WorldWideScience

Sample records for monte carlo lattice

  1. Lattice gauge theories and Monte Carlo simulations

    CERN Document Server

    Rebbi, Claudio

    1983-01-01

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

  2. Self-consistent kinetic lattice Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    1999-07-01

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

  3. kmos: A lattice kinetic Monte Carlo framework

    Science.gov (United States)

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

    2014-07-01

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

  4. Vectorized Monte Carlo methods for reactor lattice analysis

    Science.gov (United States)

    Brown, F. B.

    1984-01-01

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

  5. Quantum Monte Carlo methods algorithms for lattice models

    CERN Document Server

    Gubernatis, James; Werner, Philipp

    2016-01-01

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

  6. Monte Carlo methods in continuous time for lattice Hamiltonians

    CERN Document Server

    Huffman, Emilie

    2016-01-01

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

  7. Monte Carlo simulation of quantum statistical lattice models

    NARCIS (Netherlands)

    Raedt, Hans De; Lagendijk, Ad

    1985-01-01

    In this article we review recent developments in computational methods for quantum statistical lattice problems. We begin by giving the necessary mathematical basis, the generalized Trotter formula, and discuss the computational tools, exact summations and Monte Carlo simulation, that will be used t

  8. Applicability of Quasi-Monte Carlo for lattice systems

    CERN Document Server

    Ammon, Andreas; Jansen, Karl; Leovey, Hernan; Griewank, Andreas; Müller-Preussker, Micheal

    2013-01-01

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

  9. Truncation Effects in Monte Carlo Renormalization Group Improved Lattice Actions

    CERN Document Server

    Takaishi, T; Forcrand, Ph. de

    1998-01-01

    We study truncation effects in the SU(3) gauge actions obtained by the Monte Carlo renormalization group method. By measuring the heavy quark potential we find that the truncation effects in the actions coarsen the lattice by 40-50 % from the original blocked lattice. On the other hand, we find that rotational symmetry of the heavy quark potentials is well recovered on such coarse lattices, which may indicate that rotational symmetry breaking terms are easily cancelled out by adding a short distance operator. We also discuss the possibility of reducing truncation effects.

  10. Lattice gauge theories and Monte Carlo algorithms

    Energy Technology Data Exchange (ETDEWEB)

    Creutz, M. (Brookhaven National Lab., Upton, NY (USA). Physics Dept.)

    1989-07-01

    Lattice gauge theory has become the primary tool for non-perturbative calculations in quantum field theory. These lectures review some of the foundations of this subject. The first lecture reviews the basic definition of the theory in terms of invariant integrals over group elements on lattice bonds. The lattice represents an ultraviolet cutoff, and renormalization group arguments show how the bare coupling must be varied to obtain the continuum limit. Expansions in the inverse of the coupling constant demonstrate quark confinement in the strong coupling limit. The second lecture turns to numerical simulation, which has become an important approach to calculating hadronic properties. Here I discuss the basic algorithms for obtaining appropriately weighted gauge field configurations. The third lecture turns to algorithms for treating fermionic fields, which still require considerably more computer time than needed for purely bosonic simulations. Some particularly promising recent approaches are based on global accept-reject steps and should display a rather favorable dependence of computer time on the system volume. (orig.).

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

    Science.gov (United States)

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

    2016-08-01

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

  12. Magnetic properties of checkerboard lattice: a Monte Carlo study

    Science.gov (United States)

    Jabar, A.; Masrour, R.; Hamedoun, M.; Benyoussef, A.

    2017-06-01

    The magnetic properties of ferrimagnetic mixed-spin Ising model in the checkerboard lattice are studied using Monte Carlo simulations. The variation of total magnetization and magnetic susceptibility with the crystal field has been established. We have obtained a transition from an order to a disordered phase in some critical value of the physical variables. The reduced transition temperature is obtained for different exchange interactions. The magnetic hysteresis cycles have been established. The multiples hysteresis cycle in checkerboard lattice are obtained. The multiples hysteresis cycle have been established. The ferrimagnetic mixed-spin Ising model in checkerboard lattice is very interesting from the experimental point of view. The mixed spins system have many technological applications such as in domain opto-electronics, memory, nanomedicine and nano-biological systems. The obtained results show that that crystal field induce long-range spin-spin correlations even bellow the reduced transition temperature.

  13. Monte Carlo Simulation of Kinesin Movement with a Lattice Model

    Institute of Scientific and Technical Information of China (English)

    WANG Hong; DOU Shuo-Xing; WANG Peng-Ye

    2005-01-01

    @@ Kinesin is a processive double-headed molecular motor that moves along a microtubule by taking about 8nm steps. It generally hydrolyzes one ATP molecule for taking each forward step. The processive movement of the kinesin molecular motors is numerically simulated with a lattice model. The motors are considered as Brownian particles and the ATPase processes of both heads are taken into account. The Monte Carlo simulation results agree well with recent experimental observations, especially on the relation of velocity versus ATP and ADP concentrations.

  14. Monte Carlo simulations of ABC stacked kagome lattice films.

    Science.gov (United States)

    Yerzhakov, H V; Plumer, M L; Whitehead, J P

    2016-05-18

    Properties of films of geometrically frustrated ABC stacked antiferromagnetic kagome layers are examined using Metropolis Monte Carlo simulations. The impact of having an easy-axis anisotropy on the surface layers and cubic anisotropy in the interior layers is explored. The spin structure at the surface is shown to be different from that of the bulk 3D fcc system, where surface axial anisotropy tends to align spins along the surface [1 1 1] normal axis. This alignment then propagates only weakly to the interior layers through exchange coupling. Results are shown for the specific heat, magnetization and sub-lattice order parameters for both surface and interior spins in three and six layer films as a function of increasing axial surface anisotropy. Relevance to the exchange bias phenomenon in IrMn3 films is discussed.

  15. Monte Carlo simulations of ABC stacked kagome lattice films

    Science.gov (United States)

    Yerzhakov, H. V.; Plumer, M. L.; Whitehead, J. P.

    2016-05-01

    Properties of films of geometrically frustrated ABC stacked antiferromagnetic kagome layers are examined using Metropolis Monte Carlo simulations. The impact of having an easy-axis anisotropy on the surface layers and cubic anisotropy in the interior layers is explored. The spin structure at the surface is shown to be different from that of the bulk 3D fcc system, where surface axial anisotropy tends to align spins along the surface [1 1 1] normal axis. This alignment then propagates only weakly to the interior layers through exchange coupling. Results are shown for the specific heat, magnetization and sub-lattice order parameters for both surface and interior spins in three and six layer films as a function of increasing axial surface anisotropy. Relevance to the exchange bias phenomenon in IrMn3 films is discussed.

  16. Kinetic Monte Carlo simulations of void lattice formation during irradiation

    Science.gov (United States)

    Heinisch, H. L.; Singh, B. N.

    2003-11-01

    Over the last decade, molecular dynamics simulations of displacement cascades have revealed that glissile clusters of self-interstitial crowdions are formed directly in cascades and that they migrate one-dimensionally along close-packed directions with extremely low activation energies. Occasionally, under various conditions, a crowdion cluster can change its Burgers vector and glide along a different close-packed direction. The recently developed production bias model (PBM) of microstructure evolution under irradiation has been structured specifically to take into account the unique properties of the vacancy and interstitial clusters produced in the cascades. Atomic-scale kinetic Monte Carlo (KMC) simulations have played a useful role in understanding the defect reaction kinetics of one-dimensionally migrating crowdion clusters as a function of the frequency of direction changes. This has made it possible to incorporate the migration properties of crowdion clusters and changes in reaction kinetics into the PBM. In the present paper we utilize similar KMC simulations to investigate the significant role that crowdion clusters can play in the formation and stability of void lattices. The creation of stable void lattices, starting from a random distribution of voids, is simulated by a KMC model in which vacancies migrate three-dimensionally and self-interstitial atom (SIA) clusters migrate one-dimensionally, interrupted by directional changes. The necessity of both one-dimensional migration and Burgers vectors changes of SIA clusters for the production of stable void lattices is demonstrated, and the effects of the frequency of Burgers vector changes are described.

  17. Lattice Monte Carlo simulation of Galilei variant anomalous diffusion

    Energy Technology Data Exchange (ETDEWEB)

    Guo, Gang, E-mail: hndzgg@aliyun.com [School of Information System and Management, National University of Defense Technology, Changsha, 410073 (China); Institute of Computer Science, University of Rostock, Albert Einstein Str. 22, Rostock, 18059 (Germany); Bittig, Arne, E-mail: arne.bittig@uni-rostock.de [Institute of Computer Science, University of Rostock, Albert Einstein Str. 22, Rostock, 18059 (Germany); Uhrmacher, Adelinde, E-mail: lin@informatik.uni-rostock.de [Institute of Computer Science, University of Rostock, Albert Einstein Str. 22, Rostock, 18059 (Germany)

    2015-05-01

    The observation of an increasing number of anomalous diffusion phenomena motivates the study to reveal the actual reason for such stochastic processes. When it is difficult to get analytical solutions or necessary to track the trajectory of particles, lattice Monte Carlo (LMC) simulation has been shown to be particularly useful. To develop such an LMC simulation algorithm for the Galilei variant anomalous diffusion, we derive explicit solutions for the conditional and unconditional first passage time (FPT) distributions with double absorbing barriers. According to the theory of random walks on lattices and the FPT distributions, we propose an LMC simulation algorithm and prove that such LMC simulation can reproduce both the mean and the mean square displacement exactly in the long-time limit. However, the error introduced in the second moment of the displacement diverges according to a power law as the simulation time progresses. We give an explicit criterion for choosing a small enough lattice step to limit the error within the specified tolerance. We further validate the LMC simulation algorithm and confirm the theoretical error analysis through numerical simulations. The numerical results agree with our theoretical predictions very well.

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

    KAUST Repository

    Novotny, M.A.

    2010-02-01

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

  19. Fermion-dimer scattering using an impurity lattice Monte Carlo approach and the adiabatic projection method

    Science.gov (United States)

    Elhatisari, Serdar; Lee, Dean

    2014-12-01

    We present lattice Monte Carlo calculations of fermion-dimer scattering in the limit of zero-range interactions using the adiabatic projection method. The adiabatic projection method uses a set of initial cluster states and Euclidean time projection to give a systematically improvable description of the low-lying scattering cluster states in a finite volume. We use Lüscher's finite-volume relations to determine the s -wave, p -wave, and d -wave phase shifts. For comparison, we also compute exact lattice results using Lanczos iteration and continuum results using the Skorniakov-Ter-Martirosian equation. For our Monte Carlo calculations we use a new lattice algorithm called impurity lattice Monte Carlo. This algorithm can be viewed as a hybrid technique which incorporates elements of both worldline and auxiliary-field Monte Carlo simulations.

  20. Fermion-Dimer Scattering using Impurity Lattice Monte Carlo and the Adiabatic Projection Method

    CERN Document Server

    Elhatisari, Serdar

    2014-01-01

    We present lattice Monte Carlo calculations of fermion-dimer scattering in the limit of zero-range interactions using the adiabatic projection method. The adiabatic projection method uses a set of initial cluster states and Euclidean time projection to give a systematically improvable description of the low-lying scattering cluster states in a finite volume. We use L\\"uscher's finite-volume relations to determine the $s$-wave, $p$-wave, and $d$-wave phase shifts. For comparison, we also compute exact lattice results using Lanczos iteration and continuum results using the Skorniakov-Ter-Martirosian equation. For our Monte Carlo calculations we use a new lattice algorithm called impurity lattice Monte Carlo. This algorithm can be viewed as a hybrid technique which incorporates elements of both worldline and auxiliary-field Monte Carlo simulations.

  1. A first look at quasi-Monte Carlo for lattice field theory problems

    CERN Document Server

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

    2012-01-01

    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 1/sqrt(N), where N is the number of observations. By means of Quasi-Monte Carlo methods it is possible to improve this behavior for certain problems to up to 1/N. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling.

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

    CERN Document Server

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

    2013-01-01

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

  3. Universality of the Ising and the S=1 model on Archimedean lattices: A Monte Carlo determination

    Science.gov (United States)

    Malakis, A.; Gulpinar, G.; Karaaslan, Y.; Papakonstantinou, T.; Aslan, G.

    2012-03-01

    The Ising models S=1/2 and S=1 are studied by efficient Monte Carlo schemes on the (3,4,6,4) and the (3,3,3,3,6) Archimedean lattices. The algorithms used, a hybrid Metropolis-Wolff algorithm and a parallel tempering protocol, are briefly described and compared with the simple Metropolis algorithm. Accurate Monte Carlo data are produced at the exact critical temperatures of the Ising model for these lattices. Their finite-size analysis provide, with high accuracy, all critical exponents which, as expected, are the same with the well-known 2D Ising model exact values. A detailed finite-size scaling analysis of our Monte Carlo data for the S=1 model on the same lattices provides very clear evidence that this model obeys, also very well, the 2D Ising model critical exponents. As a result, we find that recent Monte Carlo simulations and attempts to define effective dimensionality for the S=1 model on these lattices are misleading. Accurate estimates are obtained for the critical amplitudes of the logarithmic expansions of the specific heat for both models on the two Archimedean lattices.

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

    CERN Document Server

    Liu Chua

    1999-01-01

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

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

    OpenAIRE

    Liu, Chuan

    1998-01-01

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

  6. Libraries and Development Environments for Monte Carlo Simulations of Lattice Gauge Theories on Parallel Computers

    Science.gov (United States)

    Decker, K. M.; Jayewardena, C.; Rehmann, R.

    We describe the library lgtlib, and lgttool, the corresponding development environment for Monte Carlo simulations of lattice gauge theory on multiprocessor vector computers with shared memory. We explain why distributed memory parallel processor (DMPP) architectures are particularly appealing for compute-intensive scientific applications, and introduce the design of a general application and program development environment system for scientific applications on DMPP architectures.

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

    NARCIS (Netherlands)

    Bitsanis, Ioannis A.; Brinke, Gerrit ten

    1993-01-01

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

  8. Monte Carlo Tests of Nucleation Concepts in the Lattice Gas Model

    OpenAIRE

    Schmitz, Fabian; Virnau, Peter; Binder, Kurt

    2013-01-01

    The conventional theory of homogeneous and heterogeneous nucleation in a supersaturated vapor is tested by Monte Carlo simulations of the lattice gas (Ising) model with nearest-neighbor attractive interactions on the simple cubic lattice. The theory considers the nucleation process as a slow (quasi-static) cluster (droplet) growth over a free energy barrier $\\Delta F^*$, constructed in terms of a balance of surface and bulk term of a "critical droplet" of radius $R^*$, implying that the rates...

  9. Large-scale Monte Carlo simulations for the depinning transition in Ising-type lattice models

    Science.gov (United States)

    Si, Lisha; Liao, Xiaoyun; Zhou, Nengji

    2016-12-01

    With the developed "extended Monte Carlo" (EMC) algorithm, we have studied the depinning transition in Ising-type lattice models by extensive numerical simulations, taking the random-field Ising model with a driving field and the driven bond-diluted Ising model as examples. In comparison with the usual Monte Carlo method, the EMC algorithm exhibits greater efficiency of the simulations. Based on the short-time dynamic scaling form, both the transition field and critical exponents of the depinning transition are determined accurately via the large-scale simulations with the lattice size up to L = 8912, significantly refining the results in earlier literature. In the strong-disorder regime, a new universality class of the Ising-type lattice model is unveiled with the exponents β = 0.304(5) , ν = 1.32(3) , z = 1.12(1) , and ζ = 0.90(1) , quite different from that of the quenched Edwards-Wilkinson equation.

  10. 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.

  11. 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.

  12. Magnetic properties in kagomé lattice with RKKY interaction: A Monte Carlo study

    Science.gov (United States)

    Masrour, R.; Jabar, A.; Benyoussef, A.; Hamedoun, M.

