. Furthermore, in order to ensure the transferability of this technique, we provide rational arguments to select the various input parameters such as the relative weight ω of the energy penalty with respect to the structure optimization. By applying the method to disordered porous carbons, we show that adsorption properties provide data to test the global texture of the reconstructed sample but are only weakly sensitive to the presence of defects. In contrast, the vibrational properties such as the phonon density of states are found to be very sensitive to the local structure of the sample.
Polynomial hybrid Monte Carlo algorithm for lattice QCD with an odd number of flavors
International Nuclear Information System (INIS)
Aoki, S.; Burkhalter, R.; Ishikawa, K-I.; Tominaga, S.; Fukugita, M.; Hashimoto, S.; Kaneko, T.; Kuramashi, Y.; Okawa, M.; Tsutsui, N.; Yamada, N.; Ishizuka, N.; Iwasaki, Y.; Kanaya, K.; Ukawa, A.; Yoshie, T.; Onogi, T.
2002-01-01
We present a polynomial hybrid Monte Carlo (PHMC) algorithm for lattice QCD with odd numbers of flavors of O(a)-improved Wilson quark action. The algorithm makes use of the non-Hermitian Chebyshev polynomial to approximate the inverse square root of the fermion matrix required for an odd number of flavors. The systematic error from the polynomial approximation is removed by a noisy Metropolis test for which a new method is developed. Investigating the property of our PHMC algorithm in the N f =2 QCD case, we find that it is as efficient as the conventional HMC algorithm for a moderately large lattice size (16 3 x48) with intermediate quark masses (m PS /m V ∼0.7-0.8). We test our odd-flavor algorithm through extensive simulations of two-flavor QCD treated as an N f =1+1 system, and comparing the results with those of the established algorithms for N f =2 QCD. These tests establish that our PHMC algorithm works on a moderately large lattice size with intermediate quark masses (16 3 x48,m PS /m V ∼0.7-0.8). Finally we experiment with the (2+1)-flavor QCD simulation on small lattices (4 3 x8 and 8 3 x16), and confirm the agreement of our results with those obtained with the R algorithm and extrapolated to a zero molecular dynamics step size
International Nuclear Information System (INIS)
Abdel-Khalik, Hany S.; Zhang, Qiong
2014-01-01
The development of hybrid Monte-Carlo-Deterministic (MC-DT) approaches, taking place over the past few decades, have primarily focused on shielding and detection applications where the analysis requires a small number of responses, i.e. at the detector locations(s). This work further develops a recently introduced global variance reduction approach, denoted by the SUBSPACE approach is designed to allow the use of MC simulation, currently limited to benchmarking calculations, for routine engineering calculations. By way of demonstration, the SUBSPACE approach is applied to assembly level calculations used to generate the few-group homogenized cross-sections. These models are typically expensive and need to be executed in the order of 10 3 - 10 5 times to properly characterize the few-group cross-sections for downstream core-wide calculations. Applicability to k-eigenvalue core-wide models is also demonstrated in this work. Given the favorable results obtained in this work, we believe the applicability of the MC method for reactor analysis calculations could be realized in the near future.
Development of a hybrid multi-scale phantom for Monte-Carlo based internal dosimetry
International Nuclear Information System (INIS)
Marcatili, S.; Villoing, D.; Bardies, M.
2015-01-01
Full text of publication follows. Aim: in recent years several phantoms were developed for radiopharmaceutical dosimetry in clinical and preclinical settings. Voxel-based models (Zubal, Max/Fax, ICRP110) were developed to reach a level of realism that could not be achieved by mathematical models. In turn, 'hybrid' models (XCAT, MOBY/ROBY, Mash/Fash) allow a further degree of versatility by offering the possibility to finely tune each model according to various parameters. However, even 'hybrid' models require the generation of a voxel version for Monte-Carlo modeling of radiation transport. Since absorbed dose simulation time is strictly related to geometry spatial sampling, a compromise should be made between phantom realism and simulation speed. This trade-off leads on one side in an overestimation of the size of small radiosensitive structures such as the skin or hollow organs' walls, and on the other hand to unnecessarily detailed voxellization of large, homogeneous structures. The Aim of this work is to develop a hybrid multi-resolution phantom model for Geant4 and Gate, to better characterize energy deposition in small structures while preserving reasonable computation times. Materials and Methods: we have developed a pipeline for the conversion of preexisting phantoms into a multi-scale Geant4 model. Meshes of each organ are created from raw binary images of a phantom and then voxellized to the smallest spatial sampling required by the user. The user can then decide to re-sample the internal part of each organ, while leaving a layer of smallest voxels at the edge of the organ. In this way, the realistic shape of the organ is maintained while reducing the voxel number in the inner part. For hollow organs, the wall is always modeled using the smallest voxel sampling. This approach allows choosing different voxel resolutions for each organ according to a specific application. Results: preliminary results show that it is possible to
Directory of Open Access Journals (Sweden)
M. Kotbi
2013-03-01
Full Text Available The choice of appropriate interaction models is among the major disadvantages of conventional methods such as Molecular Dynamics (MD and Monte Carlo (MC simulations. On the other hand, the so-called Reverse Monte Carlo (RMC method, based on experimental data, can be applied without any interatomic and/or intermolecular interactions. The RMC results are accompanied by artificial satellite peaks. To remedy this problem, we use an extension of the RMC algorithm, which introduces an energy penalty term into the acceptance criteria. This method is referred to as the Hybrid Reverse Monte Carlo (HRMC method. The idea of this paper is to test the validity of a combined potential model of coulomb and Lennard-Jones in a Fluoride glass system BaMnMF7 (M = Fe,V using HRMC method. The results show a good agreement between experimental and calculated characteristics, as well as a meaningful improvement in partial pair distribution functions (PDFs. We suggest that this model should be used in calculating the structural properties and in describing the average correlations between components of fluoride glass or a similar system. We also suggest that HRMC could be useful as a tool for testing the interaction potential models, as well as for conventional applications.
Interface methods for hybrid Monte Carlo-diffusion radiation-transport simulations
International Nuclear Information System (INIS)
Densmore, Jeffery D.
2006-01-01
Discrete diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Monte Carlo simulations in diffusive media. An important aspect of DDMC is the treatment of interfaces between diffusive regions, where DDMC is used, and transport regions, where standard Monte Carlo is employed. Three previously developed methods exist for treating transport-diffusion interfaces: the Marshak interface method, based on the Marshak boundary condition, the asymptotic interface method, based on the asymptotic diffusion-limit boundary condition, and the Nth-collided source technique, a scheme that allows Monte Carlo particles to undergo several collisions in a diffusive region before DDMC is used. Numerical calculations have shown that each of these interface methods gives reasonable results as part of larger radiation-transport simulations. In this paper, we use both analytic and numerical examples to compare the ability of these three interface techniques to treat simpler, transport-diffusion interface problems outside of a more complex radiation-transport calculation. We find that the asymptotic interface method is accurate regardless of the angular distribution of Monte Carlo particles incident on the interface surface. In contrast, the Marshak boundary condition only produces correct solutions if the incident particles are isotropic. We also show that the Nth-collided source technique has the capacity to yield accurate results if spatial cells are optically small and Monte Carlo particles are allowed to undergo many collisions within a diffusive region before DDMC is employed. These requirements make the Nth-collided source technique impractical for realistic radiation-transport calculations
Improved Green’s function measurement for hybridization expansion quantum Monte Carlo
Czech Academy of Sciences Publication Activity Database
Augustinský, Pavel; Kuneš, Jan
2013-01-01
Roč. 184, č. 9 (2013), s. 2119-2126 ISSN 0010-4655 Institutional support: RVO:68378271 Keywords : continuous time quantum Monte Carlo method * Green function estimator Subject RIV: BE - Theoretical Physics Impact factor: 2.407, year: 2013
International Nuclear Information System (INIS)
El Bitar, Z; Pino, F; Candela, C; Ros, D; Pavía, J; Rannou, F R; Ruibal, A; Aguiar, P
2014-01-01
It is well-known that in pinhole SPECT (single-photon-emission computed tomography), iterative reconstruction methods including accurate estimations of the system response matrix can lead to submillimeter spatial resolution. There are two different methods for obtaining the system response matrix: those that model the system analytically using an approach including an experimental characterization of the detector response, and those that make use of Monte Carlo simulations. Methods based on analytical approaches are faster and handle the statistical noise better than those based on Monte Carlo simulations, but they require tedious experimental measurements of the detector response. One suggested approach for avoiding an experimental characterization, circumventing the problem of statistical noise introduced by Monte Carlo simulations, is to perform an analytical computation of the system response matrix combined with a Monte Carlo characterization of the detector response. Our findings showed that this approach can achieve high spatial resolution similar to that obtained when the system response matrix computation includes an experimental characterization. Furthermore, we have shown that using simulated detector responses has the advantage of yielding a precise estimate of the shift between the point of entry of the photon beam into the detector and the point of interaction inside the detector. Considering this, it was possible to slightly improve the spatial resolution in the edge of the field of view. (paper)
DEFF Research Database (Denmark)
Chen, Peiyuan; Siano, Pierluigi; Chen, Zhe
2010-01-01
determined by the wind resource and geographic conditions, the location of wind turbines in a power system network may significantly affect the distribution of power flow, power losses, etc. Furthermore, modern WTs with power-electronic interface have the capability of controlling reactive power output...... limit requirements. The method combines the Genetic Algorithm (GA), gradient-based constrained nonlinear optimization algorithm and sequential Monte Carlo simulation (MCS). The GA searches for the optimal locations and capacities of WTs. The gradient-based optimization finds the optimal power factor...... setting of WTs. The sequential MCS takes into account the stochastic behaviour of wind power generation and load. The proposed hybrid optimization method is demonstrated on an 11 kV 69-bus distribution system....
Hu, Xiaojing; Li, Qiang; Zhang, Hao; Guo, Ziming; Zhao, Kun; Li, Xinpeng
2018-06-01
Based on the Monte Carlo method, an improved risk assessment method for hybrid AC/DC power system with VSC station considering the operation status of generators, converter stations, AC lines and DC lines is proposed. According to the sequential AC/DC power flow algorithm, node voltage and line active power are solved, and then the operation risk indices of node voltage over-limit and line active power over-limit are calculated. Finally, an improved two-area IEEE RTS-96 system is taken as a case to analyze and assessment its operation risk. The results show that the proposed model and method can intuitively and directly reflect the weak nodes and weak lines of the system, which can provide some reference for the dispatching department.
Directory of Open Access Journals (Sweden)
Hu Xiaojing
2018-01-01
Full Text Available Based on the Monte Carlo method, an improved risk assessment method for hybrid AC/DC power system with VSC station considering the operation status of generators, converter stations, AC lines and DC lines is proposed. According to the sequential AC/DC power flow algorithm, node voltage and line active power are solved, and then the operation risk indices of node voltage over-limit and line active power over-limit are calculated. Finally, an improved two-area IEEE RTS-96 system is taken as a case to analyze and assessment its operation risk. The results show that the proposed model and method can intuitively and directly reflect the weak nodes and weak lines of the system, which can provide some reference for the dispatching department.
International Nuclear Information System (INIS)
Shin, Hyeondeok; Lee, Hoonkyung; Heinonen, Olle; Benali, Anouar; Kwon, Yongkyung
2017-01-01
α-graphyne is a two-dimensional sheet of sp-sp2 hybridized carbon atoms in a honeycomb lattice. While the geometrical structure is similar to that of graphene, the hybridized triple bonds give rise to electronic structure that is different from that of graphene. Similar to graphene, α-graphyne can be stacked in bilayers with two stable configurations, but the different stackings have very different electronic structures: one is predicted to have gapless parabolic bands and the other a tunable bandgap which is attractive for applications. In order to realize applications, it is crucial to understand which stacking is more stable. This is difficult to model, as the stability is a result of weak interlayer van der Waals interactions which are not well captured by density functional theory (DFT). We have used quantum Monte Carlo simulations that accurately include van der Waals interactions to calculate the interlayer binding energy of bilayer graphyne and to determine its most stable stacking mode. Our results show that inter-layer bindings of sp- and sp2-bonded carbon networks are significantly underestimated in a Kohn-Sham DFT approach, even with an exchange-correlation potential corrected to include, in some approximation, van der Waals interactions. Finally, our quantum Monte Carlo calculations reveal that the interlayer binding energy difference between the two stacking modes is only 0.9(4) eV/atom. From this we conclude that the two stable stacking modes of bilayer α-graphyne are almost degenerate with each other, and both will occur with about the same probability at room temperature unless there is a synthesis path that prefers one stacking over the other.
International Nuclear Information System (INIS)
Wagner, John C.; Peplow, Douglas E.; Mosher, Scott W.; Evans, Thomas M.
2010-01-01
This paper provides a review of the hybrid (Monte Carlo/deterministic) radiation transport methods and codes used at the Oak Ridge National Laboratory and examples of their application for increasing the efficiency of real-world, fixed-source Monte Carlo analyses. The two principal hybrid methods are (1) Consistent Adjoint Driven Importance Sampling (CADIS) for optimization of a localized detector (tally) region (e.g., flux, dose, or reaction rate at a particular location) and (2) Forward Weighted CADIS (FW-CADIS) for optimizing distributions (e.g., mesh tallies over all or part of the problem space) or multiple localized detector regions (e.g., simultaneous optimization of two or more localized tally regions). The two methods have been implemented and automated in both the MAVRIC sequence of SCALE 6 and ADVANTG, a code that works with the MCNP code. As implemented, the methods utilize the results of approximate, fast-running 3-D discrete ordinates transport calculations (with the Denovo code) to generate consistent space- and energy-dependent source and transport (weight windows) biasing parameters. These methods and codes have been applied to many relevant and challenging problems, including calculations of PWR ex-core thermal detector response, dose rates throughout an entire PWR facility, site boundary dose from arrays of commercial spent fuel storage casks, radiation fields for criticality accident alarm system placement, and detector response for special nuclear material detection scenarios and nuclear well-logging tools. Substantial computational speed-ups, generally O(10 2-4 ), have been realized for all applications to date. This paper provides a brief review of the methods, their implementation, results of their application, and current development activities, as well as a considerable list of references for readers seeking more information about the methods and/or their applications.
International Nuclear Information System (INIS)
Wagner, John C.; Peplow, Douglas E.; Mosher, Scott W.; Evans, Thomas M.
2010-01-01
This paper provides a review of the hybrid (Monte Carlo/deterministic) radiation transport methods and codes used at the Oak Ridge National Laboratory and examples of their application for increasing the efficiency of real-world, fixed-source Monte Carlo analyses. The two principal hybrid methods are (1) Consistent Adjoint Driven Importance Sampling (CADIS) for optimization of a localized detector (tally) region (e.g., flux, dose, or reaction rate at a particular location) and (2) Forward Weighted CADIS (FW-CADIS) for optimizing distributions (e.g., mesh tallies over all or part of the problem space) or multiple localized detector regions (e.g., simultaneous optimization of two or more localized tally regions). The two methods have been implemented and automated in both the MAVRIC sequence of SCALE 6 and ADVANTG, a code that works with the MCNP code. As implemented, the methods utilize the results of approximate, fast-running 3-D discrete ordinates transport calculations (with the Denovo code) to generate consistent space- and energy-dependent source and transport (weight windows) biasing parameters. These methods and codes have been applied to many relevant and challenging problems, including calculations of PWR ex-core thermal detector response, dose rates throughout an entire PWR facility, site boundary dose from arrays of commercial spent fuel storage casks, radiation fields for criticality accident alarm system placement, and detector response for special nuclear material detection scenarios and nuclear well-logging tools. Substantial computational speed-ups, generally O(102-4), have been realized for all applications to date. This paper provides a brief review of the methods, their implementation, results of their application, and current development activities, as well as a considerable list of references for readers seeking more information about the methods and/or their applications.
International Nuclear Information System (INIS)
Wagner, J.C.; Peplow, D.E.; Mosher, S.W.; Evans, T.M.
2010-01-01
This paper provides a review of the hybrid (Monte Carlo/deterministic) radiation transport methods and codes used at the Oak Ridge National Laboratory and examples of their application for increasing the efficiency of real-world, fixed-source Monte Carlo analyses. The two principal hybrid methods are (1) Consistent Adjoint Driven Importance Sampling (CADIS) for optimization of a localized detector (tally) region (e.g., flux, dose, or reaction rate at a particular location) and (2) Forward Weighted CADIS (FW-CADIS) for optimizing distributions (e.g., mesh tallies over all or part of the problem space) or multiple localized detector regions (e.g., simultaneous optimization of two or more localized tally regions). The two methods have been implemented and automated in both the MAVRIC sequence of SCALE 6 and ADVANTG, a code that works with the MCNP code. As implemented, the methods utilize the results of approximate, fast-running 3-D discrete ordinates transport calculations (with the Denovo code) to generate consistent space- and energy-dependent source and transport (weight windows) biasing parameters. These methods and codes have been applied to many relevant and challenging problems, including calculations of PWR ex-core thermal detector response, dose rates throughout an entire PWR facility, site boundary dose from arrays of commercial spent fuel storage casks, radiation fields for criticality accident alarm system placement, and detector response for special nuclear material detection scenarios and nuclear well-logging tools. Substantial computational speed-ups, generally O(10 2-4 ), have been realized for all applications to date. This paper provides a brief review of the methods, their implementation, results of their application, and current development activities, as well as a considerable list of references for readers seeking more information about the methods and/or their applications. (author)
International Nuclear Information System (INIS)
Günay, Mehtap; Şarer, Başar; Kasap, Hızır
2014-01-01
Highlights: • The effects of some fluids on gas production rates in structural material were investigated. • The MCNPX-2.7.0 Monte Carlo code was used for three-dimensional calculations. • It was found that biggest contribution to gas production rates comes from Fe isotope of the. • The desirable values for 5% SFG-PuO 2 with respect to radiation damage were specified. - Abstract: In this study, the molten salt-heavy metal mixtures 99–95% Li20Sn80-1-5% SFG-Pu, 99–95% Li20Sn80-1-5% SFG-PuF4, 99-95% Li20Sn80-1-5% SFG-PuO2 were used as fluids. The fluids were used in the liquid first-wall, blanket and shield zones of the designed hybrid reactor system. 9Cr2WVTa ferritic steel with the width of 4 cm was used as the structural material. The parameters of radiation damage are proton, deuterium, tritium, He-3 and He-4 gas production rates. In this study, the effects of the selected fluid on the radiation damage, in terms of individual as well as total isotopes in the structural material, were investigated for 30 full power years (FPYs). Three-dimensional analyses were performed using the most recent version of the MCNPX-2.7.0 Monte Carlo radiation transport code and the ENDF/B-VII.0 nuclear data library
Energy Technology Data Exchange (ETDEWEB)
Guenay, Mehtap [Inoenue Univ., Malatya (Turkey). Physics Dept.
2014-04-15
In this study, the molten salt-heavy metal mixtures 93-85 % Li{sub 20}Sn{sub 80} + 5 % SFG-PuO{sub 2} and 2-10 % UO{sub 2}, 93-85 % Li{sub 20}Sn{sub 80} + 5 % SFG-PuO{sub 2} and 2-10 % NpO{sub 2}, 93-85 % Li{sub 20}Sn{sub 80} + 5 % SFG-PuO{sub 2} and 2-10 % UCO were used as fluids. The fluids were used in the liquid first wall, blanket and shield zones of the designed hybrid reactor system. Four centimeter thick 9Cr2WVTa ferritic steel was used as the structural material. In this study, the effect of mixture components on the neutron flux was investigated in a designed fusion-fission hybrid reactor system. The neutron flux was investigated according to the mixture components, radial flux distribution and energy spectrum in the designed system. Three-dimensional analyses were performed using the most recent MCNPX-2.7.0 Monte Carlo radiation transport code and the ENDF/B-VII.0 nuclear data library. (orig.)
Rached, Nadhir B.
2013-12-01
The Monte Carlo forward Euler method with uniform time stepping is the standard technique to compute an approximation of the expected payoff of a solution of an Itô SDE. For a given accuracy requirement TOL, the complexity of this technique for well behaved problems, that is the amount of computational work to solve the problem, is O(TOL-3). A new hybrid adaptive Monte Carlo forward Euler algorithm for SDEs with non-smooth coefficients and low regular observables is developed in this thesis. This adaptive method is based on the derivation of a new error expansion with computable leading-order terms. The basic idea of the new expansion is the use of a mixture of prior information to determine the weight functions and posterior information to compute the local error. In a number of numerical examples the superior efficiency of the hybrid adaptive algorithm over the standard uniform time stepping technique is verified. When a non-smooth binary payoff with either GBM or drift singularity type of SDEs is considered, the new adaptive method achieves the same complexity as the uniform discretization with smooth problems. Moreover, the new developed algorithm is extended to the MLMC forward Euler setting which reduces the complexity from O(TOL-3) to O(TOL-2(log(TOL))2). For the binary option case with the same type of Itô SDEs, the hybrid adaptive MLMC forward Euler recovers the standard multilevel computational cost O(TOL-2(log(TOL))2). When considering a higher order Milstein scheme, a similar complexity result was obtained by Giles using the uniform time stepping for one dimensional SDEs. The difficulty to extend Giles\\' Milstein MLMC method to the multidimensional case is an argument for the flexibility of our new constructed adaptive MLMC forward Euler method which can be easily adapted to this setting. Similarly, the expected complexity O(TOL-2(log(TOL))2) is reached for the multidimensional case and verified numerically.
Testing and tuning symplectic integrators for the hybrid Monte Carlo algorithm in lattice QCD
International Nuclear Information System (INIS)
Takaishi, Tetsuya; Forcrand, Philippe de
2006-01-01
We examine a new second-order integrator recently found by Omelyan et al. The integration error of the new integrator measured in the root mean square of the energy difference, 2 > 1/2 , is about 10 times smaller than that of the standard second-order leapfrog (2LF) integrator. As a result, the step size of the new integrator can be made about three times larger. Taking into account a factor 2 increase in cost, the new integrator is about 50% more efficient than the 2LF integrator. Integrating over positions first, then momenta, is slightly more advantageous than the reverse. Further parameter tuning is possible. We find that the optimal parameter for the new integrator is slightly different from the value obtained by Omelyan et al., and depends on the simulation parameters. This integrator could also be advantageous for the Trotter-Suzuki decomposition in quantum Monte Carlo
International Nuclear Information System (INIS)
Ibrahim, Ahmad M.; Wilson, Paul P.; Sawan, Mohamed E.; Mosher, Scott W.; Peplow, Douglas E.; Grove, Robert E.
2014-01-01
Highlights: •Calculate the prompt dose rate everywhere throughout the entire fusion energy facility. •Utilize FW-CADIS to accurately perform difficult neutronics calculations for fusion energy systems. •Develop three mesh adaptivity algorithms to enhance FW-CADIS efficiency in fusion-neutronics calculations. -- Abstract: Three mesh adaptivity algorithms were developed to facilitate and expedite the use of the CADIS and FW-CADIS hybrid Monte Carlo/deterministic techniques in accurate full-scale neutronics simulations of fusion energy systems with immense sizes and complicated geometries. First, a macromaterial approach enhances the fidelity of the deterministic models without changing the mesh. Second, a deterministic mesh refinement algorithm generates meshes that capture as much geometric detail as possible without exceeding a specified maximum number of mesh elements. Finally, a weight window coarsening algorithm decouples the weight window mesh and energy bins from the mesh and energy group structure of the deterministic calculations in order to remove the memory constraint of the weight window map from the deterministic mesh resolution. The three algorithms were used to enhance an FW-CADIS calculation of the prompt dose rate throughout the ITER experimental facility and resulted in a 23.3% increase in the number of mesh tally elements in which the dose rates were calculated in a 10-day Monte Carlo calculation. Additionally, because of the significant increase in the efficiency of FW-CADIS simulations, the three algorithms enabled this difficult calculation to be accurately solved on a regular computer cluster, eliminating the need for a world-class super computer
Testing and tuning new symplectic integrators for Hybrid Monte Carlo algorithm in lattice QCD
Takaishi, T; Takaishi, Tetsuya; Forcrand, Philippe de
2006-01-01
We examine a new 2nd order integrator recently found by Omelyan et al. The integration error of the new integrator measured in the root mean square of the energy difference, $\\bra\\Delta H^2\\ket^{1/2}$, is about 10 times smaller than that of the standard 2nd order leapfrog (2LF) integrator. As a result, the step size of the new integrator can be made about three times larger. Taking into account a factor 2 increase in cost, the new integrator is about 50% more efficient than the 2LF integrator. Integrating over positions first, then momenta, is slightly more advantageous than the reverse. Further parameter tuning is possible. We find that the optimal parameter for the new integrator is slightly different from the value obtained by Omelyan et al., and depends on the simulation parameters. This integrator, together with a new 4th order integrator, could also be advantageous for the Trotter-Suzuki decomposition in Quantum Monte Carlo.
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.
Energy Technology Data Exchange (ETDEWEB)
Yalcin, S. [Education Faculty, Kastamonu University, 37200 Kastamonu (Turkey)], E-mail: yalcin@gazi.edu.tr; Gurler, O.; Kaynak, G. [Department of Physics, Faculty of Arts and Sciences, Uludag University, Gorukle Campus, 16059 Bursa (Turkey); Gundogdu, O. [Department of Physics, School of Engineering and Physical Sciences, University of Surrey, Guildford GU2 7XH (United Kingdom)
2007-10-15
This paper presents results on the total gamma counting efficiency of a NaI(Tl) detector from point and disk sources. The directions of photons emitted from the source were determined by Monte-Carlo techniques and the photon path lengths in the detector were determined by analytic equations depending on photon directions. This is called the hybrid Monte-Carlo method where analytical expressions are incorporated into the Monte-Carlo simulations. A major advantage of this technique is the short computation time compared to other techniques on similar computational platforms. Another advantage is the flexibility for inputting detector-related parameters (such as source-detector distance, detector radius, source radius, detector linear attenuation coefficient) into the algorithm developed, thus making it an easy and flexible method to apply to other detector systems and configurations. The results of the total counting efficiency model put forward for point and disc sources were compared with the previous work reported in the literature.
International Nuclear Information System (INIS)
Yalcin, S.; Gurler, O.; Kaynak, G.; Gundogdu, O.
2007-01-01
This paper presents results on the total gamma counting efficiency of a NaI(Tl) detector from point and disk sources. The directions of photons emitted from the source were determined by Monte-Carlo techniques and the photon path lengths in the detector were determined by analytic equations depending on photon directions. This is called the hybrid Monte-Carlo method where analytical expressions are incorporated into the Monte-Carlo simulations. A major advantage of this technique is the short computation time compared to other techniques on similar computational platforms. Another advantage is the flexibility for inputting detector-related parameters (such as source-detector distance, detector radius, source radius, detector linear attenuation coefficient) into the algorithm developed, thus making it an easy and flexible method to apply to other detector systems and configurations. The results of the total counting efficiency model put forward for point and disc sources were compared with the previous work reported in the literature
Rached, Nadhir B.
2014-01-06
A new hybrid adaptive MC forward Euler algorithm for SDEs with singular coefficients and non-smooth observables is developed. This adaptive method is based on the derivation of a new error expansion with computable leading order terms. When a non-smooth binary payoff is considered, the new adaptive method achieves the same complexity as the uniform discretization with smooth problems. Moreover, the new developed algorithm is extended to the multilevel Monte Carlo (MLMC) forward Euler setting which reduces the complexity from O(TOL-3) to O(TOL-2(log(TOL))2). For the binary option case, it recovers the standard multilevel computational cost O(TOL-2(log(TOL))2). When considering a higher order Milstein scheme, a similar complexity result was obtained by Giles using the uniform time stepping for one dimensional SDEs, see [2]. The difficulty to extend Giles’ Milstein MLMC method to the multidimensional case is an argument for the flexibility of our new constructed adaptive MLMC forward Euler method which can be easily adapted to this setting. Similarly, the expected complexity O(TOL-2(log(TOL))2) is reached for the multidimensional case and verified numerically.
Rached, Nadhir B.; Hoel, Haakon; Tempone, Raul
2014-01-01
A new hybrid adaptive MC forward Euler algorithm for SDEs with singular coefficients and non-smooth observables is developed. This adaptive method is based on the derivation of a new error expansion with computable leading order terms. When a non-smooth binary payoff is considered, the new adaptive method achieves the same complexity as the uniform discretization with smooth problems. Moreover, the new developed algorithm is extended to the multilevel Monte Carlo (MLMC) forward Euler setting which reduces the complexity from O(TOL-3) to O(TOL-2(log(TOL))2). For the binary option case, it recovers the standard multilevel computational cost O(TOL-2(log(TOL))2). When considering a higher order Milstein scheme, a similar complexity result was obtained by Giles using the uniform time stepping for one dimensional SDEs, see [2]. The difficulty to extend Giles’ Milstein MLMC method to the multidimensional case is an argument for the flexibility of our new constructed adaptive MLMC forward Euler method which can be easily adapted to this setting. Similarly, the expected complexity O(TOL-2(log(TOL))2) is reached for the multidimensional case and verified numerically.
Whitehead, James Joshua
The analysis documented herein provides an integrated approach for the conduct of optimization under uncertainty (OUU) using Monte Carlo Simulation (MCS) techniques coupled with response surface-based methods for characterization of mixture-dependent variables. This novel methodology provides an innovative means of conducting optimization studies under uncertainty in propulsion system design. Analytic inputs are based upon empirical regression rate information obtained from design of experiments (DOE) mixture studies utilizing a mixed oxidizer hybrid rocket concept. Hybrid fuel regression rate was selected as the target response variable for optimization under uncertainty, with maximization of regression rate chosen as the driving objective. Characteristic operational conditions and propellant mixture compositions from experimental efforts conducted during previous foundational work were combined with elemental uncertainty estimates as input variables. Response surfaces for mixture-dependent variables and their associated uncertainty levels were developed using quadratic response equations incorporating single and two-factor interactions. These analysis inputs, response surface equations and associated uncertainty contributions were applied to a probabilistic MCS to develop dispersed regression rates as a function of operational and mixture input conditions within design space. Illustrative case scenarios were developed and assessed using this analytic approach including fully and partially constrained operational condition sets over all of design mixture space. In addition, optimization sets were performed across an operationally representative region in operational space and across all investigated mixture combinations. These scenarios were selected as representative examples relevant to propulsion system optimization, particularly for hybrid and solid rocket platforms. Ternary diagrams, including contour and surface plots, were developed and utilized to aid in
International Nuclear Information System (INIS)
Biondo, Elliott D.; Wilson, Paul P. H.
2017-01-01
In fusion energy systems (FES) neutrons born from burning plasma activate system components. The photon dose rate after shutdown from resulting radionuclides must be quantified. This shutdown dose rate (SDR) is calculated by coupling neutron transport, activation analysis, and photon transport. The size, complexity, and attenuating configuration of FES motivate the use of hybrid Monte Carlo (MC)/deterministic neutron transport. The Multi-Step Consistent Adjoint Driven Importance Sampling (MS-CADIS) method can be used to optimize MC neutron transport for coupled multiphysics problems, including SDR analysis, using deterministic estimates of adjoint flux distributions. When used for SDR analysis, MS-CADIS requires the formulation of an adjoint neutron source that approximates the transmutation process. In this work, transmutation approximations are used to derive a solution for this adjoint neutron source. It is shown that these approximations are reasonably met for typical FES neutron spectra and materials over a range of irradiation scenarios. When these approximations are met, the Groupwise Transmutation (GT)-CADIS method, proposed here, can be used effectively. GT-CADIS is an implementation of the MS-CADIS method for SDR analysis that uses a series of single-energy-group irradiations to calculate the adjoint neutron source. For a simple SDR problem, GT-CADIS provides speedups of 200 100 relative to global variance reduction with the Forward-Weighted (FW)-CADIS method and 9 _± 5 • _1_0_"_4 relative to analog. As a result, this work shows that GT-CADIS is broadly applicable to FES problems and will significantly reduce the computational resources necessary for SDR analysis.
Rached, Nadhir B.
2013-01-01
The Monte Carlo forward Euler method with uniform time stepping is the standard technique to compute an approximation of the expected payoff of a solution of an Itô SDE. For a given accuracy requirement TOL, the complexity of this technique for well
Nedea, S.V.; Frijns, A.J.H.; Steenhoven, van A.A.; Markvoort, Albert. J.; Hilbers, P.A.J.
2005-01-01
We combine molecular dynamics (MD) and Monte Carlo (MC) simulations to study the properties of gas molecules confined between two hard walls of a microchannel or nanochannel. The coupling between MD and MC simulations is introduced by performing MD near the boundaries for accuracy and MC in the bulk
International Nuclear Information System (INIS)
Garshasbi, Samira; Kurnitski, Jarek; Mohammadi, Yousef
2016-01-01
Graphical abstract: The energy consumption and renewable generation in a cluster of NZEBs are modeled by a novel hybrid Genetic Algorithm and Monte Carlo simulation approach and used for the prediction of instantaneous and cumulative net energy balances and hourly amount of energy taken from and supplied to the central energy grid. - Highlights: • Hourly energy consumption and generation by a cluster of NZEBs was simulated. • Genetic Algorithm and Monte Carlo simulation approach were employed. • Dampening effect of energy used by a cluster of buildings was demonstrated. • Hourly amount of energy taken from and supplied to the grid was simulated. • Results showed that NZEB cluster was 63.5% grid dependant on annual bases. - Abstract: Employing a hybrid Genetic Algorithm (GA) and Monte Carlo (MC) simulation approach, energy consumption and renewable energy generation in a cluster of Net Zero Energy Buildings (NZEBs) was thoroughly investigated with hourly simulation. Moreover, the cumulative energy consumption and generation of the whole cluster and each individual building within the simulation space were accurately monitored and reported. The results indicate that the developed simulation algorithm is able to predict the total instantaneous and cumulative amount of energy taken from and supplied to the central energy grid over any time period. During the course of simulation, about 60–100% of total daily generated renewable energy was consumed by NZEBs and up to 40% of that was fed back into the central energy grid as surplus energy. The minimum grid dependency of the cluster was observed in June and July where 11.2% and 9.9% of the required electricity was supplied from the central energy grid, respectively. On the other hand, the NZEB cluster was strongly grid dependant in January and December by importing 70.7% and 76.1% of its required energy demand via the central energy grid, in the order given. Simulation results revealed that the cluster was 63
Nejlaoui, Mohamed; Houidi, Ajmi; Affi, Zouhaier; Romdhane, Lotfi
2017-10-01
This paper deals with the robust safety design optimization of a rail vehicle system moving in short radius curved tracks. A combined multi-objective imperialist competitive algorithm and Monte Carlo method is developed and used for the robust multi-objective optimization of the rail vehicle system. This robust optimization of rail vehicle safety considers simultaneously the derailment angle and its standard deviation where the design parameters uncertainties are considered. The obtained results showed that the robust design reduces significantly the sensitivity of the rail vehicle safety to the design parameters uncertainties compared to the determinist one and to the literature results.
Sharma, Diksha; Badal, Andreu; Badano, Aldo
2012-04-01
The computational modeling of medical imaging systems often requires obtaining a large number of simulated images with low statistical uncertainty which translates into prohibitive computing times. We describe a novel hybrid approach for Monte Carlo simulations that maximizes utilization of CPUs and GPUs in modern workstations. We apply the method to the modeling of indirect x-ray detectors using a new and improved version of the code \\scriptsize{{MANTIS}}, an open source software tool used for the Monte Carlo simulations of indirect x-ray imagers. We first describe a GPU implementation of the physics and geometry models in fast\\scriptsize{{DETECT}}2 (the optical transport model) and a serial CPU version of the same code. We discuss its new features like on-the-fly column geometry and columnar crosstalk in relation to the \\scriptsize{{MANTIS}} code, and point out areas where our model provides more flexibility for the modeling of realistic columnar structures in large area detectors. Second, we modify \\scriptsize{{PENELOPE}} (the open source software package that handles the x-ray and electron transport in \\scriptsize{{MANTIS}}) to allow direct output of location and energy deposited during x-ray and electron interactions occurring within the scintillator. This information is then handled by optical transport routines in fast\\scriptsize{{DETECT}}2. A load balancer dynamically allocates optical transport showers to the GPU and CPU computing cores. Our hybrid\\scriptsize{{MANTIS}} approach achieves a significant speed-up factor of 627 when compared to \\scriptsize{{MANTIS}} and of 35 when compared to the same code running only in a CPU instead of a GPU. Using hybrid\\scriptsize{{MANTIS}}, we successfully hide hours of optical transport time by running it in parallel with the x-ray and electron transport, thus shifting the computational bottleneck from optical to x-ray transport. The new code requires much less memory than \\scriptsize{{MANTIS}} and, as a result
International Nuclear Information System (INIS)
Khuat, Quang Huy; Kim, Song Hyun; Kim, Do Hyun; Shin, Chang Ho
2015-01-01
This technique is known as Consistent Adjoint Driven Importance Sampling (CADIS) method and it is implemented in SCALE code system. In the CADIS method, adjoint transport equation has to be solved to determine deterministic importance functions. Using the CADIS method, a problem was noted that the biased adjoint flux estimated by deterministic methods can affect the calculation efficiency and error. The biases of adjoint function are caused by the methodology, calculation strategy, tolerance of result calculated by the deterministic method and inaccurate multi-group cross section libraries. In this paper, a study to analyze the influence of the biased adjoint functions into Monte Carlo computational efficiency is pursued. In this study, a method to estimate the calculation efficiency was proposed for applying the biased adjoint fluxes in the CADIS approach. For a benchmark problem, the responses and FOMs using SCALE code system were evaluated as applying the adjoint fluxes. The results show that the biased adjoint fluxes significantly affects the calculation efficiencies
Energy Technology Data Exchange (ETDEWEB)
Dávila, H. Olaya, E-mail: hernan.olaya@uptc.edu.co; Martínez, S. A. [Physics Department, Universidad Pedagógica y Tecnológica de Colombia, Tunja-Colombia (Colombia); Sevilla, A. C., E-mail: acsevillam@unal.edu.co; Castro, H. F. [Physics Department, Universidad Nacional de Colombia, Bogotá D.C - Colombia (Colombia)
2016-07-07
Using the Geant4 based simulation framework SciFW1, a detailed simulation was performed for a detector array in the hybrid tomography prototype for small animals called ClearPET / XPAD, which was built in the Centre de Physique des Particules de Marseille. The detector system consists of an array of phoswich scintillation detectors: LSO (Lutetium Oxy-ortosilicate doped with cerium Lu{sub 2}SiO{sub 5}:Ce) and LuYAP (Lutetium Ortoaluminate of Yttrium doped with cerium Lu{sub 0.7}Y{sub 0.3}AlO{sub 3}:Ce) for Positron Emission Tomography (PET) and hybrid pixel detector XPAD for Computed Tomography (CT). Simultaneous acquisition of deposited energy and the corresponding time - position for each recorded event were analyzed, independently, for both detectors. interference between detection modules for PET and CT. Information about amount of radiation reaching each phoswich crystal and XPAD detector using a phantom in order to study the effectiveness by radiation attenuation and influence the positioning of the radioactive source {sup 22}Na was obtained. The simulation proposed will improve distribution of detectors rings and interference values will be taken into account in the new versions of detectors.
Dávila, H. Olaya; Sevilla, A. C.; Castro, H. F.; Martínez, S. A.
2016-07-01
Using the Geant4 based simulation framework SciFW1, a detailed simulation was performed for a detector array in the hybrid tomography prototype for small animals called ClearPET / XPAD, which was built in the Centre de Physique des Particules de Marseille. The detector system consists of an array of phoswich scintillation detectors: LSO (Lutetium Oxy-ortosilicate doped with cerium Lu2SiO5:Ce) and LuYAP (Lutetium Ortoaluminate of Yttrium doped with cerium Lu0.7Y0.3AlO3:Ce) for Positron Emission Tomography (PET) and hybrid pixel detector XPAD for Computed Tomography (CT). Simultaneous acquisition of deposited energy and the corresponding time - position for each recorded event were analyzed, independently, for both detectors. interference between detection modules for PET and CT. Information about amount of radiation reaching each phoswich crystal and XPAD detector using a phantom in order to study the effectiveness by radiation attenuation and influence the positioning of the radioactive source 22Na was obtained. The simulation proposed will improve distribution of detectors rings and interference values will be taken into account in the new versions of detectors.
Energy Technology Data Exchange (ETDEWEB)
Lee, C [Division of Cancer Epidemiology and Genetics, National Cancer Institute, Bethesda, MD (United States); Badal, A [U.S. Food ' Drug Administration (CDRH/OSEL), Silver Spring, MD (United States)
2014-06-15
Purpose: Computational voxel phantom provides realistic anatomy but the voxel structure may result in dosimetric error compared to real anatomy composed of perfect surface. We analyzed the dosimetric error caused from the voxel structure in hybrid computational phantoms by comparing the voxel-based doses at different resolutions with triangle mesh-based doses. Methods: We incorporated the existing adult male UF/NCI hybrid phantom in mesh format into a Monte Carlo transport code, penMesh that supports triangle meshes. We calculated energy deposition to selected organs of interest for parallel photon beams with three mono energies (0.1, 1, and 10 MeV) in antero-posterior geometry. We also calculated organ energy deposition using three voxel phantoms with different voxel resolutions (1, 5, and 10 mm) using MCNPX2.7. Results: Comparison of organ energy deposition between the two methods showed that agreement overall improved for higher voxel resolution, but for many organs the differences were small. Difference in the energy deposition for 1 MeV, for example, decreased from 11.5% to 1.7% in muscle but only from 0.6% to 0.3% in liver as voxel resolution increased from 10 mm to 1 mm. The differences were smaller at higher energies. The number of photon histories processed per second in voxels were 6.4×10{sup 4}, 3.3×10{sup 4}, and 1.3×10{sup 4}, for 10, 5, and 1 mm resolutions at 10 MeV, respectively, while meshes ran at 4.0×10{sup 4} histories/sec. Conclusion: The combination of hybrid mesh phantom and penMesh was proved to be accurate and of similar speed compared to the voxel phantom and MCNPX. The lowest voxel resolution caused a maximum dosimetric error of 12.6% at 0.1 MeV and 6.8% at 10 MeV but the error was insignificant in some organs. We will apply the tool to calculate dose to very thin layer tissues (e.g., radiosensitive layer in gastro intestines) which cannot be modeled by voxel phantoms.
