Improvements for Monte Carlo burnup calculation
Energy Technology Data Exchange (ETDEWEB)
Shenglong, Q.; Dong, Y.; Danrong, S.; Wei, L., E-mail: qiangshenglong@tsinghua.org.cn, E-mail: d.yao@npic.ac.cn, E-mail: songdr@npic.ac.cn, E-mail: luwei@npic.ac.cn [Nuclear Power Inst. of China, Cheng Du, Si Chuan (China)
2015-07-01
Monte Carlo burnup calculation is development trend of reactor physics, there would be a lot of work to be done for engineering applications. Based on Monte Carlo burnup code MOI, non-fuel burnup calculation methods and critical search suggestions will be mentioned in this paper. For non-fuel burnup, mixed burnup mode will improve the accuracy of burnup calculation and efficiency. For critical search of control rod position, a new method called ABN based on ABA which used by MC21 will be proposed for the first time in this paper. (author)
Monte Carlo 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)
Research on Monte Carlo improved quasi-static method for reactor space-time dynamics
International Nuclear Information System (INIS)
Xu Qi; Wang Kan; Li Shirui; Yu Ganglin
2013-01-01
With large time steps, improved quasi-static (IQS) method can improve the calculation speed for reactor dynamic simulations. The Monte Carlo IQS method was proposed in this paper, combining the advantages of both the IQS method and MC method. Thus, the Monte Carlo IQS method is beneficial for solving space-time dynamics problems of new concept reactors. Based on the theory of IQS, Monte Carlo algorithms for calculating adjoint neutron flux, reactor kinetic parameters and shape function were designed and realized. A simple Monte Carlo IQS code and a corresponding diffusion IQS code were developed, which were used for verification of the Monte Carlo IQS method. (authors)
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.
Visual improvement for bad handwriting based on Monte-Carlo method
Shi, Cao; Xiao, Jianguo; Xu, Canhui; Jia, Wenhua
2014-03-01
A visual improvement algorithm based on Monte Carlo simulation is proposed in this paper, in order to enhance visual effects for bad handwriting. The whole improvement process is to use well designed typeface so as to optimize bad handwriting image. In this process, a series of linear operators for image transformation are defined for transforming typeface image to approach handwriting image. And specific parameters of linear operators are estimated by Monte Carlo method. Visual improvement experiments illustrate that the proposed algorithm can effectively enhance visual effect for handwriting image as well as maintain the original handwriting features, such as tilt, stroke order and drawing direction etc. The proposed visual improvement algorithm, in this paper, has a huge potential to be applied in tablet computer and Mobile Internet, in order to improve user experience on handwriting.
Improved local lattice Monte Carlo simulation for charged systems
Jiang, Jian; Wang, Zhen-Gang
2018-03-01
Maggs and Rossetto [Phys. Rev. Lett. 88, 196402 (2002)] proposed a local lattice Monte Carlo algorithm for simulating charged systems based on Gauss's law, which scales with the particle number N as O(N). This method includes two degrees of freedom: the configuration of the mobile charged particles and the electric field. In this work, we consider two important issues in the implementation of the method, the acceptance rate of configurational change (particle move) and the ergodicity in the phase space sampled by the electric field. We propose a simple method to improve the acceptance rate of particle moves based on the superposition principle for electric field. Furthermore, we introduce an additional updating step for the field, named "open-circuit update," to ensure that the system is fully ergodic under periodic boundary conditions. We apply this improved local Monte Carlo simulation to an electrolyte solution confined between two low dielectric plates. The results show excellent agreement with previous theoretical work.
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.
Improved Monte Carlo Method for PSA Uncertainty Analysis
International Nuclear Information System (INIS)
Choi, Jongsoo
2016-01-01
The treatment of uncertainty is an important issue for regulatory decisions. Uncertainties exist from knowledge limitations. A probabilistic approach has exposed some of these limitations and provided a framework to assess their significance and assist in developing a strategy to accommodate them in the regulatory process. The uncertainty analysis (UA) is usually based on the Monte Carlo method. This paper proposes a Monte Carlo UA approach to calculate the mean risk metrics accounting for the SOKC between basic events (including CCFs) using efficient random number generators and to meet Capability Category III of the ASME/ANS PRA standard. Audit calculation is needed in PSA regulatory reviews of uncertainty analysis results submitted for licensing. The proposed Monte Carlo UA approach provides a high degree of confidence in PSA reviews. All PSA needs accounting for the SOKC between event probabilities to meet the ASME/ANS PRA standard
Improved Monte Carlo Method for PSA Uncertainty Analysis
Energy Technology Data Exchange (ETDEWEB)
Choi, Jongsoo [Korea Institute of Nuclear Safety, Daejeon (Korea, Republic of)
2016-10-15
The treatment of uncertainty is an important issue for regulatory decisions. Uncertainties exist from knowledge limitations. A probabilistic approach has exposed some of these limitations and provided a framework to assess their significance and assist in developing a strategy to accommodate them in the regulatory process. The uncertainty analysis (UA) is usually based on the Monte Carlo method. This paper proposes a Monte Carlo UA approach to calculate the mean risk metrics accounting for the SOKC between basic events (including CCFs) using efficient random number generators and to meet Capability Category III of the ASME/ANS PRA standard. Audit calculation is needed in PSA regulatory reviews of uncertainty analysis results submitted for licensing. The proposed Monte Carlo UA approach provides a high degree of confidence in PSA reviews. All PSA needs accounting for the SOKC between event probabilities to meet the ASME/ANS PRA standard.
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
Improvements of MCOR: A Monte Carlo depletion code system for fuel assembly reference calculations
Energy Technology Data Exchange (ETDEWEB)
Tippayakul, C.; Ivanov, K. [Pennsylvania State Univ., Univ. Park (United States); Misu, S. [AREVA NP GmbH, An AREVA and SIEMENS Company, Erlangen (Germany)
2006-07-01
This paper presents the improvements of MCOR, a Monte Carlo depletion code system for fuel assembly reference calculations. The improvements of MCOR were initiated by the cooperation between the Penn State Univ. and AREVA NP to enhance the original Penn State Univ. MCOR version in order to be used as a new Monte Carlo depletion analysis tool. Essentially, a new depletion module using KORIGEN is utilized to replace the existing ORIGEN-S depletion module in MCOR. Furthermore, the online burnup cross section generation by the Monte Carlo calculation is implemented in the improved version instead of using the burnup cross section library pre-generated by a transport code. Other code features have also been added to make the new MCOR version easier to use. This paper, in addition, presents the result comparisons of the original and the improved MCOR versions against CASMO-4 and OCTOPUS. It was observed in the comparisons that there were quite significant improvements of the results in terms of k{sub inf}, fission rate distributions and isotopic contents. (authors)
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
Dunn, William L
2012-01-01
Exploring Monte Carlo Methods is a basic text that describes the numerical methods that have come to be known as "Monte Carlo." The book treats the subject generically through the first eight chapters and, thus, should be of use to anyone who wants to learn to use Monte Carlo. The next two chapters focus on applications in nuclear engineering, which are illustrative of uses in other fields. Five appendices are included, which provide useful information on probability distributions, general-purpose Monte Carlo codes for radiation transport, and other matters. The famous "Buffon's needle proble
Specialized Monte Carlo codes versus general-purpose Monte Carlo codes
International Nuclear Information System (INIS)
Moskvin, Vadim; DesRosiers, Colleen; Papiez, Lech; Lu, Xiaoyi
2002-01-01
The possibilities of Monte Carlo modeling for dose calculations and optimization treatment are quite limited in radiation oncology applications. The main reason is that the Monte Carlo technique for dose calculations is time consuming while treatment planning may require hundreds of possible cases of dose simulations to be evaluated for dose optimization. The second reason is that general-purpose codes widely used in practice, require an experienced user to customize them for calculations. This paper discusses the concept of Monte Carlo code design that can avoid the main problems that are preventing wide spread use of this simulation technique in medical physics. (authors)
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)
Improved diffusion coefficients generated from Monte Carlo codes
International Nuclear Information System (INIS)
Herman, B. R.; Forget, B.; Smith, K.; Aviles, B. N.
2013-01-01
Monte Carlo codes are becoming more widely used for reactor analysis. Some of these applications involve the generation of diffusion theory parameters including macroscopic cross sections and diffusion coefficients. Two approximations used to generate diffusion coefficients are assessed using the Monte Carlo code MC21. The first is the method of homogenization; whether to weight either fine-group transport cross sections or fine-group diffusion coefficients when collapsing to few-group diffusion coefficients. The second is a fundamental approximation made to the energy-dependent P1 equations to derive the energy-dependent diffusion equations. Standard Monte Carlo codes usually generate a flux-weighted transport cross section with no correction to the diffusion approximation. Results indicate that this causes noticeable tilting in reconstructed pin powers in simple test lattices with L2 norm error of 3.6%. This error is reduced significantly to 0.27% when weighting fine-group diffusion coefficients by the flux and applying a correction to the diffusion approximation. Noticeable tilting in reconstructed fluxes and pin powers was reduced when applying these corrections. (authors)
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.
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.
Applicability of quasi-Monte Carlo for lattice systems
International Nuclear Information System (INIS)
Ammon, Andreas; Deutsches Elektronen-Synchrotron; Hartung, Tobias; Jansen, Karl; Leovey, Hernan; Griewank, Andreas; Mueller-Preussker, Michael
2013-11-01
This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over random observations generated from ordinary Monte Carlo simulations scales like N -1/2 , where N is the number of observations. By means of quasi-Monte Carlo methods it is possible to improve this scaling for certain problems to N -1 , or even further if the problems are regular enough. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling of all investigated observables in both cases.
Applicability of quasi-Monte Carlo for lattice systems
Energy Technology Data Exchange (ETDEWEB)
Ammon, Andreas [Berlin Humboldt-Univ. (Germany). Dept. of Physics; Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Hartung, Tobias [King' s College London (United Kingdom). Dept. of Mathematics; Jansen, Karl [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Leovey, Hernan; Griewank, Andreas [Berlin Humboldt-Univ. (Germany). Dept. of Mathematics; Mueller-Preussker, Michael [Berlin Humboldt-Univ. (Germany). Dept. of Physics
2013-11-15
This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over random observations generated from ordinary Monte Carlo simulations scales like N{sup -1/2}, where N is the number of observations. By means of quasi-Monte Carlo methods it is possible to improve this scaling for certain problems to N{sup -1}, or even further if the problems are regular enough. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling of all investigated observables in both cases.
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
Improvement of correlated sampling Monte Carlo methods for reactivity calculations
International Nuclear Information System (INIS)
Nakagawa, Masayuki; Asaoka, Takumi
1978-01-01
Two correlated Monte Carlo methods, the similar flight path and the identical flight path methods, have been improved to evaluate up to the second order change of the reactivity perturbation. Secondary fission neutrons produced by neutrons having passed through perturbed regions in both unperturbed and perturbed systems are followed in a way to have a strong correlation between secondary neutrons in both the systems. These techniques are incorporated into the general purpose Monte Carlo code MORSE, so as to be able to estimate also the statistical error of the calculated reactivity change. The control rod worths measured in the FCA V-3 assembly are analyzed with the present techniques, which are shown to predict the measured values within the standard deviations. The identical flight path method has revealed itself more useful than the similar flight path method for the analysis of the control rod worth. (auth.)
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.
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)
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
Energy Technology Data Exchange (ETDEWEB)
Richet, Y
2006-12-15
Criticality Monte Carlo calculations aim at estimating the effective multiplication factor (k-effective) for a fissile system through iterations simulating neutrons propagation (making a Markov chain). Arbitrary initialization of the neutron population can deeply bias the k-effective estimation, defined as the mean of the k-effective computed at each iteration. A simplified model of this cycle k-effective sequence is built, based on characteristics of industrial criticality Monte Carlo calculations. Statistical tests, inspired by Brownian bridge properties, are designed to discriminate stationarity of the cycle k-effective sequence. The initial detected transient is, then, suppressed in order to improve the estimation of the system k-effective. The different versions of this methodology are detailed and compared, firstly on a plan of numerical tests fitted on criticality Monte Carlo calculations, and, secondly on real criticality calculations. Eventually, the best methodologies observed in these tests are selected and allow to improve industrial Monte Carlo criticality calculations. (author)
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
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.
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
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...
PyMercury: Interactive Python for the Mercury Monte Carlo Particle Transport Code
International Nuclear Information System (INIS)
Iandola, F.N.; O'Brien, M.J.; Procassini, R.J.
2010-01-01
Monte Carlo particle transport applications are often written in low-level languages (C/C++) for optimal performance on clusters and supercomputers. However, this development approach often sacrifices straightforward usability and testing in the interest of fast application performance. To improve usability, some high-performance computing applications employ mixed-language programming with high-level and low-level languages. In this study, we consider the benefits of incorporating an interactive Python interface into a Monte Carlo application. With PyMercury, a new Python extension to the Mercury general-purpose Monte Carlo particle transport code, we improve application usability without diminishing performance. In two case studies, we illustrate how PyMercury improves usability and simplifies testing and validation in a Monte Carlo application. In short, PyMercury demonstrates the value of interactive Python for Monte Carlo particle transport applications. In the future, we expect interactive Python to play an increasingly significant role in Monte Carlo usage and testing.
International Nuclear Information System (INIS)
Cramer, S.N.
1984-01-01
The MORSE code is a large general-use multigroup Monte Carlo code system. Although no claims can be made regarding its superiority in either theoretical details or Monte Carlo techniques, MORSE has been, since its inception at ORNL in the late 1960s, the most widely used Monte Carlo radiation transport code. The principal reason for this popularity is that MORSE is relatively easy to use, independent of any installation or distribution center, and it can be easily customized to fit almost any specific need. Features of the MORSE code are described
Monte Carlo theory and practice
International Nuclear Information System (INIS)
James, F.
1987-01-01
Historically, the first large-scale calculations to make use of the Monte Carlo method were studies of neutron scattering and absorption, random processes for which it is quite natural to employ random numbers. Such calculations, a subset of Monte Carlo calculations, are known as direct simulation, since the 'hypothetical population' of the narrower definition above corresponds directly to the real population being studied. The Monte Carlo method may be applied wherever it is possible to establish equivalence between the desired result and the expected behaviour of a stochastic system. The problem to be solved may already be of a probabilistic or statistical nature, in which case its Monte Carlo formulation will usually be a straightforward simulation, or it may be of a deterministic or analytic nature, in which case an appropriate Monte Carlo formulation may require some imagination and may appear contrived or artificial. In any case, the suitability of the method chosen will depend on its mathematical properties and not on its superficial resemblance to the problem to be solved. The authors show how Monte Carlo techniques may be compared with other methods of solution of the same physical problem
Monte Carlo Methods in Physics
International Nuclear Information System (INIS)
Santoso, B.
1997-01-01
Method of Monte Carlo integration is reviewed briefly and some of its applications in physics are explained. A numerical experiment on random generators used in the monte Carlo techniques is carried out to show the behavior of the randomness of various methods in generating them. To account for the weight function involved in the Monte Carlo, the metropolis method is used. From the results of the experiment, one can see that there is no regular patterns of the numbers generated, showing that the program generators are reasonably good, while the experimental results, shows a statistical distribution obeying statistical distribution law. Further some applications of the Monte Carlo methods in physics are given. The choice of physical problems are such that the models have available solutions either in exact or approximate values, in which comparisons can be mode, with the calculations using the Monte Carlo method. Comparison show that for the models to be considered, good agreement have been obtained
Monte Carlo techniques in radiation therapy
Verhaegen, Frank
2013-01-01
Modern cancer treatment relies on Monte Carlo simulations to help radiotherapists and clinical physicists better understand and compute radiation dose from imaging devices as well as exploit four-dimensional imaging data. With Monte Carlo-based treatment planning tools now available from commercial vendors, a complete transition to Monte Carlo-based dose calculation methods in radiotherapy could likely take place in the next decade. Monte Carlo Techniques in Radiation Therapy explores the use of Monte Carlo methods for modeling various features of internal and external radiation sources, including light ion beams. The book-the first of its kind-addresses applications of the Monte Carlo particle transport simulation technique in radiation therapy, mainly focusing on external beam radiotherapy and brachytherapy. It presents the mathematical and technical aspects of the methods in particle transport simulations. The book also discusses the modeling of medical linacs and other irradiation devices; issues specific...
Statistical implications in Monte Carlo depletions - 051
International Nuclear Information System (INIS)
Zhiwen, Xu; Rhodes, J.; Smith, K.
2010-01-01
As a result of steady advances of computer power, continuous-energy Monte Carlo depletion analysis is attracting considerable attention for reactor burnup calculations. The typical Monte Carlo analysis is set up as a combination of a Monte Carlo neutron transport solver and a fuel burnup solver. Note that the burnup solver is a deterministic module. The statistical errors in Monte Carlo solutions are introduced into nuclide number densities and propagated along fuel burnup. This paper is towards the understanding of the statistical implications in Monte Carlo depletions, including both statistical bias and statistical variations in depleted fuel number densities. The deterministic Studsvik lattice physics code, CASMO-5, is modified to model the Monte Carlo depletion. The statistical bias in depleted number densities is found to be negligible compared to its statistical variations, which, in turn, demonstrates the correctness of the Monte Carlo depletion method. Meanwhile, the statistical variation in number densities generally increases with burnup. Several possible ways of reducing the statistical errors are discussed: 1) to increase the number of individual Monte Carlo histories; 2) to increase the number of time steps; 3) to run additional independent Monte Carlo depletion cases. Finally, a new Monte Carlo depletion methodology, called the batch depletion method, is proposed, which consists of performing a set of independent Monte Carlo depletions and is thus capable of estimating the overall statistical errors including both the local statistical error and the propagated statistical error. (authors)
Monte Carlo simulation for IRRMA
International Nuclear Information System (INIS)
Gardner, R.P.; Liu Lianyan
2000-01-01
Monte Carlo simulation is fast becoming a standard approach for many radiation applications that were previously treated almost entirely by experimental techniques. This is certainly true for Industrial Radiation and Radioisotope Measurement Applications - IRRMA. The reasons for this include: (1) the increased cost and inadequacy of experimentation for design and interpretation purposes; (2) the availability of low cost, large memory, and fast personal computers; and (3) the general availability of general purpose Monte Carlo codes that are increasingly user-friendly, efficient, and accurate. This paper discusses the history and present status of Monte Carlo simulation for IRRMA including the general purpose (GP) and specific purpose (SP) Monte Carlo codes and future needs - primarily from the experience of the authors
Quasi-Monte Carlo methods for lattice systems. A first look
International Nuclear Information System (INIS)
Jansen, K.; Cyprus Univ., Nicosia; Leovey, H.; Griewank, A.; Nube, A.; Humboldt-Universitaet, Berlin; Mueller-Preussker, M.
2013-02-01
We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable calculated by averaging over random observations generated from an ordinary Markov chain Monte Carlo simulation behaves like N -1/2 , where N is the number of observations. By means of Quasi-Monte Carlo methods it is possible to improve this behavior for certain problems up to N -1 . We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling.
Quasi-Monte Carlo methods for lattice systems. A first look
Energy Technology Data Exchange (ETDEWEB)
Jansen, K. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Cyprus Univ., Nicosia (Cyprus). Dept. of Physics; Leovey, H.; Griewank, A. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Mathematik; Nube, A. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik; Mueller-Preussker, M. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik
2013-02-15
We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable calculated by averaging over random observations generated from an ordinary Markov chain Monte Carlo simulation behaves like N{sup -1/2}, where N is the number of observations. By means of Quasi-Monte Carlo methods it is possible to improve this behavior for certain problems up to N{sup -1}. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling.
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, 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
(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.
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
An improved method for storing and retrieving tabulated data in a scalar Monte Carlo code
International Nuclear Information System (INIS)
Hollenbach, D.F.; Reynolds, K.H.; Dodds, H.L.; Landers, N.F.; Petrie, L.M.
1990-01-01
The KENO-Va code is a production-level criticality safety code used to calculate the k eff of a system. The code is stochastic in nature, using a Monte Carlo algorithm to track individual particles one at a time through the system. The advent of computers with vector processors has generated an interest in improving KENO-Va to take advantage of the potential speed-up associated with these new processors. Unfortunately, the original Monte Carlo algorithm and method of storing and retrieving cross-section data is not adaptable to vector processing. This paper discusses an alternate method for storing and retrieving data that not only is readily vectorizable but also improves the efficiency of the current scalar code
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
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
Optical coherence tomography: Monte Carlo simulation and improvement by optical amplification
DEFF Research Database (Denmark)
Tycho, Andreas
2002-01-01
An advanced novel Monte Carlo simulation model of the detection process of an optical coherence tomography (OCT) system is presented. For the first time it is shown analytically that the applicability of the incoherent Monte Carlo approach to model the heterodyne detection process of an OCT system...... is firmly justified. This is obtained by calculating the heterodyne mixing of the reference and sample beams in a plane conjugate to the discontinuity in the sample probed by the system. Using this approach, a novel expression for the OCT signal is derived, which only depends uopon the intensity...... flexibility of Monte Carlo simulations, this new model is demonstrated to be excellent as a numerical phantom, i.e., as a substitute for otherwise difficult experiments. Finally, a new model of the signal-to-noise ratio (SNR) of an OCT system with optical amplification of the light reflected from the sample...
Monte Carlo techniques in diagnostic and therapeutic nuclear medicine
International Nuclear Information System (INIS)
Zaidi, H.
2002-01-01
community at large. The application of Monte Carlo techniques in medical physics is an ever lasting enthusiastic topic and an area of considerable research interest. Monte Carlo modelling has contributed to a better understanding of the physics of radiation transport in medical physics. As an example, the large number of applications of the Monte Carlo method attests to its usefulness as a research tool n different areas of nuclear medicine imaging including detector modelling and systems design, image reconstruction and correction techniques, internal dosimetry and pharmacokinetic modelling. In particular, Monte Carlo simulation is a gold standard for the simulation of nuclear medicine imaging systems and is an indispensable research tool to develop and evaluate dose planning algorithms. Recent developments in nuclear medicine instrumentation including high-resolution SPECT/PET scanners and multimodality imagers as well as applications in patient-specific dosimetry are ideal for Monte Carlo modelling techniques because of the stochastic nature of radiation emission, transport and detection processes. Factors, which have contributed to the wider use, include improved models of radiation transport processes, the practicality of application with the development of acceleration schemes and the improved speed of computers as well as the availability of multiple-processor parallel processing systems
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)
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
Suppression of the initial transient in Monte Carlo criticality simulations
International Nuclear Information System (INIS)
Richet, Y.
2006-12-01
Criticality Monte Carlo calculations aim at estimating the effective multiplication factor (k-effective) for a fissile system through iterations simulating neutrons propagation (making a Markov chain). Arbitrary initialization of the neutron population can deeply bias the k-effective estimation, defined as the mean of the k-effective computed at each iteration. A simplified model of this cycle k-effective sequence is built, based on characteristics of industrial criticality Monte Carlo calculations. Statistical tests, inspired by Brownian bridge properties, are designed to discriminate stationarity of the cycle k-effective sequence. The initial detected transient is, then, suppressed in order to improve the estimation of the system k-effective. The different versions of this methodology are detailed and compared, firstly on a plan of numerical tests fitted on criticality Monte Carlo calculations, and, secondly on real criticality calculations. Eventually, the best methodologies observed in these tests are selected and allow to improve industrial Monte Carlo criticality calculations. (author)
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.
Neutron flux calculation by means of Monte Carlo methods
International Nuclear Information System (INIS)
Barz, H.U.; Eichhorn, M.
1988-01-01
In this report a survey of modern neutron flux calculation procedures by means of Monte Carlo methods is given. Due to the progress in the development of variance reduction techniques and the improvements of computational techniques this method is of increasing importance. The basic ideas in application of Monte Carlo methods are briefly outlined. In more detail various possibilities of non-analog games and estimation procedures are presented, problems in the field of optimizing the variance reduction techniques are discussed. In the last part some important international Monte Carlo codes and own codes of the authors are listed and special applications are described. (author)
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.)
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
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.
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.
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
International Nuclear Information System (INIS)
Chen, Zhenping; Song, Jing; Zheng, Huaqing; Wu, Bin; Hu, Liqin
2015-01-01
Highlights: • The subdivision combines both advantages of uniform and non-uniform schemes. • The grid models were proved to be more efficient than traditional CSG models. • Monte Carlo simulation performance was enhanced by Optimal Spatial Subdivision. • Efficiency gains were obtained for realistic whole reactor core models. - Abstract: Geometry navigation is one of the key aspects of dominating Monte Carlo particle transport simulation performance for large-scale whole reactor models. In such cases, spatial subdivision is an easily-established and high-potential method to improve the run-time performance. In this study, a dedicated method, named Optimal Spatial Subdivision, is proposed for generating numerically optimal spatial grid models, which are demonstrated to be more efficient for geometry navigation than traditional Constructive Solid Geometry (CSG) models. The method uses a recursive subdivision algorithm to subdivide a CSG model into non-overlapping grids, which are labeled as totally or partially occupied, or not occupied at all, by CSG objects. The most important point is that, at each stage of subdivision, a conception of quality factor based on a cost estimation function is derived to evaluate the qualities of the subdivision schemes. Only the scheme with optimal quality factor will be chosen as the final subdivision strategy for generating the grid model. Eventually, the model built with the optimal quality factor will be efficient for Monte Carlo particle transport simulation. The method has been implemented and integrated into the Super Monte Carlo program SuperMC developed by FDS Team. Testing cases were used to highlight the performance gains that could be achieved. Results showed that Monte Carlo simulation runtime could be reduced significantly when using the new method, even as cases reached whole reactor core model sizes
Monte Carlo simulation of neutron counters for safeguards applications
International Nuclear Information System (INIS)
Looman, Marc; Peerani, Paolo; Tagziria, Hamid
2009-01-01
MCNP-PTA is a new Monte Carlo code for the simulation of neutron counters for nuclear safeguards applications developed at the Joint Research Centre (JRC) in Ispra (Italy). After some preliminary considerations outlining the general aspects involved in the computational modelling of neutron counters, this paper describes the specific details and approximations which make up the basis of the model implemented in the code. One of the major improvements allowed by the use of Monte Carlo simulation is a considerable reduction in both the experimental work and in the reference materials required for the calibration of the instruments. This new approach to the calibration of counters using Monte Carlo simulation techniques is also discussed.
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)
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)
A flexible coupling scheme for Monte Carlo and thermal-hydraulics codes
Energy Technology Data Exchange (ETDEWEB)
Hoogenboom, J. Eduard, E-mail: J.E.Hoogenboom@tudelft.nl [Delft University of Technology (Netherlands); Ivanov, Aleksandar; Sanchez, Victor, E-mail: Aleksandar.Ivanov@kit.edu, E-mail: Victor.Sanchez@kit.edu [Karlsruhe Institute of Technology, Institute of Neutron Physics and Reactor Technology, Eggenstein-Leopoldshafen (Germany); Diop, Cheikh, E-mail: Cheikh.Diop@cea.fr [CEA/DEN/DANS/DM2S/SERMA, Commissariat a l' Energie Atomique, Gif-sur-Yvette (France)
2011-07-01
A coupling scheme between a Monte Carlo code and a thermal-hydraulics code is being developed within the European NURISP project for comprehensive and validated reactor analysis. The scheme is flexible as it allows different Monte Carlo codes and different thermal-hydraulics codes to be used. At present the MCNP and TRIPOLI4 Monte Carlo codes can be used and the FLICA4 and SubChanFlow thermal-hydraulics codes. For all these codes only an original executable is necessary. A Python script drives the iterations between Monte Carlo and thermal-hydraulics calculations. It also calls a conversion program to merge a master input file for the Monte Carlo code with the appropriate temperature and coolant density data from the thermal-hydraulics calculation. Likewise it calls another conversion program to merge a master input file for the thermal-hydraulics code with the power distribution data from the Monte Carlo calculation. Special attention is given to the neutron cross section data for the various required temperatures in the Monte Carlo calculation. Results are shown for an infinite lattice of PWR fuel pin cells and a 3 x 3 fuel BWR pin cell cluster. Various possibilities for further improvement and optimization of the coupling system are discussed. (author)
A flexible coupling scheme for Monte Carlo and thermal-hydraulics codes
International Nuclear Information System (INIS)
Hoogenboom, J. Eduard; Ivanov, Aleksandar; Sanchez, Victor; Diop, Cheikh
2011-01-01
A coupling scheme between a Monte Carlo code and a thermal-hydraulics code is being developed within the European NURISP project for comprehensive and validated reactor analysis. The scheme is flexible as it allows different Monte Carlo codes and different thermal-hydraulics codes to be used. At present the MCNP and TRIPOLI4 Monte Carlo codes can be used and the FLICA4 and SubChanFlow thermal-hydraulics codes. For all these codes only an original executable is necessary. A Python script drives the iterations between Monte Carlo and thermal-hydraulics calculations. It also calls a conversion program to merge a master input file for the Monte Carlo code with the appropriate temperature and coolant density data from the thermal-hydraulics calculation. Likewise it calls another conversion program to merge a master input file for the thermal-hydraulics code with the power distribution data from the Monte Carlo calculation. Special attention is given to the neutron cross section data for the various required temperatures in the Monte Carlo calculation. Results are shown for an infinite lattice of PWR fuel pin cells and a 3 x 3 fuel BWR pin cell cluster. Various possibilities for further improvement and optimization of the coupling system are discussed. (author)
The MC21 Monte Carlo Transport Code
International Nuclear Information System (INIS)
Sutton TM; Donovan TJ; Trumbull TH; Dobreff PS; Caro E; Griesheimer DP; Tyburski LJ; Carpenter DC; Joo H
2007-01-01
MC21 is a new Monte Carlo neutron and photon transport code currently under joint development at the Knolls Atomic Power Laboratory and the Bettis Atomic Power Laboratory. MC21 is the Monte Carlo transport kernel of the broader Common Monte Carlo Design Tool (CMCDT), which is also currently under development. The vision for CMCDT is to provide an automated, computer-aided modeling and post-processing environment integrated with a Monte Carlo solver that is optimized for reactor analysis. CMCDT represents a strategy to push the Monte Carlo method beyond its traditional role as a benchmarking tool or ''tool of last resort'' and into a dominant design role. This paper describes various aspects of the code, including the neutron physics and nuclear data treatments, the geometry representation, and the tally and depletion capabilities
Monte Carlo Treatment Planning for Advanced Radiotherapy
DEFF Research Database (Denmark)
Cronholm, Rickard
This Ph.d. project describes the development of a workflow for Monte Carlo Treatment Planning for clinical radiotherapy plans. The workflow may be utilized to perform an independent dose verification of treatment plans. Modern radiotherapy treatment delivery is often conducted by dynamically...... modulating the intensity of the field during the irradiation. The workflow described has the potential to fully model the dynamic delivery, including gantry rotation during irradiation, of modern radiotherapy. Three corner stones of Monte Carlo Treatment Planning are identified: Building, commissioning...... and validation of a Monte Carlo model of a medical linear accelerator (i), converting a CT scan of a patient to a Monte Carlo compliant phantom (ii) and translating the treatment plan parameters (including beam energy, angles of incidence, collimator settings etc) to a Monte Carlo input file (iii). A protocol...
Iterative acceleration methods for Monte Carlo and deterministic criticality calculations
Energy Technology Data Exchange (ETDEWEB)
Urbatsch, T.J.
1995-11-01
If you have ever given up on a nuclear criticality calculation and terminated it because it took so long to converge, you might find this thesis of interest. The author develops three methods for improving the fission source convergence in nuclear criticality calculations for physical systems with high dominance ratios for which convergence is slow. The Fission Matrix Acceleration Method and the Fission Diffusion Synthetic Acceleration (FDSA) Method are acceleration methods that speed fission source convergence for both Monte Carlo and deterministic methods. The third method is a hybrid Monte Carlo method that also converges for difficult problems where the unaccelerated Monte Carlo method fails. The author tested the feasibility of all three methods in a test bed consisting of idealized problems. He has successfully accelerated fission source convergence in both deterministic and Monte Carlo criticality calculations. By filtering statistical noise, he has incorporated deterministic attributes into the Monte Carlo calculations in order to speed their source convergence. He has used both the fission matrix and a diffusion approximation to perform unbiased accelerations. The Fission Matrix Acceleration method has been implemented in the production code MCNP and successfully applied to a real problem. When the unaccelerated calculations are unable to converge to the correct solution, they cannot be accelerated in an unbiased fashion. A Hybrid Monte Carlo method weds Monte Carlo and a modified diffusion calculation to overcome these deficiencies. The Hybrid method additionally possesses reduced statistical errors.
Iterative acceleration methods for Monte Carlo and deterministic criticality calculations
International Nuclear Information System (INIS)
Urbatsch, T.J.
1995-11-01
If you have ever given up on a nuclear criticality calculation and terminated it because it took so long to converge, you might find this thesis of interest. The author develops three methods for improving the fission source convergence in nuclear criticality calculations for physical systems with high dominance ratios for which convergence is slow. The Fission Matrix Acceleration Method and the Fission Diffusion Synthetic Acceleration (FDSA) Method are acceleration methods that speed fission source convergence for both Monte Carlo and deterministic methods. The third method is a hybrid Monte Carlo method that also converges for difficult problems where the unaccelerated Monte Carlo method fails. The author tested the feasibility of all three methods in a test bed consisting of idealized problems. He has successfully accelerated fission source convergence in both deterministic and Monte Carlo criticality calculations. By filtering statistical noise, he has incorporated deterministic attributes into the Monte Carlo calculations in order to speed their source convergence. He has used both the fission matrix and a diffusion approximation to perform unbiased accelerations. The Fission Matrix Acceleration method has been implemented in the production code MCNP and successfully applied to a real problem. When the unaccelerated calculations are unable to converge to the correct solution, they cannot be accelerated in an unbiased fashion. A Hybrid Monte Carlo method weds Monte Carlo and a modified diffusion calculation to overcome these deficiencies. The Hybrid method additionally possesses reduced statistical errors
A first look at Quasi-Monte Carlo for lattice field theory problems
International Nuclear Information System (INIS)
Jansen, K.; Leovey, H.; Griewank, A.; Nube, A.; Humboldt-Universitaet, Berlin; Mueller-Preussker, M.
2012-11-01
In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable calculated by averaging over random observations generated from an ordinary Monte Carlo simulation behaves like N -1/2 , where N is the number of observations. By means of Quasi-Monte Carlo methods it is possible to improve this behavior for certain problems to up to N -1 . We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling.
A first look at quasi-Monte Carlo for lattice field theory problems
International Nuclear Information System (INIS)
Jansen, K; Nube, A; Leovey, H; Griewank, A; Mueller-Preussker, M
2013-01-01
In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable calculated by averaging over random observations generated from an ordinary Monte Carlo simulation behaves like N −1/2 , where N is the number of observations. By means of Quasi-Monte Carlo methods it is possible to improve this behavior for certain problems to up to N −1 . We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling
A first look at Quasi-Monte Carlo for lattice field theory problems
Energy Technology Data Exchange (ETDEWEB)
Jansen, K. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Leovey, H.; Griewank, A. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Mathematik; Nube, A. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik; Mueller-Preussker, M. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik
2012-11-15
In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable calculated by averaging over random observations generated from an ordinary Monte Carlo simulation behaves like N{sup -1/2}, where N is the number of observations. By means of Quasi-Monte Carlo methods it is possible to improve this behavior for certain problems to up to N{sup -1}. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling.
Control Variates for Monte Carlo Valuation of American Options
DEFF Research Database (Denmark)
Rasmussen, Nicki S.
2005-01-01
This paper considers two applications of control variates to the Monte Carlo valuation of American options. The main contribution of the paper lies in the particular choice of a control variate for American or Bermudan options. It is shown that for any martingale process used as a control variate...... technique is used for improving the least-squares Monte Carlo (LSM) approach for determining exercise strategies. The suggestions made allow for more efficient estimation of the continuation value, used in determining the strategy. An additional suggestion is made in order to improve the stability...
Continuous energy Monte Carlo method based lattice homogeinzation
International Nuclear Information System (INIS)
Li Mancang; Yao Dong; Wang Kan
2014-01-01
Based on the Monte Carlo code MCNP, the continuous energy Monte Carlo multi-group constants generation code MCMC has been developed. The track length scheme has been used as the foundation of cross section generation. The scattering matrix and Legendre components require special techniques, and the scattering event method has been proposed to solve this problem. Three methods have been developed to calculate the diffusion coefficients for diffusion reactor core codes and the Legendre method has been applied in MCMC. To the satisfaction of the equivalence theory, the general equivalence theory (GET) and the superhomogenization method (SPH) have been applied to the Monte Carlo method based group constants. The super equivalence method (SPE) has been proposed to improve the equivalence. GET, SPH and SPE have been implemented into MCMC. The numerical results showed that generating the homogenization multi-group constants via Monte Carlo method overcomes the difficulties in geometry and treats energy in continuum, thus provides more accuracy parameters. Besides, the same code and data library can be used for a wide range of applications due to the versatility. The MCMC scheme can be seen as a potential alternative to the widely used deterministic lattice codes. (authors)
Acceleration of monte Carlo solution by conjugate gradient method
International Nuclear Information System (INIS)
Toshihisa, Yamamoto
2005-01-01
The conjugate gradient method (CG) was applied to accelerate Monte Carlo solutions in fixed source problems. The equilibrium model based formulation enables to use CG scheme as well as initial guess to maximize computational performance. This method is available to arbitrary geometry provided that the neutron source distribution in each subregion can be regarded as flat. Even if it is not the case, the method can still be used as a powerful tool to provide an initial guess very close to the converged solution. The major difference of Monte Carlo CG to deterministic CG is that residual error is estimated using Monte Carlo sampling, thus statistical error exists in the residual. This leads to a flow diagram specific to Monte Carlo-CG. Three pre-conditioners were proposed for CG scheme and the performance was compared with a simple 1-D slab heterogeneous test problem. One of them, Sparse-M option, showed an excellent performance in convergence. The performance per unit cost was improved by four times in the test problem. Although direct estimation of efficiency of the method is impossible mainly because of the strong problem-dependence of the optimized pre-conditioner in CG, the method seems to have efficient potential as a fast solution algorithm for Monte Carlo calculations. (author)
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.
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
Global Monte Carlo Simulation with High Order Polynomial Expansions
International Nuclear Information System (INIS)
William R. Martin; James Paul Holloway; Kaushik Banerjee; Jesse Cheatham; Jeremy Conlin
2007-01-01
The functional expansion technique (FET) was recently developed for Monte Carlo simulation. The basic idea of the FET is to expand a Monte Carlo tally in terms of a high order expansion, the coefficients of which can be estimated via the usual random walk process in a conventional Monte Carlo code. If the expansion basis is chosen carefully, the lowest order coefficient is simply the conventional histogram tally, corresponding to a flat mode. This research project studied the applicability of using the FET to estimate the fission source, from which fission sites can be sampled for the next generation. The idea is that individual fission sites contribute to expansion modes that may span the geometry being considered, possibly increasing the communication across a loosely coupled system and thereby improving convergence over the conventional fission bank approach used in most production Monte Carlo codes. The project examined a number of basis functions, including global Legendre polynomials as well as 'local' piecewise polynomials such as finite element hat functions and higher order versions. The global FET showed an improvement in convergence over the conventional fission bank approach. The local FET methods showed some advantages versus global polynomials in handling geometries with discontinuous material properties. The conventional finite element hat functions had the disadvantage that the expansion coefficients could not be estimated directly but had to be obtained by solving a linear system whose matrix elements were estimated. An alternative fission matrix-based response matrix algorithm was formulated. Studies were made of two alternative applications of the FET, one based on the kernel density estimator and one based on Arnoldi's method of minimized iterations. Preliminary results for both methods indicate improvements in fission source convergence. These developments indicate that the FET has promise for speeding up Monte Carlo fission source convergence
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.
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 calculated CT numbers for improved heavy ion treatment planning
Directory of Open Access Journals (Sweden)
Qamhiyeh Sima
2014-03-01
Full Text Available Better knowledge of CT number values and their uncertainties can be applied to improve heavy ion treatment planning. We developed a novel method to calculate CT numbers for a computed tomography (CT scanner using the Monte Carlo (MC code, BEAMnrc/EGSnrc. To generate the initial beam shape and spectra we conducted full simulations of an X-ray tube, filters and beam shapers for a Siemens Emotion CT. The simulation output files were analyzed to calculate projections of a phantom with inserts. A simple reconstruction algorithm (FBP using a Ram-Lak filter was applied to calculate the pixel values, which represent an attenuation coefficient, normalized in such a way to give zero for water (Hounsfield unit (HU. Measured and Monte Carlo calculated CT numbers were compared. The average deviation between measured and simulated CT numbers was 4 ± 4 HU and the standard deviation σ was 49 ± 4 HU. The simulation also correctly predicted the behaviour of H-materials compared to a Gammex tissue substitutes. We believe the developed approach represents a useful new tool for evaluating the effect of CT scanner and phantom parameters on CT number values.
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.
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
Studies of Monte Carlo Modelling of Jets at ATLAS
Kar, Deepak; The ATLAS collaboration
2017-01-01
The predictions of different Monte Carlo generators for QCD jet production, both in multijets and for jets produced in association with other objects, are presented. Recent improvements in showering Monte Carlos provide new tools for assessing systematic uncertainties associated with these jets. Studies of the dependence of physical observables on the choice of shower tune parameters and new prescriptions for assessing systematic uncertainties associated with the choice of shower model and tune are presented.
Monte Carlos of the new generation: status and progress
International Nuclear Information System (INIS)
Frixione, Stefano
2005-01-01
Standard parton shower monte carlos are designed to give reliable descriptions of low-pT physics. In the very high-energy regime of modern colliders, this is may lead to largely incorrect predictions of the basic reaction processes. This motivated the recent theoretical efforts aimed at improving monte carlos through the inclusion of matrix elements computed beyond the leading order in QCD. I briefly review the progress made, and discuss bottom production at the Tevatron
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
Weighted-delta-tracking for Monte Carlo particle transport
International Nuclear Information System (INIS)
Morgan, L.W.G.; Kotlyar, D.
2015-01-01
Highlights: • This paper presents an alteration to the Monte Carlo Woodcock tracking technique. • The alteration improves computational efficiency within regions of high absorbers. • The rejection technique is replaced by a statistical weighting mechanism. • The modified Woodcock method is shown to be faster than standard Woodcock tracking. • The modified Woodcock method achieves a lower variance, given a specified accuracy. - Abstract: Monte Carlo particle transport (MCPT) codes are incredibly powerful and versatile tools to simulate particle behavior in a multitude of scenarios, such as core/criticality studies, radiation protection, shielding, medicine and fusion research to name just a small subset applications. However, MCPT codes can be very computationally expensive to run when the model geometry contains large attenuation depths and/or contains many components. This paper proposes a simple modification to the Woodcock tracking method used by some Monte Carlo particle transport codes. The Woodcock method utilizes the rejection method for sampling virtual collisions as a method to remove collision distance sampling at material boundaries. However, it suffers from poor computational efficiency when the sample acceptance rate is low. The proposed method removes rejection sampling from the Woodcock method in favor of a statistical weighting scheme, which improves the computational efficiency of a Monte Carlo particle tracking code. It is shown that the modified Woodcock method is less computationally expensive than standard ray-tracing and rejection-based Woodcock tracking methods and achieves a lower variance, given a specified accuracy
Energy Technology Data Exchange (ETDEWEB)
Brockway, D.; Soran, P.; Whalen, P.