    2016-03-01

    The magnetic properties of the kagomé lattice have been studied with Ruderman-Kittel-Kasuya-Yosida (RKKY) exchange interactions in a spin-7/2 Ising model using Monte Carlo simulations. The RKKY interaction between the two magnetic layers is considered for different distances. The magnetizations and magnetic susceptibilities of this lattice are given for different triquadratic interactions around each triangular face. The critical temperature is obtained for a fixed size. The magnetic hysteresis cycle of kagomé lattice with RKKY interactions is obtained for different temperatures and for different crystal field with a fixed size of nonmagnetic layer.

  13. Molecular mobility with respect to accessible volume in Monte Carlo lattice model for polymers

    Science.gov (United States)

    Diani, J.; Gilormini, P.

    2017-02-01

    A three-dimensional cubic Monte Carlo lattice model is considered to test the impact of volume on the molecular mobility of amorphous polymers. Assuming classic polymer chain dynamics, the concept of locked volume limiting the accessible volume around the polymer chains is introduced. The polymer mobility is assessed by its ability to explore the entire lattice thanks to reptation motions. When recording the polymer mobility with respect to the lattice accessible volume, a sharp mobility transition is observed as witnessed during glass transition. The model ability to reproduce known actual trends in terms of glass transition with respect to material parameters, is also tested.

  14. Implementation of 3D Lattice Monte Carlo Simulation on a Cluster of Symmetric Multiprocessors

    Institute of Scientific and Technical Information of China (English)

    雷咏梅; 蒋英; 等

    2002-01-01

    This paper presents a new approach to parallelize 3D lattice Monte Carlo algorithms used in the numerical simulation of polymer on ZiQiang 2000-a cluster of symmetric multiprocessors(SMPs).The combined load for cell and energy calculations over the time step is balanced together to form a single spatial decomposition.Basic aspects and strategies of running Monte Carlo calculations on parallel computers are studied.Different steps involved in porting the software on a parallel architecture based on ZiQiang 2000 running under Linux and MPI are described briefly.It is found that parallelization becomes more advantageous when either the lattice is very large or the model contains many cells and chains.

  15. Monte Carlo Study of the Anisotropic Heisenberg Antiferromagnet on the Triangular Lattice

    OpenAIRE

    Stephan, W.; Southern, B. W.

    1999-01-01

    We report a Monte Carlo study of the classical antiferromagnetic Heisenberg model with easy axis anisotropy on the triangular lattice. Both the free energy cost for long wavelength spin waves as well as for the formation of free vortices are obtained from the spin stiffness and vorticity modulus respectively. Evidence for two distinct Kosterlitz-Thouless types of defect-mediated phase transitions at finite temperatures is presented.

  16. Colloidal nanoparticles trapped by liquid-crystal defect lines: A lattice Monte Carlo simulation

    Science.gov (United States)

    Jose, Regina; Skačej, Gregor; Sastry, V. S. S.; Žumer, Slobodan

    2014-09-01

    Lattice-based Monte Carlo simulations are performed to study a confined liquid crystal system with a topological disclination line entangling a colloidal nanoparticle. In our microscopic study the disclination line is stretched by moving the colloid, as in laser tweezing experiments, which results in a restoring force attempting to minimize the disclination length. From constant-force simulations we extract the corresponding disclination line tension, estimated as ˜50 pN, and observe its decrease with increasing temperature.

  17. Classical Heisenberg antiferromagnet on a garnet lattice: a Monte Carlo simulation

    OpenAIRE

    2000-01-01

    We have studied a classical antiferromagnet on a garnet lattice by means of Monte Carlo simulations in an attempt to examine the role of geometrical frustration in Gadolinium Gallium Garnet, Gd3Ga5O12 (GGG). Low-temperature specific heat, magnetisation, susceptibility, the autocorrelation function A(t) and the neutron scattering function S(Q) have been calculated for several models including different types of magnetic interactions and with the presence of an external magnetic field applied a...

  18. Quantum Monte Carlo simulation of a two-dimensional Majorana lattice model

    Science.gov (United States)

    Hayata, Tomoya; Yamamoto, Arata

    2017-07-01

    We study interacting Majorana fermions in two dimensions as a low-energy effective model of a vortex lattice in two-dimensional time-reversal-invariant topological superconductors. For that purpose, we implement ab initio quantum Monte Carlo simulation to the Majorana fermion system in which the path-integral measure is given by a semipositive Pfaffian. We discuss spontaneous breaking of time-reversal symmetry at finite temperatures.

  19. Multistep Lattice-Voxel method utilizing lattice function for Monte-Carlo treatment planning with pixel based voxel model.

    Science.gov (United States)

    Kumada, H; Saito, K; Nakamura, T; Sakae, T; Sakurai, H; Matsumura, A; Ono, K

    2011-12-01

    Treatment planning for boron neutron capture therapy generally utilizes Monte-Carlo methods for calculation of the dose distribution. The new treatment planning system JCDS-FX employs the multi-purpose Monte-Carlo code PHITS to calculate the dose distribution. JCDS-FX allows to build a precise voxel model consisting of pixel based voxel cells in the scale of 0.4×0.4×2.0 mm(3) voxel in order to perform high-accuracy dose estimation, e.g. for the purpose of calculating the dose distribution in a human body. However, the miniaturization of the voxel size increases calculation time considerably. The aim of this study is to investigate sophisticated modeling methods which can perform Monte-Carlo calculations for human geometry efficiently. Thus, we devised a new voxel modeling method "Multistep Lattice-Voxel method," which can configure a voxel model that combines different voxel sizes by utilizing the lattice function over and over. To verify the performance of the calculation with the modeling method, several calculations for human geometry were carried out. The results demonstrated that the Multistep Lattice-Voxel method enabled the precise voxel model to reduce calculation time substantially while keeping the high-accuracy of dose estimation.

  20. Coarse-grained stochastic processes and Monte Carlo simulations in lattice systems

    CERN Document Server

    Katsoulakis, M A; Vlachos, D G

    2003-01-01

    In this paper we present a new class of coarse-grained stochastic processes and Monte Carlo simulations, derived directly from microscopic lattice systems and describing mesoscopic length scales. As our primary example, we mainly focus on a microscopic spin-flip model for the adsorption and desorption of molecules between a surface adjacent to a gas phase, although a similar analysis carries over to other processes. The new model can capture large scale structures, while retaining microscopic information on intermolecular forces and particle fluctuations. The requirement of detailed balance is utilized as a systematic design principle to guarantee correct noise fluctuations for the coarse-grained model. We carry out a rigorous asymptotic analysis of the new system using techniques from large deviations and present detailed numerical comparisons of coarse-grained and microscopic Monte Carlo simulations. The coarse-grained stochastic algorithms provide large computational savings without increasing programming ...

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

    Science.gov (United States)

    Jansen, K.; Leovey, H.; Ammon, A.; Griewank, A.; Müller-Preussker, M.

    2014-03-01

    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, 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 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. Catalogue identifier: AERJ_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AERJ_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland Licensing provisions: GNU General Public Licence version 3 No. of lines in distributed program, including test data, etc.: 67759 No. of bytes in distributed program, including test data, etc.: 2165365 Distribution format: tar.gz Programming language: C and C++. Computer: PC. Operating system: Tested on GNU/Linux, should be portable to other operating systems with minimal efforts. Has the code been vectorized or parallelized?: No RAM: The memory usage directly scales with the number of samples and dimensions: Bytes used = “number of samples” × “number of dimensions” × 8 Bytes (double precision). Classification: 4.13, 11.5, 23. External routines: FFTW 3 library (http://www.fftw.org) Nature of problem: Certain physical models formulated as a quantum field theory through the Feynman path integral, such as quantum chromodynamics, require a non-perturbative treatment of the path integral. The only known approach that achieves this is the lattice regularization. In this formulation the path integral is discretized to a finite, but very high dimensional integral. So far only Monte

  2. MBAR-enhanced lattice Monte Carlo simulation of the effect of helices on membrane protein aggregation

    Science.gov (United States)

    Xu, Yuanwei; Rodger, P. Mark

    2017-03-01

    We study the effect of helical structure on the aggregation of proteins using a simplified lattice protein model with an implicit membrane environment. A recently proposed Monte Carlo approach, which exploits the proven statistical optimality of the MBAR estimator in order to improve simulation efficiency, was used. The results show that with both two and four proteins present, the tendency to aggregate is strongly expedited by the presence of amphipathic helix (APH), whereas a transmembrane helix (TMH) slightly disfavours aggregation. When four protein molecules are present, partially aggregated states (dimers and trimers) were more common when the APH was present, compared with the cases where no helices or only the TMH is present.

  3. A general method for spatially coarse-graining Metropolis Monte Carlo simulations onto a lattice.

    Science.gov (United States)

    Liu, Xiao; Seider, Warren D; Sinno, Talid

    2013-03-21

    A recently introduced method for coarse-graining standard continuous Metropolis Monte Carlo simulations of atomic or molecular fluids onto a rigid lattice of variable scale [X. Liu, W. D. Seider, and T. Sinno, Phys. Rev. E 86, 026708 (2012)] is further analyzed and extended. The coarse-grained Metropolis Monte Carlo technique is demonstrated to be highly consistent with the underlying full-resolution problem using a series of detailed comparisons, including vapor-liquid equilibrium phase envelopes and spatial density distributions for the Lennard-Jones argon and simple point charge water models. In addition, the principal computational bottleneck associated with computing a coarse-grained interaction function for evolving particle positions on the discretized domain is addressed by the introduction of new closure approximations. In particular, it is shown that the coarse-grained potential, which is generally a function of temperature and coarse-graining level, can be computed at multiple temperatures and scales using a single set of free energy calculations. The computational performance of the method relative to standard Monte Carlo simulation is also discussed.

  4. Absence of re-entrant phase transition of the antiferromagnetic Ising model on the simple cubic lattice: Monte Carlo study of the hard-sphere lattice gas

    OpenAIRE

    Yamagata, Atsushi

    1994-01-01

    We perform the Monte Carlo simulations of the hard-sphere lattice gas on the simple cubic lattice with nearest neighbour exclusion. The critical activity is estimated, $z_{\\rm c} = 1.0588 \\pm 0.0003$. Using a relation between the hard-sphere lattice gas and the antiferromagnetic Ising model in an external magnetic field, we conclude that there is no re-entrant phase transition of the latter on the simple cubic lattice.

  5. Monte Carlo study of the double and super-exchange model with lattice distortion

    Energy Technology Data Exchange (ETDEWEB)

    Suarez, J R; Vallejo, E; Navarro, O [Instituto de Investigaciones en Materiales, Universidad Nacional Autonoma de Mexico, Apartado Postal 70-360, 04510 Mexico D. F. (Mexico); Avignon, M, E-mail: jrsuarez@iim.unam.m [Institut Neel, Centre National de la Recherche Scientifique (CNRS) and Universite Joseph Fourier, BP 166, 38042 Grenoble Cedex 9 (France)

    2009-05-01

    In this work a magneto-elastic phase transition was obtained in a linear chain due to the interplay between magnetism and lattice distortion in a double and super-exchange model. It is considered a linear chain consisting of localized classical spins interacting with itinerant electrons. Due to the double exchange interaction, localized spins tend to align ferromagnetically. This ferromagnetic tendency is expected to be frustrated by anti-ferromagnetic super-exchange interactions between neighbor localized spins. Additionally, lattice parameter is allowed to have small changes, which contributes harmonically to the energy of the system. Phase diagram is obtained as a function of the electron density and the super-exchange interaction using a Monte Carlo minimization. At low super-exchange interaction energy phase transition between electron-full ferromagnetic distorted and electron-empty anti-ferromagnetic undistorted phases occurs. In this case all electrons and lattice distortions were found within the ferromagnetic domain. For high super-exchange interaction energy, phase transition between two site distorted periodic arrangement of independent magnetic polarons ordered anti-ferromagnetically and the electron-empty anti-ferromagnetic undistorted phase was found. For this high interaction energy, Wigner crystallization, lattice distortion and charge distribution inside two-site polarons were obtained.

  6. A lattice-based Monte Carlo evaluation of Canada Deuterium Uranium-6 safety parameters

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Yong Hee; Hartanto, Donny; Kim, Woo Song [Dept. of Nuclear and Quantum Engineering, Korea Advanced Institute of Science and Technology (KAIST), Daejeon (Korea, Republic of)

    2016-06-15

    Important safety parameters such as the fuel temperature coefficient (FTC) and the power coefficient of reactivity (PCR) of the CANada Deuterium Uranium (CANDU-6) reactor have been evaluated using the Monte Carlo method. For accurate analysis of the parameters, the Doppler broadening rejection correction scheme was implemented in the MCNPX code to account for the thermal motion of the heavy uranium-238 nucleus in the neutron-U scattering reactions. In this work, a standard fuel lattice has been modeled and the fuel is depleted using MCNPX. The FTC value is evaluated for several burnup points including the mid-burnup representing a near-equilibrium core. The Doppler effect has been evaluated using several cross-section libraries such as ENDF/B-VI.8, ENDF/B-VII.0, JEFF-3.1.1, and JENDL-4.0. The PCR value is also evaluated at mid-burnup conditions to characterize the safety features of an equilibrium CANDU-6 reactor. To improve the reliability of the Monte Carlo calculations, we considered a huge number of neutron histories in this work and the standard deviation of the k-infinity values is only 0.5-1 pcm.

  7. Thermodynamics of Gauge-Invariant U(1) Vortices from Lattice Monte Carlo Simulations

    CERN Document Server

    Kajantie, Keijo; Laine, Mikko; Peisa, J; Rajantie, A

    1998-01-01

    We study non-perturbatively and from first principles the thermodynamics of vortices in 3d U(1) gauge+Higgs theory, or the Ginzburg-Landau model, which has frequently been used as a model for cosmological topological defect formation. We discretize the system and introduce a gauge-invariant definition of a vortex passing through a loop on the lattice. We then study with Monte Carlo simulations the total vortex density, extract the physically meaningful part thereof, and demonstrate that it has a well-defined continuum limit. The total vortex density behaves as a pseudo order parameter, having a discontinuity in the regime of first order transitions and behaving continuously in the regime of second order transitions. Finally, we discuss further gauge-invariant observables to be measured.

  8. Reptation quantum Monte Carlo algorithm for lattice Hamiltonians with a directed-update scheme.

    Science.gov (United States)

    Carleo, Giuseppe; Becca, Federico; Moroni, Saverio; Baroni, Stefano

    2010-10-01

    We provide an extension to lattice systems of the reptation quantum Monte Carlo algorithm, originally devised for continuous Hamiltonians. For systems affected by the sign problem, a method to systematically improve upon the so-called fixed-node approximation is also proposed. The generality of the method, which also takes advantage of a canonical worm algorithm scheme to measure off-diagonal observables, makes it applicable to a vast variety of quantum systems and eases the study of their ground-state and excited-state properties. As a case study, we investigate the quantum dynamics of the one-dimensional Heisenberg model and we provide accurate estimates of the ground-state energy of the two-dimensional fermionic Hubbard model.

  9. Synchronous parallel Kinetic Monte Carlo: Implementation and results for object and lattice approaches

    Energy Technology Data Exchange (ETDEWEB)

    Martin-Bragado, Ignacio, E-mail: ignacio.martin@imdea.org [IMDEA Materials Institute, C/ Eric Kandel 2, 28906 Getafe, Madrid (Spain); Abujas, J.; Galindo, P.L.; Pizarro, J. [Departamento de Ingeniería Informática, Universidad de Cádiz, Puerto Real, Cádiz (Spain)

    2015-06-01

    An adaptation of the synchronous parallel Kinetic Monte Carlo (spKMC) algorithm developed by Martinez et al. (2008) to the existing KMC code MMonCa (Martin-Bragado et al. 2013) is presented in this work. Two cases, general enough to provide an idea of the current state-of-the-art in parallel KMC, are presented: Object KMC simulations of the evolution of damage in irradiated iron, and Lattice KMC simulations of epitaxial regrowth of amorphized silicon. The results allow us to state that (a) the parallel overhead is critical, and severely degrades the performance of the simulator when it is comparable to the CPU time consumed per event, (b) the balance between domains is important, but not critical, (c) the algorithm and its implementation are correct and (d) further improvements are needed for spKMC to become a general, all-working solution for KMC simulations.