International Nuclear Information System (INIS)
Ibrahim, Ahmad M.; Polunovskiy, Eduard; Loughlin, Michael J.; Grove, Robert E.; Sawan, Mohamed E.
2016-01-01
Highlights: • Assess the detailed distribution of the nuclear heating among the components of the ITER toroidal field coils. • Utilize the FW-CADIS method to dramatically accelerate the calculation of detailed nuclear analysis. • Compare the efficiency and reliability of the FW-CADIS method and the MCNP weight window generator. - Abstract: Because the superconductivity of the ITER toroidal field coils (TFC) must be protected against local overheating, detailed spatial distribution of the TFC nuclear heating is needed to assess the acceptability of the designs of the blanket, vacuum vessel (VV), and VV thermal shield. Accurate Monte Carlo calculations of the distributions of the TFC nuclear heating are challenged by the small volumes of the tally segmentations and by the thick layers of shielding provided by the blanket and VV. To speed up the MCNP calculation of the nuclear heating distribution in different segments of the coil casing, ground insulation, and winding packs of the ITER TFC, the ITER Organization (IO) used the MCNP weight window generator (WWG). The maximum relative uncertainty of the tallies in this calculation was 82.7%. In this work, this MCNP calculation was repeated using variance reduction parameters generated by the Oak Ridge National Laboratory AutomateD VAriaNce reducTion Generator (ADVANTG) code and both MCNP calculations were compared in terms of computational efficiency and reliability. Even though the ADVANTG MCNP calculation used less than one-sixth of the computational resources of the IO calculation, the relative uncertainties of all the tallies in the ADVANTG MCNP calculation were less than 6.1%. The nuclear heating results of the two calculations were significantly different by factors between 1.5 and 2.3 in some of the segments of the furthest winding pack turn from the plasma neutron source. Even though the nuclear heating in this turn may not affect the ITER design because it is much smaller than the nuclear heating in the
Energy Technology Data Exchange (ETDEWEB)
Ibrahim, Ahmad M., E-mail: ibrahimam@ornl.gov [Oak Ridge National Laboratory, P.O. Box 2008, Oak Ridge, TN 37831 (United States); Polunovskiy, Eduard; Loughlin, Michael J. [ITER Organization, Route de Vinon Sur Verdon, 13067 St. Paul Lez Durance (France); Grove, Robert E. [Oak Ridge National Laboratory, P.O. Box 2008, Oak Ridge, TN 37831 (United States); Sawan, Mohamed E. [University of Wisconsin-Madison, 1500 Engineering Dr., Madison, WI 53706 (United States)
2016-11-01
Highlights: • Assess the detailed distribution of the nuclear heating among the components of the ITER toroidal field coils. • Utilize the FW-CADIS method to dramatically accelerate the calculation of detailed nuclear analysis. • Compare the efficiency and reliability of the FW-CADIS method and the MCNP weight window generator. - Abstract: Because the superconductivity of the ITER toroidal field coils (TFC) must be protected against local overheating, detailed spatial distribution of the TFC nuclear heating is needed to assess the acceptability of the designs of the blanket, vacuum vessel (VV), and VV thermal shield. Accurate Monte Carlo calculations of the distributions of the TFC nuclear heating are challenged by the small volumes of the tally segmentations and by the thick layers of shielding provided by the blanket and VV. To speed up the MCNP calculation of the nuclear heating distribution in different segments of the coil casing, ground insulation, and winding packs of the ITER TFC, the ITER Organization (IO) used the MCNP weight window generator (WWG). The maximum relative uncertainty of the tallies in this calculation was 82.7%. In this work, this MCNP calculation was repeated using variance reduction parameters generated by the Oak Ridge National Laboratory AutomateD VAriaNce reducTion Generator (ADVANTG) code and both MCNP calculations were compared in terms of computational efficiency and reliability. Even though the ADVANTG MCNP calculation used less than one-sixth of the computational resources of the IO calculation, the relative uncertainties of all the tallies in the ADVANTG MCNP calculation were less than 6.1%. The nuclear heating results of the two calculations were significantly different by factors between 1.5 and 2.3 in some of the segments of the furthest winding pack turn from the plasma neutron source. Even though the nuclear heating in this turn may not affect the ITER design because it is much smaller than the nuclear heating in the
Energy Technology Data Exchange (ETDEWEB)
Venencia, C; Pino, M; Caussa, L; Garrigo, E [Instituto de Radioterapia - Fundacion Marie Curie, Cordoba (Argentina); Molineu, A [UT MD Anderson Cancer Center, Houston, TX (United States)
2016-06-15
Purpose: The purpose of this work was to quantify the dosimetric impact of Monte Carlo (MC) dose calculation algorithm compared to Pencil Beam (PB) on Spine SBRT with HybridARC (HA) and sliding windows IMRT (dMLC) treatment modality. Methods: A 6MV beam (1000MU/min) produced by a Novalis TX (BrainLAB-Varian) equipped with HDMLC was used. HA uses 1 arc plus 8 IMRT beams (arc weight between 60–40%) and dIMRT 15 beams. Plans were calculated using iPlan v.4.5.3 (BrainLAB) and the treatment dose prescription was 27Gy in 3 fractions. Dose calculation was done by PB (4mm spatial resolution) with heterogeneity correction and MC dose to water (4mm spatial resolution and 4% mean variance). PTV and spinal cord dose comparison were done. Study was done on 12 patients. IROC Spine Phantom was used to validate HA and quantify dose variation using PB and MC algorithm. Results: The difference between PB and MC for PTV D98%, D95%, Dmean, D2% were 2.6% [−5.1, 6.8], 0.1% [−4.2, 5.4], 0.9% [−1.5, 3.8] and 2.4% [−0.5, 8.3]. The difference between PB and MC for spinal cord Dmax, D1.2cc and D0.35cc were 5.3% [−6.4, 18.4], 9% [−7.0, 17.0] and 7.6% [−0.6, 14.8] respectively. IROC spine phantom shows PTV TLD dose variation of 0.98% for PB and 1.01% for MC. Axial and sagittal film plane gamma index (5%-3mm) was 95% and 97% for PB and 95% and 99% for MC. Conclusion: PB slightly underestimates the dose for the PTV. For the spinal cord PB underestimates the dose and dose differences could be as high as 18% which could have unexpected clinical impact. CI shows no variation between PB and MC for both treatment modalities Treatment modalities have no impact with the dose calculation algorithms used. Following the IROC pass-fail criteria, treatment acceptance requirement was fulfilled for PB and MC.
International Nuclear Information System (INIS)
Matsunaka, Masayuki; Ohta, Masayuki; Miyamaru, Hiroyuki; Murata, Isao
2009-01-01
The fusion-fission (FF) hybrid reactor is a promising energy source that is thought to act as a bridge between the existing fission reactor and the genuine fusion reactor in the future. The burnup calculation system that aims at precise burnup calculations of a subcritical system was developed for the detailed design of the FF hybrid reactor, and the system consists of MCNP, ORIGEN, and postprocess codes. In the present study, the calculation system was substantially modified to improve the calculation accuracy and at the same time the calculation speed as well. The reaction rate estimation can be carried out accurately with the present system that uses track-length (TL) data in the continuous-energy treatment. As for the speed-up of the reaction rate calculation, a new TL data bunching scheme was developed so that only necessary TL data are used as long as the accuracy of the point-wise nuclear data is conserved. With the present system, an example analysis result for our proposed FF hybrid reactor is described, showing that the computation time could really be saved with the same accuracy as before. (author)
Energy Technology Data Exchange (ETDEWEB)
Bandura, L., E-mail: bandura@msu.ed [Argonne National Laboratory, Argonne, IL 60439 (United States); Erdelyi, B. [Argonne National Laboratory, Argonne, IL 60439 (United States); Northern Illinois University, DeKalb, IL 60115 (United States); Nolen, J. [Argonne National Laboratory, Argonne, IL 60439 (United States)
2010-12-01
An integrated beam optics-nuclear processes framework is essential for accurate simulation of fragment separator beam dynamics. The code COSY INFINITY provides powerful differential algebraic methods for modeling and beam dynamics simulations in absence of beam-material interactions. However, these interactions are key for accurately simulating the dynamics of heavy ion fragmentation and fission. We have developed an extended version of the code that includes these interactions, and a set of new tools that allow efficient and accurate particle transport: by transfer map in vacuum and by Monte Carlo methods in materials. The new framework is presented, along with several examples from a preliminary layout of a fragment separator for a facility for rare isotope beams.
International Nuclear Information System (INIS)
Bandura, L.; Erdelyi, B.; Nolen, J.
2010-01-01
An integrated beam optics-nuclear processes framework is essential for accurate simulation of fragment separator beam dynamics. The code COSY INFINITY provides powerful differential algebraic methods for modeling and beam dynamics simulations in absence of beam-material interactions. However, these interactions are key for accurately simulating the dynamics of heavy ion fragmentation and fission. We have developed an extended version of the code that includes these interactions, and a set of new tools that allow efficient and accurate particle transport: by transfer map in vacuum and by Monte Carlo methods in materials. The new framework is presented, along with several examples from a preliminary layout of a fragment separator for a facility for rare isotope beams.
Monte Carlo Transport for Electron Thermal Transport
Chenhall, Jeffrey; Cao, Duc; Moses, Gregory
2015-11-01
The iSNB (implicit Schurtz Nicolai Busquet multigroup electron thermal transport method of Cao et al. is adapted into a Monte Carlo transport method in order to better model the effects of non-local behavior. The end goal is a hybrid transport-diffusion method that combines Monte Carlo Transport with a discrete diffusion Monte Carlo (DDMC). The hybrid method will combine the efficiency of a diffusion method in short mean free path regions with the accuracy of a transport method in long mean free path regions. The Monte Carlo nature of the approach allows the algorithm to be massively parallelized. Work to date on the method will be presented. This work was supported by Sandia National Laboratory - Albuquerque and the University of Rochester Laboratory for Laser Energetics.
International Nuclear Information System (INIS)
Joosten, Andreas; Matzinger, Oscar; Jeanneret-Sozzi, Wendy; Bochud, François; Moeckli, Raphaël
2013-01-01
Background and purpose: To make a comprehensive evaluation of organ-specific out-of-field doses using Monte Carlo (MC) simulations for different breast cancer irradiation techniques and to compare results with a commercial treatment planning system (TPS). Materials and methods: Three breast radiotherapy techniques using 6MV tangential photon beams were compared: (a) 2DRT (open rectangular fields), (b) 3DCRT (conformal wedged fields), and (c) hybrid IMRT (open conformal + modulated fields). Over 35 organs were contoured in a whole-body CT scan and organ-specific dose distributions were determined with MC and the TPS. Results: Large differences in out-of-field doses were observed between MC and TPS calculations, even for organs close to the target volume such as the heart, the lungs and the contralateral breast (up to 70% difference). MC simulations showed that a large fraction of the out-of-field dose comes from the out-of-field head scatter fluence (>40%) which is not adequately modeled by the TPS. Based on MC simulations, the 3DCRT technique using external wedges yielded significantly higher doses (up to a factor 4–5 in the pelvis) than the 2DRT and the hybrid IMRT techniques which yielded similar out-of-field doses. Conclusions: In sharp contrast to popular belief, the IMRT technique investigated here does not increase the out-of-field dose compared to conventional techniques and may offer the most optimal plan. The 3DCRT technique with external wedges yields the largest out-of-field doses. For accurate out-of-field dose assessment, a commercial TPS should not be used, even for organs near the target volume (contralateral breast, lungs, heart)
Energy Technology Data Exchange (ETDEWEB)
Parsons, C; Parsons, D [Dept of Physics and Atmospheric Science, Dalhousie University, Halifax, Nova Scotia (Canada); Robar, J; Kelly, R [Dept of Physics and Atmospheric Science, Dalhousie University, Halifax, Nova Scotia (Canada); Dept of Radiation Oncology, Dalhousie University, Halifax, Nova Scotia (Canada); Nova Scotia Cancer Centre, Halifax, NS (Canada)
2014-06-15
Purpose: The introduction of the TrueBeam linac platform provides access to an in-air target assembly making it possible to apply novel treatments using multiple target designs. One such novel treatment uses multiple low-Z targets to enhance surface dose replacing the use of synthetic tissue equivalent material (bolus). This treatment technique will decrease the common dosimetric and set up errors prevalent in using physical treatment accessories like bolus. The groundwork for a novel treatment beam used to enhance surface dose to within 80-100% of the dose at dmax by utilizing low-Z (Carbon) targets of various percent CSDA range thickness operated at 2.5–4 MeV used in conjunction with a clinical 6 MV beam is presented herein. Methods: A standard Monte Carlo model of a Varian Clinac accelerator was developed to manufacturers specifications. Simulations were performed using Be, C, AL, and C, as potential low-Z targets, placed in the secondary target position. The results determined C to be the target material of choice. Simulations of 15, 30 and 60% CSDA range C beams were propagated through slab phantoms. The resulting PDDs were weighted and combined with a standard 6 MV treatment beam. Versions of the experimental targets were installed into a 2100C Clinac and the models were validated. Results: Carbon was shown to be the low-Z material of choice for this project. Using combinations of 15, 30, 60% CSDA beams operated at 2.5 and 4 MeV in combination with a standard 6 MV treatment beam the surface dose was shown to be enhanced to within 80–100% the dose at dmax. Conclusion: The modeled low-Z beams were successfully validated using machined versions of the targets. Water phantom measurements and slab phantom simulations show excellent correlation. Patient simulations are now underway to compare the use of bolus with the proposed novel beams. NSERC.
International Nuclear Information System (INIS)
Parsons, C; Parsons, D; Robar, J; Kelly, R
2014-01-01
Purpose: The introduction of the TrueBeam linac platform provides access to an in-air target assembly making it possible to apply novel treatments using multiple target designs. One such novel treatment uses multiple low-Z targets to enhance surface dose replacing the use of synthetic tissue equivalent material (bolus). This treatment technique will decrease the common dosimetric and set up errors prevalent in using physical treatment accessories like bolus. The groundwork for a novel treatment beam used to enhance surface dose to within 80-100% of the dose at dmax by utilizing low-Z (Carbon) targets of various percent CSDA range thickness operated at 2.5–4 MeV used in conjunction with a clinical 6 MV beam is presented herein. Methods: A standard Monte Carlo model of a Varian Clinac accelerator was developed to manufacturers specifications. Simulations were performed using Be, C, AL, and C, as potential low-Z targets, placed in the secondary target position. The results determined C to be the target material of choice. Simulations of 15, 30 and 60% CSDA range C beams were propagated through slab phantoms. The resulting PDDs were weighted and combined with a standard 6 MV treatment beam. Versions of the experimental targets were installed into a 2100C Clinac and the models were validated. Results: Carbon was shown to be the low-Z material of choice for this project. Using combinations of 15, 30, 60% CSDA beams operated at 2.5 and 4 MeV in combination with a standard 6 MV treatment beam the surface dose was shown to be enhanced to within 80–100% the dose at dmax. Conclusion: The modeled low-Z beams were successfully validated using machined versions of the targets. Water phantom measurements and slab phantom simulations show excellent correlation. Patient simulations are now underway to compare the use of bolus with the proposed novel beams. NSERC
International Nuclear Information System (INIS)
Joosten, A; Bochud, F; Moeckli, R
2014-01-01
The comparison of radiotherapy techniques regarding secondary cancer risk has yielded contradictory results possibly stemming from the many different approaches used to estimate risk. The purpose of this study was to make a comprehensive evaluation of different available risk models applied to detailed whole-body dose distributions computed by Monte Carlo for various breast radiotherapy techniques including conventional open tangents, 3D conformal wedged tangents and hybrid intensity modulated radiation therapy (IMRT). First, organ-specific linear risk models developed by the International Commission on Radiological Protection (ICRP) and the Biological Effects of Ionizing Radiation (BEIR) VII committee were applied to mean doses for remote organs only and all solid organs. Then, different general non-linear risk models were applied to the whole body dose distribution. Finally, organ-specific non-linear risk models for the lung and breast were used to assess the secondary cancer risk for these two specific organs. A total of 32 different calculated absolute risks resulted in a broad range of values (between 0.1% and 48.5%) underlying the large uncertainties in absolute risk calculation. The ratio of risk between two techniques has often been proposed as a more robust assessment of risk than the absolute risk. We found that the ratio of risk between two techniques could also vary substantially considering the different approaches to risk estimation. Sometimes the ratio of risk between two techniques would range between values smaller and larger than one, which then translates into inconsistent results on the potential higher risk of one technique compared to another. We found however that the hybrid IMRT technique resulted in a systematic reduction of risk compared to the other techniques investigated even though the magnitude of this reduction varied substantially with the different approaches investigated. Based on the epidemiological data available, a reasonable
International Nuclear Information System (INIS)
Pelloni, S.; Cheng, E.T.
1985-02-01
The Swiss LOTUS fusion-fission hybrid test facility was used to investigate the influence of the self-shielding of resonance cross sections on the tritium breeding and on the thorium ratios. Nucleonic analyses were performed using the discrete-ordinates transport codes ANISN and ONEDANT, the surface-flux code SURCU, and the version 3 of the MCNP code for the Li 2 CO 3 and the Li 2 O blanket designs with lead, thorium and beryllium multipliers. Except for the MCNP calculation which bases on the ENDF/B-V files, all nuclear data are generated from the ENDF/B-IV basic library. For the deterministic methods three NJOY group libraries were considered. The first, a 39 neutron group self-shielded library, was generated at EIR. The second bases on the same group structure as the first does and consists of infinitely diluted cross sections. Finally the third library was processed at LANL and consists of coupled 30+12 neutron and gamma groups; these cross sections are not self-shielded. The Monte Carlo analysis bases on a continuous and on a discrete 262 group library from the ENDF/B-V evaluation. It is shown that the results agree well within 3% between the unshielded libraries and between the different transport codes and theories. The self-shielding of resonance cross sections results in a decrease of the thorium capture rate and in an increase of the tritium breeding of about 6%. The remaining computed ratios are not affected by the self-shielding of cross sections. (Auth.)
Discrete Diffusion Monte Carlo for Electron Thermal Transport
Chenhall, Jeffrey; Cao, Duc; Wollaeger, Ryan; Moses, Gregory
2014-10-01
The iSNB (implicit Schurtz Nicolai Busquet electron thermal transport method of Cao et al. is adapted to a Discrete Diffusion Monte Carlo (DDMC) solution method for eventual inclusion in a hybrid IMC-DDMC (Implicit Monte Carlo) method. The hybrid method will combine the efficiency of a diffusion method in short mean free path regions with the accuracy of a transport method in long mean free path regions. The Monte Carlo nature of the approach allows the algorithm to be massively parallelized. Work to date on the iSNB-DDMC method will be presented. This work was supported by Sandia National Laboratory - Albuquerque.
Evaluating and adjusting 239Pu, 56Fe, 28Si and 95Mo nuclear data with a Monte Carlo technique
International Nuclear Information System (INIS)
Rochman, D.; Koning, A. J.
2012-01-01
In this paper, Monte Carlo optimization and nuclear data evaluation are combined to produce optimal adjusted nuclear data files. The methodology is based on the so-called 'Total Monte Carlo' and the TALYS system. Not only a single nuclear data file is produced for a given isotope, but virtually an infinite number, defining probability distributions for each nuclear quantity. Then each of these random nuclear data libraries is used in a series of benchmark calculations. With a goodness-of-fit estimator, best 239 Pu, 56 Fe, 28 Si and 95 Mo evaluations for that benchmark set can be selected. A few thousands of random files are used and each of them is tested with a large number of fast, thermal and intermediate energy criticality benchmarks. From this, the best performing random file is chosen and proposed as the optimum choice among the studied random set. (authors)
Iterative acceleration methods for Monte Carlo and deterministic criticality calculations
International Nuclear Information System (INIS)
Urbatsch, T.J.
1995-11-01
If you have ever given up on a nuclear criticality calculation and terminated it because it took so long to converge, you might find this thesis of interest. The author develops three methods for improving the fission source convergence in nuclear criticality calculations for physical systems with high dominance ratios for which convergence is slow. The Fission Matrix Acceleration Method and the Fission Diffusion Synthetic Acceleration (FDSA) Method are acceleration methods that speed fission source convergence for both Monte Carlo and deterministic methods. The third method is a hybrid Monte Carlo method that also converges for difficult problems where the unaccelerated Monte Carlo method fails. The author tested the feasibility of all three methods in a test bed consisting of idealized problems. He has successfully accelerated fission source convergence in both deterministic and Monte Carlo criticality calculations. By filtering statistical noise, he has incorporated deterministic attributes into the Monte Carlo calculations in order to speed their source convergence. He has used both the fission matrix and a diffusion approximation to perform unbiased accelerations. The Fission Matrix Acceleration method has been implemented in the production code MCNP and successfully applied to a real problem. When the unaccelerated calculations are unable to converge to the correct solution, they cannot be accelerated in an unbiased fashion. A Hybrid Monte Carlo method weds Monte Carlo and a modified diffusion calculation to overcome these deficiencies. The Hybrid method additionally possesses reduced statistical errors
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.
International Nuclear Information System (INIS)
Weill, J.; Tellier; Bonnemay; Craigne; Chareton; Di Falco
1969-02-01
After a definition of hybrid calculation (combination of analogue and digital calculation) with a distinction between series and parallel hybrid computing, and a description of a hybrid computer structure and of task sharing between computers, this course proposes a description of hybrid hardware used in Saclay and Cadarache computing centres, and of operations performed by these systems. The next part addresses issues related to programming languages and software. The fourth part describes how a problem is organised for its processing on these computers. Methods of hybrid analysis are then addressed: resolution of optimisation problems, of partial differential equations, and of integral equations by means of different methods (gradient, maximum principle, characteristics, functional approximation, time slicing, Monte Carlo, Neumann iteration, Fischer iteration)
Topological zero modes in Monte Carlo simulations
International Nuclear Information System (INIS)
Dilger, H.
1994-08-01
We present an improvement of global Metropolis updating steps, the instanton hits, used in a hybrid Monte Carlo simulation of the two-flavor Schwinger model with staggered fermions. These hits are designed to change the topological sector of the gauge field. In order to match these hits to an unquenched simulation with pseudofermions, the approximate zero mode structure of the lattice Dirac operator has to be considered explicitly. (orig.)
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
Directory of Open Access Journals (Sweden)
Bardenet Rémi
2013-07-01
Full Text Available Bayesian inference often requires integrating some function with respect to a posterior distribution. Monte Carlo methods are sampling algorithms that allow to compute these integrals numerically when they are not analytically tractable. We review here the basic principles and the most common Monte Carlo algorithms, among which rejection sampling, importance sampling and Monte Carlo Markov chain (MCMC methods. We give intuition on the theoretical justification of the algorithms as well as practical advice, trying to relate both. We discuss the application of Monte Carlo in experimental physics, and point to landmarks in the literature for the curious reader.
Murthy, K. P. N.
2001-01-01
An introduction to the basics of Monte Carlo is given. The topics covered include, sample space, events, probabilities, random variables, mean, variance, covariance, characteristic function, chebyshev inequality, law of large numbers, central limit theorem (stable distribution, Levy distribution), random numbers (generation and testing), random sampling techniques (inversion, rejection, sampling from a Gaussian, Metropolis sampling), analogue Monte Carlo and Importance sampling (exponential b...
International Nuclear Information System (INIS)
Cramer, S.N.
1984-01-01
The MORSE code is a large general-use multigroup Monte Carlo code system. Although no claims can be made regarding its superiority in either theoretical details or Monte Carlo techniques, MORSE has been, since its inception at ORNL in the late 1960s, the most widely used Monte Carlo radiation transport code. The principal reason for this popularity is that MORSE is relatively easy to use, independent of any installation or distribution center, and it can be easily customized to fit almost any specific need. Features of the MORSE code are described
Variational Monte Carlo Technique
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 19; Issue 8. Variational Monte Carlo Technique: Ground State Energies of Quantum Mechanical Systems. Sukanta Deb. General Article Volume 19 Issue 8 August 2014 pp 713-739 ...
Monte Carlo codes and Monte Carlo simulator program
International Nuclear Information System (INIS)
Higuchi, Kenji; Asai, Kiyoshi; Suganuma, Masayuki.
1990-03-01
Four typical Monte Carlo codes KENO-IV, MORSE, MCNP and VIM have been vectorized on VP-100 at Computing Center, JAERI. The problems in vector processing of Monte Carlo codes on vector processors have become clear through the work. As the result, it is recognized that these are difficulties to obtain good performance in vector processing of Monte Carlo codes. A Monte Carlo computing machine, which processes the Monte Carlo codes with high performances is being developed at our Computing Center since 1987. The concept of Monte Carlo computing machine and its performance have been investigated and estimated by using a software simulator. In this report the problems in vectorization of Monte Carlo codes, Monte Carlo pipelines proposed to mitigate these difficulties and the results of the performance estimation of the Monte Carlo computing machine by the simulator are described. (author)
Elsheikh, Ahmed H.; Wheeler, Mary Fanett; Hoteit, Ibrahim
2014-01-01
A Hybrid Nested Sampling (HNS) algorithm is proposed for efficient Bayesian model calibration and prior model selection. The proposed algorithm combines, Nested Sampling (NS) algorithm, Hybrid Monte Carlo (HMC) sampling and gradient estimation using
International Nuclear Information System (INIS)
Brown, F.B.
1981-01-01
Examination of the global algorithms and local kernels of conventional general-purpose Monte Carlo codes shows that multigroup Monte Carlo methods have sufficient structure to permit efficient vectorization. A structured multigroup Monte Carlo algorithm for vector computers is developed in which many particle events are treated at once on a cell-by-cell basis. Vectorization of kernels for tracking and variance reduction is described, and a new method for discrete sampling is developed to facilitate the vectorization of collision analysis. To demonstrate the potential of the new method, a vectorized Monte Carlo code for multigroup radiation transport analysis was developed. This code incorporates many features of conventional general-purpose production codes, including general geometry, splitting and Russian roulette, survival biasing, variance estimation via batching, a number of cutoffs, and generalized tallies of collision, tracklength, and surface crossing estimators with response functions. Predictions of vectorized performance characteristics for the CYBER-205 were made using emulated coding and a dynamic model of vector instruction timing. Computation rates were examined for a variety of test problems to determine sensitivities to batch size and vector lengths. Significant speedups are predicted for even a few hundred particles per batch, and asymptotic speedups by about 40 over equivalent Amdahl 470V/8 scalar codes arepredicted for a few thousand particles per batch. The principal conclusion is that vectorization of a general-purpose multigroup Monte Carlo code is well worth the significant effort required for stylized coding and major algorithmic changes
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 7; Issue 3. Markov Chain Monte Carlo - Examples. Arnab Chakraborty. General Article Volume 7 Issue 3 March 2002 pp 25-34. Fulltext. Click here to view fulltext PDF. Permanent link: https://www.ias.ac.in/article/fulltext/reso/007/03/0025-0034. Keywords.
Monte Carlo and Quasi-Monte Carlo Sampling
Lemieux, Christiane
2009-01-01
Presents essential tools for using quasi-Monte Carlo sampling in practice. This book focuses on issues related to Monte Carlo methods - uniform and non-uniform random number generation, variance reduction techniques. It covers several aspects of quasi-Monte Carlo methods.
Monte Carlo principles and applications
Energy Technology Data Exchange (ETDEWEB)
Raeside, D E [Oklahoma Univ., Oklahoma City (USA). Health Sciences Center
1976-03-01
The principles underlying the use of Monte Carlo methods are explained, for readers who may not be familiar with the approach. The generation of random numbers is discussed, and the connection between Monte Carlo methods and random numbers is indicated. Outlines of two well established Monte Carlo sampling techniques are given, together with examples illustrating their use. The general techniques for improving the efficiency of Monte Carlo calculations are considered. The literature relevant to the applications of Monte Carlo calculations in medical physics is reviewed.
International Nuclear Information System (INIS)
Rajabalinejad, M.
2010-01-01
To reduce cost of Monte Carlo (MC) simulations for time-consuming processes, Bayesian Monte Carlo (BMC) is introduced in this paper. The BMC method reduces number of realizations in MC according to the desired accuracy level. BMC also provides a possibility of considering more priors. In other words, different priors can be integrated into one model by using BMC to further reduce cost of simulations. This study suggests speeding up the simulation process by considering the logical dependence of neighboring points as prior information. This information is used in the BMC method to produce a predictive tool through the simulation process. The general methodology and algorithm of BMC method are presented in this paper. The BMC method is applied to the simplified break water model as well as the finite element model of 17th Street Canal in New Orleans, and the results are compared with the MC and Dynamic Bounds methods.
International Nuclear Information System (INIS)
Dubi, A.; Gerstl, S.A.W.
1979-05-01
The contributon Monte Carlo method is based on a new recipe to calculate target responses by means of volume integral of the contributon current in a region between the source and the detector. A comprehensive description of the method, its implementation in the general-purpose MCNP code, and results of the method for realistic nonhomogeneous, energy-dependent problems are presented. 23 figures, 10 tables
International Nuclear Information System (INIS)
Wollaber, Allan Benton
2016-01-01
This is a powerpoint presentation which serves as lecture material for the Parallel Computing summer school. It goes over the fundamentals of the Monte Carlo calculation method. The material is presented according to the following outline: Introduction (background, a simple example: estimating @@), Why does this even work? (The Law of Large Numbers, The Central Limit Theorem), How to sample (inverse transform sampling, rejection), and An example from particle transport.
International Nuclear Information System (INIS)
Creutz, M.
1986-01-01
The author discusses a recently developed algorithm for simulating statistical systems. The procedure interpolates between molecular dynamics methods and canonical Monte Carlo. The primary advantages are extremely fast simulations of discrete systems such as the Ising model and a relative insensitivity to random number quality. A variation of the algorithm gives rise to a deterministic dynamics for Ising spins. This model may be useful for high speed simulation of non-equilibrium phenomena
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.
Energy Technology Data Exchange (ETDEWEB)
Brockway, D.; Soran, P.; Whalen, P.
1985-01-01
A Monte Carlo algorithm to efficiently calculate static alpha eigenvalues, N = ne/sup ..cap alpha..t/, for supercritical systems has been developed and tested. A direct Monte Carlo approach to calculating a static alpha is to simply follow the buildup in time of neutrons in a supercritical system and evaluate the logarithmic derivative of the neutron population with respect to time. This procedure is expensive, and the solution is very noisy and almost useless for a system near critical. The modified approach is to convert the time-dependent problem to a static ..cap alpha../sup -/eigenvalue problem and regress ..cap alpha.. on solutions of a/sup -/ k/sup -/eigenvalue problem. In practice, this procedure is much more efficient than the direct calculation, and produces much more accurate results. Because the Monte Carlo codes are intrinsically three-dimensional and use elaborate continuous-energy cross sections, this technique is now used as a standard for evaluating other calculational techniques in odd geometries or with group cross sections.
Directory of Open Access Journals (Sweden)
István P. Sugár
2017-04-01
Full Text Available Here, we model a negatively charged lipid vesicle, composed of a mixture of bipolar tetraether and diester (or diether phospholipid molecules, by a spherical shell that has zero ion permeability. We take into consideration all the charge-charge interactions between intra-vesicular ions, extra-vesicular ions, and membrane lipid associated charges. Monte Carlo simulations result in homogeneous and double-exponential ion distribution, respectively, in the intra- and extra-vesicular space. The extra-vesicular ion concentration close to the membrane surface is proportional to the total amount of the membrane charges (Nm and is independent of the partitioning of the membrane charges between the outer (Nom and inner membrane (Nim surface. This result shows that one should not disregard the effect of the charges on the inner membrane surface when calculating the ion distributions around a charged vesicle. If the partitioning of the membrane charges is not restricted (i.e., lipid flip-flop is allowed, then at different Nm, the Nom/Nim ratio remains constant and the value of Nom/Nim, as a consequence of the interaction between every charges of the model, is close to, but significantly higher than, the ratio of the outer to the inner surface area of the membrane. These results indicate that the amount and the orientation of the negatively-charged tetraether lipids in the membrane are important determinants of membrane properties in tetraether/zwitterionic diester phospholipid liposomes. Finally we compared the results of our discrete charge model and continuous models based on the solutions of the Poisson-Boltzmann equation and pointed out qualitative similarities and sometimes major quantitative differences between these two types of models.
The theory of hybrid stochastic algorithms
International Nuclear Information System (INIS)
Kennedy, A.D.
1989-01-01
These lectures introduce the family of Hybrid Stochastic Algorithms for performing Monte Carlo calculations in Quantum Field Theory. After explaining the basic concepts of Monte Carlo integration we discuss the properties of Markov processes and one particularly useful example of them: the Metropolis algorithm. Building upon this framework we consider the Hybrid and Langevin algorithms from the viewpoint that they are approximate versions of the Hybrid Monte Carlo method; and thus we are led to consider Molecular Dynamics using the Leapfrog algorithm. The lectures conclude by reviewing recent progress in these areas, explaining higher-order integration schemes, the asymptotic large-volume behaviour of the various algorithms, and some simple exact results obtained by applying them to free field theory. It is attempted throughout to give simple yet correct proofs of the various results encountered. 38 refs
Energy Technology Data Exchange (ETDEWEB)
Baker, Randal Scott [Univ. of Arizona, Tucson, AZ (United States)
1990-01-01
The neutron transport equation is solved by a hybrid method that iteratively couples regions where deterministic (S_{N}) and stochastic (Monte Carlo) methods are applied. Unlike previous hybrid methods, the Monte Carlo and S_{N} regions are fully coupled in the sense that no assumption is made about geometrical separation or decoupling. The hybrid method provides a new means of solving problems involving both optically thick and optically thin regions that neither Monte Carlo nor S_{N} is well suited for by themselves. The fully coupled Monte Carlo/S_{N} technique consists of defining spatial and/or energy regions of a problem in which either a Monte Carlo calculation or an S_{N} calculation is to be performed. The Monte Carlo region may comprise the entire spatial region for selected energy groups, or may consist of a rectangular area that is either completely or partially embedded in an arbitrary S_{N} region. The Monte Carlo and S_{N} regions are then connected through the common angular boundary fluxes, which are determined iteratively using the response matrix technique, and volumetric sources. The hybrid method has been implemented in the S_{N} code TWODANT by adding special-purpose Monte Carlo subroutines to calculate the response matrices and volumetric sources, and linkage subrountines to carry out the interface flux iterations. The common angular boundary fluxes are included in the S_{N} code as interior boundary sources, leaving the logic for the solution of the transport flux unchanged, while, with minor modifications, the diffusion synthetic accelerator remains effective in accelerating S_{N} calculations. The special-purpose Monte Carlo routines used are essentially analog, with few variance reduction techniques employed. However, the routines have been successfully vectorized, with approximately a factor of five increase in speed over the non-vectorized version.
Jazz Club
2012-01-01
The 5th edition of the "Monts Jura Jazz Festival" that will take place on September 21st and 22nd 2012 at the Esplanade du Lac in Divonne-les-Bains. This festival is organized by the "CERN Jazz Club" with the support of the "CERN Staff Association". This festival is a major musical event in the French/Swiss area and proposes a world class program with jazz artists such as D.Lockwood and D.Reinhardt. More information on http://www.jurajazz.com.
2012-01-01
The 5th edition of the "Monts Jura Jazz Festival" will take place at the Esplanade du Lac in Divonne-les-Bains, France on September 21 and 22. This festival organized by the CERN Jazz Club and supported by the CERN Staff Association is becoming a major musical event in the Geneva region. International Jazz artists like Didier Lockwood and David Reinhardt are part of this year outstanding program. Full program and e-tickets are available on the festival website. Don't miss this great festival!
A general transform for variance reduction in Monte Carlo simulations
International Nuclear Information System (INIS)
Becker, T.L.; Larsen, E.W.
2011-01-01
This paper describes a general transform to reduce the variance of the Monte Carlo estimate of some desired solution, such as flux or biological dose. This transform implicitly includes many standard variance reduction techniques, including source biasing, collision biasing, the exponential transform for path-length stretching, and weight windows. Rather than optimizing each of these techniques separately or choosing semi-empirical biasing parameters based on the experience of a seasoned Monte Carlo practitioner, this General Transform unites all these variance techniques to achieve one objective: a distribution of Monte Carlo particles that attempts to optimize the desired solution. Specifically, this transform allows Monte Carlo particles to be distributed according to the user's specification by using information obtained from a computationally inexpensive deterministic simulation of the problem. For this reason, we consider the General Transform to be a hybrid Monte Carlo/Deterministic method. The numerical results con rm that the General Transform distributes particles according to the user-specified distribution and generally provide reasonable results for shielding applications. (author)
International Nuclear Information System (INIS)
Lupton, L.R.; Keller, N.A.
1982-09-01
The design of a positron emission tomography (PET) ring camera involves trade-offs between such things as sensitivity, resolution and cost. As a design aid, a Monte Carlo simulation of a single-ring camera system has been developed. The model includes a source-filled phantom, collimators, detectors, and optional shadow shields and inter-crystal septa. Individual gamma rays are tracked within the system materials until they escape, are absorbed, or are detected. Compton and photelectric interactions are modelled. All system dimensions are variable within the computation. Coincidence and singles data are recorded according to type (true or scattered), annihilation origin, and detected energy. Photon fluxes at various points of interest, such as the edge of the phantom and the collimator, are available. This report reviews the basics of PET, describes the physics involved in the simulation, and provides detailed outlines of the routines
2003-01-01
MGS MOC Release No. MOC2-387, 10 June 2003This is a Mars Global Surveyor (MGS) Mars Orbiter Camera (MOC) wide angle view of the Charitum Montes, south of Argyre Planitia, in early June 2003. The seasonal south polar frost cap, composed of carbon dioxide, has been retreating southward through this area since spring began a month ago. The bright features toward the bottom of this picture are surfaces covered by frost. The picture is located near 57oS, 43oW. North is at the top, south is at the bottom. Sunlight illuminates the scene from the upper left. The area shown is about 217 km (135 miles) wide.
Monte Carlo Methods in Physics
International Nuclear Information System (INIS)
Santoso, B.
1997-01-01
Method of Monte Carlo integration is reviewed briefly and some of its applications in physics are explained. A numerical experiment on random generators used in the monte Carlo techniques is carried out to show the behavior of the randomness of various methods in generating them. To account for the weight function involved in the Monte Carlo, the metropolis method is used. From the results of the experiment, one can see that there is no regular patterns of the numbers generated, showing that the program generators are reasonably good, while the experimental results, shows a statistical distribution obeying statistical distribution law. Further some applications of the Monte Carlo methods in physics are given. The choice of physical problems are such that the models have available solutions either in exact or approximate values, in which comparisons can be mode, with the calculations using the Monte Carlo method. Comparison show that for the models to be considered, good agreement have been obtained
MCMC-ODPR: Primer design optimization using Markov Chain Monte Carlo sampling
Directory of Open Access Journals (Sweden)
Kitchen James L
2012-11-01
Full Text Available Abstract Background Next generation sequencing technologies often require numerous primer designs that require good target coverage that can be financially costly. We aimed to develop a system that would implement primer reuse to design degenerate primers that could be designed around SNPs, thus find the fewest necessary primers and the lowest cost whilst maintaining an acceptable coverage and provide a cost effective solution. We have implemented Metropolis-Hastings Markov Chain Monte Carlo for optimizing primer reuse. We call it the Markov Chain Monte Carlo Optimized Degenerate Primer Reuse (MCMC-ODPR algorithm. Results After repeating the program 1020 times to assess the variance, an average of 17.14% fewer primers were found to be necessary using MCMC-ODPR for an equivalent coverage without implementing primer reuse. The algorithm was able to reuse primers up to five times. We compared MCMC-ODPR with single sequence primer design programs Primer3 and Primer-BLAST and achieved a lower primer cost per amplicon base covered of 0.21 and 0.19 and 0.18 primer nucleotides on three separate gene sequences, respectively. With multiple sequences, MCMC-ODPR achieved a lower cost per base covered of 0.19 than programs BatchPrimer3 and PAMPS, which achieved 0.25 and 0.64 primer nucleotides, respectively. Conclusions MCMC-ODPR is a useful tool for designing primers at various melting temperatures at good target coverage. By combining degeneracy with optimal primer reuse the user may increase coverage of sequences amplified by the designed primers at significantly lower costs. Our analyses showed that overall MCMC-ODPR outperformed the other primer-design programs in our study in terms of cost per covered base.
MCMC-ODPR: primer design optimization using Markov Chain Monte Carlo sampling.
Kitchen, James L; Moore, Jonathan D; Palmer, Sarah A; Allaby, Robin G
2012-11-05
Next generation sequencing technologies often require numerous primer designs that require good target coverage that can be financially costly. We aimed to develop a system that would implement primer reuse to design degenerate primers that could be designed around SNPs, thus find the fewest necessary primers and the lowest cost whilst maintaining an acceptable coverage and provide a cost effective solution. We have implemented Metropolis-Hastings Markov Chain Monte Carlo for optimizing primer reuse. We call it the Markov Chain Monte Carlo Optimized Degenerate Primer Reuse (MCMC-ODPR) algorithm. After repeating the program 1020 times to assess the variance, an average of 17.14% fewer primers were found to be necessary using MCMC-ODPR for an equivalent coverage without implementing primer reuse. The algorithm was able to reuse primers up to five times. We compared MCMC-ODPR with single sequence primer design programs Primer3 and Primer-BLAST and achieved a lower primer cost per amplicon base covered of 0.21 and 0.19 and 0.18 primer nucleotides on three separate gene sequences, respectively. With multiple sequences, MCMC-ODPR achieved a lower cost per base covered of 0.19 than programs BatchPrimer3 and PAMPS, which achieved 0.25 and 0.64 primer nucleotides, respectively. MCMC-ODPR is a useful tool for designing primers at various melting temperatures at good target coverage. By combining degeneracy with optimal primer reuse the user may increase coverage of sequences amplified by the designed primers at significantly lower costs. Our analyses showed that overall MCMC-ODPR outperformed the other primer-design programs in our study in terms of cost per covered base.