1985-01-01
A Monte Carlo algorithm to efficiently calculate static alpha eigenvalues, N = ne/sup ..cap alpha..t/, for supercritical systems has been developed and tested. A direct Monte Carlo approach to calculating a static alpha is to simply follow the buildup in time of neutrons in a supercritical system and evaluate the logarithmic derivative of the neutron population with respect to time. This procedure is expensive, and the solution is very noisy and almost useless for a system near critical. The modified approach is to convert the time-dependent problem to a static ..cap alpha../sup -/eigenvalue problem and regress ..cap alpha.. on solutions of a/sup -/ k/sup -/eigenvalue problem. In practice, this procedure is much more efficient than the direct calculation, and produces much more accurate results. Because the Monte Carlo codes are intrinsically three-dimensional and use elaborate continuous-energy cross sections, this technique is now used as a standard for evaluating other calculational techniques in odd geometries or with group cross sections.
Monte Carlo simulations of neutron scattering instruments
International Nuclear Information System (INIS)
Aestrand, Per-Olof; Copenhagen Univ.; Lefmann, K.; Nielsen, K.
2001-01-01
A Monte Carlo simulation is an important computational tool used in many areas of science and engineering. The use of Monte Carlo techniques for simulating neutron scattering instruments is discussed. The basic ideas, techniques and approximations are presented. Since the construction of a neutron scattering instrument is very expensive, Monte Carlo software used for design of instruments have to be validated and tested extensively. The McStas software was designed with these aspects in mind and some of the basic principles of the McStas software will be discussed. Finally, some future prospects are discussed for using Monte Carlo simulations in optimizing neutron scattering experiments. (R.P.)
Time step length versus efficiency of Monte Carlo burnup calculations
International Nuclear Information System (INIS)
Dufek, Jan; Valtavirta, Ville
2014-01-01
Highlights: • Time step length largely affects efficiency of MC burnup calculations. • Efficiency of MC burnup calculations improves with decreasing time step length. • Results were obtained from SIE-based Monte Carlo burnup calculations. - Abstract: We demonstrate that efficiency of Monte Carlo burnup calculations can be largely affected by the selected time step length. This study employs the stochastic implicit Euler based coupling scheme for Monte Carlo burnup calculations that performs a number of inner iteration steps within each time step. In a series of calculations, we vary the time step length and the number of inner iteration steps; the results suggest that Monte Carlo burnup calculations get more efficient as the time step length is reduced. More time steps must be simulated as they get shorter; however, this is more than compensated by the decrease in computing cost per time step needed for achieving a certain accuracy
Improving multivariate Horner schemes with Monte Carlo tree search
Kuipers, J.; Plaat, A.; Vermaseren, J. A. M.; van den Herik, H. J.
2013-11-01
Optimizing the cost of evaluating a polynomial is a classic problem in computer science. For polynomials in one variable, Horner's method provides a scheme for producing a computationally efficient form. For multivariate polynomials it is possible to generalize Horner's method, but this leaves freedom in the order of the variables. Traditionally, greedy schemes like most-occurring variable first are used. This simple textbook algorithm has given remarkably efficient results. Finding better algorithms has proved difficult. In trying to improve upon the greedy scheme we have implemented Monte Carlo tree search, a recent search method from the field of artificial intelligence. This results in better Horner schemes and reduces the cost of evaluating polynomials, sometimes by factors up to two.
Burnup calculations using Monte Carlo method
International Nuclear Information System (INIS)
Ghosh, Biplab; Degweker, S.B.
2009-01-01
In the recent years, interest in burnup calculations using Monte Carlo methods has gained momentum. Previous burn up codes have used multigroup transport theory based calculations followed by diffusion theory based core calculations for the neutronic portion of codes. The transport theory methods invariably make approximations with regard to treatment of the energy and angle variables involved in scattering, besides approximations related to geometry simplification. Cell homogenisation to produce diffusion, theory parameters adds to these approximations. Moreover, while diffusion theory works for most reactors, it does not produce accurate results in systems that have strong gradients, strong absorbers or large voids. Also, diffusion theory codes are geometry limited (rectangular, hexagonal, cylindrical, and spherical coordinates). Monte Carlo methods are ideal to solve very heterogeneous reactors and/or lattices/assemblies in which considerable burnable poisons are used. The key feature of this approach is that Monte Carlo methods permit essentially 'exact' modeling of all geometrical detail, without resort to ene and spatial homogenization of neutron cross sections. Monte Carlo method would also be better for in Accelerator Driven Systems (ADS) which could have strong gradients due to the external source and a sub-critical assembly. To meet the demand for an accurate burnup code, we have developed a Monte Carlo burnup calculation code system in which Monte Carlo neutron transport code is coupled with a versatile code (McBurn) for calculating the buildup and decay of nuclides in nuclear materials. McBurn is developed from scratch by the authors. In this article we will discuss our effort in developing the continuous energy Monte Carlo burn-up code, McBurn. McBurn is intended for entire reactor core as well as for unit cells and assemblies. Generally, McBurn can do burnup of any geometrical system which can be handled by the underlying Monte Carlo transport code
Monte Carlo simulations for plasma physics
International Nuclear Information System (INIS)
Okamoto, M.; Murakami, S.; Nakajima, N.; Wang, W.X.
2000-07-01
Plasma behaviours are very complicated and the analyses are generally difficult. However, when the collisional processes play an important role in the plasma behaviour, the Monte Carlo method is often employed as a useful tool. For examples, in neutral particle injection heating (NBI heating), electron or ion cyclotron heating, and alpha heating, Coulomb collisions slow down high energetic particles and pitch angle scatter them. These processes are often studied by the Monte Carlo technique and good agreements can be obtained with the experimental results. Recently, Monte Carlo Method has been developed to study fast particle transports associated with heating and generating the radial electric field. Further it is applied to investigating the neoclassical transport in the plasma with steep gradients of density and temperatures which is beyong the conventional neoclassical theory. In this report, we briefly summarize the researches done by the present authors utilizing the Monte Carlo method. (author)
Vectorization of phase space Monte Carlo code in FACOM vector processor VP-200
International Nuclear Information System (INIS)
Miura, Kenichi
1986-01-01
This paper describes the vectorization techniques for Monte Carlo codes in Fujitsu's Vector Processor System. The phase space Monte Carlo code FOWL is selected as a benchmark, and scalar and vector performances are compared. The vectorized kernel Monte Carlo routine which contains heavily nested IF tests runs up to 7.9 times faster in vector mode than in scalar mode. The overall performance improvement of the vectorized FOWL code over the original scalar code reaches 3.3. The results of this study strongly indicate that supercomputer can be a powerful tool for Monte Carlo simulations in high energy physics. (Auth.)
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...
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.
Therapeutic Applications of Monte Carlo Calculations in Nuclear Medicine
International Nuclear Information System (INIS)
Coulot, J
2003-01-01
Monte Carlo techniques are involved in many applications in medical physics, and the field of nuclear medicine has seen a great development in the past ten years due to their wider use. Thus, it is of great interest to look at the state of the art in this domain, when improving computer performances allow one to obtain improved results in a dramatically reduced time. The goal of this book is to make, in 15 chapters, an exhaustive review of the use of Monte Carlo techniques in nuclear medicine, also giving key features which are not necessary directly related to the Monte Carlo method, but mandatory for its practical application. As the book deals with therapeutic' nuclear medicine, it focuses on internal dosimetry. After a general introduction on Monte Carlo techniques and their applications in nuclear medicine (dosimetry, imaging and radiation protection), the authors give an overview of internal dosimetry methods (formalism, mathematical phantoms, quantities of interest). Then, some of the more widely used Monte Carlo codes are described, as well as some treatment planning softwares. Some original techniques are also mentioned, such as dosimetry for boron neutron capture synovectomy. It is generally well written, clearly presented, and very well documented. Each chapter gives an overview of each subject, and it is up to the reader to investigate it further using the extensive bibliography provided. Each topic is discussed from a practical point of view, which is of great help for non-experienced readers. For instance, the chapter about mathematical aspects of Monte Carlo particle transport is very clear and helps one to apprehend the philosophy of the method, which is often a difficulty with a more theoretical approach. Each chapter is put in the general (clinical) context, and this allows the reader to keep in mind the intrinsic limitation of each technique involved in dosimetry (for instance activity quantitation). Nevertheless, there are some minor remarks to
Clinical implementation of full Monte Carlo dose calculation in proton beam therapy
International Nuclear Information System (INIS)
Paganetti, Harald; Jiang, Hongyu; Parodi, Katia; Slopsema, Roelf; Engelsman, Martijn
2008-01-01
The goal of this work was to facilitate the clinical use of Monte Carlo proton dose calculation to support routine treatment planning and delivery. The Monte Carlo code Geant4 was used to simulate the treatment head setup, including a time-dependent simulation of modulator wheels (for broad beam modulation) and magnetic field settings (for beam scanning). Any patient-field-specific setup can be modeled according to the treatment control system of the facility. The code was benchmarked against phantom measurements. Using a simulation of the ionization chamber reading in the treatment head allows the Monte Carlo dose to be specified in absolute units (Gy per ionization chamber reading). Next, the capability of reading CT data information was implemented into the Monte Carlo code to model patient anatomy. To allow time-efficient dose calculation, the standard Geant4 tracking algorithm was modified. Finally, a software link of the Monte Carlo dose engine to the patient database and the commercial planning system was established to allow data exchange, thus completing the implementation of the proton Monte Carlo dose calculation engine ('DoC++'). Monte Carlo re-calculated plans are a valuable tool to revisit decisions in the planning process. Identification of clinically significant differences between Monte Carlo and pencil-beam-based dose calculations may also drive improvements of current pencil-beam methods. As an example, four patients (29 fields in total) with tumors in the head and neck regions were analyzed. Differences between the pencil-beam algorithm and Monte Carlo were identified in particular near the end of range, both due to dose degradation and overall differences in range prediction due to bony anatomy in the beam path. Further, the Monte Carlo reports dose-to-tissue as compared to dose-to-water by the planning system. Our implementation is tailored to a specific Monte Carlo code and the treatment planning system XiO (Computerized Medical Systems Inc
MCSAD: Improved algorithm for Monte Carlo Simulation of Atom Displacements in solid materials
International Nuclear Information System (INIS)
Correa-Alfonso, C. M.; Pinnera, I.; Cruz, C. M.; Abreu, Y.; Leyva, A.
2011-01-01
In order to directly simulate the stochastic occurrence of atom displacements (AD) formation processes during gamma and electron irradiation, an improved Monte Carlo calculation code is presented. In MCSAD, AD processes were considered only on the basis of single elastic scattering interactions among fast primary and/or secondary electrons with matrix atoms. The AD distribution was statistically sampled and simulated in the framework of the Monte Carlo Method to perform discrete single electron scattering processes (ES), particularly those leading to AD events. As study case, the high critical temperature superconducting material YBa 2 Cu 3 O 7-x (YBCO) is presented. The AD in-depth distributions at different incident photons kinetic energies were obtained. Furthermore, the AD contribution from each atomic species to total AD distribution was achieved. In addition the AD energy profiles with the scattered electron kinetic energies were carried out. A comparison with the theoretical expressions proposed by Oen-Holmes-Cahn [1,2] is presented and discussed. (Author)
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...
Energy Technology Data Exchange (ETDEWEB)
Hoogenboom, J.E. [Delft University of Technology, Interfaculty Reactor Institute, Delft (Netherlands)
2000-07-01
The Monte Carlo method is a statistical method to solve mathematical and physical problems using random numbers. The principle of the methods will be demonstrated for a simple mathematical problem and for neutron transport. Various types of estimators will be discussed, as well as generally applied variance reduction methods like splitting, Russian roulette and importance biasing. The theoretical formulation for solving eigenvalue problems for multiplying systems will be shown. Some reflections will be given about the applicability of the Monte Carlo method, its limitations and its future prospects for reactor physics calculations. Adjoint Monte Carlo is a Monte Carlo game to solve the adjoint neutron (or photon) transport equation. The adjoint transport equation can be interpreted in terms of simulating histories of artificial particles, which show properties of neutrons that move backwards in history. These particles will start their history at the detector from which the response must be estimated and give a contribution to the estimated quantity when they hit or pass through the neutron source. Application to multigroup transport formulation will be demonstrated Possible implementation for the continuous energy case will be outlined. The inherent advantages and disadvantages of the method will be discussed. The Midway Monte Carlo method will be presented for calculating a detector response due to a (neutron or photon) source. A derivation will be given of the basic formula for the Midway Monte Carlo method The black absorber technique, allowing for a cutoff of particle histories when reaching the midway surface in one of the calculations will be derived. An extension of the theory to coupled neutron-photon problems is given. The method will be demonstrated for an oil well logging problem, comprising a neutron source in a borehole and photon detectors to register the photons generated by inelastic neutron scattering. (author)
International Nuclear Information System (INIS)
Hoogenboom, J.E.
2000-01-01
The Monte Carlo method is a statistical method to solve mathematical and physical problems using random numbers. The principle of the methods will be demonstrated for a simple mathematical problem and for neutron transport. Various types of estimators will be discussed, as well as generally applied variance reduction methods like splitting, Russian roulette and importance biasing. The theoretical formulation for solving eigenvalue problems for multiplying systems will be shown. Some reflections will be given about the applicability of the Monte Carlo method, its limitations and its future prospects for reactor physics calculations. Adjoint Monte Carlo is a Monte Carlo game to solve the adjoint neutron (or photon) transport equation. The adjoint transport equation can be interpreted in terms of simulating histories of artificial particles, which show properties of neutrons that move backwards in history. These particles will start their history at the detector from which the response must be estimated and give a contribution to the estimated quantity when they hit or pass through the neutron source. Application to multigroup transport formulation will be demonstrated Possible implementation for the continuous energy case will be outlined. The inherent advantages and disadvantages of the method will be discussed. The Midway Monte Carlo method will be presented for calculating a detector response due to a (neutron or photon) source. A derivation will be given of the basic formula for the Midway Monte Carlo method The black absorber technique, allowing for a cutoff of particle histories when reaching the midway surface in one of the calculations will be derived. An extension of the theory to coupled neutron-photon problems is given. The method will be demonstrated for an oil well logging problem, comprising a neutron source in a borehole and photon detectors to register the photons generated by inelastic neutron scattering. (author)
Effect of error propagation of nuclide number densities on Monte Carlo burn-up calculations
International Nuclear Information System (INIS)
Tohjoh, Masayuki; Endo, Tomohiro; Watanabe, Masato; Yamamoto, Akio
2006-01-01
As a result of improvements in computer technology, the continuous energy Monte Carlo burn-up calculation has received attention as a good candidate for an assembly calculation method. However, the results of Monte Carlo calculations contain the statistical errors. The results of Monte Carlo burn-up calculations, in particular, include propagated statistical errors through the variance of the nuclide number densities. Therefore, if statistical error alone is evaluated, the errors in Monte Carlo burn-up calculations may be underestimated. To make clear this effect of error propagation on Monte Carlo burn-up calculations, we here proposed an equation that can predict the variance of nuclide number densities after burn-up calculations, and we verified this equation using enormous numbers of the Monte Carlo burn-up calculations by changing only the initial random numbers. We also verified the effect of the number of burn-up calculation points on Monte Carlo burn-up calculations. From these verifications, we estimated the errors in Monte Carlo burn-up calculations including both statistical and propagated errors. Finally, we made clear the effects of error propagation on Monte Carlo burn-up calculations by comparing statistical errors alone versus both statistical and propagated errors. The results revealed that the effects of error propagation on the Monte Carlo burn-up calculations of 8 x 8 BWR fuel assembly are low up to 60 GWd/t
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.
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.
Monte Carlo Techniques for Nuclear Systems - Theory Lectures
International Nuclear Information System (INIS)
Brown, Forrest B.; Univ. of New Mexico, Albuquerque, NM
2016-01-01
These are lecture notes for a Monte Carlo class given at the University of New Mexico. The following topics are covered: course information; nuclear eng. review & MC; random numbers and sampling; computational geometry; collision physics; tallies and statistics; eigenvalue calculations I; eigenvalue calculations II; eigenvalue calculations III; variance reduction; parallel Monte Carlo; parameter studies; fission matrix and higher eigenmodes; doppler broadening; Monte Carlo depletion; HTGR modeling; coupled MC and T/H calculations; fission energy deposition. Solving particle transport problems with the Monte Carlo method is simple - just simulate the particle behavior. The devil is in the details, however. These lectures provide a balanced approach to the theory and practice of Monte Carlo simulation codes. The first lectures provide an overview of Monte Carlo simulation methods, covering the transport equation, random sampling, computational geometry, collision physics, and statistics. The next lectures focus on the state-of-the-art in Monte Carlo criticality simulations, covering the theory of eigenvalue calculations, convergence analysis, dominance ratio calculations, bias in Keff and tallies, bias in uncertainties, a case study of a realistic calculation, and Wielandt acceleration techniques. The remaining lectures cover advanced topics, including HTGR modeling and stochastic geometry, temperature dependence, fission energy deposition, depletion calculations, parallel calculations, and parameter studies. This portion of the class focuses on using MCNP to perform criticality calculations for reactor physics and criticality safety applications. It is an intermediate level class, intended for those with at least some familiarity with MCNP. Class examples provide hands-on experience at running the code, plotting both geometry and results, and understanding the code output. The class includes lectures & hands-on computer use for a variety of Monte Carlo calculations
Monte Carlo Techniques for Nuclear Systems - Theory Lectures
Energy Technology Data Exchange (ETDEWEB)
Brown, Forrest B. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States). Monte Carlo Methods, Codes, and Applications Group; Univ. of New Mexico, Albuquerque, NM (United States). Nuclear Engineering Dept.
2016-11-29
These are lecture notes for a Monte Carlo class given at the University of New Mexico. The following topics are covered: course information; nuclear eng. review & MC; random numbers and sampling; computational geometry; collision physics; tallies and statistics; eigenvalue calculations I; eigenvalue calculations II; eigenvalue calculations III; variance reduction; parallel Monte Carlo; parameter studies; fission matrix and higher eigenmodes; doppler broadening; Monte Carlo depletion; HTGR modeling; coupled MC and T/H calculations; fission energy deposition. Solving particle transport problems with the Monte Carlo method is simple - just simulate the particle behavior. The devil is in the details, however. These lectures provide a balanced approach to the theory and practice of Monte Carlo simulation codes. The first lectures provide an overview of Monte Carlo simulation methods, covering the transport equation, random sampling, computational geometry, collision physics, and statistics. The next lectures focus on the state-of-the-art in Monte Carlo criticality simulations, covering the theory of eigenvalue calculations, convergence analysis, dominance ratio calculations, bias in Keff and tallies, bias in uncertainties, a case study of a realistic calculation, and Wielandt acceleration techniques. The remaining lectures cover advanced topics, including HTGR modeling and stochastic geometry, temperature dependence, fission energy deposition, depletion calculations, parallel calculations, and parameter studies. This portion of the class focuses on using MCNP to perform criticality calculations for reactor physics and criticality safety applications. It is an intermediate level class, intended for those with at least some familiarity with MCNP. Class examples provide hands-on experience at running the code, plotting both geometry and results, and understanding the code output. The class includes lectures & hands-on computer use for a variety of Monte Carlo calculations
Monte Carlo Transport for Electron Thermal Transport
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.
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)
Quasi-Monte Carlo methods: applications to modeling of light transport in tissue
Schafer, Steven A.
1996-05-01
Monte Carlo modeling of light propagation can accurately predict the distribution of light in scattering materials. A drawback of Monte Carlo methods is that they converge inversely with the square root of the number of iterations. Theoretical considerations suggest that convergence which scales inversely with the first power of the number of iterations is possible. We have previously shown that one can obtain at least a portion of that improvement by using van der Corput sequences in place of a conventional pseudo-random number generator. Here, we present our further analysis, and show that quasi-Monte Carlo methods do have limited applicability to light scattering problems. We also discuss potential improvements which may increase the applicability.
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
Improving system modeling accuracy with Monte Carlo codes
International Nuclear Information System (INIS)
Johnson, A.S.
1996-01-01
The use of computer codes based on Monte Carlo methods to perform criticality calculations has become common-place. Although results frequently published in the literature report calculated k eff values to four decimal places, people who use the codes in their everyday work say that they only believe the first two decimal places of any result. The lack of confidence in the computed k eff values may be due to the tendency of the reported standard deviation to underestimate errors associated with the Monte Carlo process. The standard deviation as reported by the codes is the standard deviation of the mean of the k eff values for individual generations in the computer simulation, not the standard deviation of the computed k eff value compared with the physical system. A more subtle problem with the standard deviation of the mean as reported by the codes is that all the k eff values from the separate generations are not statistically independent since the k eff of a given generation is a function of k eff of the previous generation, which is ultimately based on the starting source. To produce a standard deviation that is more representative of the physical system, statistically independent values of k eff are needed
Variational Variance Reduction for Monte Carlo Criticality Calculations
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Larsen, Edward W.
2001-01-01
A new variational variance reduction (VVR) method for Monte Carlo criticality calculations was developed. This method employs (a) a variational functional that is more accurate than the standard direct functional, (b) a representation of the deterministically obtained adjoint flux that is especially accurate for optically thick problems with high scattering ratios, and (c) estimates of the forward flux obtained by Monte Carlo. The VVR method requires no nonanalog Monte Carlo biasing, but it may be used in conjunction with Monte Carlo biasing schemes. Some results are presented from a class of criticality calculations involving alternating arrays of fuel and moderator regions
Monte Carlo Solutions for Blind Phase Noise Estimation
Directory of Open Access Journals (Sweden)
Çırpan Hakan
2009-01-01
Full Text Available This paper investigates the use of Monte Carlo sampling methods for phase noise estimation on additive white Gaussian noise (AWGN channels. The main contributions of the paper are (i the development of a Monte Carlo framework for phase noise estimation, with special attention to sequential importance sampling and Rao-Blackwellization, (ii the interpretation of existing Monte Carlo solutions within this generic framework, and (iii the derivation of a novel phase noise estimator. Contrary to the ad hoc phase noise estimators that have been proposed in the past, the estimators considered in this paper are derived from solid probabilistic and performance-determining arguments. Computer simulations demonstrate that, on one hand, the Monte Carlo phase noise estimators outperform the existing estimators and, on the other hand, our newly proposed solution exhibits a lower complexity than the existing Monte Carlo solutions.
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)
Monte Carlo radiation transport: A revolution in science
International Nuclear Information System (INIS)
Hendricks, J.
1993-01-01
When Enrico Fermi, Stan Ulam, Nicholas Metropolis, John von Neuman, and Robert Richtmyer invented the Monte Carlo method fifty years ago, little could they imagine the far-flung consequences, the international applications, and the revolution in science epitomized by their abstract mathematical method. The Monte Carlo method is used in a wide variety of fields to solve exact computational models approximately by statistical sampling. It is an alternative to traditional physics modeling methods which solve approximate computational models exactly by deterministic methods. Modern computers and improved methods, such as variance reduction, have enhanced the method to the point of enabling a true predictive capability in areas such as radiation or particle transport. This predictive capability has contributed to a radical change in the way science is done: design and understanding come from computations built upon experiments rather than being limited to experiments, and the computer codes doing the computations have become the repository for physics knowledge. The MCNP Monte Carlo computer code effort at Los Alamos is an example of this revolution. Physicians unfamiliar with physics details can design cancer treatments using physics buried in the MCNP computer code. Hazardous environments and hypothetical accidents can be explored. Many other fields, from underground oil well exploration to aerospace, from physics research to energy production, from safety to bulk materials processing, benefit from MCNP, the Monte Carlo method, and the revolution in science
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
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.
Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo
McDaniel, T.; D'Azevedo, E. F.; Li, Y. W.; Wong, K.; Kent, P. R. C.
2017-11-01
Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is, therefore, formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with an application of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. This procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo, where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi-core central processing units and graphical processing units.
Alternative implementations of the Monte Carlo power method
International Nuclear Information System (INIS)
Blomquist, R.N.; Gelbard, E.M.
2002-01-01
We compare nominal efficiencies, i.e. variances in power shapes for equal running time, of different versions of the Monte Carlo eigenvalue computation, as applied to criticality safety analysis calculations. The two main methods considered here are ''conventional'' Monte Carlo and the superhistory method, and both are used in criticality safety codes. Within each of these major methods, different variants are available for the main steps of the basic Monte Carlo algorithm. Thus, for example, different treatments of the fission process may vary in the extent to which they follow, in analog fashion, the details of real-world fission, or may vary in details of the methods by which they choose next-generation source sites. In general the same options are available in both the superhistory method and conventional Monte Carlo, but there seems not to have been much examination of the special properties of the two major methods and their minor variants. We find, first, that the superhistory method is just as efficient as conventional Monte Carlo and, secondly, that use of different variants of the basic algorithms may, in special cases, have a surprisingly large effect on Monte Carlo computational efficiency
Igo - A Monte Carlo Code For Radiotherapy Planning
International Nuclear Information System (INIS)
Goldstein, M.; Regev, D.
1999-01-01
The goal of radiation therapy is to deliver a lethal dose to the tumor, while minimizing the dose to normal tissues and vital organs. To carry out this task, it is critical to calculate correctly the 3-D dose delivered. Monte Carlo transport methods (especially the Adjoint Monte Carlo have the potential to provide more accurate predictions of the 3-D dose the currently used methods. IG0 is a Monte Carlo code derived from the general Monte Carlo Program - MCNP, tailored specifically for calculating the effects of radiation therapy. This paper describes the IG0 transport code, the PIG0 interface and some preliminary results
Monte Carlo techniques for analyzing deep-penetration problems
International Nuclear Information System (INIS)
Cramer, S.N.; Gonnord, J.; Hendricks, J.S.
1986-01-01
Current methods and difficulties in Monte Carlo deep-penetration calculations are reviewed, including statistical uncertainty and recent adjoint optimization of splitting, Russian roulette, and exponential transformation biasing. Other aspects of the random walk and estimation processes are covered, including the relatively new DXANG angular biasing technique. Specific items summarized are albedo scattering, Monte Carlo coupling techniques with discrete ordinates and other methods, adjoint solutions, and multigroup Monte Carlo. The topic of code-generated biasing parameters is presented, including the creation of adjoint importance functions from forward calculations. Finally, current and future work in the area of computer learning and artificial intelligence is discussed in connection with Monte Carlo applications
Odd-flavor Simulations by the Hybrid Monte Carlo
Takaishi, Tetsuya; Takaishi, Tetsuya; De Forcrand, Philippe
2001-01-01
The standard hybrid Monte Carlo algorithm is known to simulate even flavors QCD only. Simulations of odd flavors QCD, however, can be also performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion matrix is approximated by a polynomial. In this exploratory study we perform three flavors QCD simulations. We make a comparison of the hybrid Monte Carlo algorithm and the R-algorithm which also simulates odd flavors systems but has step-size errors. We find that results from our hybrid Monte Carlo algorithm are in agreement with those from the R-algorithm obtained at very small step-size.
Quantum Monte Carlo approaches for correlated systems
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 ...
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Larsen, Edward W.
2001-01-01
Recently, it has been shown that the figure of merit (FOM) of Monte Carlo source-detector problems can be enhanced by using a variational rather than a direct functional to estimate the detector response. The direct functional, which is traditionally employed in Monte Carlo simulations, requires an estimate of the solution of the forward problem within the detector region. The variational functional is theoretically more accurate than the direct functional, but it requires estimates of the solutions of the forward and adjoint source-detector problems over the entire phase-space of the problem. In recent work, we have performed Monte Carlo simulations using the variational functional by (a) approximating the adjoint solution deterministically and representing this solution as a function in phase-space and (b) estimating the forward solution using Monte Carlo. We have called this general procedure variational variance reduction (VVR). The VVR method is more computationally expensive per history than traditional Monte Carlo because extra information must be tallied and processed. However, the variational functional yields a more accurate estimate of the detector response. Our simulations have shown that the VVR reduction in variance usually outweighs the increase in cost, resulting in an increased FOM. In recent work on source-detector problems, we have calculated the adjoint solution deterministically and represented this solution as a linear-in-angle, histogram-in-space function. This procedure has several advantages over previous implementations: (a) it requires much less adjoint information to be stored and (b) it is highly efficient for diffusive problems, due to the accurate linear-in-angle representation of the adjoint solution. (Traditional variance-reduction methods perform poorly for diffusive problems.) Here, we extend this VVR method to Monte Carlo criticality calculations, which are often diffusive and difficult for traditional variance-reduction methods
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
An improved wavelength selection scheme for Monte Carlo solvers applied to hypersonic plasmas
International Nuclear Information System (INIS)
Feldick, Andrew; Modest, Michael F.
2011-01-01
A new databasing scheme is developed for Monte Carlo Ray Tracing methods applied to hypersonic planetary entry. In this scheme, the complex relationships for the emission wavelength selection of atomic and molecular species in nonequilibrium flows are simplified by developing random number relationships for individual transitions, as opposed to using relationships for the spectral emission coefficient of a given species. These new techniques speed up wavelength selection by about 2 orders of magnitude, and offer flexibility for use in weighted or part-spectrum Monte Carlo solvers.
Monte Carlo techniques for analyzing deep penetration problems
International Nuclear Information System (INIS)
Cramer, S.N.; Gonnord, J.; Hendricks, J.S.
1985-01-01
A review of current methods and difficulties in Monte Carlo deep-penetration calculations is presented. Statistical uncertainty is discussed, and recent adjoint optimization of splitting, Russian roulette, and exponential transformation biasing is reviewed. Other aspects of the random walk and estimation processes are covered, including the relatively new DXANG angular biasing technique. Specific items summarized are albedo scattering, Monte Carlo coupling techniques with discrete ordinates and other methods, adjoint solutions, and multi-group Monte Carlo. The topic of code-generated biasing parameters is presented, including the creation of adjoint importance functions from forward calculations. Finally, current and future work in the area of computer learning and artificial intelligence is discussed in connection with Monte Carlo applications
Monte Carlo techniques for analyzing deep penetration problems
International Nuclear Information System (INIS)
Cramer, S.N.; Gonnord, J.; Hendricks, J.S.
1985-01-01
A review of current methods and difficulties in Monte Carlo deep-penetration calculations is presented. Statistical uncertainty is discussed, and recent adjoint optimization of splitting, Russian roulette, and exponential transformation biasing is reviewed. Other aspects of the random walk and estimation processes are covered, including the relatively new DXANG angular biasing technique. Specific items summarized are albedo scattering, Monte Carlo coupling techniques with discrete ordinates and other methods, adjoint solutions, and multi-group Monte Carlo. The topic of code-generated biasing parameters is presented, including the creation of adjoint importance functions from forward calculations. Finally, current and future work in the area of computer learning and artificial intelligence is discussed in connection with Monte Carlo applications. 29 refs
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).
Biases in Monte Carlo eigenvalue calculations
Energy Technology Data Exchange (ETDEWEB)
Gelbard, E.M.
1992-12-01
The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the ``fixed-source`` case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated (``replicated``) over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here.
Biases in Monte Carlo eigenvalue calculations
Energy Technology Data Exchange (ETDEWEB)
Gelbard, E.M.
1992-01-01
The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the fixed-source'' case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated ( replicated'') over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here.
Biases in Monte Carlo eigenvalue calculations
International Nuclear Information System (INIS)
Gelbard, E.M.
1992-01-01
The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the ''fixed-source'' case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated (''replicated'') over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here
Importance iteration in MORSE Monte Carlo calculations
International Nuclear Information System (INIS)
Kloosterman, J.L.; Hoogenboom, J.E.
1994-01-01
An expression to calculate point values (the expected detector response of a particle emerging from a collision or the source) is derived and implemented in the MORSE-SGC/S Monte Carlo code. It is outlined how these point values can be smoothed as a function of energy and as a function of the optical thickness between the detector and the source. The smoothed point values are subsequently used to calculate the biasing parameters of the Monte Carlo runs to follow. The method is illustrated by an example that shows that the obtained biasing parameters lead to a more efficient Monte Carlo calculation
Importance iteration in MORSE Monte Carlo calculations
International Nuclear Information System (INIS)
Kloosterman, J.L.; Hoogenboom, J.E.
1994-02-01
An expression to calculate point values (the expected detector response of a particle emerging from a collision or the source) is derived and implemented in the MORSE-SGC/S Monte Carlo code. It is outlined how these point values can be smoothed as a function of energy and as a function of the optical thickness between the detector and the source. The smoothed point values are subsequently used to calculate the biasing parameters of the Monte Carlo runs to follow. The method is illustrated by an example, which shows that the obtained biasing parameters lead to a more efficient Monte Carlo calculation. (orig.)
Monte Carlo simulations with Symanzik's improved actions in the lattice 0(3) non-linear sigma-model
International Nuclear Information System (INIS)
Berg, B.; Montvay, I.; Meyer, S.
1983-10-01
The scaling properties of the lattice 0(3) non-linear delta-model are studied. The mass-gap, energy-momentum dispersion, correlation functions are measured by numerical Monte Carlo methods. Symanzik's tree-level and 1-loop improved actions are compared to the standard (nearest neigbour) action. (orig.)
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.
Monte Carlo Methods in ICF (LIRPP Vol. 13)
Zimmerman, George B.
2016-10-01
Monte Carlo methods appropriate to simulate the transport of x-rays, neutrons, ions and electrons in Inertial Confinement Fusion targets are described and analyzed. The Implicit Monte Carlo method of x-ray transport handles symmetry within indirect drive ICF hohlraums well, but can be improved SOX in efficiency by angular biasing the x-rays towards the fuel capsule. Accurate simulation of thermonuclear burn and burn diagnostics involves detailed particle source spectra, charged particle ranges, inflight reaction kinematics, corrections for bulk and thermal Doppler effects and variance reduction to obtain adequate statistics for rare events. It is found that the effects of angular Coulomb scattering must be included in models of charged particle transport through heterogeneous materials.
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...
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
Microwave transport in EBT distribution manifolds using Monte Carlo ray-tracing techniques
International Nuclear Information System (INIS)
Lillie, R.A.; White, T.L.; Gabriel, T.A.; Alsmiller, R.G. Jr.
1983-01-01
Ray tracing Monte Carlo calculations have been carried out using an existing Monte Carlo radiation transport code to obtain estimates of the microsave power exiting the torus coupling links in EPT microwave manifolds. The microwave power loss and polarization at surface reflections were accounted for by treating the microwaves as plane waves reflecting off plane surfaces. Agreement on the order of 10% was obtained between the measured and calculated output power distribution for an existing EBT-S toroidal manifold. A cost effective iterative procedure utilizing the Monte Carlo history data was implemented to predict design changes which could produce increased manifold efficiency and improved output power uniformity
Direct aperture optimization for IMRT using Monte Carlo generated beamlets
International Nuclear Information System (INIS)
Bergman, Alanah M.; Bush, Karl; Milette, Marie-Pierre; Popescu, I. Antoniu; Otto, Karl; Duzenli, Cheryl
2006-01-01
This work introduces an EGSnrc-based Monte Carlo (MC) beamlet does distribution matrix into a direct aperture optimization (DAO) algorithm for IMRT inverse planning. The technique is referred to as Monte Carlo-direct aperture optimization (MC-DAO). The goal is to assess if the combination of accurate Monte Carlo tissue inhomogeneity modeling and DAO inverse planning will improve the dose accuracy and treatment efficiency for treatment planning. Several authors have shown that the presence of small fields and/or inhomogeneous materials in IMRT treatment fields can cause dose calculation errors for algorithms that are unable to accurately model electronic disequilibrium. This issue may also affect the IMRT optimization process because the dose calculation algorithm may not properly model difficult geometries such as targets close to low-density regions (lung, air etc.). A clinical linear accelerator head is simulated using BEAMnrc (NRC, Canada). A novel in-house algorithm subdivides the resulting phase space into 2.5x5.0 mm 2 beamlets. Each beamlet is projected onto a patient-specific phantom. The beamlet dose contribution to each voxel in a structure-of-interest is calculated using DOSXYZnrc. The multileaf collimator (MLC) leaf positions are linked to the location of the beamlet does distributions. The MLC shapes are optimized using direct aperture optimization (DAO). A final Monte Carlo calculation with MLC modeling is used to compute the final dose distribution. Monte Carlo simulation can generate accurate beamlet dose distributions for traditionally difficult-to-calculate geometries, particularly for small fields crossing regions of tissue inhomogeneity. The introduction of DAO results in an additional improvement by increasing the treatment delivery efficiency. For the examples presented in this paper the reduction in the total number of monitor units to deliver is ∼33% compared to fluence-based optimization methods
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
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
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.
Bayesian Optimal Experimental Design Using Multilevel Monte Carlo
Ben Issaid, Chaouki; Long, Quan; Scavino, Marco; Tempone, Raul
2015-01-01
Experimental design is very important since experiments are often resource-exhaustive and time-consuming. We carry out experimental design in the Bayesian framework. To measure the amount of information, which can be extracted from the data in an experiment, we use the expected information gain as the utility function, which specifically is the expected logarithmic ratio between the posterior and prior distributions. Optimizing this utility function enables us to design experiments that yield the most informative data for our purpose. One of the major difficulties in evaluating the expected information gain is that the integral is nested and can be high dimensional. We propose using Multilevel Monte Carlo techniques to accelerate the computation of the nested high dimensional integral. The advantages are twofold. First, the Multilevel Monte Carlo can significantly reduce the cost of the nested integral for a given tolerance, by using an optimal sample distribution among different sample averages of the inner integrals. Second, the Multilevel Monte Carlo method imposes less assumptions, such as the concentration of measures, required by Laplace method. We test our Multilevel Monte Carlo technique using a numerical example on the design of sensor deployment for a Darcy flow problem governed by one dimensional Laplace equation. We also compare the performance of the Multilevel Monte Carlo, Laplace approximation and direct double loop Monte Carlo.
Bayesian Optimal Experimental Design Using Multilevel Monte Carlo
Ben Issaid, Chaouki
2015-01-07
Experimental design is very important since experiments are often resource-exhaustive and time-consuming. We carry out experimental design in the Bayesian framework. To measure the amount of information, which can be extracted from the data in an experiment, we use the expected information gain as the utility function, which specifically is the expected logarithmic ratio between the posterior and prior distributions. Optimizing this utility function enables us to design experiments that yield the most informative data for our purpose. One of the major difficulties in evaluating the expected information gain is that the integral is nested and can be high dimensional. We propose using Multilevel Monte Carlo techniques to accelerate the computation of the nested high dimensional integral. The advantages are twofold. First, the Multilevel Monte Carlo can significantly reduce the cost of the nested integral for a given tolerance, by using an optimal sample distribution among different sample averages of the inner integrals. Second, the Multilevel Monte Carlo method imposes less assumptions, such as the concentration of measures, required by Laplace method. We test our Multilevel Monte Carlo technique using a numerical example on the design of sensor deployment for a Darcy flow problem governed by one dimensional Laplace equation. We also compare the performance of the Multilevel Monte Carlo, Laplace approximation and direct double loop Monte Carlo.
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
Present status of transport code development based on Monte Carlo method
International Nuclear Information System (INIS)
Nakagawa, Masayuki
1985-01-01
The present status of development in Monte Carlo code is briefly reviewed. The main items are the followings; Application fields, Methods used in Monte Carlo code (geometry spectification, nuclear data, estimator and variance reduction technique) and unfinished works, Typical Monte Carlo codes and Merits of continuous energy Monte Carlo code. (author)
Successful vectorization - reactor physics Monte Carlo code
International Nuclear Information System (INIS)
Martin, W.R.
1989-01-01
Most particle transport Monte Carlo codes in use today are based on the ''history-based'' algorithm, wherein one particle history at a time is simulated. Unfortunately, the ''history-based'' approach (present in all Monte Carlo codes until recent years) is inherently scalar and cannot be vectorized. In particular, the history-based algorithm cannot take advantage of vector architectures, which characterize the largest and fastest computers at the current time, vector supercomputers such as the Cray X/MP or IBM 3090/600. However, substantial progress has been made in recent years in developing and implementing a vectorized Monte Carlo algorithm. This algorithm follows portions of many particle histories at the same time and forms the basis for all successful vectorized Monte Carlo codes that are in use today. This paper describes the basic vectorized algorithm along with descriptions of several variations that have been developed by different researchers for specific applications. These applications have been mainly in the areas of neutron transport in nuclear reactor and shielding analysis and photon transport in fusion plasmas. The relative merits of the various approach schemes will be discussed and the present status of known vectorization efforts will be summarized along with available timing results, including results from the successful vectorization of 3-D general geometry, continuous energy Monte Carlo. (orig.)
Bayesian phylogeny analysis via stochastic approximation Monte Carlo
Cheon, Sooyoung; Liang, Faming
2009-01-01
in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method
Reflections on early Monte Carlo calculations
International Nuclear Information System (INIS)
Spanier, J.
1992-01-01
Monte Carlo methods for solving various particle transport problems developed in parallel with the evolution of increasingly sophisticated computer programs implementing diffusion theory and low-order moments calculations. In these early years, Monte Carlo calculations and high-order approximations to the transport equation were seen as too expensive to use routinely for nuclear design but served as invaluable aids and supplements to design with less expensive tools. The earliest Monte Carlo programs were quite literal; i.e., neutron and other particle random walk histories were simulated by sampling from the probability laws inherent in the physical system without distoration. Use of such analogue sampling schemes resulted in a good deal of time being spent in examining the possibility of lowering the statistical uncertainties in the sample estimates by replacing simple, and intuitively obvious, random variables by those with identical means but lower variances
Monte Carlo Based Framework to Support HAZOP Study
DEFF Research Database (Denmark)
Danko, Matej; Frutiger, Jerome; Jelemenský, Ľudovít
2017-01-01
deviations in process parameters simultaneously, thereby bringing an improvement to the Hazard and Operability study (HAZOP), which normally considers only one at a time deviation in process parameters. Furthermore, Monte Carlo filtering was then used to identify operability and hazard issues including...
Reconstruction of Monte Carlo replicas from Hessian parton distributions
Energy Technology Data Exchange (ETDEWEB)
Hou, Tie-Jiun [Department of Physics, Southern Methodist University,Dallas, TX 75275-0181 (United States); Gao, Jun [INPAC, Shanghai Key Laboratory for Particle Physics and Cosmology,Department of Physics and Astronomy, Shanghai Jiao-Tong University, Shanghai 200240 (China); High Energy Physics Division, Argonne National Laboratory,Argonne, Illinois, 60439 (United States); Huston, Joey [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States); Nadolsky, Pavel [Department of Physics, Southern Methodist University,Dallas, TX 75275-0181 (United States); Schmidt, Carl; Stump, Daniel [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States); Wang, Bo-Ting; Xie, Ke Ping [Department of Physics, Southern Methodist University,Dallas, TX 75275-0181 (United States); Dulat, Sayipjamal [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States); School of Physics Science and Technology, Xinjiang University,Urumqi, Xinjiang 830046 (China); Center for Theoretical Physics, Xinjiang University,Urumqi, Xinjiang 830046 (China); Pumplin, Jon; Yuan, C.P. [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States)
2017-03-20
We explore connections between two common methods for quantifying the uncertainty in parton distribution functions (PDFs), based on the Hessian error matrix and Monte-Carlo sampling. CT14 parton distributions in the Hessian representation are converted into Monte-Carlo replicas by a numerical method that reproduces important properties of CT14 Hessian PDFs: the asymmetry of CT14 uncertainties and positivity of individual parton distributions. The ensembles of CT14 Monte-Carlo replicas constructed this way at NNLO and NLO are suitable for various collider applications, such as cross section reweighting. Master formulas for computation of asymmetric standard deviations in the Monte-Carlo representation are derived. A correction is proposed to address a bias in asymmetric uncertainties introduced by the Taylor series approximation. A numerical program is made available for conversion of Hessian PDFs into Monte-Carlo replicas according to normal, log-normal, and Watt-Thorne sampling procedures.