  10. Worm Monte Carlo study of the honeycomb-lattice loop model

    Energy Technology Data Exchange (ETDEWEB)

    Liu Qingquan, E-mail: liuqq@mail.ustc.edu.c [Hefei National Laboratory for Physical Sciences at Microscale, Department of Modern Physics, University of Science and Technology of China, Hefei, 230027 (China); Deng Youjin, E-mail: yjdeng@ustc.edu.c [Hefei National Laboratory for Physical Sciences at Microscale, Department of Modern Physics, University of Science and Technology of China, Hefei, 230027 (China); Garoni, Timothy M., E-mail: t.garoni@ms.unimelb.edu.a [ARC Centre of Excellence for Mathematics and Statistics of Complex Systems, Department of Mathematics and Statistics, University of Melbourne, Victoria 3010 (Australia)

    2011-05-11

    We present a Markov-chain Monte Carlo algorithm of worm type that correctly simulates the O(n) loop model on any (finite and connected) bipartite cubic graph, for any real n>0, and any edge weight, including the fully-packed limit of infinite edge weight. Furthermore, we prove rigorously that the algorithm is ergodic and has the correct stationary distribution. We emphasize that by using known exact mappings when n=2, this algorithm can be used to simulate a number of zero-temperature Potts antiferromagnets for which the Wang-Swendsen-Kotecky cluster algorithm is non-ergodic, including the 3-state model on the kagome lattice and the 4-state model on the triangular lattice. We then use this worm algorithm to perform a systematic study of the honeycomb-lattice loop model as a function of n{<=}2, on the critical line and in the densely-packed and fully-packed phases. By comparing our numerical results with Coulomb gas theory, we identify a set of exact expressions for scaling exponents governing some fundamental geometric and dynamic observables. In particular, we show that for all n{<=}2, the scaling of a certain return time in the worm dynamics is governed by the magnetic dimension of the loop model, thus providing a concrete dynamical interpretation of this exponent. The case n>2 is also considered, and we confirm the existence of a phase transition in the 3-state Potts universality class that was recently observed via numerical transfer matrix calculations.

  11. Isotope dependence of the lattice parameter of germanium from path-integral Monte Carlo simulations

    Science.gov (United States)

    Noya, José C.; Herrero, Carlos P.; Ramírez, Rafael

    1997-07-01

    The dependence of the lattice parameter upon the isotope mass for five isotopically pure Ge crystals was studied by quantum path-integral Monte Carlo simulations. The interatomic interactions in the solid were described by an empirical potential of the Stillinger-Weber type. At 50 K the isotopic effect leads to an increase of 2.3×10-4 Å in the lattice parameter of 70Ge with respect to 76Ge. Comparison of the simulation results with available experimental data for 74Ge shows that the employed model provides a realistic description of this anharmonic effect. The path-integral results were compared to those derived from a quasiharmonic approximation of the crystal. Within this approximation, the calculated fractional change of the lattice parameter of 74Ge with respect to a crystal whose atoms have the average mass of natural Ge amounts to Δa/a=-9.2×10-6 at T=0 K. Some limitations of the quasiharmonic approximation are shown at temperatures above 200 K.

  12. Efficient implementation of the Monte Carlo method for lattice gauge theory calculations on the floating point systems FPS-164

    Energy Technology Data Exchange (ETDEWEB)

    Moriarty, K.J.M. (Royal Holloway Coll., Englefield Green (UK). Dept. of Mathematics); Blackshaw, J.E. (Floating Point Systems UK Ltd., Bracknell)

    1983-04-01

    The computer program calculates the average action per plaquette for SU(6)/Z/sub 6/ lattice gauge theory. By considering quantum field theory on a space-time lattice, the ultraviolet divergences of the theory are regulated through the finite lattice spacing. The continuum theory results can be obtained by a renormalization group procedure. Making use of the FPS Mathematics Library (MATHLIB), we are able to generate an efficient code for the Monte Carlo algorithm for lattice gauge theory calculations which compares favourably with the performance of the CDC 7600.

  13. Comprehensive modeling of solid phase epitaxial growth using Lattice Kinetic Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Martin-Bragado, Ignacio, E-mail: ignacio.martin@imdea.org [IMDEA Materials Institute, C/ Eric Kandel 2, Parque Científico y Tecnológico de Getafe 28906 Madrid, Getafe (Spain)

    2013-05-15

    Damage evolution of irradiated silicon is, and has been, a topic of interest for the last decades for its applications to the semiconductor industry. In particular, sometimes, the damage is heavy enough to collapse the lattice and to locally amorphize the silicon, while in other cases amorphization is introduced explicitly to improve other implanted profiles. Subsequent annealing of the implanted samples heals the amorphized regions through Solid Phase Epitaxial Regrowth (SPER). SPER is a complicated process. It is anisotropic, it generates defects in the recrystallized silicon, it has a different amorphous/crystalline (A/C) roughness for each orientation, leaving pits in Si(1 1 0), and in Si(1 1 1) it produces two modes of recrystallization with different rates. The recently developed code MMonCa has been used to introduce a physically-based comprehensive model using Lattice Kinetic Monte Carlo that explains all the above singularities of silicon SPER. The model operates by having, as building blocks, the silicon lattice microconfigurations and their four twins. It detects the local configurations, assigns microscopical growth rates, and reconstructs the positions of the lattice locally with one of those building blocks. The overall results reproduce the (a) anisotropy as a result of the different growth rates, (b) localization of SPER induced defects, (c) roughness trends of the A/C interface, (d) pits on Si(1 1 0) regrown surfaces, and (e) bimodal Si(1 1 1) growth. It also provides physical insights of the nature and shape of deposited defects and how they assist in the occurrence of all the above effects.

  14. Critical Casimir force and its fluctuations in lattice spin models: exact and Monte Carlo results.

    Science.gov (United States)

    Dantchev, Daniel; Krech, Michael

    2004-04-01

    We present general arguments and construct a stress tensor operator for finite lattice spin models. The average value of this operator gives the Casimir force of the system close to the bulk critical temperature T(c). We verify our arguments via exact results for the force in the two-dimensional Ising model, d -dimensional Gaussian, and mean spherical model with 2Monte Carlo simulations for three-dimensional Ising, XY, and Heisenberg models we demonstrate that the standard deviation of the Casimir force F(C) in a slab geometry confining a critical substance in-between is k(b) TD(T) (A/ a(d-1) )(1/2), where A is the surface area of the plates, a is the lattice spacing, and D(T) is a slowly varying nonuniversal function of the temperature T. The numerical calculations demonstrate that at the critical temperature T(c) the force possesses a Gaussian distribution centered at the mean value of the force = k(b) T(c) (d-1)Delta/ (L/a)(d), where L is the distance between the plates and Delta is the (universal) Casimir amplitude.

  15. Lattice based Kinetic Monte Carlo Simulations of a complex chemical reaction network

    Science.gov (United States)

    Danielson, Thomas; Savara, Aditya; Hin, Celine

    Lattice Kinetic Monte Carlo (KMC) simulations offer a powerful alternative to using ordinary differential equations for the simulation of complex chemical reaction networks. Lattice KMC provides the ability to account for local spatial configurations of species in the reaction network, resulting in a more detailed description of the reaction pathway. In KMC simulations with a large number of reactions, the range of transition probabilities can span many orders of magnitude, creating subsets of processes that occur more frequently or more rarely. Consequently, processes that have a high probability of occurring may be selected repeatedly without actually progressing the system (i.e. the forward and reverse process for the same reaction). In order to avoid the repeated occurrence of fast frivolous processes, it is necessary to throttle the transition probabilities in such a way that avoids altering the overall selectivity. Likewise, as the reaction progresses, new frequently occurring species and reactions may be introduced, making a dynamic throttling algorithm a necessity. We present a dynamic steady-state detection scheme with the goal of accurately throttling rate constants in order to optimize the KMC run time without compromising the selectivity of the reaction network. The algorithm has been applied to a large catalytic chemical reaction network, specifically that of methanol oxidative dehydrogenation, as well as additional pathways on CeO2(111) resulting in formaldehyde, CO, methanol, CO2, H2 and H2O as gas products.

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

    KAUST Repository

    Guerra, Marta L.

    2009-02-23

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

  17. Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations.

    Science.gov (United States)

    Arampatzis, Georgios; Katsoulakis, Markos A

    2014-03-28

    In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo (KMC). Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-"coupled"- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that the new coupled process depends on the targeted observables, e.g., coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore, the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz-Kalos-Lebowitz algorithm's philosophy, where events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption, and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach. We also provide a complete implementation of the proposed sensitivity analysis algorithms, including various spatial KMC examples, in a supplementary MATLAB

  18. Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations

    Science.gov (United States)

    Arampatzis, Georgios; Katsoulakis, Markos A.

    2014-03-01

    In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo (KMC). Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-"coupled"- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that the new coupled process depends on the targeted observables, e.g., coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore, the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz-Kalos-Lebowitz algorithm's philosophy, where events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption, and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach. We also provide a complete implementation of the proposed sensitivity analysis algorithms, including various spatial KMC examples, in a supplementary MATLAB

  19. Lattice Boltzmann accelerated direct simulation Monte Carlo for dilute gas flow simulations.

    Science.gov (United States)

    Di Staso, G; Clercx, H J H; Succi, S; Toschi, F

    2016-11-13

    Hybrid particle-continuum computational frameworks permit the simulation of gas flows by locally adjusting the resolution to the degree of non-equilibrium displayed by the flow in different regions of space and time. In this work, we present a new scheme that couples the direct simulation Monte Carlo (DSMC) with the lattice Boltzmann (LB) method in the limit of isothermal flows. The former handles strong non-equilibrium effects, as they typically occur in the vicinity of solid boundaries, whereas the latter is in charge of the bulk flow, where non-equilibrium can be dealt with perturbatively, i.e. according to Navier-Stokes hydrodynamics. The proposed concurrent multiscale method is applied to the dilute gas Couette flow, showing major computational gains when compared with the full DSMC scenarios. In addition, it is shown that the coupling with LB in the bulk flow can speed up the DSMC treatment of the Knudsen layer with respect to the full DSMC case. In other words, LB acts as a DSMC accelerator.This article is part of the themed issue 'Multiscale modelling at the physics-chemistry-biology interface'. © 2016 The Author(s).

  20. Monte carlo simulation study of the square lattice S=1/2 quantum heisenberg antiferromagnet

    CERN Document Server

    Kim, J K

    1999-01-01

    For the two dimensional S= 1/2 isotopic quantum Heisenberg antiferromagnet on a square lattice, we report our results of an extensive quantum Monte Carlo simulation for various physical observables such as the correlation length xi, the staggered magnetic susceptibility chi sub S sub T , the structure factor peak value S(Q), the internal energy epsilon, and the uniform susceptibility chi sub u. We find that chi sub S sub T approx chi sup 2 T and S(Q) approx xi sup 2 T sup 2 , in agreement with the predictions of the conventional theory but in disagreement with recent experiments. Our estimate of the spin stiffness constant rho sub s and spin wave velocity c, from the low temperature behavior of the chi sub u is shown to be consistent with the theoretical prediction of the low temperature behavior of the epsilon, and of the xi provided an additional correction up to T sup 2. However, our data are definitely inconsistent with the scenario of the crossover for the xi.

  1. Lattice Boltzmann accelerated direct simulation Monte Carlo for dilute gas flow simulations

    Science.gov (United States)

    Di Staso, G.; Clercx, H. J. H.; Succi, S.; Toschi, F.

    2016-11-01

    Hybrid particle-continuum computational frameworks permit the simulation of gas flows by locally adjusting the resolution to the degree of non-equilibrium displayed by the flow in different regions of space and time. In this work, we present a new scheme that couples the direct simulation Monte Carlo (DSMC) with the lattice Boltzmann (LB) method in the limit of isothermal flows. The former handles strong non-equilibrium effects, as they typically occur in the vicinity of solid boundaries, whereas the latter is in charge of the bulk flow, where non-equilibrium can be dealt with perturbatively, i.e. according to Navier-Stokes hydrodynamics. The proposed concurrent multiscale method is applied to the dilute gas Couette flow, showing major computational gains when compared with the full DSMC scenarios. In addition, it is shown that the coupling with LB in the bulk flow can speed up the DSMC treatment of the Knudsen layer with respect to the full DSMC case. In other words, LB acts as a DSMC accelerator. This article is part of the themed issue 'Multiscale modelling at the physics-chemistry-biology interface'.

  2. Monte Carlo Simulation of the (100 Surface of the fcc Lattice of Platinum and Gold

    Directory of Open Access Journals (Sweden)

    G. A. Parsafar

    1997-04-01

    Full Text Available   In this work, the (100 surface of Au and Pts face centered cubic lattice, has been simulated in Monte-Carlo method, using a 486-DX2 computer. The potential equation that was used for the interaction among atoms in the metal surfaces is called Sutton and Chen potential. This potential is introduced for the interaction of floating nuclei in the electron sea, and attractive term is a many body potential.   Surface atoms are allowed to move to their adjacent unoccupied sites. These movements occur when temperature increases by which surface configuration, coordination number and the solid surface will be changed. In primary movements, we have large flactuations for the energy, but when the number of movements become large enough (order of hunders of thouands, we may ignore the small energy flactuation and therefore stable configuration can obtained.   In this calculation, we have taken into account the interaction between any particle with its first and second neighbouring atoms. Probability of acceptance of any movement is equal to the Boltzman factor. Finally, an equation, that is temperature dependency of surface magnitude, was abtained.

  3. Classical Heisenberg antiferromagnet on a garnet lattice: A Monte Carlo simulation

    Science.gov (United States)

    Petrenko, O. A.; Paul, D. McK.

    2001-01-01

    We have studied a classical antiferromagnet on a garnet lattice by means of Monte Carlo simulations in an attempt to examine the role of geometrical frustration in gadolinium gallium garnet Gd3Ga5O12 (GGG). Low-temperature specific heat, magnetization, susceptibility, the autocorrelation function A(t), and the neutron scattering function S(Q) have been calculated for several models including different types of magnetic interactions and with the presence of an external magnetic field applied along the principal symmetry axes. A model, which includes only nearest-neighbor exchange J1, neither orders down to the lowest temperature nor does it show any tendency towards forming a short-range coplanar spin structure. This model, however, does demonstrate a magnetic field induced ordering below T~0.01J1. In order to reproduce the experimentally observed properties of GGG, the simulated model must include nearest-neighbor exchange interactions and also dipolar forces. The presence of weak next-to-nearest exchange interactions is found to be insignificant. In zero field S(Q) exhibits diffuse magnetic scattering around positions in reciprocal space where antiferromagnetic Bragg peaks appear in an applied magnetic field.

  4. Transient Non-Thermal Mobility of CO for CO-NO Catalytic Reaction on Square Lattice: Monte Carlo Simulation

    Institute of Scientific and Technical Information of China (English)

    M. Khalid; A. U. Qaisrani; M. G. Ullah

    2008-01-01

    @@ We study a model based on precursor mechanism for CO-NO catalytic reaction on square lattice with Monte Carlo simulation. The precursor mechanism clearly demonstrates its impact on the phase diagram. The steady reactive state (SRS) gets established. The width of reactive region increases by increasing the range of precursor mobility. When the precursor mobility is increased to third-nearest neighboarhood, the second-order transition disappears.