The calculation of neutron flux using Monte Carlo method
Günay, Mehtap; Bardakçı, Hilal
2017-09-01
In this study, a hybrid reactor system was designed by using 99-95% Li20Sn80 + 1-5% RG-Pu, 99-95% Li20Sn80 + 1-5% RG-PuF4, and 99-95% Li20Sn80 + 1-5% RG-PuO2 fluids, ENDF/B-VII.0 evaluated nuclear data library and 9Cr2WVTa structural material. The fluids were used in the liquid first wall, liquid second wall (blanket) and shield zones of a fusion-fission hybrid reactor system. The neutron flux was calculated according to the mixture components, radial, energy spectrum in the designed hybrid reactor system for the selected fluids, library and structural material. Three-dimensional nucleonic calculations were performed using the most recent version MCNPX-2.7.0 the Monte Carlo code.
Lectures on Monte Carlo methods
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
Advanced Multilevel Monte Carlo Methods
Jasra, Ajay; Law, Kody; Suciu, Carina
2017-01-01
This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the discretization of a associated probability law. The MLMC approach works with a hierarchy of biased approximations which become progressively more accurate and more expensive. Using a telescoping representation of the most accurate approximation, the method is able to reduce the computational cost for a given level of error versus i.i.d. sampling from this latter approximation. All of these ideas originated for cases where exact sampling from couples in the hierarchy is possible. This article considers the case where such exact sampling is not currently possible. We consider Markov chain Monte Carlo and sequential Monte Carlo methods which have been introduced in the literature and we describe different strategies which facilitate the application of MLMC within these methods.
Advanced Multilevel Monte Carlo Methods
Jasra, Ajay
2017-04-24
This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the discretization of a associated probability law. The MLMC approach works with a hierarchy of biased approximations which become progressively more accurate and more expensive. Using a telescoping representation of the most accurate approximation, the method is able to reduce the computational cost for a given level of error versus i.i.d. sampling from this latter approximation. All of these ideas originated for cases where exact sampling from couples in the hierarchy is possible. This article considers the case where such exact sampling is not currently possible. We consider Markov chain Monte Carlo and sequential Monte Carlo methods which have been introduced in the literature and we describe different strategies which facilitate the application of MLMC within these methods.
Monte Carlo simulation for IRRMA
International Nuclear Information System (INIS)
Gardner, R.P.; Liu Lianyan
2000-01-01
Monte Carlo simulation is fast becoming a standard approach for many radiation applications that were previously treated almost entirely by experimental techniques. This is certainly true for Industrial Radiation and Radioisotope Measurement Applications - IRRMA. The reasons for this include: (1) the increased cost and inadequacy of experimentation for design and interpretation purposes; (2) the availability of low cost, large memory, and fast personal computers; and (3) the general availability of general purpose Monte Carlo codes that are increasingly user-friendly, efficient, and accurate. This paper discusses the history and present status of Monte Carlo simulation for IRRMA including the general purpose (GP) and specific purpose (SP) Monte Carlo codes and future needs - primarily from the experience of the authors
Geology of Maxwell Montes, Venus
Head, J. W.; Campbell, D. B.; Peterfreund, A. R.; Zisk, S. A.
1984-01-01
Maxwell Montes represent the most distinctive topography on the surface of Venus, rising some 11 km above mean planetary radius. The multiple data sets of the Pioneer missing and Earth based radar observations to characterize Maxwell Montes are analyzed. Maxwell Montes is a porkchop shaped feature located at the eastern end of Lakshmi Planum. The main massif trends about North 20 deg West for approximately 1000 km and the narrow handle extends several hundred km West South-West WSW from the north end of the main massif, descending down toward Lakshmi Planum. The main massif is rectilinear and approximately 500 km wide. The southern and northern edges of Maxwell Montes coincide with major topographic boundaries defining the edge of Ishtar Terra.
Adjoint electron Monte Carlo calculations
International Nuclear Information System (INIS)
Jordan, T.M.
1986-01-01
Adjoint Monte Carlo is the most efficient method for accurate analysis of space systems exposed to natural and artificially enhanced electron environments. Recent adjoint calculations for isotropic electron environments include: comparative data for experimental measurements on electronics boxes; benchmark problem solutions for comparing total dose prediction methodologies; preliminary assessment of sectoring methods used during space system design; and total dose predictions on an electronics package. Adjoint Monte Carlo, forward Monte Carlo, and experiment are in excellent agreement for electron sources that simulate space environments. For electron space environments, adjoint Monte Carlo is clearly superior to forward Monte Carlo, requiring one to two orders of magnitude less computer time for relatively simple geometries. The solid-angle sectoring approximations used for routine design calculations can err by more than a factor of 2 on dose in simple shield geometries. For critical space systems exposed to severe electron environments, these potential sectoring errors demand the establishment of large design margins and/or verification of shield design by adjoint Monte Carlo/experiment
Monte Carlo theory and practice
International Nuclear Information System (INIS)
James, F.
1987-01-01
Historically, the first large-scale calculations to make use of the Monte Carlo method were studies of neutron scattering and absorption, random processes for which it is quite natural to employ random numbers. Such calculations, a subset of Monte Carlo calculations, are known as direct simulation, since the 'hypothetical population' of the narrower definition above corresponds directly to the real population being studied. The Monte Carlo method may be applied wherever it is possible to establish equivalence between the desired result and the expected behaviour of a stochastic system. The problem to be solved may already be of a probabilistic or statistical nature, in which case its Monte Carlo formulation will usually be a straightforward simulation, or it may be of a deterministic or analytic nature, in which case an appropriate Monte Carlo formulation may require some imagination and may appear contrived or artificial. In any case, the suitability of the method chosen will depend on its mathematical properties and not on its superficial resemblance to the problem to be solved. The authors show how Monte Carlo techniques may be compared with other methods of solution of the same physical problem
Multilevel sequential Monte Carlo samplers
Beskos, Alexandros; Jasra, Ajay; Law, Kody; Tempone, Raul; Zhou, Yan
2016-01-01
In this article we consider the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods which depend on the step-size level . hL. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretization levels . âˆž>h0>h1â‹¯>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. Â© 2016 Elsevier B.V.
Multilevel sequential Monte Carlo samplers
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 . âˆž>h0>h1â‹¯>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. Â© 2016 Elsevier B.V.
International Nuclear Information System (INIS)
Moir, R.W.
1980-01-01
The rationale for hybrid fusion-fission reactors is the production of fissile fuel for fission reactors. A new class of reactor, the fission-suppressed hybrid promises unusually good safety features as well as the ability to support 25 light-water reactors of the same nuclear power rating, or even more high-conversion-ratio reactors such as the heavy-water type. One 4000-MW nuclear hybrid can produce 7200 kg of 233 U per year. To obtain good economics, injector efficiency times plasma gain (eta/sub i/Q) should be greater than 2, the wall load should be greater than 1 MW.m -2 , and the hybrid should cost less than 6 times the cost of a light-water reactor. Introduction rates for the fission-suppressed hybrid are usually rapid
Monte Carlo simulation on kinetics of batch and semi-batch free radical polymerization
Shao, Jing
2015-10-27
Based on Monte Carlo simulation technology, we proposed a hybrid routine which combines reaction mechanism together with coarse-grained molecular simulation to study the kinetics of free radical polymerization. By comparing with previous experimental and simulation studies, we showed the capability of our Monte Carlo scheme on representing polymerization kinetics in batch and semi-batch processes. Various kinetics information, such as instant monomer conversion, molecular weight, and polydispersity etc. are readily calculated from Monte Carlo simulation. The kinetic constants such as polymerization rate k p is determined in the simulation without of “steady-state” hypothesis. We explored the mechanism for the variation of polymerization kinetics those observed in previous studies, as well as polymerization-induced phase separation. Our Monte Carlo simulation scheme is versatile on studying polymerization kinetics in batch and semi-batch processes.
Monte Carlo simulation of experiments
International Nuclear Information System (INIS)
Opat, G.I.
1977-07-01
An outline of the technique of computer simulation of particle physics experiments by the Monte Carlo method is presented. Useful special purpose subprograms are listed and described. At each stage the discussion is made concrete by direct reference to the programs SIMUL8 and its variant MONTE-PION, written to assist in the analysis of the radiative decay experiments μ + → e + ν sub(e) antiνγ and π + → e + ν sub(e)γ, respectively. These experiments were based on the use of two large sodium iodide crystals, TINA and MINA, as e and γ detectors. Instructions for the use of SIMUL8 and MONTE-PION are given. (author)
Strategije drevesnega preiskovanja Monte Carlo
VODOPIVEC, TOM
2018-01-01
Po preboju pri igri go so metode drevesnega preiskovanja Monte Carlo (ang. Monte Carlo tree search – MCTS) sprožile bliskovit napredek agentov za igranje iger: raziskovalna skupnost je od takrat razvila veliko variant in izboljšav algoritma MCTS ter s tem zagotovila napredek umetne inteligence ne samo pri igrah, ampak tudi v številnih drugih domenah. Čeprav metode MCTS združujejo splošnost naključnega vzorčenja z natančnostjo drevesnega preiskovanja, imajo lahko v praksi težave s počasno konv...
Is Monte Carlo embarrassingly parallel?
Energy Technology Data Exchange (ETDEWEB)
Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands); Delft Nuclear Consultancy, IJsselzoom 2, 2902 LB Capelle aan den IJssel (Netherlands)
2012-07-01
Monte Carlo is often stated as being embarrassingly parallel. However, running a Monte Carlo calculation, especially a reactor criticality calculation, in parallel using tens of processors shows a serious limitation in speedup and the execution time may even increase beyond a certain number of processors. In this paper the main causes of the loss of efficiency when using many processors are analyzed using a simple Monte Carlo program for criticality. The basic mechanism for parallel execution is MPI. One of the bottlenecks turn out to be the rendez-vous points in the parallel calculation used for synchronization and exchange of data between processors. This happens at least at the end of each cycle for fission source generation in order to collect the full fission source distribution for the next cycle and to estimate the effective multiplication factor, which is not only part of the requested results, but also input to the next cycle for population control. Basic improvements to overcome this limitation are suggested and tested. Also other time losses in the parallel calculation are identified. Moreover, the threading mechanism, which allows the parallel execution of tasks based on shared memory using OpenMP, is analyzed in detail. Recommendations are given to get the maximum efficiency out of a parallel Monte Carlo calculation. (authors)
Is Monte Carlo embarrassingly parallel?
International Nuclear Information System (INIS)
Hoogenboom, J. E.
2012-01-01
Monte Carlo is often stated as being embarrassingly parallel. However, running a Monte Carlo calculation, especially a reactor criticality calculation, in parallel using tens of processors shows a serious limitation in speedup and the execution time may even increase beyond a certain number of processors. In this paper the main causes of the loss of efficiency when using many processors are analyzed using a simple Monte Carlo program for criticality. The basic mechanism for parallel execution is MPI. One of the bottlenecks turn out to be the rendez-vous points in the parallel calculation used for synchronization and exchange of data between processors. This happens at least at the end of each cycle for fission source generation in order to collect the full fission source distribution for the next cycle and to estimate the effective multiplication factor, which is not only part of the requested results, but also input to the next cycle for population control. Basic improvements to overcome this limitation are suggested and tested. Also other time losses in the parallel calculation are identified. Moreover, the threading mechanism, which allows the parallel execution of tasks based on shared memory using OpenMP, is analyzed in detail. Recommendations are given to get the maximum efficiency out of a parallel Monte Carlo calculation. (authors)
Exact Monte Carlo for molecules
International Nuclear Information System (INIS)
Lester, W.A. Jr.; Reynolds, P.J.
1985-03-01
A brief summary of the fixed-node quantum Monte Carlo method is presented. Results obtained for binding energies, the classical barrier height for H + H 2 , and the singlet-triplet splitting in methylene are presented and discussed. 17 refs
CSIR Research Space (South Africa)
Jacob John, Maya
2009-04-01
Full Text Available mixed short sisal/glass hybrid fibre reinforced low density polyethylene composites was investigated by Kalaprasad et al [25].Chemical surface modifications such as alkali, acetic anhydride, stearic acid, permanganate, maleic anhydride, silane...
Monte Carlo - Advances and Challenges
International Nuclear Information System (INIS)
Brown, Forrest B.; Mosteller, Russell D.; Martin, William R.
2008-01-01
Abstract only, full text follows: With ever-faster computers and mature Monte Carlo production codes, there has been tremendous growth in the application of Monte Carlo methods to the analysis of reactor physics and reactor systems. In the past, Monte Carlo methods were used primarily for calculating k eff of a critical system. More recently, Monte Carlo methods have been increasingly used for determining reactor power distributions and many design parameters, such as β eff , l eff , τ, reactivity coefficients, Doppler defect, dominance ratio, etc. These advanced applications of Monte Carlo methods are now becoming common, not just feasible, but bring new challenges to both developers and users: Convergence of 3D power distributions must be assured; confidence interval bias must be eliminated; iterated fission probabilities are required, rather than single-generation probabilities; temperature effects including Doppler and feedback must be represented; isotopic depletion and fission product buildup must be modeled. This workshop focuses on recent advances in Monte Carlo methods and their application to reactor physics problems, and on the resulting challenges faced by code developers and users. The workshop is partly tutorial, partly a review of the current state-of-the-art, and partly a discussion of future work that is needed. It should benefit both novice and expert Monte Carlo developers and users. In each of the topic areas, we provide an overview of needs, perspective on past and current methods, a review of recent work, and discussion of further research and capabilities that are required. Electronic copies of all workshop presentations and material will be available. The workshop is structured as 2 morning and 2 afternoon segments: - Criticality Calculations I - convergence diagnostics, acceleration methods, confidence intervals, and the iterated fission probability, - Criticality Calculations II - reactor kinetics parameters, dominance ratio, temperature
Cetorelli, Nicola
2014-01-01
I introduce the concept of hybrid intermediaries: financial conglomerates that control a multiplicity of entity types active in the "assembly line" process of modern financial intermediation, a system that has become known as shadow banking. The complex bank holding companies of today are the best example of hybrid intermediaries, but I argue that financial firms from the "nonbank" space can just as easily evolve into conglomerates with similar organizational structure, thus acquiring the cap...
(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.
Isotopic depletion with Monte Carlo
International Nuclear Information System (INIS)
Martin, W.R.; Rathkopf, J.A.
1996-06-01
This work considers a method to deplete isotopes during a time- dependent Monte Carlo simulation of an evolving system. The method is based on explicitly combining a conventional estimator for the scalar flux with the analytical solutions to the isotopic depletion equations. There are no auxiliary calculations; the method is an integral part of the Monte Carlo calculation. The method eliminates negative densities and reduces the variance in the estimates for the isotope densities, compared to existing methods. Moreover, existing methods are shown to be special cases of the general method described in this work, as they can be derived by combining a high variance estimator for the scalar flux with a low-order approximation to the analytical solution to the depletion equation
Zimmerman, George B.
Monte Carlo methods appropriate to simulate the transport of x-rays, neutrons, ions and electrons in Inertial Confinement Fusion targets are described and analyzed. The Implicit Monte Carlo method of x-ray transport handles symmetry within indirect drive ICF hohlraums well, but can be improved 50X in efficiency by angular biasing the x-rays towards the fuel capsule. Accurate simulation of thermonuclear burn and burn diagnostics involves detailed particle source spectra, charged particle ranges, inflight reaction kinematics, corrections for bulk and thermal Doppler effects and variance reduction to obtain adequate statistics for rare events. It is found that the effects of angular Coulomb scattering must be included in models of charged particle transport through heterogeneous materials.
International Nuclear Information System (INIS)
Zimmerman, G.B.
1997-01-01
Monte Carlo methods appropriate to simulate the transport of x-rays, neutrons, ions and electrons in Inertial Confinement Fusion targets are described and analyzed. The Implicit Monte Carlo method of x-ray transport handles symmetry within indirect drive ICF hohlraums well, but can be improved 50X in efficiency by angular biasing the x-rays towards the fuel capsule. Accurate simulation of thermonuclear burn and burn diagnostics involves detailed particle source spectra, charged particle ranges, inflight reaction kinematics, corrections for bulk and thermal Doppler effects and variance reduction to obtain adequate statistics for rare events. It is found that the effects of angular Coulomb scattering must be included in models of charged particle transport through heterogeneous materials. copyright 1997 American Institute of Physics
International Nuclear Information System (INIS)
Zimmerman, George B.
1997-01-01
Monte Carlo methods appropriate to simulate the transport of x-rays, neutrons, ions and electrons in Inertial Confinement Fusion targets are described and analyzed. The Implicit Monte Carlo method of x-ray transport handles symmetry within indirect drive ICF hohlraums well, but can be improved 50X in efficiency by angular biasing the x-rays towards the fuel capsule. Accurate simulation of thermonuclear burn and burn diagnostics involves detailed particle source spectra, charged particle ranges, inflight reaction kinematics, corrections for bulk and thermal Doppler effects and variance reduction to obtain adequate statistics for rare events. It is found that the effects of angular Coulomb scattering must be included in models of charged particle transport through heterogeneous materials
Shell model Monte Carlo methods
International Nuclear Information System (INIS)
Koonin, S.E.; Dean, D.J.; Langanke, K.
1997-01-01
We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; the resultant path integral is evaluated stochastically. We first discuss the motivation, formalism, and implementation of such Shell Model Monte Carlo (SMMC) methods. There then follows a sampler of results and insights obtained from a number of applications. These include the ground state and thermal properties of pf-shell nuclei, the thermal and rotational behavior of rare-earth and γ-soft nuclei, and the calculation of double beta-decay matrix elements. Finally, prospects for further progress in such calculations are discussed. (orig.)
A contribution Monte Carlo method
International Nuclear Information System (INIS)
Aboughantous, C.H.
1994-01-01
A Contribution Monte Carlo method is developed and successfully applied to a sample deep-penetration shielding problem. The random walk is simulated in most of its parts as in conventional Monte Carlo methods. The probability density functions (pdf's) are expressed in terms of spherical harmonics and are continuous functions in direction cosine and azimuthal angle variables as well as in position coordinates; the energy is discretized in the multigroup approximation. The transport pdf is an unusual exponential kernel strongly dependent on the incident and emergent directions and energies and on the position of the collision site. The method produces the same results obtained with the deterministic method with a very small standard deviation, with as little as 1,000 Contribution particles in both analog and nonabsorption biasing modes and with only a few minutes CPU time
Shell model Monte Carlo methods
International Nuclear Information System (INIS)
Koonin, S.E.
1996-01-01
We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; resultant path integral is evaluated stochastically. We first discuss the motivation, formalism, and implementation of such Shell Model Monte Carlo methods. There then follows a sampler of results and insights obtained from a number of applications. These include the ground state and thermal properties of pf-shell nuclei, thermal behavior of γ-soft nuclei, and calculation of double beta-decay matrix elements. Finally, prospects for further progress in such calculations are discussed. 87 refs
Parallel Monte Carlo reactor neutronics
International Nuclear Information System (INIS)
Blomquist, R.N.; Brown, F.B.
1994-01-01
The issues affecting implementation of parallel algorithms for large-scale engineering Monte Carlo neutron transport simulations are discussed. For nuclear reactor calculations, these include load balancing, recoding effort, reproducibility, domain decomposition techniques, I/O minimization, and strategies for different parallel architectures. Two codes were parallelized and tested for performance. The architectures employed include SIMD, MIMD-distributed memory, and workstation network with uneven interactive load. Speedups linear with the number of nodes were achieved
Elements of Monte Carlo techniques
International Nuclear Information System (INIS)
Nagarajan, P.S.
2000-01-01
The Monte Carlo method is essentially mimicking the real world physical processes at the microscopic level. With the incredible increase in computing speeds and ever decreasing computing costs, there is widespread use of the method for practical problems. The method is used in calculating algorithm-generated sequences known as pseudo random sequence (prs)., probability density function (pdf), test for randomness, extension to multidimensional integration etc
Adaptive Multilevel Monte Carlo Simulation
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).
Geometrical splitting in Monte Carlo
International Nuclear Information System (INIS)
Dubi, A.; Elperin, T.; Dudziak, D.J.
1982-01-01
A statistical model is presented by which a direct statistical approach yielded an analytic expression for the second moment, the variance ratio, and the benefit function in a model of an n surface-splitting Monte Carlo game. In addition to the insight into the dependence of the second moment on the splitting parameters the main importance of the expressions developed lies in their potential to become a basis for in-code optimization of splitting through a general algorithm. Refs
Extending canonical Monte Carlo methods
International Nuclear Information System (INIS)
Velazquez, L; Curilef, S
2010-01-01
In this paper, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation for the extension of the available Monte Carlo methods on the basis of the consideration of the Gibbs canonical ensemble to account for the existence of an anomalous regime with negative heat capacities C α with α≈0.2 for the particular case of the 2D ten-state Potts model
International Nuclear Information System (INIS)
Mercier, B.
1985-04-01
We have shown that the transport equation can be solved with particles, like the Monte-Carlo method, but without random numbers. In the Monte-Carlo method, particles are created from the source, and are followed from collision to collision until either they are absorbed or they leave the spatial domain. In our method, particles are created from the original source, with a variable weight taking into account both collision and absorption. These particles are followed until they leave the spatial domain, and we use them to determine a first collision source. Another set of particles is then created from this first collision source, and tracked to determine a second collision source, and so on. This process introduces an approximation which does not exist in the Monte-Carlo method. However, we have analyzed the effect of this approximation, and shown that it can be limited. Our method is deterministic, gives reproducible results. Furthermore, when extra accuracy is needed in some region, it is easier to get more particles to go there. It has the same kind of applications: rather problems where streaming is dominant than collision dominated problems
International Nuclear Information System (INIS)
Kennedy, D.C. II.
1987-01-01
This is an update on the progress of the BREMMUS Monte Carlo simulator, particularly in its current incarnation, BREM5. The present report is intended only as a follow-up to the Mark II/Granlibakken proceedings, and those proceedings should be consulted for a complete description of the capabilities and goals of the BREMMUS program. The new BREM5 program improves on the previous version of BREMMUS, BREM2, in a number of important ways. In BREM2, the internal loop (oblique) corrections were not treated in consistent fashion, a deficiency that led to renormalization scheme-dependence; i.e., physical results, such as cross sections, were dependent on the method used to eliminate infinities from the theory. Of course, this problem cannot be tolerated in a Monte Carlo designed for experimental use. BREM5 incorporates a new way of treating the oblique corrections, as explained in the Granlibakken proceedings, that guarantees renormalization scheme-independence and dramatically simplifies the organization and calculation of radiative corrections. This technique is to be presented in full detail in a forthcoming paper. BREM5 is, at this point, the only Monte Carlo to contain the entire set of one-loop corrections to electroweak four-fermion processes and renormalization scheme-independence. 3 figures
Statistical implications in Monte Carlo depletions - 051
International Nuclear Information System (INIS)
Zhiwen, Xu; Rhodes, J.; Smith, K.
2010-01-01
As a result of steady advances of computer power, continuous-energy Monte Carlo depletion analysis is attracting considerable attention for reactor burnup calculations. The typical Monte Carlo analysis is set up as a combination of a Monte Carlo neutron transport solver and a fuel burnup solver. Note that the burnup solver is a deterministic module. The statistical errors in Monte Carlo solutions are introduced into nuclide number densities and propagated along fuel burnup. This paper is towards the understanding of the statistical implications in Monte Carlo depletions, including both statistical bias and statistical variations in depleted fuel number densities. The deterministic Studsvik lattice physics code, CASMO-5, is modified to model the Monte Carlo depletion. The statistical bias in depleted number densities is found to be negligible compared to its statistical variations, which, in turn, demonstrates the correctness of the Monte Carlo depletion method. Meanwhile, the statistical variation in number densities generally increases with burnup. Several possible ways of reducing the statistical errors are discussed: 1) to increase the number of individual Monte Carlo histories; 2) to increase the number of time steps; 3) to run additional independent Monte Carlo depletion cases. Finally, a new Monte Carlo depletion methodology, called the batch depletion method, is proposed, which consists of performing a set of independent Monte Carlo depletions and is thus capable of estimating the overall statistical errors including both the local statistical error and the propagated statistical error. (authors)
Indian Academy of Sciences (India)
Hybrid stars. AsHOK GOYAL. Department of Physics and Astrophysics, University of Delhi, Delhi 110 007, India. Abstract. Recently there have been important developments in the determination of neutron ... number and the electric charge. ... available to the system to rearrange concentration of charges for a given fraction of.
Hybrid computer optimization of systems with random parameters
White, R. C., Jr.
1972-01-01
A hybrid computer Monte Carlo technique for the simulation and optimization of systems with random parameters is presented. The method is applied to the simultaneous optimization of the means and variances of two parameters in the radar-homing missile problem treated by McGhee and Levine.
Efficient pseudo-random number generation for monte-carlo simulations using graphic processors
Mohanty, Siddhant; Mohanty, A. K.; Carminati, F.
2012-06-01
A hybrid approach based on the combination of three Tausworthe generators and one linear congruential generator for pseudo random number generation for GPU programing as suggested in NVIDIA-CUDA library has been used for MONTE-CARLO sampling. On each GPU thread, a random seed is generated on fly in a simple way using the quick and dirty algorithm where mod operation is not performed explicitly due to unsigned integer overflow. Using this hybrid generator, multivariate correlated sampling based on alias technique has been carried out using both CUDA and OpenCL languages.
Monte Carlo simulations of the NJL model near the nonzero temperature phase transition
International Nuclear Information System (INIS)
Strouthos, Costas; Christofi, Stavros
2005-01-01
We present results from numerical simulations of the Nambu-Jona-Lasinio model with an SU(2)xSU(2) chiral symmetry and N c = 4,8, and 16 quark colors at nonzero temperature. We performed the simulations by utilizing the hybrid Monte Carlo and hybrid Molecular Dynamics algorithms. We show that the model undergoes a second order phase transition. The critical exponents measured are consistent with the classical 3d O(4) universality class and hence in accordance with the dimensional reduction scenario. We also show that the Ginzburg region is suppressed by a factor of 1/N c in accordance with previous analytical predictions. (author)
Efficient pseudo-random number generation for Monte-Carlo simulations using graphic processors
International Nuclear Information System (INIS)
Mohanty, Siddhant; Mohanty, A K; Carminati, F
2012-01-01
A hybrid approach based on the combination of three Tausworthe generators and one linear congruential generator for pseudo random number generation for GPU programing as suggested in NVIDIA-CUDA library has been used for MONTE-CARLO sampling. On each GPU thread, a random seed is generated on fly in a simple way using the quick and dirty algorithm where mod operation is not performed explicitly due to unsigned integer overflow. Using this hybrid generator, multivariate correlated sampling based on alias technique has been carried out using both CUDA and OpenCL languages.
Verification of the shift Monte Carlo code with the C5G7 reactor benchmark
International Nuclear Information System (INIS)
Sly, N. C.; Mervin, B. T.; Mosher, S. W.; Evans, T. M.; Wagner, J. C.; Maldonado, G. I.
2012-01-01
Shift is a new hybrid Monte Carlo/deterministic radiation transport code being developed at Oak Ridge National Laboratory. At its current stage of development, Shift includes a parallel Monte Carlo capability for simulating eigenvalue and fixed-source multigroup transport problems. This paper focuses on recent efforts to verify Shift's Monte Carlo component using the two-dimensional and three-dimensional C5G7 NEA benchmark problems. Comparisons were made between the benchmark eigenvalues and those output by the Shift code. In addition, mesh-based scalar flux tally results generated by Shift were compared to those obtained using MCNP5 on an identical model and tally grid. The Shift-generated eigenvalues were within three standard deviations of the benchmark and MCNP5-1.60 values in all cases. The flux tallies generated by Shift were found to be in very good agreement with those from MCNP. (authors)
Gbedo, Yémalin Gabin; Mangin-Brinet, Mariane
2017-07-01
We present a new procedure to determine parton distribution functions (PDFs), based on Markov chain Monte Carlo (MCMC) methods. The aim of this paper is to show that we can replace the standard χ2 minimization by procedures grounded on statistical methods, and on Bayesian inference in particular, thus offering additional insight into the rich field of PDFs determination. After a basic introduction to these techniques, we introduce the algorithm we have chosen to implement—namely Hybrid (or Hamiltonian) Monte Carlo. This algorithm, initially developed for Lattice QCD, turns out to be very interesting when applied to PDFs determination by global analyses; we show that it allows us to circumvent the difficulties due to the high dimensionality of the problem, in particular concerning the acceptance. A first feasibility study is performed and presented, which indicates that Markov chain Monte Carlo can successfully be applied to the extraction of PDFs and of their uncertainties.
Monte Carlo Particle Lists: MCPL
DEFF Research Database (Denmark)
Kittelmann, Thomas; Klinkby, Esben Bryndt; Bergbäck Knudsen, Erik
2017-01-01
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. Program summary: Program Title: MCPL. Program Files doi: http://dx.doi.org/10.17632/cby92vsv5g.1 Licensing provisions: CC0 for core MCPL, see LICENSE file for details. Programming language: C and C++ External routines/libraries: Geant4, MCNP, McStas, McXtrace Nature of problem: Saving...
Monte Carlo techniques in radiation therapy
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...
Modelling dependable systems using hybrid Bayesian networks
International Nuclear Information System (INIS)
Neil, Martin; Tailor, Manesh; Marquez, David; Fenton, Norman; Hearty, Peter
2008-01-01
A hybrid Bayesian network (BN) is one that incorporates both discrete and continuous nodes. In our extensive applications of BNs for system dependability assessment, the models are invariably hybrid and the need for efficient and accurate computation is paramount. We apply a new iterative algorithm that efficiently combines dynamic discretisation with robust propagation algorithms on junction tree structures to perform inference in hybrid BNs. We illustrate its use in the field of dependability with two example of reliability estimation. Firstly we estimate the reliability of a simple single system and next we implement a hierarchical Bayesian model. In the hierarchical model we compute the reliability of two unknown subsystems from data collected on historically similar subsystems and then input the result into a reliability block model to compute system level reliability. We conclude that dynamic discretisation can be used as an alternative to analytical or Monte Carlo methods with high precision and can be applied to a wide range of dependability problems
Mean field simulation for Monte Carlo integration
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
Monte Carlo simulations of neutron scattering instruments
International Nuclear Information System (INIS)
Aestrand, Per-Olof; Copenhagen Univ.; Lefmann, K.; Nielsen, K.
2001-01-01
A Monte Carlo simulation is an important computational tool used in many areas of science and engineering. The use of Monte Carlo techniques for simulating neutron scattering instruments is discussed. The basic ideas, techniques and approximations are presented. Since the construction of a neutron scattering instrument is very expensive, Monte Carlo software used for design of instruments have to be validated and tested extensively. The McStas software was designed with these aspects in mind and some of the basic principles of the McStas software will be discussed. Finally, some future prospects are discussed for using Monte Carlo simulations in optimizing neutron scattering experiments. (R.P.)
Monte Carlo surface flux tallies
International Nuclear Information System (INIS)
Favorite, Jeffrey A.
2010-01-01
Particle fluxes on surfaces are difficult to calculate with Monte Carlo codes because the score requires a division by the surface-crossing angle cosine, and grazing angles lead to inaccuracies. We revisit the standard practice of dividing by half of a cosine 'cutoff' for particles whose surface-crossing cosines are below the cutoff. The theory behind this approximation is sound, but the application of the theory to all possible situations does not account for two implicit assumptions: (1) the grazing band must be symmetric about 0, and (2) a single linear expansion for the angular flux must be applied in the entire grazing band. These assumptions are violated in common circumstances; for example, for separate in-going and out-going flux tallies on internal surfaces, and for out-going flux tallies on external surfaces. In some situations, dividing by two-thirds of the cosine cutoff is more appropriate. If users were able to control both the cosine cutoff and the substitute value, they could use these parameters to make accurate surface flux tallies. The procedure is demonstrated in a test problem in which Monte Carlo surface fluxes in cosine bins are converted to angular fluxes and compared with the results of a discrete ordinates calculation.
On the use of stochastic approximation Monte Carlo for Monte Carlo integration
Liang, Faming
2009-01-01
The stochastic approximation Monte Carlo (SAMC) algorithm has recently been proposed as a dynamic optimization algorithm in the literature. In this paper, we show in theory that the samples generated by SAMC can be used for Monte Carlo integration
Directory of Open Access Journals (Sweden)
Hao Zhu
2017-04-01
Full Text Available Design reliability and robustness are getting increasingly important for the general design of aerospace systems with many inherently uncertain design parameters. This paper presents a hybrid uncertainty-based design optimization (UDO method developed from probability theory and interval theory. Most of the uncertain design parameters which have sufficient information or experimental data are classified as random variables using probability theory, while the others are defined as interval variables with interval theory. Then a hybrid uncertainty analysis method based on Monte Carlo simulation and Taylor series interval analysis is developed to obtain the uncertainty propagation from the design parameters to system responses. Three design optimization strategies, including deterministic design optimization (DDO, probabilistic UDO and hybrid UDO, are applied to the conceptual design of a hybrid rocket motor (HRM used as the ascent propulsion system in Apollo lunar module. By comparison, the hybrid UDO is a feasible method and can be effectively applied to the general design of aerospace systems.
Institute of Scientific and Technical Information of China (English)
Zhu Hao; Tian Hui; Cai Guobiao
2017-01-01
Design reliability and robustness are getting increasingly important for the general design of aerospace systems with many inherently uncertain design parameters. This paper presents a hybrid uncertainty-based design optimization (UDO) method developed from probability theory and interval theory. Most of the uncertain design parameters which have sufficient information or experimental data are classified as random variables using probability theory, while the others are defined as interval variables with interval theory. Then a hybrid uncertainty analysis method based on Monte Carlo simulation and Taylor series interval analysis is developed to obtain the uncer-tainty propagation from the design parameters to system responses. Three design optimization strategies, including deterministic design optimization (DDO), probabilistic UDO and hybrid UDO, are applied to the conceptual design of a hybrid rocket motor (HRM) used as the ascent propulsion system in Apollo lunar module. By comparison, the hybrid UDO is a feasible method and can be effectively applied to the general design of aerospace systems.
International Nuclear Information System (INIS)
Moore, J.G.
1974-01-01
The Monte Carlo code MONK is a general program written to provide a high degree of flexibility to the user. MONK is distinguished by its detailed representation of nuclear data in point form i.e., the cross-section is tabulated at specific energies instead of the more usual group representation. The nuclear data are unadjusted in the point form but recently the code has been modified to accept adjusted group data as used in fast and thermal reactor applications. The various geometrical handling capabilities and importance sampling techniques are described. In addition to the nuclear data aspects, the following features are also described; geometrical handling routines, tracking cycles, neutron source and output facilities. 12 references. (U.S.)
Monte Carlo lattice program KIM
International Nuclear Information System (INIS)
Cupini, E.; De Matteis, A.; Simonini, R.
1980-01-01
The Monte Carlo program KIM solves the steady-state linear neutron transport equation for a fixed-source problem or, by successive fixed-source runs, for the eigenvalue problem, in a two-dimensional thermal reactor lattice. Fluxes and reaction rates are the main quantities computed by the program, from which power distribution and few-group averaged cross sections are derived. The simulation ranges from 10 MeV to zero and includes anisotropic and inelastic scattering in the fast energy region, the epithermal Doppler broadening of the resonances of some nuclides, and the thermalization phenomenon by taking into account the thermal velocity distribution of some molecules. Besides the well known combinatorial geometry, the program allows complex configurations to be represented by a discrete set of points, an approach greatly improving calculation speed
Advanced Computational Methods for Monte Carlo Calculations
Energy Technology Data Exchange (ETDEWEB)
Brown, Forrest B. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2018-01-12
This course is intended for graduate students who already have a basic understanding of Monte Carlo methods. It focuses on advanced topics that may be needed for thesis research, for developing new state-of-the-art methods, or for working with modern production Monte Carlo codes.
Nested Sampling with Constrained Hamiltonian Monte Carlo
Betancourt, M. J.
2010-01-01
Nested sampling is a powerful approach to Bayesian inference ultimately limited by the computationally demanding task of sampling from a heavily constrained probability distribution. An effective algorithm in its own right, Hamiltonian Monte Carlo is readily adapted to efficiently sample from any smooth, constrained distribution. Utilizing this constrained Hamiltonian Monte Carlo, I introduce a general implementation of the nested sampling algorithm.
DEFF Research Database (Denmark)
Against the background of increasing qualification needs there is a growing awareness of the challenge to widen participation in processes of skill formation and competence development. At the same time, the issue of permeability between vocational education and training (VET) and general education...... has turned out as a major focus of European education and training policies and certainly is a crucial principle underlying the European Qualifications Framework (EQF). In this context, «hybrid qualifications» (HQ) may be seen as an interesting approach to tackle these challenges as they serve «two...
Handschuh, Robert F. (Inventor); Roberts, Gary D. (Inventor)
2016-01-01
A hybrid gear consisting of metallic outer rim with gear teeth and metallic hub in combination with a composite lay up between the shaft interface (hub) and gear tooth rim is described. The composite lay-up lightens the gear member while having similar torque carrying capability and it attenuates the impact loading driven noise/vibration that is typical in gear systems. The gear has the same operational capability with respect to shaft speed, torque, and temperature as an all-metallic gear as used in aerospace gear design.
Monte Carlo Treatment Planning for Advanced Radiotherapy
DEFF Research Database (Denmark)
Cronholm, Rickard
This Ph.d. project describes the development of a workflow for Monte Carlo Treatment Planning for clinical radiotherapy plans. The workflow may be utilized to perform an independent dose verification of treatment plans. Modern radiotherapy treatment delivery is often conducted by dynamically...... modulating the intensity of the field during the irradiation. The workflow described has the potential to fully model the dynamic delivery, including gantry rotation during irradiation, of modern radiotherapy. Three corner stones of Monte Carlo Treatment Planning are identified: Building, commissioning...... and validation of a Monte Carlo model of a medical linear accelerator (i), converting a CT scan of a patient to a Monte Carlo compliant phantom (ii) and translating the treatment plan parameters (including beam energy, angles of incidence, collimator settings etc) to a Monte Carlo input file (iii). A protocol...
The MC21 Monte Carlo Transport Code
International Nuclear Information System (INIS)
Sutton TM; Donovan TJ; Trumbull TH; Dobreff PS; Caro E; Griesheimer DP; Tyburski LJ; Carpenter DC; Joo H
2007-01-01
MC21 is a new Monte Carlo neutron and photon transport code currently under joint development at the Knolls Atomic Power Laboratory and the Bettis Atomic Power Laboratory. MC21 is the Monte Carlo transport kernel of the broader Common Monte Carlo Design Tool (CMCDT), which is also currently under development. The vision for CMCDT is to provide an automated, computer-aided modeling and post-processing environment integrated with a Monte Carlo solver that is optimized for reactor analysis. CMCDT represents a strategy to push the Monte Carlo method beyond its traditional role as a benchmarking tool or ''tool of last resort'' and into a dominant design role. This paper describes various aspects of the code, including the neutron physics and nuclear data treatments, the geometry representation, and the tally and depletion capabilities
Monte Carlo simulation in nuclear medicine
International Nuclear Information System (INIS)
Morel, Ch.
2007-01-01
The Monte Carlo method allows for simulating random processes by using series of pseudo-random numbers. It became an important tool in nuclear medicine to assist in the design of new medical imaging devices, optimise their use and analyse their data. Presently, the sophistication of the simulation tools allows the introduction of Monte Carlo predictions in data correction and image reconstruction processes. The availability to simulate time dependent processes opens up new horizons for Monte Carlo simulation in nuclear medicine. In a near future, these developments will allow to tackle simultaneously imaging and dosimetry issues and soon, case system Monte Carlo simulations may become part of the nuclear medicine diagnostic process. This paper describes some Monte Carlo method basics and the sampling methods that were developed for it. It gives a referenced list of different simulation software used in nuclear medicine and enumerates some of their present and prospective applications. (author)
DEFF Research Database (Denmark)
Braüner, Torben
2011-01-01
Intuitionistic hybrid logic is hybrid modal logic over an intuitionistic logic basis instead of a classical logical basis. In this short paper we introduce intuitionistic hybrid logic and we give a survey of work in the area.......Intuitionistic hybrid logic is hybrid modal logic over an intuitionistic logic basis instead of a classical logical basis. In this short paper we introduce intuitionistic hybrid logic and we give a survey of work in the area....
Hybrid inflation along waterfall trajectories
International Nuclear Information System (INIS)
Clesse, Sebastien
2011-01-01
We identify a new inflationary regime for which more than 60 e-folds are generated classically during the waterfall phase occurring after the usual hybrid inflation. By performing a Bayesian Monte-Carlo-Markov-Chain analysis, this scenario is shown to take place in a large part of the parameter space of the model. When this occurs, the observable perturbation modes leave the Hubble radius during waterfall inflation. The power spectrum of adiabatic perturbations is red, possibly in agreement with CMB constraints. Particular attention has been given to study only the regions for which quantum backreactions do not affect the classical dynamics. Implications concerning the preheating and the absence of topological defects in our Universe are discussed.
TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging
Energy Technology Data Exchange (ETDEWEB)
Badal, A [U.S. Food and Drug Administration (CDRH/OSEL), Silver Spring, MD (United States); Zbijewski, W [Johns Hopkins University, Baltimore, MD (United States); Bolch, W [University of Florida, Gainesville, FL (United States); Sechopoulos, I [Emory University, Atlanta, GA (United States)
2014-06-15
virtual generation of medical images and accurate estimation of radiation dose and other imaging parameters. For this, detailed computational phantoms of the patient anatomy must be utilized and implemented within the radiation transport code. Computational phantoms presently come in one of three format types, and in one of four morphometric categories. Format types include stylized (mathematical equation-based), voxel (segmented CT/MR images), and hybrid (NURBS and polygon mesh surfaces). Morphometric categories include reference (small library of phantoms by age at 50th height/weight percentile), patient-dependent (larger library of phantoms at various combinations of height/weight percentiles), patient-sculpted (phantoms altered to match the patient's unique outer body contour), and finally, patient-specific (an exact representation of the patient with respect to both body contour and internal anatomy). The existence and availability of these phantoms represents a very important advance for the simulation of realistic medical imaging applications using Monte Carlo methods. New Monte Carlo simulation codes need to be thoroughly validated before they can be used to perform novel research. Ideally, the validation process would involve comparison of results with those of an experimental measurement, but accurate replication of experimental conditions can be very challenging. It is very common to validate new Monte Carlo simulations by replicating previously published simulation results of similar experiments. This process, however, is commonly problematic due to the lack of sufficient information in the published reports of previous work so as to be able to replicate the simulation in detail. To aid in this process, the AAPM Task Group 195 prepared a report in which six different imaging research experiments commonly performed using Monte Carlo simulations are described and their results provided. The simulation conditions of all six cases are provided in full detail
TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging
International Nuclear Information System (INIS)
Badal, A; Zbijewski, W; Bolch, W; Sechopoulos, I
2014-01-01
generation of medical images and accurate estimation of radiation dose and other imaging parameters. For this, detailed computational phantoms of the patient anatomy must be utilized and implemented within the radiation transport code. Computational phantoms presently come in one of three format types, and in one of four morphometric categories. Format types include stylized (mathematical equation-based), voxel (segmented CT/MR images), and hybrid (NURBS and polygon mesh surfaces). Morphometric categories include reference (small library of phantoms by age at 50th height/weight percentile), patient-dependent (larger library of phantoms at various combinations of height/weight percentiles), patient-sculpted (phantoms altered to match the patient's unique outer body contour), and finally, patient-specific (an exact representation of the patient with respect to both body contour and internal anatomy). The existence and availability of these phantoms represents a very important advance for the simulation of realistic medical imaging applications using Monte Carlo methods. New Monte Carlo simulation codes need to be thoroughly validated before they can be used to perform novel research. Ideally, the validation process would involve comparison of results with those of an experimental measurement, but accurate replication of experimental conditions can be very challenging. It is very common to validate new Monte Carlo simulations by replicating previously published simulation results of similar experiments. This process, however, is commonly problematic due to the lack of sufficient information in the published reports of previous work so as to be able to replicate the simulation in detail. To aid in this process, the AAPM Task Group 195 prepared a report in which six different imaging research experiments commonly performed using Monte Carlo simulations are described and their results provided. The simulation conditions of all six cases are provided in full detail, with all
Derian, R; Tokár, K; Somogyi, B; Gali, Á; Štich, I
2017-12-12
We present a time-dependent density functional theory (TDDFT) study of the optical gaps of light-emitting nanomaterials, namely, pristine and heavily B- and P-codoped silicon crystalline nanoparticles. Twenty DFT exchange-correlation functionals sampled from the best currently available inventory such as hybrids and range-separated hybrids are benchmarked against ultra-accurate quantum Monte Carlo results on small model Si nanocrystals. Overall, the range-separated hybrids are found to perform best. The quality of the DFT gaps is correlated with the deviation from Koopmans' theorem as a possible quality guide. In addition to providing a generic test of the ability of TDDFT to describe optical properties of silicon crystalline nanoparticles, the results also open up a route to benchmark-quality DFT studies of nanoparticle sizes approaching those studied experimentally.
Three-dimensional Monte Carlo calculation of some nuclear parameters
Günay, Mehtap; Şeker, Gökmen
2017-09-01
In this study, a fusion-fission hybrid reactor system was designed by using 9Cr2WVTa Ferritic steel structural material and the molten salt-heavy metal mixtures 99-95% Li20Sn80 + 1-5% RG-Pu, 99-95% Li20Sn80 + 1-5% RG-PuF4, and 99-95% Li20Sn80 + 1-5% RG-PuO2, as fluids. The fluids were used in the liquid first wall, blanket and shield zones of a fusion-fission hybrid reactor system. Beryllium (Be) zone with the width of 3 cm was used for the neutron multiplication between the liquid first wall and blanket. This study analyzes the nuclear parameters such as tritium breeding ratio (TBR), energy multiplication factor (M), heat deposition rate, fission reaction rate in liquid first wall, blanket and shield zones and investigates effects of reactor grade Pu content in the designed system on these nuclear parameters. Three-dimensional analyses were performed by using the Monte Carlo code MCNPX-2.7.0 and nuclear data library ENDF/B-VII.0.
Three-dimensional Monte Carlo calculation of some nuclear parameters
Directory of Open Access Journals (Sweden)
Günay Mehtap
2017-01-01
Full Text Available In this study, a fusion-fission hybrid reactor system was designed by using 9Cr2WVTa Ferritic steel structural material and the molten salt-heavy metal mixtures 99–95% Li20Sn80 + 1-5% RG-Pu, 99–95% Li20Sn80 + 1-5% RG-PuF4, and 99–95% Li20Sn80 + 1-5% RG-PuO2, as fluids. The fluids were used in the liquid first wall, blanket and shield zones of a fusion–fission hybrid reactor system. Beryllium (Be zone with the width of 3 cm was used for the neutron multiplication between the liquid first wall and blanket. This study analyzes the nuclear parameters such as tritium breeding ratio (TBR, energy multiplication factor (M, heat deposition rate, fission reaction rate in liquid first wall, blanket and shield zones and investigates effects of reactor grade Pu content in the designed system on these nuclear parameters. Three-dimensional analyses were performed by using the Monte Carlo code MCNPX-2.7.0 and nuclear data library ENDF/B-VII.0.
Esposito, A.; Polosa, A.D.
2016-01-01
We propose a new interpretation of the neutral and charged X, Z exotic hadron resonances. Hybridized-tetraquarks are neither purely compact tetraquark states nor bound or loosely bound molecules. The latter would require a negative or zero binding energy whose counterpart in h-tetraquarks is a positive quantity. The formation mechanism of this new class of hadrons is inspired by that of Feshbach metastable states in atomic physics. The recent claim of an exotic resonance in the Bs pi+- channel by the D0 collaboration and the negative result presented subsequently by the LHCb collaboration are understood in this scheme, together with a considerable portion of available data on X, Z particles. Considerations on a state with the same quantum numbers as the X(5568) are also made.
Importance iteration in MORSE Monte Carlo calculations
International Nuclear Information System (INIS)
Kloosterman, J.L.; Hoogenboom, J.E.
1994-01-01
An expression to calculate point values (the expected detector response of a particle emerging from a collision or the source) is derived and implemented in the MORSE-SGC/S Monte Carlo code. It is outlined how these point values can be smoothed as a function of energy and as a function of the optical thickness between the detector and the source. The smoothed point values are subsequently used to calculate the biasing parameters of the Monte Carlo runs to follow. The method is illustrated by an example that shows that the obtained biasing parameters lead to a more efficient Monte Carlo calculation
Monte Carlo approaches to light nuclei
International Nuclear Information System (INIS)
Carlson, J.
1990-01-01
Significant progress has been made recently in the application of Monte Carlo methods to the study of light nuclei. We review new Green's function Monte Carlo results for the alpha particle, Variational Monte Carlo studies of 16 O, and methods for low-energy scattering and transitions. Through these calculations, a coherent picture of the structure and electromagnetic properties of light nuclei has arisen. In particular, we examine the effect of the three-nucleon interaction and the importance of exchange currents in a variety of experimentally measured properties, including form factors and capture cross sections. 29 refs., 7 figs
Monte Carlo approaches to light nuclei
Energy Technology Data Exchange (ETDEWEB)
Carlson, J.
1990-01-01
Significant progress has been made recently in the application of Monte Carlo methods to the study of light nuclei. We review new Green's function Monte Carlo results for the alpha particle, Variational Monte Carlo studies of {sup 16}O, and methods for low-energy scattering and transitions. Through these calculations, a coherent picture of the structure and electromagnetic properties of light nuclei has arisen. In particular, we examine the effect of the three-nucleon interaction and the importance of exchange currents in a variety of experimentally measured properties, including form factors and capture cross sections. 29 refs., 7 figs.
Importance iteration in MORSE Monte Carlo calculations
International Nuclear Information System (INIS)
Kloosterman, J.L.; Hoogenboom, J.E.
1994-02-01
An expression to calculate point values (the expected detector response of a particle emerging from a collision or the source) is derived and implemented in the MORSE-SGC/S Monte Carlo code. It is outlined how these point values can be smoothed as a function of energy and as a function of the optical thickness between the detector and the source. The smoothed point values are subsequently used to calculate the biasing parameters of the Monte Carlo runs to follow. The method is illustrated by an example, which shows that the obtained biasing parameters lead to a more efficient Monte Carlo calculation. (orig.)
Monte carlo simulation for soot dynamics
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.
Hybrid biasing approaches for global variance reduction
International Nuclear Information System (INIS)
Wu, Zeyun; Abdel-Khalik, Hany S.
2013-01-01
A new variant of Monte Carlo—deterministic (DT) hybrid variance reduction approach based on Gaussian process theory is presented for accelerating convergence of Monte Carlo simulation and compared with Forward-Weighted Consistent Adjoint Driven Importance Sampling (FW-CADIS) approach implemented in the SCALE package from Oak Ridge National Laboratory. The new approach, denoted the Gaussian process approach, treats the responses of interest as normally distributed random processes. The Gaussian process approach improves the selection of the weight windows of simulated particles by identifying a subspace that captures the dominant sources of statistical response variations. Like the FW-CADIS approach, the Gaussian process approach utilizes particle importance maps obtained from deterministic adjoint models to derive weight window biasing. In contrast to the FW-CADIS approach, the Gaussian process approach identifies the response correlations (via a covariance matrix) and employs them to reduce the computational overhead required for global variance reduction (GVR) purpose. The effective rank of the covariance matrix identifies the minimum number of uncorrelated pseudo responses, which are employed to bias simulated particles. Numerical experiments, serving as a proof of principle, are presented to compare the Gaussian process and FW-CADIS approaches in terms of the global reduction in standard deviation of the estimated responses. - Highlights: ► Hybrid Monte Carlo Deterministic Method based on Gaussian Process Model is introduced. ► Method employs deterministic model to calculate responses correlations. ► Method employs correlations to bias Monte Carlo transport. ► Method compared to FW-CADIS methodology in SCALE code. ► An order of magnitude speed up is achieved for a PWR core model.
Monte Carlo Codes Invited Session
International Nuclear Information System (INIS)
Trama, J.C.; Malvagi, F.; Brown, F.
2013-01-01
This document lists 22 Monte Carlo codes used in radiation transport applications throughout the world. For each code the names of the organization and country and/or place are given. We have the following computer codes. 1) ARCHER, USA, RPI; 2) COG11, USA, LLNL; 3) DIANE, France, CEA/DAM Bruyeres; 4) FLUKA, Italy and CERN, INFN and CERN; 5) GEANT4, International GEANT4 collaboration; 6) KENO and MONACO (SCALE), USA, ORNL; 7) MC21, USA, KAPL and Bettis; 8) MCATK, USA, LANL; 9) MCCARD, South Korea, Seoul National University; 10) MCNP6, USA, LANL; 11) MCU, Russia, Kurchatov Institute; 12) MONK and MCBEND, United Kingdom, AMEC; 13) MORET5, France, IRSN Fontenay-aux-Roses; 14) MVP2, Japan, JAEA; 15) OPENMC, USA, MIT; 16) PENELOPE, Spain, Barcelona University; 17) PHITS, Japan, JAEA; 18) PRIZMA, Russia, VNIITF; 19) RMC, China, Tsinghua University; 20) SERPENT, Finland, VTT; 21) SUPERMONTECARLO, China, CAS INEST FDS Team Hefei; and 22) TRIPOLI-4, France, CEA Saclay
Advanced computers and Monte Carlo
International Nuclear Information System (INIS)
Jordan, T.L.
1979-01-01
High-performance parallelism that is currently available is synchronous in nature. It is manifested in such architectures as Burroughs ILLIAC-IV, CDC STAR-100, TI ASC, CRI CRAY-1, ICL DAP, and many special-purpose array processors designed for signal processing. This form of parallelism has apparently not been of significant value to many important Monte Carlo calculations. Nevertheless, there is much asynchronous parallelism in many of these calculations. A model of a production code that requires up to 20 hours per problem on a CDC 7600 is studied for suitability on some asynchronous architectures that are on the drawing board. The code is described and some of its properties and resource requirements ae identified to compare with corresponding properties and resource requirements are identified to compare with corresponding properties and resource requirements are identified to compare with corresponding properties and resources of some asynchronous multiprocessor architectures. Arguments are made for programer aids and special syntax to identify and support important asynchronous parallelism. 2 figures, 5 tables
Adaptive Markov Chain Monte Carlo
Jadoon, Khan
2016-08-08
A substantial interpretation of electromagnetic induction (EMI) measurements requires quantifying optimal model parameters and uncertainty of a nonlinear inverse problem. For this purpose, an adaptive Bayesian Markov chain Monte Carlo (MCMC) algorithm is used to assess multi-orientation and multi-offset EMI measurements in an agriculture field with non-saline and saline soil. In the MCMC simulations, posterior distribution was computed using Bayes rule. The electromagnetic forward model based on the full solution of Maxwell\\'s equations was used to simulate the apparent electrical conductivity measured with the configurations of EMI instrument, the CMD mini-Explorer. The model parameters and uncertainty for the three-layered earth model are investigated by using synthetic data. Our results show that in the scenario of non-saline soil, the parameters of layer thickness are not well estimated as compared to layers electrical conductivity because layer thicknesses in the model exhibits a low sensitivity to the EMI measurements, and is hence difficult to resolve. Application of the proposed MCMC based inversion to the field measurements in a drip irrigation system demonstrate that the parameters of the model can be well estimated for the saline soil as compared to the non-saline soil, and provide useful insight about parameter uncertainty for the assessment of the model outputs.
11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
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.
Continuity controlled Hybrid Automata
Bergstra, J.A.; Middelburg, C.A.
We investigate the connections between the process algebra for hybrid systems of Bergstra and Middelburg and the formalism of hybrid automata of Henzinger et al. We give interpretations of hybrid automata in the process algebra for hybrid systems and compare them with the standard interpretation
Continuity Controlled Hybrid Automata
Bergstra, J.A.; Middelburg, C.A.
2004-01-01
We investigate the connections between the process algebra for hybrid systems of Bergstra and Middelburg and the formalism of hybrid automata of Henzinger et al. We give interpretations of hybrid automata in the process algebra for hybrid systems and compare them with the standard interpretation of
Continuity controlled hybrid automata
Bergstra, J.A.; Middelburg, C.A.
2004-01-01
We investigate the connections between the process algebra for hybrid systems of Bergstra and Middelburg and the formalism of hybrid automata of Henzinger et al. We give interpretations of hybrid automata in the process algebra for hybrid systems and compare them with the standard interpretation of
Continuity controlled hybrid automata
Bergstra, J.A.; Middelburg, C.A.
2006-01-01
We investigate the connections between the process algebra for hybrid systems of Bergstra and Middelburg and the formalism of hybrid automata of Henzinger et al. We give interpretations of hybrid automata in the process algebra for hybrid systems and compare them with the standard interpretation of
Quantum Monte Carlo approaches for correlated systems
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 ...
Monte Carlo simulations for plasma physics
International Nuclear Information System (INIS)
Okamoto, M.; Murakami, S.; Nakajima, N.; Wang, W.X.
2000-07-01
Plasma behaviours are very complicated and the analyses are generally difficult. However, when the collisional processes play an important role in the plasma behaviour, the Monte Carlo method is often employed as a useful tool. For examples, in neutral particle injection heating (NBI heating), electron or ion cyclotron heating, and alpha heating, Coulomb collisions slow down high energetic particles and pitch angle scatter them. These processes are often studied by the Monte Carlo technique and good agreements can be obtained with the experimental results. Recently, Monte Carlo Method has been developed to study fast particle transports associated with heating and generating the radial electric field. Further it is applied to investigating the neoclassical transport in the plasma with steep gradients of density and temperatures which is beyong the conventional neoclassical theory. In this report, we briefly summarize the researches done by the present authors utilizing the Monte Carlo method. (author)
Frontiers of quantum Monte Carlo workshop: preface
International Nuclear Information System (INIS)
Gubernatis, J.E.
1985-01-01
The introductory remarks, table of contents, and list of attendees are presented from the proceedings of the conference, Frontiers of Quantum Monte Carlo, which appeared in the Journal of Statistical Physics
Avariide kiuste Monte Carlosse / Aare Arula
Arula, Aare
2007-01-01
Vt. ka Tehnika dlja Vsehh nr. 3, lk. 26-27. 26. jaanuaril 1937 Tallinnast Monte Carlo tähesõidule startinud Karl Siitanit ja tema meeskonda ootasid ees seiklused, mis oleksid neile peaaegu elu maksnud
Monte Carlo code development in Los Alamos
International Nuclear Information System (INIS)
Carter, L.L.; Cashwell, E.D.; Everett, C.J.; Forest, C.A.; Schrandt, R.G.; Taylor, W.M.; Thompson, W.L.; Turner, G.D.
1974-01-01
The present status of Monte Carlo code development at Los Alamos Scientific Laboratory is discussed. A brief summary is given of several of the most important neutron, photon, and electron transport codes. 17 references. (U.S.)
Experience with the Monte Carlo Method
Energy Technology Data Exchange (ETDEWEB)
Hussein, E M.A. [Department of Mechanical Engineering University of New Brunswick, Fredericton, N.B., (Canada)
2007-06-15
Monte Carlo simulation of radiation transport provides a powerful research and design tool that resembles in many aspects laboratory experiments. Moreover, Monte Carlo simulations can provide an insight not attainable in the laboratory. However, the Monte Carlo method has its limitations, which if not taken into account can result in misleading conclusions. This paper will present the experience of this author, over almost three decades, in the use of the Monte Carlo method for a variety of applications. Examples will be shown on how the method was used to explore new ideas, as a parametric study and design optimization tool, and to analyze experimental data. The consequences of not accounting in detail for detector response and the scattering of radiation by surrounding structures are two of the examples that will be presented to demonstrate the pitfall of condensed.
Experience with the Monte Carlo Method
International Nuclear Information System (INIS)
Hussein, E.M.A.
2007-01-01
Monte Carlo simulation of radiation transport provides a powerful research and design tool that resembles in many aspects laboratory experiments. Moreover, Monte Carlo simulations can provide an insight not attainable in the laboratory. However, the Monte Carlo method has its limitations, which if not taken into account can result in misleading conclusions. This paper will present the experience of this author, over almost three decades, in the use of the Monte Carlo method for a variety of applications. Examples will be shown on how the method was used to explore new ideas, as a parametric study and design optimization tool, and to analyze experimental data. The consequences of not accounting in detail for detector response and the scattering of radiation by surrounding structures are two of the examples that will be presented to demonstrate the pitfall of condensed
A continuation multilevel Monte Carlo algorithm
Collier, Nathan; Haji Ali, Abdul Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raul
2014-01-01
We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the required error
Aasta film - joonisfilm "Mont Blanc" / Verni Leivak
Leivak, Verni, 1966-
2002-01-01
Eesti Filmiajakirjanike Ühing andis aasta 2001 parima filmi tiitli Priit Tenderi joonisfilmile "Mont Blanc" : Eesti Joonisfilm 2001.Ka filmikriitikute eelistused kinodes ja televisioonis 2001. aastal näidatud filmide osas
Simulation and the Monte Carlo method
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...
International Nuclear Information System (INIS)
Kalcheva, Silva; Koonen, Edgar
2008-01-01
A hybrid method dedicated to improve the experimental technique for estimation of control rod worths in a research reactor is presented. The method uses a combination of Monte Carlo technique and perturbation theory. The perturbation theory is used to obtain the relation between the relative rod efficiency and the buckling of the reactor with partially inserted rod. A series of coefficients, describing the axial absorption profile are used to correct the buckling for an arbitrary composite rod, having complicated burn up irradiation history. These coefficients have to be determined - by experiment or by using some theoretical/numerical method. In the present paper they are derived from the macroscopic absorption cross sections, obtained from detailed Monte Carlo calculations by MCNPX 2.6.F of the axial burn up profile during control rod life. The method is validated on measurements of control rod worths at the BR2 reactor. Comparison with direct Monte Carlo evaluations of control rod worths is also presented. The uncertainties, arising from the used approximations in the presented hybrid method are discussed. (authors)
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.
Multilevel Monte Carlo in Approximate Bayesian Computation
Jasra, Ajay
2017-02-13
In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the approach is developed and it is shown under some assumptions that for a given level of mean square error, this method for ABC has a lower cost than i.i.d. sampling from the most accurate ABC approximation. Several numerical examples are given.
Monte Carlo method applied to medical physics
International Nuclear Information System (INIS)
Oliveira, C.; Goncalves, I.F.; Chaves, A.; Lopes, M.C.; Teixeira, N.; Matos, B.; Goncalves, I.C.; Ramalho, A.; Salgado, J.
2000-01-01
The main application of the Monte Carlo method to medical physics is dose calculation. This paper shows some results of two dose calculation studies and two other different applications: optimisation of neutron field for Boron Neutron Capture Therapy and optimization of a filter for a beam tube for several purposes. The time necessary for Monte Carlo calculations - the highest boundary for its intensive utilisation - is being over-passed with faster and cheaper computers. (author)
Ahlberg, Johan; Jansson, Anton
2016-01-01
Hybrid securities do not constitute a new phenomenon in the Swedish capital markets. Most commonly, hybrids issued by Swedish real estate companies in recent years are preference shares. Corporate hybrid bonds on the other hand may be considered as somewhat of a new-born child in the family of hybrid instruments. These do, as all other hybrid securities, share some equity-like and some debt-like characteristics. Nevertheless, since 2013 the interest for the instrument has grown rapidly and ha...
International Nuclear Information System (INIS)
Heckel, J.
2002-01-01
Full text: In the last 10 years significant innovations of EDXRF, e.g. total reflection XRF or polarized beam XRF, were utilized in different industrial applications. The decrease of background within the spectra was the goal of these developments. Excellent detection limits and sensitivities demonstrate the success of these new techniques. Nevertheless, further improvements are possible by using Si drift detectors. These detectors allow the processing of input count rates up to 10 6 cps in comparison to 10 5 of Si(Li) detectors. New excitation optics are necessary to produce such count rates. One possibility is the use of doubly curved crystals between tube and sample. These crystals enable the reflection of the primary beam within the given solid angle (0.4π) of an end window tube to the sample. Using such brightness optics excellent sensitivities mainly for light elements are achievable. The combination of a BRAGG crystal as a wavelength dispersive component and a solid state detector as an energy dispersive component creates a new technique: hybrid XRF. Copyright (2002) Australian X-ray Analytical Association Inc. Copyright (2002) Australian X-ray Analytical Association Inc
Hybrid mimics and hybrid vigor in Arabidopsis
Wang, Li; Greaves, Ian K.; Groszmann, Michael; Wu, Li Min; Dennis, Elizabeth S.; Peacock, W. James
2015-01-01
F1 hybrids can outperform their parents in yield and vegetative biomass, features of hybrid vigor that form the basis of the hybrid seed industry. The yield advantage of the F1 is lost in the F2 and subsequent generations. In Arabidopsis, from F2 plants that have a F1-like phenotype, we have by recurrent selection produced pure breeding F5/F6 lines, hybrid mimics, in which the characteristics of the F1 hybrid are stabilized. These hybrid mimic lines, like the F1 hybrid, have larger leaves than the parent plant, and the leaves have increased photosynthetic cell numbers, and in some lines, increased size of cells, suggesting an increased supply of photosynthate. A comparison of the differentially expressed genes in the F1 hybrid with those of eight hybrid mimic lines identified metabolic pathways altered in both; these pathways include down-regulation of defense response pathways and altered abiotic response pathways. F6 hybrid mimic lines are mostly homozygous at each locus in the genome and yet retain the large F1-like phenotype. Many alleles in the F6 plants, when they are homozygous, have expression levels different to the level in the parent. We consider this altered expression to be a consequence of transregulation of genes from one parent by genes from the other parent. Transregulation could also arise from epigenetic modifications in the F1. The pure breeding hybrid mimics have been valuable in probing the mechanisms of hybrid vigor and may also prove to be useful hybrid vigor equivalents in agriculture. PMID:26283378
Simulations for the transmutation of nuclear wastes with hybrid reactors
International Nuclear Information System (INIS)
Vuillier, St.
1998-06-01
A Monte Carlo simulation, devoted to the spallation, has been built in the framework of the hybrid systems proposed for the nuclear wastes incineration. This system GSPARTE, described the reactions evolution. It takes into account and improves the nuclear codes and the low and high energy particles transport in the GEANT code environment, adapted to the geometry of the hybrid reactors. Many applications and abacus useful for the wastes transmutation, have been realized with this system: production of thick target neutrons, source definition, material damages. (A.L.B.)
Energy Technology Data Exchange (ETDEWEB)
Wu, Y., E-mail: yican.wu@fds.org.cn [Inst. of Nuclear Energy Safety Technology, Hefei, Anhui (China)
2015-07-01
'Full text:' Super Monte Carlo Simulation Program for Advanced Nuclear Energy Systems (SuperMC) is a CAD-based Monte Carlo (MC) program for integrated simulation of nuclear system by making use of hybrid MC-deterministic method and advanced computer technologies. The main usability features are automatic modeling of geometry and physics, visualization and virtual simulation and cloud computing service. SuperMC 2.3, the latest version, can perform coupled neutron and photon transport calculation. SuperMC has been verified by more than 2000 benchmark models and experiments, and has been applied in tens of major nuclear projects, such as the nuclear design and analysis of International Thermonuclear Experimental Reactor (ITER) and China Lead-based reactor (CLEAR). Development and applications of SuperMC are introduced in this presentation. (author)
International Nuclear Information System (INIS)
Pandya, Tara M.; Johnson, Seth R.; Evans, Thomas M.; Davidson, Gregory G.; Hamilton, Steven P.; Godfrey, Andrew T.
2015-01-01
This paper discusses the implementation, capabilities, and validation of Shift, a massively parallel Monte Carlo radiation transport package developed and maintained at Oak Ridge National Laboratory. It has been developed to scale well from laptop to small computing clusters to advanced supercomputers. Special features of Shift include hybrid capabilities for variance reduction such as CADIS and FW-CADIS, and advanced parallel decomposition and tally methods optimized for scalability on supercomputing architectures. Shift has been validated and verified against various reactor physics benchmarks and compares well to other state-of-the-art Monte Carlo radiation transport codes such as MCNP5, CE KENO-VI, and OpenMC. Some specific benchmarks used for verification and validation include the CASL VERA criticality test suite and several Westinghouse AP1000 ® problems. These benchmark and scaling studies show promising results
Improved Monte Carlo-perturbation method for estimation of control rod worths in a research reactor
International Nuclear Information System (INIS)
Kalcheva, Silva; Koonen, Edgar
2009-01-01
A hybrid method dedicated to improve the experimental technique for estimation of control rod worths in a research reactor is presented. The method uses a combination of Monte Carlo technique and perturbation theory. Perturbation method is used to obtain the equation for the relative efficiency of control rod insertion. A series of coefficients, describing the axial absorption profile are used to correct the equation for a composite rod, having a complicated burn-up irradiation history. These coefficients have to be determined - by experiment or by using some theoretical/numerical method. In the present paper they are derived from the macroscopic absorption cross-sections, obtained from detailed Monte Carlo calculations by MCNPX 2.6.F of the axial burn-up profile during control rod life. The method is validated on measurements of control rod worths at the BR2 reactor. Comparison with direct MCNPX evaluations of control rod worths is also presented
International Nuclear Information System (INIS)
Wu, Y.
2015-01-01
'Full text:' Super Monte Carlo Simulation Program for Advanced Nuclear Energy Systems (SuperMC) is a CAD-based Monte Carlo (MC) program for integrated simulation of nuclear system by making use of hybrid MC-deterministic method and advanced computer technologies. The main usability features are automatic modeling of geometry and physics, visualization and virtual simulation and cloud computing service. SuperMC 2.3, the latest version, can perform coupled neutron and photon transport calculation. SuperMC has been verified by more than 2000 benchmark models and experiments, and has been applied in tens of major nuclear projects, such as the nuclear design and analysis of International Thermonuclear Experimental Reactor (ITER) and China Lead-based reactor (CLEAR). Development and applications of SuperMC are introduced in this presentation. (author)
Successful vectorization - reactor physics Monte Carlo code
International Nuclear Information System (INIS)
Martin, W.R.
1989-01-01
Most particle transport Monte Carlo codes in use today are based on the ''history-based'' algorithm, wherein one particle history at a time is simulated. Unfortunately, the ''history-based'' approach (present in all Monte Carlo codes until recent years) is inherently scalar and cannot be vectorized. In particular, the history-based algorithm cannot take advantage of vector architectures, which characterize the largest and fastest computers at the current time, vector supercomputers such as the Cray X/MP or IBM 3090/600. However, substantial progress has been made in recent years in developing and implementing a vectorized Monte Carlo algorithm. This algorithm follows portions of many particle histories at the same time and forms the basis for all successful vectorized Monte Carlo codes that are in use today. This paper describes the basic vectorized algorithm along with descriptions of several variations that have been developed by different researchers for specific applications. These applications have been mainly in the areas of neutron transport in nuclear reactor and shielding analysis and photon transport in fusion plasmas. The relative merits of the various approach schemes will be discussed and the present status of known vectorization efforts will be summarized along with available timing results, including results from the successful vectorization of 3-D general geometry, continuous energy Monte Carlo. (orig.)
Hybrid Microgrid Configuration Optimization with Evolutionary Algorithms
Lopez, Nicolas
This dissertation explores the Renewable Energy Integration Problem, and proposes a Genetic Algorithm embedded with a Monte Carlo simulation to solve large instances of the problem that are impractical to solve via full enumeration. The Renewable Energy Integration Problem is defined as finding the optimum set of components to supply the electric demand to a hybrid microgrid. The components considered are solar panels, wind turbines, diesel generators, electric batteries, connections to the power grid and converters, which can be inverters and/or rectifiers. The methodology developed is explained as well as the combinatorial formulation. In addition, 2 case studies of a single objective optimization version of the problem are presented, in order to minimize cost and to minimize global warming potential (GWP) followed by a multi-objective implementation of the offered methodology, by utilizing a non-sorting Genetic Algorithm embedded with a monte Carlo Simulation. The method is validated by solving a small instance of the problem with known solution via a full enumeration algorithm developed by NREL in their software HOMER. The dissertation concludes that the evolutionary algorithms embedded with Monte Carlo simulation namely modified Genetic Algorithms are an efficient form of solving the problem, by finding approximate solutions in the case of single objective optimization, and by approximating the true Pareto front in the case of multiple objective optimization of the Renewable Energy Integration Problem.
Continuous-time quantum Monte Carlo impurity solvers
Gull, Emanuel; Werner, Philipp; Fuchs, Sebastian; Surer, Brigitte; Pruschke, Thomas; Troyer, Matthias
2011-04-01
Continuous-time quantum Monte Carlo impurity solvers are algorithms that sample the partition function of an impurity model using diagrammatic Monte Carlo techniques. The present paper describes codes that implement the interaction expansion algorithm originally developed by Rubtsov, Savkin, and Lichtenstein, as well as the hybridization expansion method developed by Werner, Millis, Troyer, et al. These impurity solvers are part of the ALPS-DMFT application package and are accompanied by an implementation of dynamical mean-field self-consistency equations for (single orbital single site) dynamical mean-field problems with arbitrary densities of states. Program summaryProgram title: dmft Catalogue identifier: AEIL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: ALPS LIBRARY LICENSE version 1.1 No. of lines in distributed program, including test data, etc.: 899 806 No. of bytes in distributed program, including test data, etc.: 32 153 916 Distribution format: tar.gz Programming language: C++ Operating system: The ALPS libraries have been tested on the following platforms and compilers: Linux with GNU Compiler Collection (g++ version 3.1 and higher), and Intel C++ Compiler (icc version 7.0 and higher) MacOS X with GNU Compiler (g++ Apple-version 3.1, 3.3 and 4.0) IBM AIX with Visual Age C++ (xlC version 6.0) and GNU (g++ version 3.1 and higher) compilers Compaq Tru64 UNIX with Compq C++ Compiler (cxx) SGI IRIX with MIPSpro C++ Compiler (CC) HP-UX with HP C++ Compiler (aCC) Windows with Cygwin or coLinux platforms and GNU Compiler Collection (g++ version 3.1 and higher) RAM: 10 MB-1 GB Classification: 7.3 External routines: ALPS [1], BLAS/LAPACK, HDF5 Nature of problem: (See [2].) Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as
Monte Carlo strategies in scientific computing
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...
Random Numbers and Monte Carlo Methods
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.
Off-diagonal expansion quantum Monte Carlo.
Albash, Tameem; Wagenbreth, Gene; Hen, Itay
2017-12-01
We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a decomposition of the quantum partition function that can be viewed as a series expansion about its classical part. We argue that the algorithm not only provides a theoretical advancement in the field of quantum Monte Carlo simulations, but is optimally suited to tackle quantum many-body systems that exhibit a range of behaviors from "fully quantum" to "fully classical," in contrast to many existing methods. We demonstrate the advantages, sometimes by orders of magnitude, of the technique by comparing it against existing state-of-the-art schemes such as path integral quantum Monte Carlo and stochastic series expansion. We also illustrate how our method allows for the unification of quantum and classical thermal parallel tempering techniques into a single algorithm and discuss its practical significance.
Reflections on early Monte Carlo calculations
International Nuclear Information System (INIS)
Spanier, J.
1992-01-01
Monte Carlo methods for solving various particle transport problems developed in parallel with the evolution of increasingly sophisticated computer programs implementing diffusion theory and low-order moments calculations. In these early years, Monte Carlo calculations and high-order approximations to the transport equation were seen as too expensive to use routinely for nuclear design but served as invaluable aids and supplements to design with less expensive tools. The earliest Monte Carlo programs were quite literal; i.e., neutron and other particle random walk histories were simulated by sampling from the probability laws inherent in the physical system without distoration. Use of such analogue sampling schemes resulted in a good deal of time being spent in examining the possibility of lowering the statistical uncertainties in the sample estimates by replacing simple, and intuitively obvious, random variables by those with identical means but lower variances
Monte Carlo simulation of Markov unreliability models
International Nuclear Information System (INIS)
Lewis, E.E.; Boehm, F.
1984-01-01
A Monte Carlo method is formulated for the evaluation of the unrealibility of complex systems with known component failure and repair rates. The formulation is in terms of a Markov process allowing dependences between components to be modeled and computational efficiencies to be achieved in the Monte Carlo simulation. Two variance reduction techniques, forced transition and failure biasing, are employed to increase computational efficiency of the random walk procedure. For an example problem these result in improved computational efficiency by more than three orders of magnitudes over analog Monte Carlo. The method is generalized to treat problems with distributed failure and repair rate data, and a batching technique is introduced and shown to result in substantial increases in computational efficiency for an example problem. A method for separating the variance due to the data uncertainty from that due to the finite number of random walks is presented. (orig.)
Shell model the Monte Carlo way
International Nuclear Information System (INIS)
Ormand, W.E.
1995-01-01
The formalism for the auxiliary-field Monte Carlo approach to the nuclear shell model is presented. The method is based on a linearization of the two-body part of the Hamiltonian in an imaginary-time propagator using the Hubbard-Stratonovich transformation. The foundation of the method, as applied to the nuclear many-body problem, is discussed. Topics presented in detail include: (1) the density-density formulation of the method, (2) computation of the overlaps, (3) the sign of the Monte Carlo weight function, (4) techniques for performing Monte Carlo sampling, and (5) the reconstruction of response functions from an imaginary-time auto-correlation function using MaxEnt techniques. Results obtained using schematic interactions, which have no sign problem, are presented to demonstrate the feasibility of the method, while an extrapolation method for realistic Hamiltonians is presented. In addition, applications at finite temperature are outlined
Shell model the Monte Carlo way
Energy Technology Data Exchange (ETDEWEB)
Ormand, W.E.
1995-03-01
The formalism for the auxiliary-field Monte Carlo approach to the nuclear shell model is presented. The method is based on a linearization of the two-body part of the Hamiltonian in an imaginary-time propagator using the Hubbard-Stratonovich transformation. The foundation of the method, as applied to the nuclear many-body problem, is discussed. Topics presented in detail include: (1) the density-density formulation of the method, (2) computation of the overlaps, (3) the sign of the Monte Carlo weight function, (4) techniques for performing Monte Carlo sampling, and (5) the reconstruction of response functions from an imaginary-time auto-correlation function using MaxEnt techniques. Results obtained using schematic interactions, which have no sign problem, are presented to demonstrate the feasibility of the method, while an extrapolation method for realistic Hamiltonians is presented. In addition, applications at finite temperature are outlined.
SPQR: a Monte Carlo reactor kinetics code
International Nuclear Information System (INIS)
Cramer, S.N.; Dodds, H.L.
1980-02-01
The SPQR Monte Carlo code has been developed to analyze fast reactor core accident problems where conventional methods are considered inadequate. The code is based on the adiabatic approximation of the quasi-static method. This initial version contains no automatic material motion or feedback. An existing Monte Carlo code is used to calculate the shape functions and the integral quantities needed in the kinetics module. Several sample problems have been devised and analyzed. Due to the large statistical uncertainty associated with the calculation of reactivity in accident simulations, the results, especially at later times, differ greatly from deterministic methods. It was also found that in large uncoupled systems, the Monte Carlo method has difficulty in handling asymmetric perturbations
Hybrid Management in Hospitals
DEFF Research Database (Denmark)
Byrkjeflot, Haldor; Jespersen, Peter Kragh
2010-01-01
Artiklen indeholder et litteraturbaseret studium af ledelsesformer i sygehuse, hvor sundhedsfaglig ledelse og generel ledelse mikses til hybride ledelsesformer......Artiklen indeholder et litteraturbaseret studium af ledelsesformer i sygehuse, hvor sundhedsfaglig ledelse og generel ledelse mikses til hybride ledelsesformer...
EPA and the United Parcel Service (UPS) have developed a hydraulic hybrid delivery vehicle to explore and demonstrate the environmental benefits of the hydraulic hybrid for urban pick-up and delivery fleets.
Current and future applications of Monte Carlo
International Nuclear Information System (INIS)
Zaidi, H.
2003-01-01
Full text: The use of radionuclides in medicine has a long history and encompasses a large area of applications including diagnosis and radiation treatment of cancer patients using either external or radionuclide radiotherapy. The 'Monte Carlo method'describes a very broad area of science, in which many processes, physical systems, and phenomena are simulated by statistical methods employing random numbers. The general idea of Monte Carlo analysis is to create a model, which is as similar as possible to the real physical system of interest, and to create interactions within that system based on known probabilities of occurrence, with random sampling of the probability density functions (pdfs). As the number of individual events (called 'histories') is increased, the quality of the reported average behavior of the system improves, meaning that the statistical uncertainty decreases. The use of the Monte Carlo method to simulate radiation transport has become the most accurate means of predicting absorbed dose distributions and other quantities of interest in the radiation treatment of cancer patients using either external or radionuclide radiotherapy. The same trend has occurred for the estimation of the absorbed dose in diagnostic procedures using radionuclides as well as the assessment of image quality and quantitative accuracy of radionuclide imaging. As a consequence of this generalized use, many questions are being raised primarily about the need and potential of Monte Carlo techniques, but also about how accurate it really is, what would it take to apply it clinically and make it available widely to the nuclear medicine community at large. Many of these questions will be answered when Monte Carlo techniques are implemented and used for more routine calculations and for in-depth investigations. In this paper, the conceptual role of the Monte Carlo method is briefly introduced and followed by a survey of its different applications in diagnostic and therapeutic
Monte Carlo method for array criticality calculations
International Nuclear Information System (INIS)
Dickinson, D.; Whitesides, G.E.
1976-01-01
The Monte Carlo method for solving neutron transport problems consists of mathematically tracing paths of individual neutrons collision by collision until they are lost by absorption or leakage. The fate of the neutron after each collision is determined by the probability distribution functions that are formed from the neutron cross-section data. These distributions are sampled statistically to establish the successive steps in the neutron's path. The resulting data, accumulated from following a large number of batches, are analyzed to give estimates of k/sub eff/ and other collision-related quantities. The use of electronic computers to produce the simulated neutron histories, initiated at Los Alamos Scientific Laboratory, made the use of the Monte Carlo method practical for many applications. In analog Monte Carlo simulation, the calculation follows the physical events of neutron scattering, absorption, and leakage. To increase calculational efficiency, modifications such as the use of statistical weights are introduced. The Monte Carlo method permits the use of a three-dimensional geometry description and a detailed cross-section representation. Some of the problems in using the method are the selection of the spatial distribution for the initial batch, the preparation of the geometry description for complex units, and the calculation of error estimates for region-dependent quantities such as fluxes. The Monte Carlo method is especially appropriate for criticality safety calculations since it permits an accurate representation of interacting units of fissile material. Dissimilar units, units of complex shape, moderators between units, and reflected arrays may be calculated. Monte Carlo results must be correlated with relevant experimental data, and caution must be used to ensure that a representative set of neutron histories is produced
Monte Carlo simulation applied to alpha spectrometry
International Nuclear Information System (INIS)
Baccouche, S.; Gharbi, F.; Trabelsi, A.