Sampling from a polytope and hard-disk Monte Carlo
International Nuclear Information System (INIS)
Kapfer, Sebastian C; Krauth, Werner
2013-01-01
The hard-disk problem, the statics and the dynamics of equal two-dimensional hard spheres in a periodic box, has had a profound influence on statistical and computational physics. Markov-chain Monte Carlo and molecular dynamics were first discussed for this model. Here we reformulate hard-disk Monte Carlo algorithms in terms of another classic problem, namely the sampling from a polytope. Local Markov-chain Monte Carlo, as proposed by Metropolis et al. in 1953, appears as a sequence of random walks in high-dimensional polytopes, while the moves of the more powerful event-chain algorithm correspond to molecular dynamics evolution. We determine the convergence properties of Monte Carlo methods in a special invariant polytope associated with hard-disk configurations, and the implications for convergence of hard-disk sampling. Finally, we discuss parallelization strategies for event-chain Monte Carlo and present results for a multicore implementation
Problems in radiation shielding calculations with Monte Carlo methods
International Nuclear Information System (INIS)
Ueki, Kohtaro
1985-01-01
The Monte Carlo method is a very useful tool for solving a large class of radiation transport problem. In contrast with deterministic method, geometric complexity is a much less significant problem for Monte Carlo calculations. However, the accuracy of Monte Carlo calculations is of course, limited by statistical error of the quantities to be estimated. In this report, we point out some typical problems to solve a large shielding system including radiation streaming. The Monte Carlo coupling technique was developed to settle such a shielding problem accurately. However, the variance of the Monte Carlo results using the coupling technique of which detectors were located outside the radiation streaming, was still not enough. So as to bring on more accurate results for the detectors located outside the streaming and also for a multi-legged-duct streaming problem, a practicable way of ''Prism Scattering technique'' is proposed in the study. (author)
Cluster monte carlo method for nuclear criticality safety calculation
International Nuclear Information System (INIS)
Pei Lucheng
1984-01-01
One of the most important applications of the Monte Carlo method is the calculation of the nuclear criticality safety. The fair source game problem was presented at almost the same time as the Monte Carlo method was applied to calculating the nuclear criticality safety. The source iteration cost may be reduced as much as possible or no need for any source iteration. This kind of problems all belongs to the fair source game prolems, among which, the optimal source game is without any source iteration. Although the single neutron Monte Carlo method solved the problem without the source iteration, there is still quite an apparent shortcoming in it, that is, it solves the problem without the source iteration only in the asymptotic sense. In this work, a new Monte Carlo method called the cluster Monte Carlo method is given to solve the problem further
Monte Carlo shielding analyses using an automated biasing procedure
International Nuclear Information System (INIS)
Tang, J.S.; Hoffman, T.J.
1988-01-01
A systematic and automated approach for biasing Monte Carlo shielding calculations is described. In particular, adjoint fluxes from a one-dimensional discrete ordinates calculation are used to generate biasing parameters for a Monte Carlo calculation. The entire procedure of adjoint calculation, biasing parameters generation, and Monte Carlo calculation has been automated. The automated biasing procedure has been applied to several realistic deep-penetration shipping cask problems. The results obtained for neutron and gamma-ray transport indicate that with the automated biasing procedure Monte Carlo shielding calculations of spent-fuel casks can be easily performed with minimum effort and that accurate results can be obtained at reasonable computing cost
Applications of the Monte Carlo method in radiation protection
International Nuclear Information System (INIS)
Kulkarni, R.N.; Prasad, M.A.
1999-01-01
This paper gives a brief introduction to the application of the Monte Carlo method in radiation protection. It may be noted that an exhaustive review has not been attempted. The special advantage of the Monte Carlo method has been first brought out. The fundamentals of the Monte Carlo method have next been explained in brief, with special reference to two applications in radiation protection. Some sample current applications have been reported in the end in brief as examples. They are, medical radiation physics, microdosimetry, calculations of thermoluminescence intensity and probabilistic safety analysis. The limitations of the Monte Carlo method have also been mentioned in passing. (author)
Pore-scale uncertainty quantification with multilevel Monte Carlo
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
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)
Quantum statistical Monte Carlo methods and applications to spin systems
International Nuclear Information System (INIS)
Suzuki, M.
1986-01-01
A short review is given concerning the quantum statistical Monte Carlo method based on the equivalence theorem that d-dimensional quantum systems are mapped onto (d+1)-dimensional classical systems. The convergence property of this approximate tansformation is discussed in detail. Some applications of this general appoach to quantum spin systems are reviewed. A new Monte Carlo method, ''thermo field Monte Carlo method,'' is presented, which is an extension of the projection Monte Carlo method at zero temperature to that at finite temperatures
SPQR: a Monte Carlo reactor kinetics code
International Nuclear Information System (INIS)
Cramer, S.N.; Dodds, H.L.
1980-02-01
The SPQR Monte Carlo code has been developed to analyze fast reactor core accident problems where conventional methods are considered inadequate. The code is based on the adiabatic approximation of the quasi-static method. This initial version contains no automatic material motion or feedback. An existing Monte Carlo code is used to calculate the shape functions and the integral quantities needed in the kinetics module. Several sample problems have been devised and analyzed. Due to the large statistical uncertainty associated with the calculation of reactivity in accident simulations, the results, especially at later times, differ greatly from deterministic methods. It was also found that in large uncoupled systems, the Monte Carlo method has difficulty in handling asymmetric perturbations
Optix: A Monte Carlo scintillation light transport code
Energy Technology Data Exchange (ETDEWEB)
Safari, M.J., E-mail: mjsafari@aut.ac.ir [Department of Energy Engineering and Physics, Amir Kabir University of Technology, PO Box 15875-4413, Tehran (Iran, Islamic Republic of); Afarideh, H. [Department of Energy Engineering and Physics, Amir Kabir University of Technology, PO Box 15875-4413, Tehran (Iran, Islamic Republic of); Ghal-Eh, N. [School of Physics, Damghan University, PO Box 36716-41167, Damghan (Iran, Islamic Republic of); Davani, F. Abbasi [Nuclear Engineering Department, Shahid Beheshti University, PO Box 1983963113, Tehran (Iran, Islamic Republic of)
2014-02-11
The paper reports on the capabilities of Monte Carlo scintillation light transport code Optix, which is an extended version of previously introduced code Optics. Optix provides the user a variety of both numerical and graphical outputs with a very simple and user-friendly input structure. A benchmarking strategy has been adopted based on the comparison with experimental results, semi-analytical solutions, and other Monte Carlo simulation codes to verify various aspects of the developed code. Besides, some extensive comparisons have been made against the tracking abilities of general-purpose MCNPX and FLUKA codes. The presented benchmark results for the Optix code exhibit promising agreements. -- Highlights: • Monte Carlo simulation of scintillation light transport in 3D geometry. • Evaluation of angular distribution of detected photons. • Benchmark studies to check the accuracy of Monte Carlo simulations.
Bayesian phylogeny analysis via stochastic approximation Monte Carlo
Cheon, Sooyoung
2009-11-01
Monte Carlo methods have received much attention in the recent literature of phylogeny analysis. However, the conventional Markov chain Monte Carlo algorithms, such as the Metropolis-Hastings algorithm, tend to get trapped in a local mode in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method is compared with two popular Bayesian phylogeny software, BAMBE and MrBayes, on simulated and real datasets. The numerical results indicate that our method outperforms BAMBE and MrBayes. Among the three methods, SAMC produces the consensus trees which have the highest similarity to the true trees, and the model parameter estimates which have the smallest mean square errors, but costs the least CPU time. © 2009 Elsevier Inc. All rights reserved.
Present status and future prospects of neutronics Monte Carlo
International Nuclear Information System (INIS)
Gelbard, E.M.
1990-01-01
It is fair to say that the Monte Carlo method, over the last decade, has grown steadily more important as a neutronics computational tool. Apparently this has happened for assorted reasons. Thus, for example, as the power of computers has increased, the cost of the method has dropped, steadily becoming less and less of an obstacle to its use. In addition, more and more sophisticated input processors have now made it feasible to model extremely complicated systems routinely with really remarkable fidelity. Finally, as we demand greater and greater precision in reactor calculations, Monte Carlo is often found to be the only method accurate enough for use in benchmarking. Cross section uncertainties are now almost the only inherent limitations in our Monte Carlo capabilities. For this reason Monte Carlo has come to occupy a special position, interposed between experiment and other computational techniques. More and more often deterministic methods are tested by comparison with Monte Carlo, and cross sections are tested by comparing Monte Carlo with experiment. In this way one can distinguish very clearly between errors due to flaws in our numerical methods, and those due to deficiencies in cross section files. The special role of Monte Carlo as a benchmarking tool, often the only available benchmarking tool, makes it crucially important that this method should be polished to perfection. Problems relating to Eigenvalue calculations, variance reduction and the use of advanced computers are reviewed in this paper. (author)
Diffusion Monte Carlo approach versus adiabatic computation for local Hamiltonians
Bringewatt, Jacob; Dorland, William; Jordan, Stephen P.; Mink, Alan
2018-02-01
Most research regarding quantum adiabatic optimization has focused on stoquastic Hamiltonians, whose ground states can be expressed with only real non-negative amplitudes and thus for whom destructive interference is not manifest. This raises the question of whether classical Monte Carlo algorithms can efficiently simulate quantum adiabatic optimization with stoquastic Hamiltonians. Recent results have given counterexamples in which path-integral and diffusion Monte Carlo fail to do so. However, most adiabatic optimization algorithms, such as for solving MAX-k -SAT problems, use k -local Hamiltonians, whereas our previous counterexample for diffusion Monte Carlo involved n -body interactions. Here we present a 6-local counterexample which demonstrates that even for these local Hamiltonians there are cases where diffusion Monte Carlo cannot efficiently simulate quantum adiabatic optimization. Furthermore, we perform empirical testing of diffusion Monte Carlo on a standard well-studied class of permutation-symmetric tunneling problems and similarly find large advantages for quantum optimization over diffusion Monte Carlo.
Neutron point-flux calculation by Monte Carlo
International Nuclear Information System (INIS)
Eichhorn, M.
1986-04-01
A survey of the usual methods for estimating flux at a point is given. The associated variance-reducing techniques in direct Monte Carlo games are explained. The multigroup Monte Carlo codes MC for critical systems and PUNKT for point source-point detector-systems are represented, and problems in applying the codes to practical tasks are discussed. (author)
International Nuclear Information System (INIS)
Yamamoto, Toshihiro
2014-01-01
Highlights: • The cross power spectral density in ADS has correlated and uncorrelated components. • A frequency domain Monte Carlo method to calculate the uncorrelated one is developed. • The method solves the Fourier transformed transport equation. • The method uses complex-valued weights to solve the equation. • The new method reproduces well the CPSDs calculated with time domain MC method. - Abstract: In an accelerator driven system (ADS), pulsed spallation neutrons are injected at a constant frequency. The cross power spectral density (CPSD), which can be used for monitoring the subcriticality of the ADS, is composed of the correlated and uncorrelated components. The uncorrelated component is described by a series of the Dirac delta functions that occur at the integer multiples of the pulse repetition frequency. In the present paper, a Monte Carlo method to solve the Fourier transformed neutron transport equation with a periodically pulsed neutron source term has been developed to obtain the CPSD in ADSs. Since the Fourier transformed flux is a complex-valued quantity, the Monte Carlo method introduces complex-valued weights to solve the Fourier transformed equation. The Monte Carlo algorithm used in this paper is similar to the one that was developed by the author of this paper to calculate the neutron noise caused by cross section perturbations. The newly-developed Monte Carlo algorithm is benchmarked to the conventional time domain Monte Carlo simulation technique. The CPSDs are obtained both with the newly-developed frequency domain Monte Carlo method and the conventional time domain Monte Carlo method for a one-dimensional infinite slab. The CPSDs obtained with the frequency domain Monte Carlo method agree well with those with the time domain method. The higher order mode effects on the CPSD in an ADS with a periodically pulsed neutron source are discussed
Shell model the Monte Carlo way
International Nuclear Information System (INIS)
Ormand, W.E.
1995-01-01
The formalism for the auxiliary-field Monte Carlo approach to the nuclear shell model is presented. The method is based on a linearization of the two-body part of the Hamiltonian in an imaginary-time propagator using the Hubbard-Stratonovich transformation. The foundation of the method, as applied to the nuclear many-body problem, is discussed. Topics presented in detail include: (1) the density-density formulation of the method, (2) computation of the overlaps, (3) the sign of the Monte Carlo weight function, (4) techniques for performing Monte Carlo sampling, and (5) the reconstruction of response functions from an imaginary-time auto-correlation function using MaxEnt techniques. Results obtained using schematic interactions, which have no sign problem, are presented to demonstrate the feasibility of the method, while an extrapolation method for realistic Hamiltonians is presented. In addition, applications at finite temperature are outlined
Shell model the Monte Carlo way
Energy Technology Data Exchange (ETDEWEB)
Ormand, W.E.
1995-03-01
The formalism for the auxiliary-field Monte Carlo approach to the nuclear shell model is presented. The method is based on a linearization of the two-body part of the Hamiltonian in an imaginary-time propagator using the Hubbard-Stratonovich transformation. The foundation of the method, as applied to the nuclear many-body problem, is discussed. Topics presented in detail include: (1) the density-density formulation of the method, (2) computation of the overlaps, (3) the sign of the Monte Carlo weight function, (4) techniques for performing Monte Carlo sampling, and (5) the reconstruction of response functions from an imaginary-time auto-correlation function using MaxEnt techniques. Results obtained using schematic interactions, which have no sign problem, are presented to demonstrate the feasibility of the method, while an extrapolation method for realistic Hamiltonians is presented. In addition, applications at finite temperature are outlined.
Research on perturbation based Monte Carlo reactor criticality search
International Nuclear Information System (INIS)
Li Zeguang; Wang Kan; Li Yangliu; Deng Jingkang
2013-01-01
Criticality search is a very important aspect in reactor physics analysis. Due to the advantages of Monte Carlo method and the development of computer technologies, Monte Carlo criticality search is becoming more and more necessary and feasible. Traditional Monte Carlo criticality search method is suffered from large amount of individual criticality runs and uncertainty and fluctuation of Monte Carlo results. A new Monte Carlo criticality search method based on perturbation calculation is put forward in this paper to overcome the disadvantages of traditional method. By using only one criticality run to get initial k_e_f_f and differential coefficients of concerned parameter, the polynomial estimator of k_e_f_f changing function is solved to get the critical value of concerned parameter. The feasibility of this method was tested. The results show that the accuracy and efficiency of perturbation based criticality search method are quite inspiring and the method overcomes the disadvantages of traditional one. (authors)
Monte Carlo learning/biasing experiment with intelligent random numbers
International Nuclear Information System (INIS)
Booth, T.E.
1985-01-01
A Monte Carlo learning and biasing technique is described that does its learning and biasing in the random number space rather than the physical phase-space. The technique is probably applicable to all linear Monte Carlo problems, but no proof is provided here. Instead, the technique is illustrated with a simple Monte Carlo transport problem. Problems encountered, problems solved, and speculations about future progress are discussed. 12 refs
Temperature variance study in Monte-Carlo photon transport theory
International Nuclear Information System (INIS)
Giorla, J.
1985-10-01
We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case [fr
Monte Carlo applications to radiation shielding problems
International Nuclear Information System (INIS)
Subbaiah, K.V.
2009-01-01
Monte Carlo methods are a class of computational algorithms that rely on repeated random sampling of physical and mathematical systems to compute their results. However, basic concepts of MC are both simple and straightforward and can be learned by using a personal computer. Uses of Monte Carlo methods require large amounts of random numbers, and it was their use that spurred the development of pseudorandom number generators, which were far quicker to use than the tables of random numbers which had been previously used for statistical sampling. In Monte Carlo simulation of radiation transport, the history (track) of a particle is viewed as a random sequence of free flights that end with an interaction event where the particle changes its direction of movement, loses energy and, occasionally, produces secondary particles. The Monte Carlo simulation of a given experimental arrangement (e.g., an electron beam, coming from an accelerator and impinging on a water phantom) consists of the numerical generation of random histories. To simulate these histories we need an interaction model, i.e., a set of differential cross sections (DCS) for the relevant interaction mechanisms. The DCSs determine the probability distribution functions (pdf) of the random variables that characterize a track; 1) free path between successive interaction events, 2) type of interaction taking place and 3) energy loss and angular deflection in a particular event (and initial state of emitted secondary particles, if any). Once these pdfs are known, random histories can be generated by using appropriate sampling methods. If the number of generated histories is large enough, quantitative information on the transport process may be obtained by simply averaging over the simulated histories. The Monte Carlo method yields the same information as the solution of the Boltzmann transport equation, with the same interaction model, but is easier to implement. In particular, the simulation of radiation
Randomized quasi-Monte Carlo simulation of fast-ion thermalization
Höök, L. J.; Johnson, T.; Hellsten, T.
2012-01-01
This work investigates the applicability of the randomized quasi-Monte Carlo method for simulation of fast-ion thermalization processes in fusion plasmas, e.g. for simulation of neutral beam injection and radio frequency heating. In contrast to the standard Monte Carlo method, the quasi-Monte Carlo method uses deterministic numbers instead of pseudo-random numbers and has a statistical weak convergence close to {O}(N^{-1}) , where N is the number of markers. We have compared different quasi-Monte Carlo methods for a neutral beam injection scenario, which is solved by many realizations of the associated stochastic differential equation, discretized with the Euler-Maruyama scheme. The statistical convergence of the methods is measured for time steps up to 214.
Optimization of Monte Carlo algorithms and ray tracing on GPUs
International Nuclear Information System (INIS)
Bergmann, R.M.; Vujic, J.L.
2013-01-01
To take advantage of the computational power of GPUs (Graphical Processing Units), algorithms that work well on CPUs must be modified to conform to the GPU execution model. In this study, typical task-parallel Monte Carlo algorithms have been reformulated in a data-parallel way, and the benefits of doing so are examined. We were able to show that the data-parallel approach greatly improves thread coherency and keeps thread blocks busy, improving GPU utilization compared to the task-parallel approach. Data-parallel does not, however, outperform the task-parallel approach in regards to speedup over CPU. Regarding the ray-tracing acceleration, OptiX shows promise for providing enough ray tracing speed to be used in a full 3D Monte Carlo neutron transport code for reactor calculations. It is important to note that it is necessary to operate on large datasets of particle histories in order to have good performance in both OptiX and the data-parallel algorithm since this reduces the impact of latency. Our paper also shows the need to rewrite standard Monte Carlo algorithms in order to take full advantage of these new, powerful processor architectures
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).
MORET: Version 4.B. A multigroup Monte Carlo criticality code
International Nuclear Information System (INIS)
Jacquet, Olivier; Miss, Joachim; Courtois, Gerard
2003-01-01
MORET 4 is a three dimensional multigroup Monte Carlo code which calculates the effective multiplication factor (keff) of any configurations more or less complex as well as reaction rates in the different volumes of the geometry and the leakage out of the system. MORET 4 is the Monte Carlo code of the APOLLO2-MORET 4 standard route of CRISTAL, the French criticality package. It is the most commonly used Monte Carlo code for French criticality calculations. During the last four years, the MORET 4 team has developed or improved the following major points: modernization of the geometry, implementation of perturbation algorithms, source distribution convergence, statistical detection of stationarity, unbiased variance estimation and creation of pre-processing and post-processing tools. The purpose of this paper is not only to present the new features of MORET but also to detail clearly the physical models and the mathematical methods used in the code. (author)
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.
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)
Statistics of Monte Carlo methods used in radiation transport calculation
International Nuclear Information System (INIS)
Datta, D.
2009-01-01
Radiation transport calculation can be carried out by using either deterministic or statistical methods. Radiation transport calculation based on statistical methods is basic theme of the Monte Carlo methods. The aim of this lecture is to describe the fundamental statistics required to build the foundations of Monte Carlo technique for radiation transport calculation. Lecture note is organized in the following way. Section (1) will describe the introduction of Basic Monte Carlo and its classification towards the respective field. Section (2) will describe the random sampling methods, a key component of Monte Carlo radiation transport calculation, Section (3) will provide the statistical uncertainty of Monte Carlo estimates, Section (4) will describe in brief the importance of variance reduction techniques while sampling particles such as photon, or neutron in the process of radiation transport
Shell model Monte Carlo methods
International Nuclear Information System (INIS)
Koonin, S.E.
1996-01-01
We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; resultant path integral is evaluated stochastically. We first discuss the motivation, formalism, and implementation of such Shell Model Monte Carlo methods. There then follows a sampler of results and insights obtained from a number of applications. These include the ground state and thermal properties of pf-shell nuclei, thermal behavior of γ-soft nuclei, and calculation of double beta-decay matrix elements. Finally, prospects for further progress in such calculations are discussed. 87 refs
Multiple histogram method and static Monte Carlo sampling
Inda, M.A.; Frenkel, D.
2004-01-01
We describe an approach to use multiple-histogram methods in combination with static, biased Monte Carlo simulations. To illustrate this, we computed the force-extension curve of an athermal polymer from multiple histograms constructed in a series of static Rosenbluth Monte Carlo simulations. From
Forest canopy BRDF simulation using Monte Carlo method
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.
Monte Carlo molecular simulation of phase-coexistence for oil production and processing
Li, Jun
2011-01-01
The Gibbs-NVT ensemble Monte Carlo method is used to simulate the liquid-vapor coexistence diagram and the simulation results of methane agree well with the experimental data in a wide range of temperatures. For systems with two components, the Gibbs-NPT ensemble Monte Carlo method is employed in the simulation while the mole fraction of each component in each phase is modeled as a Leonard-Jones fluid. As the results of Monte Carlo simulations usually contain huge statistical error, the blocking method is used to estimate the variance of the simulation results. Additionally, in order to improve the simulation efficiency, the step sizes of different trial moves is adjusted automatically so that their acceptance probabilities can approach to the preset values.
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.
Advanced Monte Carlo methods for thermal radiation transport
Wollaber, Allan B.
During the past 35 years, the Implicit Monte Carlo (IMC) method proposed by Fleck and Cummings has been the standard Monte Carlo approach to solving the thermal radiative transfer (TRT) equations. However, the IMC equations are known to have accuracy limitations that can produce unphysical solutions. In this thesis, we explicitly provide the IMC equations with a Monte Carlo interpretation by including particle weight as one of its arguments. We also develop and test a stability theory for the 1-D, gray IMC equations applied to a nonlinear problem. We demonstrate that the worst case occurs for 0-D problems, and we extend the results to a stability algorithm that may be used for general linearizations of the TRT equations. We derive gray, Quasidiffusion equations that may be deterministically solved in conjunction with IMC to obtain an inexpensive, accurate estimate of the temperature at the end of the time step. We then define an average temperature T* to evaluate the temperature-dependent problem data in IMC, and we demonstrate that using T* is more accurate than using the (traditional) beginning-of-time-step temperature. We also propose an accuracy enhancement to the IMC equations: the use of a time-dependent "Fleck factor". This Fleck factor can be considered an automatic tuning of the traditionally defined user parameter alpha, which generally provides more accurate solutions at an increased cost relative to traditional IMC. We also introduce a global weight window that is proportional to the forward scalar intensity calculated by the Quasidiffusion method. This weight window improves the efficiency of the IMC calculation while conserving energy. All of the proposed enhancements are tested in 1-D gray and frequency-dependent problems. These enhancements do not unconditionally eliminate the unphysical behavior that can be seen in the IMC calculations. However, for fixed spatial and temporal grids, they suppress them and clearly work to make the solution more
Advantages of Analytical Transformations in Monte Carlo Methods for Radiation Transport
International Nuclear Information System (INIS)
McKinley, M S; Brooks III, E D; Daffin, F
2004-01-01
Monte Carlo methods for radiation transport typically attempt to solve an integral by directly sampling analog or weighted particles, which are treated as physical entities. Improvements to the methods involve better sampling, probability games or physical intuition about the problem. We show that significant improvements can be achieved by recasting the equations with an analytical transform to solve for new, non-physical entities or fields. This paper looks at one such transform, the difference formulation for thermal photon transport, showing a significant advantage for Monte Carlo solution of the equations for time dependent transport. Other related areas are discussed that may also realize significant benefits from similar analytical transformations
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...
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.
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.
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 ...
Randomized quasi-Monte Carlo simulation of fast-ion thermalization
International Nuclear Information System (INIS)
Höök, L J; Johnson, T; Hellsten, T
2012-01-01
This work investigates the applicability of the randomized quasi-Monte Carlo method for simulation of fast-ion thermalization processes in fusion plasmas, e.g. for simulation of neutral beam injection and radio frequency heating. In contrast to the standard Monte Carlo method, the quasi-Monte Carlo method uses deterministic numbers instead of pseudo-random numbers and has a statistical weak convergence close to O(N -1 ), where N is the number of markers. We have compared different quasi-Monte Carlo methods for a neutral beam injection scenario, which is solved by many realizations of the associated stochastic differential equation, discretized with the Euler-Maruyama scheme. The statistical convergence of the methods is measured for time steps up to 2 14 . (paper)
Usefulness of the Monte Carlo method in reliability calculations
International Nuclear Information System (INIS)
Lanore, J.M.; Kalli, H.
1977-01-01
Three examples of reliability Monte Carlo programs developed in the LEP (Laboratory for Radiation Shielding Studies in the Nuclear Research Center at Saclay) are presented. First, an uncertainty analysis is given for a simplified spray system; a Monte Carlo program PATREC-MC has been written to solve the problem with the system components given in the fault tree representation. The second program MONARC 2 has been written to solve the problem of complex systems reliability by the Monte Carlo simulation, here again the system (a residual heat removal system) is in the fault tree representation. Third, the Monte Carlo program MONARC was used instead of the Markov diagram to solve the simulation problem of an electric power supply including two nets and two stand-by diesels
Combinatorial nuclear level density by a Monte Carlo method
International Nuclear Information System (INIS)
Cerf, N.
1994-01-01
We present a new combinatorial method for the calculation of the nuclear level density. It is based on a Monte Carlo technique, in order to avoid a direct counting procedure which is generally impracticable for high-A nuclei. The Monte Carlo simulation, making use of the Metropolis sampling scheme, allows a computationally fast estimate of the level density for many fermion systems in large shell model spaces. We emphasize the advantages of this Monte Carlo approach, particularly concerning the prediction of the spin and parity distributions of the excited states,and compare our results with those derived from a traditional combinatorial or a statistical method. Such a Monte Carlo technique seems very promising to determine accurate level densities in a large energy range for nuclear reaction calculations
Monte Carlo variance reduction approaches for non-Boltzmann tallies
International Nuclear Information System (INIS)
Booth, T.E.
1992-12-01
Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed
Improved Monte Carlo Glauber predictions at present and future nuclear colliders
Loizides, Constantin; Kamin, Jason; d'Enterria, David
2018-05-01
We present the results of an improved Monte Carlo Glauber (MCG) model of relevance for collisions involving nuclei at center-of-mass energies of the BNL Relativistic Heavy Ion Collider (√{sNN}=0.2 TeV), CERN Large Hadron Collider (LHC) (√{sNN}=2.76 -8.8 TeV ), and proposed future hadron colliders (√{sNN}≈10 -63 TeV). The inelastic p p cross sections as a function of √{sNN} are obtained from a precise data-driven parametrization that exploits the many available measurements at LHC collision energies. We describe the nuclear density of a lead nucleus with two separated two-parameter Fermi distributions for protons and neutrons to account for their different densities close to the nuclear periphery. Furthermore, we model the nucleon degrees of freedom inside the nucleus through a lattice with a minimum nodal separation, combined with a "recentering and reweighting" procedure, that overcomes some limitations of previous MCG approaches. The nuclear overlap function, number of participant nucleons and binary nucleon-nucleon collisions, participant eccentricity and triangularity, overlap area, and average path length are presented in intervals of percentile centrality for lead-lead (PbPb) and proton-lead (p Pb ) collisions at all collision energies. We demonstrate for collisions at √{sNN}=5.02 TeV that the central values of the Glauber quantities change by up to 7% in a few bins of reaction centrality, due to the improvements implemented, though typically they remain within the previously assigned systematic uncertainties, while their new associated uncertainties are generally smaller (mostly below 5%) at all centralities than for earlier calculations. Tables for all quantities versus centrality at present and foreseen collision energies involving Pb nuclei, as well as for collisions of XeXe at √{sNN}=5.44 TeV , and AuAu and CuCu at √{sNN}=0.2 TeV , are provided. The source code for the improved Monte Carlo Glauber model is made publicly available.
The vector and parallel processing of MORSE code on Monte Carlo Machine
International Nuclear Information System (INIS)
Hasegawa, Yukihiro; Higuchi, Kenji.
1995-11-01
Multi-group Monte Carlo Code for particle transport, MORSE is modified for high performance computing on Monte Carlo Machine Monte-4. The method and the results are described. Monte-4 was specially developed to realize high performance computing of Monte Carlo codes for particle transport, which have been difficult to obtain high performance in vector processing on conventional vector processors. Monte-4 has four vector processor units with the special hardware called Monte Carlo pipelines. The vectorization and parallelization of MORSE code and the performance evaluation on Monte-4 are described. (author)
Discrete diffusion Monte Carlo for frequency-dependent radiative transfer
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Thompson, Kelly G.; Urbatsch, Todd J.
2011-01-01
Discrete Diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Implicit Monte Carlo radiative-transfer simulations. In this paper, we develop an extension of DDMC for frequency-dependent radiative transfer. We base our new DDMC method on a frequency integrated diffusion equation for frequencies below a specified threshold. Above this threshold we employ standard Monte Carlo. With a frequency-dependent test problem, we confirm the increased efficiency of our new DDMC technique. (author)
Uncertainty analysis in Monte Carlo criticality computations
International Nuclear Information System (INIS)
Qi Ao
2011-01-01
Highlights: ► Two types of uncertainty methods for k eff Monte Carlo computations are examined. ► Sampling method has the least restrictions on perturbation but computing resources. ► Analytical method is limited to small perturbation on material properties. ► Practicality relies on efficiency, multiparameter applicability and data availability. - Abstract: Uncertainty analysis is imperative for nuclear criticality risk assessments when using Monte Carlo neutron transport methods to predict the effective neutron multiplication factor (k eff ) for fissionable material systems. For the validation of Monte Carlo codes for criticality computations against benchmark experiments, code accuracy and precision are measured by both the computational bias and uncertainty in the bias. The uncertainty in the bias accounts for known or quantified experimental, computational and model uncertainties. For the application of Monte Carlo codes for criticality analysis of fissionable material systems, an administrative margin of subcriticality must be imposed to provide additional assurance of subcriticality for any unknown or unquantified uncertainties. Because of a substantial impact of the administrative margin of subcriticality on economics and safety of nuclear fuel cycle operations, recently increasing interests in reducing the administrative margin of subcriticality make the uncertainty analysis in criticality safety computations more risk-significant. This paper provides an overview of two most popular k eff uncertainty analysis methods for Monte Carlo criticality computations: (1) sampling-based methods, and (2) analytical methods. Examples are given to demonstrate their usage in the k eff uncertainty analysis due to uncertainties in both neutronic and non-neutronic parameters of fissionable material systems.
Modified Monte Carlo procedure for particle transport problems
International Nuclear Information System (INIS)
Matthes, W.
1978-01-01
The simulation of photon transport in the atmosphere with the Monte Carlo method forms part of the EURASEP-programme. The specifications for the problems posed for a solution were such, that the direct application of the analogue Monte Carlo method was not feasible. For this reason the standard Monte Carlo procedure was modified in the sense that additional properly weighted branchings at each collision and transport process in a photon history were introduced. This modified Monte Carlo procedure leads to a clear and logical separation of the essential parts of a problem and offers a large flexibility for variance reducing techniques. More complex problems, as foreseen in the EURASEP-programme (e.g. clouds in the atmosphere, rough ocean-surface and chlorophyl-distribution in the ocean) can be handled by recoding some subroutines. This collision- and transport-splitting procedure can of course be performed differently in different space- and energy regions. It is applied here only for a homogeneous problem
An Overview of the Monte Carlo Application ToolKit (MCATK)
Energy Technology Data Exchange (ETDEWEB)
Trahan, Travis John [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-01-07
MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library designed to build specialized applications and designed to provide new functionality in existing general-purpose Monte Carlo codes like MCNP; it was developed with Agile software engineering methodologies under the motivation to reduce costs. The characteristics of MCATK can be summarized as follows: MCATK physics – continuous energy neutron-gamma transport with multi-temperature treatment, static eigenvalue (k and α) algorithms, time-dependent algorithm, fission chain algorithms; MCATK geometry – mesh geometries, solid body geometries. MCATK provides verified, unit-tested Monte Carlo components, flexibility in Monte Carlo applications development, and numerous tools such as geometry and cross section plotters. Recent work has involved deterministic and Monte Carlo analysis of stochastic systems. Static and dynamic analysis is discussed, and the results of a dynamic test problem are given.
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
Yet another Monte Carlo study of the Schwinger model
International Nuclear Information System (INIS)
Sogo, K.; Kimura, N.
1986-01-01
Some methodological improvements are introduced in the quantum Monte Carlo simulation of the 1 + 1 dimensional quantum electrodynamics (the Schwinger model). Properties at finite temperatures are investigated, concentrating on the existence of the chirality transition and of the deconfinement transition. (author)
Yet another Monte Carlo study of the Schwinger model
International Nuclear Information System (INIS)
Sogo, K.; Kimura, N.
1986-03-01
Some methodological improvements are introduced in the quantum Monte Carlo simulation of the 1 + 1 dimensional quantum electrodynamics (the Schwinger model). Properties at finite temperatures are investigated, concentrating on the existence of the chirality transition and of the deconfinement transition. (author)
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)
Estimation of ex-core detector responses by adjoint Monte Carlo
Energy Technology Data Exchange (ETDEWEB)
Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)
2006-07-01
Ex-core detector responses can be efficiently calculated by combining an adjoint Monte Carlo calculation with the converged source distribution of a forward Monte Carlo calculation. As the fission source distribution from a Monte Carlo calculation is given only as a collection of discrete space positions, the coupling requires a point flux estimator for each collision in the adjoint calculation. To avoid the infinite variance problems of the point flux estimator, a next-event finite-variance point flux estimator has been applied, witch is an energy dependent form for heterogeneous media of a finite-variance estimator known from the literature. To test the effects of this combined adjoint-forward calculation a simple geometry of a homogeneous core with a reflector was adopted with a small detector in the reflector. To demonstrate the potential of the method the continuous-energy adjoint Monte Carlo technique with anisotropic scattering was implemented with energy dependent absorption and fission cross sections and constant scattering cross section. A gain in efficiency over a completely forward calculation of the detector response was obtained, which is strongly dependent on the specific system and especially the size and position of the ex-core detector and the energy range considered. Further improvements are possible. The method works without problems for small detectors, even for a point detector and a small or even zero energy range. (authors)
FOCUS: a non-multigroup adjoint Monte Carlo code with improved variance reduction
International Nuclear Information System (INIS)
Hoogenboom, J.E.
1974-01-01
A description is given of the selection mechanism in the adjoint Monte Carlo code FOCUS in which the energy is treated as a continuous variable. The method of Kalos who introduced the idea of adjoint cross sections is followed to derive a sampling scheme for the adjoint equation solved in FOCUS which is in most aspects analogous to the normal Monte Carlo game. The disadvantages of the use of these adjoint cross sections are removed to some extent by introduction of a new definition for the adjoint cross sections resulting in appreciable variance reduction. At the cost of introducing a weight factor slightly different from unity, the direction and energy are selected in a simple way without the need of two-dimensional probability tables. Finally the handling of geometry and cross section in FOCUS is briefly discussed. 6 references. (U.S.)
Monte Carlo dose distributions for radiosurgery
International Nuclear Information System (INIS)
Perucha, M.; Leal, A.; Rincon, M.; Carrasco, E.
2001-01-01
The precision of Radiosurgery Treatment planning systems is limited by the approximations of their algorithms and by their dosimetrical input data. This fact is especially important in small fields. However, the Monte Carlo methods is an accurate alternative as it considers every aspect of particle transport. In this work an acoustic neurinoma is studied by comparing the dose distribution of both a planning system and Monte Carlo. Relative shifts have been measured and furthermore, Dose-Volume Histograms have been calculated for target and adjacent organs at risk. (orig.)
Shell model Monte Carlo methods
International Nuclear Information System (INIS)
Koonin, S.E.; Dean, D.J.; Langanke, K.
1997-01-01
We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; the resultant path integral is evaluated stochastically. We first discuss the motivation, formalism, and implementation of such Shell Model Monte Carlo (SMMC) methods. There then follows a sampler of results and insights obtained from a number of applications. These include the ground state and thermal properties of pf-shell nuclei, the thermal and rotational behavior of rare-earth and γ-soft nuclei, and the calculation of double beta-decay matrix elements. Finally, prospects for further progress in such calculations are discussed. (orig.)
Energy Technology Data Exchange (ETDEWEB)
Leoevey, H.; Roemisch, W. [Humboldt-Univ., Berlin (Germany)
2015-07-01
We discuss progress in quasi Monte Carlo methods for numerical calculation integrals or expected values and justify why these methods are more efficient than the classic Monte Carlo methods. Quasi Monte Carlo methods are found to be particularly efficient if the integrands have a low effective dimension. That's why We also discuss the concept of effective dimension and prove on the example of a stochastic Optimization model of the energy industry that such models can posses a low effective dimension. Modern quasi Monte Carlo methods are therefore for such models very promising. [German] Wir diskutieren Fortschritte bei Quasi-Monte Carlo Methoden zur numerischen Berechnung von Integralen bzw. Erwartungswerten und begruenden warum diese Methoden effizienter sind als die klassischen Monte Carlo Methoden. Quasi-Monte Carlo Methoden erweisen sich als besonders effizient, falls die Integranden eine geringe effektive Dimension besitzen. Deshalb diskutieren wir auch den Begriff effektive Dimension und weisen am Beispiel eines stochastischen Optimierungsmodell aus der Energiewirtschaft nach, dass solche Modelle eine niedrige effektive Dimension besitzen koennen. Moderne Quasi-Monte Carlo Methoden sind deshalb fuer solche Modelle sehr erfolgversprechend.
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.)
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
Importance estimation in Monte Carlo modelling of neutron and photon transport
International Nuclear Information System (INIS)
Mickael, M.W.
1992-01-01
The estimation of neutron and photon importance in a three-dimensional geometry is achieved using a coupled Monte Carlo and diffusion theory calculation. The parameters required for the solution of the multigroup adjoint diffusion equation are estimated from an analog Monte Carlo simulation of the system under investigation. The solution of the adjoint diffusion equation is then used as an estimate of the particle importance in the actual simulation. This approach provides an automated and efficient variance reduction method for Monte Carlo simulations. The technique has been successfully applied to Monte Carlo simulation of neutron and coupled neutron-photon transport in the nuclear well-logging field. The results show that the importance maps obtained in a few minutes of computer time using this technique are in good agreement with Monte Carlo generated importance maps that require prohibitive computing times. The application of this method to Monte Carlo modelling of the response of neutron porosity and pulsed neutron instruments has resulted in major reductions in computation time. (Author)
A study on the shielding element using Monte Carlo simulation
Energy Technology Data Exchange (ETDEWEB)
Kim, Ki Jeong [Dept. of Radiology, Konkuk University Medical Center, Seoul (Korea, Republic of); Shim, Jae Goo [Dept. of Radiologic Technology, Daegu Health College, Daegu (Korea, Republic of)
2017-06-15
In this research, we simulated the elementary star shielding ability using Monte Carlo simulation to apply medical radiation shielding sheet which can replace existing lead. In the selection of elements, mainly elements and metal elements having a large atomic number, which are known to have high shielding performance, recently, various composite materials have improved shielding performance, so that weight reduction, processability, In consideration of activity etc., 21 elements were selected. The simulation tools were utilized Monte Carlo method. As a result of simulating the shielding performance by each element, it was estimated that the shielding ratio is the highest at 98.82% and 98.44% for tungsten and gold.
Monte Carlo simulation models of breeding-population advancement.
J.N. King; G.R. Johnson
1993-01-01
Five generations of population improvement were modeled using Monte Carlo simulations. The model was designed to address questions that are important to the development of an advanced generation breeding population. Specifically we addressed the effects on both gain and effective population size of different mating schemes when creating a recombinant population for...
Study on random number generator in Monte Carlo code
International Nuclear Information System (INIS)
Oya, Kentaro; Kitada, Takanori; Tanaka, Shinichi
2011-01-01
The Monte Carlo code uses a sequence of pseudo-random numbers with a random number generator (RNG) to simulate particle histories. A pseudo-random number has its own period depending on its generation method and the period is desired to be long enough not to exceed the period during one Monte Carlo calculation to ensure the correctness especially for a standard deviation of results. The linear congruential generator (LCG) is widely used as Monte Carlo RNG and the period of LCG is not so long by considering the increasing rate of simulation histories in a Monte Carlo calculation according to the remarkable enhancement of computer performance. Recently, many kinds of RNG have been developed and some of their features are better than those of LCG. In this study, we investigate the appropriate RNG in a Monte Carlo code as an alternative to LCG especially for the case of enormous histories. It is found that xorshift has desirable features compared with LCG, and xorshift has a larger period, a comparable speed to generate random numbers, a better randomness, and good applicability to parallel calculation. (author)
Combinatorial geometry domain decomposition strategies for Monte Carlo simulations
Energy Technology Data Exchange (ETDEWEB)
Li, G.; Zhang, B.; Deng, L.; Mo, Z.; Liu, Z.; Shangguan, D.; Ma, Y.; Li, S.; Hu, Z. [Institute of Applied Physics and Computational Mathematics, Beijing, 100094 (China)
2013-07-01
Analysis and modeling of nuclear reactors can lead to memory overload for a single core processor when it comes to refined modeling. A method to solve this problem is called 'domain decomposition'. In the current work, domain decomposition algorithms for a combinatorial geometry Monte Carlo transport code are developed on the JCOGIN (J Combinatorial Geometry Monte Carlo transport INfrastructure). Tree-based decomposition and asynchronous communication of particle information between domains are described in the paper. Combination of domain decomposition and domain replication (particle parallelism) is demonstrated and compared with that of MERCURY code. A full-core reactor model is simulated to verify the domain decomposition algorithms using the Monte Carlo particle transport code JMCT (J Monte Carlo Transport Code), which has being developed on the JCOGIN infrastructure. Besides, influences of the domain decomposition algorithms to tally variances are discussed. (authors)
Combinatorial geometry domain decomposition strategies for Monte Carlo simulations
International Nuclear Information System (INIS)
Li, G.; Zhang, B.; Deng, L.; Mo, Z.; Liu, Z.; Shangguan, D.; Ma, Y.; Li, S.; Hu, Z.
2013-01-01
Analysis and modeling of nuclear reactors can lead to memory overload for a single core processor when it comes to refined modeling. A method to solve this problem is called 'domain decomposition'. In the current work, domain decomposition algorithms for a combinatorial geometry Monte Carlo transport code are developed on the JCOGIN (J Combinatorial Geometry Monte Carlo transport INfrastructure). Tree-based decomposition and asynchronous communication of particle information between domains are described in the paper. Combination of domain decomposition and domain replication (particle parallelism) is demonstrated and compared with that of MERCURY code. A full-core reactor model is simulated to verify the domain decomposition algorithms using the Monte Carlo particle transport code JMCT (J Monte Carlo Transport Code), which has being developed on the JCOGIN infrastructure. Besides, influences of the domain decomposition algorithms to tally variances are discussed. (authors)
Monte Carlo method applied to medical physics
International Nuclear Information System (INIS)
Oliveira, C.; Goncalves, I.F.; Chaves, A.; Lopes, M.C.; Teixeira, N.; Matos, B.; Goncalves, I.C.; Ramalho, A.; Salgado, J.