  5. Path Integral Monte Carlo Approach to the U(1) Lattice Gauge Theory in (2+1) Dimensions

    CERN Document Server

    Loan, M; Sloggett, C; Hamer, C; Loan, Mushtaq; Brunner, Michael; Sloggett, Clare; Hamer, Chris

    2003-01-01

    Path Integral Monte Carlo simulations have been performed for U(1) lattice gauge theory in (2+1) dimensions on anisotropic lattices. We extract the static quark potential, the string tension and the low-lying "glueball" spectrum. The Euclidean string tension and mass gap decrease exponentially at weak coupling in excellent agreement with the predictions of Polyakov and G{\\" o}pfert and Mack, but their magnitudes are five times bigger than predicted. Extrapolations are made to the extreme anisotropic or Hamiltonian limit, and comparisons are made with previous estimates obtained in the Hamiltonian formulation.

  6. Extended Ensemble Monte Carlo

    OpenAIRE

    Iba, Yukito

    2000-01-01

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

  7. Lattice gas models and kinetic Monte Carlo simulations of epitaxial growth

    NARCIS (Netherlands)

    Biehl, Michael; Voigt, A

    2005-01-01

    A brief introduction is given to Kinetic Monte Carlo (KMC) simulations of epitaxial crystal growth. Molecular Beam Epitaxy (MBE) serves as the prototype example for growth far from equilibrium. However, many of the aspects discussed here would carry over to other techniques as well. A variety of app

  8. Can we do better than Hybrid Monte Carlo in lattice QCD?

    Energy Technology Data Exchange (ETDEWEB)

    Berbenni-Bitsch, M.E. [Kaiserslautern Univ. (Germany). Fachbereich Physik; Gottlob, A.P. [Kaiserslautern Univ. (Germany). Fachbereich Physik; Meyer, S. [Kaiserslautern Univ. (Germany). Fachbereich Physik; Puetz, M. [Kaiserslautern Univ. (Germany). Fachbereich Physik

    1996-02-01

    The Hybrid Monte Carlo algorithm for the simulation of QCD with dynamical staggered fermions is compared with Kramers equation algorithm. We find substantially different autocorrelation times for local and nonlocal observables. The calculations have been performed on the parallel computer CRAY T3D. (orig.).

  9. Lattice gas models and kinetic Monte Carlo simulations of epitaxial growth

    NARCIS (Netherlands)

    Biehl, Michael; Voigt, A

    2005-01-01

    A brief introduction is given to Kinetic Monte Carlo (KMC) simulations of epitaxial crystal growth. Molecular Beam Epitaxy (MBE) serves as the prototype example for growth far from equilibrium. However, many of the aspects discussed here would carry over to other techniques as well. A variety of app

  10. Variational Monte Carlo study of chiral spin liquid in quantum antiferromagnet on the triangular lattice

    Science.gov (United States)

    Hu, Wen-Jun; Gong, Shou-Shu; Sheng, D. N.

    2016-08-01

    By using Gutzwiller projected fermionic wave functions and variational Monte Carlo technique, we study the spin-1 /2 Heisenberg model with the first-neighbor (J1), second-neighbor (J2), and additional scalar chiral interaction JχSi.(Sj×Sk) on the triangular lattice. In the nonmagnetic phase of the J1-J2 triangular model with 0.08 ≲J2/J1≲0.16 , recent density-matrix renormalization group (DMRG) studies [Zhu and White, Phys. Rev. B 92, 041105(R) (2015), 10.1103/PhysRevB.92.041105 and Hu, Gong, Zhu, and Sheng, Phys. Rev. B 92, 140403(R) (2015), 10.1103/PhysRevB.92.140403] find a possible gapped spin liquid with the signal of a competition between a chiral and a Z2 spin liquid. Motivated by the DMRG results, we consider the chiral interaction JχSi.(Sj×Sk) as a perturbation for this nonmagnetic phase. We find that with growing Jχ, the gapless U(1) Dirac spin liquid, which has the best variational energy for Jχ=0 , exhibits the energy instability towards a gapped spin liquid with nontrivial magnetic fluxes and nonzero chiral order. We calculate topological Chern number and ground-state degeneracy, both of which identify this flux state as the chiral spin liquid with fractionalized Chern number C =1 /2 and twofold topological degeneracy. Our results indicate a positive direction to stabilize a chiral spin liquid near the nonmagnetic phase of the J1-J2 triangular model.

  11. Monte-Carlo simulations of methane/carbon dioxide and ethane/carbon dioxide mixture adsorption in zeolites and comparison with matrix treatment of statistical mechanical lattice model

    Science.gov (United States)

    Dunne, Lawrence J.; Furgani, Akrem; Jalili, Sayed; Manos, George

    2009-05-01

    Adsorption isotherms have been computed by Monte-Carlo simulation for methane/carbon dioxide and ethane/carbon dioxide mixtures adsorbed in the zeolite silicalite. These isotherms show remarkable differences with the ethane/carbon dioxide mixtures displaying strong adsorption preference reversal at high coverage. To explain the differences in the Monte-Carlo mixture isotherms an exact matrix calculation of the statistical mechanics of a lattice model of mixture adsorption in zeolites has been made. The lattice model reproduces the essential features of the Monte-Carlo isotherms, enabling us to understand the differing adsorption behaviour of methane/carbon dioxide and ethane/carbon dioxide mixtures in zeolites.

  12. KMCLib: A general framework for lattice kinetic Monte Carlo (KMC) simulations

    Science.gov (United States)

    Leetmaa, Mikael; Skorodumova, Natalia V.

    2014-09-01

    KMCLib is a general framework for lattice kinetic Monte Carlo (KMC) simulations. The program can handle simulations of the diffusion and reaction of millions of particles in one, two, or three dimensions, and is designed to be easily extended and customized by the user to allow for the development of complex custom KMC models for specific systems without having to modify the core functionality of the program. Analysis modules and on-the-fly elementary step diffusion rate calculations can be implemented as plugins following a well-defined API. The plugin modules are loosely coupled to the core KMCLib program via the Python scripting language. KMCLib is written as a Python module with a backend C++ library. After initial compilation of the backend library KMCLib is used as a Python module; input to the program is given as a Python script executed using a standard Python interpreter. We give a detailed description of the features and implementation of the code and demonstrate its scaling behavior and parallel performance with a simple one-dimensional A-B-C lattice KMC model and a more complex three-dimensional lattice KMC model of oxygen-vacancy diffusion in a fluorite structured metal oxide. KMCLib can keep track of individual particle movements and includes tools for mean square displacement analysis, and is therefore particularly well suited for studying diffusion processes at surfaces and in solids. Catalogue identifier: AESZ_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AESZ_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 3 No. of lines in distributed program, including test data, etc.: 49 064 No. of bytes in distributed program, including test data, etc.: 1 575 172 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer that can run a C++ compiler and a Python interpreter. Operating system: Tested on Ubuntu 12

  13. A CUMULATIVE MIGRATION METHOD FOR COMPUTING RIGOROUS TRANSPORT CROSS SECTIONS AND DIFFUSION COEFFICIENTS FOR LWR LATTICES WITH MONTE CARLO

    Energy Technology Data Exchange (ETDEWEB)

    Zhaoyuan Liu; Kord Smith; Benoit Forget; Javier Ortensi

    2016-05-01

    A new method for computing homogenized assembly neutron transport cross sections and dif- fusion coefficients that is both rigorous and computationally efficient is proposed in this paper. In the limit of a homogeneous hydrogen slab, the new method is equivalent to the long-used, and only-recently-published CASMO transport method. The rigorous method is used to demonstrate the sources of inaccuracy in the commonly applied “out-scatter” transport correction. It is also demonstrated that the newly developed method is directly applicable to lattice calculations per- formed by Monte Carlo and is capable of computing rigorous homogenized transport cross sections for arbitrarily heterogeneous lattices. Comparisons of several common transport cross section ap- proximations are presented for a simple problem of infinite medium hydrogen. The new method has also been applied in computing 2-group diffusion data for an actual PWR lattice from BEAVRS benchmark.

  14. QCDGPU: open-source package for Monte Carlo lattice simulations on OpenCL-compatible multi-GPU systems

    CERN Document Server

    Demchik, Vadim

    2013-01-01

    The multi-GPU open-source package QCDGPU for lattice Monte Carlo simulations of pure SU(N) gluodynamics in external magnetic field at finite temperature and O(N) model is developed. The code is implemented in OpenCL, tested on AMD and NVIDIA GPUs, AMD and Intel CPUs and may run on other OpenCL-compatible devices. The package contains minimal external library dependencies and is OS platform-independent. It is optimized for heterogeneous computing due to the possibility of dividing the lattice into non-equivalent parts to hide the difference in performances of the devices used. QCDGPU has client-server part for distributed simulations. The package is designed to produce lattice gauge configurations as well as to analyze previously generated ones. QCDGPU may be executed in fault-tolerant mode. Monte Carlo procedure core is based on PRNGCL library for pseudo-random numbers generation on OpenCL-compatible devices, which contains several most popular pseudo-random number generators.

  15. Monte Carlo fundamentals

    Energy Technology Data Exchange (ETDEWEB)

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

    1996-02-01

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

  16. Periodic ordering of clusters and stripes in a two-dimensional lattice model. II. Results of Monte Carlo simulation.

    Science.gov (United States)

    Almarza, N G; Pȩkalski, J; Ciach, A

    2014-04-28

    The triangular lattice model with nearest-neighbor attraction and third-neighbor repulsion, introduced by Pȩkalski, Ciach, and Almarza [J. Chem. Phys. 140, 114701 (2014)] is studied by Monte Carlo simulation. Introduction of appropriate order parameters allowed us to construct a phase diagram, where different phases with patterns made of clusters, bubbles or stripes are thermodynamically stable. We observe, in particular, two distinct lamellar phases-the less ordered one with global orientational order and the more ordered one with both orientational and translational order. Our results concern spontaneous pattern formation on solid surfaces, fluid interfaces or membranes that is driven by competing interactions between adsorbing particles or molecules.

  17. Kinetic lattice Monte-Carlo simulations on the ordering kinetics of free and supported FePt L10-nanoparticles

    OpenAIRE

    Müller, Michael; Albe, Karsten

    2011-01-01

    The ordering kinetics in free and supported L10 nanoparticles was studied by means of lattice-based kinetic Monte-Carlo simulations. Starting from a fully disordered particle of Wulff shape, the simulations show that the nucleation of ordered domains is starting quickly on various (100) facets but is retarded in the particle volume due to the lack of vacancies compared with a thin film geometry. If a substrate is present, we do not find significant differences in the ordering behavior. This h...

  18. Variational Monte Carlo study of a chiral spin liquid in the extended Heisenberg model on the kagome lattice

    Science.gov (United States)

    Hu, Wen-Jun; Zhu, Wei; Zhang, Yi; Gong, Shoushu; Becca, Federico; Sheng, D. N.

    2015-01-01

    We investigate the extended Heisenberg model on the kagome lattice by using Gutzwiller projected fermionic states and the variational Monte Carlo technique. In particular, when both second- and third-neighbor superexchanges are considered, we find that a gapped spin liquid described by nontrivial magnetic fluxes and long-range chiral-chiral correlations is energetically favored compared to the gapless U(1) Dirac state. Furthermore, the topological Chern number, obtained by integrating the Berry curvature, and the degeneracy of the ground state, by constructing linearly independent states, lead us to identify this flux state as the chiral spin liquid with a C =1 /2 fractionalized Chern number.

  19. Ab Initio Prediction of Adsorption Isotherms for Gas Mixtures by Grand Canonical Monte Carlo Simulations on a Lattice of Sites.

    Science.gov (United States)

    Kundu, Arpan; Sillar, Kaido; Sauer, Joachim

    2017-06-15

    Gibbs free energies of adsorption on individual sites and the lateral (adsorbate-adsorbate) interaction energies are obtained from quantum chemical ab initio methods and molecular statistics. They define a Grand Canonical Monte Carlo (GCMC) Hamiltonian for simulations of gas mixtures on a lattice of adsorption sites. Coadsorption of CO2 and CH4 at Mg(2+) sites in the pores of the metal-organic framework CPO-27-Mg (Mg-MOF-74) is studied as an example. Simulations with different approximations as made in widely used coadsorption models such as the ideal adsorbed solution theory (IAST) show their limitations in describing adsorption selectivities for binary mixtures.

  20. Monte Carlo methods

    OpenAIRE

    Bardenet, R.

    2012-01-01

    ISBN:978-2-7598-1032-1; International audience; Bayesian inference often requires integrating some function with respect to a posterior distribution. Monte Carlo methods are sampling algorithms that allow to compute these integrals numerically when they are not analytically tractable. We review here the basic principles and the most common Monte Carlo algorithms, among which rejection sampling, importance sampling and Monte Carlo Markov chain (MCMC) methods. We give intuition on the theoretic...

  1. Exploring Monte Carlo methods

    CERN Document Server

    Dunn, William L

    2012-01-01

    Exploring Monte Carlo Methods is a basic text that describes the numerical methods that have come to be known as "Monte Carlo." The book treats the subject generically through the first eight chapters and, thus, should be of use to anyone who wants to learn to use Monte Carlo. The next two chapters focus on applications in nuclear engineering, which are illustrative of uses in other fields. Five appendices are included, which provide useful information on probability distributions, general-purpose Monte Carlo codes for radiation transport, and other matters. The famous "Buffon's needle proble

  2. Kinetic Monte Carlo simulations of travelling pulses and spiral waves in the lattice Lotka-Volterra model.

    Science.gov (United States)

    Makeev, Alexei G; Kurkina, Elena S; Kevrekidis, Ioannis G

    2012-06-01

    Kinetic Monte Carlo simulations are used to study the stochastic two-species Lotka-Volterra model on a square lattice. For certain values of the model parameters, the system constitutes an excitable medium: travelling pulses and rotating spiral waves can be excited. Stable solitary pulses travel with constant (modulo stochastic fluctuations) shape and speed along a periodic lattice. The spiral waves observed persist sometimes for hundreds of rotations, but they are ultimately unstable and break-up (because of fluctuations and interactions between neighboring fronts) giving rise to complex dynamic behavior in which numerous small spiral waves rotate and interact with each other. It is interesting that travelling pulses and spiral waves can be exhibited by the model even for completely immobile species, due to the non-local reaction kinetics.

  3. GPU Accelerated Monte Carlo Algorithm of Ising Model on Triangular Lattice%三角晶格Ising模型Monte Carlo模拟的GPU加速算法

    Institute of Scientific and Technical Information of China (English)

    陆星; 蔡静; 张伟

    2012-01-01

    In the statistical model, the efficiency of most Monte Carlo algorithm reduces quickly near the critical point. In the analysis of traditional local algorithms, a GPU-based parallel simulation algorithm on the triangular lattice Ising model, which greatly improves the efficiency of the Monte Carlo simulation, is raised. For the model with the size of 1 024 X 1 024, a speedup of 69 is achieved. Besides, the critical behavior is analyzed, a high-precision critical point (/Jc = 0.274 66( 1) ) and critical exponents (y, = 1.01(2), yh= 1. 875 6(3) ) of triangular lattice Ising model are obtained, which implies the effectiveness of the GPU algorithm.%在分析传统Monte Carlo算法的基础上,针对三角晶格Ising模型提出了一种基于GPU的并行模拟方法,大大提高了算法的效率.对1 024×1 024的模型,实现了69倍的加速比.通过该算法所得数据分析模型的临界行为,获得了高精度的临界点βc=0.27466(1)和临界指数y1=1.01(2),yh=1.875 6(3).