2007-01-01
Alpha particle spectrometry is a widely-used analytical method, in particular when we deal with pure alpha emitting radionuclides. Monte Carlo simulation is an adequate tool to investigate the influence of various phenomena on this analytical method. We performed an investigation of those phenomena using the simulation code GEANT of CERN. The results concerning the geometrical detection efficiency in different measurement geometries agree with analytical calculations. This work confirms that Monte Carlo simulation of solid angle of detection is a very useful tool to determine with very good accuracy the detection efficiency.
Simplified monte carlo simulation for Beijing spectrometer
International Nuclear Information System (INIS)
Wang Taijie; Wang Shuqin; Yan Wuguang; Huang Yinzhi; Huang Deqiang; Lang Pengfei
1986-01-01
The Monte Carlo method based on the functionization of the performance of detectors and the transformation of values of kinematical variables into ''measured'' ones by means of smearing has been used to program the Monte Carlo simulation of the performance of the Beijing Spectrometer (BES) in FORTRAN language named BESMC. It can be used to investigate the multiplicity, the particle type, and the distribution of four-momentum of the final states of electron-positron collision, and also the response of the BES to these final states. Thus, it provides a measure to examine whether the overall design of the BES is reasonable and to decide the physical topics of the BES
Self-learning Monte Carlo (dynamical biasing)
International Nuclear Information System (INIS)
Matthes, W.
1981-01-01
In many applications the histories of a normal Monte Carlo game rarely reach the target region. An approximate knowledge of the importance (with respect to the target) may be used to guide the particles more frequently into the target region. A Monte Carlo method is presented in which each history contributes to update the importance field such that eventually most target histories are sampled. It is a self-learning method in the sense that the procedure itself: (a) learns which histories are important (reach the target) and increases their probability; (b) reduces the probabilities of unimportant histories; (c) concentrates gradually on the more important target histories. (U.K.)
Burnup calculations using Monte Carlo method
International Nuclear Information System (INIS)
Ghosh, Biplab; Degweker, S.B.
2009-01-01
In the recent years, interest in burnup calculations using Monte Carlo methods has gained momentum. Previous burn up codes have used multigroup transport theory based calculations followed by diffusion theory based core calculations for the neutronic portion of codes. The transport theory methods invariably make approximations with regard to treatment of the energy and angle variables involved in scattering, besides approximations related to geometry simplification. Cell homogenisation to produce diffusion, theory parameters adds to these approximations. Moreover, while diffusion theory works for most reactors, it does not produce accurate results in systems that have strong gradients, strong absorbers or large voids. Also, diffusion theory codes are geometry limited (rectangular, hexagonal, cylindrical, and spherical coordinates). Monte Carlo methods are ideal to solve very heterogeneous reactors and/or lattices/assemblies in which considerable burnable poisons are used. The key feature of this approach is that Monte Carlo methods permit essentially 'exact' modeling of all geometrical detail, without resort to ene and spatial homogenization of neutron cross sections. Monte Carlo method would also be better for in Accelerator Driven Systems (ADS) which could have strong gradients due to the external source and a sub-critical assembly. To meet the demand for an accurate burnup code, we have developed a Monte Carlo burnup calculation code system in which Monte Carlo neutron transport code is coupled with a versatile code (McBurn) for calculating the buildup and decay of nuclides in nuclear materials. McBurn is developed from scratch by the authors. In this article we will discuss our effort in developing the continuous energy Monte Carlo burn-up code, McBurn. McBurn is intended for entire reactor core as well as for unit cells and assemblies. Generally, McBurn can do burnup of any geometrical system which can be handled by the underlying Monte Carlo transport code
Improvements for Monte Carlo burnup calculation
Energy Technology Data Exchange (ETDEWEB)
Shenglong, Q.; Dong, Y.; Danrong, S.; Wei, L., E-mail: qiangshenglong@tsinghua.org.cn, E-mail: d.yao@npic.ac.cn, E-mail: songdr@npic.ac.cn, E-mail: luwei@npic.ac.cn [Nuclear Power Inst. of China, Cheng Du, Si Chuan (China)
2015-07-01
Monte Carlo burnup calculation is development trend of reactor physics, there would be a lot of work to be done for engineering applications. Based on Monte Carlo burnup code MOI, non-fuel burnup calculation methods and critical search suggestions will be mentioned in this paper. For non-fuel burnup, mixed burnup mode will improve the accuracy of burnup calculation and efficiency. For critical search of control rod position, a new method called ABN based on ABA which used by MC21 will be proposed for the first time in this paper. (author)
A keff calculation method by Monte Carlo
International Nuclear Information System (INIS)
Shen, H; Wang, K.
2008-01-01
The effective multiplication factor (k eff ) is defined as the ratio between the number of neutrons in successive generations, which definition is adopted by most Monte Carlo codes (e.g. MCNP). Also, it can be thought of as the ratio of the generation rate of neutrons by the sum of the leakage rate and the absorption rate, which should exclude the effect of the neutron reaction such as (n, 2n) and (n, 3n). This article discusses the Monte Carlo method for k eff calculation based on the second definition. A new code has been developed and the results are presented. (author)
Monte Carlo electron/photon transport
International Nuclear Information System (INIS)
Mack, J.M.; Morel, J.E.; Hughes, H.G.
1985-01-01
A review of nonplasma coupled electron/photon transport using Monte Carlo method is presented. Remarks are mainly restricted to linerarized formalisms at electron energies from 1 keV to 1000 MeV. Applications involving pulse-height estimation, transport in external magnetic fields, and optical Cerenkov production are discussed to underscore the importance of this branch of computational physics. Advances in electron multigroup cross-section generation is reported, and its impact on future code development assessed. Progress toward the transformation of MCNP into a generalized neutral/charged-particle Monte Carlo code is described. 48 refs
Monte Carlo simulation of neutron scattering instruments
International Nuclear Information System (INIS)
Seeger, P.A.
1995-01-01
A library of Monte Carlo subroutines has been developed for the purpose of design of neutron scattering instruments. Using small-angle scattering as an example, the philosophy and structure of the library are described and the programs are used to compare instruments at continuous wave (CW) and long-pulse spallation source (LPSS) neutron facilities. The Monte Carlo results give a count-rate gain of a factor between 2 and 4 using time-of-flight analysis. This is comparable to scaling arguments based on the ratio of wavelength bandwidth to resolution width
Monte Carlo applications to radiation shielding problems
International Nuclear Information System (INIS)
Subbaiah, K.V.
2009-01-01
Monte Carlo methods are a class of computational algorithms that rely on repeated random sampling of physical and mathematical systems to compute their results. However, basic concepts of MC are both simple and straightforward and can be learned by using a personal computer. Uses of Monte Carlo methods require large amounts of random numbers, and it was their use that spurred the development of pseudorandom number generators, which were far quicker to use than the tables of random numbers which had been previously used for statistical sampling. In Monte Carlo simulation of radiation transport, the history (track) of a particle is viewed as a random sequence of free flights that end with an interaction event where the particle changes its direction of movement, loses energy and, occasionally, produces secondary particles. The Monte Carlo simulation of a given experimental arrangement (e.g., an electron beam, coming from an accelerator and impinging on a water phantom) consists of the numerical generation of random histories. To simulate these histories we need an interaction model, i.e., a set of differential cross sections (DCS) for the relevant interaction mechanisms. The DCSs determine the probability distribution functions (pdf) of the random variables that characterize a track; 1) free path between successive interaction events, 2) type of interaction taking place and 3) energy loss and angular deflection in a particular event (and initial state of emitted secondary particles, if any). Once these pdfs are known, random histories can be generated by using appropriate sampling methods. If the number of generated histories is large enough, quantitative information on the transport process may be obtained by simply averaging over the simulated histories. The Monte Carlo method yields the same information as the solution of the Boltzmann transport equation, with the same interaction model, but is easier to implement. In particular, the simulation of radiation
Simulation of transport equations with Monte Carlo
International Nuclear Information System (INIS)
Matthes, W.
1975-09-01
The main purpose of the report is to explain the relation between the transport equation and the Monte Carlo game used for its solution. The introduction of artificial particles carrying a weight provides one with high flexibility in constructing many different games for the solution of the same equation. This flexibility opens a way to construct a Monte Carlo game for the solution of the adjoint transport equation. Emphasis is laid mostly on giving a clear understanding of what to do and not on the details of how to do a specific game
Monte Carlo dose distributions for radiosurgery
International Nuclear Information System (INIS)
Perucha, M.; Leal, A.; Rincon, M.; Carrasco, E.
2001-01-01
The precision of Radiosurgery Treatment planning systems is limited by the approximations of their algorithms and by their dosimetrical input data. This fact is especially important in small fields. However, the Monte Carlo methods is an accurate alternative as it considers every aspect of particle transport. In this work an acoustic neurinoma is studied by comparing the dose distribution of both a planning system and Monte Carlo. Relative shifts have been measured and furthermore, Dose-Volume Histograms have been calculated for target and adjacent organs at risk. (orig.)
Mesoscale hybrid calibration artifact
Tran, Hy D.; Claudet, Andre A.; Oliver, Andrew D.
2010-09-07
A mesoscale calibration artifact, also called a hybrid artifact, suitable for hybrid dimensional measurement and the method for make the artifact. The hybrid artifact has structural characteristics that make it suitable for dimensional measurement in both vision-based systems and touch-probe-based systems. The hybrid artifact employs the intersection of bulk-micromachined planes to fabricate edges that are sharp to the nanometer level and intersecting planes with crystal-lattice-defined angles.
Hybrid quantum information processing
Energy Technology Data Exchange (ETDEWEB)
Furusawa, Akira [Department of Applied Physics, School of Engineering, The University of Tokyo (Japan)
2014-12-04
I will briefly explain the definition and advantage of hybrid quantum information processing, which is hybridization of qubit and continuous-variable technologies. The final goal would be realization of universal gate sets both for qubit and continuous-variable quantum information processing with the hybrid technologies. For that purpose, qubit teleportation with a continuousvariable teleporter is one of the most important ingredients.
Fast sequential Monte Carlo methods for counting and optimization
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
International Nuclear Information System (INIS)
Wagner, J. C.; Blakeman, E. D.; Peplow, D. E.
2009-01-01
This paper presents a new hybrid (Monte Carlo/deterministic) method for increasing the efficiency of Monte Carlo calculations of distributions, such as flux or dose rate distributions (e.g., mesh tallies), as well as responses at multiple localized detectors and spectra. This method, referred to as Forward-Weighted CADIS (FW-CADIS), is a variation on the Consistent Adjoint Driven Importance Sampling (CADIS) method, which has been used for some time to very effectively improve the efficiency of Monte Carlo calculations of localized quantities, e.g., flux, dose, or reaction rate at a specific location. The basis of this method is the development of an importance function that represents the importance of particles to the objective of uniform Monte Carlo particle density in the desired tally regions. Implementation of this method utilizes the results from a forward deterministic calculation to develop a forward-weighted source for a deterministic adjoint calculation. The resulting adjoint function is then used to generate consistent space- and energy-dependent source biasing parameters and weight windows that are used in a forward Monte Carlo calculation to obtain approximately uniform statistical uncertainties in the desired tally regions. The FW-CADIS method has been implemented in the ADVANTG/MCNP framework and has been fully automated within the MAVRIC sequence of SCALE 6. Results of the application of the method to enabling the calculation of dose rates throughout an entire full-scale pressurized-water reactor facility are presented and discussed. (authors)
Specialized Monte Carlo codes versus general-purpose Monte Carlo codes
International Nuclear Information System (INIS)
Moskvin, Vadim; DesRosiers, Colleen; Papiez, Lech; Lu, Xiaoyi
2002-01-01
The possibilities of Monte Carlo modeling for dose calculations and optimization treatment are quite limited in radiation oncology applications. The main reason is that the Monte Carlo technique for dose calculations is time consuming while treatment planning may require hundreds of possible cases of dose simulations to be evaluated for dose optimization. The second reason is that general-purpose codes widely used in practice, require an experienced user to customize them for calculations. This paper discusses the concept of Monte Carlo code design that can avoid the main problems that are preventing wide spread use of this simulation technique in medical physics. (authors)
On the use of stochastic approximation Monte Carlo for Monte Carlo integration
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.
Parallel processing Monte Carlo radiation transport codes
International Nuclear Information System (INIS)
McKinney, G.W.
1994-01-01
Issues related to distributed-memory multiprocessing as applied to Monte Carlo radiation transport are discussed. Measurements of communication overhead are presented for the radiation transport code MCNP which employs the communication software package PVM, and average efficiency curves are provided for a homogeneous virtual machine
Monte Carlo determination of heteroepitaxial misfit structures
DEFF Research Database (Denmark)
Baker, J.; Lindgård, Per-Anker
1996-01-01
We use Monte Carlo simulations to determine the structure of KBr overlayers on a NaCl(001) substrate, a system with large (17%) heteroepitaxial misfit. The equilibrium relaxation structure is determined for films of 2-6 ML, for which extensive helium-atom scattering data exist for comparison...
The Monte Carlo applied for calculation dose
International Nuclear Information System (INIS)
Peixoto, J.E.
1988-01-01
The Monte Carlo method is showed for the calculation of absorbed dose. The trajectory of the photon is traced simulating sucessive interaction between the photon and the substance that consist the human body simulator. The energy deposition in each interaction of the simulator organ or tissue per photon is also calculated. (C.G.C.) [pt
Monte Carlo code for neutron radiography
International Nuclear Information System (INIS)
Milczarek, Jacek J.; Trzcinski, Andrzej; El-Ghany El Abd, Abd; Czachor, Andrzej
2005-01-01
The concise Monte Carlo code, MSX, for simulation of neutron radiography images of non-uniform objects is presented. The possibility of modeling the images of objects with continuous spatial distribution of specific isotopes is included. The code can be used for assessment of the scattered neutron component in neutron radiograms
Monte Carlo code for neutron radiography
Energy Technology Data Exchange (ETDEWEB)
Milczarek, Jacek J. [Institute of Atomic Energy, Swierk, 05-400 Otwock (Poland)]. E-mail: jjmilcz@cyf.gov.pl; Trzcinski, Andrzej [Institute for Nuclear Studies, Swierk, 05-400 Otwock (Poland); El-Ghany El Abd, Abd [Institute of Atomic Energy, Swierk, 05-400 Otwock (Poland); Nuclear Research Center, PC 13759, Cairo (Egypt); Czachor, Andrzej [Institute of Atomic Energy, Swierk, 05-400 Otwock (Poland)
2005-04-21
The concise Monte Carlo code, MSX, for simulation of neutron radiography images of non-uniform objects is presented. The possibility of modeling the images of objects with continuous spatial distribution of specific isotopes is included. The code can be used for assessment of the scattered neutron component in neutron radiograms.
Monte Carlo method in neutron activation analysis
International Nuclear Information System (INIS)
Majerle, M.; Krasa, A.; Svoboda, O.; Wagner, V.; Adam, J.; Peetermans, S.; Slama, O.; Stegajlov, V.I.; Tsupko-Sitnikov, V.M.
2009-01-01
Neutron activation detectors are a useful technique for the neutron flux measurements in spallation experiments. The study of the usefulness and the accuracy of this method at similar experiments was performed with the help of Monte Carlo codes MCNPX and FLUKA
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...... of local-move MC methods in combination with molecular dynamics simulations, for example, for studying multi-component lipid membranes containing cholesterol....
Computer system for Monte Carlo experimentation
International Nuclear Information System (INIS)
Grier, D.A.
1986-01-01
A new computer system for Monte Carlo Experimentation is presented. The new system speeds and simplifies the process of coding and preparing a Monte Carlo Experiment; it also encourages the proper design of Monte Carlo Experiments, and the careful analysis of the experimental results. A new functional language is the core of this system. Monte Carlo Experiments, and their experimental designs, are programmed in this new language; those programs are compiled into Fortran output. The Fortran output is then compiled and executed. The experimental results are analyzed with a standard statistics package such as Si, Isp, or Minitab or with a user-supplied program. Both the experimental results and the experimental design may be directly loaded into the workspace of those packages. The new functional language frees programmers from many of the details of programming an experiment. Experimental designs such as factorial, fractional factorial, or latin square are easily described by the control structures and expressions of the language. Specific mathematical modes are generated by the routines of the language
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.
Monte Carlo methods beyond detailed balance
Schram, Raoul D.; Barkema, Gerard T.|info:eu-repo/dai/nl/101275080
2015-01-01
Monte Carlo algorithms are nearly always based on the concept of detailed balance and ergodicity. In this paper we focus on algorithms that do not satisfy detailed balance. We introduce a general method for designing non-detailed balance algorithms, starting from a conventional algorithm satisfying
Monte Carlo studies of ZEPLIN III
Dawson, J; Davidge, D C R; Gillespie, J R; Howard, A S; Jones, W G; Joshi, M; Lebedenko, V N; Sumner, T J; Quenby, J J
2002-01-01
A Monte Carlo simulation of a two-phase xenon dark matter detector, ZEPLIN III, has been achieved. Results from the analysis of a simulated data set are presented, showing primary and secondary signal distributions from low energy gamma ray events.
Biases in Monte Carlo eigenvalue calculations
Energy Technology Data Exchange (ETDEWEB)
Gelbard, E.M.
1992-12-01
The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the ``fixed-source`` case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated (``replicated``) over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here.
Biases in Monte Carlo eigenvalue calculations
Energy Technology Data Exchange (ETDEWEB)
Gelbard, E.M.
1992-01-01
The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the fixed-source'' case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated ( replicated'') over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here.
Dynamic bounds coupled with Monte Carlo simulations
Energy Technology Data Exchange (ETDEWEB)
Rajabalinejad, M., E-mail: M.Rajabalinejad@tudelft.n [Faculty of Civil Engineering, Delft University of Technology, Delft (Netherlands); Meester, L.E. [Delft Institute of Applied Mathematics, Delft University of Technology, Delft (Netherlands); Gelder, P.H.A.J.M. van; Vrijling, J.K. [Faculty of Civil Engineering, Delft University of Technology, Delft (Netherlands)
2011-02-15
For the reliability analysis of engineering structures a variety of methods is known, of which Monte Carlo (MC) simulation is widely considered to be among the most robust and most generally applicable. To reduce simulation cost of the MC method, variance reduction methods are applied. This paper describes a method to reduce the simulation cost even further, while retaining the accuracy of Monte Carlo, by taking into account widely present monotonicity. For models exhibiting monotonic (decreasing or increasing) behavior, dynamic bounds (DB) are defined, which in a coupled Monte Carlo simulation are updated dynamically, resulting in a failure probability estimate, as well as a strict (non-probabilistic) upper and lower bounds. Accurate results are obtained at a much lower cost than an equivalent ordinary Monte Carlo simulation. In a two-dimensional and a four-dimensional numerical example, the cost reduction factors are 130 and 9, respectively, where the relative error is smaller than 5%. At higher accuracy levels, this factor increases, though this effect is expected to be smaller with increasing dimension. To show the application of DB method to real world problems, it is applied to a complex finite element model of a flood wall in New Orleans.
Dynamic bounds coupled with Monte Carlo simulations
Rajabali Nejad, Mohammadreza; Meester, L.E.; van Gelder, P.H.A.J.M.; Vrijling, J.K.
2011-01-01
For the reliability analysis of engineering structures a variety of methods is known, of which Monte Carlo (MC) simulation is widely considered to be among the most robust and most generally applicable. To reduce simulation cost of the MC method, variance reduction methods are applied. This paper
Design and analysis of Monte Carlo experiments
Kleijnen, Jack P.C.; Gentle, J.E.; Haerdle, W.; Mori, Y.
2012-01-01
By definition, computer simulation or Monte Carlo models are not solved by mathematical analysis (such as differential calculus), but are used for numerical experimentation. The goal of these experiments is to answer questions about the real world; i.e., the experimenters may use their models to
Some problems on Monte Carlo method development
International Nuclear Information System (INIS)
Pei Lucheng
1992-01-01
This is a short paper on some problems of Monte Carlo method development. The content consists of deep-penetration problems, unbounded estimate problems, limitation of Mdtropolis' method, dependency problem in Metropolis' method, random error interference problems and random equations, intellectualisation and vectorization problems of general software
Monte Carlo simulations in theoretical physic
International Nuclear Information System (INIS)
Billoire, A.
1991-01-01
After a presentation of the MONTE CARLO method principle, the method is applied, first to the critical exponents calculations in the three dimensions ISING model, and secondly to the discrete quantum chromodynamic with calculation times in function of computer power. 28 refs., 4 tabs
Monte Carlo method for random surfaces
International Nuclear Information System (INIS)
Berg, B.
1985-01-01
Previously two of the authors proposed a Monte Carlo method for sampling statistical ensembles of random walks and surfaces with a Boltzmann probabilistic weight. In the present paper we work out the details for several models of random surfaces, defined on d-dimensional hypercubic lattices. (orig.)
Monte Carlo simulation of the microcanonical ensemble
International Nuclear Information System (INIS)
Creutz, M.
1984-01-01
We consider simulating statistical systems with a random walk on a constant energy surface. This combines features of deterministic molecular dynamics techniques and conventional Monte Carlo simulations. For discrete systems the method can be programmed to run an order of magnitude faster than other approaches. It does not require high quality random numbers and may also be useful for nonequilibrium studies. 10 references
Variance Reduction Techniques in Monte Carlo Methods
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
Coded aperture optimization using Monte Carlo simulations
International Nuclear Information System (INIS)
Martineau, A.; Rocchisani, J.M.; Moretti, J.L.
2010-01-01
Coded apertures using Uniformly Redundant Arrays (URA) have been unsuccessfully evaluated for two-dimensional and three-dimensional imaging in Nuclear Medicine. The images reconstructed from coded projections contain artifacts and suffer from poor spatial resolution in the longitudinal direction. We introduce a Maximum-Likelihood Expectation-Maximization (MLEM) algorithm for three-dimensional coded aperture imaging which uses a projection matrix calculated by Monte Carlo simulations. The aim of the algorithm is to reduce artifacts and improve the three-dimensional spatial resolution in the reconstructed images. Firstly, we present the validation of GATE (Geant4 Application for Emission Tomography) for Monte Carlo simulations of a coded mask installed on a clinical gamma camera. The coded mask modelling was validated by comparison between experimental and simulated data in terms of energy spectra, sensitivity and spatial resolution. In the second part of the study, we use the validated model to calculate the projection matrix with Monte Carlo simulations. A three-dimensional thyroid phantom study was performed to compare the performance of the three-dimensional MLEM reconstruction with conventional correlation method. The results indicate that the artifacts are reduced and three-dimensional spatial resolution is improved with the Monte Carlo-based MLEM reconstruction.
Biases in Monte Carlo eigenvalue calculations
International Nuclear Information System (INIS)
Gelbard, E.M.
1992-01-01
The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the ''fixed-source'' case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated (''replicated'') over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here
Monte Carlo studies of uranium calorimetry
International Nuclear Information System (INIS)
Brau, J.; Hargis, H.J.; Gabriel, T.A.; Bishop, B.L.
1985-01-01
Detailed Monte Carlo calculations of uranium calorimetry are presented which reveal a significant difference in the responses of liquid argon and plastic scintillator in uranium calorimeters. Due to saturation effects, neutrons from the uranium are found to contribute only weakly to the liquid argon signal. Electromagnetic sampling inefficiencies are significant and contribute substantially to compensation in both systems. 17 references
A hybrid parallel framework for the cellular Potts model simulations
Energy Technology Data Exchange (ETDEWEB)
Jiang, Yi [Los Alamos National Laboratory; He, Kejing [SOUTH CHINA UNIV; Dong, Shoubin [SOUTH CHINA UNIV
2009-01-01
The Cellular Potts Model (CPM) has been widely used for biological simulations. However, most current implementations are either sequential or approximated, which can't be used for large scale complex 3D simulation. In this paper we present a hybrid parallel framework for CPM simulations. The time-consuming POE solving, cell division, and cell reaction operation are distributed to clusters using the Message Passing Interface (MPI). The Monte Carlo lattice update is parallelized on shared-memory SMP system using OpenMP. Because the Monte Carlo lattice update is much faster than the POE solving and SMP systems are more and more common, this hybrid approach achieves good performance and high accuracy at the same time. Based on the parallel Cellular Potts Model, we studied the avascular tumor growth using a multiscale model. The application and performance analysis show that the hybrid parallel framework is quite efficient. The hybrid parallel CPM can be used for the large scale simulation ({approx}10{sup 8} sites) of complex collective behavior of numerous cells ({approx}10{sup 6}).
Cohesion energetics of carbon allotropes: Quantum Monte Carlo study
Energy Technology Data Exchange (ETDEWEB)
Shin, Hyeondeok; Kang, Sinabro; Koo, Jahyun; Lee, Hoonkyung; Kwon, Yongkyung, E-mail: ykwon@konkuk.ac.kr [Division of Quantum Phases and Devices, School of Physics, Konkuk University, Seoul 143-701 (Korea, Republic of); Kim, Jeongnim, E-mail: jnkim@ornl.gov [Materials Science and Technology Division and Computer Science and Mathematics Division, Oak Ridge National Laboratory, Oak Ridge, Tennessee 37831 (United States)
2014-03-21
We have performed quantum Monte Carlo calculations to study the cohesion energetics of carbon allotropes, including sp{sup 3}-bonded diamond, sp{sup 2}-bonded graphene, sp–sp{sup 2} hybridized graphynes, and sp-bonded carbyne. The computed cohesive energies of diamond and graphene are found to be in excellent agreement with the corresponding values determined experimentally for diamond and graphite, respectively, when the zero-point energies, along with the interlayer binding in the case of graphite, are included. We have also found that the cohesive energy of graphyne decreases systematically as the ratio of sp-bonded carbon atoms increases. The cohesive energy of γ-graphyne, the most energetically stable graphyne, turns out to be 6.766(6) eV/atom, which is smaller than that of graphene by 0.698(12) eV/atom. Experimental difficulty in synthesizing graphynes could be explained by their significantly smaller cohesive energies. Finally, we conclude that the cohesive energy of a newly proposed graphyne can be accurately estimated with the carbon–carbon bond energies determined from the cohesive energies of graphene and three different graphynes considered here.
Cohesion Energetics of Carbon Allotropes: Quantum Monte Carlo Study
Energy Technology Data Exchange (ETDEWEB)
Shin, Hyeondeok [Konkuk University, South Korea; Kang, Sinabro [Konkuk University, South Korea; Koo, Jahyun [Konkuk University, South Korea; Lee, Hoonkyung [Konkuk University, South Korea; Kim, Jeongnim [ORNL; Kwon, Yongkyung [Konkuk University, South Korea
2014-01-01
We have performed quantum Monte Carlo calculations to study the cohesion energetics of carbon allotropes, including sp3-bonded diamond, sp2-bonded graphene, sp-sp2 hybridized graphynes, and sp-bonded carbyne. The comput- ed cohesive energies of diamond and graphene are found to be in excellent agreement with the corresponding values de- termined experimentally for diamond and graphite, respectively, when the zero-point energies, along with the interlayer binding in the case of graphite, are included. We have also found that the cohesive energy of graphyne decreases system- atically as the ratio of sp-bonded carbon atoms increases. The cohesive energy of -graphyne, the most energetically- stable graphyne, turns out to be 6.766(6) eV/atom, which is smaller than that of graphene by 0.698(12) eV/atom. Experi- mental difficulty in synthesizing graphynes could be explained by their significantly smaller cohesive energies. Finally we conclude that the cohesive energy of a newly-proposed two-dimensional carbon network can be accurately estimated with the carbon-carbon bond energies determined from the cohesive energies of graphene and three different graphynes.
A Monte Carlo simulation technique to determine the optimal portfolio
Directory of Open Access Journals (Sweden)
Hassan Ghodrati
2014-03-01
Full Text Available During the past few years, there have been several studies for portfolio management. One of the primary concerns on any stock market is to detect the risk associated with various assets. One of the recognized methods in order to measure, to forecast, and to manage the existing risk is associated with Value at Risk (VaR, which draws much attention by financial institutions in recent years. VaR is a method for recognizing and evaluating of risk, which uses the standard statistical techniques and the method has been used in other fields, increasingly. The present study has measured the value at risk of 26 companies from chemical industry in Tehran Stock Exchange over the period 2009-2011 using the simulation technique of Monte Carlo with 95% confidence level. The used variability in the present study has been the daily return resulted from the stock daily price change. Moreover, the weight of optimal investment has been determined using a hybrid model called Markowitz and Winker model in each determined stocks. The results showed that the maximum loss would not exceed from 1259432 Rials at 95% confidence level in future day.
Uncertainty analysis in Monte Carlo criticality computations
International Nuclear Information System (INIS)
Qi Ao
2011-01-01
Highlights: ► Two types of uncertainty methods for k eff Monte Carlo computations are examined. ► Sampling method has the least restrictions on perturbation but computing resources. ► Analytical method is limited to small perturbation on material properties. ► Practicality relies on efficiency, multiparameter applicability and data availability. - Abstract: Uncertainty analysis is imperative for nuclear criticality risk assessments when using Monte Carlo neutron transport methods to predict the effective neutron multiplication factor (k eff ) for fissionable material systems. For the validation of Monte Carlo codes for criticality computations against benchmark experiments, code accuracy and precision are measured by both the computational bias and uncertainty in the bias. The uncertainty in the bias accounts for known or quantified experimental, computational and model uncertainties. For the application of Monte Carlo codes for criticality analysis of fissionable material systems, an administrative margin of subcriticality must be imposed to provide additional assurance of subcriticality for any unknown or unquantified uncertainties. Because of a substantial impact of the administrative margin of subcriticality on economics and safety of nuclear fuel cycle operations, recently increasing interests in reducing the administrative margin of subcriticality make the uncertainty analysis in criticality safety computations more risk-significant. This paper provides an overview of two most popular k eff uncertainty analysis methods for Monte Carlo criticality computations: (1) sampling-based methods, and (2) analytical methods. Examples are given to demonstrate their usage in the k eff uncertainty analysis due to uncertainties in both neutronic and non-neutronic parameters of fissionable material systems.
Pore-scale uncertainty quantification with multilevel Monte Carlo
Icardi, Matteo; Hoel, Haakon; Long, Quan; Tempone, Raul
2014-01-01
. Since there are no generic ways to parametrize the randomness in the porescale structures, Monte Carlo techniques are the most accessible to compute statistics. We propose a multilevel Monte Carlo (MLMC) technique to reduce the computational cost
Prospect on general software of Monte Carlo method
International Nuclear Information System (INIS)
Pei Lucheng
1992-01-01
This is a short paper on the prospect of Monte Carlo general software. The content consists of cluster sampling method, zero variance technique, self-improved method, and vectorized Monte Carlo method
Bayesian phylogeny analysis via stochastic approximation Monte Carlo
Cheon, Sooyoung; Liang, Faming
2009-01-01
in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method
Energy Technology Data Exchange (ETDEWEB)
Grimes, Joshua, E-mail: grimes.joshua@mayo.edu [Department of Physics and Astronomy, University of British Columbia, Vancouver V5Z 1L8 (Canada); Celler, Anna [Department of Radiology, University of British Columbia, Vancouver V5Z 1L8 (Canada)
2014-09-15
Purpose: The authors’ objective was to compare internal dose estimates obtained using the Organ Level Dose Assessment with Exponential Modeling (OLINDA/EXM) software, the voxel S value technique, and Monte Carlo simulation. Monte Carlo dose estimates were used as the reference standard to assess the impact of patient-specific anatomy on the final dose estimate. Methods: Six patients injected with{sup 99m}Tc-hydrazinonicotinamide-Tyr{sup 3}-octreotide were included in this study. A hybrid planar/SPECT imaging protocol was used to estimate {sup 99m}Tc time-integrated activity coefficients (TIACs) for kidneys, liver, spleen, and tumors. Additionally, TIACs were predicted for {sup 131}I, {sup 177}Lu, and {sup 90}Y assuming the same biological half-lives as the {sup 99m}Tc labeled tracer. The TIACs were used as input for OLINDA/EXM for organ-level dose calculation and voxel level dosimetry was performed using the voxel S value method and Monte Carlo simulation. Dose estimates for {sup 99m}Tc, {sup 131}I, {sup 177}Lu, and {sup 90}Y distributions were evaluated by comparing (i) organ-level S values corresponding to each method, (ii) total tumor and organ doses, (iii) differences in right and left kidney doses, and (iv) voxelized dose distributions calculated by Monte Carlo and the voxel S value technique. Results: The S values for all investigated radionuclides used by OLINDA/EXM and the corresponding patient-specific S values calculated by Monte Carlo agreed within 2.3% on average for self-irradiation, and differed by as much as 105% for cross-organ irradiation. Total organ doses calculated by OLINDA/EXM and the voxel S value technique agreed with Monte Carlo results within approximately ±7%. Differences between right and left kidney doses determined by Monte Carlo were as high as 73%. Comparison of the Monte Carlo and voxel S value dose distributions showed that each method produced similar dose volume histograms with a minimum dose covering 90% of the volume (D90
He, Song
2017-04-01
Natural hybridization is reproduction (without artificial influence) between two or more species/populations which are distinguishable from each other by heritable characters. Natural hybridizations among marine fishes were highly underappreciated due to limited research effort; it seems that this phenomenon occurs more often than is commonly recognized. As hybridization plays an important role in biodiversity processes in the marine environment, detecting hybridization events and investigating hybridization is important to understand and protect biodiversity. The first chapter sets the framework for this disseration study. The Cohesion Species Concept was selected as the working definition of a species for this study as it can handle marine fish hybridization events. The concept does not require restrictive species boundaries. A general history and background of natural hybridization in marine fishes is reviewed during in chapter as well. Four marine fish hybridization cases were examed and documented in Chapters 2 to 5. In each case study, at least one diagnostic nuclear marker, screened from among ~14 candidate markers, was found to discriminate the putative hybridizing parent species. To further investigate genetic evidence to support the hybrid status for each hybrid offspring in each case, haploweb analysis on diagnostic markers (nuclear and/or mitochondrial) and the DAPC/PCA analysis on microsatellite data were used. By combining the genetic evidences, morphological traits, and ecological observations together, the potential reasons that triggered each hybridization events and the potential genetic/ecology effects could be discussed. In the last chapter, sequences from 82 pairs of hybridizing parents species (for which COI barcoding sequences were available either on GenBank or in our lab) were collected. By comparing the COI fragment p-distance between each hybridizing parent species, some general questions about marine fish hybridization were discussed: Is
Applications of Monte Carlo method in Medical Physics
International Nuclear Information System (INIS)
Diez Rios, A.; Labajos, M.
1989-01-01
The basic ideas of Monte Carlo techniques are presented. Random numbers and their generation by congruential methods, which underlie Monte Carlo calculations are shown. Monte Carlo techniques to solve integrals are discussed. The evaluation of a simple monodimensional integral with a known answer, by means of two different Monte Carlo approaches are discussed. The basic principles to simualate on a computer photon histories reduce variance and the current applications in Medical Physics are commented. (Author)
Monte Carlo computation in the applied research of nuclear technology
International Nuclear Information System (INIS)
Xu Shuyan; Liu Baojie; Li Qin
2007-01-01
This article briefly introduces Monte Carlo Methods and their properties. It narrates the Monte Carlo methods with emphasis in their applications to several domains of nuclear technology. Monte Carlo simulation methods and several commonly used computer software to implement them are also introduced. The proposed methods are demonstrated by a real example. (authors)
On the Categorial Ambivalence of un montón and Other Similar Quantifiers
Directory of Open Access Journals (Sweden)
Javier San Julián Solana
2016-12-01
Full Text Available Owing to their ability to express indefinite (superlative quantification, units like montón, porrón or barbaridad (~ bestialidad ~ burrada ~ brutalidad are often included among quantifying nouns. But along with a series of clearly nominal features, they have other features which are typical of adverbs. The aim of this paper is precisely to provide a reasonable explanation for this categorial hybridism. Applying the theoretical and methodological principles of the Functional Grammar of Spanish, we try to demonstrate that they are not “amphibious” units. On the contrary, we argue that, from a synchronic point of view, two sets of signs should be distinguished, which are functionally and lexically different but have “clonal” signifiers: a nouns –with designative meaning– montón/es, porrón/es, barbaridad/es, and b adverbial phrases un montón, un porrón, una barbaridad, which are pure quantifiers, according to their lexeme.
Chapoutier, Nicolas; Mollier, François; Nolin, Guillaume; Culioli, Matthieu; Mace, Jean-Reynald
2017-09-01
In the context of the rising of Monte Carlo transport calculations for any kind of application, AREVA recently improved its suite of engineering tools in order to produce efficient Monte Carlo workflow. Monte Carlo codes, such as MCNP or TRIPOLI, are recognized as reference codes to deal with a large range of radiation transport problems. However the inherent drawbacks of theses codes - laboring input file creation and long computation time - contrast with the maturity of the treatment of the physical phenomena. The goals of the recent AREVA developments were to reach similar efficiency as other mature engineering sciences such as finite elements analyses (e.g. structural or fluid dynamics). Among the main objectives, the creation of a graphical user interface offering CAD tools for geometry creation and other graphical features dedicated to the radiation field (source definition, tally definition) has been reached. The computations times are drastically reduced compared to few years ago thanks to the use of massive parallel runs, and above all, the implementation of hybrid variance reduction technics. From now engineering teams are capable to deliver much more prompt support to any nuclear projects dealing with reactors or fuel cycle facilities from conceptual phase to decommissioning.
Directory of Open Access Journals (Sweden)
Chapoutier Nicolas
2017-01-01
Full Text Available In the context of the rising of Monte Carlo transport calculations for any kind of application, AREVA recently improved its suite of engineering tools in order to produce efficient Monte Carlo workflow. Monte Carlo codes, such as MCNP or TRIPOLI, are recognized as reference codes to deal with a large range of radiation transport problems. However the inherent drawbacks of theses codes - laboring input file creation and long computation time - contrast with the maturity of the treatment of the physical phenomena. The goals of the recent AREVA developments were to reach similar efficiency as other mature engineering sciences such as finite elements analyses (e.g. structural or fluid dynamics. Among the main objectives, the creation of a graphical user interface offering CAD tools for geometry creation and other graphical features dedicated to the radiation field (source definition, tally definition has been reached. The computations times are drastically reduced compared to few years ago thanks to the use of massive parallel runs, and above all, the implementation of hybrid variance reduction technics. From now engineering teams are capable to deliver much more prompt support to any nuclear projects dealing with reactors or fuel cycle facilities from conceptual phase to decommissioning.
Hybrid real-code ant colony optimisation for constrained mechanical design
Pholdee, Nantiwat; Bureerat, Sujin
2016-01-01
This paper proposes a hybrid meta-heuristic based on integrating a local search simplex downhill (SDH) method into the search procedure of real-code ant colony optimisation (ACOR). This hybridisation leads to five hybrid algorithms where a Monte Carlo technique, a Latin hypercube sampling technique (LHS) and a translational propagation Latin hypercube design (TPLHD) algorithm are used to generate an initial population. Also, two numerical schemes for selecting an initial simplex are investigated. The original ACOR and its hybrid versions along with a variety of established meta-heuristics are implemented to solve 17 constrained test problems where a fuzzy set theory penalty function technique is used to handle design constraints. The comparative results show that the hybrid algorithms are the top performers. Using the TPLHD technique gives better results than the other sampling techniques. The hybrid optimisers are a powerful design tool for constrained mechanical design problems.
DEFF Research Database (Denmark)
Blackburn, Patrick Rowan; Huertas, Antonia; Manzano, Maria
2014-01-01
Leon Henkin was not a modal logician, but there is a branch of modal logic that has been deeply influenced by his work. That branch is hybrid logic, a family of logics that extend orthodox modal logic with special proposition symbols (called nominals) that name worlds. This paper explains why...... Henkin’s techniques are so important in hybrid logic. We do so by proving a completeness result for a hybrid type theory called HTT, probably the strongest hybrid logic that has yet been explored. Our completeness result builds on earlier work with a system called BHTT, or basic hybrid type theory...... is due to the first-order perspective, which lies at the heart of Henin’s best known work and hybrid logic....
Monte Carlo-based tail exponent estimator
Barunik, Jozef; Vacha, Lukas
2010-11-01
In this paper we propose a new approach to estimation of the tail exponent in financial stock markets. We begin the study with the finite sample behavior of the Hill estimator under α-stable distributions. Using large Monte Carlo simulations, we show that the Hill estimator overestimates the true tail exponent and can hardly be used on samples with small length. Utilizing our results, we introduce a Monte Carlo-based method of estimation for the tail exponent. Our proposed method is not sensitive to the choice of tail size and works well also on small data samples. The new estimator also gives unbiased results with symmetrical confidence intervals. Finally, we demonstrate the power of our estimator on the international world stock market indices. On the two separate periods of 2002-2005 and 2006-2009, we estimate the tail exponent.
No-compromise reptation quantum Monte Carlo
International Nuclear Information System (INIS)
Yuen, W K; Farrar, Thomas J; Rothstein, Stuart M
2007-01-01
Since its publication, the reptation quantum Monte Carlo algorithm of Baroni and Moroni (1999 Phys. Rev. Lett. 82 4745) has been applied to several important problems in physics, but its mathematical foundations are not well understood. We show that their algorithm is not of typical Metropolis-Hastings type, and we specify conditions required for the generated Markov chain to be stationary and to converge to the intended distribution. The time-step bias may add up, and in many applications it is only the middle of a reptile that is the most important. Therefore, we propose an alternative, 'no-compromise reptation quantum Monte Carlo' to stabilize the middle of the reptile. (fast track communication)
Multilevel Monte Carlo Approaches for Numerical Homogenization
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.