2000-01-01
The main application of the Monte Carlo method to medical physics is dose calculation. This paper shows some results of two dose calculation studies and two other different applications: optimisation of neutron field for Boron Neutron Capture Therapy and optimization of a filter for a beam tube for several purposes. The time necessary for Monte Carlo calculations - the highest boundary for its intensive utilisation - is being over-passed with faster and cheaper computers. (author)
A radiating shock evaluated using Implicit Monte Carlo Diffusion
International Nuclear Information System (INIS)
Cleveland, M.; Gentile, N.
2013-01-01
Implicit Monte Carlo [1] (IMC) has been shown to be very expensive when used to evaluate a radiation field in opaque media. Implicit Monte Carlo Diffusion (IMD) [2], which evaluates a spatial discretized diffusion equation using a Monte Carlo algorithm, can be used to reduce the cost of evaluating the radiation field in opaque media [2]. This work couples IMD to the hydrodynamics equations to evaluate opaque diffusive radiating shocks. The Lowrie semi-analytic diffusive radiating shock benchmark[a] is used to verify our implementation of the coupled system of equations. (authors)
The Monte Carlo method the method of statistical trials
Shreider, YuA
1966-01-01
The Monte Carlo Method: The Method of Statistical Trials is a systematic account of the fundamental concepts and techniques of the Monte Carlo method, together with its range of applications. Some of these applications include the computation of definite integrals, neutron physics, and in the investigation of servicing processes. This volume is comprised of seven chapters and begins with an overview of the basic features of the Monte Carlo method and typical examples of its application to simple problems in computational mathematics. The next chapter examines the computation of multi-dimensio
Development and validation of ALEPH Monte Carlo burn-up code
International Nuclear Information System (INIS)
Stankovskiy, A.; Van den Eynde, G.; Vidmar, T.
2011-01-01
The Monte-Carlo burn-up code ALEPH is being developed in SCK-CEN since 2004. Belonging to the category of shells coupling Monte Carlo transport (MCNP or MCNPX) and 'deterministic' depletion codes (ORIGEN-2.2), ALEPH possess some unique features that distinguish it from other codes. The most important feature is full data consistency between steady-state Monte Carlo and time-dependent depletion calculations. Recent improvements of ALEPH concern full implementation of general-purpose nuclear data libraries (JEFF-3.1.1, ENDF/B-VII, JENDL-3.3). The upgraded version of the code is capable to treat isomeric branching ratios, neutron induced fission product yields, spontaneous fission yields and energy release per fission recorded in ENDF-formatted data files. The alternative algorithm for time evolution of nuclide concentrations is added. A predictor-corrector mechanism and the calculation of nuclear heating are available as well. The validation of the code on REBUS experimental programme results has been performed. The upgraded version of ALEPH has shown better agreement with measured data than other codes, including previous version of ALEPH. (authors)
Automated Monte Carlo biasing for photon-generated electrons near surfaces.
Energy Technology Data Exchange (ETDEWEB)
Franke, Brian Claude; Crawford, Martin James; Kensek, Ronald Patrick
2009-09-01
This report describes efforts to automate the biasing of coupled electron-photon Monte Carlo particle transport calculations. The approach was based on weight-windows biasing. Weight-window settings were determined using adjoint-flux Monte Carlo calculations. A variety of algorithms were investigated for adaptivity of the Monte Carlo tallies. Tree data structures were used to investigate spatial partitioning. Functional-expansion tallies were used to investigate higher-order spatial representations.
Uniform distribution and quasi-Monte Carlo methods discrepancy, integration and applications
Kritzer, Peter; Pillichshammer, Friedrich; Winterhof, Arne
2014-01-01
The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology.
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
Energy Technology Data Exchange (ETDEWEB)
Rojas C, E. L., E-mail: leticia.rojas@inin.gob.m [ININ, Gerencia de Ciencias Ambientales, Carretera Mexico-Toluca s/n, 52750 Ocoyoacac, Estado de Mexico (Mexico)
2010-07-01
At the present time the computers use to solve important problems extends to all the areas. These areas can be of social, economic, of engineering, of basic and applied science, etc. With and appropriate handling of computation programs and information can be carried out calculations and simulations of real models, to study them and to solve theoretical or application problems. The processes that contain random variables are susceptible of being approached with the Monte Carlo method. This is a numeric method that, thanks to the improvements in the processors of the computers, it can apply in many tasks more than what was made in the principles of their practical application (at the beginning of the decade of 1950). In this work the application of the Monte Carlo method will be approached in the simulation of the radiation interaction with the matter, to investigate dosimetric aspects of some problems that exist in the medical physics area. Also, contain an introduction about some historical data and some general concepts related with the Monte Carlo simulation are revised. (Author)
Isotopic depletion with Monte Carlo
International Nuclear Information System (INIS)
Martin, W.R.; Rathkopf, J.A.
1996-06-01
This work considers a method to deplete isotopes during a time- dependent Monte Carlo simulation of an evolving system. The method is based on explicitly combining a conventional estimator for the scalar flux with the analytical solutions to the isotopic depletion equations. There are no auxiliary calculations; the method is an integral part of the Monte Carlo calculation. The method eliminates negative densities and reduces the variance in the estimates for the isotope densities, compared to existing methods. Moreover, existing methods are shown to be special cases of the general method described in this work, as they can be derived by combining a high variance estimator for the scalar flux with a low-order approximation to the analytical solution to the depletion equation
Multilevel sequential Monte-Carlo samplers
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.
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.
International Nuclear Information System (INIS)
Bakos, G.C.
2001-01-01
This paper deals with the application of Monte Carlo method for the calculation of dose build up factor of, mixed 1.37 and 2.75 MeV, a-rays penetration through stratified shielding slabs. Six double layer shielding slabs namely, 12 A l+Fe, 12 A l+Pb, 6 F e+Al, 6 F e+Pb, 4 P b+Al, 4 P b+Fe were examined. Furthermore, experimental and theoretical results are also presented. The experimental results were taken from the experimental facility installed at the Universities Research reactor Center (Risley, UK). Activated Na2SO3 solution provided a uniform Na-24 disc source of a-rays at both energies (1.37 and 2.75 MeV) with equal intensity. The theoretical results were calculated using the Bowman and Trubey formula. This formula takes into account an exponentially decaying function of the shield thickness (in mfp) to the end point of the multi-layer slab. The experimental and theoretical results were used to evaluate the simulation results produced from a Monte Carlo program (DUTMONCA code) which was developed in Democritus University of Thrace (Xanthi, Greece). The DUTMONCA code was written in Pascal language and run on an Intel PIII-800 microprocessor. The developed code (which is an improved version of an existing Monte Carlo program) has the ability to produce good results for thick shielding slabs overcoming the problems encountered in older version program. The simulation results are compared with experimental and theoretical results. Good agreement can be observed, even for thick layer shielding slabs, although there are some wayward experimental values which are due to sources of error associated with the experimental procedure
International Nuclear Information System (INIS)
Sorcini, B.B.; Andreo, P.; Hyoedynmaa, S.; Brahme, A.; Bielajew, A.F.
1995-01-01
A theoretically based analytical energy-range relationship has been developed and calibrated against well established experimental and Monte Carlo calculated energy-range data. Only published experimental data with a clear statement of accuracy and method of evaluation have been used. Besides published experimental range data for different uniform media, new accurate experimental data on the practical range of high-energy electron beams in water for the energy range 10-50 MeV from accurately calibrated racetrack microtrons have been used. Largely due to the simultaneous pooling of accurate experimental and Monte Carlo data for different materials, the fit has resulted in an increased accuracy of the resultant energy-range relationship, particularly at high energies. Up to date Monte Carlo data from the latest versions of the codes ITS3 and EGS4 for absorbers of atomic numbers between four and 92 (Be, C, H 2 O, PMMA, Al, Cu, Ag, Pb and U) and incident electron energies between 1 and 100 MeV have been used as a complement where experimental data are sparse or missing. The standard deviation of the experimental data relative to the new relation is slightly larger than that of the Monte Carlo data. This is partly due to the fact that theoretically based stopping and scattering cross-sections are used both to account for the material dependence of the analytical energy-range formula and to calculate ranges with the Monte Carlo programs. For water the deviation from the traditional energy-range relation of ICRU Report 35 is only 0.5% at 20 MeV but as high as - 2.2% at 50 MeV. An improved method for divergence and ionization correction in high-energy electron beams has also been developed to enable use of a wider range of experimental results. (Author)
Parallel MCNP Monte Carlo transport calculations with MPI
International Nuclear Information System (INIS)
Wagner, J.C.; Haghighat, A.
1996-01-01
The steady increase in computational performance has made Monte Carlo calculations for large/complex systems possible. However, in order to make these calculations practical, order of magnitude increases in performance are necessary. The Monte Carlo method is inherently parallel (particles are simulated independently) and thus has the potential for near-linear speedup with respect to the number of processors. Further, the ever-increasing accessibility of parallel computers, such as workstation clusters, facilitates the practical use of parallel Monte Carlo. Recognizing the nature of the Monte Carlo method and the trends in available computing, the code developers at Los Alamos National Laboratory implemented the message-passing general-purpose Monte Carlo radiation transport code MCNP (version 4A). The PVM package was chosen by the MCNP code developers because it supports a variety of communication networks, several UNIX platforms, and heterogeneous computer systems. This PVM version of MCNP has been shown to produce speedups that approach the number of processors and thus, is a very useful tool for transport analysis. Due to software incompatibilities on the local IBM SP2, PVM has not been available, and thus it is not possible to take advantage of this useful tool. Hence, it became necessary to implement an alternative message-passing library package into MCNP. Because the message-passing interface (MPI) is supported on the local system, takes advantage of the high-speed communication switches in the SP2, and is considered to be the emerging standard, it was selected
Monte Carlo systems used for treatment planning and dose verification
Energy Technology Data Exchange (ETDEWEB)
Brualla, Lorenzo [Universitaetsklinikum Essen, NCTeam, Strahlenklinik, Essen (Germany); Rodriguez, Miguel [Centro Medico Paitilla, Balboa (Panama); Lallena, Antonio M. [Universidad de Granada, Departamento de Fisica Atomica, Molecular y Nuclear, Granada (Spain)
2017-04-15
General-purpose radiation transport Monte Carlo codes have been used for estimation of the absorbed dose distribution in external photon and electron beam radiotherapy patients since several decades. Results obtained with these codes are usually more accurate than those provided by treatment planning systems based on non-stochastic methods. Traditionally, absorbed dose computations based on general-purpose Monte Carlo codes have been used only for research, owing to the difficulties associated with setting up a simulation and the long computation time required. To take advantage of radiation transport Monte Carlo codes applied to routine clinical practice, researchers and private companies have developed treatment planning and dose verification systems that are partly or fully based on fast Monte Carlo algorithms. This review presents a comprehensive list of the currently existing Monte Carlo systems that can be used to calculate or verify an external photon and electron beam radiotherapy treatment plan. Particular attention is given to those systems that are distributed, either freely or commercially, and that do not require programming tasks from the end user. These systems are compared in terms of features and the simulation time required to compute a set of benchmark calculations. (orig.) [German] Seit mehreren Jahrzehnten werden allgemein anwendbare Monte-Carlo-Codes zur Simulation des Strahlungstransports benutzt, um die Verteilung der absorbierten Dosis in der perkutanen Strahlentherapie mit Photonen und Elektronen zu evaluieren. Die damit erzielten Ergebnisse sind meist akkurater als solche, die mit nichtstochastischen Methoden herkoemmlicher Bestrahlungsplanungssysteme erzielt werden koennen. Wegen des damit verbundenen Arbeitsaufwands und der langen Dauer der Berechnungen wurden Monte-Carlo-Simulationen von Dosisverteilungen in der konventionellen Strahlentherapie in der Vergangenheit im Wesentlichen in der Forschung eingesetzt. Im Bemuehen, Monte-Carlo
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.
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 residual Monte Carlo method for discrete thermal radiative diffusion
International Nuclear Information System (INIS)
Evans, T.M.; Urbatsch, T.J.; Lichtenstein, H.; Morel, J.E.
2003-01-01
Residual Monte Carlo methods reduce statistical error at a rate of exp(-bN), where b is a positive constant and N is the number of particle histories. Contrast this convergence rate with 1/√N, which is the rate of statistical error reduction for conventional Monte Carlo methods. Thus, residual Monte Carlo methods hold great promise for increased efficiency relative to conventional Monte Carlo methods. Previous research has shown that the application of residual Monte Carlo methods to the solution of continuum equations, such as the radiation transport equation, is problematic for all but the simplest of cases. However, the residual method readily applies to discrete systems as long as those systems are monotone, i.e., they produce positive solutions given positive sources. We develop a residual Monte Carlo method for solving a discrete 1D non-linear thermal radiative equilibrium diffusion equation, and we compare its performance with that of the discrete conventional Monte Carlo method upon which it is based. We find that the residual method provides efficiency gains of many orders of magnitude. Part of the residual gain is due to the fact that we begin each timestep with an initial guess equal to the solution from the previous timestep. Moreover, fully consistent non-linear solutions can be obtained in a reasonable amount of time because of the effective lack of statistical noise. We conclude that the residual approach has great potential and that further research into such methods should be pursued for more general discrete and continuum systems
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
Cheon, Sooyoung
2013-02-16
Importance sampling and Markov chain Monte Carlo methods have been used in exact inference for contingency tables for a long time, however, their performances are not always very satisfactory. In this paper, we propose a stochastic approximation Monte Carlo importance sampling (SAMCIS) method for tackling this problem. SAMCIS is a combination of adaptive Markov chain Monte Carlo and importance sampling, which employs the stochastic approximation Monte Carlo algorithm (Liang et al., J. Am. Stat. Assoc., 102(477):305-320, 2007) to draw samples from an enlarged reference set with a known Markov basis. Compared to the existing importance sampling and Markov chain Monte Carlo methods, SAMCIS has a few advantages, such as fast convergence, ergodicity, and the ability to achieve a desired proportion of valid tables. The numerical results indicate that SAMCIS can outperform the existing importance sampling and Markov chain Monte Carlo methods: It can produce much more accurate estimates in much shorter CPU time than the existing methods, especially for the tables with high degrees of freedom. © 2013 Springer Science+Business Media New York.
Cheon, Sooyoung; Liang, Faming; Chen, Yuguo; Yu, Kai
2013-01-01
Importance sampling and Markov chain Monte Carlo methods have been used in exact inference for contingency tables for a long time, however, their performances are not always very satisfactory. In this paper, we propose a stochastic approximation Monte Carlo importance sampling (SAMCIS) method for tackling this problem. SAMCIS is a combination of adaptive Markov chain Monte Carlo and importance sampling, which employs the stochastic approximation Monte Carlo algorithm (Liang et al., J. Am. Stat. Assoc., 102(477):305-320, 2007) to draw samples from an enlarged reference set with a known Markov basis. Compared to the existing importance sampling and Markov chain Monte Carlo methods, SAMCIS has a few advantages, such as fast convergence, ergodicity, and the ability to achieve a desired proportion of valid tables. The numerical results indicate that SAMCIS can outperform the existing importance sampling and Markov chain Monte Carlo methods: It can produce much more accurate estimates in much shorter CPU time than the existing methods, especially for the tables with high degrees of freedom. © 2013 Springer Science+Business Media New York.
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.
Closed-shell variational quantum Monte Carlo simulation for the ...
African Journals Online (AJOL)
Closed-shell variational quantum Monte Carlo simulation for the electric dipole moment calculation of hydrazine molecule using casino-code. ... Nigeria Journal of Pure and Applied Physics ... The variational quantum Monte Carlo (VQMC) technique used in this work employed the restricted Hartree-Fock (RHF) scheme.
New Approaches and Applications for Monte Carlo Perturbation Theory
Energy Technology Data Exchange (ETDEWEB)
Aufiero, Manuele; Bidaud, Adrien; Kotlyar, Dan; Leppänen, Jaakko; Palmiotti, Giuseppe; Salvatores, Massimo; Sen, Sonat; Shwageraus, Eugene; Fratoni, Massimiliano
2017-02-01
This paper presents some of the recent and new advancements in the extension of Monte Carlo Perturbation Theory methodologies and application. In particular, the discussed problems involve Brunup calculation, perturbation calculation based on continuous energy functions, and Monte Carlo Perturbation Theory in loosely coupled systems.
Recommender engine for continuous-time quantum Monte Carlo methods
Huang, Li; Yang, Yi-feng; Wang, Lei
2017-03-01
Recommender systems play an essential role in the modern business world. They recommend favorable items such as books, movies, and search queries to users based on their past preferences. Applying similar ideas and techniques to Monte Carlo simulations of physical systems boosts their efficiency without sacrificing accuracy. Exploiting the quantum to classical mapping inherent in the continuous-time quantum Monte Carlo methods, we construct a classical molecular gas model to reproduce the quantum distributions. We then utilize powerful molecular simulation techniques to propose efficient quantum Monte Carlo updates. The recommender engine approach provides a general way to speed up the quantum impurity solvers.
Rapid Monte Carlo Simulation of Gravitational Wave Galaxies
Breivik, Katelyn; Larson, Shane L.
2015-01-01
With the detection of gravitational waves on the horizon, astrophysical catalogs produced by gravitational wave observatories can be used to characterize the populations of sources and validate different galactic population models. Efforts to simulate gravitational wave catalogs and source populations generally focus on population synthesis models that require extensive time and computational power to produce a single simulated galaxy. Monte Carlo simulations of gravitational wave source populations can also be used to generate observation catalogs from the gravitational wave source population. Monte Carlo simulations have the advantes of flexibility and speed, enabling rapid galactic realizations as a function of galactic binary parameters with less time and compuational resources required. We present a Monte Carlo method for rapid galactic simulations of gravitational wave binary populations.
Geometric allocation approaches in Markov chain Monte Carlo
International Nuclear Information System (INIS)
Todo, S; Suwa, H
2013-01-01
The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the selection of candidate states, the optimization of transition kernel, algorithm for choosing a configuration according to the transition probabilities. We show that the unconventional approaches based on the geometric allocation of probabilities or weights can improve the dynamics and scaling of the Monte Carlo simulation in several aspects. Particularly, the approach using the irreversible kernel can reduce or sometimes completely eliminate the rejection of trial move in the Markov chain. We also discuss how the space-time interchange technique together with Walker's method of aliases can reduce the computational time especially for the case where the number of candidates is large, such as models with long-range interactions
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.)
Exploring the use of a deterministic adjoint flux calculation in criticality Monte Carlo simulations
International Nuclear Information System (INIS)
Jinaphanh, A.; Miss, J.; Richet, Y.; Martin, N.; Hebert, A.
2011-01-01
The paper presents a preliminary study on the use of a deterministic adjoint flux calculation to improve source convergence issues by reducing the number of iterations needed to reach the converged distribution in criticality Monte Carlo calculations. Slow source convergence in Monte Carlo eigenvalue calculations may lead to underestimate the effective multiplication factor or reaction rates. The convergence speed depends on the initial distribution and the dominance ratio. We propose using an adjoint flux estimation to modify the transition kernel according to the Importance Sampling technique. This adjoint flux is also used as the initial guess of the first generation distribution for the Monte Carlo simulation. Calculated Variance of a local estimator of current is being checked. (author)
PERHITUNGAN VaR PORTOFOLIO SAHAM MENGGUNAKAN DATA HISTORIS DAN DATA SIMULASI MONTE CARLO
Directory of Open Access Journals (Sweden)
WAYAN ARTHINI
2012-09-01
Full Text Available Value at Risk (VaR is the maximum potential loss on a portfolio based on the probability at a certain time. In this research, portfolio VaR values calculated from historical data and Monte Carlo simulation data. Historical data is processed so as to obtain stock returns, variance, correlation coefficient, and variance-covariance matrix, then the method of Markowitz sought proportion of each stock fund, and portfolio risk and return portfolio. The data was then simulated by Monte Carlo simulation, Exact Monte Carlo Simulation and Expected Monte Carlo Simulation. Exact Monte Carlo simulation have same returns and standard deviation with historical data, while the Expected Monte Carlo Simulation satistic calculation similar to historical data. The results of this research is the portfolio VaR with time horizon T=1, T=10, T=22 and the confidence level of 95 %, values obtained VaR between historical data and Monte Carlo simulation data with the method exact and expected. Value of VaR from both Monte Carlo simulation is greater than VaR historical data.
Monte Carlo studies for irradiation process planning at the Portuguese gamma irradiation facility
International Nuclear Information System (INIS)
Oliveira, C.; Salgado, J.; Botelho, M.L.M. Luisa; Ferreira, L.M.
2000-01-01
The paper describes a Monte Carlo study for planning the irradiation of test samples for microbiological validation of distinct products in the Portuguese Gamma Irradiation Facility. Three different irradiation geometries have been used. Simulated and experimental results are compared and good agreement is observed. It is shown that Monte Carlo simulation improves process understanding, predicts absorbed dose distributions and calculates dose uniformity in different products. Based on these results, irradiation planning of the product can be performed
Monte Carlo methods for the reliability analysis of Markov systems
International Nuclear Information System (INIS)
Buslik, A.J.
1985-01-01
This paper presents Monte Carlo methods for the reliability analysis of Markov systems. Markov models are useful in treating dependencies between components. The present paper shows how the adjoint Monte Carlo method for the continuous time Markov process can be derived from the method for the discrete-time Markov process by a limiting process. The straightforward extensions to the treatment of mean unavailability (over a time interval) are given. System unavailabilities can also be estimated; this is done by making the system failed states absorbing, and not permitting repair from them. A forward Monte Carlo method is presented in which the weighting functions are related to the adjoint function. In particular, if the exact adjoint function is known then weighting factors can be constructed such that the exact answer can be obtained with a single Monte Carlo trial. Of course, if the exact adjoint function is known, there is no need to perform the Monte Carlo calculation. However, the formulation is useful since it gives insight into choices of the weight factors which will reduce the variance of the estimator
A general transform for variance reduction in Monte Carlo simulations
International Nuclear Information System (INIS)
Becker, T.L.; Larsen, E.W.
2011-01-01
This paper describes a general transform to reduce the variance of the Monte Carlo estimate of some desired solution, such as flux or biological dose. This transform implicitly includes many standard variance reduction techniques, including source biasing, collision biasing, the exponential transform for path-length stretching, and weight windows. Rather than optimizing each of these techniques separately or choosing semi-empirical biasing parameters based on the experience of a seasoned Monte Carlo practitioner, this General Transform unites all these variance techniques to achieve one objective: a distribution of Monte Carlo particles that attempts to optimize the desired solution. Specifically, this transform allows Monte Carlo particles to be distributed according to the user's specification by using information obtained from a computationally inexpensive deterministic simulation of the problem. For this reason, we consider the General Transform to be a hybrid Monte Carlo/Deterministic method. The numerical results con rm that the General Transform distributes particles according to the user-specified distribution and generally provide reasonable results for shielding applications. (author)
A Monte Carlo approach to combating delayed completion of ...
African Journals Online (AJOL)
The objective of this paper is to unveil the relevance of Monte Carlo critical path analysis in resolving problem of delays in scheduled completion of development projects. Commencing with deterministic network scheduling, Monte Carlo critical path analysis was advanced by assigning probability distributions to task times.
Perturbation based Monte Carlo criticality search in density, enrichment and concentration
International Nuclear Information System (INIS)
Li, Zeguang; Wang, Kan; Deng, Jingkang
2015-01-01
Highlights: • A new perturbation based Monte Carlo criticality search method is proposed. • The method could get accurate results with only one individual criticality run. • The method is used to solve density, enrichment and concentration search problems. • Results show the feasibility and good performances of this method. • The relationship between results’ accuracy and perturbation order is discussed. - Abstract: Criticality search is a very important aspect in reactor physics analysis. Due to the advantages of Monte Carlo method and the development of computer technologies, Monte Carlo criticality search is becoming more and more necessary and feasible. Existing Monte Carlo criticality search methods need large amount of individual criticality runs and may have unstable results because of the uncertainties of criticality results. In this paper, a new perturbation based Monte Carlo criticality search method is proposed and discussed. This method only needs one individual criticality calculation with perturbation tallies to estimate k eff changing function using initial k eff and differential coefficients results, and solves polynomial equations to get the criticality search results. The new perturbation based Monte Carlo criticality search method is implemented in the Monte Carlo code RMC, and criticality search problems in density, enrichment and concentration are taken out. Results show that this method is quite inspiring in accuracy and efficiency, and has advantages compared with other criticality search methods
Monte Carlo numerical study of lattice field theories
International Nuclear Information System (INIS)
Gan Cheekwan; Kim Seyong; Ohta, Shigemi
1997-01-01
The authors are interested in the exact first-principle calculations of quantum field theories which are indeed exact ones. For quantum chromodynamics (QCD) at low energy scale, a nonperturbation method is needed, and the only known such method is the lattice method. The path integral can be evaluated by putting a system on a finite 4-dimensional volume and discretizing space time continuum into finite points, lattice. The continuum limit is taken by making the lattice infinitely fine. For evaluating such a finite-dimensional integral, the Monte Carlo numerical estimation of the path integral can be obtained. The calculation of light hadron mass in quenched lattice QCD with staggered quarks, 3-dimensional Thirring model calculation and the development of self-test Monte Carlo method have been carried out by using the RIKEN supercomputer. The motivation of this study, lattice QCD formulation, continuum limit, Monte Carlo update, hadron propagator, light hadron mass, auto-correlation and source size dependence are described on lattice QCD. The phase structure of the 3-dimensional Thirring model for a small 8 3 lattice has been mapped. The discussion on self-test Monte Carlo method is described again. (K.I.)
PENENTUAN HARGA OPSI BELI TIPE ASIA DENGAN METODE MONTE CARLO-CONTROL VARIATE
Directory of Open Access Journals (Sweden)
NI NYOMAN AYU ARTANADI
2017-01-01
Full Text Available Option is a contract between the writer and the holder which entitles the holder to buy or sell an underlying asset at the maturity date for a specified price known as an exercise price. Asian option is a type of financial derivatives which the payoff taking the average value over the time series of the asset price. The aim of the study is to present the Monte Carlo-Control Variate as an extension of Standard Monte Carlo applied on the calculation of the Asian option price. Standard Monte Carlo simulations 10.000.000 generate standard error 0.06 and the option price convergent at Rp.160.00 while Monte Carlo-Control Variate simulations 100.000 generate standard error 0.01 and the option price convergent at Rp.152.00. This shows the Monte Carlo-Control Variate achieve faster option price toward convergent of the Monte Carlo Standar.
Energy Technology Data Exchange (ETDEWEB)
Hirayama, H. [High Energy Accelerator Research Organization (KEK), Ibaraki (Japan)
2001-07-01
Many shielding calculations for gamma-rays have continued to rely on point-kernel methods incorporating buildup factor data. Line beam or conical beam response functions, which are calculated using a Monte Carlo code, for skyshine problems are useful to estimate the skyshine dose from various facilities. A simple calculation method for duct streaming was proposed using the parameters calculated by the Monte Carlo code. It is therefore important to study, improve and produce basic parameters related to old, but still important, problems in the fields of radiation shielding using the Monte Carlo code. In this paper, these studies performed by several groups in Japan as applications of the Monte Carlo method are discussed. (orig.)
Implications of Monte Carlo Statistical Errors in Criticality Safety Assessments
International Nuclear Information System (INIS)
Pevey, Ronald E.
2005-01-01
Most criticality safety calculations are performed using Monte Carlo techniques because of Monte Carlo's ability to handle complex three-dimensional geometries. For Monte Carlo calculations, the more histories sampled, the lower the standard deviation of the resulting estimates. The common intuition is, therefore, that the more histories, the better; as a result, analysts tend to run Monte Carlo analyses as long as possible (or at least to a minimum acceptable uncertainty). For Monte Carlo criticality safety analyses, however, the optimization situation is complicated by the fact that procedures usually require that an extra margin of safety be added because of the statistical uncertainty of the Monte Carlo calculations. This additional safety margin affects the impact of the choice of the calculational standard deviation, both on production and on safety. This paper shows that, under the assumptions of normally distributed benchmarking calculational errors and exact compliance with the upper subcritical limit (USL), the standard deviation that optimizes production is zero, but there is a non-zero value of the calculational standard deviation that minimizes the risk of inadvertently labeling a supercritical configuration as subcritical. Furthermore, this value is shown to be a simple function of the typical benchmarking step outcomes--the bias, the standard deviation of the bias, the upper subcritical limit, and the number of standard deviations added to calculated k-effectives before comparison to the USL
Biased Monte Carlo optimization: the basic approach
International Nuclear Information System (INIS)
Campioni, Luca; Scardovelli, Ruben; Vestrucci, Paolo
2005-01-01
It is well-known that the Monte Carlo method is very successful in tackling several kinds of system simulations. It often happens that one has to deal with rare events, and the use of a variance reduction technique is almost mandatory, in order to have Monte Carlo efficient applications. The main issue associated with variance reduction techniques is related to the choice of the value of the biasing parameter. Actually, this task is typically left to the experience of the Monte Carlo user, who has to make many attempts before achieving an advantageous biasing. A valuable result is provided: a methodology and a practical rule addressed to establish an a priori guidance for the choice of the optimal value of the biasing parameter. This result, which has been obtained for a single component system, has the notable property of being valid for any multicomponent system. In particular, in this paper, the exponential and the uniform biases of exponentially distributed phenomena are investigated thoroughly
Othman, M A R; Cutajar, D L; Hardcastle, N; Guatelli, S; Rosenfeld, A B
2010-09-01
Monte Carlo simulations of the energy response of a conventionally packaged single metal-oxide field effect transistors (MOSFET) detector were performed with the goal of improving MOSFET energy dependence for personal accident or military dosimetry. The MOSFET detector packaging was optimised. Two different 'drop-in' design packages for a single MOSFET detector were modelled and optimised using the GEANT4 Monte Carlo toolkit. Absorbed photon dose simulations of the MOSFET dosemeter placed in free-air response, corresponding to the absorbed doses at depths of 0.07 mm (D(w)(0.07)) and 10 mm (D(w)(10)) in a water equivalent phantom of size 30 x 30 x 30 cm(3) for photon energies of 0.015-2 MeV were performed. Energy dependence was reduced to within + or - 60 % for photon energies 0.06-2 MeV for both D(w)(0.07) and D(w)(10). Variations in the response for photon energies of 15-60 keV were 200 and 330 % for D(w)(0.07) and D(w)(10), respectively. The obtained energy dependence was reduced compared with that for conventionally packaged MOSFET detectors, which usually exhibit a 500-700 % over-response when used in free-air geometry.
Some aspects of Trim-algorithm modernization for Monte-Carlo method
International Nuclear Information System (INIS)
Dovnar, S.V.; Grigor'ev, V.V.; Kamyshan, M.A.; Leont'ev, A.V.; Yanusko, S.V.
2001-01-01
Some aspects of Trim-algorithm modernization in Monte-Carlo method are discussed. This modification permits to raise the universality of program work with various potentials of ion-atom interactions and to improve the calculation precision for scattering angle θ c
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.)
RNA folding kinetics using Monte Carlo and Gillespie algorithms.
Clote, Peter; Bayegan, Amir H
2018-04-01
RNA secondary structure folding kinetics is known to be important for the biological function of certain processes, such as the hok/sok system in E. coli. Although linear algebra provides an exact computational solution of secondary structure folding kinetics with respect to the Turner energy model for tiny ([Formula: see text]20 nt) RNA sequences, the folding kinetics for larger sequences can only be approximated by binning structures into macrostates in a coarse-grained model, or by repeatedly simulating secondary structure folding with either the Monte Carlo algorithm or the Gillespie algorithm. Here we investigate the relation between the Monte Carlo algorithm and the Gillespie algorithm. We prove that asymptotically, the expected time for a K-step trajectory of the Monte Carlo algorithm is equal to [Formula: see text] times that of the Gillespie algorithm, where [Formula: see text] denotes the Boltzmann expected network degree. If the network is regular (i.e. every node has the same degree), then the mean first passage time (MFPT) computed by the Monte Carlo algorithm is equal to MFPT computed by the Gillespie algorithm multiplied by [Formula: see text]; however, this is not true for non-regular networks. In particular, RNA secondary structure folding kinetics, as computed by the Monte Carlo algorithm, is not equal to the folding kinetics, as computed by the Gillespie algorithm, although the mean first passage times are roughly correlated. Simulation software for RNA secondary structure folding according to the Monte Carlo and Gillespie algorithms is publicly available, as is our software to compute the expected degree of the network of secondary structures of a given RNA sequence-see http://bioinformatics.bc.edu/clote/RNAexpNumNbors .
A NEW MONTE CARLO METHOD FOR TIME-DEPENDENT NEUTRINO RADIATION TRANSPORT
International Nuclear Information System (INIS)
Abdikamalov, Ernazar; Ott, Christian D.; O'Connor, Evan; Burrows, Adam; Dolence, Joshua C.; Löffler, Frank; Schnetter, Erik
2012-01-01
Monte Carlo approaches to radiation transport have several attractive properties such as simplicity of implementation, high accuracy, and good parallel scaling. Moreover, Monte Carlo methods can handle complicated geometries and are relatively easy to extend to multiple spatial dimensions, which makes them potentially interesting in modeling complex multi-dimensional astrophysical phenomena such as core-collapse supernovae. The aim of this paper is to explore Monte Carlo methods for modeling neutrino transport in core-collapse supernovae. We generalize the Implicit Monte Carlo photon transport scheme of Fleck and Cummings and gray discrete-diffusion scheme of Densmore et al. to energy-, time-, and velocity-dependent neutrino transport. Using our 1D spherically-symmetric implementation, we show that, similar to the photon transport case, the implicit scheme enables significantly larger timesteps compared with explicit time discretization, without sacrificing accuracy, while the discrete-diffusion method leads to significant speed-ups at high optical depth. Our results suggest that a combination of spectral, velocity-dependent, Implicit Monte Carlo and discrete-diffusion Monte Carlo methods represents a robust approach for use in neutrino transport calculations in core-collapse supernovae. Our velocity-dependent scheme can easily be adapted to photon transport.
A NEW MONTE CARLO METHOD FOR TIME-DEPENDENT NEUTRINO RADIATION TRANSPORT
Energy Technology Data Exchange (ETDEWEB)
Abdikamalov, Ernazar; Ott, Christian D.; O' Connor, Evan [TAPIR, California Institute of Technology, MC 350-17, 1200 E California Blvd., Pasadena, CA 91125 (United States); Burrows, Adam; Dolence, Joshua C. [Department of Astrophysical Sciences, Princeton University, Peyton Hall, Ivy Lane, Princeton, NJ 08544 (United States); Loeffler, Frank; Schnetter, Erik, E-mail: abdik@tapir.caltech.edu [Center for Computation and Technology, Louisiana State University, 216 Johnston Hall, Baton Rouge, LA 70803 (United States)
2012-08-20
Monte Carlo approaches to radiation transport have several attractive properties such as simplicity of implementation, high accuracy, and good parallel scaling. Moreover, Monte Carlo methods can handle complicated geometries and are relatively easy to extend to multiple spatial dimensions, which makes them potentially interesting in modeling complex multi-dimensional astrophysical phenomena such as core-collapse supernovae. The aim of this paper is to explore Monte Carlo methods for modeling neutrino transport in core-collapse supernovae. We generalize the Implicit Monte Carlo photon transport scheme of Fleck and Cummings and gray discrete-diffusion scheme of Densmore et al. to energy-, time-, and velocity-dependent neutrino transport. Using our 1D spherically-symmetric implementation, we show that, similar to the photon transport case, the implicit scheme enables significantly larger timesteps compared with explicit time discretization, without sacrificing accuracy, while the discrete-diffusion method leads to significant speed-ups at high optical depth. Our results suggest that a combination of spectral, velocity-dependent, Implicit Monte Carlo and discrete-diffusion Monte Carlo methods represents a robust approach for use in neutrino transport calculations in core-collapse supernovae. Our velocity-dependent scheme can easily be adapted to photon transport.
Grain-boundary melting: A Monte Carlo study
DEFF Research Database (Denmark)
Besold, Gerhard; Mouritsen, Ole G.
1994-01-01
Grain-boundary melting in a lattice-gas model of a bicrystal is studied by Monte Carlo simulation using the grand canonical ensemble. Well below the bulk melting temperature T(m), a disordered liquidlike layer gradually emerges at the grain boundary. Complete interfacial wetting can be observed...... when the temperature approaches T(m) from below. Monte Carlo data over an extended temperature range indicate a logarithmic divergence w(T) approximately - ln(T(m)-T) of the width of the disordered layer w, in agreement with mean-field theory....
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
Analysis of error in Monte Carlo transport calculations
International Nuclear Information System (INIS)
Booth, T.E.
1979-01-01
The Monte Carlo method for neutron transport calculations suffers, in part, because of the inherent statistical errors associated with the method. Without an estimate of these errors in advance of the calculation, it is difficult to decide what estimator and biasing scheme to use. Recently, integral equations have been derived that, when solved, predicted errors in Monte Carlo calculations in nonmultiplying media. The present work allows error prediction in nonanalog Monte Carlo calculations of multiplying systems, even when supercritical. Nonanalog techniques such as biased kernels, particle splitting, and Russian Roulette are incorporated. Equations derived here allow prediction of how much a specific variance reduction technique reduces the number of histories required, to be weighed against the change in time required for calculation of each history. 1 figure, 1 table
A New Approach to Monte Carlo Simulations in Statistical Physics
Landau, David P.
2002-08-01
Monte Carlo simulations [1] have become a powerful tool for the study of diverse problems in statistical/condensed matter physics. Standard methods sample the probability distribution for the states of the system, most often in the canonical ensemble, and over the past several decades enormous improvements have been made in performance. Nonetheless, difficulties arise near phase transitions-due to critical slowing down near 2nd order transitions and to metastability near 1st order transitions, and these complications limit the applicability of the method. We shall describe a new Monte Carlo approach [2] that uses a random walk in energy space to determine the density of states directly. Once the density of states is known, all thermodynamic properties can be calculated. This approach can be extended to multi-dimensional parameter spaces and should be effective for systems with complex energy landscapes, e.g., spin glasses, protein folding models, etc. Generalizations should produce a broadly applicable optimization tool. 1. A Guide to Monte Carlo Simulations in Statistical Physics, D. P. Landau and K. Binder (Cambridge U. Press, Cambridge, 2000). 2. Fugao Wang and D. P. Landau, Phys. Rev. Lett. 86, 2050 (2001); Phys. Rev. E64, 056101-1 (2001).
International Nuclear Information System (INIS)
Martin, William R.; Brown, Forrest B.
2001-01-01
We present an alternative Monte Carlo method for solving the coupled equations of radiation transport and material energy. This method is based on incorporating the analytical solution to the material energy equation directly into the Monte Carlo simulation for the radiation intensity. This method, which we call the Analytical Monte Carlo (AMC) method, differs from the well known Implicit Monte Carlo (IMC) method of Fleck and Cummings because there is no discretization of the material energy equation since it is solved as a by-product of the Monte Carlo simulation of the transport equation. Our method also differs from the method recently proposed by Ahrens and Larsen since they use Monte Carlo to solve both equations, while we are solving only the radiation transport equation with Monte Carlo, albeit with effective sources and cross sections to represent the emission sources. Our method bears some similarity to a method developed and implemented by Carter and Forest nearly three decades ago, but there are substantive differences. We have implemented our method in a simple zero-dimensional Monte Carlo code to test the feasibility of the method, and the preliminary results are very promising, justifying further extension to more realistic geometries. (authors)
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 studies of high-transverse-energy hadronic interactions
International Nuclear Information System (INIS)
Corcoran, M.D.
1985-01-01
A four-jet Monte Carlo calculation has been used to simulate hadron-hadron interactions which deposit high transverse energy into a large-solid-angle calorimeter and limited solid-angle regions of the calorimeter. The calculation uses first-order QCD cross sections to generate two scattered jets and also produces beam and target jets. Field-Feynman fragmentation has been used in the hadronization. The sensitivity of the results to a few features of the Monte Carlo program has been studied. The results are found to be very sensitive to the method used to ensure overall energy conservation after the fragmentation of the four jets is complete. Results are also sensitive to the minimum momentum transfer in the QCD subprocesses and to the distribution of p/sub T/ to the jet axis and the multiplicities in the fragmentation. With reasonable choices of these features of the Monte Carlo program, good agreement with data at Fermilab/CERN SPS energies is obtained, comparable to the agreement achieved with more sophisticated parton-shower models. With other choices, however, the calculation gives qualitatively different results which are in strong disagreement with the data. These results have important implications for extracting physics conclusions from Monte Carlo calculations. It is not possible to test the validity of a particular model or distinguish between different models unless the Monte Carlo results are unambiguous and different models exhibit clearly different behavior
Monte Carlo simulations of neutron-scattering instruments using McStas
DEFF Research Database (Denmark)
Nielsen, K.; Lefmann, K.
2000-01-01
Monte Carlo simulations have become an essential tool for improving the performance of neutron-scattering instruments, since the level of sophistication in the design of instruments is defeating purely analytical methods. The program McStas, being developed at Rise National Laboratory, includes...
Stabilizing canonical-ensemble calculations in the auxiliary-field Monte Carlo method
Gilbreth, C. N.; Alhassid, Y.
2015-03-01
Quantum Monte Carlo methods are powerful techniques for studying strongly interacting Fermi systems. However, implementing these methods on computers with finite-precision arithmetic requires careful attention to numerical stability. In the auxiliary-field Monte Carlo (AFMC) method, low-temperature or large-model-space calculations require numerically stabilized matrix multiplication. When adapting methods used in the grand-canonical ensemble to the canonical ensemble of fixed particle number, the numerical stabilization increases the number of required floating-point operations for computing observables by a factor of the size of the single-particle model space, and thus can greatly limit the systems that can be studied. We describe an improved method for stabilizing canonical-ensemble calculations in AFMC that exhibits better scaling, and present numerical tests that demonstrate the accuracy and improved performance of the method.
Exploring Various Monte Carlo Simulations for Geoscience Applications
Blais, R.
2010-12-01
Computer simulations are increasingly important in geoscience research and development. At the core of stochastic or Monte Carlo simulations are the random number sequences that are assumed to be distributed with specific characteristics. Computer generated random numbers, uniformly distributed on (0, 1), can be very different depending on the selection of pseudo-random number (PRN), or chaotic random number (CRN) generators. Equidistributed quasi-random numbers (QRNs) can also be used in Monte Carlo simulations. In the evaluation of some definite integrals, the resulting error variances can even be of different orders of magnitude. Furthermore, practical techniques for variance reduction such as Importance Sampling and Stratified Sampling can be implemented to significantly improve the results. A comparative analysis of these strategies has been carried out for computational applications in planar and spatial contexts. Based on these experiments, and on examples of geodetic applications of gravimetric terrain corrections and gravity inversion, conclusions and recommendations concerning their performance and general applicability are included.
Exploring pseudo- and chaotic random Monte Carlo simulations
Blais, J. A. Rod; Zhang, Zhan
2011-07-01
Computer simulations are an increasingly important area of geoscience research and development. At the core of stochastic or Monte Carlo simulations are the random number sequences that are assumed to be distributed with specific characteristics. Computer-generated random numbers, uniformly distributed on (0, 1), can be very different depending on the selection of pseudo-random number (PRN) or chaotic random number (CRN) generators. In the evaluation of some definite integrals, the resulting error variances can even be of different orders of magnitude. Furthermore, practical techniques for variance reduction such as importance sampling and stratified sampling can be applied in most Monte Carlo simulations and significantly improve the results. A comparative analysis of these strategies has been carried out for computational applications in planar and spatial contexts. Based on these experiments, and on some practical examples of geodetic direct and inverse problems, conclusions and recommendations concerning their performance and general applicability are included.