  4. Off-lattice self-learning kinetic Monte Carlo: application to 2D cluster diffusion on the fcc(111) surface

    Energy Technology Data Exchange (ETDEWEB)

    Kara, Abdelkader; Yildirim, Handan; Rahman, Talat S [Department of Physics, University of Central Florida, Orlando, FL 32816-2385 (United States); Trushin, Oleg [Institute of Physics and Technology of RAS, Yaroslavl Branch, Yaroslavl 150007 (Russian Federation)

    2009-02-25

    We report developments of the kinetic Monte Carlo (KMC) method with improved accuracy and increased versatility for the description of atomic diffusivity on metal surfaces. The on-lattice constraint built into our recently proposed self-learning KMC (SLKMC) (Trushin et al 2005 Phys. Rev. B 72 115401) is released, leaving atoms free to occupy 'off-lattice' positions to accommodate several processes responsible for small-cluster diffusion, periphery atom motion and heteroepitaxial growth. This technique combines the ideas embedded in the SLKMC method with a new pattern-recognition scheme fitted to an off-lattice model in which relative atomic positions are used to characterize and store configurations. Application of a combination of the 'drag' and the repulsive bias potential (RBP) methods for saddle point searches allows the treatment of concerted cluster, and multiple- and single-atom, motions on an equal footing. This tandem approach has helped reveal several new atomic mechanisms which contribute to cluster migration. We present applications of this off-lattice SLKMC to the diffusion of 2D islands of Cu (containing 2-30 atoms) on Cu and Ag(111), using the interatomic potential from the embedded-atom method. For the hetero-system Cu/Ag(111), this technique has uncovered mechanisms involving concerted motions such as shear, breathing and commensurate-incommensurate occupancies. Although the technique introduces complexities in storage and retrieval, it does not introduce noticeable extra computational cost.

  5. MORSE Monte Carlo code

    Energy Technology Data Exchange (ETDEWEB)

    Cramer, S.N.

    1984-01-01

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

  6. Kinetic lattice Monte-Carlo simulations on the ordering kinetics of free and supported FePt L10-nanoparticles

    Science.gov (United States)

    Müller, Michael

    2011-01-01

    Summary The ordering kinetics in free and supported L10 nanoparticles was studied by means of lattice-based kinetic Monte-Carlo simulations. Starting from a fully disordered particle of Wulff shape, the simulations show that the nucleation of ordered domains is starting quickly on various (100) facets but is retarded in the particle volume due to the lack of vacancies compared with a thin film geometry. If a substrate is present, we do not find significant differences in the ordering behavior. This holds true, even if we impose a massively increased thermodynamic driving force for interface segregation, because the nucleation of ordered domains on free facets is significantly faster than the bulk diffusion of the segregating species to the interface. In cases where wetting of the substrate or surface facetting occurs, we find that diffusional atomic motion on the surface goes along with an enhanced long-range order. PMID:21977414

  7. Modeling of composite latex particle morphology by off-lattice Monte Carlo simulation.

    Science.gov (United States)

    Duda, Yurko; Vázquez, Flavio

    2005-02-01

    Composite latex particles have shown a great range of applications such as paint resins, varnishes, water borne adhesives, impact modifiers, etc. The high-performance properties of this kind of materials may be explained in terms of a synergistical combination of two different polymers (usually a rubber and a thermoplastic). A great variety of composite latex particles with very different morphologies may be obtained by two-step emulsion polymerization processes. The formation of specific particle morphology depends on the chemical and physical nature of the monomers used during the synthesis, the process temperature, the reaction initiator, the surfactants, etc. Only a few models have been proposed to explain the appearance of the composite particle morphologies. These models have been based on the change of the interfacial energies during the synthesis. In this work, we present a new three-component model: Polymer blend (flexible and rigid chain particles) is dispersed in water by forming spherical cavities. Monte Carlo simulations of the model in two dimensions are used to determine the density distribution of chains and water molecules inside the suspended particle. This approach allows us to study the dependence of the morphology of the composite latex particles on the relative hydrophilicity and flexibility of the chain molecules as well as on their density and composition. It has been shown that our simple model is capable of reproducing the main features of the various morphologies observed in synthesis experiments.

  8. Quantum Monte Carlo simulation

    OpenAIRE

    Wang, Yazhen

    2011-01-01

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

  9. Monte Carlo transition probabilities

    OpenAIRE

    Lucy, L. B.

    2001-01-01

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

  10. Monte Carlo Method Simulation for the Phase-transition of the Two-Dimension Trangular Ising Lattice Model%Monte Carlo方法研究二维三角晶格Ising模型的相变现象

    Institute of Scientific and Technical Information of China (English)

    赵新军

    2012-01-01

    In this paper, we use computers to investigate Two-Dimension trangular Ising lattice by means of the Monte Carlo method, and calculated the magnetization and specific heat of Two-Dimensional triangular Ising lattice model in the absence of a magnetic field. We can get the critical temperature by means of the Monte Carlo method. The critical temperature that we obtained by Monte Carlo method is confirmed with the theoretical result very well.%应用MonteCarlo方法计算了无外磁场时二维三角晶格Ising模型的磁化强度、比热随温度的变化关系,给出了二维三角晶格Ising模型的临界温度J/kBT=0.44,由MonteCarlo方法所确定的“临界温度”与理论计算结果一致.

  11. Monte Carlo approach to turbulence

    Energy Technology Data Exchange (ETDEWEB)

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

    2009-11-15

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

  12. The Virtual Monte Carlo

    CERN Document Server

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

    2003-01-01

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

  13. Density matrix quantum Monte Carlo

    CERN Document Server

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

    2013-01-01

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

  14. ANALYTICAL CALCULATIONS AND MONTE-CARLO SIMULATIONS OF LASER DOPPLER FLOWMETRY USING A CUBIC LATTICE MODEL

    NARCIS (Netherlands)

    KOELINK, MH; DEMUL, FFM; GREVE, J; GRAAFF, R; DASSEL, ACM; AARNOUDSE, JG

    1992-01-01

    In addition to the static cubic lattice model for photon migration in turbid biological media by Bonner et al. [J. Opt. Soc. Am. A 4, 423-432 (1987)], a dynamic method is presented to calculate the average absolute Doppler shift as a function of the distance between the point of injection of photons

  15. Accelerated kinetics of amorphous silicon using an on-the-fly off-lattice kinetic Monte-Carlo method

    Science.gov (United States)

    Joly, Jean-Francois; El-Mellouhi, Fedwa; Beland, Laurent Karim; Mousseau, Normand

    2011-03-01

    The time evolution of a series of well relaxed amorphous silicon models was simulated using the kinetic Activation-RelaxationTechnique (kART), an on-the-fly off-lattice kinetic Monte Carlo method. This novel algorithm uses the ART nouveau algorithm to generate activated events and links them with local topologies. It was shown to work well for crystals with few defects but this is the first time it is used to study an amorphous material. A parallel implementation allows us to increase the speed of the event generation phase. After each KMC step, new searches are initiated for each new topology encountered. Well relaxed amorphous silicon models of 1000 atoms described by a modified version of the empirical Stillinger-Weber potential were used as a starting point for the simulations. Initial results show that the method is faster by orders of magnitude compared to conventional MD simulations up to temperatures of 500 K. Vacancy-type defects were also introduced in this system and their stability and lifetimes are calculated.

  16. monteswitch : A package for evaluating solid-solid free energy differences via lattice-switch Monte Carlo

    Science.gov (United States)

    Underwood, T. L.; Ackland, G. J.

    2017-06-01

    Lattice-switch Monte Carlo (LSMC) is a method for evaluating the free energy between two given solid phases. LSMC is a general method, being applicable to a wide range of problems and interatomic potentials. Furthermore it is extremely efficient, ostensibly more efficient than other existing general methods. Here we introduce a package, monteswitch, which can be used to perform LSMC simulations. The package can be used to evaluate the free energy differences between pairs of solid phases, including multicomponent phases, via LSMC for atomic (i.e., non-molecular) systems in the NVT and NPT ensembles. It could also be used to evaluate the free energy cost associated with interfaces and defects. Regarding interatomic potentials, monteswitch currently supports various commonly-used pair potentials, including the hard-sphere, Lennard-Jones, and Morse potentials, as well as the embedded atom model. However the main strength of the package is its versatility: it is designed so that users can easily implement their own potentials.

  17. Monteswitch: A package for evaluating solid-solid free energy differences via lattice-switch Monte Carlo

    CERN Document Server

    Underwood, T L

    2016-01-01

    Lattice-switch Monte Carlo (LSMC) is a method for evaluating the free energy between two given solid phases. LSMC is a general method, being applicable to a wide range of problems and interatomic potentials. Furthermore it is extremely efficient, ostensibly more efficient than other existing general methods. Here we introduce a package, monteswitch, which can be used to perform LSMC simulations. The package can be used to evaluate the free energy differences between pairs of solid phases, including multicomponent phases, via LSMC for atomic (i.e., non-molecular) systems in the NVT and NPT ensembles. It could also be used to evaluate the free energy cost associated with interfaces and defects. Regarding interatomic potentials, monteswitch currently supports various commonly-used pair potentials, including the hard-sphere, Lennard-Jones, and Morse potentials, as well as the embedded atom model. However the main strength of the package is its versatility: it is designed so that users can easily implement their o...

  18. Monte Carlo study of the Ising ferromagnet on the site-diluted triangular lattice

    Science.gov (United States)

    Najafi, M. N.

    2016-01-01

    In this paper we consider the Ising model on the triangular percolation lattice and analyze its geometrical interfaces and spin clusters. The (site) percolation lattice is tuned by the occupancy parameter p which is the probability that a site is magnetic. Some statistical observables are studied in terms of temperature (T) and p. We find two separate (second order) transition lines, namely magnetic and percolation transition lines. The finite size analysis shows that the magnetic transition line is a critical one with varying exponents, having its root in the fact that the line is composed of individual critical points, or that a cross-over occurs between two (UV and IR) fixed points. For the percolation transition line however the exponents seem to be identical. Schramm-Loewner evolution (SLE) is employed to address the problem of conformal invariance at the points on the magnetic transition line. We find that at p ≃ 0.9 the model is described by κ ≃ 4 whose corresponding central charge is maximum with respect to the others.

  19. Monte Carlo Option Princing

    Directory of Open Access Journals (Sweden)

    Cecilia Maya

    2004-12-01

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

  20. Monte Carlo and nonlinearities

    CERN Document Server

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

    2016-01-01

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

  1. Fundamentals of Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-16

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

  2. Infrared fixed point of the 12-fermion SU(3) gauge model based on 2-lattice Monte Carlo renomalization-group matching.

    Science.gov (United States)

    Hasenfratz, Anna

    2012-02-10

    I investigate an SU(3) gauge model with 12 fundamental fermions. The physically interesting region of this strongly coupled system can be influenced by an ultraviolet fixed point due to lattice artifacts. I suggest to use a gauge action with an additional negative adjoint plaquette term that lessens this problem. I also introduce a new analysis method for the 2-lattice matching Monte Carlo renormalization group technique that significantly reduces finite volume effects. The combination of these two improvements allows me to measure the bare step scaling function in a region of the gauge coupling where it is clearly negative, indicating a positive renormalization group β function and infrared conformality.

  3. Conformation transitions of a single polyelectrolyte chain in a poor solvent: a replica-exchange lattice Monte-Carlo study.

    Science.gov (United States)

    Wang, Lang; Wang, Zheng; Jiang, Run; Yin, Yuhua; Li, Baohui

    2017-03-15

    The thermodynamic behaviors of a strongly charged polyelectrolyte chain in a poor solvent are studied using replica-exchange Monte-Carlo simulations on a lattice model, focusing on the effects of finite chain length and the solvent quality on the chain conformation and conformation transitions. The neutralizing counterions and solvent molecules are considered explicitly. The thermodynamic quantities that vary continuously with temperature over a wide range are computed using the multiple histogram reweighting method. Our results suggest that the strength of the short-range hydrophobic interaction, the chain length, and the temperature of the system, characterized by ε, N, and T, respectively, are important parameters that control the conformations of a charged chain. When ε is moderate, the competition between the electrostatic energy and the short-range hydrophobic interaction leads to rich conformations and conformation transitions for a longer chain with a fixed length. Our results have unambiguously demonstrated the stability of the n-pearl-necklace structures, where n has a maximum value and decreases with decreasing temperature. The maximum n value increases with increasing chain length. Our results have also demonstrated the first-order nature of the conformation transitions between the m-pearl and the (m-1)-pearl necklaces. With the increase of ε, the transition temperature increases and the first-order feature becomes more pronounced. It is deduced that at the thermodynamic limit of infinitely long chain length, the conformational transitions between the m-pearl and the (m-1)-pearl necklaces may remain first order when ε > 0 and m = 2 or 3. Pearl-necklace conformations cannot be observed when either ε is too large or N is too small. To observe a pearl-necklace conformation, the T value needs to be carefully chosen for simulations performed at only a single temperature.

  4. Spin compensation temperature in the Monte Carlo study of a mixed spin-1 and spin-3/2 Ising ferrimagnetic system on the decorated triangular lattice

    Science.gov (United States)

    Masrour, R.; Jabar, A.

    2016-07-01

    Mixed-spin-1 and spin-3/2 Ising model on the decorated triangular lattice is studied by the use of Monte Carlo simulation. Within this approach, the results for the ground-state of the antiferromagnetic and ferromagnetic of decorated triangular lattice are obtained. The reduced transition temperature of each sublattice are obtained. The reduced temperature of compensation is also obtained. The thermal total ratio of magnetic susceptibilities of sublattices is given. The effect of crystal field and exchange interactions on the magnetization of the system are detailed. The magnetic hysteresis cycles are found for different values of exchanges interactions between the same lattice and the two sublattices different, for different crystal filed and temperatures. In addition, very weak exchange interactions and for a higher temperatures and a higher crystal filed values the decorated triangular lattice has been exhibited the superparamagnetic behavior.

  5. A Monte Carlo Simulation of a Monomer Dimer CO-O2 Catalytic Reaction on the Surface and Subsurface of a Face-centered Cubic Lattice

    Institute of Scientific and Technical Information of China (English)

    K.Iqbal; A.Basit

    2011-01-01

    @@ The presence of oxygen in the subsurface in monomer-dimer reactions(CO-O2 and NO-CO)is observed experimentally.The effect of subsurface oxygen on a CO-O2 catalytic reaction on a face-centered cubic(FCC)lattice is studied using Monte Carlo simulation.The effect of adding subsurface neighbours on the phase diagram is also extensively explored.It is observed that the subsurface oxygen totally eliminates the typical second order phase transition.It is also shown that the introduction of the diffusion of O atoms and the subsurface of the FCC lattice shifts the single transition point towards the stoichiometric ratio.%The presence of oxygen in the subsurface in monomer-dimer reactions (CO-O2 and NO-CO) is observed experimentally. The effect of subsurface oxygen on a CO-O2 catalytic reaction on a face-centered cubic (FCC) lattice is studied using Monte Carlo simulation. The effect of adding subsurface neighbours on the phase diagram is also extensively explored. It is observed that the subsurface oxygen totally eliminates the typical second order phase transition. It is also shown that the introduction of the diffusion of O atoms and the subsurface of the FCC lattice shifts the single transition point towards the stoichiometric ratio.

  6. Calculations for a BWR Lattice with Adjacent Gadolinium Pins Using the Monte Carlo Cell Code Serpent v.1.1.7

    Directory of Open Access Journals (Sweden)

    Diego Ferraro

    2011-01-01

    Full Text Available Monte Carlo neutron transport codes are usually used to perform criticality calculations and to solve shielding problems due to their capability to model complex systems without major approximations. However, these codes demand high computational resources. The improvement in computer capabilities leads to several new applications of Monte Carlo neutron transport codes. An interesting one is to use this method to perform cell-level fuel assembly calculations in order to obtain few group constants to be used on core calculations. In the present work the VTT recently developed Serpent v.1.1.7 cell-oriented neutronic calculation code is used to perform cell calculations of a theoretical BWR lattice benchmark with burnable poisons, and the main results are compared to reported ones and with calculations performed with Condor v.2.61, the INVAP's neutronic collision probability cell code.

  7. LMC: Logarithmantic Monte Carlo

    Science.gov (United States)

    Mantz, Adam B.