Status of Monte Carlo at Los Alamos
International Nuclear Information System (INIS)
Thompson, W.L.; Cashwell, E.D.
1980-01-01
At Los Alamos the early work of Fermi, von Neumann, and Ulam has been developed and supplemented by many followers, notably Cashwell and Everett, and the main product today is the continuous-energy, general-purpose, generalized-geometry, time-dependent, coupled neutron-photon transport code called MCNP. The Los Alamos Monte Carlo research and development effort is concentrated in Group X-6. MCNP treats an arbitrary three-dimensional configuration of arbitrary materials in geometric cells bounded by first- and second-degree surfaces and some fourth-degree surfaces (elliptical tori). Monte Carlo has evolved into perhaps the main method for radiation transport calculations at Los Alamos. MCNP is used in every technical division at the Laboratory by over 130 users about 600 times a month accounting for nearly 200 hours of CDC-7600 time
Monte Carlo simulations in skin radiotherapy
International Nuclear Information System (INIS)
Sarvari, A.; Jeraj, R.; Kron, T.
2000-01-01
The primary goal of this work was to develop a procedure for calculation the appropriate filter shape for a brachytherapy applicator used for skin radiotherapy. In the applicator a radioactive source is positioned close to the skin. Without a filter, the resultant dose distribution would be highly nonuniform.High uniformity is usually required however. This can be achieved using an appropriately shaped filter, which flattens the dose profile. Because of the complexity of the transport and geometry, Monte Carlo simulations had to be used. An 192 Ir high dose rate photon source was used. All necessary transport parameters were simulated with the MCNP4B Monte Carlo code. A highly efficient iterative procedure was developed, which enabled calculation of the optimal filter shape in only few iterations. The initially non-uniform dose distributions became uniform within a percent when applying the filter calculated by this procedure. (author)
Monte Carlo simulations on SIMD computer architectures
International Nuclear Information System (INIS)
Burmester, C.P.; Gronsky, R.; Wille, L.T.
1992-01-01
In this paper algorithmic considerations regarding the implementation of various materials science applications of the Monte Carlo technique to single instruction multiple data (SIMD) 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 Carl updates per second for the MasPar architecture are presented and compared to values reported in the literature from comparable studies on other architectures
Coevolution Based Adaptive Monte Carlo Localization (CEAMCL
Directory of Open Access Journals (Sweden)
Luo Ronghua
2008-11-01
Full Text Available An adaptive Monte Carlo localization algorithm based on coevolution mechanism of ecological species is proposed. Samples are clustered into species, each of which represents a hypothesis of the robot's pose. Since the coevolution between the species ensures that the multiple distinct hypotheses can be tracked stably, the problem of premature convergence when using MCL in highly symmetric environments can be solved. And the sample size can be adjusted adaptively over time according to the uncertainty of the robot's pose by using the population growth model. In addition, by using the crossover and mutation operators in evolutionary computation, intra-species evolution can drive the samples move towards the regions where the desired posterior density is large. So a small size of samples can represent the desired density well enough to make precise localization. The new algorithm is termed coevolution based adaptive Monte Carlo localization (CEAMCL. Experiments have been carried out to prove the efficiency of the new localization algorithm.
Multilevel sequential Monte-Carlo samplers
Jasra, Ajay
2016-01-01
Multilevel Monte-Carlo methods provide a powerful computational technique for reducing the computational cost of estimating expectations for a given computational effort. They are particularly relevant for computational problems when approximate distributions are determined via a resolution parameter h, with h=0 giving the theoretical exact distribution (e.g. SDEs or inverse problems with PDEs). The method provides a benefit by coupling samples from successive resolutions, and estimating differences of successive expectations. We develop a methodology that brings Sequential Monte-Carlo (SMC) algorithms within the framework of the Multilevel idea, as SMC provides a natural set-up for coupling samples over different resolutions. We prove that the new algorithm indeed preserves the benefits of the multilevel principle, even if samples at all resolutions are now correlated.
Monte Carlo simulation of gas Cerenkov detectors
International Nuclear Information System (INIS)
Mack, J.M.; Jain, M.; Jordan, T.M.
1984-01-01
Theoretical study of selected gamma-ray and electron diagnostic necessitates coupling Cerenkov radiation to electron/photon cascades. A Cerenkov production model and its incorporation into a general geometry Monte Carlo coupled electron/photon transport code is discussed. A special optical photon ray-trace is implemented using bulk optical properties assigned to each Monte Carlo zone. Good agreement exists between experimental and calculated Cerenkov data in the case of a carbon-dioxide gas Cerenkov detector experiment. Cerenkov production and threshold data are presented for a typical carbon-dioxide gas detector that converts a 16.7 MeV photon source to Cerenkov light, which is collected by optics and detected by a photomultiplier
Hypothesis testing of scientific Monte Carlo calculations
Wallerberger, Markus; Gull, Emanuel
2017-11-01
The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and programming bugs. However, the testing paradigms developed for deterministic algorithms have proven to be ill suited for stochastic algorithms. In this paper we demonstrate explicitly how the technique of statistical hypothesis testing, which is in wide use in other fields of science, can be used to devise automatic and reliable tests for Monte Carlo methods, and we show that these tests are able to detect some of the common problems encountered in stochastic scientific simulations. We argue that hypothesis testing should become part of the standard testing toolkit for scientific simulations.
Multilevel sequential Monte-Carlo samplers
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.
Monte Carlo Simulation for Particle Detectors
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...
Status of Monte Carlo at Los Alamos
International Nuclear Information System (INIS)
Thompson, W.L.; Cashwell, E.D.; Godfrey, T.N.K.; Schrandt, R.G.; Deutsch, O.L.; Booth, T.E.
1980-05-01
Four papers were presented by Group X-6 on April 22, 1980, at the Oak Ridge Radiation Shielding Information Center (RSIC) Seminar-Workshop on Theory and Applications of Monte Carlo Methods. These papers are combined into one report for convenience and because they are related to each other. The first paper (by Thompson and Cashwell) is a general survey about X-6 and MCNP and is an introduction to the other three papers. It can also serve as a resume of X-6. The second paper (by Godfrey) explains some of the details of geometry specification in MCNP. The third paper (by Cashwell and Schrandt) illustrates calculating flux at a point with MCNP; in particular, the once-more-collided flux estimator is demonstrated. Finally, the fourth paper (by Thompson, Deutsch, and Booth) is a tutorial on some variance-reduction techniques. It should be required for a fledging Monte Carlo practitioner
DEFF Research Database (Denmark)
Ronkko, Mauno; Ravn, Anders P.
1997-01-01
a differential action, which allows differential equations as primitive actions. The extension allows us to model hybrid systems with both continuous and discrete behaviour. The main result of this paper is an extension of such a hybrid action system with parallel composition. The extension does not change...... the original meaning of the parallel composition, and therefore also the ordinary action systems can be composed in parallel with the hybrid action systems....
Nanoscale Organic Hybrid Electrolytes
Nugent, Jennifer L.
2010-08-20
Nanoscale organic hybrid electrolytes are composed of organic-inorganic hybrid nanostructures, each with a metal oxide or metallic nanoparticle core densely grafted with an ion-conducting polyethylene glycol corona - doped with lithium salt. These materials form novel solvent-free hybrid electrolytes that are particle-rich, soft glasses at room temperature; yet manifest high ionic conductivity and good electrochemical stability above 5V. © 2010 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Nanoscale Organic Hybrid Electrolytes
Nugent, Jennifer L.; Moganty, Surya S.; Archer, Lynden A.
2010-01-01
Nanoscale organic hybrid electrolytes are composed of organic-inorganic hybrid nanostructures, each with a metal oxide or metallic nanoparticle core densely grafted with an ion-conducting polyethylene glycol corona - doped with lithium salt. These materials form novel solvent-free hybrid electrolytes that are particle-rich, soft glasses at room temperature; yet manifest high ionic conductivity and good electrochemical stability above 5V. © 2010 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Directory of Open Access Journals (Sweden)
V. Dvadnenko
2016-06-01
Full Text Available The hybrid vehicle control system includes a start–stop system for an internal combustion engine. The system works in a hybrid mode and normal vehicle operation. To simplify the start–stop system, there were user new possibilities of a hybrid car, which appeared after the conversion. Results of the circuit design of the proposed system of basic blocks are analyzed.
Hybrid radiator cooling system
France, David M.; Smith, David S.; Yu, Wenhua; Routbort, Jules L.
2016-03-15
A method and hybrid radiator-cooling apparatus for implementing enhanced radiator-cooling are provided. The hybrid radiator-cooling apparatus includes an air-side finned surface for air cooling; an elongated vertically extending surface extending outwardly from the air-side finned surface on a downstream air-side of the hybrid radiator; and a water supply for selectively providing evaporative cooling with water flow by gravity on the elongated vertically extending surface.
Handbook of Markov chain Monte Carlo
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.
The lund Monte Carlo for jet fragmentation
International Nuclear Information System (INIS)
Sjoestrand, T.
1982-03-01
We present a Monte Carlo program based on the Lund model for jet fragmentation. Quark, gluon, diquark and hadron jets are considered. Special emphasis is put on the fragmentation of colour singlet jet systems, for which energy, momentum and flavour are conserved explicitly. The model for decays of unstable particles, in particular the weak decay of heavy hadrons, is described. The central part of the paper is a detailed description on how to use the FORTRAN 77 program. (Author)
Monte Carlo methods for preference learning
DEFF Research Database (Denmark)
Viappiani, P.
2012-01-01
Utility elicitation is an important component of many applications, such as decision support systems and recommender systems. Such systems query the users about their preferences and give recommendations based on the system’s belief about the utility function. Critical to these applications is th...... is the acquisition of prior distribution about the utility parameters and the possibility of real time Bayesian inference. In this paper we consider Monte Carlo methods for these problems....
Monte Carlo methods for shield design calculations
International Nuclear Information System (INIS)
Grimstone, M.J.
1974-01-01
A suite of Monte Carlo codes is being developed for use on a routine basis in commercial reactor shield design. The methods adopted for this purpose include the modular construction of codes, simplified geometries, automatic variance reduction techniques, continuous energy treatment of cross section data, and albedo methods for streaming. Descriptions are given of the implementation of these methods and of their use in practical calculations. 26 references. (U.S.)
General purpose code for Monte Carlo simulations
International Nuclear Information System (INIS)
Wilcke, W.W.
1983-01-01
A general-purpose computer called MONTHY has been written to perform Monte Carlo simulations of physical systems. To achieve a high degree of flexibility the code is organized like a general purpose computer, operating on a vector describing the time dependent state of the system under simulation. The instruction set of the computer is defined by the user and is therefore adaptable to the particular problem studied. The organization of MONTHY allows iterative and conditional execution of operations
Introduction to the Monte Carlo methods
International Nuclear Information System (INIS)
Uzhinskij, V.V.
1993-01-01
Codes illustrating the use of Monte Carlo methods in high energy physics such as the inverse transformation method, the ejection method, the particle propagation through the nucleus, the particle interaction with the nucleus, etc. are presented. A set of useful algorithms of random number generators is given (the binomial distribution, the Poisson distribution, β-distribution, γ-distribution and normal distribution). 5 figs., 1 tab
Sequential Monte Carlo with Highly Informative Observations
Del Moral, Pierre; Murray, Lawrence M.
2014-01-01
We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is simulating bridges between given initial and final values. The basic idea is to introduce a schedule of intermediate weighting and resampling times between observation times, which guide particles towards the final state. This can always be done for continuous-...
Monte Carlo codes use in neutron therapy
International Nuclear Information System (INIS)
Paquis, P.; Mokhtari, F.; Karamanoukian, D.; Pignol, J.P.; Cuendet, P.; Iborra, N.
1998-01-01
Monte Carlo calculation codes allow to study accurately all the parameters relevant to radiation effects, like the dose deposition or the type of microscopic interactions, through one by one particle transport simulation. These features are very useful for neutron irradiations, from device development up to dosimetry. This paper illustrates some applications of these codes in Neutron Capture Therapy and Neutron Capture Enhancement of fast neutrons irradiations. (authors)
Quantum Monte Carlo calculations of light nuclei
International Nuclear Information System (INIS)
Pandharipande, V. R.
1999-01-01
Quantum Monte Carlo methods provide an essentially exact way to calculate various properties of nuclear bound, and low energy continuum states, from realistic models of nuclear interactions and currents. After a brief description of the methods and modern models of nuclear forces, we review the results obtained for all the bound, and some continuum states of up to eight nucleons. Various other applications of the methods are reviewed along with future prospects
Monte-Carlo simulation of electromagnetic showers
International Nuclear Information System (INIS)
Amatuni, Ts.A.
1984-01-01
The universal ELSS-1 program for Monte Carlo simulation of high energy electromagnetic showers in homogeneous absorbers of arbitrary geometry is written. The major processes and effects of electron and photon interaction with matter, particularly the Landau-Pomeranchuk-Migdal effect, are taken into account in the simulation procedures. The simulation results are compared with experimental data. Some characteristics of shower detectors and electromagnetic showers for energies up 1 TeV are calculated
Cost of splitting in Monte Carlo transport
International Nuclear Information System (INIS)
Everett, C.J.; Cashwell, E.D.
1978-03-01
In a simple transport problem designed to estimate transmission through a plane slab of x free paths by Monte Carlo methods, it is shown that m-splitting (m > or = 2) does not pay unless exp(x) > m(m + 3)/(m - 1). In such a case, the minimum total cost in terms of machine time is obtained as a function of m, and the optimal value of m is determined
From Monte Carlo to Quantum Computation
Heinrich, Stefan
2001-01-01
Quantum computing was so far mainly concerned with discrete problems. Recently, E. Novak and the author studied quantum algorithms for high dimensional integration and dealt with the question, which advantages quantum computing can bring over classical deterministic or randomized methods for this type of problem. In this paper we give a short introduction to the basic ideas of quantum computing and survey recent results on high dimensional integration. We discuss connections to the Monte Carl...
Monte Carlo simulation of Touschek effect
Directory of Open Access Journals (Sweden)
Aimin Xiao
2010-07-01
Full Text Available We present a Monte Carlo method implementation in the code elegant for simulating Touschek scattering effects in a linac beam. The local scattering rate and the distribution of scattered electrons can be obtained from the code either for a Gaussian-distributed beam or for a general beam whose distribution function is given. In addition, scattered electrons can be tracked through the beam line and the local beam-loss rate and beam halo information recorded.
Energy Technology Data Exchange (ETDEWEB)
Stevens, M. [CrossChasm Technologies, Cambridge, ON (Canada); Marans, B. [Toronto Atmospheric Fund, ON (Canada)
2009-10-15
This paper provided details of a hybrid taxi pilot program conducted to compare the on-road performance of Toyota Camry hybrid vehicles against conventional vehicles over a 1-year period in order to determine the business case and air emission reductions associated with the use of hybrid taxi cabs. Over 750,000 km worth of fuel consumption was captured from 10 Toyota Camry hybrids, a Toyota Prius, and 5 non-hybrid Camry vehicles over an 18-month period. The average real world fuel consumption for the taxis demonstrated that the Toyota Prius has the lowest cost of ownership, while the non-hybrid Camry has the highest cost of ownership. Carbon dioxide (CO{sub 2}) reductions associated with the 10 Camry hybrid taxis were calculated at 236 tonnes over a 7-year taxi service life. Results suggested that the conversion of Toronto's 5680 taxis would yield annual CO{sub 2} emission reductions of over 19,000 tonnes. All hybrid purchasers identified themselves as highly likely to purchase a hybrid again. 5 tabs., 9 figs.
Managing hybrid marketing systems.
Moriarty, R T; Moran, U
1990-01-01
As competition increases and costs become critical, companies that once went to market only one way are adding new channels and using new methods - creating hybrid marketing systems. These hybrid marketing systems hold the promise of greater coverage and reduced costs. But they are also hard to manage; they inevitably raise questions of conflict and control: conflict because marketing units compete for customers; control because new indirect channels are less subject to management authority. Hard as they are to manage, however, hybrid marketing systems promise to become the dominant design, replacing the "purebred" channel strategy in all kinds of businesses. The trick to managing the hybrid is to analyze tasks and channels within and across a marketing system. A map - the hybrid grid - can help managers make sense of their hybrid system. What the chart reveals is that channels are not the basic building blocks of a marketing system; marketing tasks are. The hybrid grid forces managers to consider various combinations of channels and tasks that will optimize both cost and coverage. Managing conflict is also an important element of a successful hybrid system. Managers should first acknowledge the inevitability of conflict. Then they should move to bound it by creating guidelines that spell out which customers to serve through which methods. Finally, a marketing and sales productivity (MSP) system, consisting of a central marketing database, can act as the central nervous system of a hybrid marketing system, helping managers create customized channels and service for specific customer segments.
International Nuclear Information System (INIS)
Stevens, M.; Marans, B.
2009-10-01
This paper provided details of a hybrid taxi pilot program conducted to compare the on-road performance of Toyota Camry hybrid vehicles against conventional vehicles over a 1-year period in order to determine the business case and air emission reductions associated with the use of hybrid taxi cabs. Over 750,000 km worth of fuel consumption was captured from 10 Toyota Camry hybrids, a Toyota Prius, and 5 non-hybrid Camry vehicles over an 18-month period. The average real world fuel consumption for the taxis demonstrated that the Toyota Prius has the lowest cost of ownership, while the non-hybrid Camry has the highest cost of ownership. Carbon dioxide (CO 2 ) reductions associated with the 10 Camry hybrid taxis were calculated at 236 tonnes over a 7-year taxi service life. Results suggested that the conversion of Toronto's 5680 taxis would yield annual CO 2 emission reductions of over 19,000 tonnes. All hybrid purchasers identified themselves as highly likely to purchase a hybrid again. 5 tabs., 9 figs.
National Aeronautics and Space Administration — Armstrong researchers are continuing their efforts to further develop FOSS technologies. A hybrid FOSS technique (HyFOSS) employs conventional continuous grating...
Monte Carlo method for neutron transport problems
International Nuclear Information System (INIS)
Asaoka, Takumi
1977-01-01
Some methods for decreasing variances in Monte Carlo neutron transport calculations are presented together with the results of sample calculations. A general purpose neutron transport Monte Carlo code ''MORSE'' was used for the purpose. The first method discussed in this report is the method of statistical estimation. As an example of this method, the application of the coarse-mesh rebalance acceleration method to the criticality calculation of a cylindrical fast reactor is presented. Effective multiplication factor and its standard deviation are presented as a function of the number of histories and comparisons are made between the coarse-mesh rebalance method and the standard method. Five-group neutron fluxes at core center are also compared with the result of S4 calculation. The second method is the method of correlated sampling. This method was applied to the perturbation calculation of control rod worths in a fast critical assembly (FCA-V-3) Two methods of sampling (similar flight paths and identical flight paths) are tested and compared with experimental results. For every cases the experimental value lies within the standard deviation of the Monte Carlo calculations. The third method is the importance sampling. In this report a biased selection of particle flight directions discussed. This method was applied to the flux calculation in a spherical fast neutron system surrounded by a 10.16 cm iron reflector. Result-direction biasing, path-length stretching, and no biasing are compared with S8 calculation. (Aoki, K.)
Quantum Monte Carlo for vibrating molecules
International Nuclear Information System (INIS)
Brown, W.R.; Lawrence Berkeley National Lab., CA
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 2 O and C 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 2 O and C 3 . In order to construct accurate trial wavefunctions for C 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 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 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
Lattice gauge theories and Monte Carlo simulations
International Nuclear Information System (INIS)
Rebbi, C.
1981-11-01
After some preliminary considerations, the discussion of quantum gauge theories on a Euclidean lattice takes up the definition of Euclidean quantum theory and treatment of the continuum limit; analogy is made with statistical mechanics. Perturbative methods can produce useful results for strong or weak coupling. In the attempts to investigate the properties of the systems for intermediate coupling, numerical methods known as Monte Carlo simulations have proved valuable. The bulk of this paper illustrates the basic ideas underlying the Monte Carlo numerical techniques and the major results achieved with them according to the following program: Monte Carlo simulations (general theory, practical considerations), phase structure of Abelian and non-Abelian models, the observables (coefficient of the linear term in the potential between two static sources at large separation, mass of the lowest excited state with the quantum numbers of the vacuum (the so-called glueball), the potential between two static sources at very small distance, the critical temperature at which sources become deconfined), gauge fields coupled to basonic matter (Higgs) fields, and systems with fermions
Monte Carlo methods and models in finance and insurance
Korn, Ralf; Kroisandt, Gerald
2010-01-01
Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models. The authors separately discuss Monte Carlo techniques, stochastic process basics, and the theoretical background and intuition behind financial and actuarial mathematics, before bringing the topics together to apply the Monte Carlo methods to areas of finance and insurance. This allows for the easy identification of standard Monte Carlo tools and for a detailed focus on the main principles of financial and insurance mathematics. The book describes high-level Monte Carlo methods for standard simulation and the simulation of...
From hybrid swarms to swarms of hybrids
Stohlgren, Thomas J.; Szalanski, Allen L; Gaskin, John F.; Young, Nicholas E.; West, Amanda; Jarnevich, Catherine S.; Tripodi, Amber
2014-01-01
Science has shown that the introgression or hybridization of modern humans (Homo sapiens) with Neanderthals up to 40,000 YBP may have led to the swarm of modern humans on earth. However, there is little doubt that modern trade and transportation in support of the humans has continued to introduce additional species, genotypes, and hybrids to every country on the globe. We assessed the utility of species distributions modeling of genotypes to assess the risk of current and future invaders. We evaluated 93 locations of the genus Tamarix for which genetic data were available. Maxent models of habitat suitability showed that the hybrid, T. ramosissima x T. chinensis, was slightly greater than the parent taxa (AUCs > 0.83). General linear models of Africanized honey bees, a hybrid cross of Tanzanian Apis mellifera scutellata and a variety of European honey bee including A. m. ligustica, showed that the Africanized bees (AUC = 0.81) may be displacing European honey bees (AUC > 0.76) over large areas of the southwestern U.S. More important, Maxent modeling of sub-populations (A1 and A26 mitotypes based on mDNA) could be accurately modeled (AUC > 0.9), and they responded differently to environmental drivers. This suggests that rapid evolutionary change may be underway in the Africanized bees, allowing the bees to spread into new areas and extending their total range. Protecting native species and ecosystems may benefit from risk maps of harmful invasive species, hybrids, and genotypes.
Belo Monte hydropower project: actual studies; AHE Belo Monte: os estudos atuais
Energy Technology Data Exchange (ETDEWEB)
Figueira Netto, Carlos Alberto de Moya [CNEC Engenharia S.A., Sao Paulo, SP (Brazil); Rezende, Paulo Fernando Vieira Souto [Centrais Eletricas Brasileiras S.A. (ELETROBRAS), Rio de Janeiro, RJ (Brazil)
2008-07-01
This article presents the evolution of the studies of Belo Monte Hydro Power Project (HPP) since the initial inventory studies of the Xingu River in 1979 until the current studies for conclusion of the Technical, Economic and Environmental Feasibility Studies the Belo Monte Hydro Power Project, as authorized by Brazilian National Congress. The current studies characterize the Belo Monte HPP with an installed capacity of 11,181.3 MW (20 units of 550 MW in the main power house and 7 units of 25.9 MW in the additional power house), connected to the Brazilian Interconnected Power Grid, allowing to generate 4,796 mean MW of firm energy, without depending on any flow rate regularization of the upstream Xingu river flooding only 441 k m2, of which approximately 200 k m2, correspond to the normal annual wet season flooding of the Xingu River. (author)
Guideline of Monte Carlo calculation. Neutron/gamma ray transport simulation by Monte Carlo method
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.
Ottenburghs, Jente; Hooft, van Pim; Wieren, van Sipke E.; Ydenberg, Ronald C.; Prins, Herbert H.T.
2016-01-01
The high incidence of hybridization in waterfowl (ducks, geese and swans) makes this bird group an excellent study system to answer questions related to the evolution and maintenance of species boundaries. However, knowledge on waterfowl hybridization is biased towards ducks, with a large
International Nuclear Information System (INIS)
Bender, D.J.
1978-01-01
The hybrid reactor studies are reviewed. The optimization of the point design and work on a reference design are described. The status of the nuclear analysis of fast spectrum blankets, systems studies for fissile fuel producing hybrid reactor, and the mechanical design of the machine are reviewed
Hybrid Universities in Malaysia
Lee, Molly; Wan, Chang Da; Sirat, Morshidi
2017-01-01
Are Asian universities different from those in Western countries? Premised on the hypothesis that Asian universities are different because of hybridization between Western academic models and local traditional cultures, this paper investigates the hybrid characteristics in Malaysian universities resulting from interaction between contemporary…
Energy Technology Data Exchange (ETDEWEB)
Gaemperli, Oliver [University Hospital Zurich, Cardiac Imaging, Zurich (Switzerland); University Hospital Zurich, Nuclear Cardiology, Cardiovascular Center, Zurich (Switzerland); Kaufmann, Philipp A. [University Hospital Zurich, Cardiac Imaging, Zurich (Switzerland); Alkadhi, Hatem [University Hospital Zurich, Institute of Diagnostic and Interventional Radiology, Zurich (Switzerland)
2014-05-15
Hybrid cardiac single photon emission computed tomography (SPECT)/CT imaging allows combined assessment of anatomical and functional aspects of cardiac disease. In coronary artery disease (CAD), hybrid SPECT/CT imaging allows detection of coronary artery stenosis and myocardial perfusion abnormalities. The clinical value of hybrid imaging has been documented in several subsets of patients. In selected groups of patients, hybrid imaging improves the diagnostic accuracy to detect CAD compared to the single imaging techniques. Additionally, this approach facilitates functional interrogation of coronary stenoses and guidance with regard to revascularization procedures. Moreover, the anatomical information obtained from CT coronary angiography or coronary artery calcium scores (CACS) adds prognostic information over perfusion data from SPECT. The use of cardiac hybrid imaging has been favoured by the dissemination of dedicated hybrid systems and the release of dedicated image fusion software, which allow simple patient throughput for hybrid SPECT/CT studies. Further technological improvements such as more efficient detector technology to allow for low-radiation protocols, ultra-fast image acquisition and improved low-noise image reconstruction algorithms will be instrumental to further promote hybrid SPECT/CT in research and clinical practice. (orig.)
Schutten, Johannes M.J.
1995-01-01
We consider the problem of scheduling jobs in a hybrid job shop. We use the term 'hybrid' to indicate that we consider a lot of extensions of the classic job shop, such as transportation times, multiple resources, and setup times. The Shifting Bottleneck procedure can be generalized to deal with
DEFF Research Database (Denmark)
Othman @ Marzuki, Muzaidi Bin; Anvari-Moghaddam, Amjad; Guerrero, Josep M.
2017-01-01
Strict regulation on emissions of air pollutants imposed by the maritime authorities has led to the introduction of hybrid microgrids to the shipboard power systems (SPSs) which acts toward energy efficient ships with less pollution. A hybrid energy system can include different means of generation...
Hybrid intelligent engineering systems
Jain, L C; Adelaide, Australia University of
1997-01-01
This book on hybrid intelligent engineering systems is unique, in the sense that it presents the integration of expert systems, neural networks, fuzzy systems, genetic algorithms, and chaos engineering. It shows that these new techniques enhance the capabilities of one another. A number of hybrid systems for solving engineering problems are presented.
DEFF Research Database (Denmark)
Olderog, Ernst-Rüdiger; Ravn, Anders Peter
2007-01-01
An introduction to three papers in a special issue on Hybrid Systems. These paper were first presented at an IFIP WG 2.2 meeting in Skagen 2005.......An introduction to three papers in a special issue on Hybrid Systems. These paper were first presented at an IFIP WG 2.2 meeting in Skagen 2005....
Hybrid functional pseudopotentials
Yang, Jing; Tan, Liang Z.; Rappe, Andrew M.
2018-02-01
The consistency between the exchange-correlation functional used in pseudopotential construction and in the actual density functional theory calculation is essential for the accurate prediction of fundamental properties of materials. However, routine hybrid density functional calculations at present still rely on generalized gradient approximation pseudopotentials due to the lack of hybrid functional pseudopotentials. Here, we present a scheme for generating hybrid functional pseudopotentials, and we analyze the importance of pseudopotential density functional consistency for hybrid functionals. For the PBE0 hybrid functional, we benchmark our pseudopotentials for structural parameters and fundamental electronic gaps of the Gaussian-2 (G2) molecular dataset and some simple solids. Our results show that using our PBE0 pseudopotentials in PBE0 calculations improves agreement with respect to all-electron calculations.
Statistical estimation Monte Carlo for unreliability evaluation of highly reliable system
International Nuclear Information System (INIS)
Xiao Gang; Su Guanghui; Jia Dounan; Li Tianduo
2000-01-01
Based on analog Monte Carlo simulation, statistical Monte Carlo methods for unreliable evaluation of highly reliable system are constructed, including direct statistical estimation Monte Carlo method and weighted statistical estimation Monte Carlo method. The basal element is given, and the statistical estimation Monte Carlo estimators are derived. Direct Monte Carlo simulation method, bounding-sampling method, forced transitions Monte Carlo method, direct statistical estimation Monte Carlo and weighted statistical estimation Monte Carlo are used to evaluate unreliability of a same system. By comparing, weighted statistical estimation Monte Carlo estimator has smallest variance, and has highest calculating efficiency
Investigating the impossible: Monte Carlo simulations
International Nuclear Information System (INIS)
Kramer, Gary H.; Crowley, Paul; Burns, Linda C.
2000-01-01
Designing and testing new equipment can be an expensive and time consuming process or the desired performance characteristics may preclude its construction due to technological shortcomings. Cost may also prevent equipment being purchased for other scenarios to be tested. An alternative is to use Monte Carlo simulations to make the investigations. This presentation exemplifies how Monte Carlo code calculations can be used to fill the gap. An example is given for the investigation of two sizes of germanium detector (70 mm and 80 mm diameter) at four different crystal thicknesses (15, 20, 25, and 30 mm) and makes predictions on how the size affects the counting efficiency and the Minimum Detectable Activity (MDA). The Monte Carlo simulations have shown that detector efficiencies can be adequately modelled using photon transport if the data is used to investigate trends. The investigation of the effect of detector thickness on the counting efficiency has shown that thickness for a fixed diameter detector of either 70 mm or 80 mm is unimportant up to 60 keV. At higher photon energies, the counting efficiency begins to decrease as the thickness decreases as expected. The simulations predict that the MDA of either the 70 mm or 80 mm diameter detectors does not differ by more than a factor of 1.15 at 17 keV or 1.2 at 60 keV when comparing detectors of equivalent thicknesses. The MDA is slightly increased at 17 keV, and rises by about 52% at 660 keV, when the thickness is decreased from 30 mm to 15 mm. One could conclude from this information that the extra cost associated with the larger area Ge detectors may not be justified for the slight improvement predicted in the MDA. (author)
A hybrid approach to simulate multiple photon scattering in X-ray imaging
International Nuclear Information System (INIS)
Freud, N.; Letang, J.-M.; Babot, D.
2005-01-01
A hybrid simulation approach is proposed to compute the contribution of scattered radiation in X- or γ-ray imaging. This approach takes advantage of the complementarity between the deterministic and probabilistic simulation methods. The proposed hybrid method consists of two stages. Firstly, a set of scattering events occurring in the inspected object is determined by means of classical Monte Carlo simulation. Secondly, this set of scattering events is used as a starting point to compute the energy imparted to the detector, with a deterministic algorithm based on a 'forced detection' scheme. For each scattering event, the probability for the scattered photon to reach each pixel of the detector is calculated using well-known physical models (form factor and incoherent scattering function approximations, in the case of Rayleigh and Compton scattering respectively). The results of the proposed hybrid approach are compared to those obtained with the Monte Carlo method alone (Geant4 code) and found to be in excellent agreement. The convergence of the results when the number of scattering events increases is studied. The proposed hybrid approach makes it possible to simulate the contribution of each type (Compton or Rayleigh) and order of scattering, separately or together, with a single PC, within reasonable computation times (from minutes to hours, depending on the number of pixels of the detector). This constitutes a substantial benefit, compared to classical simulation methods (Monte Carlo or deterministic approaches), which usually requires a parallel computing architecture to obtain comparable results
A hybrid approach to simulate multiple photon scattering in X-ray imaging
Energy Technology Data Exchange (ETDEWEB)
Freud, N. [CNDRI, Laboratory of Nondestructive Testing using Ionizing Radiations, INSA-Lyon Scientific and Technical University, Bat. Antoine de Saint-Exupery, 20, avenue Albert Einstein, 69621 Villeurbanne Cedex (France)]. E-mail: nicolas.freud@insa-lyon.fr; Letang, J.-M. [CNDRI, Laboratory of Nondestructive Testing using Ionizing Radiations, INSA-Lyon Scientific and Technical University, Bat. Antoine de Saint-Exupery, 20, avenue Albert Einstein, 69621 Villeurbanne Cedex (France); Babot, D. [CNDRI, Laboratory of Nondestructive Testing using Ionizing Radiations, INSA-Lyon Scientific and Technical University, Bat. Antoine de Saint-Exupery, 20, avenue Albert Einstein, 69621 Villeurbanne Cedex (France)
2005-01-01
A hybrid simulation approach is proposed to compute the contribution of scattered radiation in X- or {gamma}-ray imaging. This approach takes advantage of the complementarity between the deterministic and probabilistic simulation methods. The proposed hybrid method consists of two stages. Firstly, a set of scattering events occurring in the inspected object is determined by means of classical Monte Carlo simulation. Secondly, this set of scattering events is used as a starting point to compute the energy imparted to the detector, with a deterministic algorithm based on a 'forced detection' scheme. For each scattering event, the probability for the scattered photon to reach each pixel of the detector is calculated using well-known physical models (form factor and incoherent scattering function approximations, in the case of Rayleigh and Compton scattering respectively). The results of the proposed hybrid approach are compared to those obtained with the Monte Carlo method alone (Geant4 code) and found to be in excellent agreement. The convergence of the results when the number of scattering events increases is studied. The proposed hybrid approach makes it possible to simulate the contribution of each type (Compton or Rayleigh) and order of scattering, separately or together, with a single PC, within reasonable computation times (from minutes to hours, depending on the number of pixels of the detector). This constitutes a substantial benefit, compared to classical simulation methods (Monte Carlo or deterministic approaches), which usually requires a parallel computing architecture to obtain comparable results.
International Nuclear Information System (INIS)
Clouet, J.F.; Samba, G.
2005-01-01
We use asymptotic analysis to study the diffusion limit of the Symbolic Implicit Monte-Carlo (SIMC) method for the transport equation. For standard SIMC with piecewise constant basis functions, we demonstrate mathematically that the solution converges to the solution of a wrong diffusion equation. Nevertheless a simple extension to piecewise linear basis functions enables to obtain the correct solution. This improvement allows the calculation in opaque medium on a mesh resolving the diffusion scale much larger than the transport scale. Anyway, the huge number of particles which is necessary to get a correct answer makes this computation time consuming. Thus, we have derived from this asymptotic study an hybrid method coupling deterministic calculation in the opaque medium and Monte-Carlo calculation in the transparent medium. This method gives exactly the same results as the previous one but at a much lower price. We present numerical examples which illustrate the analysis. (authors)
Monte Carlo Simulation of an American Option
Directory of Open Access Journals (Sweden)
Gikiri Thuo
2007-04-01
Full Text Available We implement gradient estimation techniques for sensitivity analysis of option pricing which can be efficiently employed in Monte Carlo simulation. Using these techniques we can simultaneously obtain an estimate of the option value together with the estimates of sensitivities of the option value to various parameters of the model. After deriving the gradient estimates we incorporate them in an iterative stochastic approximation algorithm for pricing an option with early exercise features. We illustrate the procedure using an example of an American call option with a single dividend that is analytically tractable. In particular we incorporate estimates for the gradient with respect to the early exercise threshold level.
Monte Carlo study of the multiquark systems
International Nuclear Information System (INIS)
Kerbikov, B.O.; Polikarpov, M.I.; Zamolodchikov, A.B.
1986-01-01
Random walks have been used to calculate the energies of the ground states in systems of N=3, 6, 9, 12 quarks. Multiquark states with N>3 are unstable with respect to the spontaneous dissociation into color singlet hadrons. The modified Green's function Monte Carlo algorithm which proved to be more simple and much accurate than the conventional few body methods have been employed. In contrast to other techniques, the same equations are used for any number of particles, while the computer time increases only linearly V, S the number of particles
Monte Carlo eigenfunction strategies and uncertainties
International Nuclear Information System (INIS)
Gast, R.C.; Candelore, N.R.
1974-01-01
Comparisons of convergence rates for several possible eigenfunction source strategies led to the selection of the ''straight'' analog of the analytic power method as the source strategy for Monte Carlo eigenfunction calculations. To insure a fair game strategy, the number of histories per iteration increases with increasing iteration number. The estimate of eigenfunction uncertainty is obtained from a modification of a proposal by D. B. MacMillan and involves only estimates of the usual purely statistical component of uncertainty and a serial correlation coefficient of lag one. 14 references. (U.S.)
ATLAS Monte Carlo tunes for MC09
The ATLAS collaboration
2010-01-01
This note describes the ATLAS tunes of underlying event and minimum bias description for the main Monte Carlo generators used in the MC09 production. For the main shower generators, pythia and herwig (with jimmy), the MRST LO* parton distribution functions (PDFs) were used for the first time in ATLAS. Special studies on the performance of these, conceptually new, PDFs for high pt physics processes at LHC energies are presented. In addition, a tune of jimmy for CTEQ6.6 is presented, for use with MC@NLO.
Markov chains analytic and Monte Carlo computations
Graham, Carl
2014-01-01
Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies.A detailed and rigorous presentation of Markov chains with discrete time and state space.An appendix presenting probabilistic notions that are nec
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...... 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...
Monte Carlo method in radiation transport problems
International Nuclear Information System (INIS)
Dejonghe, G.; Nimal, J.C.; Vergnaud, T.
1986-11-01
In neutral radiation transport problems (neutrons, photons), two values are important: the flux in the phase space and the density of particles. To solve the problem with Monte Carlo method leads to, among other things, build a statistical process (called the play) and to provide a numerical value to a variable x (this attribution is called score). Sampling techniques are presented. Play biasing necessity is proved. A biased simulation is made. At last, the current developments (rewriting of programs for instance) are presented due to several reasons: two of them are the vectorial calculation apparition and the photon and neutron transport in vacancy media [fr
Mosaic crystal algorithm for Monte Carlo simulations
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.)
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....
Monte Carlo methods to calculate impact probabilities
Rickman, H.; Wiśniowski, T.; Wajer, P.; Gabryszewski, R.; Valsecchi, G. B.
2014-09-01
Context. Unraveling the events that took place in the solar system during the period known as the late heavy bombardment requires the interpretation of the cratered surfaces of the Moon and terrestrial planets. This, in turn, requires good estimates of the statistical impact probabilities for different source populations of projectiles, a subject that has received relatively little attention, since the works of Öpik (1951, Proc. R. Irish Acad. Sect. A, 54, 165) and Wetherill (1967, J. Geophys. Res., 72, 2429). Aims: We aim to work around the limitations of the Öpik and Wetherill formulae, which are caused by singularities due to zero denominators under special circumstances. Using modern computers, it is possible to make good estimates of impact probabilities by means of Monte Carlo simulations, and in this work, we explore the available options. Methods: We describe three basic methods to derive the average impact probability for a projectile with a given semi-major axis, eccentricity, and inclination with respect to a target planet on an elliptic orbit. One is a numerical averaging of the Wetherill formula; the next is a Monte Carlo super-sizing method using the target's Hill sphere. The third uses extensive minimum orbit intersection distance (MOID) calculations for a Monte Carlo sampling of potentially impacting orbits, along with calculations of the relevant interval for the timing of the encounter allowing collision. Numerical experiments are carried out for an intercomparison of the methods and to scrutinize their behavior near the singularities (zero relative inclination and equal perihelion distances). Results: We find an excellent agreement between all methods in the general case, while there appear large differences in the immediate vicinity of the singularities. With respect to the MOID method, which is the only one that does not involve simplifying assumptions and approximations, the Wetherill averaging impact probability departs by diverging toward
MBR Monte Carlo Simulation in PYTHIA8
Ciesielski, R.
We present the MBR (Minimum Bias Rockefeller) Monte Carlo simulation of (anti)proton-proton interactions and its implementation in the PYTHIA8 event generator. We discuss the total, elastic, and total-inelastic cross sections, and three contributions from diffraction dissociation processes that contribute to the latter: single diffraction, double diffraction, and central diffraction or double-Pomeron exchange. The event generation follows a renormalized-Regge-theory model, successfully tested using CDF data. Based on the MBR-enhanced PYTHIA8 simulation, we present cross-section predictions for the LHC and beyond, up to collision energies of 50 TeV.
Spectral functions from Quantum Monte Carlo
International Nuclear Information System (INIS)
Silver, R.N.
1989-01-01
In his review, D. Scalapino identified two serious limitations on the application of Quantum Monte Carlo (QMC) methods to the models of interest in High T c Superconductivity (HTS). One is the ''sign problem''. The other is the ''analytic continuation problem'', which is how to extract electron spectral functions from QMC calculations of the imaginary time Green's functions. Through-out this Symposium on HTS, the spectral functions have been the focus for the discussion of normal state properties including the applicability of band theory, Fermi liquid theory, marginal Fermi liquids, and novel non-perturbative states. 5 refs., 1 fig
An analysis of Monte Carlo tree search
CSIR Research Space (South Africa)
James, S
2017-02-01
Full Text Available Tree Search Steven James∗, George Konidaris† & Benjamin Rosman∗‡ ∗University of the Witwatersrand, Johannesburg, South Africa †Brown University, Providence RI 02912, USA ‡Council for Scientific and Industrial Research, Pretoria, South Africa steven....james@students.wits.ac.za, gdk@cs.brown.edu, brosman@csir.co.za Abstract Monte Carlo Tree Search (MCTS) is a family of directed search algorithms that has gained widespread attention in re- cent years. Despite the vast amount of research into MCTS, the effect of modifications...