Monte Carlo methods and applications in nuclear physics
International Nuclear Information System (INIS)
Carlson, J.
1990-01-01
Monte Carlo methods for studying few- and many-body quantum systems are introduced, with special emphasis given to their applications in nuclear physics. Variational and Green's function Monte Carlo methods are presented in some detail. The status of calculations of light nuclei is reviewed, including discussions of the three-nucleon-interaction, charge and magnetic form factors, the coulomb sum rule, and studies of low-energy radiative transitions. 58 refs., 12 figs
Monte Carlo and analytic simulations in nanoparticle-enhanced radiation therapy
Directory of Open Access Journals (Sweden)
Paro AD
2016-09-01
Full Text Available Autumn D Paro,1 Mainul Hossain,2 Thomas J Webster,1,3,4 Ming Su1,4 1Department of Chemical Engineering, Northeastern University, Boston, MA, USA; 2NanoScience Technology Center and School of Electrical Engineering and Computer Science, University of Central Florida, Orlando, Florida, USA; 3Excellence for Advanced Materials Research, King Abdulaziz University, Jeddah, Saudi Arabia; 4Wenzhou Institute of Biomaterials and Engineering, Chinese Academy of Science, Wenzhou Medical University, Zhejiang, People’s Republic of China Abstract: Analytical and Monte Carlo simulations have been used to predict dose enhancement factors in nanoparticle-enhanced X-ray radiation therapy. Both simulations predict an increase in dose enhancement in the presence of nanoparticles, but the two methods predict different levels of enhancement over the studied energy, nanoparticle materials, and concentration regime for several reasons. The Monte Carlo simulation calculates energy deposited by electrons and photons, while the analytical one only calculates energy deposited by source photons and photoelectrons; the Monte Carlo simulation accounts for electron–hole recombination, while the analytical one does not; and the Monte Carlo simulation randomly samples photon or electron path and accounts for particle interactions, while the analytical simulation assumes a linear trajectory. This study demonstrates that the Monte Carlo simulation will be a better choice to evaluate dose enhancement with nanoparticles in radiation therapy. Keywords: nanoparticle, dose enhancement, Monte Carlo simulation, analytical simulation, radiation therapy, tumor cell, X-ray
International Nuclear Information System (INIS)
Creutz, M.
1986-01-01
The author discusses a recently developed algorithm for simulating statistical systems. The procedure interpolates between molecular dynamics methods and canonical Monte Carlo. The primary advantages are extremely fast simulations of discrete systems such as the Ising model and a relative insensitivity to random number quality. A variation of the algorithm gives rise to a deterministic dynamics for Ising spins. This model may be useful for high speed simulation of non-equilibrium phenomena
Monte Carlo simulation applied to alpha spectrometry
International Nuclear Information System (INIS)
Baccouche, S.; Gharbi, F.; Trabelsi, A.
2007-01-01
Alpha particle spectrometry is a widely-used analytical method, in particular when we deal with pure alpha emitting radionuclides. Monte Carlo simulation is an adequate tool to investigate the influence of various phenomena on this analytical method. We performed an investigation of those phenomena using the simulation code GEANT of CERN. The results concerning the geometrical detection efficiency in different measurement geometries agree with analytical calculations. This work confirms that Monte Carlo simulation of solid angle of detection is a very useful tool to determine with very good accuracy the detection efficiency.
Monte Carlo simulation of neutron scattering instruments
International Nuclear Information System (INIS)
Seeger, P.A.
1995-01-01
A library of Monte Carlo subroutines has been developed for the purpose of design of neutron scattering instruments. Using small-angle scattering as an example, the philosophy and structure of the library are described and the programs are used to compare instruments at continuous wave (CW) and long-pulse spallation source (LPSS) neutron facilities. The Monte Carlo results give a count-rate gain of a factor between 2 and 4 using time-of-flight analysis. This is comparable to scaling arguments based on the ratio of wavelength bandwidth to resolution width
Simulation of transport equations with Monte Carlo
International Nuclear Information System (INIS)
Matthes, W.
1975-09-01
The main purpose of the report is to explain the relation between the transport equation and the Monte Carlo game used for its solution. The introduction of artificial particles carrying a weight provides one with high flexibility in constructing many different games for the solution of the same equation. This flexibility opens a way to construct a Monte Carlo game for the solution of the adjoint transport equation. Emphasis is laid mostly on giving a clear understanding of what to do and not on the details of how to do a specific game
High-efficiency wavefunction updates for large scale Quantum Monte Carlo
Kent, Paul; McDaniel, Tyler; Li, Ying Wai; D'Azevedo, Ed
Within ab intio Quantum Monte Carlo (QMC) simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunctions. The evaluation of each Monte Carlo move requires finding the determinant of a dense matrix, which is traditionally iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. For calculations with thousands of electrons, this operation dominates the execution profile. We propose a novel rank- k delayed update scheme. This strategy enables probability evaluation for multiple successive Monte Carlo moves, with application of accepted moves to the matrices delayed until after a predetermined number of moves, k. Accepted events grouped in this manner are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency. This procedure does not change the underlying Monte Carlo sampling or the sampling efficiency. For large systems and algorithms such as diffusion Monte Carlo where the acceptance ratio is high, order of magnitude speedups can be obtained on both multi-core CPU and on GPUs, making this algorithm highly advantageous for current petascale and future exascale computations.
The Monte Carlo Simulation Method for System Reliability and Risk Analysis
Zio, Enrico
2013-01-01
Monte Carlo simulation is one of the best tools for performing realistic analysis of complex systems as it allows most of the limiting assumptions on system behavior to be relaxed. The Monte Carlo Simulation Method for System Reliability and Risk Analysis comprehensively illustrates the Monte Carlo simulation method and its application to reliability and system engineering. Readers are given a sound understanding of the fundamentals of Monte Carlo sampling and simulation and its application for realistic system modeling. Whilst many of the topics rely on a high-level understanding of calculus, probability and statistics, simple academic examples will be provided in support to the explanation of the theoretical foundations to facilitate comprehension of the subject matter. Case studies will be introduced to provide the practical value of the most advanced techniques. This detailed approach makes The Monte Carlo Simulation Method for System Reliability and Risk Analysis a key reference for senior undergra...
A contribution Monte Carlo method
International Nuclear Information System (INIS)
Aboughantous, C.H.
1994-01-01
A Contribution Monte Carlo method is developed and successfully applied to a sample deep-penetration shielding problem. The random walk is simulated in most of its parts as in conventional Monte Carlo methods. The probability density functions (pdf's) are expressed in terms of spherical harmonics and are continuous functions in direction cosine and azimuthal angle variables as well as in position coordinates; the energy is discretized in the multigroup approximation. The transport pdf is an unusual exponential kernel strongly dependent on the incident and emergent directions and energies and on the position of the collision site. The method produces the same results obtained with the deterministic method with a very small standard deviation, with as little as 1,000 Contribution particles in both analog and nonabsorption biasing modes and with only a few minutes CPU time
Molecular Monte Carlo Simulations Using Graphics Processing Units: To Waste Recycle or Not?
Kim, Jihan; Rodgers, Jocelyn M; Athènes, Manuel; Smit, Berend
2011-10-11
In the waste recycling Monte Carlo (WRMC) algorithm, (1) multiple trial states may be simultaneously generated and utilized during Monte Carlo moves to improve the statistical accuracy of the simulations, suggesting that such an algorithm may be well posed for implementation in parallel on graphics processing units (GPUs). In this paper, we implement two waste recycling Monte Carlo algorithms in CUDA (Compute Unified Device Architecture) using uniformly distributed random trial states and trial states based on displacement random-walk steps, and we test the methods on a methane-zeolite MFI framework system to evaluate their utility. We discuss the specific implementation details of the waste recycling GPU algorithm and compare the methods to other parallel algorithms optimized for the framework system. We analyze the relationship between the statistical accuracy of our simulations and the CUDA block size to determine the efficient allocation of the GPU hardware resources. We make comparisons between the GPU and the serial CPU Monte Carlo implementations to assess speedup over conventional microprocessors. Finally, we apply our optimized GPU algorithms to the important problem of determining free energy landscapes, in this case for molecular motion through the zeolite LTA.
Improved cache performance in Monte Carlo transport calculations using energy banding
Siegel, A.; Smith, K.; Felker, K.; Romano, P.; Forget, B.; Beckman, P.
2014-04-01
We present an energy banding algorithm for Monte Carlo (MC) neutral particle transport simulations which depend on large cross section lookup tables. In MC codes, read-only cross section data tables are accessed frequently, exhibit poor locality, and are typically too much large to fit in fast memory. Thus, performance is often limited by long latencies to RAM, or by off-node communication latencies when the data footprint is very large and must be decomposed on a distributed memory machine. The proposed energy banding algorithm allows maximal temporal reuse of data in band sizes that can flexibly accommodate different architectural features. The energy banding algorithm is general and has a number of benefits compared to the traditional approach. In the present analysis we explore its potential to achieve improvements in time-to-solution on modern cache-based architectures.
Exact Monte Carlo for molecules
International Nuclear Information System (INIS)
Lester, W.A. Jr.; Reynolds, P.J.
1985-03-01
A brief summary of the fixed-node quantum Monte Carlo method is presented. Results obtained for binding energies, the classical barrier height for H + H 2 , and the singlet-triplet splitting in methylene are presented and discussed. 17 refs
The impact of Monte Carlo simulation: a scientometric analysis of scholarly literature
Pia, Maria Grazia; Bell, Zane W; Dressendorfer, Paul V
2010-01-01
A scientometric analysis of Monte Carlo simulation and Monte Carlo codes has been performed over a set of representative scholarly journals related to radiation physics. The results of this study are reported and discussed. They document and quantitatively appraise the role of Monte Carlo methods and codes in scientific research and engineering applications.
No-compromise reptation quantum Monte Carlo
International Nuclear Information System (INIS)
Yuen, W K; Farrar, Thomas J; Rothstein, Stuart M
2007-01-01
Since its publication, the reptation quantum Monte Carlo algorithm of Baroni and Moroni (1999 Phys. Rev. Lett. 82 4745) has been applied to several important problems in physics, but its mathematical foundations are not well understood. We show that their algorithm is not of typical Metropolis-Hastings type, and we specify conditions required for the generated Markov chain to be stationary and to converge to the intended distribution. The time-step bias may add up, and in many applications it is only the middle of a reptile that is the most important. Therefore, we propose an alternative, 'no-compromise reptation quantum Monte Carlo' to stabilize the middle of the reptile. (fast track communication)
Exploring cluster Monte Carlo updates with Boltzmann machines.
Wang, Lei
2017-11-01
Boltzmann machines are physics informed generative models with broad applications in machine learning. They model the probability distribution of an input data set with latent variables and generate new samples accordingly. Applying the Boltzmann machines back to physics, they are ideal recommender systems to accelerate the Monte Carlo simulation of physical systems due to their flexibility and effectiveness. More intriguingly, we show that the generative sampling of the Boltzmann machines can even give different cluster Monte Carlo algorithms. The latent representation of the Boltzmann machines can be designed to mediate complex interactions and identify clusters of the physical system. We demonstrate these findings with concrete examples of the classical Ising model with and without four-spin plaquette interactions. In the future, automatic searches in the algorithm space parametrized by Boltzmann machines may discover more innovative Monte Carlo updates.
Exploring cluster Monte Carlo updates with Boltzmann machines
Wang, Lei
2017-11-01
Boltzmann machines are physics informed generative models with broad applications in machine learning. They model the probability distribution of an input data set with latent variables and generate new samples accordingly. Applying the Boltzmann machines back to physics, they are ideal recommender systems to accelerate the Monte Carlo simulation of physical systems due to their flexibility and effectiveness. More intriguingly, we show that the generative sampling of the Boltzmann machines can even give different cluster Monte Carlo algorithms. The latent representation of the Boltzmann machines can be designed to mediate complex interactions and identify clusters of the physical system. We demonstrate these findings with concrete examples of the classical Ising model with and without four-spin plaquette interactions. In the future, automatic searches in the algorithm space parametrized by Boltzmann machines may discover more innovative Monte Carlo updates.
Monte Carlo simulation of continuous-space crystal growth
International Nuclear Information System (INIS)
Dodson, B.W.; Taylor, P.A.
1986-01-01
We describe a method, based on Monte Carlo techniques, of simulating the atomic growth of crystals without the discrete lattice space assumed by conventional Monte Carlo growth simulations. Since no lattice space is assumed, problems involving epitaxial growth, heteroepitaxy, phonon-driven mechanisms, surface reconstruction, and many other phenomena incompatible with the lattice-space approximation can be studied. Also, use of the Monte Carlo method circumvents to some extent the extreme limitations on simulated timescale inherent in crystal-growth techniques which might be proposed using molecular dynamics. The implementation of the new method is illustrated by studying the growth of strained-layer superlattice (SLS) interfaces in two-dimensional Lennard-Jones atomic systems. Despite the extreme simplicity of such systems, the qualitative features of SLS growth seen here are similar to those observed experimentally in real semiconductor systems
Flat-histogram methods in quantum Monte Carlo simulations: Application to the t-J model
International Nuclear Information System (INIS)
Diamantis, Nikolaos G.; Manousakis, Efstratios
2016-01-01
We discuss that flat-histogram techniques can be appropriately applied in the sampling of quantum Monte Carlo simulation in order to improve the statistical quality of the results at long imaginary time or low excitation energy. Typical imaginary-time correlation functions calculated in quantum Monte Carlo are subject to exponentially growing errors as the range of imaginary time grows and this smears the information on the low energy excitations. We show that we can extract the low energy physics by modifying the Monte Carlo sampling technique to one in which configurations which contribute to making the histogram of certain quantities flat are promoted. We apply the diagrammatic Monte Carlo (diag-MC) method to the motion of a single hole in the t-J model and we show that the implementation of flat-histogram techniques allows us to calculate the Green's function in a wide range of imaginary-time. In addition, we show that applying the flat-histogram technique alleviates the “sign”-problem associated with the simulation of the single-hole Green's function at long imaginary time. (paper)
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)
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 methods and applications in nuclear physics
Energy Technology Data Exchange (ETDEWEB)
Carlson, J.
1990-01-01
Monte Carlo methods for studying few- and many-body quantum systems are introduced, with special emphasis given to their applications in nuclear physics. Variational and Green's function Monte Carlo methods are presented in some detail. The status of calculations of light nuclei is reviewed, including discussions of the three-nucleon-interaction, charge and magnetic form factors, the coulomb sum rule, and studies of low-energy radiative transitions. 58 refs., 12 figs.
Energy Technology Data Exchange (ETDEWEB)
Leblanc, B.
2002-03-01
Molecular simulation aims at simulating particles in interaction, describing a physico-chemical system. When considering Markov Chain Monte Carlo sampling in this context, we often meet the same problem of statistical efficiency as with Molecular Dynamics for the simulation of complex molecules (polymers for example). The search for a correct sampling of the space of possible configurations with respect to the Boltzmann-Gibbs distribution is directly related to the statistical efficiency of such algorithms (i.e. the ability of rapidly providing uncorrelated states covering all the configuration space). We investigated how to improve this efficiency with the help of Artificial Evolution (AE). AE algorithms form a class of stochastic optimization algorithms inspired by Darwinian evolution. Efficiency measures that can be turned into efficiency criteria have been first searched before identifying parameters that could be optimized. Relative frequencies for each type of Monte Carlo moves, usually empirically chosen in reasonable ranges, were first considered. We combined parallel simulations with a 'genetic server' in order to dynamically improve the quality of the sampling during the simulations progress. Our results shows that in comparison with some reference settings, it is possible to improve the quality of samples with respect to the chosen criterion. The same algorithm has been applied to improve the Parallel Tempering technique, in order to optimize in the same time the relative frequencies of Monte Carlo moves and the relative frequencies of swapping between sub-systems simulated at different temperatures. Finally, hints for further research in order to optimize the choice of additional temperatures are given. (author)
The Monte Carlo code MCBEND - where it is and where it's going
International Nuclear Information System (INIS)
Chukas, S.J.; Miller, P.C.; Power, S.W.
1990-05-01
The Monte Carlo method forms a corner stone to the calculational procedures established in the UK for shielding design and assessment. The emphasis of the work in the shielding area is centred on the Monte Carlo code MCBEND. The work programme in support of the code is broadly directed towards utilisation of new hardware, the development of improved modelling algorithms, the development of new acceleration methods for specific applications and enhancements to user image. This paper summarises the current status of MCBEND and reviews developments carried out over the past two years and planned for the future. (author)
Energy Technology Data Exchange (ETDEWEB)
Mosleh-Shirazi, M. A.; Hadad, K.; Faghihi, R.; Baradaran-Ghahfarokhi, M.; Naghshnezhad, Z.; Meigooni, A. S. [Center for Research in Medical Physics and Biomedical Engineering and Physics Unit, Radiotherapy Department, Shiraz University of Medical Sciences, Shiraz 71936-13311 (Iran, Islamic Republic of); Radiation Research Center and Medical Radiation Department, School of Engineering, Shiraz University, Shiraz 71936-13311 (Iran, Islamic Republic of); Comprehensive Cancer Center of Nevada, Las Vegas, Nevada 89169 (United States)
2012-08-15
This study primarily aimed to obtain the dosimetric characteristics of the Model 6733 {sup 125}I seed (EchoSeed) with improved precision and accuracy using a more up-to-date Monte-Carlo code and data (MCNP5) compared to previously published results, including an uncertainty analysis. Its secondary aim was to compare the results obtained using the MCNP5, MCNP4c2, and PTRAN codes for simulation of this low-energy photon-emitting source. The EchoSeed geometry and chemical compositions together with a published {sup 125}I spectrum were used to perform dosimetric characterization of this source as per the updated AAPM TG-43 protocol. These simulations were performed in liquid water material in order to obtain the clinically applicable dosimetric parameters for this source model. Dose rate constants in liquid water, derived from MCNP4c2 and MCNP5 simulations, were found to be 0.993 cGyh{sup -1} U{sup -1} ({+-}1.73%) and 0.965 cGyh{sup -1} U{sup -1} ({+-}1.68%), respectively. Overall, the MCNP5 derived radial dose and 2D anisotropy functions results were generally closer to the measured data (within {+-}4%) than MCNP4c and the published data for PTRAN code (Version 7.43), while the opposite was seen for dose rate constant. The generally improved MCNP5 Monte Carlo simulation may be attributed to a more recent and accurate cross-section library. However, some of the data points in the results obtained from the above-mentioned Monte Carlo codes showed no statistically significant differences. Derived dosimetric characteristics in liquid water are provided for clinical applications of this source model.
Monte Carlo simulation of VHTR particle fuel with chord length sampling
International Nuclear Information System (INIS)
Ji, W.; Martin, W. R.
2007-01-01
The Very High Temperature Gas-Cooled Reactor (VHTR) poses a problem for neutronic analysis due to the double heterogeneity posed by the particle fuel and either the fuel compacts in the case of the prismatic block reactor or the fuel pebbles in the case of the pebble bed reactor. Direct Monte Carlo simulation has been used in recent years to analyze these VHTR configurations but is computationally challenged when space dependent phenomena are considered such as depletion or temperature feedback. As an alternative approach, we have considered chord length sampling to reduce the computational burden of the Monte Carlo simulation. We have improved on an existing method called 'limited chord length sampling' and have used it to analyze stochastic media representative of either pebble bed or prismatic VHTR fuel geometries. Based on the assumption that the PDF had an exponential form, a theoretical chord length distribution is derived and shown to be an excellent model for a wide range of packing fractions. This chord length PDF was then used to analyze a stochastic medium that was constructed using the RSA (Random Sequential Addition) algorithm and the results were compared to a benchmark Monte Carlo simulation of the actual stochastic geometry. The results are promising and suggest that the theoretical chord length PDF can be used instead of a full Monte Carlo random walk simulation in the stochastic medium, saving orders of magnitude in computational time (and memory demand) to perform the simulation. (authors)
A quick and easy improvement of Monte Carlo codes for simulation
Lebrere, A.; Talhi, R.; Tripathy, M.; Pyée, M.
The simulation of trials of independent random variables of given distribution is a critical element of running Monte-Carlo codes. This is usually performed by using pseudo-random number generators (and in most cases linearcongruential ones). We present here an alternative way to generate sequences with given statistical properties. This sequences are purely deterministic and are given by closed formulae, and can give in some cases better results than classical generators.
Lattice gauge theories and Monte Carlo simulations
International Nuclear Information System (INIS)
Rebbi, C.
1981-11-01
After some preliminary considerations, the discussion of quantum gauge theories on a Euclidean lattice takes up the definition of Euclidean quantum theory and treatment of the continuum limit; analogy is made with statistical mechanics. Perturbative methods can produce useful results for strong or weak coupling. In the attempts to investigate the properties of the systems for intermediate coupling, numerical methods known as Monte Carlo simulations have proved valuable. The bulk of this paper illustrates the basic ideas underlying the Monte Carlo numerical techniques and the major results achieved with them according to the following program: Monte Carlo simulations (general theory, practical considerations), phase structure of Abelian and non-Abelian models, the observables (coefficient of the linear term in the potential between two static sources at large separation, mass of the lowest excited state with the quantum numbers of the vacuum (the so-called glueball), the potential between two static sources at very small distance, the critical temperature at which sources become deconfined), gauge fields coupled to basonic matter (Higgs) fields, and systems with fermions
Final Report: 06-LW-013, Nuclear Physics the Monte Carlo Way
International Nuclear Information System (INIS)
Ormand, W.E.
2009-01-01
This is document reports the progress and accomplishments achieved in 2006-2007 with LDRD funding under the proposal 06-LW-013, 'Nuclear Physics the Monte Carlo Way'. The project was a theoretical study to explore a novel approach to dealing with a persistent problem in Monte Carlo approaches to quantum many-body systems. The goal was to implement a solution to the notorious 'sign-problem', which if successful, would permit, for the first time, exact solutions to quantum many-body systems that cannot be addressed with other methods. In this document, we outline the progress and accomplishments achieved during FY2006-2007 with LDRD funding in the proposal 06-LW-013, 'Nuclear Physics the Monte Carlo Way'. This project was funded under the Lab Wide LDRD competition at Lawrence Livermore National Laboratory. The primary objective of this project was to test the feasibility of implementing a novel approach to solving the generic quantum many-body problem, which is one of the most important problems being addressed in theoretical physics today. Instead of traditional methods based matrix diagonalization, this proposal focused a Monte Carlo method. The principal difficulty with Monte Carlo methods, is the so-called 'sign problem'. The sign problem, which will discussed in some detail later, is endemic to Monte Carlo approaches to the quantum many-body problem, and is the principal reason that they have not been completely successful in the past. Here, we outline our research in the 'shifted-contour method' applied the Auxiliary Field Monte Carlo (AFMC) method
Interface methods for hybrid Monte Carlo-diffusion radiation-transport simulations
International Nuclear Information System (INIS)
Densmore, Jeffery D.
2006-01-01
Discrete diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Monte Carlo simulations in diffusive media. An important aspect of DDMC is the treatment of interfaces between diffusive regions, where DDMC is used, and transport regions, where standard Monte Carlo is employed. Three previously developed methods exist for treating transport-diffusion interfaces: the Marshak interface method, based on the Marshak boundary condition, the asymptotic interface method, based on the asymptotic diffusion-limit boundary condition, and the Nth-collided source technique, a scheme that allows Monte Carlo particles to undergo several collisions in a diffusive region before DDMC is used. Numerical calculations have shown that each of these interface methods gives reasonable results as part of larger radiation-transport simulations. In this paper, we use both analytic and numerical examples to compare the ability of these three interface techniques to treat simpler, transport-diffusion interface problems outside of a more complex radiation-transport calculation. We find that the asymptotic interface method is accurate regardless of the angular distribution of Monte Carlo particles incident on the interface surface. In contrast, the Marshak boundary condition only produces correct solutions if the incident particles are isotropic. We also show that the Nth-collided source technique has the capacity to yield accurate results if spatial cells are optically small and Monte Carlo particles are allowed to undergo many collisions within a diffusive region before DDMC is employed. These requirements make the Nth-collided source technique impractical for realistic radiation-transport calculations
Artificial neural networks, a new alternative to Monte Carlo calculations for radiotherapy
International Nuclear Information System (INIS)
Martin, E.; Gschwind, R.; Henriet, J.; Sauget, M.; Makovicka, L.
2010-01-01
In order to reduce the computing time needed by Monte Carlo codes in the field of irradiation physics, notably in dosimetry, the authors report the use of artificial neural networks in combination with preliminary Monte Carlo calculations. During the learning phase, Monte Carlo calculations are performed in homogeneous media to allow the building up of the neural network. Then, dosimetric calculations (in heterogeneous media, unknown by the network) can be performed by the so-learned network. Results with an equivalent precision can be obtained within less than one minute on a simple PC whereas several days are needed with a Monte Carlo calculation
MCOR - Monte Carlo depletion code for reference LWR calculations
Energy Technology Data Exchange (ETDEWEB)
Puente Espel, Federico, E-mail: fup104@psu.edu [Department of Mechanical and Nuclear Engineering, Pennsylvania State University (United States); Tippayakul, Chanatip, E-mail: cut110@psu.edu [Department of Mechanical and Nuclear Engineering, Pennsylvania State University (United States); Ivanov, Kostadin, E-mail: kni1@psu.edu [Department of Mechanical and Nuclear Engineering, Pennsylvania State University (United States); Misu, Stefan, E-mail: Stefan.Misu@areva.com [AREVA, AREVA NP GmbH, Erlangen (Germany)
2011-04-15
Research highlights: > Introduction of a reference Monte Carlo based depletion code with extended capabilities. > Verification and validation results for MCOR. > Utilization of MCOR for benchmarking deterministic lattice physics (spectral) codes. - Abstract: The MCOR (MCnp-kORigen) code system is a Monte Carlo based depletion system for reference fuel assembly and core calculations. The MCOR code is designed as an interfacing code that provides depletion capability to the LANL Monte Carlo code by coupling two codes: MCNP5 with the AREVA NP depletion code, KORIGEN. The physical quality of both codes is unchanged. The MCOR code system has been maintained and continuously enhanced since it was initially developed and validated. The verification of the coupling was made by evaluating the MCOR code against similar sophisticated code systems like MONTEBURNS, OCTOPUS and TRIPOLI-PEPIN. After its validation, the MCOR code has been further improved with important features. The MCOR code presents several valuable capabilities such as: (a) a predictor-corrector depletion algorithm, (b) utilization of KORIGEN as the depletion module, (c) individual depletion calculation of each burnup zone (no burnup zone grouping is required, which is particularly important for the modeling of gadolinium rings), and (d) on-line burnup cross-section generation by the Monte Carlo calculation for 88 isotopes and usage of the KORIGEN libraries for PWR and BWR typical spectra for the remaining isotopes. Besides the just mentioned capabilities, the MCOR code newest enhancements focus on the possibility of executing the MCNP5 calculation in sequential or parallel mode, a user-friendly automatic re-start capability, a modification of the burnup step size evaluation, and a post-processor and test-matrix, just to name the most important. The article describes the capabilities of the MCOR code system; from its design and development to its latest improvements and further ameliorations. Additionally
MCOR - Monte Carlo depletion code for reference LWR calculations
International Nuclear Information System (INIS)
Puente Espel, Federico; Tippayakul, Chanatip; Ivanov, Kostadin; Misu, Stefan
2011-01-01
Research highlights: → Introduction of a reference Monte Carlo based depletion code with extended capabilities. → Verification and validation results for MCOR. → Utilization of MCOR for benchmarking deterministic lattice physics (spectral) codes. - Abstract: The MCOR (MCnp-kORigen) code system is a Monte Carlo based depletion system for reference fuel assembly and core calculations. The MCOR code is designed as an interfacing code that provides depletion capability to the LANL Monte Carlo code by coupling two codes: MCNP5 with the AREVA NP depletion code, KORIGEN. The physical quality of both codes is unchanged. The MCOR code system has been maintained and continuously enhanced since it was initially developed and validated. The verification of the coupling was made by evaluating the MCOR code against similar sophisticated code systems like MONTEBURNS, OCTOPUS and TRIPOLI-PEPIN. After its validation, the MCOR code has been further improved with important features. The MCOR code presents several valuable capabilities such as: (a) a predictor-corrector depletion algorithm, (b) utilization of KORIGEN as the depletion module, (c) individual depletion calculation of each burnup zone (no burnup zone grouping is required, which is particularly important for the modeling of gadolinium rings), and (d) on-line burnup cross-section generation by the Monte Carlo calculation for 88 isotopes and usage of the KORIGEN libraries for PWR and BWR typical spectra for the remaining isotopes. Besides the just mentioned capabilities, the MCOR code newest enhancements focus on the possibility of executing the MCNP5 calculation in sequential or parallel mode, a user-friendly automatic re-start capability, a modification of the burnup step size evaluation, and a post-processor and test-matrix, just to name the most important. The article describes the capabilities of the MCOR code system; from its design and development to its latest improvements and further ameliorations
Herwig: The Evolution of a Monte Carlo Simulation
CERN. Geneva
2015-01-01
Monte Carlo event generation has seen significant developments in the last 10 years starting with preparation for the LHC and then during the first LHC run. I will discuss the basic ideas behind Monte Carlo event generators and then go on to discuss these developments, focussing on the developments in Herwig(++) event generator. I will conclude by presenting the current status of event generation together with some results of the forthcoming new version of Herwig, Herwig 7.
Design of tallying function for general purpose Monte Carlo particle transport code JMCT
International Nuclear Information System (INIS)
Shangguan Danhua; Li Gang; Deng Li; Zhang Baoyin
2013-01-01
A new postponed accumulation algorithm was proposed. Based on JCOGIN (J combinatorial geometry Monte Carlo transport infrastructure) framework and the postponed accumulation algorithm, the tallying function of the general purpose Monte Carlo neutron-photon transport code JMCT was improved markedly. JMCT gets a higher tallying efficiency than MCNP 4C by 28% for simple geometry model, and JMCT is faster than MCNP 4C by two orders of magnitude for complicated repeated structure model. The available ability of tallying function for JMCT makes firm foundation for reactor analysis and multi-step burnup calculation. (authors)
Monte Carlo tests of the ELIPGRID-PC algorithm
International Nuclear Information System (INIS)
Davidson, J.R.
1995-04-01
The standard tool for calculating the probability of detecting pockets of contamination called hot spots has been the ELIPGRID computer code of Singer and Wickman. The ELIPGRID-PC program has recently made this algorithm available for an IBM reg-sign PC. However, no known independent validation of the ELIPGRID algorithm exists. This document describes a Monte Carlo simulation-based validation of a modified version of the ELIPGRID-PC code. The modified ELIPGRID-PC code is shown to match Monte Carlo-calculated hot-spot detection probabilities to within ±0.5% for 319 out of 320 test cases. The one exception, a very thin elliptical hot spot located within a rectangular sampling grid, differed from the Monte Carlo-calculated probability by about 1%. These results provide confidence in the ability of the modified ELIPGRID-PC code to accurately predict hot-spot detection probabilities within an acceptable range of error
Two proposed convergence criteria for Monte Carlo solutions
International Nuclear Information System (INIS)
Forster, R.A.; Pederson, S.P.; Booth, T.E.
1992-01-01
The central limit theorem (CLT) can be applied to a Monte Carlo solution if two requirements are satisfied: (1) The random variable has a finite mean and a finite variance; and (2) the number N of independent observations grows large. When these two conditions are satisfied, a confidence interval (CI) based on the normal distribution with a specified coverage probability can be formed. The first requirement is generally satisfied by the knowledge of the Monte Carlo tally being used. The Monte Carlo practitioner has a limited number of marginal methods to assess the fulfillment of the second requirement, such as statistical error reduction proportional to 1/√N with error magnitude guidelines. Two proposed methods are discussed in this paper to assist in deciding if N is large enough: estimating the relative variance of the variance (VOV) and examining the empirical history score probability density function (pdf)
A keff calculation method by Monte Carlo
International Nuclear Information System (INIS)
Shen, H; Wang, K.
2008-01-01
The effective multiplication factor (k eff ) is defined as the ratio between the number of neutrons in successive generations, which definition is adopted by most Monte Carlo codes (e.g. MCNP). Also, it can be thought of as the ratio of the generation rate of neutrons by the sum of the leakage rate and the absorption rate, which should exclude the effect of the neutron reaction such as (n, 2n) and (n, 3n). This article discusses the Monte Carlo method for k eff calculation based on the second definition. A new code has been developed and the results are presented. (author)
NOTE: Monte Carlo evaluation of kerma in an HDR brachytherapy bunker
Pérez-Calatayud, J.; Granero, D.; Ballester, F.; Casal, E.; Crispin, V.; Puchades, V.; León, A.; Verdú, G.
2004-12-01
In recent years, the use of high dose rate (HDR) after-loader machines has greatly increased due to the shift from traditional Cs-137/Ir-192 low dose rate (LDR) to HDR brachytherapy. The method used to calculate the required concrete and, where appropriate, lead shielding in the door is based on analytical methods provided by documents published by the ICRP, the IAEA and the NCRP. The purpose of this study is to perform a more realistic kerma evaluation at the entrance maze door of an HDR bunker using the Monte Carlo code GEANT4. The Monte Carlo results were validated experimentally. The spectrum at the maze entrance door, obtained with Monte Carlo, has an average energy of about 110 keV, maintaining a similar value along the length of the maze. The comparison of results from the aforementioned values with the Monte Carlo ones shows that results obtained using the albedo coefficient from the ICRP document more closely match those given by the Monte Carlo method, although the maximum value given by MC calculations is 30% greater.
Directory of Open Access Journals (Sweden)
Qian Zhang
2014-01-01
Full Text Available The paper presents a framework for the construction of Monte Carlo finite volume element method (MCFVEM for the convection-diffusion equation with a random diffusion coefficient, which is described as a random field. We first approximate the continuous stochastic field by a finite number of random variables via the Karhunen-Loève expansion and transform the initial stochastic problem into a deterministic one with a parameter in high dimensions. Then we generate independent identically distributed approximations of the solution by sampling the coefficient of the equation and employing finite volume element variational formulation. Finally the Monte Carlo (MC method is used to compute corresponding sample averages. Statistic error is estimated analytically and experimentally. A quasi-Monte Carlo (QMC technique with Sobol sequences is also used to accelerate convergence, and experiments indicate that it can improve the efficiency of the Monte Carlo method.
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
TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging
Energy Technology Data Exchange (ETDEWEB)
Badal, A [U.S. Food and Drug Administration (CDRH/OSEL), Silver Spring, MD (United States); Zbijewski, W [Johns Hopkins University, Baltimore, MD (United States); Bolch, W [University of Florida, Gainesville, FL (United States); Sechopoulos, I [Emory University, Atlanta, GA (United States)
2014-06-15
Monte Carlo simulation methods are widely used in medical physics research and are starting to be implemented in clinical applications such as radiation therapy planning systems. Monte Carlo simulations offer the capability to accurately estimate quantities of interest that are challenging to measure experimentally while taking into account the realistic anatomy of an individual patient. Traditionally, practical application of Monte Carlo simulation codes in diagnostic imaging was limited by the need for large computational resources or long execution times. However, recent advancements in high-performance computing hardware, combined with a new generation of Monte Carlo simulation algorithms and novel postprocessing methods, are allowing for the computation of relevant imaging parameters of interest such as patient organ doses and scatter-to-primaryratios in radiographic projections in just a few seconds using affordable computational resources. Programmable Graphics Processing Units (GPUs), for example, provide a convenient, affordable platform for parallelized Monte Carlo executions that yield simulation times on the order of 10{sup 7} xray/ s. Even with GPU acceleration, however, Monte Carlo simulation times can be prohibitive for routine clinical practice. To reduce simulation times further, variance reduction techniques can be used to alter the probabilistic models underlying the x-ray tracking process, resulting in lower variance in the results without biasing the estimates. Other complementary strategies for further reductions in computation time are denoising of the Monte Carlo estimates and estimating (scoring) the quantity of interest at a sparse set of sampling locations (e.g. at a small number of detector pixels in a scatter simulation) followed by interpolation. Beyond reduction of the computational resources required for performing Monte Carlo simulations in medical imaging, the use of accurate representations of patient anatomy is crucial to the
TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging
International Nuclear Information System (INIS)
Badal, A; Zbijewski, W; Bolch, W; Sechopoulos, I
2014-01-01
Monte Carlo simulation methods are widely used in medical physics research and are starting to be implemented in clinical applications such as radiation therapy planning systems. Monte Carlo simulations offer the capability to accurately estimate quantities of interest that are challenging to measure experimentally while taking into account the realistic anatomy of an individual patient. Traditionally, practical application of Monte Carlo simulation codes in diagnostic imaging was limited by the need for large computational resources or long execution times. However, recent advancements in high-performance computing hardware, combined with a new generation of Monte Carlo simulation algorithms and novel postprocessing methods, are allowing for the computation of relevant imaging parameters of interest such as patient organ doses and scatter-to-primaryratios in radiographic projections in just a few seconds using affordable computational resources. Programmable Graphics Processing Units (GPUs), for example, provide a convenient, affordable platform for parallelized Monte Carlo executions that yield simulation times on the order of 10 7 xray/ s. Even with GPU acceleration, however, Monte Carlo simulation times can be prohibitive for routine clinical practice. To reduce simulation times further, variance reduction techniques can be used to alter the probabilistic models underlying the x-ray tracking process, resulting in lower variance in the results without biasing the estimates. Other complementary strategies for further reductions in computation time are denoising of the Monte Carlo estimates and estimating (scoring) the quantity of interest at a sparse set of sampling locations (e.g. at a small number of detector pixels in a scatter simulation) followed by interpolation. Beyond reduction of the computational resources required for performing Monte Carlo simulations in medical imaging, the use of accurate representations of patient anatomy is crucial to the virtual
PEPSI - a Monte Carlo generator for polarized leptoproduction
International Nuclear Information System (INIS)
Mankiewicz, L.
1992-01-01
We describe PEPSI (Polarized Electron Proton Scattering Interactions) a Monte Carlo program for polarized deep inelastic leptoproduction mediated by electromagnetic interaction, and explain how to use it. The code is a modification of the Lepto 4.3 Lund Monte Carlo for unpolarized scattering. The hard virtual gamma-parton scattering is generated according to the polarization-dependent QCD cross-section of the first order in α S . PEPSI requires the standard polarization-independent JETSET routines to simulate the fragmentation into final hadrons. (orig.)
Monte Carlo method for solving a parabolic problem
Directory of Open Access Journals (Sweden)
Tian Yi
2016-01-01
Full Text Available In this paper, we present a numerical method based on random sampling for a parabolic problem. This method combines use of the Crank-Nicolson method and Monte Carlo method. In the numerical algorithm, we first discretize governing equations by Crank-Nicolson method, and obtain a large sparse system of linear algebraic equations, then use Monte Carlo method to solve the linear algebraic equations. To illustrate the usefulness of this technique, we apply it to some test problems.
NUEN-618 Class Project: Actually Implicit Monte Carlo
Energy Technology Data Exchange (ETDEWEB)
Vega, R. M. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Brunner, T. A. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
2017-12-14
This research describes a new method for the solution of the thermal radiative transfer (TRT) equations that is implicit in time which will be called Actually Implicit Monte Carlo (AIMC). This section aims to introduce the TRT equations, as well as the current workhorse method which is known as Implicit Monte Carlo (IMC). As the name of the method proposed here indicates, IMC is a misnomer in that it is only semi-implicit, which will be shown in this section as well.
Monte Carlo burnup codes acceleration using the correlated sampling method
International Nuclear Information System (INIS)
Dieudonne, C.
2013-01-01
For several years, Monte Carlo burnup/depletion codes have appeared, which couple Monte Carlo codes to simulate the neutron transport to deterministic methods, which handle the medium depletion due to the neutron flux. Solving Boltzmann and Bateman equations in such a way allows to track fine 3-dimensional effects and to get rid of multi-group hypotheses done by deterministic solvers. The counterpart is the prohibitive calculation time due to the Monte Carlo solver called at each time step. In this document we present an original methodology to avoid the repetitive and time-expensive Monte Carlo simulations, and to replace them by perturbation calculations: indeed the different burnup steps may be seen as perturbations of the isotopic concentration of an initial Monte Carlo simulation. In a first time we will present this method, and provide details on the perturbative technique used, namely the correlated sampling. In a second time we develop a theoretical model to study the features of the correlated sampling method to understand its effects on depletion calculations. In a third time the implementation of this method in the TRIPOLI-4 code will be discussed, as well as the precise calculation scheme used to bring important speed-up of the depletion calculation. We will begin to validate and optimize the perturbed depletion scheme with the calculation of a REP-like fuel cell depletion. Then this technique will be used to calculate the depletion of a REP-like assembly, studied at beginning of its cycle. After having validated the method with a reference calculation we will show that it can speed-up by nearly an order of magnitude standard Monte-Carlo depletion codes. (author) [fr
Monte Carlo Simulation in Statistical Physics An Introduction
Binder, Kurt
2010-01-01
Monte Carlo Simulation in Statistical Physics deals with the computer simulation of many-body systems in condensed-matter physics and related fields of physics, chemistry and beyond, to traffic flows, stock market fluctuations, etc.). Using random numbers generated by a computer, probability distributions are calculated, allowing the estimation of the thermodynamic properties of various systems. This book describes the theoretical background to several variants of these Monte Carlo methods and gives a systematic presentation from which newcomers can learn to perform such simulations and to analyze their results. The fifth edition covers Classical as well as Quantum Monte Carlo methods. Furthermore a new chapter on the sampling of free-energy landscapes has been added. To help students in their work a special web server has been installed to host programs and discussion groups (http://wwwcp.tphys.uni-heidelberg.de). Prof. Binder was awarded the Berni J. Alder CECAM Award for Computational Physics 2001 as well ...
Monte Carlo simulation in statistical physics an introduction
Binder, Kurt
1992-01-01
The Monte Carlo method is a computer simulation method which uses random numbers to simulate statistical fluctuations The method is used to model complex systems with many degrees of freedom Probability distributions for these systems are generated numerically and the method then yields numerically exact information on the models Such simulations may be used tosee how well a model system approximates a real one or to see how valid the assumptions are in an analyical theory A short and systematic theoretical introduction to the method forms the first part of this book The second part is a practical guide with plenty of examples and exercises for the student Problems treated by simple sampling (random and self-avoiding walks, percolation clusters, etc) are included, along with such topics as finite-size effects and guidelines for the analysis of Monte Carlo simulations The two parts together provide an excellent introduction to the theory and practice of Monte Carlo simulations
Geometry and Dynamics for Markov Chain Monte Carlo
Barp, Alessandro; Briol, François-Xavier; Kennedy, Anthony D.; Girolami, Mark
2018-03-01
Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of building chains which can explore probability densities efficiently. The method emerges from physics and geometry and these links have been extensively studied by a series of authors through the last thirty years. However, there is currently a gap between the intuitions and knowledge of users of the methodology and our deep understanding of these theoretical foundations. The aim of this review is to provide a comprehensive introduction to the geometric tools used in Hamiltonian Monte Carlo at a level accessible to statisticians, machine learners and other users of the methodology with only a basic understanding of Monte Carlo methods. This will be complemented with some discussion of the most recent advances in the field which we believe will become increasingly relevant to applied scientists.
Vectorizing and macrotasking Monte Carlo neutral particle algorithms
International Nuclear Information System (INIS)
Heifetz, D.B.