    2017-06-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2010-09-01

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

  9. Implementation of 3D Lattice Monte Carlo Simulation on a Cluster of Symmetric Multiprocessors%基于集群系统的3D格点Monte Carlo算法并行实现

    Institute of Scientific and Technical Information of China (English)

    雷咏梅; 蒋英; 冯捷

    2002-01-01

    This paper presents a new approach to parallelize 3D lattice Monte Carlo algorithms used in the numerical simulation of polymer on ZiQiang 2000-a cluster of symmetric multiprocessors (SMPs). The combined load for cell and energy calculations over the time step is balanced together to form a single spatial decomposition. Basic aspects and strategies of running Monte Carlo calculations on parallel computers are studied. Different steps involved in porting the software on a parallel architecture based on ZiQiang 2000 running under Linux and MPI are described briefly. It is found that parallelization becomes more advantageous when either the lattice is very large or the model contains many cells and chains.

  10. The kinetic activation-relaxation technique: an off-lattice, self-learning kinetic Monte Carlo algorithm with on-the-fly event search

    Science.gov (United States)

    Mousseau, Nomand

    2012-02-01

    While kinetic Monte Carlo algorithm has been proposed almost 40 years ago, its application in materials science has been mostly limited to lattice-based motion due to the difficulties associated with identifying new events and building usable catalogs when atoms moved into off-lattice position. Here, I present the kinetic activation-relaxation technique (kinetic ART) is an off-lattice, self-learning kinetic Monte Carlo algorithm with on-the-fly event search [1]. It combines ART nouveau [2], a very efficient unbiased open-ended activated method for finding transition states, with a topological classification [3] that allows a discrete cataloguing of local environments in complex systems, including disordered materials. In kinetic ART, local topologies are first identified for all atoms in a system. ART nouveau event searches are then launched for new topologies, building an extensive catalog of barriers and events. Next, all low energy events are fully reconstructed and relaxed, allowing to take complete account of elastic effects in the system's kinetics. Using standard kinetic Monte Carlo, the clock is brought forward and an event is then selected and applied before a new search for topologies is launched. In addition to presenting the various elements of the algorithm, I will discuss three recent applications to ion-bombarded silicon, defect diffusion in Fe and structural relaxation in amorphous silicon.[4pt] This work was done in collaboration with Laurent Karim B'eland, Peter Brommer, Fedwa El-Mellouhi, Jean-Francois Joly and Laurent Lewis.[4pt] [1] F. El-Mellouhi, N. Mousseau and L.J. Lewis, Phys. Rev. B. 78, 153202 (2008); L.K. B'eland et al., Phys. Rev. E 84, 046704 (2011).[2] G.T. Barkema and N. Mousseau, Phys. Rev. Lett. 77, 4358 (1996); E. Machado-Charry et al., J. Chem Phys. 135, 034102, (2011).[3] B.D. McKay, Congressus Numerantium 30, 45 (1981).

  11. MCMini: Monte Carlo on GPGPU

    Energy Technology Data Exchange (ETDEWEB)

    Marcus, Ryan C. [Los Alamos National Laboratory

    2012-07-25

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

  12. Monte Carlo methods for electromagnetics

    CERN Document Server

    Sadiku, Matthew NO

    2009-01-01

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

  13. Metropolis Methods for Quantum Monte Carlo Simulations

    OpenAIRE

    Ceperley, D. M.

    2003-01-01

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

  14. Parallel Markov chain Monte Carlo simulations.

    Science.gov (United States)

    Ren, Ruichao; Orkoulas, G

    2007-06-07

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

  15. The Rational Hybrid Monte Carlo Algorithm

    CERN Document Server

    Clark, M A

    2006-01-01

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

  16. The Rational Hybrid Monte Carlo algorithm

    Science.gov (United States)

    Clark, Michael

    2006-12-01

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

  17. Lectures on Monte Carlo methods

    CERN Document Server

    Madras, Neal

    2001-01-01

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

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

    Institute of Scientific and Technical Information of China (English)

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

    2007-01-01

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

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

    NARCIS (Netherlands)

    DERAEDT, H

    1992-01-01

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

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

    NARCIS (Netherlands)

    Raedt, H. De

    1992-01-01

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

  1. Monte Carlo integration on GPU

    OpenAIRE

    Kanzaki, J.

    2010-01-01

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

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

    CERN Document Server

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

    2015-01-01

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

  3. Accelerated Monte Carlo by Embedded Cluster Dynamics

    Science.gov (United States)

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

    1991-07-01

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

  4. Mesoscopic modeling of cancer photothermal therapy using single-walled carbon nanotubes and near infrared radiation: insights through an off-lattice Monte Carlo approach

    Science.gov (United States)

    Gong, Feng; Hongyan, Zhang; Papavassiliou, Dimitrios V.; Bui, Khoa; Lim, Christina; Duong, Hai M.

    2014-05-01

    Single-walled carbon nanotubes (SWNTs) are promising heating agents in cancer photothermal therapy when under near infrared radiation, yet few efforts have been focused on the quantitative understanding of the photothermal energy conversion in biological systems. In this article, a mesoscopic study that takes into account SWNT morphologies (diameter and aspect ratio) and dispersions (orientation and concentration), as well as thermal boundary resistance, is performed by means of an off-lattice Monte Carlo simulation. Results indicate that SWNTs with orientation perpendicular to the laser, smaller diameter and better dispersion have higher heating efficiency in cancer photothermal therapy. Thermal boundary resistances greatly inhibit thermal energy transfer away from SWNTs, thereby affecting their heating efficiency. Through appropriate interfacial modification around SWNTs, compared to the surrounding healthy tissue, a higher temperature of the cancer cell can be achieved, resulting in more effective cancer photothermal therapy. These findings promise to bridge the gap between macroscopic and microscopic computational studies of cancer photothermal therapy.

  5. Variational Monte Carlo study of a gapless spin liquid in the spin-1/2 XXZ antiferromagnetic model on the kagome lattice

    Science.gov (United States)

    Hu, Wen-Jun; Gong, Shou-Shu; Becca, Federico; Sheng, D. N.

    2015-11-01

    By using the variational Monte Carlo technique, we study the spin-1/2 XXZ antiferromagnetic model (with easy-plane anisotropy) on the kagome lattice. A class of Gutzwiller projected fermionic states with a spin Jastrow factor is considered to describe either spin liquids [with U (1 ) or Z2 symmetry] or magnetically ordered phases [with q =(0 ,0 ) or q =(4 π /3 ,0 ) ]. We find that the magnetic states are not stable in the thermodynamic limit. Moreover, there is no energy gain to break the gauge symmetry from U (1 ) to Z2 within the spin-liquid states, as previously found in the Heisenberg model. The best variational wave function is therefore the U (1 ) Dirac state, supplemented by the spin Jastrow factor. Furthermore, a vanishing S =2 spin gap is obtained at the variational level, in the whole regime from the X Y to the Heisenberg model.

  6. Large scale application of kinetic ART, a near order-1 topologically- based off-lattice kinetic Monte-Carlo algorithm with on-the-fly calculation of events

    Science.gov (United States)

    Beland, Laurent Karim; El-Mellouhi, Fedwa; Mousseau, Normand

    2010-03-01

    Using a topological classification of eventsfootnotetextB. D. McKay, Congressus Numerantium 30, 45 (1981). combined with the Activation-Relaxation Technique (ART nouveau) for the generation of diffusion pathways, the kinetic ART (k-ART)footnotetextF. El-Mellouhi, N. Mousseau and L. J. Lewis, Phys Rev B, 78,15 (2008). lifts many restrictions generally associated with standard kinetic Monte Carlo algorithms. In particular, it can treat on and off-lattice atomic positions and handles exactly long-range elastic deformation. Here we introduce a set of modifications to k-ART that reduce the computational cost of the algorithm to near order 1 and show applications of the algorithm to the diffusion of vacancy and interstitial complexes in large models of crystalline Si (100 000 atoms).

  7. Preweighting method in Monte-Carlo sampling with complex action --- Strong-Coupling Lattice QCD with $1/g^2$ corrections, as an example ---

    CERN Document Server

    Ohnishi, Akira

    2015-01-01

    We investigate the QCD phase diagram in the strong-coupling lattice QCD with fluctuation and $1/g^2$ effects by using the auxiliary field Monte-Carlo simulations. The complex phase of the Fermion determinant at finite chemical potential is found to be suppressed by introducing a complex shift of integral path for one of the auxiliary fields, which corresponds to introducing a repulsive vector mean field for quarks. The obtained phase diagram in the chiral limit shows suppressed $T_c$ in the second order phase transition region compared with the strong-coupling limit results. We also argue that we can approximately guess the statistical weight cancellation from the complex phase in advance in the case where the complex phase distribution is Gaussian. We demonstrate that correct expectation values are obtained by using this guess in the importance sampling (preweighting).

  8. A non-equilibrium Monte Carlo renormalization-group approach based upon the microscopic master equation applied to the three-state driven lattice gas

    Science.gov (United States)

    Georgiev, Ivan T.; McKay, Susan R.

    2005-12-01

    We present a general position-space renormalization-group approach for systems in steady states far from equilibrium and illustrate its application to the three-state driven lattice gas. The method is based upon the possibility of a closed form representation of the parameters controlling transition rates of the system in terms of the steady state probability distribution of small clusters, arising from the application of the master equations to small clusters. This probability distribution on various length scales is obtained through a Monte Carlo algorithm on small lattices, which then yields a mapping between parameters on different length scales. The renormalization-group flows indicate the phase diagram, analogous to equilibrium treatments. For the three-state driven lattice gas, we have implemented this procedure and compared the resulting phase diagrams with those obtained directly from simulations. Results in general show the expected topology with one exception. For high densities, an unexpected additional fixed point emerges, which can be understood qualitatively by comparing it with the fixed point of the fully asymmetric exclusion process.

  9. Multilevel sequential Monte Carlo samplers

    KAUST Repository

    Beskos, Alexandros

    2016-08-29

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

  10. Introduction to Cluster Monte Carlo Algorithms

    Science.gov (United States)

    Luijten, E.

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

  11. Equilibrium Statistics: Monte Carlo Methods

    Science.gov (United States)

    Kröger, Martin

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

  12. Monte Carlo Hamiltonian: Linear Potentials

    Institute of Scientific and Technical Information of China (English)

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

    2002-01-01

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

  13. Proton Upset Monte Carlo Simulation

    Science.gov (United States)

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

    2009-01-01

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

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

    CERN Document Server

    Miura, Kohtaroh

    2012-01-01

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

  15. Monte Carlo Particle Lists: MCPL

    CERN Document Server

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

    2016-01-01

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

  16. Monte Carlo study of real time dynamics

    CERN Document Server

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

    2016-01-01

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

  17. Monte Carlo simulations on SIMD computer architectures

    Energy Technology Data Exchange (ETDEWEB)

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

    1992-03-01

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

  18. Applications of Monte Carlo Methods in Calculus.

    Science.gov (United States)

    Gordon, Sheldon P.; Gordon, Florence S.

    1990-01-01

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

  19. Nanoporous gold formation by dealloying : A Metropolis Monte Carlo study

    NARCIS (Netherlands)

    Zinchenko, O.; De Raedt, H. A.; Detsi, E.; Onck, P. R.; De Hosson, J. T. M.

    2013-01-01

    A Metropolis Monte Carlo study of the dealloying mechanism leading to the formation of nanoporous gold is presented. A simple lattice-gas model for gold, silver and acid particles, vacancies and products of chemical reactions is adopted. The influence of temperature, concentration and lattice defect

  20. (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.

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

    Science.gov (United States)

    Michel, Manon; Mayer, Johannes; Krauth, Werner

    2015-10-01

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

  2. Efficient kinetic Monte Carlo simulation

    Science.gov (United States)

    Schulze, Tim P.

    2008-02-01

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

  3. On the Difference between Self-Assembling Process of Monomeric and Dimeric Surfactants with the Same Head to Tail Ratio: A Lattice Monte Carlo Simulation

    Directory of Open Access Journals (Sweden)

    Reza Behjatmanesh-Ardakani

    2013-01-01

    Full Text Available Experimental data show that gemini surfactants have critical micelle concentrations that are almost tenfold lower than the CMCs of single chain ones. It is believed that the spacer groups play an important role in this subject. Short hydrophilic or long hydrophobic spacers can reduce CMC dramatically. In this paper, self-assembling processes of double-chain and one-chain surfactants with the same head to tail ratio are compared. Dimeric chain structure is exactly double of single chain. In other words, hydrophilic-lyophilic balances of two chain models are the same. Two single chains are connected head-to-head to form a dimeric chain, without introducing extra head or tail beads as a spacer group. Premicellar, micellar, and shape/phase transition ranges of both models are investigated. To do this, lattice Monte Carlo simulation in canonical ensemble has been used. Results show that without introducing extra beads as spacer group, the CMC of (H3T32 as a dimeric surfactant is much lower than the CMC of its similar single chain, H3T3. For dimeric case of study, it is shown that bolaform aggregates are formed.

  4. Adaptive Multilevel Monte Carlo Simulation

    KAUST Repository

    Hoel, H

    2011-08-23

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

  5. Efficient chain moves for Monte Carlo simulations of a wormlike DNA model: excluded volume, supercoils, site juxtapositions, knots, and comparisons with random-flight and lattice models.

    Science.gov (United States)

    Liu, Zhirong; Chan, Hue Sun

    2008-04-14

    We develop two classes of Monte Carlo moves for efficient sampling of wormlike DNA chains that can have significant degrees of supercoiling, a conformational feature that is key to many aspects of biological function including replication, transcription, and recombination. One class of moves entails reversing the coordinates of a segment of the chain along one, two, or three axes of an appropriately chosen local frame of reference. These transformations may be viewed as a generalization, to the continuum, of the Madras-Orlitsky-Shepp algorithm for cubic lattices. Another class of moves, termed T+/-2, allows for interconversions between chains with different lengths by adding or subtracting two beads (monomer units) to or from the chain. Length-changing moves are generally useful for conformational sampling with a given site juxtaposition, as has been shown in previous lattice studies. Here, the continuum T+/-2 moves are designed to enhance their acceptance rate in supercoiled conformations. We apply these moves to a wormlike model in which excluded volume is accounted for by a bond-bond repulsion term. The computed autocorrelation functions for the relaxation of bond length, bond angle, writhe, and branch number indicate that the new moves lead to significantly more efficient sampling than conventional bead displacements and crankshaft rotations. A close correspondence is found in the equilibrium ensemble between the map of writhe computed for pair of chain segments and the map of site juxtapositions or self-contacts. To evaluate the more coarse-grained freely jointed chain (random-flight) and cubic lattice models that are commonly used in DNA investigations, twisting (torsional) potentials are introduced into these models. Conformational properties for a given superhelical density sigma may then be sampled by computing the writhe and using White's formula to relate the degree of twisting to writhe and sigma. Extensive comparisons of contact patterns and knot

  6. An introduction to Monte Carlo methods

    Science.gov (United States)

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

    2015-01-01

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

  7. Inflection points of microcanonical entropy: Monte Carlo simulation of q state Potts model on a finite square lattice

    Energy Technology Data Exchange (ETDEWEB)

    Praveen, E., E-mail: svmstaya@gmail.com; Satyanarayana, S. V. M., E-mail: svmstaya@gmail.com [Department of Physics, Pondicherry University, Puducherry-605014 (India)

    2014-04-24

    Traditional definition of phase transition involves an infinitely large system in thermodynamic limit. Finite systems such as biological proteins exhibit cooperative behavior similar to phase transitions. We employ recently discovered analysis of inflection points of microcanonical entropy to estimate the transition temperature of the phase transition in q state Potts model on a finite two dimensional square lattice for q=3 (second order) and q=8 (first order). The difference of energy density of states (DOS) Δ ln g(E) = ln g(E+ ΔE) −ln g(E) exhibits a point of inflexion at a value corresponding to inverse transition temperature. This feature is common to systems exhibiting both first as well as second order transitions. While the difference of DOS registers a monotonic variation around the point of inflexion for systems exhibiting second order transition, it has an S-shape with a minimum and maximum around the point of inflexion for the case of first order transition.