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.
Monte Carlo simulation for the transport beamline
International Nuclear Information System (INIS)
Romano, F.; Cuttone, G.; Jia, S. B.; Varisano, A.; Attili, A.; Marchetto, F.; Russo, G.; Cirrone, G. A. P.; Schillaci, F.; Scuderi, V.; Carpinelli, M.; Tramontana, A.
2013-01-01
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
Diffusion quantum Monte Carlo for molecules
International Nuclear Information System (INIS)
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 2 ) as a density of ''walks.'' The walks undergo an exponential birth and death as given by the rate term. 16 refs., 2 tabs
Monte Carlo modelling for neutron guide losses
International Nuclear Information System (INIS)
Cser, L.; Rosta, L.; Toeroek, Gy.
1989-09-01
In modern research reactors, neutron guides are commonly used for beam conducting. The neutron guide is a well polished or equivalently smooth glass tube covered inside by sputtered or evaporated film of natural Ni or 58 Ni isotope where the neutrons are totally reflected. A Monte Carlo calculation was carried out to establish the real efficiency and the spectral as well as spatial distribution of the neutron beam at the end of a glass mirror guide. The losses caused by mechanical inaccuracy and mirror quality were considered and the effects due to the geometrical arrangement were analyzed. (author) 2 refs.; 2 figs
Diffusion Monte Carlo approach versus adiabatic computation for local Hamiltonians
Bringewatt, Jacob; Dorland, William; Jordan, Stephen P.; Mink, Alan
2018-02-01
Most research regarding quantum adiabatic optimization has focused on stoquastic Hamiltonians, whose ground states can be expressed with only real non-negative amplitudes and thus for whom destructive interference is not manifest. This raises the question of whether classical Monte Carlo algorithms can efficiently simulate quantum adiabatic optimization with stoquastic Hamiltonians. Recent results have given counterexamples in which path-integral and diffusion Monte Carlo fail to do so. However, most adiabatic optimization algorithms, such as for solving MAX-k -SAT problems, use k -local Hamiltonians, whereas our previous counterexample for diffusion Monte Carlo involved n -body interactions. Here we present a 6-local counterexample which demonstrates that even for these local Hamiltonians there are cases where diffusion Monte Carlo cannot efficiently simulate quantum adiabatic optimization. Furthermore, we perform empirical testing of diffusion Monte Carlo on a standard well-studied class of permutation-symmetric tunneling problems and similarly find large advantages for quantum optimization over diffusion Monte Carlo.
International Nuclear Information System (INIS)
Zhang, B.; Li, G.; Wang, W.; Shangguan, D.; Deng, L.
2015-01-01
This paper introduces the Strategy of multilevel hybrid parallelism of JCOGIN Infrastructure on Monte Carlo Particle Transport for the large-scale full-core pin-by-pin simulations. The particle parallelism, domain decomposition parallelism and MPI/OpenMP parallelism are designed and implemented. By the testing, JMCT presents the parallel scalability of JCOGIN, which reaches the parallel efficiency 80% on 120,000 cores for the pin-by-pin computation of the BEAVRS benchmark. (author)
Monte Carlo learning/biasing experiment with intelligent random numbers
International Nuclear Information System (INIS)
Booth, T.E.
1985-01-01
A Monte Carlo learning and biasing technique is described that does its learning and biasing in the random number space rather than the physical phase-space. The technique is probably applicable to all linear Monte Carlo problems, but no proof is provided here. Instead, the technique is illustrated with a simple Monte Carlo transport problem. Problems encountered, problems solved, and speculations about future progress are discussed. 12 refs
Discrete diffusion Monte Carlo for frequency-dependent radiative transfer
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Thompson, Kelly G.; Urbatsch, Todd J.
2011-01-01
Discrete Diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Implicit Monte Carlo radiative-transfer simulations. In this paper, we develop an extension of DDMC for frequency-dependent radiative transfer. We base our new DDMC method on a frequency integrated diffusion equation for frequencies below a specified threshold. Above this threshold we employ standard Monte Carlo. With a frequency-dependent test problem, we confirm the increased efficiency of our new DDMC technique. (author)
Monte Carlo criticality analysis for dissolvers with neutron poison
International Nuclear Information System (INIS)
Yu, Deshun; Dong, Xiufang; Pu, Fuxiang.
1987-01-01
Criticality analysis for dissolvers with neutron poison is given on the basis of Monte Carlo method. In Monte Carlo calculations of thermal neutron group parameters for fuel pieces, neutron transport length is determined in terms of maximum cross section approach. A set of related effective multiplication factors (K eff ) are calculated by Monte Carlo method for the three cases. Related numerical results are quite useful for the design and operation of this kind of dissolver in the criticality safety analysis. (author)
Temperature variance study in Monte-Carlo photon transport theory
International Nuclear Information System (INIS)
Giorla, J.
1985-10-01
We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case [fr
Hybrid electric vehicles TOPTEC
Energy Technology Data Exchange (ETDEWEB)
NONE
1994-06-21
This one-day TOPTEC session began with an overview of hybrid electric vehicle technology. Updates were given on alternative types of energy storage, APU control for low emissions, simulation programs, and industry and government activities. The keynote speech was about battery technology, a key element to the success of hybrids. The TOPEC concluded with a panel discussion on the mission of hybrid electric vehicles, with a perspective from industry and government experts from United States and Canada on their view of the role of this technology.
Hybrid systems with constraints
Daafouz, Jamal; Sigalotti, Mario
2013-01-01
Control theory is the main subject of this title, in particular analysis and control design for hybrid dynamic systems.The notion of hybrid systems offers a strong theoretical and unified framework to cope with the modeling, analysis and control design of systems where both continuous and discrete dynamics interact. The theory of hybrid systems has been the subject of intensive research over the last decade and a large number of diverse and challenging problems have been investigated. Nevertheless, many important mathematical problems remain open.This book is dedicated mainly to
International Nuclear Information System (INIS)
Semay, Claude; Buisseret, Fabien; Silvestre-Brac, Bernard
2009-01-01
A hybrid meson is a quark-antiquark pair in which, contrary to ordinary mesons, the gluon field is in an excited state. In the framework of constituent models, the interaction potential is assumed to be the energy of an excited string. An approximate, but accurate, analytical solution of the Schroedinger equation with such a potential is presented. When applied to hybrid charmonia and bottomonia, towers of states are predicted in which the masses are a linear function of a harmonic oscillator band number for the quark-antiquark pair. Such a formula could be a reliable guide for the experimental detection of heavy hybrid mesons.
Energy Technology Data Exchange (ETDEWEB)
Bazeia, D.; Lima, Elisama E.M.; Losano, L. [Universidade Federal da Paraiba, Departamento de Fisica, Joao Pessoa, PB (Brazil)
2017-02-15
This work reports on models described by two real scalar fields coupled with gravity in the five-dimensional spacetime, with a warped geometry involving one infinite extra dimension. Through a mechanism that smoothly changes a thick brane into a hybrid brane, one investigates the appearance of hybrid branes hosting internal structure, characterized by the splitting on the energy density and the volcano potential, induced by the parameter which controls interactions between the two scalar fields. In particular, we investigate distinct symmetric and asymmetric hybrid brane scenarios. (orig.)
Le Comte de Monte Cristo: da literatura ao cinema
Caravela, Natércia Murta Silva
2008-01-01
A presente dissertação discute o diálogo estabelecido entre literatura e cinema no tratamento da personagem principal – um homem traído que se vinga de forma cruel dos seus inimigos – na obra literária Le Comte de Monte-Cristo, de Alexandre Dumas, e nas três adaptações fílmicas escolhidas: Le Comte de Monte-Cristo de Robert Vernay (1943); The count of Monte Cristo de David Greene (1975) e The count of Monte Cristo de Kevin Reynolds (2002). O projecto centra-se na análise da ...
Wielandt acceleration for MCNP5 Monte Carlo eigenvalue calculations
International Nuclear Information System (INIS)
Brown, F.
2007-01-01
Monte Carlo criticality calculations use the power iteration method to determine the eigenvalue (k eff ) and eigenfunction (fission source distribution) of the fundamental mode. A recently proposed method for accelerating convergence of the Monte Carlo power iteration using Wielandt's method has been implemented in a test version of MCNP5. The method is shown to provide dramatic improvements in convergence rates and to greatly reduce the possibility of false convergence assessment. The method is effective and efficient, improving the Monte Carlo figure-of-merit for many problems. In addition, the method should eliminate most of the underprediction bias in confidence intervals for Monte Carlo criticality calculations. (authors)
Monte Carlo shielding analyses using an automated biasing procedure
International Nuclear Information System (INIS)
Tang, J.S.; Hoffman, T.J.
1988-01-01
A systematic and automated approach for biasing Monte Carlo shielding calculations is described. In particular, adjoint fluxes from a one-dimensional discrete ordinates calculation are used to generate biasing parameters for a Monte Carlo calculation. The entire procedure of adjoint calculation, biasing parameters generation, and Monte Carlo calculation has been automated. The automated biasing procedure has been applied to several realistic deep-penetration shipping cask problems. The results obtained for neutron and gamma-ray transport indicate that with the automated biasing procedure Monte Carlo shielding calculations of spent-fuel casks can be easily performed with minimum effort and that accurate results can be obtained at reasonable computing cost
Monte Carlo techniques for analyzing deep-penetration problems
International Nuclear Information System (INIS)
Cramer, S.N.; Gonnord, J.; Hendricks, J.S.
1986-01-01
Current methods and difficulties in Monte Carlo deep-penetration calculations are reviewed, including statistical uncertainty and recent adjoint optimization of splitting, Russian roulette, and exponential transformation biasing. Other aspects of the random walk and estimation processes are covered, including the relatively new DXANG angular biasing technique. Specific items summarized are albedo scattering, Monte Carlo coupling techniques with discrete ordinates and other methods, adjoint solutions, and multigroup Monte Carlo. The topic of code-generated biasing parameters is presented, including the creation of adjoint importance functions from forward calculations. Finally, current and future work in the area of computer learning and artificial intelligence is discussed in connection with Monte Carlo applications
Igo - A Monte Carlo Code For Radiotherapy Planning
International Nuclear Information System (INIS)
Goldstein, M.; Regev, D.
1999-01-01
The goal of radiation therapy is to deliver a lethal dose to the tumor, while minimizing the dose to normal tissues and vital organs. To carry out this task, it is critical to calculate correctly the 3-D dose delivered. Monte Carlo transport methods (especially the Adjoint Monte Carlo have the potential to provide more accurate predictions of the 3-D dose the currently used methods. IG0 is a Monte Carlo code derived from the general Monte Carlo Program - MCNP, tailored specifically for calculating the effects of radiation therapy. This paper describes the IG0 transport code, the PIG0 interface and some preliminary results
Quantum statistical Monte Carlo methods and applications to spin systems
International Nuclear Information System (INIS)
Suzuki, M.
1986-01-01
A short review is given concerning the quantum statistical Monte Carlo method based on the equivalence theorem that d-dimensional quantum systems are mapped onto (d+1)-dimensional classical systems. The convergence property of this approximate tansformation is discussed in detail. Some applications of this general appoach to quantum spin systems are reviewed. A new Monte Carlo method, ''thermo field Monte Carlo method,'' is presented, which is an extension of the projection Monte Carlo method at zero temperature to that at finite temperatures
Variational Variance Reduction for Monte Carlo Criticality Calculations
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Larsen, Edward W.
2001-01-01
A new variational variance reduction (VVR) method for Monte Carlo criticality calculations was developed. This method employs (a) a variational functional that is more accurate than the standard direct functional, (b) a representation of the deterministically obtained adjoint flux that is especially accurate for optically thick problems with high scattering ratios, and (c) estimates of the forward flux obtained by Monte Carlo. The VVR method requires no nonanalog Monte Carlo biasing, but it may be used in conjunction with Monte Carlo biasing schemes. Some results are presented from a class of criticality calculations involving alternating arrays of fuel and moderator regions
Applications of the Monte Carlo method in radiation protection
International Nuclear Information System (INIS)
Kulkarni, R.N.; Prasad, M.A.
1999-01-01
This paper gives a brief introduction to the application of the Monte Carlo method in radiation protection. It may be noted that an exhaustive review has not been attempted. The special advantage of the Monte Carlo method has been first brought out. The fundamentals of the Monte Carlo method have next been explained in brief, with special reference to two applications in radiation protection. Some sample current applications have been reported in the end in brief as examples. They are, medical radiation physics, microdosimetry, calculations of thermoluminescence intensity and probabilistic safety analysis. The limitations of the Monte Carlo method have also been mentioned in passing. (author)
Multi-Index Monte Carlo (MIMC)
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).
Multi-Index Monte Carlo (MIMC)
Haji Ali, Abdul Lateef; Nobile, Fabio; Tempone, Raul
2016-01-01
We propose and analyze a novel Multi-Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles. Inspired by Giles s seminal work, instead of using first-order differences as in MLMC, we use in MIMC high-order mixed differences to reduce the variance of the hierarchical differences dramatically. Under standard assumptions on the convergence rates of the weak error, variance and work per sample, the optimal index set turns out to be of Total Degree (TD) type. When using such sets, MIMC yields new and improved complexity results, which are natural generalizations of Giles s MLMC analysis, and which increase the domain of problem parameters for which we achieve the optimal convergence, O(TOL-2).
Multi-Index Monte Carlo (MIMC)
Haji Ali, Abdul Lateef; Nobile, Fabio; Tempone, Raul
2015-01-01
We propose and analyze a novel Multi-Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles. Inspired by Giles’s seminal work, instead of using first-order differences as in MLMC, we use in MIMC high-order mixed differences to reduce the variance of the hierarchical differences dramatically. Under standard assumptions on the convergence rates of the weak error, variance and work per sample, the optimal index set turns out to be of Total Degree (TD) type. When using such sets, MIMC yields new and improved complexity results, which are natural generalizations of Giles’s MLMC analysis, and which increase the domain of problem parameters for which we achieve the optimal convergence.
International Nuclear Information System (INIS)
Ohta, Shigemi
1996-01-01
The Self-Test Monte Carlo (STMC) method resolves the main problems in using algebraic pseudo-random numbers for Monte Carlo (MC) calculations: that they can interfere with MC algorithms and lead to erroneous results, and that such an error often cannot be detected without known exact solution. STMC is based on good randomness of about 10 10 bits available from physical noise or transcendental numbers like π = 3.14---. Various bit modifiers are available to get more bits for applications that demands more than 10 10 random bits such as lattice quantum chromodynamics (QCD). These modifiers are designed so that a) each of them gives a bit sequence comparable in randomness as the original if used separately from each other, and b) their mutual interference when used jointly in a single MC calculation is adjustable. Intermediate data of the MC calculation itself are used to quantitatively test and adjust the mutual interference of the modifiers in respect of the MC algorithm. STMC is free of systematic error and gives reliable statistical error. Also it can be easily implemented on vector and parallel supercomputers. (author)
Algorithms for Monte Carlo calculations with fermions
International Nuclear Information System (INIS)
Weingarten, D.
1985-01-01
We describe a fermion Monte Carlo algorithm due to Petcher and the present author and another due to Fucito, Marinari, Parisi and Rebbi. For the first algorithm we estimate the number of arithmetic operations required to evaluate a vacuum expectation value grows as N 11 /msub(q) on an N 4 lattice with fixed periodicity in physical units and renormalized quark mass msub(q). For the second algorithm the rate of growth is estimated to be N 8 /msub(q) 2 . Numerical experiments are presented comparing the two algorithms on a lattice of size 2 4 . With a hopping constant K of 0.15 and β of 4.0 we find the number of operations for the second algorithm is about 2.7 times larger than for the first and about 13 000 times larger than for corresponding Monte Carlo calculations with a pure gauge theory. An estimate is given for the number of operations required for more realistic calculations by each algorithm on a larger lattice. (orig.)
Quantum Monte Carlo for atoms and molecules
International Nuclear Information System (INIS)
Barnett, R.N.
1989-11-01
The diffusion quantum Monte Carlo with fixed nodes (QMC) approach has been employed in studying energy-eigenstates for 1--4 electron systems. Previous work employing the diffusion QMC technique yielded energies of high quality for H 2 , LiH, Li 2 , and H 2 O. Here, the range of calculations with this new approach has been extended to include additional first-row atoms and molecules. In addition, improvements in the previously computed fixed-node energies of LiH, Li 2 , and H 2 O have been obtained using more accurate trial functions. All computations were performed within, but are not limited to, the Born-Oppenheimer approximation. In our computations, the effects of variation of Monte Carlo parameters on the QMC solution of the Schroedinger equation were studied extensively. These parameters include the time step, renormalization time and nodal structure. These studies have been very useful in determining which choices of such parameters will yield accurate QMC energies most efficiently. Generally, very accurate energies (90--100% of the correlation energy is obtained) have been computed with single-determinant trail functions multiplied by simple correlation functions. Improvements in accuracy should be readily obtained using more complex trial functions
Monte Carlo simulation of grain growth
Directory of Open Access Journals (Sweden)
Paulo Blikstein
1999-07-01
Full Text Available Understanding and predicting grain growth in Metallurgy is meaningful. Monte Carlo methods have been used in computer simulations in many different fields of knowledge. Grain growth simulation using this method is especially attractive as the statistical behavior of the atoms is properly reproduced; microstructural evolution depends only on the real topology of the grains and not on any kind of geometric simplification. Computer simulation has the advantage of allowing the user to visualize graphically the procedures, even dynamically and in three dimensions. Single-phase alloy grain growth simulation was carried out by calculating the free energy of each atom in the lattice (with its present crystallographic orientation and comparing this value to another one calculated with a different random orientation. When the resulting free energy is lower or equal to the initial value, the new orientation replaces the former. The measure of time is the Monte Carlo Step (MCS, which involves a series of trials throughout the lattice. A very close relationship between experimental and theoretical values for the grain growth exponent (n was observed.
Multi-Index Monte Carlo (MIMC)
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.
Parallel Monte Carlo Search for Hough Transform
Lopes, Raul H. C.; Franqueira, Virginia N. L.; Reid, Ivan D.; Hobson, Peter R.
2017-10-01
We investigate the problem of line detection in digital image processing and in special how state of the art algorithms behave in the presence of noise and whether CPU efficiency can be improved by the combination of a Monte Carlo Tree Search, hierarchical space decomposition, and parallel computing. The starting point of the investigation is the method introduced in 1962 by Paul Hough for detecting lines in binary images. Extended in the 1970s to the detection of space forms, what came to be known as Hough Transform (HT) has been proposed, for example, in the context of track fitting in the LHC ATLAS and CMS projects. The Hough Transform transfers the problem of line detection, for example, into one of optimization of the peak in a vote counting process for cells which contain the possible points of candidate lines. The detection algorithm can be computationally expensive both in the demands made upon the processor and on memory. Additionally, it can have a reduced effectiveness in detection in the presence of noise. Our first contribution consists in an evaluation of the use of a variation of the Radon Transform as a form of improving theeffectiveness of line detection in the presence of noise. Then, parallel algorithms for variations of the Hough Transform and the Radon Transform for line detection are introduced. An algorithm for Parallel Monte Carlo Search applied to line detection is also introduced. Their algorithmic complexities are discussed. Finally, implementations on multi-GPU and multicore architectures are discussed.
Monte Carlo simulation for radiographic applications
International Nuclear Information System (INIS)
Tillack, G.R.; Bellon, C.
2003-01-01
Standard radiography simulators are based on the attenuation law complemented by built-up-factors (BUF) to describe the interaction of radiation with material. The assumption of BUF implies that scattered radiation reduces only the contrast in radiographic images. This simplification holds for a wide range of applications like weld inspection as known from practical experience. But only a detailed description of the different underlying interaction mechanisms is capable to explain effects like mottling or others that every radiographer has experienced in practice. The application of Monte Carlo models is capable to handle primary and secondary interaction mechanisms contributing to the image formation process like photon interactions (absorption, incoherent and coherent scattering including electron-binding effects, pair production) and electron interactions (electron tracing including X-Ray fluorescence and Bremsstrahlung production). It opens up possibilities like the separation of influencing factors and the understanding of the functioning of intensifying screen used in film radiography. The paper discusses the opportunities in applying the Monte Carlo method to investigate special features in radiography in terms of selected examples. (orig.) [de
Reactor perturbation calculations by Monte Carlo methods
International Nuclear Information System (INIS)
Gubbins, M.E.
1965-09-01
Whilst Monte Carlo methods are useful for reactor calculations involving complicated geometry, it is difficult to apply them to the calculation of perturbation worths because of the large amount of computing time needed to obtain good accuracy. Various ways of overcoming these difficulties are investigated in this report, with the problem of estimating absorbing control rod worths particularly in mind. As a basis for discussion a method of carrying out multigroup reactor calculations by Monte Carlo methods is described. Two methods of estimating a perturbation worth directly, without differencing two quantities of like magnitude, are examined closely but are passed over in favour of a third method based on a correlation technique. This correlation method is described, and demonstrated by a limited range of calculations for absorbing control rods in a fast reactor. In these calculations control rod worths of between 1% and 7% in reactivity are estimated to an accuracy better than 10% (3 standard errors) in about one hour's computing time on the English Electric KDF.9 digital computer. (author)
Multilevel hybrid Chernoff tau-leap
Moraes, Alvaro
2015-04-08
In this work, we extend the hybrid Chernoff tau-leap method to the multilevel Monte Carlo (MLMC) setting. Inspired by the work of Anderson and Higham on the tau-leap MLMC method with uniform time steps, we develop a novel algorithm that is able to couple two hybrid Chernoff tau-leap paths at different levels. Using dual-weighted residual expansion techniques, we also develop a new way to estimate the variance of the difference of two consecutive levels and the bias. This is crucial because the computational work required to stabilize the coefficient of variation of the sample estimators of both quantities is often unaffordable for the deepest levels of the MLMC hierarchy. Our method bounds the global computational error to be below a prescribed tolerance, TOL, within a given confidence level. This is achieved with nearly optimal computational work. Indeed, the computational complexity of our method is of order O(TOL−2), the same as with an exact method, but with a smaller constant. Our numerical examples show substantial gains with respect to the previous single-level approach and the Stochastic Simulation Algorithm.
Multilevel hybrid Chernoff tau-leap
Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro
2015-01-01
In this work, we extend the hybrid Chernoff tau-leap method to the multilevel Monte Carlo (MLMC) setting. Inspired by the work of Anderson and Higham on the tau-leap MLMC method with uniform time steps, we develop a novel algorithm that is able to couple two hybrid Chernoff tau-leap paths at different levels. Using dual-weighted residual expansion techniques, we also develop a new way to estimate the variance of the difference of two consecutive levels and the bias. This is crucial because the computational work required to stabilize the coefficient of variation of the sample estimators of both quantities is often unaffordable for the deepest levels of the MLMC hierarchy. Our method bounds the global computational error to be below a prescribed tolerance, TOL, within a given confidence level. This is achieved with nearly optimal computational work. Indeed, the computational complexity of our method is of order O(TOL−2), the same as with an exact method, but with a smaller constant. Our numerical examples show substantial gains with respect to the previous single-level approach and the Stochastic Simulation Algorithm.
Filtering in Hybrid Dynamic Bayesian Networks
Andersen, Morten Nonboe; Andersen, Rasmus Orum; Wheeler, Kevin
2000-01-01
We implement a 2-time slice dynamic Bayesian network (2T-DBN) framework and make a 1-D state estimation simulation, an extension of the experiment in (v.d. Merwe et al., 2000) and compare different filtering techniques. Furthermore, we demonstrate experimentally that inference in a complex hybrid DBN is possible by simulating fault detection in a watertank system, an extension of the experiment in (Koller & Lerner, 2000) using a hybrid 2T-DBN. In both experiments, we perform approximate inference using standard filtering techniques, Monte Carlo methods and combinations of these. In the watertank simulation, we also demonstrate the use of 'non-strict' Rao-Blackwellisation. We show that the unscented Kalman filter (UKF) and UKF in a particle filtering framework outperform the generic particle filter, the extended Kalman filter (EKF) and EKF in a particle filtering framework with respect to accuracy in terms of estimation RMSE and sensitivity with respect to choice of network structure. Especially we demonstrate the superiority of UKF in a PF framework when our beliefs of how data was generated are wrong. Furthermore, we investigate the influence of data noise in the watertank simulation using UKF and PFUKD and show that the algorithms are more sensitive to changes in the measurement noise level that the process noise level. Theory and implementation is based on (v.d. Merwe et al., 2000).
Spezi, Emiliano; Leal, Antonio
2013-04-01
code, the authors report that software has been designed in a way that it should be independent of the type of MC code, provided that simulation meets a number of operational criteria. We wish to thank Elekta/CMS Inc., the University of Seville, the Junta of Andalusia and the European Regional Development Fund for their financial support. We would like also to acknowledge the members of EWG-MCTP for their help in peer-reviewing all the abstracts, and all the invited speakers who kindly agreed to deliver keynote presentations in their area of expertise. A final word of thanks to our colleagues who worked on the reviewing process of the papers selected for this special section and to the IOP Publishing staff who made it possible. MCTP2012 was accredited by the European Federation of Organisations for Medical Physics as a CPD event for medical physicists. Emiliano Spezi and Antonio Leal Guest Editors References Chakarova R, Müntzing K, Krantz M, E Hedin E and Hertzman S 2013 Monte Carlo optimization of total body irradiation in a phantom and patient geometry Phys. Med. Biol. 58 2461-69 Czarnecki D and Zink K 2013 Monte Carlo calculated correction factors for diodes and ion chambers in small photon fields Phys. Med. Biol. 58 2431-44 Mairani A, Böhlen T T, Schiavi A, Tessonnier T, Molinelli S, Brons S, Battistoni G, Parodi K and Patera V 2013 A Monte Carlo-based treatment planning tool for proton therapy Phys. Med. Biol. 58 2471-90 Marcatili S, Pettinato C, Daniels S, Lewis G, Edwards P, Fanti S and Spezi E 2013 Development and validation of RAYDOSE: a Geant4 based application for molecular radiotherapy Phys. Med. Biol. 58 2491-508 Miras H, Jiménez R, Miras C and Gomà C 2013 CloudMC: A cloud computing application for Monte Carlo simulation Phys. Med. Biol. 58 N125-33 Reynaert N 2007 First European Workshop on Monte Carlo Treatment Planning J. Phys.: Conf. Ser. 74 011001 Seuntjens J, Beaulieu L, El Naqa I and Després P 2012 Special section: Selected papers from the
Monte Carlo algorithms for lattice gauge theory
International Nuclear Information System (INIS)
Creutz, M.
1987-05-01
Various techniques are reviewed which have been used in numerical simulations of lattice gauge theories. After formulating the problem, the Metropolis et al. algorithm and some interesting variations are discussed. The numerous proposed schemes for including fermionic fields in the simulations are summarized. Langevin, microcanonical, and hybrid approaches to simulating field theories via differential evolution in a fictitious time coordinate are treated. Some speculations are made on new approaches to fermionic simulations
Biased Monte Carlo algorithms on unitary groups
International Nuclear Information System (INIS)
Creutz, M.; Gausterer, H.; Sanielevici, S.
1989-01-01
We introduce a general updating scheme for the simulation of physical systems defined on unitary groups, which eliminates the systematic errors due to inexact exponentiation of algebra elements. The essence is to work directly with group elements for the stochastic noise. Particular cases of the scheme include the algorithm of Metropolis et al., overrelaxation algorithms, and globally corrected Langevin and hybrid algorithms. The latter are studied numerically for the case of SU(3) theory
2013-09-01
User-friendly tools are needed for undergraduates to learn about component sizing, powertrain integration, and control : strategies for student competitions involving hybrid vehicles. A TK Solver tool was developed at the University of Idaho for : th...
Hybrid adsorptive membrane reactor
Tsotsis, Theodore T [Huntington Beach, CA; Sahimi, Muhammad [Altadena, CA; Fayyaz-Najafi, Babak [Richmond, CA; Harale, Aadesh [Los Angeles, CA; Park, Byoung-Gi [Yeosu, KR; Liu, Paul K. T. [Lafayette Hill, PA
2011-03-01
A hybrid adsorbent-membrane reactor in which the chemical reaction, membrane separation, and product adsorption are coupled. Also disclosed are a dual-reactor apparatus and a process using the reactor or the apparatus.
Energy Technology Data Exchange (ETDEWEB)
Lelevkin, V. M., E-mail: lelevkin44@mail.ru; Smirnova, Yu. G.; Tokarev, A. V. [Kyrgyz-Russian Slavic University (Kyrgyzstan)
2015-04-15
A hybrid plasmachemical reactor on the basis of a dielectric barrier discharge in a transformer is developed. The characteristics of the reactor as functions of the dielectric barrier discharge parameters are determined.
He, Song
2017-01-01
for each hybrid offspring in each case, haploweb analysis on diagnostic markers (nuclear and/or mitochondrial) and the DAPC/PCA analysis on microsatellite data were used. By combining the genetic evidences, morphological traits, and ecological observations
DEFF Research Database (Denmark)
Chung, Il-Sug; Mørk, Jesper
2010-01-01
A new hybrid vertical cavity laser structure for silicon photonics is suggested and numerically investigated. It incorporates a silicon subwavelength grating as a mirror and a lateral output coupler to a silicon ridge waveguide.......A new hybrid vertical cavity laser structure for silicon photonics is suggested and numerically investigated. It incorporates a silicon subwavelength grating as a mirror and a lateral output coupler to a silicon ridge waveguide....
International Nuclear Information System (INIS)
Tippayakul, Chanatip; Ivanov, Kostadin; Frederick Sears, C.
2008-01-01
A practical fuel management system for the he Pennsylvania State University Breazeale Research Reactor (PSBR) based on the advanced Monte Carlo methodology was developed from the existing fuel management tool in this research. Several modeling improvements were implemented to the old system. The improved fuel management system can now utilize the burnup dependent cross section libraries generated specifically for PSBR fuel and it is also able to update the cross sections of these libraries by the Monte Carlo calculation automatically. Considerations were given to balance the computation time and the accuracy of the cross section update. Thus, certain types of a limited number of isotopes, which are considered 'important', are calculated and updated by the scheme. Moreover, the depletion algorithm of the existing fuel management tool was replaced from the predictor only to the predictor-corrector depletion scheme to account for burnup spectrum changes during the burnup step more accurately. An intermediate verification of the fuel management system was performed to assess the correctness of the newly implemented schemes against HELIOS. It was found that the agreement of both codes is good when the same energy released per fission (Q values) is used. Furthermore, to be able to model the reactor at various temperatures, the fuel management tool is able to utilize automatically the continuous cross sections generated at different temperatures. Other additional useful capabilities were also added to the fuel management tool to make it easy to use and be practical. As part of the development, a hybrid nodal diffusion/Monte Carlo calculation was devised to speed up the Monte Carlo calculation by providing more converged initial source distribution for the Monte Carlo calculation from the nodal diffusion calculation. Finally, the fuel management system was validated against the measured data using several actual PSBR core loadings. The agreement of the predicted core
Energy Technology Data Exchange (ETDEWEB)
Tiebout, R.F.; van Boxtel-Oosterhof, F.; Stricker, E.A.M.; Zeijlemaker, W.P.
1987-11-15
Hybrid hybridomas are obtained by fusion of two cells, each producing its own antibody. Several authors have reported the construction of murine hybrid hybridomas with the aim to obtain bispecific monoclonal antibodies. The authors have investigated, in a model system, the feasibility of constructing a human hybrid hybridoma. They fused two monoclonal cell lines: an ouabain-sensitive and azaserine/hypoxanthine-resistant Epstein-Barr virus-transformed human cell line that produces an IgG1kappa antibody directed against tetanus toxiod and an azaserine/hypoxanthine-sensitive and ouabain-resistant human-mouse xenohybrid cell line that produces a human IgG1lambda antibody directed against hepatitis-B surface antigen. Hybrid hybridoma cells were selected in culture medium containing azaserine/hypoxanthine and ouabain. The hybrid nature of the secreted antibodies was analyzed by means of two antigen-specific immunoassay. The results show that it is possible, with the combined use of transformation and xenohybridization techniques, to construct human hybrid hybridomas that produce bispecific antibodies. Bispecific antibodies activity was measured by means of two radioimmunoassays.
Bitsche, Otmar; Gutmann, Guenter
Not only sharp competition but also legislation are pushing development of hybrid drive trains. Based on conventional internal combustion engine (ICE) vehicles, these drive trains offer a wide range of benefits from reduced fuel consumption and emission to multifaceted performance improvements. Hybrid electric drive trains may also facilitate the introduction of fuel cells (FC). The battery is the key component for all hybrid drive trains, as it dominates cost and performance issues. The selection of the right battery technology for the specific automotive application is an important task with an impact on costs of development and use. Safety, power, and high cycle life are a must for all hybrid applications. The greatest pressure to reduce cost is in soft hybrids, where lead-acid embedded in a considerate management presents the cheapest solution, with a considerable improvement in performance needed. From mild to full hybridization, an improvement in specific power makes higher costs more acceptable, provided that the battery's service life is equivalent to the vehicle's lifetime. Today, this is proven for the nickel-metal hydride system. Lithium ion batteries, which make use of a multiple safety concept, and with some development anticipated, provide even better prospects in terms of performance and costs. Also, their scalability permits their application in battery electric vehicles—the basis for better performance and enhanced user acceptance. Development targets for the batteries are discussed with a focus on system aspects such as electrical and thermal management and safety.
Selection of important Monte Carlo histories
International Nuclear Information System (INIS)
Egbert, Stephen D.
1987-01-01
The 1986 Dosimetry System (DS86) for Japanese A-bomb survivors uses information describing the behavior of individual radiation particles, simulated by Monte Carlo methods, to calculate the transmission of radiation into structures and, thence, into humans. However, there are practical constraints on the number of such particle 'histories' that may be used. First, the number must be sufficiently high to provide adequate statistical precision fir any calculated quantity of interest. For integral quantities, such as dose or kerma, statistical precision of approximately 5% (standard deviation) is required to ensure that statistical uncertainties are not a major contributor to the overall uncertainty of the transmitted value. For differential quantities, such as scalar fluence spectra, 10 to 15% standard deviation on individual energy groups is adequate. Second, the number of histories cannot be so large as to require an unacceptably large amount of computer time to process the entire survivor data base. Given that there are approx. 30,000 survivors, each having 13 or 14 organs of interest, the number of histories per organ must be constrained to less than several ten's of thousands at the very most. Selection and use of the most important Monte Carlo leakage histories from among all those calculated allows the creation of an efficient house and organ radiation transmission system for use at RERF. While attempts have been made during the adjoint Monte Carlo calculation to bias the histories toward an efficient dose estimate, this effort has been far from satisfactory. Many of the adjoint histories on a typical leakage tape are either starting in an energy group in which there is very little kerma or dose or leaking into an energy group with very little free-field couple with. By knowing the typical free-field fluence and the fluence-to-dose factors with which the leaking histories will be used, one can select histories rom a leakage tape that will contribute to dose
CAD-based Monte Carlo program for integrated simulation of nuclear system SuperMC
International Nuclear Information System (INIS)
Wu, Y.; Song, J.; Zheng, H.; Sun, G.; Hao, L.; Long, P.; Hu, L.
2013-01-01
SuperMC is a (Computer-Aided-Design) CAD-based Monte Carlo (MC) program for integrated simulation of nuclear systems developed by FDS Team (China), making use of hybrid MC-deterministic method and advanced computer technologies. The design aim, architecture and main methodology of SuperMC are presented in this paper. The taking into account of multi-physics processes and the use of advanced computer technologies such as automatic geometry modeling, intelligent data analysis and visualization, high performance parallel computing and cloud computing, contribute to the efficiency of the code. SuperMC2.1, the latest version of the code for neutron, photon and coupled neutron and photon transport calculation, has been developed and validated by using a series of benchmarking cases such as the fusion reactor ITER model and the fast reactor BN-600 model
Response decomposition with Monte Carlo correlated coupling
International Nuclear Information System (INIS)
Ueki, T.; Hoogenboom, J.E.; Kloosterman, J.L.
2001-01-01
Particle histories that contribute to a detector response are categorized according to whether they are fully confined inside a source-detector enclosure or cross and recross the same enclosure. The contribution from the confined histories is expressed using a forward problem with the external boundary condition on the source-detector enclosure. The contribution from the crossing and recrossing histories is expressed as the surface integral at the same enclosure of the product of the directional cosine and the fluxes in the foregoing forward problem and the adjoint problem for the whole spatial domain. The former contribution can be calculated by a standard forward Monte Carlo. The latter contribution can be calculated by correlated coupling of forward and adjoint histories independently of the former contribution. We briefly describe the computational method and discuss its application to perturbation analysis for localized material changes. (orig.)
Response decomposition with Monte Carlo correlated coupling
Energy Technology Data Exchange (ETDEWEB)
Ueki, T.; Hoogenboom, J.E.; Kloosterman, J.L. [Delft Univ. of Technology (Netherlands). Interfaculty Reactor Inst.
2001-07-01
Particle histories that contribute to a detector response are categorized according to whether they are fully confined inside a source-detector enclosure or cross and recross the same enclosure. The contribution from the confined histories is expressed using a forward problem with the external boundary condition on the source-detector enclosure. The contribution from the crossing and recrossing histories is expressed as the surface integral at the same enclosure of the product of the directional cosine and the fluxes in the foregoing forward problem and the adjoint problem for the whole spatial domain. The former contribution can be calculated by a standard forward Monte Carlo. The latter contribution can be calculated by correlated coupling of forward and adjoint histories independently of the former contribution. We briefly describe the computational method and discuss its application to perturbation analysis for localized material changes. (orig.)
Monte Carlo simulations of low background detectors
International Nuclear Information System (INIS)
Miley, H.S.; Brodzinski, R.L.; Hensley, W.K.; Reeves, J.H.
1995-01-01
An implementation of the Electron Gamma Shower 4 code (EGS4) has been developed to allow convenient simulation of typical gamma ray measurement systems. Coincidence gamma rays, beta spectra, and angular correlations have been added to adequately simulate a complete nuclear decay and provide corrections to experimentally determined detector efficiencies. This code has been used to strip certain low-background spectra for the purpose of extremely low-level assay. Monte Carlo calculations of this sort can be extremely successful since low background detectors are usually free of significant contributions from poorly localized radiation sources, such as cosmic muons, secondary cosmic neutrons, and radioactive construction or shielding materials. Previously, validation of this code has been obtained from a series of comparisons between measurements and blind calculations. An example of the application of this code to an exceedingly low background spectrum stripping will be presented. (author) 5 refs.; 3 figs.; 1 tab
Homogenized group cross sections by Monte Carlo
International Nuclear Information System (INIS)
Van Der Marck, S. C.; Kuijper, J. C.; Oppe, J.
2006-01-01
Homogenized group cross sections play a large role in making reactor calculations efficient. Because of this significance, many codes exist that can calculate these cross sections based on certain assumptions. However, the application to the High Flux Reactor (HFR) in Petten, the Netherlands, the limitations of such codes imply that the core calculations would become less accurate when using homogenized group cross sections (HGCS). Therefore we developed a method to calculate HGCS based on a Monte Carlo program, for which we chose MCNP. The implementation involves an addition to MCNP, and a set of small executables to perform suitable averaging after the MCNP run(s) have completed. Here we briefly describe the details of the method, and we report on two tests we performed to show the accuracy of the method and its implementation. By now, this method is routinely used in preparation of the cycle to cycle core calculations for HFR. (authors)
Nuclear reactions in Monte Carlo codes
Ferrari, Alfredo
2002-01-01
The physics foundations of hadronic interactions as implemented in most Monte Carlo codes are presented together with a few practical examples. The description of the relevant physics is presented schematically split into the major steps in order to stress the different approaches required for the full understanding of nuclear reactions at intermediate and high energies. Due to the complexity of the problem, only a few semi-qualitative arguments are developed in this paper. The description will be necessarily schematic and somewhat incomplete, but hopefully it will be useful for a first introduction into this topic. Examples are shown mostly for the high energy regime, where all mechanisms mentioned in the paper are at work and to which perhaps most of the readers are less accustomed. Examples for lower energies can be found in the references. (43 refs) .
Angular biasing in implicit Monte-Carlo
International Nuclear Information System (INIS)
Zimmerman, G.B.
1994-01-01
Calculations of indirect drive Inertial Confinement Fusion target experiments require an integrated approach in which laser irradiation and radiation transport in the hohlraum are solved simultaneously with the symmetry, implosion and burn of the fuel capsule. The Implicit Monte Carlo method has proved to be a valuable tool for the two dimensional radiation transport within the hohlraum, but the impact of statistical noise on the symmetric implosion of the small fuel capsule is difficult to overcome. We present an angular biasing technique in which an increased number of low weight photons are directed at the imploding capsule. For typical parameters this reduces the required computer time for an integrated calculation by a factor of 10. An additional factor of 5 can also be achieved by directing even smaller weight photons at the polar regions of the capsule where small mass zones are most sensitive to statistical noise
An accurate nonlinear Monte Carlo collision operator
International Nuclear Information System (INIS)
Wang, W.X.; Okamoto, M.; Nakajima, N.; Murakami, S.