1987-04-01
Monte Carlo algorithms for computing neutral particle transport in plasmas have been vectorized and macrotasked. The techniques used are directly applicable to Monte Carlo calculations of neutron and photon transport, and Monte Carlo integration schemes in general. A highly vectorized code was achieved by calculating test flight trajectories in loops over arrays of flight data, isolating the conditional branches to as few a number of loops as possible. A number of solutions are discussed to the problem of gaps appearing in the arrays due to completed flights, which impede vectorization. A simple and effective implementation of macrotasking is achieved by dividing the calculation of the test flight profile among several processors. A tree of random numbers is used to ensure reproducible results. The additional memory required for each task may preclude using a larger number of tasks. In future machines, the limit of macrotasking may be possible, with each test flight, and split test flight, being a separate task
Simulation of Rossi-α method with analog Monte-Carlo method
International Nuclear Information System (INIS)
Lu Yuzhao; Xie Qilin; Song Lingli; Liu Hangang
2012-01-01
The analog Monte-Carlo code for simulating Rossi-α method based on Geant4 was developed. The prompt neutron decay constant α of six metal uranium configurations in Oak Ridge National Laboratory were calculated. α was also calculated by Burst-Neutron method and the result was consistent with the result of Rossi-α method. There is the difference between results of analog Monte-Carlo simulation and experiment, and the reasons for the difference is the gaps between uranium layers. The influence of gaps decrease as the sub-criticality deepens. The relative difference between results of analog Monte-Carlo simulation and experiment changes from 19% to 0.19%. (authors)
Monte Carlo calculations of thermodynamic properties of deuterium under high pressures
International Nuclear Information System (INIS)
Levashov, P R; Filinov, V S; BoTan, A; Fortov, V E; Bonitz, M
2008-01-01
Two different numerical approaches have been applied for calculations of shock Hugoniots and compression isentrope of deuterium: direct path integral Monte Carlo and reactive Monte Carlo. The results show good agreement between two methods at intermediate pressure which is an indication of correct accounting of dissociation effects in the direct path integral Monte Carlo method. Experimental data on both shock and quasi-isentropic compression of deuterium are well described by calculations. Thus dissociation of deuterium molecules in these experiments together with interparticle interaction play significant role
Monte Carlo simulated dynamical magnetization of single-chain magnets
Energy Technology Data Exchange (ETDEWEB)
Li, Jun; Liu, Bang-Gui, E-mail: bgliu@iphy.ac.cn
2015-03-15
Here, a dynamical Monte-Carlo (DMC) method is used to study temperature-dependent dynamical magnetization of famous Mn{sub 2}Ni system as typical example of single-chain magnets with strong magnetic anisotropy. Simulated magnetization curves are in good agreement with experimental results under typical temperatures and sweeping rates, and simulated coercive fields as functions of temperature are also consistent with experimental curves. Further analysis indicates that the magnetization reversal is determined by both thermal-activated effects and quantum spin tunnelings. These can help explore basic properties and applications of such important magnetic systems. - Highlights: • Monte Carlo simulated magnetization curves are in good agreement with experimental results. • Simulated coercive fields as functions of temperature are consistent with experimental results. • The magnetization reversal is understood in terms of the Monte Carlo simulations.
LCG MCDB - a Knowledgebase of Monte Carlo Simulated Events
Belov, S; Galkin, E; Gusev, A; Pokorski, Witold; Sherstnev, A V
2008-01-01
In this paper we report on LCG Monte Carlo Data Base (MCDB) and software which has been developed to operate MCDB. The main purpose of the LCG MCDB project is to provide a storage and documentation system for sophisticated event samples simulated for the LHC collaborations by experts. In many cases, the modern Monte Carlo simulation of physical processes requires expert knowledge in Monte Carlo generators or significant amount of CPU time to produce the events. MCDB is a knowledgebase mainly to accumulate simulated events of this type. The main motivation behind LCG MCDB is to make the sophisticated MC event samples available for various physical groups. All the data from MCDB is accessible in several convenient ways. LCG MCDB is being developed within the CERN LCG Application Area Simulation project.
Exponentially-convergent Monte Carlo via finite-element trial spaces
International Nuclear Information System (INIS)
Morel, Jim E.; Tooley, Jared P.; Blamer, Brandon J.
2011-01-01
Exponentially-Convergent Monte Carlo (ECMC) methods, also known as adaptive Monte Carlo and residual Monte Carlo methods, were the subject of intense research over a decade ago, but they never became practical for solving the realistic problems. We believe that the failure of previous efforts may be related to the choice of trial spaces that were global and thus highly oscillatory. As an alternative, we consider finite-element trial spaces, which have the ability to treat fully realistic problems. As a first step towards more general methods, we apply piecewise-linear trial spaces to the spatially-continuous two-stream transport equation. Using this approach, we achieve exponential convergence and computationally demonstrate several fundamental properties of finite-element based ECMC methods. Finally, our results indicate that the finite-element approach clearly deserves further investigation. (author)
A Monte-Carlo Benchmark of TRIPOLI-4® and MCNP on ITER neutronics
Blanchet, David; Pénéliau, Yannick; Eschbach, Romain; Fontaine, Bruno; Cantone, Bruno; Ferlet, Marc; Gauthier, Eric; Guillon, Christophe; Letellier, Laurent; Proust, Maxime; Mota, Fernando; Palermo, Iole; Rios, Luis; Guern, Frédéric Le; Kocan, Martin; Reichle, Roger
2017-09-01
Radiation protection and shielding studies are often based on the extensive use of 3D Monte-Carlo neutron and photon transport simulations. ITER organization hence recommends the use of MCNP-5 code (version 1.60), in association with the FENDL-2.1 neutron cross section data library, specifically dedicated to fusion applications. The MCNP reference model of the ITER tokamak, the `C-lite', is being continuously developed and improved. This article proposes to develop an alternative model, equivalent to the 'C-lite', but for the Monte-Carlo code TRIPOLI-4®. A benchmark study is defined to test this new model. Since one of the most critical areas for ITER neutronics analysis concerns the assessment of radiation levels and Shutdown Dose Rates (SDDR) behind the Equatorial Port Plugs (EPP), the benchmark is conducted to compare the neutron flux through the EPP. This problem is quite challenging with regard to the complex geometry and considering the important neutron flux attenuation ranging from 1014 down to 108 n•cm-2•s-1. Such code-to-code comparison provides independent validation of the Monte-Carlo simulations, improving the confidence in neutronic results.
Applications of the Monte Carlo simulation in dosimetry and medical physics problems
International Nuclear Information System (INIS)
Rojas C, E. L.
2010-01-01
At the present time the computers use to solve important problems extends to all the areas. These areas can be of social, economic, of engineering, of basic and applied science, etc. With and appropriate handling of computation programs and information can be carried out calculations and simulations of real models, to study them and to solve theoretical or application problems. The processes that contain random variables are susceptible of being approached with the Monte Carlo method. This is a numeric method that, thanks to the improvements in the processors of the computers, it can apply in many tasks more than what was made in the principles of their practical application (at the beginning of the decade of 1950). In this work the application of the Monte Carlo method will be approached in the simulation of the radiation interaction with the matter, to investigate dosimetric aspects of some problems that exist in the medical physics area. Also, contain an introduction about some historical data and some general concepts related with the Monte Carlo simulation are revised. (Author)
Monte Carlo Calculation of Sensitivities to Secondary Angular Distributions. Theory and Validation
International Nuclear Information System (INIS)
Perell, R. L.
2002-01-01
The basic methods for solution of the transport equation that are in practical use today are the discrete ordinates (SN) method, and the Monte Carlo (Monte Carlo) method. While the SN method is typically less computation time consuming, the Monte Carlo method is often preferred for detailed and general description of three-dimensional geometries, and for calculations using cross sections that are point-wise energy dependent. For analysis of experimental and calculated results, sensitivities are needed. Sensitivities to material parameters in general, and to the angular distribution of the secondary (scattered) neutrons in particular, can be calculated by well known SN methods, using the fluxes obtained from solution of the direct and the adjoint transport equations. Algorithms to calculate sensitivities to cross-sections with Monte Carlo methods have been known for quite a time. However, only just recently we have developed a general Monte Carlo algorithm for the calculation of sensitivities to the angular distribution of the secondary neutrons
Simplified monte carlo simulation for Beijing spectrometer
International Nuclear Information System (INIS)
Wang Taijie; Wang Shuqin; Yan Wuguang; Huang Yinzhi; Huang Deqiang; Lang Pengfei
1986-01-01
The Monte Carlo method based on the functionization of the performance of detectors and the transformation of values of kinematical variables into ''measured'' ones by means of smearing has been used to program the Monte Carlo simulation of the performance of the Beijing Spectrometer (BES) in FORTRAN language named BESMC. It can be used to investigate the multiplicity, the particle type, and the distribution of four-momentum of the final states of electron-positron collision, and also the response of the BES to these final states. Thus, it provides a measure to examine whether the overall design of the BES is reasonable and to decide the physical topics of the BES
Monte Carlo simulation of gas Cerenkov detectors
International Nuclear Information System (INIS)
Mack, J.M.; Jain, M.; Jordan, T.M.
1984-01-01
Theoretical study of selected gamma-ray and electron diagnostic necessitates coupling Cerenkov radiation to electron/photon cascades. A Cerenkov production model and its incorporation into a general geometry Monte Carlo coupled electron/photon transport code is discussed. A special optical photon ray-trace is implemented using bulk optical properties assigned to each Monte Carlo zone. Good agreement exists between experimental and calculated Cerenkov data in the case of a carbon-dioxide gas Cerenkov detector experiment. Cerenkov production and threshold data are presented for a typical carbon-dioxide gas detector that converts a 16.7 MeV photon source to Cerenkov light, which is collected by optics and detected by a photomultiplier
A positive-weight next-to-leading-order Monte Carlo for Z pair hadroproduction
International Nuclear Information System (INIS)
Nason, Paolo; Ridolfi, Giovanni
2006-01-01
We present a first application of a previously published method for the computation of QCD processes that is accurate at next-to-leading order, and that can be interfaced consistently to standard shower Monte Carlo programs. We have considered Z pair production in hadron-hadron collisions, a process whose complexity is sufficient to test the general applicability of the method. We have interfaced our result to the HERWIG and PYTHIA shower Monte Carlo programs. Previous work on next-to-leading order corrections in a shower Monte Carlo (the MC-NLO program) may involve the generation of events with negative weights, that are avoided with the present method. We have compared our results with those obtained with MC-NLO, and found remarkable consistency. Our method can also be used as a standalone, alternative implementation of QCD corrections, with the advantage of positivity, improved convergence, and next-to-leading logarithmic accuracy in the region of small transverse momentum of the radiated parton
Proton therapy analysis using the Monte Carlo method
Energy Technology Data Exchange (ETDEWEB)
Noshad, Houshyar [Center for Theoretical Physics and Mathematics, AEOI, P.O. Box 14155-1339, Tehran (Iran, Islamic Republic of)]. E-mail: hnoshad@aeoi.org.ir; Givechi, Nasim [Islamic Azad University, Science and Research Branch, Tehran (Iran, Islamic Republic of)
2005-10-01
The range and straggling data obtained from the transport of ions in matter (TRIM) computer program were used to determine the trajectories of monoenergetic 60 MeV protons in muscle tissue by using the Monte Carlo technique. The appropriate profile for the shape of a proton pencil beam in proton therapy as well as the dose deposited in the tissue were computed. The good agreements between our results as compared with the corresponding experimental values are presented here to show the reliability of our Monte Carlo method.
Alexander, Andrew William
Within the field of medical physics, Monte Carlo radiation transport simulations are considered to be the most accurate method for the determination of dose distributions in patients. The McGill Monte Carlo treatment planning system (MMCTP), provides a flexible software environment to integrate Monte Carlo simulations with current and new treatment modalities. A developing treatment modality called energy and intensity modulated electron radiotherapy (MERT) is a promising modality, which has the fundamental capabilities to enhance the dosimetry of superficial targets. An objective of this work is to advance the research and development of MERT with the end goal of clinical use. To this end, we present the MMCTP system with an integrated toolkit for MERT planning and delivery of MERT fields. Delivery is achieved using an automated "few leaf electron collimator" (FLEC) and a controller. Aside from the MERT planning toolkit, the MMCTP system required numerous add-ons to perform the complex task of large-scale autonomous Monte Carlo simulations. The first was a DICOM import filter, followed by the implementation of DOSXYZnrc as a dose calculation engine and by logic methods for submitting and updating the status of Monte Carlo simulations. Within this work we validated the MMCTP system with a head and neck Monte Carlo recalculation study performed by a medical dosimetrist. The impact of MMCTP lies in the fact that it allows for systematic and platform independent large-scale Monte Carlo dose calculations for different treatment sites and treatment modalities. In addition to the MERT planning tools, various optimization algorithms were created external to MMCTP. The algorithms produced MERT treatment plans based on dose volume constraints that employ Monte Carlo pre-generated patient-specific kernels. The Monte Carlo kernels are generated from patient-specific Monte Carlo dose distributions within MMCTP. The structure of the MERT planning toolkit software and
Monte Carlo simulations on a 9-node PC cluster
International Nuclear Information System (INIS)
Gouriou, J.
2001-01-01
Monte Carlo simulation methods are frequently used in the fields of medical physics, dosimetry and metrology of ionising radiation. Nevertheless, the main drawback of this technique is to be computationally slow, because the statistical uncertainty of the result improves only as the square root of the computational time. We present a method, which allows to reduce by a factor 10 to 20 the used effective running time. In practice, the aim was to reduce the calculation time in the LNHB metrological applications from several weeks to a few days. This approach includes the use of a PC-cluster, under Linux operating system and PVM parallel library (version 3.4). The Monte Carlo codes EGS4, MCNP and PENELOPE have been implemented on this platform and for the two last ones adapted for running under the PVM environment. The maximum observed speedup is ranging from a factor 13 to 18 according to the codes and the problems to be simulated. (orig.)
Modeling Dynamic Objects in Monte Carlo Particle Transport Calculations
International Nuclear Information System (INIS)
Yegin, G.
2008-01-01
In this study, the Multi-Geometry geometry modeling technique was improved in order to handle moving objects in a Monte Carlo particle transport calculation. In the Multi-Geometry technique, the geometry is a superposition of objects not surfaces. By using this feature, we developed a new algorithm which allows a user to make enable or disable geometry elements during particle transport. A disabled object can be ignored at a certain stage of a calculation and switching among identical copies of the same object located adjacent poins during a particle simulation corresponds to the movement of that object in space. We called this powerfull feature as Dynamic Multi-Geometry technique (DMG) which is used for the first time in Brachy Dose Monte Carlo code to simulate HDR brachytherapy treatment systems. Our results showed that having disabled objects in a geometry does not effect calculated dose values. This technique is also suitable to be used in other areas such as IMRT treatment planning systems
A contribution to the Monte Carlo method in the reactor theory
International Nuclear Information System (INIS)
Lieberoth, J.
1976-01-01
The report gives a contribution to the further development of the Monte-Carlo Method to solve the neutron transport problem. The necessary fundamentals, mainly of statistical nature, are collected and partly derived, such as the statistical weight, the use of random numbers or the Monte-Carlo integration method. Special emphasis is put on the so-called team-method, which will help to reduce the statistical error of Monte-Carlo estimates, and on the path-method, which can be used to calculate the neutron fluxes in pre-defined local points
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
Direct Monte Carlo simulation of nanoscale mixed gas bearings
Directory of Open Access Journals (Sweden)
Kyaw Sett Myo
2015-06-01
Full Text Available The conception of sealed hard drives with helium gas mixture has been recently suggested over the current hard drives for achieving higher reliability and less position error. Therefore, it is important to understand the effects of different helium gas mixtures on the slider bearing characteristics in the head–disk interface. In this article, the helium/air and helium/argon gas mixtures are applied as the working fluids and their effects on the bearing characteristics are studied using the direct simulation Monte Carlo method. Based on direct simulation Monte Carlo simulations, the physical properties of these gas mixtures such as mean free path and dynamic viscosity are achieved and compared with those obtained from theoretical models. It is observed that both results are comparable. Using these gas mixture properties, the bearing pressure distributions are calculated under different fractions of helium with conventional molecular gas lubrication models. The outcomes reveal that the molecular gas lubrication results could have relatively good agreement with those of direct simulation Monte Carlo simulations, especially for pure air, helium, or argon gas cases. For gas mixtures, the bearing pressures predicted by molecular gas lubrication model are slightly larger than those from direct simulation Monte Carlo simulation.
Monte Carlo: in the beginning and some great expectations
International Nuclear Information System (INIS)
Metropolis, N.
1985-01-01
The central theme will be on the historical setting and origins of the Monte Carlo Method. The scene was post-war Los Alamos Scientific Laboratory. There was an inevitability about the Monte Carlo Event: the ENIAC had recently enjoyed its meteoric rise (on a classified Los Alamos problem); Stan Ulam had returned to Los Alamos; John von Neumann was a frequent visitor. Techniques, algorithms, and applications developed rapidly at Los Alamos. Soon, the fascination of the Method reached wider horizons. The first paper was submitted for publication in the spring of 1949. In the summer of 1949, the first open conference was held at the University of California at Los Angeles. Of some interst perhaps is an account of Fermi's earlier, independent application in neutron moderation studies while at the University of Rome. The quantum leap expected with the advent of massively parallel processors will provide stimuli for very ambitious applications of the Monte Carlo Method in disciplines ranging from field theories to cosmology, including more realistic models in the neurosciences. A structure of multi-instruction sets for parallel processing is ideally suited for the Monte Carlo approach. One may even hope for a modest hardening of the soft sciences
A Monte Carlo simulation model for stationary non-Gaussian processes
DEFF Research Database (Denmark)
Grigoriu, M.; Ditlevsen, Ove Dalager; Arwade, S. R.
2003-01-01
includes translation processes and is useful for both Monte Carlo simulation and analytical studies. As for translation processes, the mixture of translation processes can have a wide range of marginal distributions and correlation functions. Moreover, these processes can match a broader range of second...... athe proposed Monte Carlo algorithm and compare features of translation processes and mixture of translation processes. Keywords: Monte Carlo simulation, non-Gaussian processes, sampling theorem, stochastic processes, translation processes......A class of stationary non-Gaussian processes, referred to as the class of mixtures of translation processes, is defined by their finite dimensional distributions consisting of mixtures of finite dimensional distributions of translation processes. The class of mixtures of translation processes...
A Monte Carlo burnup code linking MCNP and REBUS
International Nuclear Information System (INIS)
Hanan, N.A.; Olson, A.P.; Pond, R.B.; Matos, J.E.
1998-01-01
The REBUS-3 burnup code, used in the anl RERTR Program, is a very general code that uses diffusion theory (DIF3D) to obtain the fluxes required for reactor burnup analyses. Diffusion theory works well for most reactors. However, to include the effects of exact geometry and strong absorbers that are difficult to model using diffusion theory, a Monte Carlo method is required. MCNP, a general-purpose, generalized-geometry, time-dependent, Monte Carlo transport code, is the most widely used Monte Carlo code. This paper presents a linking of the MCNP code and the REBUS burnup code to perform these difficult analyses. The linked code will permit the use of the full capabilities of REBUS which include non-equilibrium and equilibrium burnup analyses. Results of burnup analyses using this new linked code are also presented. (author)
A Monte Carlo burnup code linking MCNP and REBUS
International Nuclear Information System (INIS)
Hanan, N. A.
1998-01-01
The REBUS-3 burnup code, used in the ANL RERTR Program, is a very general code that uses diffusion theory (DIF3D) to obtain the fluxes required for reactor burnup analyses. Diffusion theory works well for most reactors. However, to include the effects of exact geometry and strong absorbers that are difficult to model using diffusion theory, a Monte Carlo method is required. MCNP, a general-purpose, generalized-geometry, time-dependent, Monte Carlo transport code, is the most widely used Monte Carlo code. This paper presents a linking of the MCNP code and the REBUS burnup code to perform these difficult burnup analyses. The linked code will permit the use of the full capabilities of REBUS which include non-equilibrium and equilibrium burnup analyses. Results of burnup analyses using this new linked code are also presented
Review of quantum Monte Carlo methods and results for Coulombic systems
International Nuclear Information System (INIS)
Ceperley, D.
1983-01-01
The various Monte Carlo methods for calculating ground state energies are briefly reviewed. Then a summary of the charged systems that have been studied with Monte Carlo is given. These include the electron gas, small molecules, a metal slab and many-body hydrogen
Enhanced Monte-Carlo-Linked Depletion Capabilities in MCNPX
International Nuclear Information System (INIS)
Fensin, Michael L.; Hendricks, John S.; Anghaie, Samim
2006-01-01
As advanced reactor concepts challenge the accuracy of current modeling technologies, a higher-fidelity depletion calculation is necessary to model time-dependent core reactivity properly for accurate cycle length and safety margin determinations. The recent integration of CINDER90 into the MCNPX Monte Carlo radiation transport code provides a completely self-contained Monte-Carlo-linked depletion capability. Two advances have been made in the latest MCNPX capability based on problems observed in pre-released versions: continuous energy collision density tracking and proper fission yield selection. Pre-released versions of the MCNPX depletion code calculated the reaction rates for (n,2n), (n,3n), (n,p), (n,a), and (n,?) by matching the MCNPX steady-state 63-group flux with 63-group cross sections inherent in the CINDER90 library and then collapsing to one-group collision densities for the depletion calculation. This procedure led to inaccuracies due to the miscalculation of the reaction rates resulting from the collapsed multi-group approach. The current version of MCNPX eliminates this problem by using collapsed one-group collision densities generated from continuous energy reaction rates determined during the MCNPX steady-state calculation. MCNPX also now explicitly determines the proper fission yield to be used by the CINDER90 code for the depletion calculation. The CINDER90 code offers a thermal, fast, and high-energy fission yield for each fissile isotope contained in the CINDER90 data file. MCNPX determines which fission yield to use for a specified problem by calculating the integral fission rate for the defined energy boundaries (thermal, fast, and high energy), determining which energy range contains the majority of fissions, and then selecting the appropriate fission yield for the energy range containing the majority of fissions. The MCNPX depletion capability enables complete, relatively easy-to-use depletion calculations in a single Monte Carlo code
Monte Carlo Numerical Models for Nuclear Logging Applications
Directory of Open Access Journals (Sweden)
Fusheng Li
2012-06-01
Full Text Available Nuclear logging is one of most important logging services provided by many oil service companies. The main parameters of interest are formation porosity, bulk density, and natural radiation. Other services are also provided from using complex nuclear logging tools, such as formation lithology/mineralogy, etc. Some parameters can be measured by using neutron logging tools and some can only be measured by using a gamma ray tool. To understand the response of nuclear logging tools, the neutron transport/diffusion theory and photon diffusion theory are needed. Unfortunately, for most cases there are no analytical answers if complex tool geometry is involved. For many years, Monte Carlo numerical models have been used by nuclear scientists in the well logging industry to address these challenges. The models have been widely employed in the optimization of nuclear logging tool design, and the development of interpretation methods for nuclear logs. They have also been used to predict the response of nuclear logging systems for forward simulation problems. In this case, the system parameters including geometry, materials and nuclear sources, etc., are pre-defined and the transportation and interactions of nuclear particles (such as neutrons, photons and/or electrons in the regions of interest are simulated according to detailed nuclear physics theory and their nuclear cross-section data (probability of interacting. Then the deposited energies of particles entering the detectors are recorded and tallied and the tool responses to such a scenario are generated. A general-purpose code named Monte Carlo N– Particle (MCNP has been the industry-standard for some time. In this paper, we briefly introduce the fundamental principles of Monte Carlo numerical modeling and review the physics of MCNP. Some of the latest developments of Monte Carlo Models are also reviewed. A variety of examples are presented to illustrate the uses of Monte Carlo numerical models
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.
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.
Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy
Sharma, Sanjib
2017-08-01
Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis. Finally, we discuss advanced ideas that enable us to tackle complex problems and thus hold great promise for the future. We also distribute downloadable computer software (available at https://github.com/sanjibs/bmcmc/ ) that implements some of the algorithms and examples discussed here.
Validation of cross sections for Monte Carlo simulation of the photoelectric effect
Han, Min Cheol; Pia, Maria Grazia; Basaglia, Tullio; Batic, Matej; Hoff, Gabriela; Kim, Chan Hyeong; Saracco, Paolo
2016-01-01
Several total and partial photoionization cross section calculations, based on both theoretical and empirical approaches, are quantitatively evaluated with statistical analyses using a large collection of experimental data retrieved from the literature to identify the state of the art for modeling the photoelectric effect in Monte Carlo particle transport. Some of the examined cross section models are available in general purpose Monte Carlo systems, while others have been implemented and subjected to validation tests for the first time to estimate whether they could improve the accuracy of particle transport codes. The validation process identifies Scofield's 1973 non-relativistic calculations, tabulated in the Evaluated Photon Data Library(EPDL), as the one best reproducing experimental measurements of total cross sections. Specialized total cross section models, some of which derive from more recent calculations, do not provide significant improvements. Scofield's non-relativistic calculations are not surp...
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
Monte Carlo simulation of boron-ion implantation into single-crystal silicon
International Nuclear Information System (INIS)
Klein, K.M.
1991-01-01
A physically based Monte Carlo boron implantation model developed comprehends previously neglected but important implant parameters such as native oxide layers, wafer temperature, beam divergence, tilt angle, rotation (twist) angle, and dose, in addition to energy. This model uses as its foundation the MARLOWE Monte Carlo simulation code developed at Oak Ridge National Laboratory for the analysis of radiation effects in materials. This code was carefully adapted for the simulation of ion implantation, and a number of significant improvements have been made, including the addition of atomic pair specific interatomic potentials, the implementation of a newly developed local electron concentration dependent electronic stopping model, and the implementation of a newly developed cumulative damage model. This improved version of the code, known as UT-MARLOWE, allows boron implantation profiles to be accurately predicted as a function of energy, tilt angle, rotation angle, and dose. This code has also been used in the development and implementation of an accurate and efficient two-dimensional boron implantation model
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.
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...
A new method to assess the statistical convergence of monte carlo solutions
International Nuclear Information System (INIS)
Forster, R.A.
1991-01-01
Accurate Monte Carlo confidence intervals (CIs), which are formed with an estimated mean and an estimated standard deviation, can only be created when the number of particle histories N becomes large enough so that the central limit theorem can be applied. The Monte Carlo user has a limited number of marginal methods to assess the fulfillment of this condition, such as statistical error reduction proportional to 1/√N with error magnitude guidelines and third and fourth moment estimators. A new method is presented here to assess the statistical convergence of Monte Carlo solutions by analyzing the shape of the empirical probability density function (PDF) of history scores. Related work in this area includes the derivation of analytic score distributions for a two-state Monte Carlo problem. Score distribution histograms have been generated to determine when a small number of histories accounts for a large fraction of the result. This summary describes initial studies of empirical Monte Carlo history score PDFs created from score histograms of particle transport simulations. 7 refs., 1 fig
Initial Assessment of Parallelization of Monte Carlo Calculation using Graphics Processing Units
International Nuclear Information System (INIS)
Choi, Sung Hoon; Joo, Han Gyu
2009-01-01
Monte Carlo (MC) simulation is an effective tool for calculating neutron transports in complex geometry. However, because Monte Carlo simulates each neutron behavior one by one, it takes a very long computing time if enough neutrons are used for high precision of calculation. Accordingly, methods that reduce the computing time are required. In a Monte Carlo code, parallel calculation is well-suited since it simulates the behavior of each neutron independently and thus parallel computation is natural. The parallelization of the Monte Carlo codes, however, was done using multi CPUs. By the global demand for high quality 3D graphics, the Graphics Processing Unit (GPU) has developed into a highly parallel, multi-core processor. This parallel processing capability of GPUs can be available to engineering computing once a suitable interface is provided. Recently, NVIDIA introduced CUDATM, a general purpose parallel computing architecture. CUDA is a software environment that allows developers to manage GPU using C/C++ or other languages. In this work, a GPU-based Monte Carlo is developed and the initial assessment of it parallel performance is investigated
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)
The specific bias in dynamic Monte Carlo simulations of nuclear reactors
International Nuclear Information System (INIS)
Yamamoto, T.; Endo, H.; Ishizu, T.; Tatewaki, I.
2013-01-01
During the development of Monte-Carlo-based dynamic code system, we have encountered two major Monte-Carlo-specific problems. One is the break down due to 'false super-criticality' which is caused by an accidentally large eigenvalue due to statistical error in spite of the fact that the reactor is actually not critical. The other problem, which is the main topic in this paper, is that the statistical error in power level using the reactivity calculated with Monte Carlo code is not symmetric about its mean but always positively biased. This signifies that the bias is accumulated as the calculation proceeds and consequently results in an over-estimation of the final power level. It should be noted that the bias will not be eliminated by refining the time step as long as the variance is not zero. A preliminary investigation on this matter using the one-group-precursor point kinetic equations was made and it was concluded that the bias in power level is approximately proportional to the product of variance in Monte Carlo calculation and elapsed time. This conclusion was verified with some numerical experiments. This outcome is important in quantifying the required precision of the Monte-Carlo-based reactivity calculations. (authors)
Monte Carlo method to characterize radioactive waste drums
International Nuclear Information System (INIS)
Lima, Josenilson B.; Dellamano, Jose C.; Potiens Junior, Ademar J.
2013-01-01
Non-destructive methods for radioactive waste drums characterization have being developed in the Waste Management Department (GRR) at Nuclear and Energy Research Institute IPEN. This study was conducted as part of the radioactive wastes characterization program in order to meet specifications and acceptance criteria for final disposal imposed by regulatory control by gamma spectrometry. One of the main difficulties in the detectors calibration process is to obtain the counting efficiencies that can be solved by the use of mathematical techniques. The aim of this work was to develop a methodology to characterize drums using gamma spectrometry and Monte Carlo method. Monte Carlo is a widely used mathematical technique, which simulates the radiation transport in the medium, thus obtaining the efficiencies calibration of the detector. The equipment used in this work is a heavily shielded Hyperpure Germanium (HPGe) detector coupled with an electronic setup composed of high voltage source, amplifier and multiport multichannel analyzer and MCNP software for Monte Carlo simulation. The developing of this methodology will allow the characterization of solid radioactive wastes packed in drums and stored at GRR. (author)
Monte Carlo calculations of electron transport on microcomputers
International Nuclear Information System (INIS)
Chung, Manho; Jester, W.A.; Levine, S.H.; Foderaro, A.H.
1990-01-01
In the work described in this paper, the Monte Carlo program ZEBRA, developed by Berber and Buxton, was converted to run on the Macintosh computer using Microsoft BASIC to reduce the cost of Monte Carlo calculations using microcomputers. Then the Eltran2 program was transferred to an IBM-compatible computer. Turbo BASIC and Microsoft Quick BASIC have been used on the IBM-compatible Tandy 4000SX computer. The paper shows the running speed of the Monte Carlo programs on the different computers, normalized to one for Eltran2 on the Macintosh-SE or Macintosh-Plus computer. Higher values refer to faster running times proportionally. Since Eltran2 is a one-dimensional program, it calculates energy deposited in a semi-infinite multilayer slab. Eltran2 has been modified to a two-dimensional program called Eltran3 to computer more accurately the case with a point source, a small detector, and a short source-to-detector distance. The running time of Eltran3 is about twice as long as that of Eltran2 for a similar case
pyNSMC: A Python Module for Null-Space Monte Carlo Uncertainty Analysis
White, J.; Brakefield, L. K.
2015-12-01
The null-space monte carlo technique is a non-linear uncertainty analyses technique that is well-suited to high-dimensional inverse problems. While the technique is powerful, the existing workflow for completing null-space monte carlo is cumbersome, requiring the use of multiple commandline utilities, several sets of intermediate files and even a text editor. pyNSMC is an open-source python module that automates the workflow of null-space monte carlo uncertainty analyses. The module is fully compatible with the PEST and PEST++ software suites and leverages existing functionality of pyEMU, a python framework for linear-based uncertainty analyses. pyNSMC greatly simplifies the existing workflow for null-space monte carlo by taking advantage of object oriented design facilities in python. The core of pyNSMC is the ensemble class, which draws and stores realized random vectors and also provides functionality for exporting and visualizing results. By relieving users of the tedium associated with file handling and command line utility execution, pyNSMC instead focuses the user on the important steps and assumptions of null-space monte carlo analysis. Furthermore, pyNSMC facilitates learning through flow charts and results visualization, which are available at many points in the algorithm. The ease-of-use of the pyNSMC workflow is compared to the existing workflow for null-space monte carlo for a synthetic groundwater model with hundreds of estimable parameters.
Safety assessment of infrastructures using a new Bayesian Monte Carlo method
Rajabali Nejad, Mohammadreza; Demirbilek, Z.
2011-01-01
A recently developed Bayesian Monte Carlo (BMC) method and its application to safety assessment of structures are described in this paper. We use a one-dimensional BMC method that was proposed in 2009 by Rajabalinejad in order to develop a weighted logical dependence between successive Monte Carlo
A smart Monte Carlo procedure for production costing and uncertainty analysis
International Nuclear Information System (INIS)
Parker, C.; Stremel, J.
1996-01-01
Electric utilities using chronological production costing models to decide whether to buy or sell power over the next week or next few weeks need to determine potential profits or losses under a number of uncertainties. A large amount of money can be at stake--often $100,000 a day or more--and one party of the sale must always take on the risk. In the case of fixed price ($/MWh) contracts, the seller accepts the risk. In the case of cost plus contracts, the buyer must accept the risk. So, modeling uncertainty and understanding the risk accurately can improve the competitive edge of the user. This paper investigates an efficient procedure for representing risks and costs from capacity outages. Typically, production costing models use an algorithm based on some form of random number generator to select resources as available or on outage. These algorithms allow experiments to be repeated and gains and losses to be observed in a short time. The authors perform several experiments to examine the capability of three unit outage selection methods and measures their results. Specifically, a brute force Monte Carlo procedure, a Monte Carlo procedure with Latin Hypercube sampling, and a Smart Monte Carlo procedure with cost stratification and directed sampling are examined
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.
Directory of Open Access Journals (Sweden)
Marcos Roberto Gois de Oliveira
2013-01-01
Full Text Available Among the various business valuation methodologies, the discounted cash flow is still the most adopted nowadays on both academic and professional environment. Although many authors support thatmethodology as the most adequate one for business valuation, its projective feature implies in an uncertaintyissue presents in all financial models based on future expectations, the risk that the projected assumptionsdoes not occur. One of the alternatives to measure the risk inherent to the discounted cash flow valuation isto add Monte Carlo Simulation to the deterministic business valuation model in order to create a stochastic model, which can perform a statistic analysis of risk. The objective of this work was to evaluate thepertinence regarding the Monte Carlo Simulation adoption to measure the uncertainty inherent to the business valuation using discounted cash flow, identifying whether the Monte Carlo simulation enhance theaccuracy of this asset pricing methodology. The results of this work assures the operational e icacy ofdiscounted cash flow business valuation using Monte Carlo Simulation, confirming that the adoption of thatmethodology allows a relevant enhancement of the results in comparison with those obtained by using thedeterministic business valuation model.Dentre as diversas metodologias de avaliação de empresas, a avaliação por fluxo de caixa descontadocontinua sendo a mais adotada na atualidade, tanto no meio acadêmico como no profissional. Embora essametodologia seja considerada por diversos autores como a mais adequada para a avaliação de empresas no contexto atual, seu caráter projetivo remete a um componente de incerteza presente em todos os modelos baseados em expectativas futuras o risco de as premissas de projeção adotadas não se concretizarem. Uma das alternativas para a mensuração do risco inerente à avaliação de empresas pelo fluxo de caixa descontadoconsiste na incorporação da Simulação de Monte
Optimised Iteration in Coupled Monte Carlo - Thermal-Hydraulics Calculations
Hoogenboom, J. Eduard; Dufek, Jan
2014-06-01
This paper describes an optimised iteration scheme for the number of neutron histories and the relaxation factor in successive iterations of coupled Monte Carlo and thermal-hydraulic reactor calculations based on the stochastic iteration method. The scheme results in an increasing number of neutron histories for the Monte Carlo calculation in successive iteration steps and a decreasing relaxation factor for the spatial power distribution to be used as input to the thermal-hydraulics calculation. The theoretical basis is discussed in detail and practical consequences of the scheme are shown, among which a nearly linear increase per iteration of the number of cycles in the Monte Carlo calculation. The scheme is demonstrated for a full PWR type fuel assembly. Results are shown for the axial power distribution during several iteration steps. A few alternative iteration method are also tested and it is concluded that the presented iteration method is near optimal.
Optimized iteration in coupled Monte-Carlo - Thermal-hydraulics calculations
International Nuclear Information System (INIS)
Hoogenboom, J.E.; Dufek, J.
2013-01-01
This paper describes an optimised iteration scheme for the number of neutron histories and the relaxation factor in successive iterations of coupled Monte Carlo and thermal-hydraulic reactor calculations based on the stochastic iteration method. The scheme results in an increasing number of neutron histories for the Monte Carlo calculation in successive iteration steps and a decreasing relaxation factor for the spatial power distribution to be used as input to the thermal-hydraulics calculation. The theoretical basis is discussed in detail and practical consequences of the scheme are shown, among which a nearly linear increase per iteration of the number of cycles in the Monte Carlo calculation. The scheme is demonstrated for a full PWR type fuel assembly. Results are shown for the axial power distribution during several iteration steps. A few alternative iteration methods are also tested and it is concluded that the presented iteration method is near optimal. (authors)
Profit Forecast Model Using Monte Carlo Simulation in Excel
Directory of Open Access Journals (Sweden)
Petru BALOGH
2014-01-01
Full Text Available Profit forecast is very important for any company. The purpose of this study is to provide a method to estimate the profit and the probability of obtaining the expected profit. Monte Carlo methods are stochastic techniques–meaning they are based on the use of random numbers and probability statistics to investigate problems. Monte Carlo simulation furnishes the decision-maker with a range of possible outcomes and the probabilities they will occur for any choice of action. Our example of Monte Carlo simulation in Excel will be a simplified profit forecast model. Each step of the analysis will be described in detail. The input data for the case presented: the number of leads per month, the percentage of leads that result in sales, , the cost of a single lead, the profit per sale and fixed cost, allow obtaining profit and associated probabilities of achieving.
Calibration and Monte Carlo modelling of neutron long counters
Tagziria, H
2000-01-01
The Monte Carlo technique has become a very powerful tool in radiation transport as full advantage is taken of enhanced cross-section data, more powerful computers and statistical techniques, together with better characterisation of neutron and photon source spectra. At the National Physical Laboratory, calculations using the Monte Carlo radiation transport code MCNP-4B have been combined with accurate measurements to characterise two long counters routinely used to standardise monoenergetic neutron fields. New and more accurate response function curves have been produced for both long counters. A novel approach using Monte Carlo methods has been developed, validated and used to model the response function of the counters and determine more accurately their effective centres, which have always been difficult to establish experimentally. Calculations and measurements agree well, especially for the De Pangher long counter for which details of the design and constructional material are well known. The sensitivit...
Adaptive anisotropic diffusion filtering of Monte Carlo dose distributions
International Nuclear Information System (INIS)
Miao Binhe; Jeraj, Robert; Bao Shanglian; Mackie, Thomas R
2003-01-01
The Monte Carlo method is the most accurate method for radiotherapy dose calculations, if used correctly. However, any Monte Carlo dose calculation is burdened with statistical noise. In this paper, denoising of Monte Carlo dose distributions with a three-dimensional adaptive anisotropic diffusion method was investigated. The standard anisotropic diffusion method was extended by changing the filtering parameters adaptively according to the local statistical noise. Smoothing of dose distributions with different noise levels in an inhomogeneous phantom, a conventional and an IMRT treatment case is shown. The resultant dose distributions were analysed using several evaluating criteria. It is shown that the adaptive anisotropic diffusion method can reduce statistical noise significantly (two to five times, corresponding to the reduction of simulation time by a factor of up to 20), while preserving important gradients of the dose distribution well. The choice of free parameters of the method was found to be fairly robust
A variance-reduced electrothermal Monte Carlo method for semiconductor device simulation
Energy Technology Data Exchange (ETDEWEB)
Muscato, Orazio; Di Stefano, Vincenza [Univ. degli Studi di Catania (Italy). Dipt. di Matematica e Informatica; Wagner, Wolfgang [Weierstrass-Institut fuer Angewandte Analysis und Stochastik (WIAS) Leibniz-Institut im Forschungsverbund Berlin e.V., Berlin (Germany)
2012-11-01
This paper is concerned with electron transport and heat generation in semiconductor devices. An improved version of the electrothermal Monte Carlo method is presented. This modification has better approximation properties due to reduced statistical fluctuations. The corresponding transport equations are provided and results of numerical experiments are presented.
Monte Carlo simulation of tomography techniques using the platform Gate
International Nuclear Information System (INIS)
Barbouchi, Asma
2007-01-01
Simulations play a key role in functional imaging, with applications ranging from scanner design, scatter correction, protocol optimisation. GATE (Geant4 for Application Tomography Emission) is a platform for Monte Carlo Simulation. It is based on Geant4 to generate and track particles, to model geometry and physics process. Explicit modelling of time includes detector motion, time of flight, tracer kinetics. Interfaces to voxellised models and image reconstruction packages improve the integration of GATE in the global modelling cycle. In this work Monte Carlo simulations are used to understand and optimise the gamma camera's performances. We study the effect of the distance between source and collimator, the diameter of the holes and the thick of the collimator on the spatial resolution, energy resolution and efficiency of the gamma camera. We also study the reduction of simulation's time and implement a model of left ventricle in GATE. (Author). 7 refs
Haji Ali, Abdul Lateef
2016-01-08
I discuss using single level and multilevel Monte Carlo methods to compute quantities of interests of a stochastic particle system in the mean-field. In this context, the stochastic particles follow a coupled system of Ito stochastic differential equations (SDEs). Moreover, this stochastic particle system converges to a stochastic mean-field limit as the number of particles tends to infinity. I start by recalling the results of applying different versions of Multilevel Monte Carlo (MLMC) for particle systems, both with respect to time steps and the number of particles and using a partitioning estimator. Next, I expand on these results by proposing the use of our recent Multi-index Monte Carlo method to obtain improved convergence rates.
Haji Ali, Abdul Lateef
2016-01-01
I discuss using single level and multilevel Monte Carlo methods to compute quantities of interests of a stochastic particle system in the mean-field. In this context, the stochastic particles follow a coupled system of Ito stochastic differential equations (SDEs). Moreover, this stochastic particle system converges to a stochastic mean-field limit as the number of particles tends to infinity. I start by recalling the results of applying different versions of Multilevel Monte Carlo (MLMC) for particle systems, both with respect to time steps and the number of particles and using a partitioning estimator. Next, I expand on these results by proposing the use of our recent Multi-index Monte Carlo method to obtain improved convergence rates.
MONK - a general purpose Monte Carlo neutronics program
International Nuclear Information System (INIS)
Sherriffs, V.S.W.
1978-01-01
MONK is a Monte Carlo neutronics code written principally for criticality calculations relevant to the transport, storage, and processing of fissile material. The code exploits the ability of the Monte Carlo method to represent complex shapes with very great accuracy. The nuclear data used is derived from the UK Nuclear Data File processed to the required format by a subsidiary program POND. A general description is given of the MONK code together with the subsidiary program SCAN which produces diagrams of the system specified. Details of the data input required by MONK and SCAN are also given. (author)
Monte Carlo source convergence and the Whitesides problem
International Nuclear Information System (INIS)
Blomquist, R. N.