  8. Monte Carlo techniques in radiation therapy

    CERN Document Server

    Verhaegen, Frank

    2013-01-01

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

  9. Approaching Chemical Accuracy with Quantum Monte Carlo

    OpenAIRE

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

    2012-01-01

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

  10. Mean field simulation for Monte Carlo integration

    CERN Document Server

    Del Moral, Pierre

    2013-01-01

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

  11. Properties of bosons in a one-dimensional bichromatic optical lattice in the regime of the pinning transition: A worm-algorithm Monte Carlo study

    Science.gov (United States)

    Sakhel, Asaad R.

    2016-09-01

    The sensitivity of the pinning transition (PT) as described by the sine-Gordon model of strongly interacting bosons confined in a shallow, one-dimensional, periodic optical lattice (OL), is examined against perturbations of the OL. The PT has been recently realized experimentally by Haller et al. [Nature (London) 466, 597 (2010), 10.1038/nature09259] and is the exact opposite of the superfluid-to-Mott-insulator transition in a deep OL with weakly interacting bosons. The continuous-space worm-algorithm (WA) Monte Carlo method [Boninsegni et al., Phys. Rev. E 74, 036701 (2006), 10.1103/PhysRevE.74.036701] is applied for the present examination. It is found that the WA is able to reproduce the PT, which is another manifestation of the power of continuous-space WA methods in capturing the physics of phase transitions. In order to examine the sensitivity of the PT, it is tweaked by the addition of the secondary OL. The resulting bichromatic optical lattice (BCOL) is considered with a rational ratio of the constituting wavelengths λ1 and λ2 in contrast to the commonly used irrational ratio. For a weak BCOL, it is chiefly demonstrated that this PT is robust against the introduction of a weaker, secondary OL. The system is explored numerically by scanning its properties in a range of the Lieb-Liniger interaction parameter γ in the regime of the PT. It is argued that there should not be much difference in the results between those due to an irrational ratio λ1/λ2 and those due to a rational approximation of the latter, bringing this in line with a recent statement by Boers et al. [Phys. Rev. A 75, 063404 (2007), 10.1103/PhysRevA.75.063404]. The correlation function, Matsubara Green's function (MGF), and the single-particle density matrix do not respond to changes in the depth of the secondary OL V1. For a stronger BCOL, however, a response is observed because of changes in V1. In the regime where the bosons are fermionized, the MGF reveals that hole excitations are

  12. Monte Carlo Treatment Planning for Advanced Radiotherapy

    DEFF Research Database (Denmark)

    Cronholm, Rickard

    and validation of a Monte Carlo model of a medical linear accelerator (i), converting a CT scan of a patient to a Monte Carlo compliant phantom (ii) and translating the treatment plan parameters (including beam energy, angles of incidence, collimator settings etc) to a Monte Carlo input file (iii). A protocol...... previous algorithms since it uses delineations of structures in order to include and/or exclude certain media in various anatomical regions. This method has the potential to reduce anatomically irrelevant media assignment. In house MATLAB scripts translating the treatment plan parameters to Monte Carlo...

  13. 1-D EQUILIBRIUM DISCRETE DIFFUSION MONTE CARLO

    Energy Technology Data Exchange (ETDEWEB)

    T. EVANS; ET AL

    2000-08-01

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

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

    OpenAIRE

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

    2006-01-01

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

  15. Multi-microcomputer system for Monte-Carlo calculations

    CERN Document Server

    Berg, B; Krasemann, H

    1981-01-01

    The authors propose a microcomputer system that allows parallel processing for Monte Carlo calculations in lattice gauge theories, simulations of high energy physics experiments and many other fields of current interest. The master-n-slave multiprocessor system is based on the Motorola MC 6800 microprocessor. One attraction of this processor is that it allows up to 16 M Byte random access memory.

  16. Simulating Strongly Correlated Electron Systems with Hybrid Monte Carlo

    Institute of Scientific and Technical Information of China (English)

    LIU Chuan

    2000-01-01

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

  17. Langevin Monte Carlo filtering for target tracking

    NARCIS (Netherlands)

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

    2015-01-01

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

  18. An introduction to Monte Carlo methods

    NARCIS (Netherlands)

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

    2015-01-01

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

  19. An introduction to Monte Carlo methods

    NARCIS (Netherlands)

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

    2015-01-01

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

  20. Challenges of Monte Carlo Transport

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-10

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

  1. The MC21 Monte Carlo Transport Code

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-01-09

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

  2. Variational Monte Carlo study of pentaquark states

    Energy Technology Data Exchange (ETDEWEB)

    Mark W. Paris

    2005-07-01

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

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

    OpenAIRE

    NeuroData; Paninski, L

    2015-01-01

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

  4. 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.

  5. Monte carlo simulation for soot dynamics

    KAUST Repository

    Zhou, Kun

    2012-01-01

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

  6. Quantum Monte Carlo for minimum energy structures

    CERN Document Server

    Wagner, Lucas K

    2010-01-01

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

  7. Fast quantum Monte Carlo on a GPU

    CERN Document Server

    Lutsyshyn, Y

    2013-01-01

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

  8. Properties of Reactive Oxygen Species by Quantum Monte Carlo

    CERN Document Server

    Zen, Andrea; Guidoni, Leonardo

    2014-01-01

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

  9. 11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

    CERN Document Server

    Nuyens, Dirk

    2016-01-01

    This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.

  10. Simulation and the Monte Carlo method

    CERN Document Server

    Rubinstein, Reuven Y

    2016-01-01

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

  11. Monte Carlo simulations for plasma physics

    Energy Technology Data Exchange (ETDEWEB)

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

    2000-07-01

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

  12. Quantum Monte Carlo Calculations of Light Nuclei

    CERN Document Server

    Pieper, Steven C

    2007-01-01

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

  13. Improved Monte Carlo Renormalization Group Method

    Science.gov (United States)

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

    1985-01-01

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

  14. Monte Carlo methods for particle transport

    CERN Document Server

    Haghighat, Alireza

    2015-01-01

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

  15. Smart detectors for Monte Carlo radiative transfer

    CERN Document Server

    Baes, Maarten

    2008-01-01

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

  16. Quantum Monte Carlo approaches for correlated systems

    CERN Document Server

    Becca, Federico

    2017-01-01

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

  17. LCG Monte-Carlo Data Base

    CERN Document Server

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

    2004-01-01

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

  18. Monte Carlo Algorithms for Linear Problems

    OpenAIRE

    DIMOV, Ivan

    2000-01-01

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

  19. The Feynman Path Goes Monte Carlo

    OpenAIRE

    Sauer, Tilman

    2001-01-01

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

  20. Monte Carlo Hamiltonian:Inverse Potential

    Institute of Scientific and Technical Information of China (English)

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

    2004-01-01

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

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

    CERN Document Server

    Kleiss, R H

    2006-01-01

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

  2. Approaching Chemical Accuracy with Quantum Monte Carlo

    CERN Document Server

    Petruzielo, F R; Umrigar, C J

    2012-01-01

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

  3. Monte Carlo simulations of Protein Adsorption

    Science.gov (United States)

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

    2008-03-01

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

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

    Institute of Scientific and Technical Information of China (English)

    罗季

    2008-01-01

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

  5. Random Numbers and Monte Carlo Methods

    Science.gov (United States)

    Scherer, Philipp O. J.

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

  6. SMCTC: Sequential Monte Carlo in C++

    Directory of Open Access Journals (Sweden)

    Adam M. Johansen

    2009-04-01

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

  7. 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.

  8. Quantum Monte Carlo with variable spins.

    Science.gov (United States)

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

    2016-06-28

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

  9. A brief introduction to Monte Carlo simulation.

    Science.gov (United States)

    Bonate, P L

    2001-01-01

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

  10. Quantum Monte Carlo with Variable Spins

    CERN Document Server

    Melton, Cody A; Mitas, Lubos

    2016-01-01

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

  11. CosmoPMC: Cosmology Population Monte Carlo

    CERN Document Server

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

    2011-01-01

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

  12. Quantum speedup of Monte Carlo methods.

    Science.gov (United States)

    Montanaro, Ashley

    2015-09-08

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

  13. Adiabatic optimization versus diffusion Monte Carlo methods

    Science.gov (United States)

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

    2016-10-01

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

  14. Self-learning Monte Carlo method

    Science.gov (United States)

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

    2017-01-01

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

  15. Monte Carlo strategies in scientific computing

    CERN Document Server

    Liu, Jun S

    2008-01-01

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

  16. Monte Carlo methods for multidimensional integration for European option pricing

    Science.gov (United States)

    Todorov, V.; Dimov, I. T.

    2016-10-01

    In this paper, we illustrate examples of highly accurate Monte Carlo and quasi-Monte Carlo methods for multiple integrals related to the evaluation of European style options. The idea is that the value of the option is formulated in terms of the expectation of some random variable; then the average of independent samples of this random variable is used to estimate the value of the option. First we obtain an integral representation for the value of the option using the risk neutral valuation formula. Then with an appropriations change of the constants we obtain a multidimensional integral over the unit hypercube of the corresponding dimensionality. Then we compare a specific type of lattice rules over one of the best low discrepancy sequence of Sobol for numerical integration. Quasi-Monte Carlo methods are compared with Adaptive and Crude Monte Carlo techniques for solving the problem. The four approaches are completely different thus it is a question of interest to know which one of them outperforms the other for evaluation multidimensional integrals in finance. Some of the advantages and disadvantages of the developed algorithms are discussed.

  17. Monte Carlo Hamiltonian:Linear Potentials

    Institute of Scientific and Technical Information of China (English)

    LUOXiang-Qian; HelmutKROEGER; 等

    2002-01-01

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

  18. Monte Carlo dose distributions for radiosurgery

    Energy Technology Data Exchange (ETDEWEB)

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

    2001-07-01

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

  19. Monte carlo simulations of organic photovoltaics.

    Science.gov (United States)

    Groves, Chris; Greenham, Neil C

    2014-01-01

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

  20. Monte Carlo simulation of neutron scattering instruments

    Energy Technology Data Exchange (ETDEWEB)

    Seeger, P.A.

    1995-12-31

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

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

    Science.gov (United States)

    Edison, John R.; Monson, Peter A.

    2013-06-01

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

  2. Fast sequential Monte Carlo methods for counting and optimization

    CERN Document Server

    Rubinstein, Reuven Y; Vaisman, Radislav

    2013-01-01

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

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

    CERN Document Server

    Lester, William A; Reynolds, PJ

    1994-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Granero Cabanero, D.

    2015-07-01

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

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

    KAUST Repository

    Liang, Faming

    2009-03-01

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

  6. A comparison of Monte Carlo generators

    CERN Document Server

    Golan, Tomasz

    2014-01-01

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

  7. Monte Carlo Tools for Jet Quenching

    OpenAIRE

    Zapp, Korinna

    2011-01-01

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

  8. An Introduction to Monte Carlo Methods

    Science.gov (United States)

    Raeside, D. E.

    1974-01-01

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

  9. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

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

    2010-01-01

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

  10. Scalable Domain Decomposed Monte Carlo Particle Transport

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-12-05

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

  11. Monte Carlo methods beyond detailed balance

    NARCIS (Netherlands)

    Schram, Raoul D.; Barkema, Gerard T.

    2015-01-01

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

  12. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

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

    2010-01-01

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

  13. An analysis of Monte Carlo tree search

    CSIR Research Space (South Africa)

    James, S

    2017-02-01

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

  14. Monte Carlo Simulation of Counting Experiments.

    Science.gov (United States)

    Ogden, Philip M.

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

  15. Quantum Monte Carlo calculations with chiral effective field theory interactions.

    Science.gov (United States)

    Gezerlis, A; Tews, I; Epelbaum, E; Gandolfi, S; Hebeler, K; Nogga, A; Schwenk, A

    2013-07-19

    We present the first quantum Monte Carlo (QMC) calculations with chiral effective field theory (EFT) interactions. To achieve this, we remove all sources of nonlocality, which hamper the inclusion in QMC calculations, in nuclear forces to next-to-next-to-leading order. We perform auxiliary-field diffusion Monte Carlo (AFDMC) calculations for the neutron matter energy up to saturation density based on local leading-order, next-to-leading order, and next-to-next-to-leading order nucleon-nucleon interactions. Our results exhibit a systematic order-by-order convergence in chiral EFT and provide nonperturbative benchmarks with theoretical uncertainties. For the softer interactions, perturbative calculations are in excellent agreement with the AFDMC results. This work paves the way for QMC calculations with systematic chiral EFT interactions for nuclei and nuclear matter, for testing the perturbativeness of different orders, and allows for matching to lattice QCD results by varying the pion mass.

  16. Quantum Monte Carlo study of the protonated water dimer

    CERN Document Server

    Dagrada, Mario; Saitta, Antonino M; Sorella, Sandro; Mauri, Francesco

    2013-01-01

    We report an extensive theoretical study of the protonated water dimer (Zundel ion) by means of the highly correlated variational Monte Carlo and lattice regularized Monte Carlo approaches. This system represents the simplest model for proton transfer (PT) and a correct description of its properties is essential in order to understand the PT mechanism in more complex acqueous systems. Our Jastrow correlated AGP wave function ensures an accurate treatment of electron correlations. Exploiting the advantages of contracting the primitive basis set over atomic hybrid orbitals, we are able to limit dramatically the number of variational parameters with a systematic control on the numerical precision, crucial in order to simulate larger systems. We investigate energetics and geometrical properties of the Zundel ion as a function of the oxygen-oxygen distance, taken as reaction coordinate. In both cases, our QMC results are found in excellent agreement with coupled cluster CCSD(T) technique, the quantum chemistry "go...

  17. Quantum Monte Carlo with directed loops.

    Science.gov (United States)

    Syljuåsen, Olav F; Sandvik, Anders W

    2002-10-01

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

  18. Monte Carlo radiation transport in external beam radiotherapy

    OpenAIRE

    Çeçen, Yiğit

    2013-01-01

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

  19. Bold diagrammatic Monte Carlo method applied to fermionized frustrated spins.

    Science.gov (United States)

    Kulagin, S A; Prokof'ev, N; Starykh, O A; Svistunov, B; Varney, C N

    2013-02-15

    We demonstrate, by considering the triangular lattice spin-1/2 Heisenberg model, that Monte Carlo sampling of skeleton Feynman diagrams within the fermionization framework offers a universal first-principles tool for strongly correlated lattice quantum systems. We observe the fermionic sign blessing--cancellation of higher order diagrams leading to a finite convergence radius of the series. We calculate the magnetic susceptibility of the triangular-lattice quantum antiferromagnet in the correlated paramagnet regime and reveal a surprisingly accurate microscopic correspondence with its classical counterpart at all accessible temperatures. The extrapolation of the observed relation to zero temperature suggests the absence of the magnetic order in the ground state. We critically examine the implications of this unusual scenario.

  20. Development of a Monte-Carlo based method for calculating the effect of stationary fluctuations

    DEFF Research Database (Denmark)

    Pettersen, E. E.; Demazire, C.; Jareteg, K.

    2015-01-01

    that corresponds to the real part of the neutron balance, and one that corresponds to the imaginary part. The two equivalent problems are in nature similar to two subcritical systems driven by external neutron sources, and can thus be treated as such in a Monte Carlo framework. The definition of these two...... of light water reactor conditions in an infinite lattice of fuel pins surrounded by water. The test case highlights flux gradients that are steeper in the Monte Carlo-based transport solution than in the diffusion-based solution. Compared to other Monte Carlo-based methods earlier proposed for carrying out...

  1. Perturbative two- and three-loop coefficients from large $\\beta$ Monte Carlo

    CERN Document Server

    Lepage, G P; 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 beta 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.

  2. Hybrid Monte Carlo with Chaotic Mixing

    CERN Document Server

    Kadakia, Nirag

    2016-01-01

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

  3. Multilevel sequential Monte-Carlo samplers

    KAUST Repository

    Jasra, Ajay

    2016-01-05

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

  4. Monte Carlo Simulation for Particle Detectors

    CERN Document Server

    Pia, Maria Grazia

    2012-01-01

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

  5. An enhanced Monte Carlo outlier detection method.

    Science.gov (United States)

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

    2015-09-30

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

  6. Composite biasing in Monte Carlo radiative transfer

    CERN Document Server

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

    2016-01-01

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

  7. Multilevel Monte Carlo Approaches for Numerical Homogenization

    KAUST Repository

    Efendiev, Yalchin R.