1995-03-01
A three dimensional nonlinear Monte Carlo collision model is developed based on Coulomb binary collisions with the emphasis both on the accuracy and implementation efficiency. The operator of simple form fulfills particle number, momentum and energy conservation laws, and is equivalent to exact Fokker-Planck operator by correctly reproducing the friction coefficient and diffusion tensor, in addition, can effectively assure small-angle collisions with a binary scattering angle distributed in a limited range near zero. Two highly vectorizable algorithms are designed for its fast implementation. Various test simulations regarding relaxation processes, electrical conductivity, etc. are carried out in velocity space. The test results, which is in good agreement with theory, and timing results on vector computers show that it is practically applicable. The operator may be used for accurately simulating collisional transport problems in magnetized and unmagnetized plasmas. (author)
Computation cluster for Monte Carlo calculations
International Nuclear Information System (INIS)
Petriska, M.; Vitazek, K.; Farkas, G.; Stacho, M.; Michalek, S.
2010-01-01
Two computation clusters based on Rocks Clusters 5.1 Linux distribution with Intel Core Duo and Intel Core Quad based computers were made at the Department of the Nuclear Physics and Technology. Clusters were used for Monte Carlo calculations, specifically for MCNP calculations applied in Nuclear reactor core simulations. Optimization for computation speed was made on hardware and software basis. Hardware cluster parameters, such as size of the memory, network speed, CPU speed, number of processors per computation, number of processors in one computer were tested for shortening the calculation time. For software optimization, different Fortran compilers, MPI implementations and CPU multi-core libraries were tested. Finally computer cluster was used in finding the weighting functions of neutron ex-core detectors of VVER-440. (authors)
Monte Carlo stratified source-sampling
International Nuclear Information System (INIS)
Blomquist, R.N.; Gelbard, E.M.
1997-01-01
In 1995, at a conference on criticality safety, a special session was devoted to the Monte Carlo open-quotes eigenvalue of the worldclose quotes problem. Argonne presented a paper, at that session, in which the anomalies originally observed in that problem were reproduced in a much simplified model-problem configuration, and removed by a version of stratified source-sampling. The original test-problem was treated by a special code designed specifically for that purpose. Recently ANL started work on a method for dealing with more realistic eigenvalue of the world configurations, and has been incorporating this method into VIM. The original method has been modified to take into account real-world statistical noise sources not included in the model problem. This paper constitutes a status report on work still in progress
Helminthiases in Montes Claros. Preliminary survey
Directory of Open Access Journals (Sweden)
Rina Girard Kaminsky
1976-04-01
Full Text Available A preliminary survey was conducted for the presence of helminths in the city of Montes Claros, M. G., Brazil. Three groups of persons were examined by the direct smear, Kato thick film and MIFC techniques; one group by direct smear and Kato only. General findings were: a high prevalence of hookworm, followed by ascariasis, S. mansoni, S. stercoralis and very light infections with T. trichiurá. E. vermicularis and H. nana were ranking parasites at an orphanage, with some hookworm and S. mansoni infections as well. At a pig slaughter house, the dominant parasites were hookworm and S. mansoni. Pig cysticercosis was an incidental finding worth mentioning for the health hazard it represents for humans as well as an economic loss. From the comparative results between the Kato and the MIF the former proved itself again as a more sensitive and reliable concentration method for helminth eggs, of low cost and easy performance.
Monte Carlo simulation of a CZT detector
International Nuclear Information System (INIS)
Chun, Sung Dae; Park, Se Hwan; Ha, Jang Ho; Kim, Han Soo; Cho, Yoon Ho; Kang, Sang Mook; Kim, Yong Kyun; Hong, Duk Geun
2008-01-01
CZT detector is one of the most promising radiation detectors for hard X-ray and γ-ray measurement. The energy spectrum of CZT detector has to be simulated to optimize the detector design. A CZT detector was fabricated with dimensions of 5x5x2 mm 3 . A Peltier cooler with a size of 40x40 mm 2 was installed below the fabricated CZT detector to reduce the operation temperature of the detector. Energy spectra of were measured with 59.5 keV γ-ray from 241 Am. A Monte Carlo code was developed to simulate the CZT energy spectrum, which was measured with a planar-type CZT detector, and the result was compared with the measured one. The simulation was extended to the CZT detector with strip electrodes. (author)
Vectorization of Monte Carlo particle transport
International Nuclear Information System (INIS)
Burns, P.J.; Christon, M.; Schweitzer, R.; Lubeck, O.M.; Wasserman, H.J.; Simmons, M.L.; Pryor, D.V.
1989-01-01
This paper reports that fully vectorized versions of the Los Alamos National Laboratory benchmark code Gamteb, a Monte Carlo photon transport algorithm, were developed for the Cyber 205/ETA-10 and Cray X-MP/Y-MP architectures. Single-processor performance measurements of the vector and scalar implementations were modeled in a modified Amdahl's Law that accounts for additional data motion in the vector code. The performance and implementation strategy of the vector codes are related to architectural features of each machine. Speedups between fifteen and eighteen for Cyber 205/ETA-10 architectures, and about nine for CRAY X-MP/Y-MP architectures are observed. The best single processor execution time for the problem was 0.33 seconds on the ETA-10G, and 0.42 seconds on the CRAY Y-MP
Computation cluster for Monte Carlo calculations
Energy Technology Data Exchange (ETDEWEB)
Petriska, M.; Vitazek, K.; Farkas, G.; Stacho, M.; Michalek, S. [Dep. Of Nuclear Physics and Technology, Faculty of Electrical Engineering and Information, Technology, Slovak Technical University, Ilkovicova 3, 81219 Bratislava (Slovakia)
2010-07-01
Two computation clusters based on Rocks Clusters 5.1 Linux distribution with Intel Core Duo and Intel Core Quad based computers were made at the Department of the Nuclear Physics and Technology. Clusters were used for Monte Carlo calculations, specifically for MCNP calculations applied in Nuclear reactor core simulations. Optimization for computation speed was made on hardware and software basis. Hardware cluster parameters, such as size of the memory, network speed, CPU speed, number of processors per computation, number of processors in one computer were tested for shortening the calculation time. For software optimization, different Fortran compilers, MPI implementations and CPU multi-core libraries were tested. Finally computer cluster was used in finding the weighting functions of neutron ex-core detectors of VVER-440. (authors)
Monte Carlo calculations of channeling radiation
International Nuclear Information System (INIS)
Bloom, S.D.; Berman, B.L.; Hamilton, D.C.; Alguard, M.J.; Barrett, J.H.; Datz, S.; Pantell, R.H.; Swent, R.H.
1981-01-01
Results of classical Monte Carlo calculations are presented for the radiation produced by ultra-relativistic positrons incident in a direction parallel to the (110) plane of Si in the energy range 30 to 100 MeV. The results all show the characteristic CR(channeling radiation) peak in the energy range 20 keV to 100 keV. Plots of the centroid energies, widths, and total yields of the CR peaks as a function of energy show the power law dependences of γ 1 5 , γ 1 7 , and γ 2 5 respectively. Except for the centroid energies and power-law dependence is only approximate. Agreement with experimental data is good for the centroid energies and only rough for the widths. Adequate experimental data for verifying the yield dependence on γ does not yet exist
Monte Carlo simulation of neutron scattering instruments
International Nuclear Information System (INIS)
Seeger, P.A.; Daemen, L.L.; Hjelm, R.P. Jr.
1998-01-01
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
Monte Carlo simulation of the ARGO
International Nuclear Information System (INIS)
Depaola, G.O.
1997-01-01
We use GEANT Monte Carlo code to design an outline of the geometry and simulate the performance of the Argentine gamma-ray observer (ARGO), a telescope based on silicon strip detector technlogy. The γ-ray direction is determined by geometrical means and the angular resolution is calculated for small variations of the basic design. The results show that the angular resolutions vary from a few degrees at low energies (∝50 MeV) to 0.2 , approximately, at high energies (>500 MeV). We also made simulations using as incoming γ-ray the energy spectrum of PKS0208-512 and PKS0528+134 quasars. Moreover, a method based on multiple scattering theory is also used to determine the incoming energy. We show that this method is applicable to energy spectrum. (orig.)
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.
Geometric Monte Carlo and black Janus geometries
Energy Technology Data Exchange (ETDEWEB)
Bak, Dongsu, E-mail: dsbak@uos.ac.kr [Physics Department, University of Seoul, Seoul 02504 (Korea, Republic of); B.W. Lee Center for Fields, Gravity & Strings, Institute for Basic Sciences, Daejeon 34047 (Korea, Republic of); Kim, Chanju, E-mail: cjkim@ewha.ac.kr [Department of Physics, Ewha Womans University, Seoul 03760 (Korea, Republic of); Kim, Kyung Kiu, E-mail: kimkyungkiu@gmail.com [Department of Physics, Sejong University, Seoul 05006 (Korea, Republic of); Department of Physics, College of Science, Yonsei University, Seoul 03722 (Korea, Republic of); Min, Hyunsoo, E-mail: hsmin@uos.ac.kr [Physics Department, University of Seoul, Seoul 02504 (Korea, Republic of); Song, Jeong-Pil, E-mail: jeong_pil_song@brown.edu [Department of Chemistry, Brown University, Providence, RI 02912 (United States)
2017-04-10
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.
Radiation Modeling with Direct Simulation Monte Carlo
Carlson, Ann B.; Hassan, H. A.
1991-01-01
Improvements in the modeling of radiation in low density shock waves with direct simulation Monte Carlo (DSMC) are the subject of this study. A new scheme to determine the relaxation collision numbers for excitation of electronic states is proposed. This scheme attempts to move the DSMC programs toward a more detailed modeling of the physics and more reliance on available rate data. The new method is compared with the current modeling technique and both techniques are compared with available experimental data. The differences in the results are evaluated. The test case is based on experimental measurements from the AVCO-Everett Research Laboratory electric arc-driven shock tube of a normal shock wave in air at 10 km/s and .1 Torr. The new method agrees with the available data as well as the results from the earlier scheme and is more easily extrapolated to di erent ow conditions.
Monte Carlo work at Argonne National Laboratory
International Nuclear Information System (INIS)
Gelbard, E.M.; Prael, R.E.
1974-01-01
A simple model of the Monte Carlo process is described and a (nonlinear) recursion relation between fission sources in successive generations is developed. From the linearized form of these recursion relations, it is possible to derive expressions for the mean square coefficients of error modes in the iterates and for correlation coefficients between fluctuations in successive generations. First-order nonlinear terms in the recursion relation are analyzed. From these nonlinear terms an expression for the bias in the eigenvalue estimator is derived, and prescriptions for measuring the bias are formulated. Plans for the development of the VIM code are reviewed, and the proposed treatment of small sample perturbations in VIM is described. 6 references. (U.S.)
Methods for Monte Carlo simulations of biomacromolecules.
Vitalis, Andreas; Pappu, Rohit V
2009-01-01
The state-of-the-art for Monte Carlo (MC) simulations of biomacromolecules is reviewed. Available methodologies for sampling conformational equilibria and associations of biomacromolecules in the canonical ensemble, given a continuum description of the solvent environment, are reviewed. Detailed sections are provided dealing with the choice of degrees of freedom, the efficiencies of MC algorithms and algorithmic peculiarities, as well as the optimization of simple movesets. The issue of introducing correlations into elementary MC moves, and the applicability of such methods to simulations of biomacromolecules is discussed. A brief discussion of multicanonical methods and an overview of recent simulation work highlighting the potential of MC methods are also provided. It is argued that MC simulations, while underutilized biomacromolecular simulation community, hold promise for simulations of complex systems and phenomena that span multiple length scales, especially when used in conjunction with implicit solvation models or other coarse graining strategies.
Markov Chain Monte Carlo from Lagrangian Dynamics.
Lan, Shiwei; Stathopoulos, Vasileios; Shahbaba, Babak; Girolami, Mark
2015-04-01
Hamiltonian Monte Carlo (HMC) improves the computational e ciency of the Metropolis-Hastings algorithm by reducing its random walk behavior. Riemannian HMC (RHMC) further improves the performance of HMC by exploiting the geometric properties of the parameter space. However, the geometric integrator used for RHMC involves implicit equations that require fixed-point iterations. In some cases, the computational overhead for solving implicit equations undermines RHMC's benefits. In an attempt to circumvent this problem, we propose an explicit integrator that replaces the momentum variable in RHMC by velocity. We show that the resulting transformation is equivalent to transforming Riemannian Hamiltonian dynamics to Lagrangian dynamics. Experimental results suggests that our method improves RHMC's overall computational e ciency in the cases considered. All computer programs and data sets are available online (http://www.ics.uci.edu/~babaks/Site/Codes.html) in order to allow replication of the results reported in this paper.
PEPSI: a Monte Carlo generator for polarized leptoproduction
International Nuclear Information System (INIS)
Mankiewicz, L.
1992-01-01
We describe PEPSI (Polarized Electron Proton Scattering Interactions) a Monte Carlo program for the polarized deep inelastic leptoproduction mediated by electromagnetic interaction. The code is a modification of the LEPTO 4.3 Lund Monte Carlo for unpolarized scattering and requires the standard polarization-independent JETSET routines to perform fragmentation into final hadrons. (orig.)
Closed-shell variational quantum Monte Carlo simulation for the ...
African Journals Online (AJOL)
Closed-shell variational quantum Monte Carlo simulation for the electric dipole moment calculation of hydrazine molecule using casino-code. ... Nigeria Journal of Pure and Applied Physics ... The variational quantum Monte Carlo (VQMC) technique used in this work employed the restricted Hartree-Fock (RHF) scheme.
Efficiency and accuracy of Monte Carlo (importance) sampling
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
Exponential convergence on a continuous Monte Carlo transport problem
International Nuclear Information System (INIS)
Booth, T.E.
1997-01-01
For more than a decade, it has been known that exponential convergence on discrete transport problems was possible using adaptive Monte Carlo techniques. An adaptive Monte Carlo method that empirically produces exponential convergence on a simple continuous transport problem is described
Multiple histogram method and static Monte Carlo sampling
Inda, M.A.; Frenkel, D.
2004-01-01
We describe an approach to use multiple-histogram methods in combination with static, biased Monte Carlo simulations. To illustrate this, we computed the force-extension curve of an athermal polymer from multiple histograms constructed in a series of static Rosenbluth Monte Carlo simulations. From
A Monte Carlo approach to combating delayed completion of ...
African Journals Online (AJOL)
The objective of this paper is to unveil the relevance of Monte Carlo critical path analysis in resolving problem of delays in scheduled completion of development projects. Commencing with deterministic network scheduling, Monte Carlo critical path analysis was advanced by assigning probability distributions to task times.
Forest canopy BRDF simulation using Monte Carlo method
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.
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.
A Monte Carlo algorithm for the Vavilov distribution
International Nuclear Information System (INIS)
Yi, Chul-Young; Han, Hyon-Soo
1999-01-01
Using the convolution property of the inverse Laplace transform, an improved Monte Carlo algorithm for the Vavilov energy-loss straggling distribution of the charged particle is developed, which is relatively simple and gives enough accuracy to be used for most Monte Carlo applications
Neutron point-flux calculation by Monte Carlo
International Nuclear Information System (INIS)
Eichhorn, M.
1986-04-01
A survey of the usual methods for estimating flux at a point is given. The associated variance-reducing techniques in direct Monte Carlo games are explained. The multigroup Monte Carlo codes MC for critical systems and PUNKT for point source-point detector-systems are represented, and problems in applying the codes to practical tasks are discussed. (author)
Crop canopy BRDF simulation and analysis using Monte Carlo method
Huang, J.; Wu, B.; Tian, Y.; Zeng, Y.
2006-01-01
This author designs the random process between photons and crop canopy. A Monte Carlo model has been developed to simulate the Bi-directional Reflectance Distribution Function (BRDF) of crop canopy. Comparing Monte Carlo model to MCRM model, this paper analyzes the variations of different LAD and
Hybrid diffusion-P3 equation in N-layered turbid media: steady-state domain.
Shi, Zhenzhi; Zhao, Huijuan; Xu, Kexin
2011-10-01
This paper discusses light propagation in N-layered turbid media. The hybrid diffusion-P3 equation is solved for an N-layered finite or infinite turbid medium in the steady-state domain for one point source using the extrapolated boundary condition. The Fourier transform formalism is applied to derive the analytical solutions of the fluence rate in Fourier space. Two inverse Fourier transform methods are developed to calculate the fluence rate in real space. In addition, the solutions of the hybrid diffusion-P3 equation are compared to the solutions of the diffusion equation and the Monte Carlo simulation. For the case of small absorption coefficients, the solutions of the N-layered diffusion equation and hybrid diffusion-P3 equation are almost equivalent and are in agreement with the Monte Carlo simulation. For the case of large absorption coefficients, the model of the hybrid diffusion-P3 equation is more precise than that of the diffusion equation. In conclusion, the model of the hybrid diffusion-P3 equation can replace the diffusion equation for modeling light propagation in the N-layered turbid media for a wide range of absorption coefficients.
Monte Carlo modelling of TRIGA research reactor
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.
Kontrola tačnosti rezultata u simulacijama Monte Karlo / Accuracy control in Monte Carlo simulations
Directory of Open Access Journals (Sweden)
Nebojša V. Nikolić
2010-04-01
Full Text Available U radu je demonstrirana primena metode automatizovanog ponavljanja nezavisnih simulacionih eksperimenata sa prikupljanjem statistike slučajnih procesa, u dostizanju i kontroli tačnosti simulacionih rezultata u simulaciji sistema masovnog opsluživanja Monte Karlo. Metoda se zasniva na primeni osnovnih stavova i teorema matematičke statistike i teorije verovatnoće. Tačnost simulacionih rezultata dovedena je u direktnu vezu sa brojem ponavljanja simulacionih eksperimenata. / The paper presents an application of the Automated Independent Replication with Gathering Statistics of the Stochastic Processes Method in achieving and controlling the accuracy of simulation results in the Monte Carlo queuing simulations. The method is based on the application of the basic theorems of the theory of probability and mathematical statistics. The accuracy of the simulation results is linked with a number of independent replications of simulation experiments.
The SGHWR version of the Monte Carlo code W-MONTE. Part 1. The theoretical model
International Nuclear Information System (INIS)
Allen, F.R.
1976-03-01
W-MONTE provides a multi-group model of neutron transport in the exact geometry of a reactor lattice using Monte Carlo methods. It is currently restricted to uniform axial properties. Material data is normally obtained from a preliminary WIMS lattice calculation in the transport group structure. The SGHWR version has been required for analysis of zero energy experiments and special aspects of power reactor lattices, such as the unmoderated lattice region above the moderator when drained to dump height. Neutron transport is modelled for a uniform infinite lattice, simultaneously treating the cases of no leakage, radial leakage or axial leakage only, and the combined effects of radial and axial leakage. Multigroup neutron balance edits are incorporated for the separate effects of radial and axial leakage to facilitate the analysis of leakage and to provide effective diffusion theory parameters for core representation in reactor cores. (author)
Hybrid Propulsion Demonstration Program 250K Hybrid Motor
Story, George; Zoladz, Tom; Arves, Joe; Kearney, Darren; Abel, Terry; Park, O.
2003-01-01
The Hybrid Propulsion Demonstration Program (HPDP) program was formed to mature hybrid propulsion technology to a readiness level sufficient to enable commercialization for various space launch applications. The goal of the HPDP was to develop and test a 250,000 pound vacuum thrust hybrid booster in order to demonstrate hybrid propulsion technology and enable manufacturing of large hybrid boosters for current and future space launch vehicles. The HPDP has successfully conducted four tests of the 250,000 pound thrust hybrid rocket motor at NASA's Stennis Space Center. This paper documents the test series.
Research on perturbation based Monte Carlo reactor criticality search
International Nuclear Information System (INIS)
Li Zeguang; Wang Kan; Li Yangliu; Deng Jingkang
2013-01-01
Criticality search is a very important aspect in reactor physics analysis. Due to the advantages of Monte Carlo method and the development of computer technologies, Monte Carlo criticality search is becoming more and more necessary and feasible. Traditional Monte Carlo criticality search method is suffered from large amount of individual criticality runs and uncertainty and fluctuation of Monte Carlo results. A new Monte Carlo criticality search method based on perturbation calculation is put forward in this paper to overcome the disadvantages of traditional method. By using only one criticality run to get initial k_e_f_f and differential coefficients of concerned parameter, the polynomial estimator of k_e_f_f changing function is solved to get the critical value of concerned parameter. The feasibility of this method was tested. The results show that the accuracy and efficiency of perturbation based criticality search method are quite inspiring and the method overcomes the disadvantages of traditional one. (authors)
Statistics of Monte Carlo methods used in radiation transport calculation
International Nuclear Information System (INIS)
Datta, D.
2009-01-01
Radiation transport calculation can be carried out by using either deterministic or statistical methods. Radiation transport calculation based on statistical methods is basic theme of the Monte Carlo methods. The aim of this lecture is to describe the fundamental statistics required to build the foundations of Monte Carlo technique for radiation transport calculation. Lecture note is organized in the following way. Section (1) will describe the introduction of Basic Monte Carlo and its classification towards the respective field. Section (2) will describe the random sampling methods, a key component of Monte Carlo radiation transport calculation, Section (3) will provide the statistical uncertainty of Monte Carlo estimates, Section (4) will describe in brief the importance of variance reduction techniques while sampling particles such as photon, or neutron in the process of radiation transport
Reconstruction of Monte Carlo replicas from Hessian parton distributions
Energy Technology Data Exchange (ETDEWEB)
Hou, Tie-Jiun [Department of Physics, Southern Methodist University,Dallas, TX 75275-0181 (United States); Gao, Jun [INPAC, Shanghai Key Laboratory for Particle Physics and Cosmology,Department of Physics and Astronomy, Shanghai Jiao-Tong University, Shanghai 200240 (China); High Energy Physics Division, Argonne National Laboratory,Argonne, Illinois, 60439 (United States); Huston, Joey [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States); Nadolsky, Pavel [Department of Physics, Southern Methodist University,Dallas, TX 75275-0181 (United States); Schmidt, Carl; Stump, Daniel [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States); Wang, Bo-Ting; Xie, Ke Ping [Department of Physics, Southern Methodist University,Dallas, TX 75275-0181 (United States); Dulat, Sayipjamal [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States); School of Physics Science and Technology, Xinjiang University,Urumqi, Xinjiang 830046 (China); Center for Theoretical Physics, Xinjiang University,Urumqi, Xinjiang 830046 (China); Pumplin, Jon; Yuan, C.P. [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States)
2017-03-20
We explore connections between two common methods for quantifying the uncertainty in parton distribution functions (PDFs), based on the Hessian error matrix and Monte-Carlo sampling. CT14 parton distributions in the Hessian representation are converted into Monte-Carlo replicas by a numerical method that reproduces important properties of CT14 Hessian PDFs: the asymmetry of CT14 uncertainties and positivity of individual parton distributions. The ensembles of CT14 Monte-Carlo replicas constructed this way at NNLO and NLO are suitable for various collider applications, such as cross section reweighting. Master formulas for computation of asymmetric standard deviations in the Monte-Carlo representation are derived. A correction is proposed to address a bias in asymmetric uncertainties introduced by the Taylor series approximation. A numerical program is made available for conversion of Hessian PDFs into Monte-Carlo replicas according to normal, log-normal, and Watt-Thorne sampling procedures.
Monte Carlo Solutions for Blind Phase Noise Estimation
Directory of Open Access Journals (Sweden)
Çırpan Hakan
2009-01-01
Full Text Available This paper investigates the use of Monte Carlo sampling methods for phase noise estimation on additive white Gaussian noise (AWGN channels. The main contributions of the paper are (i the development of a Monte Carlo framework for phase noise estimation, with special attention to sequential importance sampling and Rao-Blackwellization, (ii the interpretation of existing Monte Carlo solutions within this generic framework, and (iii the derivation of a novel phase noise estimator. Contrary to the ad hoc phase noise estimators that have been proposed in the past, the estimators considered in this paper are derived from solid probabilistic and performance-determining arguments. Computer simulations demonstrate that, on one hand, the Monte Carlo phase noise estimators outperform the existing estimators and, on the other hand, our newly proposed solution exhibits a lower complexity than the existing Monte Carlo solutions.
Sampling from a polytope and hard-disk Monte Carlo
International Nuclear Information System (INIS)
Kapfer, Sebastian C; Krauth, Werner
2013-01-01
The hard-disk problem, the statics and the dynamics of equal two-dimensional hard spheres in a periodic box, has had a profound influence on statistical and computational physics. Markov-chain Monte Carlo and molecular dynamics were first discussed for this model. Here we reformulate hard-disk Monte Carlo algorithms in terms of another classic problem, namely the sampling from a polytope. Local Markov-chain Monte Carlo, as proposed by Metropolis et al. in 1953, appears as a sequence of random walks in high-dimensional polytopes, while the moves of the more powerful event-chain algorithm correspond to molecular dynamics evolution. We determine the convergence properties of Monte Carlo methods in a special invariant polytope associated with hard-disk configurations, and the implications for convergence of hard-disk sampling. Finally, we discuss parallelization strategies for event-chain Monte Carlo and present results for a multicore implementation
Linear filtering applied to Monte Carlo criticality calculations
International Nuclear Information System (INIS)
Morrison, G.W.; Pike, D.H.; Petrie, L.M.
1975-01-01
A significant improvement in the acceleration of the convergence of the eigenvalue computed by Monte Carlo techniques has been developed by applying linear filtering theory to Monte Carlo calculations for multiplying systems. A Kalman filter was applied to a KENO Monte Carlo calculation of an experimental critical system consisting of eight interacting units of fissile material. A comparison of the filter estimate and the Monte Carlo realization was made. The Kalman filter converged in five iterations to 0.9977. After 95 iterations, the average k-eff from the Monte Carlo calculation was 0.9981. This demonstrates that the Kalman filter has the potential of reducing the calculational effort of multiplying systems. Other examples and results are discussed
Problems in radiation shielding calculations with Monte Carlo methods
International Nuclear Information System (INIS)
Ueki, Kohtaro
1985-01-01
The Monte Carlo method is a very useful tool for solving a large class of radiation transport problem. In contrast with deterministic method, geometric complexity is a much less significant problem for Monte Carlo calculations. However, the accuracy of Monte Carlo calculations is of course, limited by statistical error of the quantities to be estimated. In this report, we point out some typical problems to solve a large shielding system including radiation streaming. The Monte Carlo coupling technique was developed to settle such a shielding problem accurately. However, the variance of the Monte Carlo results using the coupling technique of which detectors were located outside the radiation streaming, was still not enough. So as to bring on more accurate results for the detectors located outside the streaming and also for a multi-legged-duct streaming problem, a practicable way of ''Prism Scattering technique'' is proposed in the study. (author)
Cluster monte carlo method for nuclear criticality safety calculation
International Nuclear Information System (INIS)
Pei Lucheng
1984-01-01
One of the most important applications of the Monte Carlo method is the calculation of the nuclear criticality safety. The fair source game problem was presented at almost the same time as the Monte Carlo method was applied to calculating the nuclear criticality safety. The source iteration cost may be reduced as much as possible or no need for any source iteration. This kind of problems all belongs to the fair source game prolems, among which, the optimal source game is without any source iteration. Although the single neutron Monte Carlo method solved the problem without the source iteration, there is still quite an apparent shortcoming in it, that is, it solves the problem without the source iteration only in the asymptotic sense. In this work, a new Monte Carlo method called the cluster Monte Carlo method is given to solve the problem further
Monte Carlo Simulation of the Echo Signals from Low-Flying Targets for Airborne Radar
Directory of Open Access Journals (Sweden)
Mingyuan Man
2014-01-01
Full Text Available A demonstrated hybrid method based on the combination of half-space physical optics method (PO, graphical-electromagnetic computing (GRECO, and Monte Carlo method on echo signals from low-flying targets based on actual environment for airborne radar is presented in this paper. The half-space physical optics method , combined with the graphical-electromagnetic computing (GRECO method to eliminate the shadow regions quickly and rebuild the target automatically, is employed to calculate the radar cross section (RCS of the conductive targets in half space fast and accurately. The direct echo is computed based on the radar equation. The reflected paths from sea or ground surface cause multipath effects. In order to accurately obtain the echo signals, the phase factors are modified for fluctuations in multipath, and the statistical average value of the echo signals is obtained using the Monte Carlo method. A typical simulation is performed, and the numerical results show the accuracy of the proposed method.
Monte Carlo codes use in neutron therapy; Application de codes Monte Carlo en neutrontherapie
Energy Technology Data Exchange (ETDEWEB)
Paquis, P.; Mokhtari, F.; Karamanoukian, D. [Hopital Pasteur, 06 - Nice (France); Pignol, J.P. [Hopital du Hasenrain, 68 - Mulhouse (France); Cuendet, P. [CEA Centre d' Etudes de Saclay, 91 - Gif-sur-Yvette (France). Direction des Reacteurs Nucleaires; Fares, G.; Hachem, A. [Faculte des Sciences, 06 - Nice (France); Iborra, N. [Centre Antoine-Lacassagne, 06 - Nice (France)
1998-04-01
Monte Carlo calculation codes allow to study accurately all the parameters relevant to radiation effects, like the dose deposition or the type of microscopic interactions, through one by one particle transport simulation. These features are very useful for neutron irradiations, from device development up to dosimetry. This paper illustrates some applications of these codes in Neutron Capture Therapy and Neutron Capture Enhancement of fast neutrons irradiations. (authors)
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.
Fusion-fission hybrid reactors
International Nuclear Information System (INIS)
Greenspan, E.
1984-01-01
This chapter discusses the range of characteristics attainable from hybrid reactor blankets; blanket design considerations; hybrid reactor designs; alternative fuel hybrid reactors; multi-purpose hybrid reactors; and hybrid reactors and the energy economy. Hybrid reactors are driven by a fusion neutron source and include fertile and/or fissile material. The fusion component provides a copious source of fusion neutrons which interact with a subcritical fission component located adjacent to the plasma or pellet chamber. Fissile fuel and/or energy are the main products of hybrid reactors. Topics include high F/M blankets, the fissile (and tritium) breeding ratio, effects of composition on blanket properties, geometrical considerations, power density and first wall loading, variations of blanket properties with irradiation, thermal-hydraulic and mechanical design considerations, safety considerations, tokamak hybrid reactors, tandem-mirror hybrid reactors, inertial confinement hybrid reactors, fusion neutron sources, fissile-fuel and energy production ability, simultaneous production of combustible and fissile fuels, fusion reactors for waste transmutation and fissile breeding, nuclear pumped laser hybrid reactors, Hybrid Fuel Factories (HFFs), and scenarios for hybrid contribution. The appendix offers hybrid reactor fundamentals. Numerous references are provided
Research on Hybrid Vehicle Drivetrain
Xie, Zhongzhi
Hybrid cars as a solution to energy saving, emission reduction measures, have received widespread attention. Motor drive system as an important part of the hybrid vehicles as an important object of study. Based on the hybrid electric vehicle powertrain control system for permanent magnet synchronous motor as the object of study. Can be applied to hybrid car compares the characteristics of traction motors, chose permanent magnet synchronous Motors as drive motors for hybrid vehicles. Building applications in hybrid cars in MATLAB/Simulink simulation model of permanent-magnet synchronous motor speed control system and analysis of simulation results.
International Nuclear Information System (INIS)
Bernardin, B.
2001-01-01
New hybrid systems are made up of a subcritical core, a spallation target and a proton accelerator. The neutrons that are produced in the target by the flux of protons are necessary to maintain the chain reaction of fission. Some parameters that are important for a classical nuclear reactor like doppler coefficient or delayed neutron fraction do not matter in a hybrid system. In a PWR-type reactor or in a fast reactor the concentration of actinides has a bad impact on these 2 parameters, so it is justified to study hybrid systems as actinide transmuters. The hybrid system, because of its external source of neutrons can put aside an important reactivity margin. This reactivity margin can be used to design safer nuclear reactors (particularly in some situations of reactivity accidents) or to irradiate fuel elements containing high concentrations of minor actinides that could not be allowed in a classical reactor. This article reviews various ways of integrating hybrid systems in a population of already existing nuclear reactors in order to manage quantities of plutonium, of minor actinides or of long-life fission products. (A.C.)
The Hybrid Museum: Hybrid Economies of Meaning
DEFF Research Database (Denmark)
Vestergaard, Vitus
2013-01-01
Social media has created new ways of communicating and has brought about a new distinctive ethos. New literacies are not simply about new technology but also about this new ethos. Many museums are embracing this ethos by what is often called participatory practices. From a sociocultural perspective...... this article shows that there are two different museum mindsets where the second mindset leans towards participatory practices. It is shown how a museum can support a hybrid economy of meaning that builds on both a user generated economy of meaning and an institutional economy of meaning and adds value to both...
International Nuclear Information System (INIS)
Landeyro, P.A.
1995-01-01
Hybrid systems studied for fissile material production, were reconsidered for minor actinide and long-lived fission product destruction as alternative to the traditional final disposal of nuclear waste. Now there are attempts to extend the use of the concepts developed for minor actinide incineration to plutonium burning. The most promising hybrid system concept considers fuel and target both as liquids. From the results obtained, the possibility to adopt composite targets seems the most promising solution, but still there remains the problem of Pu production, not acceptable in a burning system. This kind of targets can be mainly used for fissile material production, while for accelerator driven burners it is most convenient to use a liquid lead target. The most suitable solvent is heavy water for minor actinide annihilation in the blanket of a hybrid system. Due to the criticality conditions and the necessity of electric energy production, the blanket using plutonium dissolved in molten salts is the most convenient one. (author)
Hybrid strategies in nanolithography
Energy Technology Data Exchange (ETDEWEB)
Saavedra, Hector M; Mullen, Thomas J; Zhang Pengpeng; Dewey, Daniel C; Claridge, Shelley A; Weiss, Paul S [Department of Chemistry, The Pennsylvania State University, University Park, PA 16802 (United States)], E-mail: psw@cnsi.ucla.edu
2010-03-15
Hybrid nanoscale patterning strategies combine the registration and addressability of conventional lithographic techniques with the chemical and physical functionality enabled by intermolecular, electrostatic and/or biological interactions. This review aims to highlight and to provide a comprehensive description of recent developments in hybrid nanoscale patterning strategies that enhance existing lithographic techniques or can be used to fabricate functional chemical patterns that interact with their environment. These functional structures create new capabilities, such as the fabrication of physicochemical surfaces that can recognize and capture analytes from complex liquid or gaseous mixtures. The nanolithographic techniques we describe can be classified into three general areas: traditional lithography, soft lithography and scanning-probe lithography. The strengths and limitations of each hybrid patterning technique will be discussed, along with the current and potential applications of the resulting patterned, functional surfaces.
The vector and parallel processing of MORSE code on Monte Carlo Machine
International Nuclear Information System (INIS)
Hasegawa, Yukihiro; Higuchi, Kenji.
1995-11-01
Multi-group Monte Carlo Code for particle transport, MORSE is modified for high performance computing on Monte Carlo Machine Monte-4. The method and the results are described. Monte-4 was specially developed to realize high performance computing of Monte Carlo codes for particle transport, which have been difficult to obtain high performance in vector processing on conventional vector processors. Monte-4 has four vector processor units with the special hardware called Monte Carlo pipelines. The vectorization and parallelization of MORSE code and the performance evaluation on Monte-4 are described. (author)
International Nuclear Information System (INIS)
Kelly, J.L.; Rose, R.P.
1981-01-01
At a time when the potential benefits of various energy options are being seriously evaluated in many countries through-out the world, it is both timely and important to evaluate the practical application of fusion reactors for their economical production of nuclear fissile fuels from fertile fuels. The fusion hybrid reactor represents a concept that could assure the availability of adequate fuel supplies for a proven nuclear technology and have the potential of being an electrical energy source as opposed to an energy consumer as are the present fuel enrichment processes. Westinghouse Fusion Power Systems Department, under Contract No. EG-77-C-02-4544 with the Department of Energy, Office of Fusion Energy, has developed a preliminary conceptual design for an early twenty-first century fusion hybrid reactor called the commercial Tokamak Hybrid Reactor (CTHR). This design was developed as a first generation commercial plant producing fissile fuel to support a significant number of client Light Water Reactor (LWR) Plants. To the depth this study has been performed, no insurmountable technical problems have been identified. The study has provided a basis for reasonable cost estimates of the hybrid plants as well as the hybrid/LWR system busbar electricity costs. This energy system can be optimized to have a net cost of busbar electricity that is equivalent to the conventional LWR plant, yet is not dependent on uranium ore prices or standard enrichment costs, since the fusion hybrid can be fueled by numerous fertile fuel resources. A nearer-term concept is also defined using a beam driven fusion driver in lieu of the longer term ignited operating mode. (orig.)
Helminthiases in Montes Claros. Preliminary survey
Directory of Open Access Journals (Sweden)
Rina Girard Kaminsky
1976-04-01
Full Text Available A preliminary survey was conducted for the presence of helminths in the city of Montes Claros, M. G., Brazil. Three groups of persons were examined by the direct smear, Kato thick film and MIFC techniques; one group by direct smear and Kato only. General findings were: a high prevalence of hookworm, followed by ascariasis, S. mansoni, S. stercoralis and very light infections with T. trichiurá. E. vermicularis and H. nana were ranking parasites at an orphanage, with some hookworm and S. mansoni infections as well. At a pig slaughter house, the dominant parasites were hookworm and S. mansoni. Pig cysticercosis was an incidental finding worth mentioning for the health hazard it represents for humans as well as an economic loss. From the comparative results between the Kato and the MIF the former proved itself again as a more sensitive and reliable concentration method for helminth eggs, of low cost and easy performance.Um estudo preliminar sobre helmintos foi feito na cidade de Montes Claros, MG, Brasil. Três grupos de pessoas foram examinados pelos métodos direto, de Kato e do MIF e um grupo pelos métodos direto e Kato exclusivamente. Encontrou-se uma alta prevalência de necatorose, seguindo-se ascaríase, S. mansoni, S. stercoralis, e infecções leves pelo T. trichiura. E. vermicularis e H. nana foram osparasitos mais prevalentes num orfanato, com alguns casos de infecção pelo Necator e S. mansoni. Cisticercose dos suinos foi achado incidental e é importante ser mencionada devido ao perigo que representa no plano da Saúde Pública, bem como pela perda econômica que produz. Discutiu-se brevemente a importância do solo na transmissão dos helmintos num clima quente e seco. Da comparação dos métodos de Kato e MIF, o primeiro demonstrou ser o método mais sensível para ovos de helmintos, de baixo custo e fácil preparo.
Monte Carlo based diffusion coefficients for LMFBR analysis
International Nuclear Information System (INIS)
Van Rooijen, Willem F.G.; Takeda, Toshikazu; Hazama, Taira
2010-01-01
A method based on Monte Carlo calculations is developed to estimate the diffusion coefficient of unit cells. The method uses a geometrical model similar to that used in lattice theory, but does not use the assumption of a separable fundamental mode used in lattice theory. The method uses standard Monte Carlo flux and current tallies, and the continuous energy Monte Carlo code MVP was used without modifications. Four models are presented to derive the diffusion coefficient from tally results of flux and partial currents. In this paper the method is applied to the calculation of a plate cell of the fast-spectrum critical facility ZEBRA. Conventional calculations of the diffusion coefficient diverge in the presence of planar voids in the lattice, but our Monte Carlo method can treat this situation without any problem. The Monte Carlo method was used to investigate the influence of geometrical modeling as well as the directional dependence of the diffusion coefficient. The method can be used to estimate the diffusion coefficient of complicated unit cells, the limitation being the capabilities of the Monte Carlo code. The method will be used in the future to confirm results for the diffusion coefficient obtained of the Monte Carlo code. The method will be used in the future to confirm results for the diffusion coefficient obtained with deterministic codes. (author)
Present status and future prospects of neutronics Monte Carlo
International Nuclear Information System (INIS)
Gelbard, E.M.
1990-01-01
It is fair to say that the Monte Carlo method, over the last decade, has grown steadily more important as a neutronics computational tool. Apparently this has happened for assorted reasons. Thus, for example, as the power of computers has increased, the cost of the method has dropped, steadily becoming less and less of an obstacle to its use. In addition, more and more sophisticated input processors have now made it feasible to model extremely complicated systems routinely with really remarkable fidelity. Finally, as we demand greater and greater precision in reactor calculations, Monte Carlo is often found to be the only method accurate enough for use in benchmarking. Cross section uncertainties are now almost the only inherent limitations in our Monte Carlo capabilities. For this reason Monte Carlo has come to occupy a special position, interposed between experiment and other computational techniques. More and more often deterministic methods are tested by comparison with Monte Carlo, and cross sections are tested by comparing Monte Carlo with experiment. In this way one can distinguish very clearly between errors due to flaws in our numerical methods, and those due to deficiencies in cross section files. The special role of Monte Carlo as a benchmarking tool, often the only available benchmarking tool, makes it crucially important that this method should be polished to perfection. Problems relating to Eigenvalue calculations, variance reduction and the use of advanced computers are reviewed in this paper. (author)
Wang, Hongrui; Liu, Hongwei; Cai, Leixin; Wang, Caixia; Lv, Qiang
2017-07-10
In this study, we extended the replica exchange Monte Carlo (REMC) sampling method to protein-small molecule docking conformational prediction using RosettaLigand. In contrast to the traditional Monte Carlo (MC) and REMC sampling methods, these methods use multi-objective optimization Pareto front information to facilitate the selection of replicas for exchange. The Pareto front information generated to select lower energy conformations as representative conformation structure replicas can facilitate the convergence of the available conformational space, including available near-native structures. Furthermore, our approach directly provides min-min scenario Pareto optimal solutions, as well as a hybrid of the min-min and max-min scenario Pareto optimal solutions with lower energy conformations for use as structure templates in the REMC sampling method. These methods were validated based on a thorough analysis of a benchmark data set containing 16 benchmark test cases. An in-depth comparison between MC, REMC, multi-objective optimization-REMC (MO-REMC), and hybrid MO-REMC (HMO-REMC) sampling methods was performed to illustrate the differences between the four conformational search strategies. Our findings demonstrate that the MO-REMC and HMO-REMC conformational sampling methods are powerful approaches for obtaining protein-small molecule docking conformational predictions based on the binding energy of complexes in RosettaLigand.