2000-01-01
The issue of fission source convergence in Monte Carlo eigenvalue calculations is of interest because of the potential consequences of erroneous criticality safety calculations. In this work, the authors compare two different techniques to improve the source convergence behavior of standard Monte Carlo calculations applied to challenging source convergence problems. The first method, super-history powering, attempts to avoid discarding important fission sites between generations by delaying stochastic sampling of the fission site bank until after several generations of multiplication. The second method, stratified sampling of the fission site bank, explicitly keeps the important sites even if conventional sampling would have eliminated them. The test problems are variants of Whitesides' Criticality of the World problem in which the fission site phase space was intentionally undersampled in order to induce marginally intolerable variability in local fission site populations. Three variants of the problem were studied, each with a different degree of coupling between fissionable pieces. Both the superhistory powering method and the stratified sampling method were shown to improve convergence behavior, although stratified sampling is more robust for the extreme case of no coupling. Neither algorithm completely eliminates the loss of the most important fissionable piece, and if coupling is absent, the lost piece cannot be recovered unless its sites from earlier generations have been retained. Finally, criteria for measuring source convergence reliability are proposed and applied to the test problems
Monte Carlo simulation with the Gate software using grid computing
International Nuclear Information System (INIS)
Reuillon, R.; Hill, D.R.C.; Gouinaud, C.; El Bitar, Z.; Breton, V.; Buvat, I.
2009-03-01
Monte Carlo simulations are widely used in emission tomography, for protocol optimization, design of processing or data analysis methods, tomographic reconstruction, or tomograph design optimization. Monte Carlo simulations needing many replicates to obtain good statistical results can be easily executed in parallel using the 'Multiple Replications In Parallel' approach. However, several precautions have to be taken in the generation of the parallel streams of pseudo-random numbers. In this paper, we present the distribution of Monte Carlo simulations performed with the GATE software using local clusters and grid computing. We obtained very convincing results with this large medical application, thanks to the EGEE Grid (Enabling Grid for E-science), achieving in one week computations that could have taken more than 3 years of processing on a single computer. This work has been achieved thanks to a generic object-oriented toolbox called DistMe which we designed to automate this kind of parallelization for Monte Carlo simulations. This toolbox, written in Java is freely available on SourceForge and helped to ensure a rigorous distribution of pseudo-random number streams. It is based on the use of a documented XML format for random numbers generators statuses. (authors)
Biasing anisotropic scattering kernels for deep-penetration Monte Carlo calculations
International Nuclear Information System (INIS)
Carter, L.L.; Hendricks, J.S.
1983-01-01
The exponential transform is often used to improve the efficiency of deep-penetration Monte Carlo calculations. This technique is usually implemented by biasing the distance-to-collision kernel of the transport equation, but leaving the scattering kernel unchanged. Dwivedi obtained significant improvements in efficiency by biasing an isotropic scattering kernel as well as the distance-to-collision kernel. This idea is extended to anisotropic scattering, particularly the highly forward Klein-Nishina scattering of gamma rays
Two improved Monte Carlo photon cross section techniques
International Nuclear Information System (INIS)
Scudiere, M.B.
1978-01-01
Truncated series of Legendre coefficients and polynomials are often used in multigroup transport computer codes to describe group-to-group angular density transfer functions. Imposition of group structure on the energy continuum may create discontinuities in the first derivative of these functions. Because of the nature of these discontinuities efficient and accurate full-range polynomial expansions are not practically obtainable. Two separate and distinct methods for Monte Carlo photon transport are presented which eliminate essentially all major disadvantages of truncated expansions. In the first method, partial-range expansions are applied between the discontinuities. Here accurate low-order representations are obtained, which yield modest savings in computer charges. The second method employs unique properties of functions to replace them with a few smooth well-behaved representations. This method brings about a considerable savings in computer memory requirements. In addition, accuracy of the first method is maintained, while execution times are reduced even further
International Nuclear Information System (INIS)
Hoogenboom, J. Eduard
2003-01-01
Adjoint Monte Carlo may be a useful alternative to regular Monte Carlo calculations in cases where a small detector inhibits an efficient Monte Carlo calculation as only very few particle histories will cross the detector. However, in general purpose Monte Carlo codes, normally only the multigroup form of adjoint Monte Carlo is implemented. In this article the general methodology for continuous-energy adjoint Monte Carlo neutron transport is reviewed and extended for photon and coupled neutron-photon transport. In the latter cases the discrete photons generated by annihilation or by neutron capture or inelastic scattering prevent a direct application of the general methodology. Two successive reaction events must be combined in the selection process to accommodate the adjoint analog of a reaction resulting in a photon with a discrete energy. Numerical examples illustrate the application of the theory for some simplified problems
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)
PEPSI — a Monte Carlo generator for polarized leptoproduction
Mankiewicz, L.; Schäfer, A.; Veltri, M.
1992-09-01
We describe PEPSI (Polarized Electron Proton Scattering Interactions), a Monte Carlo program for polarized deep inelastic leptoproduction mediated by electromagnetic interaction, and explain how to use it. The code is a modification of the LEPTO 4.3 Lund Monte Carlo for unpolarized scattering. The hard virtual gamma-parton scattering is generated according to the polarization-dependent QCD cross-section of the first order in α S. PEPSI requires the standard polarization-independent JETSET routines to simulate the fragmentation into final hadrons.
Modern analysis of ion channeling data by Monte Carlo simulations
Energy Technology Data Exchange (ETDEWEB)
Nowicki, Lech [Andrzej SoItan Institute for Nuclear Studies, ul. Hoza 69, 00-681 Warsaw (Poland)]. E-mail: lech.nowicki@fuw.edu.pl; Turos, Andrzej [Institute of Electronic Materials Technology, Wolczynska 133, 01-919 Warsaw (Poland); Ratajczak, Renata [Andrzej SoItan Institute for Nuclear Studies, ul. Hoza 69, 00-681 Warsaw (Poland); Stonert, Anna [Andrzej SoItan Institute for Nuclear Studies, ul. Hoza 69, 00-681 Warsaw (Poland); Garrido, Frederico [Centre de Spectrometrie Nucleaire et Spectrometrie de Masse, CNRS-IN2P3-Universite Paris-Sud, 91405 Orsay (France)
2005-10-15
Basic scheme of ion channeling spectra Monte Carlo simulation is reformulated in terms of statistical sampling. The McChasy simulation code is described and two examples of the code applications are presented. These are: calculation of projectile flux in uranium dioxide crystal and defect analysis for ion implanted InGaAsP/InP superlattice. Virtues and pitfalls of defect analysis using Monte Carlo simulations are discussed.
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.
Energy Technology Data Exchange (ETDEWEB)
Matthew Ellis; Derek Gaston; Benoit Forget; Kord Smith
2011-07-01
In recent years the use of Monte Carlo methods for modeling reactors has become feasible due to the increasing availability of massively parallel computer systems. One of the primary challenges yet to be fully resolved, however, is the efficient and accurate inclusion of multiphysics feedback in Monte Carlo simulations. The research in this paper presents a preliminary coupling of the open source Monte Carlo code OpenMC with the open source Multiphysics Object-Oriented Simulation Environment (MOOSE). The coupling of OpenMC and MOOSE will be used to investigate efficient and accurate numerical methods needed to include multiphysics feedback in Monte Carlo codes. An investigation into the sensitivity of Doppler feedback to fuel temperature approximations using a two dimensional 17x17 PWR fuel assembly is presented in this paper. The results show a functioning multiphysics coupling between OpenMC and MOOSE. The coupling utilizes Functional Expansion Tallies to accurately and efficiently transfer pin power distributions tallied in OpenMC to unstructured finite element meshes used in MOOSE. The two dimensional PWR fuel assembly case also demonstrates that for a simplified model the pin-by-pin doppler feedback can be adequately replicated by scaling a representative pin based on pin relative powers.
International Nuclear Information System (INIS)
Quirk, Thomas J. IV
2004-01-01
The Integrated TIGER Series (ITS) is a software package that solves coupled electron-photon transport problems. ITS performs analog photon tracking for energies between 1 keV and 1 GeV. Unlike its deterministic counterpart, the Monte Carlo calculations of ITS do not require a memory-intensive meshing of phase space; however, its solutions carry statistical variations. Reducing these variations is heavily dependent on runtime. Monte Carlo simulations must therefore be both physically accurate and computationally efficient. Compton scattering is the dominant photon interaction above 100 keV and below 5-10 MeV, with higher cutoffs occurring in lighter atoms. In its current model of Compton scattering, ITS corrects the differential Klein-Nishina cross sections (which assumes a stationary, free electron) with the incoherent scattering function, a function dependent on both the momentum transfer and the atomic number of the scattering medium. While this technique accounts for binding effects on the scattering angle, it excludes the Doppler broadening the Compton line undergoes because of the momentum distribution in each bound state. To correct for these effects, Ribbefor's relativistic impulse approximation (IA) will be employed to create scattering cross section differential in both energy and angle for each element. Using the parameterizations suggested by Brusa et al., scattered photon energies and angle can be accurately sampled at a high efficiency with minimal physical data. Two-body kinematics then dictates the electron's scattered direction and energy. Finally, the atomic ionization is relaxed via Auger emission or fluorescence. Future work will extend these improvements in incoherent scattering to compounds and to adjoint calculations.
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)
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
Dragovitsch, Peter; Linn, Stephan L.; Burbank, Mimi
1994-01-01
Calorimeter Geometry * Simulations with EGS4/PRESTA for Thin Si Sampling Calorimeter * SIBERIA -- Monte Carlo Code for Simulation of Hadron-Nuclei Interactions * CALOR89 Predictions for the Hanging File Test Configurations * Estimation of the Multiple Coulomb Scattering Error for Various Numbers of Radiation Lengths * Monte Carlo Generator for Nuclear Fragmentation Induced by Pion Capture * Calculation and Randomization of Hadron-Nucleus Reaction Cross Section * Developments in GEANT Physics * Status of the MC++ Event Generator Toolkit * Theoretical Overview of QCD Event Generators * Random Numbers? * Simulation of the GEM LKr Barrel Calorimeter Using CALOR89 * Recent Improvement of the EGS4 Code, Implementation of Linearly Polarized Photon Scattering * Interior-Flux Simulation in Enclosures with Electron-Emitting Walls * Some Recent Developments in Global Determinations of Parton Distributions * Summary of the Workshop on Simulating Accelerator Radiation Environments * Simulating the SDC Radiation Background and Activation * Applications of Cluster Monte Carlo Method to Lattice Spin Models * PDFLIB: A Library of All Available Parton Density Functions of the Nucleon, the Pion and the Photon and the Corresponding αs Calculations * DTUJET92: Sampling Hadron Production at Supercolliders * A New Model for Hadronic Interactions at Intermediate Energies for the FLUKA Code * Matrix Generator of Pseudo-Random Numbers * The OPAL Monte Carlo Production System * Monte Carlo Simulation of the Microstrip Gas Counter * Inner Detector Simulations in ATLAS * Simulation and Reconstruction in H1 Liquid Argon Calorimetry * Polarization Decomposition of Fluxes and Kinematics in ep Reactions * Towards Object-Oriented GEANT -- ProdiG Project * Parallel Processing of AMY Detector Simulation on Fujitsu AP1000 * Enigma: An Event Generator for Electron-Photon- or Pion-Induced Events in the ~1 GeV Region * SSCSIM: Development and Use by the Fermilab SDC Group * The GEANT-CALOR Interface
Minimum variance Monte Carlo importance sampling with parametric dependence
International Nuclear Information System (INIS)
Ragheb, M.M.H.; Halton, J.; Maynard, C.W.
1981-01-01
An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de
Benchmarking time-dependent neutron problems with Monte Carlo codes
International Nuclear Information System (INIS)
Couet, B.; Loomis, W.A.
1990-01-01
Many nuclear logging tools measure the time dependence of a neutron flux in a geological formation to infer important properties of the formation. The complex geometry of the tool and the borehole within the formation does not permit an exact deterministic modelling of the neutron flux behaviour. While this exact simulation is possible with Monte Carlo methods the computation time does not facilitate quick turnaround of results useful for design and diagnostic purposes. Nonetheless a simple model based on the diffusion-decay equation for the flux of neutrons of a single energy group can be useful in this situation. A combination approach where a Monte Carlo calculation benchmarks a deterministic model in terms of the diffusion constants of the neutrons propagating in the media and their flux depletion rates thus offers the possibility of quick calculation with assurance as to accuracy. We exemplify this approach with the Monte Carlo benchmarking of a logging tool problem, showing standoff and bedding response. (author)
Vectorization and multitasking with a Monte-Carlo code for neutron transport problems
International Nuclear Information System (INIS)
Chauvet, Y.
1985-04-01
This paper summarizes two improvements of a Monte Carlo code by resorting to vectorization and multitasking techniques. After a short presentation of the physical problem to solve and a description of the main difficulties to produce an efficient coding, this paper introduces the vectorization principles employed and briefly describes how the vectorized algorithm works. Next, measured performances on CRAY 1S, CYBER 205 and CRAY X-MP are compared. The second part of this paper is devoted to multitasking technique. Starting from the standard multitasking tools available with FORTRAN on CRAY X-MP/4, a multitasked algorithm and its measured speed-ups are presented. In conclusion we prove that vector and parallel computers are a great opportunity for such Monte Carlo algorithms
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 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
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.
Physical time scale in kinetic Monte Carlo simulations of continuous-time Markov chains.
Serebrinsky, Santiago A
2011-03-01
We rigorously establish a physical time scale for a general class of kinetic Monte Carlo algorithms for the simulation of continuous-time Markov chains. This class of algorithms encompasses rejection-free (or BKL) and rejection (or "standard") algorithms. For rejection algorithms, it was formerly considered that the availability of a physical time scale (instead of Monte Carlo steps) was empirical, at best. Use of Monte Carlo steps as a time unit now becomes completely unnecessary.
Development and application of the automated Monte Carlo biasing procedure in SAS4
International Nuclear Information System (INIS)
Tang, J.S.; Broadhead, B.L.
1995-01-01
An 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 three-dimensional Monte Carlo calculation. The automated procedure consisting of cross-section processing, adjoint flux determination, biasing parameter generation, and the initiation of a MORSE-SGC/S Monte Carlo calculation has been implemented in the SAS4 module of the SCALE computer code system. (author)
A Monte Carlo study on event-by-event transverse momentum fluctuation at RHIC
International Nuclear Information System (INIS)
Xu Mingmei
2005-01-01
The experimental observation on the multiplicity dependence of event-by-event transverse momentum fluctuation in relativistic heavy ion collisions is studied using Monte Carlo simulation. It is found that the Monte Carlo generator HIJING is unable to describe the experimental phenomenon well. A simple Monte Carlo model is proposed, which can recover the data and thus shed some light on the dynamical origin of the multiplicity dependence of event-by-event transverse momentum fluctuation. (authors)
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
Smart darting diffusion Monte Carlo: Applications to lithium ion-Stockmayer clusters
Christensen, H. M.; Jake, L. C.; Curotto, E.
2016-05-01
In a recent investigation [K. Roberts et al., J. Chem. Phys. 136, 074104 (2012)], we have shown that, for a sufficiently complex potential, the Diffusion Monte Carlo (DMC) random walk can become quasiergodic, and we have introduced smart darting-like moves to improve the sampling. In this article, we systematically characterize the bias that smart darting moves introduce in the estimate of the ground state energy of a bosonic system. We then test a simple approach to eliminate completely such bias from the results. The approach is applied for the determination of the ground state of lithium ion-n-dipoles clusters in the n = 8-20 range. For these, the smart darting diffusion Monte Carlo simulations find the same ground state energy and mixed-distribution as the traditional approach for n simulations may produce a more reliable ground state mixed-distribution.
A Monte Carlo simulation study of associated liquid crystals
Berardi, R.; Fehervari, M.; Zannoni, C.
We have performed a Monte Carlo simulation study of a system of ellipsoidal particles with donor-acceptor sites modelling complementary hydrogen-bonding groups in real molecules. We have considered elongated Gay-Berne particles with terminal interaction sites allowing particles to associate and form dimers. The changes in the phase transitions and in the molecular organization and the interplay between orientational ordering and dimer formation are discussed. Particle flip and dimer moves have been used to increase the convergency rate of the Monte Carlo (MC) Markov chain.
Monte Carlo criticality calculations accelerated by a growing neutron population
International Nuclear Information System (INIS)
Dufek, Jan; Tuttelberg, Kaur
2016-01-01
Highlights: • Efficiency is significantly improved when population size grows over cycles. • The bias in the fission source is balanced to other errors in the source. • The bias in the fission source decays over the cycle as the population grows. - Abstract: We propose a fission source convergence acceleration method for Monte Carlo criticality simulation. As the efficiency of Monte Carlo criticality simulations is sensitive to the selected neutron population size, the method attempts to achieve the acceleration via on-the-fly control of the neutron population size. The neutron population size is gradually increased over successive criticality cycles so that the fission source bias amounts to a specific fraction of the total error in the cumulative fission source. An optimal setting then gives a reasonably small neutron population size, allowing for an efficient source iteration; at the same time the neutron population size is chosen large enough to ensure a sufficiently small source bias, such that does not limit accuracy of the simulation.
Stock Price Simulation Using Bootstrap and Monte Carlo
Directory of Open Access Journals (Sweden)
Pažický Martin
2017-06-01
Full Text Available In this paper, an attempt is made to assessment and comparison of bootstrap experiment and Monte Carlo experiment for stock price simulation. Since the stock price evolution in the future is extremely important for the investors, there is the attempt to find the best method how to determine the future stock price of BNP Paribas′ bank. The aim of the paper is define the value of the European and Asian option on BNP Paribas′ stock at the maturity date. There are employed four different methods for the simulation. First method is bootstrap experiment with homoscedastic error term, second method is blocked bootstrap experiment with heteroscedastic error term, third method is Monte Carlo simulation with heteroscedastic error term and the last method is Monte Carlo simulation with homoscedastic error term. In the last method there is necessary to model the volatility using econometric GARCH model. The main purpose of the paper is to compare the mentioned methods and select the most reliable. The difference between classical European option and exotic Asian option based on the experiment results is the next aim of tis paper.
Advanced Mesh-Enabled Monte carlo capability for Multi-Physics Reactor Analysis
Energy Technology Data Exchange (ETDEWEB)
Wilson, Paul; Evans, Thomas; Tautges, Tim
2012-12-24
This project will accumulate high-precision fluxes throughout reactor geometry on a non- orthogonal grid of cells to support multi-physics coupling, in order to more accurately calculate parameters such as reactivity coefficients and to generate multi-group cross sections. This work will be based upon recent developments to incorporate advanced geometry and mesh capability in a modular Monte Carlo toolkit with computational science technology that is in use in related reactor simulation software development. Coupling this capability with production-scale Monte Carlo radiation transport codes can provide advanced and extensible test-beds for these developments. Continuous energy Monte Carlo methods are generally considered to be the most accurate computational tool for simulating radiation transport in complex geometries, particularly neutron transport in reactors. Nevertheless, there are several limitations for their use in reactor analysis. Most significantly, there is a trade-off between the fidelity of results in phase space, statistical accuracy, and the amount of computer time required for simulation. Consequently, to achieve an acceptable level of statistical convergence in high-fidelity results required for modern coupled multi-physics analysis, the required computer time makes Monte Carlo methods prohibitive for design iterations and detailed whole-core analysis. More subtly, the statistical uncertainty is typically not uniform throughout the domain, and the simulation quality is limited by the regions with the largest statistical uncertainty. In addition, the formulation of neutron scattering laws in continuous energy Monte Carlo methods makes it difficult to calculate adjoint neutron fluxes required to properly determine important reactivity parameters. Finally, most Monte Carlo codes available for reactor analysis have relied on orthogonal hexahedral grids for tallies that do not conform to the geometric boundaries and are thus generally not well
Evaluation of cobalt-60 energy deposit in mouse and monkey using Monte Carlo simulation
Energy Technology Data Exchange (ETDEWEB)
Woo, Sang Keun; Kim, Wook; Park, Yong Sung; Kang, Joo Hyun; Lee, Yong Jin [Korea Institute of Radiological and Medical Sciences, KIRAMS, Seoul (Korea, Republic of); Cho, Doo Wan; Lee, Hong Soo; Han, Su Cheol [Jeonbuk Department of Inhalation Research, Korea Institute of toxicology, KRICT, Jeongeup (Korea, Republic of)
2016-12-15
These absorbed dose can calculated using the Monte Carlo transport code MCNP (Monte Carlo N-particle transport code). Internal radiotherapy absorbed dose was calculated using conventional software, such as OLINDA/EXM or Monte Carlo simulation. However, the OLINDA/EXM does not calculate individual absorbed dose and non-standard organ, such as tumor. While the Monte Carlo simulation can calculated non-standard organ and specific absorbed dose using individual CT image. External radiotherapy, absorbed dose can calculated by specific absorbed energy in specific organs using Monte Carlo simulation. The specific absorbed energy in each organ was difference between species or even if the same species. Since they have difference organ sizes, position, and density of organs. The aim of this study was to individually evaluated cobalt-60 energy deposit in mouse and monkey using Monte Carlo simulation. We evaluation of cobalt-60 energy deposit in mouse and monkey using Monte Carlo simulation. The absorbed energy in each organ compared with mouse heart was 54.6 fold higher than monkey absorbed energy in heart. Likewise lung was 88.4, liver was 16.0, urinary bladder was 29.4 fold higher than monkey. It means that the distance of each organs and organ mass was effects of the absorbed energy. This result may help to can calculated absorbed dose and more accuracy plan for external radiation beam therapy and internal radiotherapy.
Evaluation of cobalt-60 energy deposit in mouse and monkey using Monte Carlo simulation
International Nuclear Information System (INIS)
Woo, Sang Keun; Kim, Wook; Park, Yong Sung; Kang, Joo Hyun; Lee, Yong Jin; Cho, Doo Wan; Lee, Hong Soo; Han, Su Cheol
2016-01-01
These absorbed dose can calculated using the Monte Carlo transport code MCNP (Monte Carlo N-particle transport code). Internal radiotherapy absorbed dose was calculated using conventional software, such as OLINDA/EXM or Monte Carlo simulation. However, the OLINDA/EXM does not calculate individual absorbed dose and non-standard organ, such as tumor. While the Monte Carlo simulation can calculated non-standard organ and specific absorbed dose using individual CT image. External radiotherapy, absorbed dose can calculated by specific absorbed energy in specific organs using Monte Carlo simulation. The specific absorbed energy in each organ was difference between species or even if the same species. Since they have difference organ sizes, position, and density of organs. The aim of this study was to individually evaluated cobalt-60 energy deposit in mouse and monkey using Monte Carlo simulation. We evaluation of cobalt-60 energy deposit in mouse and monkey using Monte Carlo simulation. The absorbed energy in each organ compared with mouse heart was 54.6 fold higher than monkey absorbed energy in heart. Likewise lung was 88.4, liver was 16.0, urinary bladder was 29.4 fold higher than monkey. It means that the distance of each organs and organ mass was effects of the absorbed energy. This result may help to can calculated absorbed dose and more accuracy plan for external radiation beam therapy and internal radiotherapy.
Monte Carlo determination of the spin-dependent potentials
International Nuclear Information System (INIS)
Campostrini, M.; Moriarty, K.J.M.; Rebbi, C.
1987-05-01
Calculation of the bound states of heavy quark systems by a Hamiltonian formulation based on an expansion of the interaction into inverse powers of the quark mass is discussed. The potentials for the spin-orbit and spin-spin coupling between quark and antiquark, which are responsible for the fine and hyperfine splittings in heavy quark spectroscopy, are expressed as expectation values of Wilson loop factors with suitable insertions of chromomagnetic or chromoelectric fields. A Monte Carlo simulation has been used to evaluate the expectation values and, from them, the spin-dependent potentials. The Monte Carlo calculation is reported to show a long-range, non-perturbative component in the interaction
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.)
Analytic continuation of quantum Monte Carlo data by stochastic analytical inference.
Fuchs, Sebastian; Pruschke, Thomas; Jarrell, Mark
2010-05-01
We present an algorithm for the analytic continuation of imaginary-time quantum Monte Carlo data which is strictly based on principles of Bayesian statistical inference. Within this framework we are able to obtain an explicit expression for the calculation of a weighted average over possible energy spectra, which can be evaluated by standard Monte Carlo simulations, yielding as by-product also the distribution function as function of the regularization parameter. Our algorithm thus avoids the usual ad hoc assumptions introduced in similar algorithms to fix the regularization parameter. We apply the algorithm to imaginary-time quantum Monte Carlo data and compare the resulting energy spectra with those from a standard maximum-entropy calculation.
Exact Dynamics via Poisson Process: a unifying Monte Carlo paradigm
Gubernatis, James
2014-03-01
A common computational task is solving a set of ordinary differential equations (o.d.e.'s). A little known theorem says that the solution of any set of o.d.e.'s is exactly solved by the expectation value over a set of arbitary Poisson processes of a particular function of the elements of the matrix that defines the o.d.e.'s. The theorem thus provides a new starting point to develop real and imaginary-time continous-time solvers for quantum Monte Carlo algorithms, and several simple observations enable various quantum Monte Carlo techniques and variance reduction methods to transfer to a new context. I will state the theorem, note a transformation to a very simple computational scheme, and illustrate the use of some techniques from the directed-loop algorithm in context of the wavefunction Monte Carlo method that is used to solve the Lindblad master equation for the dynamics of open quantum systems. I will end by noting that as the theorem does not depend on the source of the o.d.e.'s coming from quantum mechanics, it also enables the transfer of continuous-time methods from quantum Monte Carlo to the simulation of various classical equations of motion heretofore only solved deterministically.
Development of Monte Carlo decay gamma-ray transport calculation system
Energy Technology Data Exchange (ETDEWEB)
Sato, Satoshi [Japan Atomic Energy Research Inst., Naka, Ibaraki (Japan). Naka Fusion Research Establishment; Kawasaki, Nobuo [Fujitsu Ltd., Tokyo (Japan); Kume, Etsuo [Japan Atomic Energy Research Inst., Center for Promotion of Computational Science and Engineering, Tokai, Ibaraki (Japan)
2001-06-01
In the DT fusion reactor, it is critical concern to evaluate the decay gamma-ray biological dose rates after the reactor shutdown exactly. In order to evaluate the decay gamma-ray biological dose rates exactly, three dimensional Monte Carlo decay gamma-ray transport calculation system have been developed by connecting the three dimensional Monte Carlo particle transport calculation code and the induced activity calculation code. The developed calculation system consists of the following four functions. (1) The operational neutron flux distribution is calculated by the three dimensional Monte Carlo particle transport calculation code. (2) The induced activities are calculated by the induced activity calculation code. (3) The decay gamma-ray source distribution is obtained from the induced activities. (4) The decay gamma-rays are generated by using the decay gamma-ray source distribution, and the decay gamma-ray transport calculation is conducted by the three dimensional Monte Carlo particle transport calculation code. In order to reduce the calculation time drastically, a biasing system for the decay gamma-ray source distribution has been developed, and the function is also included in the present system. In this paper, the outline and the detail of the system, and the execution example are reported. The evaluation for the effect of the biasing system is also reported. (author)
Monte Carlo calculations of kQ, the beam quality conversion factor
International Nuclear Information System (INIS)
Muir, B. R.; Rogers, D. W. O.
2010-01-01
Purpose: To use EGSnrc Monte Carlo simulations to directly calculate beam quality conversion factors, k Q , for 32 cylindrical ionization chambers over a range of beam qualities and to quantify the effect of systematic uncertainties on Monte Carlo calculations of k Q . These factors are required to use the TG-51 or TRS-398 clinical dosimetry protocols for calibrating external radiotherapy beams. Methods: Ionization chambers are modeled either from blueprints or manufacturers' user's manuals. The dose-to-air in the chamber is calculated using the EGSnrc user-code egs c hamber using 11 different tabulated clinical photon spectra for the incident beams. The dose to a small volume of water is also calculated in the absence of the chamber at the midpoint of the chamber on its central axis. Using a simple equation, k Q is calculated from these quantities under the assumption that W/e is constant with energy and compared to TG-51 protocol and measured values. Results: Polynomial fits to the Monte Carlo calculated k Q factors as a function of beam quality expressed as %dd(10) x and TPR 10 20 are given for each ionization chamber. Differences are explained between Monte Carlo calculated values and values from the TG-51 protocol or calculated using the computer program used for TG-51 calculations. Systematic uncertainties in calculated k Q values are analyzed and amount to a maximum of one standard deviation uncertainty of 0.99% if one assumes that photon cross-section uncertainties are uncorrelated and 0.63% if they are assumed correlated. The largest components of the uncertainty are the constancy of W/e and the uncertainty in the cross-section for photons in water. Conclusions: It is now possible to calculate k Q directly using Monte Carlo simulations. Monte Carlo calculations for most ionization chambers give results which are comparable to TG-51 values. Discrepancies can be explained using individual Monte Carlo calculations of various correction factors which are more
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
Evaluation of tomographic-image based geometries with PENELOPE Monte Carlo
International Nuclear Information System (INIS)
Kakoi, A.A.Y.; Galina, A.C.; Nicolucci, P.
2009-01-01
The Monte Carlo method can be used to evaluate treatment planning systems or for the determination of dose distributions in radiotherapy planning due to its accuracy and precision. In Monte Carlo simulation packages typically used in radiotherapy, however, a realistic representation of the geometry of the patient can not be used, which compromises the accuracy of the results. In this work, an algorithm for the description of geometries based on CT images of patients, developed to be used with Monte Carlo simulation package PENELOPE, is tested by simulating the dose distribution produced by a photon beam of 10 MV. The geometry simulated was based on CT images of a planning of prostate cancer. The volumes of interest in the treatment were adequately represented in the simulation geometry, allowing the algorithm to be used in verification of doses in radiotherapy treatments. (author)
Annealing evolutionary stochastic approximation Monte Carlo for global optimization
Liang, Faming
2010-04-08
In this paper, we propose a new algorithm, the so-called annealing evolutionary stochastic approximation Monte Carlo (AESAMC) algorithm as a general optimization technique, and study its convergence. AESAMC possesses a self-adjusting mechanism, whose target distribution can be adapted at each iteration according to the current samples. Thus, AESAMC falls into the class of adaptive Monte Carlo methods. This mechanism also makes AESAMC less trapped by local energy minima than nonadaptive MCMC algorithms. Under mild conditions, we show that AESAMC can converge weakly toward a neighboring set of global minima in the space of energy. AESAMC is tested on multiple optimization problems. The numerical results indicate that AESAMC can potentially outperform simulated annealing, the genetic algorithm, annealing stochastic approximation Monte Carlo, and some other metaheuristics in function optimization. © 2010 Springer Science+Business Media, LLC.
A Multivariate Time Series Method for Monte Carlo Reactor Analysis
International Nuclear Information System (INIS)
Taro Ueki
2008-01-01
A robust multivariate time series method has been established for the Monte Carlo calculation of neutron multiplication problems. The method is termed Coarse Mesh Projection Method (CMPM) and can be implemented using the coarse statistical bins for acquisition of nuclear fission source data. A novel aspect of CMPM is the combination of the general technical principle of projection pursuit in the signal processing discipline and the neutron multiplication eigenvalue problem in the nuclear engineering discipline. CMPM enables reactor physicists to accurately evaluate major eigenvalue separations of nuclear reactors with continuous energy Monte Carlo calculation. CMPM was incorporated in the MCNP Monte Carlo particle transport code of Los Alamos National Laboratory. The great advantage of CMPM over the traditional Fission Matrix method is demonstrated for the three space-dimensional modeling of the initial core of a pressurized water reactor
Electron transport in radiotherapy using local-to-global Monte Carlo
International Nuclear Information System (INIS)
Svatos, M.M.; Chandler, W.P.; Siantar, C.L.H.; Rathkopf, J.A.; Ballinger, C.T.
1994-09-01
Local-to-Global (L-G) Monte Carlo methods are a way to make three-dimensional electron transport both fast and accurate relative to other Monte Carlo methods. This is achieved by breaking the simulation into two stages: a local calculation done over small geometries having the size and shape of the ''steps'' to be taken through the mesh; and a global calculation which relies on a stepping code that samples the stored results of the local calculation. The increase in speed results from taking fewer steps in the global calculation than required by ordinary Monte Carlo codes and by speeding up the calculation per step. The potential for accuracy comes from the ability to use long runs of detailed codes to compile probability distribution functions (PDFs) in the local calculation. Specific examples of successful Local-to-Global algorithms are given
CAD-based Monte Carlo automatic modeling method based on primitive solid
International Nuclear Information System (INIS)
Wang, Dong; Song, Jing; Yu, Shengpeng; Long, Pengcheng; Wang, Yongliang
2016-01-01
Highlights: • We develop a method which bi-convert between CAD model and primitive solid. • This method was improved from convert method between CAD model and half space. • This method was test by ITER model and validated the correctness and efficiency. • This method was integrated in SuperMC which could model for SuperMC and Geant4. - Abstract: Monte Carlo method has been widely used in nuclear design and analysis, where geometries are described with primitive solids. However, it is time consuming and error prone to describe a primitive solid geometry, especially for a complicated model. To reuse the abundant existed CAD models and conveniently model with CAD modeling tools, an automatic modeling method for accurate prompt modeling between CAD model and primitive solid is needed. An automatic modeling method for Monte Carlo geometry described by primitive solid was developed which could bi-convert between CAD model and Monte Carlo geometry represented by primitive solids. While converting from CAD model to primitive solid model, the CAD model was decomposed into several convex solid sets, and then corresponding primitive solids were generated and exported. While converting from primitive solid model to the CAD model, the basic primitive solids were created and related operation was done. This method was integrated in the SuperMC and was benchmarked with ITER benchmark model. The correctness and efficiency of this method were demonstrated.
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)
Müller, Eike H; Scheichl, Rob; Shardlow, Tony
2015-04-08
This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.
Monte Carlo simulation of a gas-sampled hadron calorimeter
Energy Technology Data Exchange (ETDEWEB)
Chang, C Y; Kunori, S; Rapp, P; Talaga, R; Steinberg, P; Tylka, A J; Wang, Z M
1988-02-15
A prototype of the OPAL barrel hadron calorimeter, which is a gas-sampled calorimeter using plastic streamer tubes, was exposed to pions at energies between 1 and 7 GeV. The response of the detector was simulated using the CERN GEANT3 Monte Carlo program. By using the observed high energy muon signals to deduce details of the streamer formation, the Monte Carlo program was able to reproduce the observed calorimeter response. The behavior of the hadron calorimeter when placed behind a lead glass electromagnetic calorimeter was also investigated.
Monte Carlo studies of domain growth in two dimensions
International Nuclear Information System (INIS)
Yaldram, K.; Ahsan Khan, M.
1983-07-01
Monte Carlo simulations have been carried out to study the effect of temperature on the kinetics of domain growth. The concept of ''spatial entropy'' is introduced. It is shown that ''spatial entropy'' of the domain can be used to give a measure of the roughening of the domain. Most of the roughening is achieved during the initial time (t< or approx. 10 Monte Carlo cycles), the rate of roughening being greater for higher temperatures. For later times the roughening of the domain for different temperatures proceeds at essentially the same rate. (author)
Monte-Carlo Simulation for PDC-Based Optical CDMA System
Directory of Open Access Journals (Sweden)
FAHIM AZIZ UMRANI
2010-10-01
Full Text Available This paper presents the Monte-Carlo simulation of Optical CDMA (Code Division Multiple Access systems, and analyse its performance in terms of the BER (Bit Error Rate. The spreading sequence chosen for CDMA is Perfect Difference Codes. Furthermore, this paper derives the expressions of noise variances from first principles to calibrate the noise for both bipolar (electrical domain and unipolar (optical domain signalling required for Monte-Carlo simulation. The simulated results conform to the theory and show that the receiver gain mismatch and splitter loss at the transceiver degrades the system performance.
Aspects of perturbative QCD in Monte Carlo shower models
International Nuclear Information System (INIS)
Gottschalk, T.D.
1986-01-01
The perturbative QCD content of Monte Carlo models for high energy hadron-hadron scattering is examined. Particular attention is given to the recently developed backwards evolution formalism for initial state parton showers, and the merging of parton shower evolution with hard scattering cross sections. Shower estimates of K-factors are discussed, and a simple scheme is presented for incorporating 2 → QCD cross sections into shower model calculations without double counting. Additional issues in the development of hard scattering Monte Carlo models are summarized. 69 references, 20 figures
Continuous energy Monte Carlo method based homogenization multi-group constants calculation
International Nuclear Information System (INIS)
Li Mancang; Wang Kan; Yao Dong
2012-01-01
The efficiency of the standard two-step reactor physics calculation relies on the accuracy of multi-group constants from the assembly-level homogenization process. In contrast to the traditional deterministic methods, generating the homogenization cross sections via Monte Carlo method overcomes the difficulties in geometry and treats energy in continuum, thus provides more accuracy parameters. Besides, the same code and data bank can be used for a wide range of applications, resulting in the versatility using Monte Carlo codes for homogenization. As the first stage to realize Monte Carlo based lattice homogenization, the track length scheme is used as the foundation of cross section generation, which is straight forward. The scattering matrix and Legendre components, however, require special techniques. The Scattering Event method was proposed to solve the problem. There are no continuous energy counterparts in the Monte Carlo calculation for neutron diffusion coefficients. P 1 cross sections were used to calculate the diffusion coefficients for diffusion reactor simulator codes. B N theory is applied to take the leakage effect into account when the infinite lattice of identical symmetric motives is assumed. The MCMC code was developed and the code was applied in four assembly configurations to assess the accuracy and the applicability. At core-level, A PWR prototype core is examined. The results show that the Monte Carlo based multi-group constants behave well in average. The method could be applied to complicated configuration nuclear reactor core to gain higher accuracy. (authors)
Study of the Transition Flow Regime using Monte Carlo Methods
Hassan, H. A.
1999-01-01
This NASA Cooperative Agreement presents a study of the Transition Flow Regime Using Monte Carlo Methods. The topics included in this final report are: 1) New Direct Simulation Monte Carlo (DSMC) procedures; 2) The DS3W and DS2A Programs; 3) Papers presented; 4) Miscellaneous Applications and Program Modifications; 5) Solution of Transitional Wake Flows at Mach 10; and 6) Turbulence Modeling of Shock-Dominated Fows with a k-Enstrophy Formulation.
Range uncertainties in proton therapy and the role of Monte Carlo simulations
International Nuclear Information System (INIS)
Paganetti, Harald
2012-01-01
The main advantages of proton therapy are the reduced total energy deposited in the patient as compared to photon techniques and the finite range of the proton beam. The latter adds an additional degree of freedom to treatment planning. The range in tissue is associated with considerable uncertainties caused by imaging, patient setup, beam delivery and dose calculation. Reducing the uncertainties would allow a reduction of the treatment volume and thus allow a better utilization of the advantages of protons. This paper summarizes the role of Monte Carlo simulations when aiming at a reduction of range uncertainties in proton therapy. Differences in dose calculation when comparing Monte Carlo with analytical algorithms are analyzed as well as range uncertainties due to material constants and CT conversion. Range uncertainties due to biological effects and the role of Monte Carlo for in vivo range verification are discussed. Furthermore, the current range uncertainty recipes used at several proton therapy facilities are revisited. We conclude that a significant impact of Monte Carlo dose calculation can be expected in complex geometries where local range uncertainties due to multiple Coulomb scattering will reduce the accuracy of analytical algorithms. In these cases Monte Carlo techniques might reduce the range uncertainty by several mm. (topical review)
Quantum Monte Carlo: Faster, More Reliable, And More Accurate
Anderson, Amos Gerald
2010-06-01
The Schrodinger Equation has been available for about 83 years, but today, we still strain to apply it accurately to molecules of interest. The difficulty is not theoretical in nature, but practical, since we're held back by lack of sufficient computing power. Consequently, effort is applied to find acceptable approximations to facilitate real time solutions. In the meantime, computer technology has begun rapidly advancing and changing the way we think about efficient algorithms. For those who can reorganize their formulas to take advantage of these changes and thereby lift some approximations, incredible new opportunities await. Over the last decade, we've seen the emergence of a new kind of computer processor, the graphics card. Designed to accelerate computer games by optimizing quantity instead of quality in processor, they have become of sufficient quality to be useful to some scientists. In this thesis, we explore the first known use of a graphics card to computational chemistry by rewriting our Quantum Monte Carlo software into the requisite "data parallel" formalism. We find that notwithstanding precision considerations, we are able to speed up our software by about a factor of 6. The success of a Quantum Monte Carlo calculation depends on more than just processing power. It also requires the scientist to carefully design the trial wavefunction used to guide simulated electrons. We have studied the use of Generalized Valence Bond wavefunctions to simply, and yet effectively, captured the essential static correlation in atoms and molecules. Furthermore, we have developed significantly improved two particle correlation functions, designed with both flexibility and simplicity considerations, representing an effective and reliable way to add the necessary dynamic correlation. Lastly, we present our method for stabilizing the statistical nature of the calculation, by manipulating configuration weights, thus facilitating efficient and robust calculations. Our
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
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
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.)
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
A rule induction approach to improve Monte Carlo system reliability assessment
International Nuclear Information System (INIS)
Rocco S, Claudio M.
2003-01-01
A Decision Tree (DT) approach to build empirical models for use in Monte Carlo reliability evaluation is presented. The main idea is to develop an estimation algorithm, by training a model on a restricted data set, and replacing the Evaluation Function (EF) by a simpler calculation, which provides reasonably accurate model outputs. The proposed approach is illustrated with two systems of different size, represented by their equivalent networks. The robustness of the DT approach as an approximated method to replace the EF is also analysed. Excellent system reliability results are obtained by training a DT with a small amount of information
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.
Directory of Open Access Journals (Sweden)
José Luiz Ferreira Martins
2011-09-01
Full Text Available O objetivo deste artigo é o de analisar a viabilidade da utilização do método de Monte Carlo para estimar a produtividade na soldagem de tubulações industriais de aço carbono com base em amostras pequenas. O estudo foi realizado através de uma análise de uma amostra de referência contendo dados de produtividade de 160 juntas soldadas pelo processo Eletrodo Revestido na REDUC (refinaria de Duque de Caxias, utilizando o software ControlTub 5.3. A partir desses dados foram retiradas de forma aleatória, amostras com, respectivamente, 10, 15 e 20 elementos e executadas simulações pelo método de Monte Carlo. Comparando-se os resultados da amostra com 160 elementos e os dados gerados por simulação se observa que bons resultados podem ser obtidos usando o método de Monte Carlo para estimativa da produtividade da soldagem. Por outro lado, na indústria da construção brasileira o valor da média de produtividade é normalmente usado como um indicador de produtividade e é baseado em dados históricos de outros projetos coletados e avaliados somente após a conclusão do projeto, o que é uma limitação. Este artigo apresenta uma ferramenta para avaliação da execução em tempo real, permitindo ajustes nas estimativas e monitoramento de produtividade durante o empreendimento. Da mesma forma, em licitações, orçamentos e estimativas de prazo, a utilização desta técnica permite a adoção de outras estimativas diferentes da produtividade média, que é comumente usada e como alternativa, se sugerem três critérios: produtividade otimista, média e pessimista.The aim of this article is to analyze the feasibility of using Monte Carlo method to estimate productivity in industrial pipes welding of carbon steel based on small samples. The study was carried out through an analysis of a reference sample containing productivity data of 160 welded joints by SMAW process in REDUC (Duque de Caxias Refinery, using ControlTub 5.3 software
International Nuclear Information System (INIS)
Tabary, J.; Gliere, A.
2001-01-01
A Monte Carlo radiation transport simulation program, EGS Nova, and a computer aided design software, BRL-CAD, have been coupled within the framework of Sindbad, a nondestructive evaluation (NDE) simulation system. In its current status, the program is very valuable in a NDE laboratory context, as it helps simulate the images due to the uncollided and scattered photon fluxes in a single NDE software environment, without having to switch to a Monte Carlo code parameters set. Numerical validations show a good agreement with EGS4 computed and published data. As the program's major drawback is the execution time, computational efficiency improvements are foreseen. (orig.)
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.
EGS-Ray, a program for the visualization of Monte-Carlo calculations in the radiation physics
International Nuclear Information System (INIS)
Kleinschmidt, C.
2001-01-01
A Windows program is introduced which allows a relatively easy and interactive access to Monte Carlo techniques in clinical radiation physics. Furthermore, this serves as a visualization tool of the methodology and the results of Monte Carlo simulations. The program requires only little effort to formulate and calculate a Monte Carlo problem. The Monte Carlo module of the program is based on the well-known EGS4/PRESTA code. The didactic features of the program are presented using several examples common to the routine of the clinical radiation physicist. (orig.) [de
Collision of Physics and Software in the Monte Carlo Application Toolkit (MCATK)
Energy Technology Data Exchange (ETDEWEB)
Sweezy, Jeremy Ed [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-01-21
The topic is presented in a series of slides organized as follows: MCATK overview, development strategy, available algorithms, problem modeling (sources, geometry, data, tallies), parallelism, miscellaneous tools/features, example MCATK application, recent areas of research, and summary and future work. MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library with continuous energy neutron and photon transport. Designed to build specialized applications and to provide new functionality in existing general-purpose Monte Carlo codes like MCNP, it reads ACE formatted nuclear data generated by NJOY. The motivation behind MCATK was to reduce costs. MCATK physics involves continuous energy neutron & gamma transport with multi-temperature treatment, static eigenvalue (k_{eff} and α) algorithms, time-dependent algorithm, and fission chain algorithms. MCATK geometry includes mesh geometries and solid body geometries. MCATK provides verified, unit-test Monte Carlo components, flexibility in Monte Carlo application development, and numerous tools such as geometry and cross section plotters.
Monte Carlo charged-particle tracking and energy deposition on a Lagrangian mesh.
Yuan, J; Moses, G A; McKenty, P W
2005-10-01
A Monte Carlo algorithm for alpha particle tracking and energy deposition on a cylindrical computational mesh in a Lagrangian hydrodynamics code used for inertial confinement fusion (ICF) simulations is presented. The straight line approximation is used to follow propagation of "Monte Carlo particles" which represent collections of alpha particles generated from thermonuclear deuterium-tritium (DT) reactions. Energy deposition in the plasma is modeled by the continuous slowing down approximation. The scheme addresses various aspects arising in the coupling of Monte Carlo tracking with Lagrangian hydrodynamics; such as non-orthogonal severely distorted mesh cells, particle relocation on the moving mesh and particle relocation after rezoning. A comparison with the flux-limited multi-group diffusion transport method is presented for a polar direct drive target design for the National Ignition Facility. Simulations show the Monte Carlo transport method predicts about earlier ignition than predicted by the diffusion method, and generates higher hot spot temperature. Nearly linear speed-up is achieved for multi-processor parallel simulations.
Comparison of Monte Carlo method and deterministic method for neutron transport calculation
International Nuclear Information System (INIS)
Mori, Takamasa; Nakagawa, Masayuki
1987-01-01
The report outlines major features of the Monte Carlo method by citing various applications of the method and techniques used for Monte Carlo codes. Major areas of its application include analysis of measurements on fast critical assemblies, nuclear fusion reactor neutronics analysis, criticality safety analysis, evaluation by VIM code, and calculation for shielding. Major techniques used for Monte Carlo codes include the random walk method, geometric expression method (combinatorial geometry, 1, 2, 4-th degree surface and lattice geometry), nuclear data expression, evaluation method (track length, collision, analog (absorption), surface crossing, point), and dispersion reduction (Russian roulette, splitting, exponential transform, importance sampling, corrected sampling). Major features of the Monte Carlo method are as follows: 1) neutron source distribution and systems of complex geometry can be simulated accurately, 2) physical quantities such as neutron flux in a place, on a surface or at a point can be evaluated, and 3) calculation requires less time. (Nogami, K.)
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.
Solving QCD evolution equations in rapidity space with Markovian Monte Carlo
Golec-Biernat, K; Placzek, W; Skrzypek, M
2009-01-01
This work covers methodology of solving QCD evolution equation of the parton distribution using Markovian Monte Carlo (MMC) algorithms in a class of models ranging from DGLAP to CCFM. One of the purposes of the above MMCs is to test the other more sophisticated Monte Carlo programs, the so-called Constrained Monte Carlo (CMC) programs, which will be used as a building block in the parton shower MC. This is why the mapping of the evolution variables (eikonal variable and evolution time) into four-momenta is also defined and tested. The evolution time is identified with the rapidity variable of the emitted parton. The presented MMCs are tested independently, with ~0.1% precision, against the non-MC program APCheb especially devised for this purpose.
Lawler, J. E.; Den Hartog, E. A.
2018-03-01
The Ar I and II branching ratio calibration method is discussed with the goal of improving the technique. This method of establishing a relative radiometric calibration is important in ongoing research to improve atomic transition probabilities for quantitative spectroscopy in astrophysics and other fields. Specific suggestions are presented along with Monte Carlo simulations of wavelength dependent effects from scattering/reflecting of photons in a hollow cathode.
Monte-Carlo error analysis in x-ray spectral deconvolution
International Nuclear Information System (INIS)
Shirk, D.G.; Hoffman, N.M.
1985-01-01
The deconvolution of spectral information from sparse x-ray data is a widely encountered problem in data analysis. An often-neglected aspect of this problem is the propagation of random error in the deconvolution process. We have developed a Monte-Carlo approach that enables us to attach error bars to unfolded x-ray spectra. Our Monte-Carlo error analysis has been incorporated into two specific deconvolution techniques: the first is an iterative convergent weight method; the second is a singular-value-decomposition (SVD) method. These two methods were applied to an x-ray spectral deconvolution problem having m channels of observations with n points in energy space. When m is less than n, this problem has no unique solution. We discuss the systematics of nonunique solutions and energy-dependent error bars for both methods. The Monte-Carlo approach has a particular benefit in relation to the SVD method: It allows us to apply the constraint of spectral nonnegativity after the SVD deconvolution rather than before. Consequently, we can identify inconsistencies between different detector channels
Development of fast and accurate Monte Carlo code MVP
International Nuclear Information System (INIS)
Mori, Takamasa
2001-01-01
The development work of fast and accurate Monte Carlo code MVP has started at JAERI in late 80s. From the beginning, the code was designed to utilize vector supercomputers and achieved higher computation speed by a factor of 10 or more compared with conventional codes. In 1994, the first version of MVP was released together with cross section libraries based on JENDL-3.1 and JENDL-3.2. In 1996, minor revision was made by adding several functions such as treatments of ENDF-B6 file 6 data, time dependent problem, and so on. Since 1996, several works have been carried out for the next version of MVP. The main works are (1) the development of continuous energy Monte Carlo burn-up calculation code MVP-BURN, (2) the development of a system to generate cross section libraries at arbitrary temperature, and (3) the study on error estimations and their biases in Monte Carlo eigenvalue calculations. This paper summarizes the main features of MVP, results of recent studies and future plans for MVP. (author)
Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation
Haji-Ali, Abdul-Lateef
2017-09-12
We address the approximation of functionals depending on a system of particles, described by stochastic differential equations (SDEs), in the mean-field limit when the number of particles approaches infinity. This problem is equivalent to estimating the weak solution of the limiting McKean–Vlasov SDE. To that end, our approach uses systems with finite numbers of particles and a time-stepping scheme. In this case, there are two discretization parameters: the number of time steps and the number of particles. Based on these two parameters, we consider different variants of the Monte Carlo and Multilevel Monte Carlo (MLMC) methods and show that, in the best case, the optimal work complexity of MLMC, to estimate the functional in one typical setting with an error tolerance of $$\\\\mathrm {TOL}$$TOL, is when using the partitioning estimator and the Milstein time-stepping scheme. We also consider a method that uses the recent Multi-index Monte Carlo method and show an improved work complexity in the same typical setting of . Our numerical experiments are carried out on the so-called Kuramoto model, a system of coupled oscillators.
Monte Carlo perturbation theory in neutron transport calculations
International Nuclear Information System (INIS)
Hall, M.C.G.
1980-01-01
The need to obtain sensitivities in complicated geometrical configurations has resulted in the development of Monte Carlo sensitivity estimation. A new method has been developed to calculate energy-dependent sensitivities of any number of responses in a single Monte Carlo calculation with a very small time penalty. This estimation typically increases the tracking time per source particle by about 30%. The method of estimation is explained. Sensitivities obtained are compared with those calculated by discrete ordinates methods. Further theoretical developments, such as second-order perturbation theory and application to k/sub eff/ calculations, are discussed. The application of the method to uncertainty analysis and to the analysis of benchmark experiments is illustrated. 5 figures
Practical Application of Monte Carlo Code in RTP
International Nuclear Information System (INIS)
Mohamad Hairie Rabir; Julia Abdul Karim; Muhammad Rawi Mohamed Zin; Na'im Syauqi Hamzah; Mark Dennis Anak Usang; Abi Muttaqin Jalal Bayar; Muhammad Khairul Ariff Mustafa
2015-01-01
Monte Carlo neutron transport codes are widely used in various reactor physics applications in RTP and other related nuclear and radiation research in Nuklear Malaysia. The main advantage of the method is the capability to model geometry and interaction physics without major approximations. The disadvantage is that the modelling of complicated systems is very computing-intensive, which restricts the applications to some extent. The importance of Monte Carlo calculation is likely to increase in the future, along with the development in computer capacities and parallel calculation. This paper presents several calculation activities, its achievements and challenges in using MCNP code for neutronics analysis, nuclide inventory and source term calculation, shielding and dose evaluation. (author)
Subtle Monte Carlo Updates in Dense Molecular Systems
DEFF Research Database (Denmark)
Bottaro, Sandro; Boomsma, Wouter; Johansson, Kristoffer E.
2012-01-01
Although Markov chain Monte Carlo (MC) simulation is a potentially powerful approach for exploring conformational space, it has been unable to compete with molecular dynamics (MD) in the analysis of high density structural states, such as the native state of globular proteins. Here, we introduce...... as correlations in a multivariate Gaussian distribution. We demonstrate that our method reproduces structural variation in proteins with greater efficiency than current state-of-the-art Monte Carlo methods and has real-time simulation performance on par with molecular dynamics simulations. The presented results...... suggest our method as a valuable tool in the study of molecules in atomic detail, offering a potential alternative to molecular dynamics for probing long time-scale conformational transitions....
Directory of Open Access Journals (Sweden)
Lin Wang
2018-01-01
Full Text Available Monte Carlo simulation of light propagation in turbid medium has been studied for years. A number of software packages have been developed to handle with such issue. However, it is hard to compare these simulation packages, especially for tissues with complex heterogeneous structures. Here, we first designed a group of mesh datasets generated by Iso2Mesh software, and used them to cross-validate the accuracy and to evaluate the performance of four Monte Carlo-based simulation packages, including Monte Carlo model of steady-state light transport in multi-layered tissues (MCML, tetrahedron-based inhomogeneous Monte Carlo optical simulator (TIMOS, Molecular Optical Simulation Environment (MOSE, and Mesh-based Monte Carlo (MMC. The performance of each package was evaluated based on the designed mesh datasets. The merits and demerits of each package were also discussed. Comparative results showed that the TIMOS package provided the best performance, which proved to be a reliable, efficient, and stable MC simulation package for users.
Monte Carlo technique for very large ising models
Kalle, C.; Winkelmann, V.
1982-08-01
Rebbi's multispin coding technique is improved and applied to the kinetic Ising model with size 600*600*600. We give the central part of our computer program (for a CDC Cyber 76), which will be helpful also in a simulation of smaller systems, and describe the other tricks necessary to go to large lattices. The magnetization M at T=1.4* T c is found to decay asymptotically as exp(-t/2.90) if t is measured in Monte Carlo steps per spin, and M( t = 0) = 1 initially.
Clinical considerations of Monte Carlo for electron radiotherapy treatment planning
International Nuclear Information System (INIS)
Faddegon, Bruce; Balogh, Judith; Mackenzie, Robert; Scora, Daryl
1998-01-01
Technical requirements for Monte Carlo based electron radiotherapy treatment planning are outlined. The targeted overall accuracy for estimate of the delivered dose is the least restrictive of 5% in dose, 5 mm in isodose position. A system based on EGS4 and capable of achieving this accuracy is described. Experience gained in system design and commissioning is summarized. The key obstacle to widespread clinical use of Monte Carlo is lack of clinically acceptable measurement based methodology for accurate commissioning
KENO IV: an improved Monte Carlo criticality program
International Nuclear Information System (INIS)
Petrie, L.M.; Cross, N.F.
1975-11-01
KENO IV is a multigroup Monte Carlo criticality program written for the IBM 360 computers. It executes rapidly and is flexibly dimensioned so the allowed size of a problem (i.e., the number of energy groups, number of geometry cards, etc., are arbitrary) is limited only by the total data storage required. The input data, with the exception of cross sections, fission spectra and albedos, may be entered in free form. The geometry input is quite simple to prepare and complicated three-dimensional systems can often be described with a minimum of effort. The results calculated by KENO IV include k-effective, lifetime and generation time, energy-dependent leakages and absorptions, energy- and region-dependent fluxes and region-dependent fission densities. Criticality searches can be made on unit dimensions or on the number of units in an array. A summary of the theory utilized by KENO IV, a section describing the logical program flow, a compilation of the error messages printed by the code and a comprehensive data guide for preparing input to the code are presented. 14 references
HEXANN-EVALU - a Monte Carlo program system for pressure vessel neutron irradiation calculation
International Nuclear Information System (INIS)
Lux, Ivan
1983-08-01
The Monte Carlo program HEXANN and the evaluation program EVALU are intended to calculate Monte Carlo estimates of reaction rates and currents in segments of concentric angular regions around a hexagonal reactor-core region. The report describes the theoretical basis, structure and activity of the programs. Input data preparation guides and a sample problem are also included. Theoretical considerations as well as numerical experimental results suggest the user a nearly optimum way of making use of the Monte Carlo efficiency increasing options included in the program
Non-periodic pseudo-random numbers used in Monte Carlo calculations
Barberis, Gaston E.
2007-09-01
The generation of pseudo-random numbers is one of the interesting problems in Monte Carlo simulations, mostly because the common computer generators produce periodic numbers. We used simple pseudo-random numbers generated with the simplest chaotic system, the logistic map, with excellent results. The numbers generated in this way are non-periodic, which we demonstrated for 1013 numbers, and they are obtained in a deterministic way, which allows to repeat systematically any calculation. The Monte Carlo calculations are the ideal field to apply these numbers, and we did it for simple and more elaborated cases. Chemistry and Information Technology use this kind of simulations, and the application of this numbers to quantum Monte Carlo and cryptography is immediate. I present here the techniques to calculate, analyze and use these pseudo-random numbers, show that they lack periodicity up to 1013 numbers and that they are not correlated.
Failure Probability Estimation of Wind Turbines by Enhanced Monte Carlo
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Nielsen, Søren R.K.; Naess, Arvid
2012-01-01
This paper discusses the estimation of the failure probability of wind turbines required by codes of practice for designing them. The Standard Monte Carlo (SMC) simulations may be used for this reason conceptually as an alternative to the popular Peaks-Over-Threshold (POT) method. However......, estimation of very low failure probabilities with SMC simulations leads to unacceptably high computational costs. In this study, an Enhanced Monte Carlo (EMC) method is proposed that overcomes this obstacle. The method has advantages over both POT and SMC in terms of its low computational cost and accuracy...... is controlled by the pitch controller. This provides a fair framework for comparison of the behavior and failure event of the wind turbine with emphasis on the effect of the pitch controller. The Enhanced Monte Carlo method is then applied to the model and the failure probabilities of the model are estimated...
Non-periodic pseudo-random numbers used in Monte Carlo calculations
International Nuclear Information System (INIS)
Barberis, Gaston E.
2007-01-01
The generation of pseudo-random numbers is one of the interesting problems in Monte Carlo simulations, mostly because the common computer generators produce periodic numbers. We used simple pseudo-random numbers generated with the simplest chaotic system, the logistic map, with excellent results. The numbers generated in this way are non-periodic, which we demonstrated for 10 13 numbers, and they are obtained in a deterministic way, which allows to repeat systematically any calculation. The Monte Carlo calculations are the ideal field to apply these numbers, and we did it for simple and more elaborated cases. Chemistry and Information Technology use this kind of simulations, and the application of this numbers to quantum Monte Carlo and cryptography is immediate. I present here the techniques to calculate, analyze and use these pseudo-random numbers, show that they lack periodicity up to 10 13 numbers and that they are not correlated
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.)
Feasibility Study of Core Design with a Monte Carlo Code for APR1400 Initial core
Energy Technology Data Exchange (ETDEWEB)
Kim, Jinsun; Chang, Do Ik; Seong, Kibong [KEPCO NF, Daejeon (Korea, Republic of)
2014-10-15
The Monte Carlo calculation becomes more popular and useful nowadays due to the rapid progress in computing power and parallel calculation techniques. There have been many attempts to analyze a commercial core by Monte Carlo transport code using the enhanced computer capability, recently. In this paper, Monte Carlo calculation of APR1400 initial core has been performed and the results are compared with the calculation results of conventional deterministic code to find out the feasibility of core design using Monte Carlo code. SERPENT, a 3D continuous-energy Monte Carlo reactor physics burnup calculation code is used for this purpose and the KARMA-ASTRA code system, which is used for a deterministic code of comparison. The preliminary investigation for the feasibility of commercial core design with Monte Carlo code was performed in this study. Simplified core geometry modeling was performed for the reactor core surroundings and reactor coolant model is based on two region model. The reactivity difference at HZP ARO condition between Monte Carlo code and the deterministic code is consistent with each other and the reactivity difference during the depletion could be reduced by adopting the realistic moderator temperature. The reactivity difference calculated at HFP, BOC, ARO equilibrium condition was 180 ±9 pcm, with axial moderator temperature of a deterministic code. The computing time will be a significant burden at this time for the application of Monte Carlo code to the commercial core design even with the application of parallel computing because numerous core simulations are required for actual loading pattern search. One of the remedy will be a combination of Monte Carlo code and the deterministic code to generate the physics data. The comparison of physics parameters with sophisticated moderator temperature modeling and depletion will be performed for a further study.
Energy Technology Data Exchange (ETDEWEB)
Morillon, B.
1996-12-31
With most of the traditional and contemporary techniques, it is still impossible to solve the transport equation if one takes into account a fully detailed geometry and if one studies precisely the interactions between particles and matters. Only the Monte Carlo method offers such a possibility. However with significant attenuation, the natural simulation remains inefficient: it becomes necessary to use biasing techniques where the solution of the adjoint transport equation is essential. The Monte Carlo code Tripoli has been using such techniques successfully for a long time with different approximate adjoint solutions: these methods require from the user to find out some parameters. If this parameters are not optimal or nearly optimal, the biases simulations may bring about small figures of merit. This paper presents a description of the most important biasing techniques of the Monte Carlo code Tripoli ; then we show how to calculate the importance function for general geometry with multigroup cases. We present a completely automatic biasing technique where the parameters of the biased simulation are deduced from the solution of the adjoint transport equation calculated by collision probabilities. In this study we shall estimate the importance function through collision probabilities method and we shall evaluate its possibilities thanks to a Monte Carlo calculation. We compare different biased simulations with the importance function calculated by collision probabilities for one-group and multigroup problems. We have run simulations with new biasing method for one-group transport problems with isotropic shocks and for multigroup problems with anisotropic shocks. The results show that for the one-group and homogeneous geometry transport problems the method is quite optimal without splitting and russian roulette technique but for the multigroup and heterogeneous X-Y geometry ones the figures of merit are higher if we add splitting and russian roulette technique.
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.
Monte Carlo simulation for theoretical calculations of damage and sputtering processes
International Nuclear Information System (INIS)
Yamamura, Yasunori
1984-01-01
The radiation damage accompanying ion irradiation and the various problems caused with it should be determined in principle by resolving Boltzmann's equations. However, in reality, those for a semi-infinite system cannot be generally resolved. Moreover, the effect of crystals, oblique incidence and so on make the situation more difficult. The analysis of the complicated phenomena of the collision in solids and the problems of radiation damage and sputtering accompanying them is possible in most cases only by computer simulation. At present, the methods of simulating the atomic collision phenomena in solids are roughly classified into molecular dynamics method and Monte Carlo method. In the molecular dynamics, Newton's equations are numerically calculated time-dependently as they are, and it has large merits that many body effect and nonlinear effect can be taken in consideration, but much computing time is required. The features and problems of the Monte Carlo simulation and nonlinear Monte Carlo simulation are described. The comparison of the Monte Carlo simulation codes calculating on the basis of two-body collision approximation, MARLOWE, TRIM and ACAT, was carried out through the calculation of the backscattering spectra of light ions. (Kako, I.)
A Monte Carlo Green's function method for three-dimensional neutron transport
International Nuclear Information System (INIS)
Gamino, R.G.; Brown, F.B.; Mendelson, M.R.
1992-01-01
This paper describes a Monte Carlo transport kernel capability, which has recently been incorporated into the RACER continuous-energy Monte Carlo code. The kernels represent a Green's function method for neutron transport from a fixed-source volume out to a particular volume of interest. This method is very powerful transport technique. Also, since kernels are evaluated numerically by Monte Carlo, the problem geometry can be arbitrarily complex, yet exact. This method is intended for problems where an ex-core neutron response must be determined for a variety of reactor conditions. Two examples are ex-core neutron detector response and vessel critical weld fast flux. The response is expressed in terms of neutron transport kernels weighted by a core fission source distribution. In these types of calculations, the response must be computed for hundreds of source distributions, but the kernels only need to be calculated once. The advance described in this paper is that the kernels are generated with a highly accurate three-dimensional Monte Carlo transport calculation instead of an approximate method such as line-of-sight attenuation theory or a synthesized three-dimensional discrete ordinates solution
Quantum Monte Carlo and the equation of state of liquid 3He
International Nuclear Information System (INIS)
Panoff, R.M.
1987-01-01
The author briefly reviews the present status of Monte Carlo technology as it applies to the study of the ground-state properties of strongly-interacting many-fermion systems in general, and to liquid 3 He at zero temperature in particular. Variational Monte Carlo methods are reviewed and the model many-body problem to be tackled is introduced. He outlines the domain Green's function Monte Carlo method with mirror potentials providing a coherent framework for discussing solutions to the fermion problem. He presents results for the zero-temperature equation of state of 3 He, along with other ground-state properties derived from the many-body wave function
Instantons in Quantum Annealing: Thermally Assisted Tunneling Vs Quantum Monte Carlo Simulations
Jiang, Zhang; Smelyanskiy, Vadim N.; Boixo, Sergio; Isakov, Sergei V.; Neven, Hartmut; Mazzola, Guglielmo; Troyer, Matthias
2015-01-01
Recent numerical result (arXiv:1512.02206) from Google suggested that the D-Wave quantum annealer may have an asymptotic speed-up than simulated annealing, however, the asymptotic advantage disappears when it is compared to quantum Monte Carlo (a classical algorithm despite its name). We show analytically that the asymptotic scaling of quantum tunneling is exactly the same as the escape rate in quantum Monte Carlo for a class of problems. Thus, the Google result might be explained in our framework. We also found that the transition state in quantum Monte Carlo corresponds to the instanton solution in quantum tunneling problems, which is observed in numerical simulations.
Monte Carlo method for calculating the radiation skyshine produced by electron accelerators
Energy Technology Data Exchange (ETDEWEB)
Kong Chaocheng [Department of Engineering Physics, Tsinghua University Beijing 100084 (China)]. E-mail: kongchaocheng@tsinghua.org.cn; Li Quanfeng [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Chen Huaibi [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Du Taibin [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Cheng Cheng [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Tang Chuanxiang [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Zhu Li [Laboratory of Radiation and Environmental Protection, Tsinghua University, Beijing 100084 (China); Zhang Hui [Laboratory of Radiation and Environmental Protection, Tsinghua University, Beijing 100084 (China); Pei Zhigang [Laboratory of Radiation and Environmental Protection, Tsinghua University, Beijing 100084 (China); Ming Shenjin [Laboratory of Radiation and Environmental Protection, Tsinghua University, Beijing 100084 (China)
2005-06-01
Using the MCNP4C Monte Carlo code, the X-ray skyshine produced by 9 MeV, 15 MeV and 21 MeV electron linear accelerators were calculated respectively with a new two-step method combined with the split and roulette variance reduction technique. Results of the Monte Carlo simulation, the empirical formulas used for skyshine calculation and the dose measurements were analyzed and compared. In conclusion, the skyshine dose measurements agreed reasonably with the results computed by the Monte Carlo method, but deviated from computational results given by empirical formulas. The effect on skyshine dose caused by different structures of accelerator head is also discussed in this paper.
Modelling of electron contamination in clinical photon beams for Monte Carlo dose calculation
International Nuclear Information System (INIS)
Yang, J; Li, J S; Qin, L; Xiong, W; Ma, C-M
2004-01-01
The purpose of this work is to model electron contamination in clinical photon beams and to commission the source model using measured data for Monte Carlo treatment planning. In this work, a planar source is used to represent the contaminant electrons at a plane above the upper jaws. The source size depends on the dimensions of the field size at the isocentre. The energy spectra of the contaminant electrons are predetermined using Monte Carlo simulations for photon beams from different clinical accelerators. A 'random creep' method is employed to derive the weight of the electron contamination source by matching Monte Carlo calculated monoenergetic photon and electron percent depth-dose (PDD) curves with measured PDD curves. We have integrated this electron contamination source into a previously developed multiple source model and validated the model for photon beams from Siemens PRIMUS accelerators. The EGS4 based Monte Carlo user code BEAM and MCSIM were used for linac head simulation and dose calculation. The Monte Carlo calculated dose distributions were compared with measured data. Our results showed good agreement (less than 2% or 2 mm) for 6, 10 and 18 MV photon beams
Probabilistic learning of nonlinear dynamical systems using sequential Monte Carlo
Schön, Thomas B.; Svensson, Andreas; Murray, Lawrence; Lindsten, Fredrik
2018-05-01
Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data. Specifically, we consider learning of probabilistic nonlinear state-space models. There is no closed-form solution available for this problem, implying that we are forced to use approximations. In this tutorial we will provide a self-contained introduction to one of the state-of-the-art methods-the particle Metropolis-Hastings algorithm-which has proven to offer a practical approximation. This is a Monte Carlo based method, where the particle filter is used to guide a Markov chain Monte Carlo method through the parameter space. One of the key merits of the particle Metropolis-Hastings algorithm is that it is guaranteed to converge to the "true solution" under mild assumptions, despite being based on a particle filter with only a finite number of particles. We will also provide a motivating numerical example illustrating the method using a modeling language tailored for sequential Monte Carlo methods. The intention of modeling languages of this kind is to open up the power of sophisticated Monte Carlo methods-including particle Metropolis-Hastings-to a large group of users without requiring them to know all the underlying mathematical details.
Genetic algorithms and Monte Carlo simulation for optimal plant design
International Nuclear Information System (INIS)
Cantoni, M.; Marseguerra, M.; Zio, E.
2000-01-01
We present an approach to the optimal plant design (choice of system layout and components) under conflicting safety and economic constraints, based upon the coupling of a Monte Carlo evaluation of plant operation with a Genetic Algorithms-maximization procedure. The Monte Carlo simulation model provides a flexible tool, which enables one to describe relevant aspects of plant design and operation, such as standby modes and deteriorating repairs, not easily captured by analytical models. The effects of deteriorating repairs are described by means of a modified Brown-Proschan model of imperfect repair which accounts for the possibility of an increased proneness to failure of a component after a repair. The transitions of a component from standby to active, and vice versa, are simulated using a multiplicative correlation model. The genetic algorithms procedure is demanded to optimize a profit function which accounts for the plant safety and economic performance and which is evaluated, for each possible design, by the above Monte Carlo simulation. In order to avoid an overwhelming use of computer time, for each potential solution proposed by the genetic algorithm, we perform only few hundreds Monte Carlo histories and, then, exploit the fact that during the genetic algorithm population evolution, the fit chromosomes appear repeatedly many times, so that the results for the solutions of interest (i.e. the best ones) attain statistical significance
CloudMC: a cloud computing application for Monte Carlo simulation
International Nuclear Information System (INIS)
Miras, H; Jiménez, R; Miras, C; Gomà, C
2013-01-01
This work presents CloudMC, a cloud computing application—developed in Windows Azure®, the platform of the Microsoft® cloud—for the parallelization of Monte Carlo simulations in a dynamic virtual cluster. CloudMC is a web application designed to be independent of the Monte Carlo code in which the simulations are based—the simulations just need to be of the form: input files → executable → output files. To study the performance of CloudMC in Windows Azure®, Monte Carlo simulations with penelope were performed on different instance (virtual machine) sizes, and for different number of instances. The instance size was found to have no effect on the simulation runtime. It was also found that the decrease in time with the number of instances followed Amdahl's law, with a slight deviation due to the increase in the fraction of non-parallelizable time with increasing number of instances. A simulation that would have required 30 h of CPU on a single instance was completed in 48.6 min when executed on 64 instances in parallel (speedup of 37 ×). Furthermore, the use of cloud computing for parallel computing offers some advantages over conventional clusters: high accessibility, scalability and pay per usage. Therefore, it is strongly believed that cloud computing will play an important role in making Monte Carlo dose calculation a reality in future clinical practice. (note)
CloudMC: a cloud computing application for Monte Carlo simulation.
Miras, H; Jiménez, R; Miras, C; Gomà, C
2013-04-21
This work presents CloudMC, a cloud computing application-developed in Windows Azure®, the platform of the Microsoft® cloud-for the parallelization of Monte Carlo simulations in a dynamic virtual cluster. CloudMC is a web application designed to be independent of the Monte Carlo code in which the simulations are based-the simulations just need to be of the form: input files → executable → output files. To study the performance of CloudMC in Windows Azure®, Monte Carlo simulations with penelope were performed on different instance (virtual machine) sizes, and for different number of instances. The instance size was found to have no effect on the simulation runtime. It was also found that the decrease in time with the number of instances followed Amdahl's law, with a slight deviation due to the increase in the fraction of non-parallelizable time with increasing number of instances. A simulation that would have required 30 h of CPU on a single instance was completed in 48.6 min when executed on 64 instances in parallel (speedup of 37 ×). Furthermore, the use of cloud computing for parallel computing offers some advantages over conventional clusters: high accessibility, scalability and pay per usage. Therefore, it is strongly believed that cloud computing will play an important role in making Monte Carlo dose calculation a reality in future clinical practice.
Automated-biasing approach to Monte Carlo shipping-cask calculations
International Nuclear Information System (INIS)
Hoffman, T.J.; Tang, J.S.; Parks, C.V.; Childs, R.L.
1982-01-01
Computer Sciences at Oak Ridge National Laboratory, under a contract with the Nuclear Regulatory Commission, has developed the SCALE system for performing standardized criticality, shielding, and heat transfer analyses of nuclear systems. During the early phase of shielding development in SCALE, it was established that Monte Carlo calculations of radiation levels exterior to a spent fuel shipping cask would be extremely expensive. This cost can be substantially reduced by proper biasing of the Monte Carlo histories. The purpose of this study is to develop and test an automated biasing procedure for the MORSE-SGC/S module of the SCALE system
Scouting the feasibility of Monte Carlo reactor dynamics simulations
International Nuclear Information System (INIS)
Legrady, David; Hoogenboom, J. Eduard
2008-01-01
In this paper we present an overview of the methodological questions related to Monte Carlo simulation of time dependent power transients in nuclear reactors. Investigations using a small fictional 3D reactor with isotropic scattering and a single energy group we have performed direct Monte Carlo transient calculations with simulation of delayed neutrons and with and without thermal feedback. Using biased delayed neutron sampling and population control at time step boundaries calculation times were kept reasonably low. We have identified the initial source determination and the prompt chain simulations as key issues that require most attention. (authors)
Scouting the feasibility of Monte Carlo reactor dynamics simulations
Energy Technology Data Exchange (ETDEWEB)
Legrady, David [Forschungszentrum Dresden-Rossendorf, Dresden (Germany); Hoogenboom, J. Eduard [Delft University of Technology, Delft (Netherlands)
2008-07-01
In this paper we present an overview of the methodological questions related to Monte Carlo simulation of time dependent power transients in nuclear reactors. Investigations using a small fictional 3D reactor with isotropic scattering and a single energy group we have performed direct Monte Carlo transient calculations with simulation of delayed neutrons and with and without thermal feedback. Using biased delayed neutron sampling and population control at time step boundaries calculation times were kept reasonably low. We have identified the initial source determination and the prompt chain simulations as key issues that require most attention. (authors)
Monte Carlo Simulations of Phosphate Polyhedron Connectivity in Glasses
Energy Technology Data Exchange (ETDEWEB)
ALAM,TODD M.
1999-12-21
Monte Carlo simulations of phosphate tetrahedron connectivity distributions in alkali and alkaline earth phosphate glasses are reported. By utilizing a discrete bond model, the distribution of next-nearest neighbor connectivities between phosphate polyhedron for random, alternating and clustering bonding scenarios was evaluated as a function of the relative bond energy difference. The simulated distributions are compared to experimentally observed connectivities reported for solid-state two-dimensional exchange and double-quantum NMR experiments of phosphate glasses. These Monte Carlo simulations demonstrate that the polyhedron connectivity is best described by a random distribution in lithium phosphate and calcium phosphate glasses.
Perturbative two- and three-loop coefficients from large β Monte Carlo
Lepage, G. P.; Mackenzie, P. B.; Shakespeare, N. H.; Trottier, H. D.
Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large β on finite volumes, where all the lattice momenta are large. The Monte Carlo results are in excellent agreement with perturbation theory through second order. New results for third order coefficients are reported. Twisted boundary conditions are used to eliminate zero modes and to suppress Z3 tunneling.
Perturbative two- and three-loop coefficients from large b Monte Carlo
International Nuclear Information System (INIS)
Lepage, G.P.; Mackenzie, P.B.; Shakespeare, N.H.; Trottier, H.D.
1999-01-01
Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large β on finite volumes, where all the lattice momenta are large. The Monte Carlo results are in excellent agreement with perturbation theory through second order. New results for third order coefficients are reported. Twisted boundary conditions are used to eliminate zero modes and to suppress Z 3 tunneling
Perturbative two- and three-loop coefficients from large β Monte Carlo
International Nuclear Information System (INIS)
Lepage, G.P.; Mackenzie, P.B.; Shakespeare, N.H.; Trottier, H.D.
2000-01-01
Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large β on finite volumes, where all the lattice momenta are large. The Monte Carlo results are in excellent agreement with perturbation theory through second order. New results for third order coefficients are reported. Twisted boundary conditions are used to eliminate zero modes and to suppress Z 3 tunneling
Monte Carlo computations for lattice gauge theories with finite gauge groups
International Nuclear Information System (INIS)
Rabbi, G.
1980-01-01
Recourse to Monte Carlo simulations for obtaining numerical information about lattice gauge field theories is suggested by the fact that, after a Wick rotation of time to imaginary time, the weighted sum over all configurations used to define quantium expectation values becomes formally identical to a statistical sum of a four-dimensional system. Results obtained in a variety of Monte Carlo investigations are described
Strategies for CT tissue segmentation for Monte Carlo calculations in nuclear medicine dosimetry
DEFF Research Database (Denmark)
Braad, P E N; Andersen, T; Hansen, Søren Baarsgaard
2016-01-01
in the ICRP/ICRU male phantom and in a patient PET/CT-scanned with 124I prior to radioiodine therapy. Results: CT number variations body CT examinations at effective CT doses ∼2 mSv. Monte Carlo calculated absorbed doses depended on both the number of media types and accurate......Purpose: CT images are used for patient specific Monte Carlo treatment planning in radionuclide therapy. The authors investigated the impact of tissue classification, CT image segmentation, and CT errors on Monte Carlo calculated absorbed dose estimates in nuclear medicine. Methods: CT errors...
Reactor physics simulations with coupled Monte Carlo calculation and computational fluid dynamics
International Nuclear Information System (INIS)
Seker, V.; Thomas, J.W.; Downar, T.J.
2007-01-01
A computational code system based on coupling the Monte Carlo code MCNP5 and the Computational Fluid Dynamics (CFD) code STAR-CD was developed as an audit tool for lower order nuclear reactor calculations. This paper presents the methodology of the developed computer program 'McSTAR'. McSTAR is written in FORTRAN90 programming language and couples MCNP5 and the commercial CFD code STAR-CD. MCNP uses a continuous energy cross section library produced by the NJOY code system from the raw ENDF/B data. A major part of the work was to develop and implement methods to update the cross section library with the temperature distribution calculated by STARCD for every region. Three different methods were investigated and implemented in McSTAR. The user subroutines in STAR-CD are modified to read the power density data and assign them to the appropriate variables in the program and to write an output data file containing the temperature, density and indexing information to perform the mapping between MCNP and STAR-CD cells. Preliminary testing of the code was performed using a 3x3 PWR pin-cell problem. The preliminary results are compared with those obtained from a STAR-CD coupled calculation with the deterministic transport code DeCART. Good agreement in the k eff and the power profile was observed. Increased computational capabilities and improvements in computational methods have accelerated interest in high fidelity modeling of nuclear reactor cores during the last several years. High-fidelity has been achieved by utilizing full core neutron transport solutions for the neutronics calculation and computational fluid dynamics solutions for the thermal-hydraulics calculation. Previous researchers have reported the coupling of 3D deterministic neutron transport method to CFD and their application to practical reactor analysis problems. One of the principal motivations of the work here was to utilize Monte Carlo methods to validate the coupled deterministic neutron transport
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
Monte Carlo Simulation of stepping source in afterloading intracavitary brachytherapy for GZP6 unit
International Nuclear Information System (INIS)
Toossi, M.T.B.; Abdollahi, M.; Ghorbani, M.
2010-01-01
Full text: Stepping source in brachytherapy systems is used to treat a target lesion longer than the effective treatment length of the source. Dose calculation accuracy plays a vital role in the outcome of brachytherapy treatment. In this study, the stepping source (channel 6) of GZP6 brachytherapy unit was simulated by Monte Carlo simulation and matrix shift method. The stepping source of GZP6 was simulated by Monte Carlo MCNPX code. The Mesh tally (type I) was employed for absorbed dose calculation in a cylindrical water phantom. 5 x 108 photon histories were scored and a 0.2% statistical uncertainty was obtained by Monte Carlo calculations. Dose distributions were obtained by our matrix shift method for esophageal cancer tumor lengths of 8 and 10 cm. Isodose curves produced by simulation and TPS were superimposed to estimate the differences. Results Comparison of Monte Carlo and TPS dose distributions show that in longitudinal direction (source movement direction) Monte Carlo and TPS dose distributions are comparable. [n transverse direction, the dose differences of 7 and 5% were observed for esophageal tumor lengths of 8 and 10 cm respectively. Conclusions Although, the results show that the maximum difference between Monte Carlo and TPS calculations is about 7%, but considering that the certified activity is given with ± I 0%, uncertainty, then an error of the order of 20% for Monte Carlo calculation would be reasonable. It can be suggested that accuracy of the dose distribution produced by TPS is acceptable for clinical applications. (author)
Energy Technology Data Exchange (ETDEWEB)
Zychor, I. [Soltan Inst. for Nuclear Studies, Otwock-Swierk (Poland)
1994-12-31
The application of a Monte Carlo method to study a transport in matter of electron and photon beams is presented, especially for electrons with energies up to 18 MeV. The SHOWME Monte Carlo code, a modified version of GEANT3 code, was used on the CONVEX C3210 computer at Swierk. It was assumed that an electron beam is mono directional and monoenergetic. Arbitrary user-defined, complex geometries made of any element or material can be used in calculation. All principal phenomena occurring when electron beam penetrates the matter are taken into account. The use of calculation for a therapeutic electron beam collimation is presented. (author). 20 refs, 29 figs.
Mukhopadhyay, Nitai D; Sampson, Andrew J; Deniz, Daniel; Alm Carlsson, Gudrun; Williamson, Jeffrey; Malusek, Alexandr
2012-01-01
Correlated sampling Monte Carlo methods can shorten computing times in brachytherapy treatment planning. Monte Carlo efficiency is typically estimated via efficiency gain, defined as the reduction in computing time by correlated sampling relative to conventional Monte Carlo methods when equal statistical uncertainties have been achieved. The determination of the efficiency gain uncertainty arising from random effects, however, is not a straightforward task specially when the error distribution is non-normal. The purpose of this study is to evaluate the applicability of the F distribution and standardized uncertainty propagation methods (widely used in metrology to estimate uncertainty of physical measurements) for predicting confidence intervals about efficiency gain estimates derived from single Monte Carlo runs using fixed-collision correlated sampling in a simplified brachytherapy geometry. A bootstrap based algorithm was used to simulate the probability distribution of the efficiency gain estimates and the shortest 95% confidence interval was estimated from this distribution. It was found that the corresponding relative uncertainty was as large as 37% for this particular problem. The uncertainty propagation framework predicted confidence intervals reasonably well; however its main disadvantage was that uncertainties of input quantities had to be calculated in a separate run via a Monte Carlo method. The F distribution noticeably underestimated the confidence interval. These discrepancies were influenced by several photons with large statistical weights which made extremely large contributions to the scored absorbed dose difference. The mechanism of acquiring high statistical weights in the fixed-collision correlated sampling method was explained and a mitigation strategy was proposed. Copyright © 2011 Elsevier Ltd. All rights reserved.
International Nuclear Information System (INIS)
Ding, Aiping; Liu, Tianyu; Liang, Chao; Ji, Wei; Shephard, Mark S.; Xu, X George; Brown, Forrest B.
2011-01-01
Monte Carlo simulation is ideally suited for solving Boltzmann neutron transport equation in inhomogeneous media. However, routine applications require the computation time to be reduced to hours and even minutes in a desktop system. The interest in adopting GPUs for Monte Carlo acceleration is rapidly mounting, fueled partially by the parallelism afforded by the latest GPU technologies and the challenge to perform full-size reactor core analysis on a routine basis. In this study, Monte Carlo codes for a fixed-source neutron transport problem and an eigenvalue/criticality problem were developed for CPU and GPU environments, respectively, to evaluate issues associated with computational speedup afforded by the use of GPUs. The results suggest that a speedup factor of 30 in Monte Carlo radiation transport of neutrons is within reach using the state-of-the-art GPU technologies. However, for the eigenvalue/criticality problem, the speedup was 8.5. In comparison, for a task of voxelizing unstructured mesh geometry that is more parallel in nature, the speedup of 45 was obtained. It was observed that, to date, most attempts to adopt GPUs for Monte Carlo acceleration were based on naïve implementations and have not yielded the level of anticipated gains. Successful implementation of Monte Carlo schemes for GPUs will likely require the development of an entirely new code. Given the prediction that future-generation GPU products will likely bring exponentially improved computing power and performances, innovative hardware and software solutions may make it possible to achieve full-core Monte Carlo calculation within one hour using a desktop computer system in a few years. (author)
Selection of Investment Projects by Monte Carlo Method in Risk Condition
Directory of Open Access Journals (Sweden)
M. E.
2017-12-01
Full Text Available The Monte Carlo method (also known as the Monte Carlo simulation was proposed by Nicholas Metropolis, S. Ulam and Jhon Von Neiman in 50-th years of the past century. The method can be widely applied to analysis of investment projects due to the advantages recognized both by practitioners and the academic community. The balance model of a project with discounted financial flows has been implemented for Microsoft Excel and Google Docs spread-sheet solutions. The Monte Carlo method for project with low and high correlated net present value (NPV parameters in the environment of the electronic tables of MS Excel/Google Docs. A distinct graduation of risk was identified. A necessity of account of correlation effects and the use of multivariate imitation during the project selection has been demonstrated.