    2015-10-01

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

  8. Monte Carlo estimation of the number of tatami tilings

    CERN Document Server

    Kimura, Kenji

    2016-01-01

    Motivated by the way Japanese tatami mats are placed on the floor, we consider domino tilings with a constraint and estimate the number of such tilings of plane regions. We map the system onto a monomer-dimer model with a novel local interaction on the dual lattice. We use a variant of the Hamiltonian replica exchange Monte Carlo method and the multi-parameter reweighting technique to study the model. The properties of the quantity are studied beyond exact enumeration and combinatorial method. The logarithm of the number of the tilings is linear in the boundary length of the region for all the regions studied.

  9. Monte Carlo simulations of charge transport in heterogeneous organic semiconductors

    Science.gov (United States)

    Aung, Pyie Phyo; Khanal, Kiran; Luettmer-Strathmann, Jutta

    2015-03-01

    The efficiency of organic solar cells depends on the morphology and electronic properties of the active layer. Research teams have been experimenting with different conducting materials to achieve more efficient solar panels. In this work, we perform Monte Carlo simulations to study charge transport in heterogeneous materials. We have developed a coarse-grained lattice model of polymeric photovoltaics and use it to generate active layers with ordered and disordered regions. We determine carrier mobilities for a range of conditions to investigate the effect of the morphology on charge transport.

  10. Inhomogeneous Monte Carlo simulations of dermoscopic spectroscopy

    Science.gov (United States)

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

    2012-03-01

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

  11. Handbook of Markov chain Monte Carlo

    CERN Document Server

    Brooks, Steve

    2011-01-01

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

  12. Guideline of Monte Carlo calculation. Neutron/gamma ray transport simulation by Monte Carlo method

    CERN Document Server

    2002-01-01

    This report condenses basic theories and advanced applications of neutron/gamma ray transport calculations in many fields of nuclear energy research. Chapters 1 through 5 treat historical progress of Monte Carlo methods, general issues of variance reduction technique, cross section libraries used in continuous energy Monte Carlo codes. In chapter 6, the following issues are discussed: fusion benchmark experiments, design of ITER, experiment analyses of fast critical assembly, core analyses of JMTR, simulation of pulsed neutron experiment, core analyses of HTTR, duct streaming calculations, bulk shielding calculations, neutron/gamma ray transport calculations of the Hiroshima atomic bomb. Chapters 8 and 9 treat function enhancements of MCNP and MVP codes, and a parallel processing of Monte Carlo calculation, respectively. An important references are attached at the end of this report.

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

    Science.gov (United States)

    Díez, A; Largo, J; Solana, J R

    2006-08-21

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

  14. Hybrid Monte Carlo with Fat Link Fermion Actions

    CERN Document Server

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

    2004-01-01

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

  15. Hybrid Monte Carlo algorithm with fat link fermion actions

    CERN Document Server

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

    2004-01-01

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

  16. Monte Carlo simulations of systems with complex energy landscapes

    Science.gov (United States)

    Wüst, T.; Landau, D. P.; Gervais, C.; Xu, Y.

    2009-04-01

    Non-traditional Monte Carlo simulations are a powerful approach to the study of systems with complex energy landscapes. After reviewing several of these specialized algorithms we shall describe the behavior of typical systems including spin glasses, lattice proteins, and models for "real" proteins. In the Edwards-Anderson spin glass it is now possible to produce probability distributions in the canonical ensemble and thermodynamic results of high numerical quality. In the hydrophobic-polar (HP) lattice protein model Wang-Landau sampling with an improved move set (pull-moves) produces results of very high quality. These can be compared with the results of other methods of statistical physics. A more realistic membrane protein model for Glycophorin A is also examined. Wang-Landau sampling allows the study of the dimerization process including an elucidation of the nature of the process.

  17. An Advanced Neutronic Analysis Toolkit with Inline Monte Carlo capability for BHTR Analysis

    Energy Technology Data Exchange (ETDEWEB)

    William R. Martin; John C. Lee

    2009-12-30

    Monte Carlo capability has been combined with a production LWR lattice physics code to allow analysis of high temperature gas reactor configurations, accounting for the double heterogeneity due to the TRISO fuel. The Monte Carlo code MCNP5 has been used in conjunction with CPM3, which was the testbench lattice physics code for this project. MCNP5 is used to perform two calculations for the geometry of interest, one with homogenized fuel compacts and the other with heterogeneous fuel compacts, where the TRISO fuel kernels are resolved by MCNP5.

  18. Status of Monte-Carlo Event Generators

    Energy Technology Data Exchange (ETDEWEB)

    Hoeche, Stefan; /SLAC

    2011-08-11

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

  19. Quantum Monte Carlo for vibrating molecules

    Energy Technology Data Exchange (ETDEWEB)

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

    1996-08-01

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

  20. Parametric links among Monte Carlo, phase-field, and sharp-interface models of interfacial motion.

    Science.gov (United States)

    Liu, Pu; Lusk, Mark T

    2002-12-01

    Parametric links are made among three mesoscale simulation paradigms: phase-field, sharp-interface, and Monte Carlo. A two-dimensional, square lattice, 1/2 Ising model is considered for the Monte Carlo method, where an exact solution for the interfacial free energy is known. The Monte Carlo mobility is calibrated as a function of temperature using Glauber kinetics. A standard asymptotic analysis relates the phase-field and sharp-interface parameters, and this allows the phase-field and Monte Carlo parameters to be linked. The result is derived without bulk effects but is then applied to a set of simulations with the bulk driving force included. An error analysis identifies the domain over which the parametric relationships are accurate.

  1. A Monte Carlo algorithm for degenerate plasmas

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-09-15

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

  2. A note on simultaneous Monte Carlo tests

    DEFF Research Database (Denmark)

    Hahn, Ute

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

  3. Archimedes, the Free Monte Carlo simulator

    CERN Document Server

    Sellier, Jean Michel D

    2012-01-01

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

  4. Cluster hybrid Monte Carlo simulation algorithms

    Science.gov (United States)

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

    2002-06-01

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

  5. Monte Carlo simulation for the transport beamline

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-07-26

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

  6. Mosaic crystal algorithm for Monte Carlo simulations

    CERN Document Server

    Seeger, P A

    2002-01-01

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

  7. Diffusion quantum Monte Carlo for molecules

    Energy Technology Data Exchange (ETDEWEB)

    Lester, W.A. Jr.

    1986-07-01

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

  8. Exascale Monte Carlo R&D

    Energy Technology Data Exchange (ETDEWEB)

    Marcus, Ryan C. [Los Alamos National Laboratory

    2012-07-24

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Soran, P.D.

    1988-06-28

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

  10. Monte Carlo Simulations: Number of Iterations and Accuracy

    Science.gov (United States)

    2015-07-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2010-11-17

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

  12. Alternative Monte Carlo Approach for General Global Illumination

    Institute of Scientific and Technical Information of China (English)

    徐庆; 李朋; 徐源; 孙济洲

    2004-01-01

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

  13. Validation of Compton Scattering Monte Carlo Simulation Models

    CERN Document Server

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

    2014-01-01

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

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

    DEFF Research Database (Denmark)

    Mrkvička, Tomáš; Myllymäki, Mari; Hahn, Ute

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

  15. THE MCNPX MONTE CARLO RADIATION TRANSPORT CODE

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-01-10

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

  16. Multi-Index Monte Carlo (MIMC)

    KAUST Repository

    Haji Ali, Abdul Lateef

    2015-01-07

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

  17. Chemical application of diffusion quantum Monte Carlo

    Science.gov (United States)

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

    1983-10-01

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

  18. Multi-Index Monte Carlo (MIMC)

    KAUST Repository

    Haji Ali, Abdul Lateef

    2016-01-06

    We propose and analyze a novel Multi-Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles. Inspired by Giles s seminal work, instead of using first-order differences as in MLMC, we use in MIMC high-order mixed differences to reduce the variance of the hierarchical differences dramatically. Under standard assumptions on the convergence rates of the weak error, variance and work per sample, the optimal index set turns out to be of Total Degree (TD) type. When using such sets, MIMC yields new and improved complexity results, which are natural generalizations of Giles s MLMC analysis, and which increase the domain of problem parameters for which we achieve the optimal convergence, O(TOL-2).

  19. Discrete range clustering using Monte Carlo methods

    Science.gov (United States)

    Chatterji, G. B.; Sridhar, B.

    1993-01-01

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

  20. Quantum Monte Carlo Calculations of Neutron Matter

    CERN Document Server

    Carlson, J; Ravenhall, D G

    2003-01-01

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

  1. Information Geometry and Sequential Monte Carlo

    CERN Document Server

    Sim, Aaron; Stumpf, Michael P H

    2012-01-01

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

  2. Quantum Monte Carlo Endstation for Petascale Computing

    Energy Technology Data Exchange (ETDEWEB)

    Lubos Mitas

    2011-01-26

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

  3. Hopping electron model with geometrical frustration: kinetic Monte Carlo simulations

    Science.gov (United States)

    Terao, Takamichi

    2016-09-01

    The hopping electron model on the Kagome lattice was investigated by kinetic Monte Carlo simulations, and the non-equilibrium nature of the system was studied. We have numerically confirmed that aging phenomena are present in the autocorrelation function C ({t,tW )} of the electron system on the Kagome lattice, which is a geometrically frustrated lattice without any disorder. The waiting-time distributions p(τ ) of hopping electrons of the system on Kagome lattice has been also studied. It is confirmed that the profile of p (τ ) obtained at lower temperatures obeys the power-law behavior, which is a characteristic feature of continuous time random walk of electrons. These features were also compared with the characteristics of the Coulomb glass model, used as a model of disordered thin films and doped semiconductors. This work represents an advance in the understanding of the dynamics of geometrically frustrated systems and will serve as a basis for further studies of these physical systems.

  4. STUDIES OF FCC HEISENBERG ANTIFERROMAGNETS BY MONTE CARLO SIMULATION ON LARGE SPIN ARRAYS

    OpenAIRE

    Minor, W.; Giebultowicz, T.

    1988-01-01

    We report Monte Carlo studies of fcc Heisenberg antiferromagnets carried out on arrays with 108,000 spins. A lattice with only JNN ≠ 0 was found to exhibit a Type I AF order despite the disordered nature of its ground state. Contrary to previous reports, our data indicate in this case a first order phase transition.

  5. Preliminary Monte Carlo Results for the Three-Dimensional Holstein Model

    Institute of Scientific and Technical Information of China (English)

    吴焰立; 刘川; 罗强

    2003-01-01

    Monte Carlo simulations are used to study the three-dimensional Holstein model. The relationship between the band filling and the chemical potential is obtained for various phonon frequencies and temperatures. The energy of a single electron or a hole is also calculated as a function of the lattice momenta.

  6. Monte Carlo simulations of in-plane stacking disorder in hard-sphere crystals

    NARCIS (Netherlands)

    Miedema, P.S.; de Villeneuve, V.W.A.; Petukhov, A.V.

    2008-01-01

    On-lattice Monte Carlo simulations of colloidal random-stacking hard-sphere colloidal crystals are presented. The model yields close-packed crystals with random-stacking hexagonal structure. We find a significant amount of in-plane stacking disorder, which slowly anneals in the course of the simulat

  7. A study of the XY model by the Monte Carlo method

    Science.gov (United States)

    Suranyi, Peter; Harten, Paul

    1987-01-01

    The massively parallel processor is used to perform Monte Carlo simulations for the two dimensional XY model on lattices of sizes up to 128 x 128. A parallel random number generator was constructed, finite size effects were studied, and run times were compared with those on a CRAY X-MP supercomputer.

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

    Science.gov (United States)

    Suzuki, Hideyuki

    2013-11-01

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

  9. Infinite variance in fermion quantum Monte Carlo calculations.

    Science.gov (United States)

    Shi, Hao; Zhang, Shiwei

    2016-03-01

    For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, and lattice quantum chromodynamics calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied on to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple subareas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calculation unreliable or meaningless. We discuss how to identify the infinite variance problem. An approach is then proposed to solve the problem. The solution does not require major modifications to standard algorithms, adding a "bridge link" to the imaginary-time path integral. The general idea is applicable to a variety of situations where the infinite variance problem may be present. Illustrative results are presented for the ground state of the Hubbard model at half-filling.

  10. Infinite Variance in Fermion Quantum Monte Carlo Calculations

    CERN Document Server

    Shi, Hao

    2015-01-01

    For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties, without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, lattice QCD calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied upon to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple sub-areas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations turn out to have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calc...

  11. Infinite variance in fermion quantum Monte Carlo calculations

    Science.gov (United States)

    Shi, Hao; Zhang, Shiwei

    2016-03-01

    For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, and lattice quantum chromodynamics calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied on to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple subareas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calculation unreliable or meaningless. We discuss how to identify the infinite variance problem. An approach is then proposed to solve the problem. The solution does not require major modifications to standard algorithms, adding a "bridge link" to the imaginary-time path integral. The general idea is applicable to a variety of situations where the infinite variance problem may be present. Illustrative results are presented for the ground state of the Hubbard model at half-filling.

  12. Critical Exponents of the Classical 3D Heisenberg Model A Single-Cluster Monte Carlo Study

    CERN Document Server

    Holm, C; Holm, Christian; Janke, Wolfhard

    1993-01-01

    We have simulated the three-dimensional Heisenberg model on simple cubic lattices, using the single-cluster Monte Carlo update algorithm. The expected pronounced reduction of critical slowing down at the phase transition is verified. This allows simulations on significantly larger lattices than in previous studies and consequently a better control over systematic errors. In one set of simulations we employ the usual finite-size scaling methods to compute the critical exponents $\

  13. Morse Monte Carlo Radiation Transport Code System

    Energy Technology Data Exchange (ETDEWEB)

    Emmett, M.B.

    1975-02-01

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

  14. Monte Carlo simulation of neutron scattering instruments

    Energy Technology Data Exchange (ETDEWEB)

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

    1998-12-01

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

  15. Atomistic Monte Carlo simulation of lipid membranes

    DEFF Research Database (Denmark)

    Wüstner, Daniel; Sklenar, Heinz

    2014-01-01

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

  16. Experimental Monte Carlo Quantum Process Certification

    CERN Document Server

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

    2012-01-01

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

  17. Gas discharges modeling by Monte Carlo technique

    Directory of Open Access Journals (Sweden)

    Savić Marija

    2010-01-01

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

  18. On nonlinear Markov chain Monte Carlo

    CERN Document Server

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

    2011-01-01

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

  19. Monte Carlo exploration of warped Higgsless models

    Energy Technology Data Exchange (ETDEWEB)

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

    2004-10-01

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

  20. Monte Carlo Exploration of Warped Higgsless Models

    CERN Document Server

    Hewett, J L; Rizzo, T G

    2004-01-01

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

  1. Monte Carlo Implementation of Polarized Hadronization

    CERN Document Server

    Matevosyan, Hrayr H; Thomas, Anthony W

    2016-01-01

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

  2. Commensurabilities between ETNOs: a Monte Carlo survey

    CERN Document Server

    Marcos, C de la Fuente

    2016-01-01

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

  3. Variable length trajectory compressible hybrid Monte Carlo

    CERN Document Server

    Nishimura, Akihiko

    2016-01-01

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

  4. Lunar Regolith Albedos Using Monte Carlos

    Science.gov (United States)

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

    2003-01-01

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

  5. Nuclear reactions in Monte Carlo codes.

    Science.gov (United States)

    Ferrari, A; Sala, P R

    2002-01-01

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

  6. Atomistic Monte Carlo simulation of lipid membranes

    DEFF Research Database (Denmark)

    Wüstner, Daniel; Sklenar, Heinz

    2014-01-01

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

  7. Geometric Monte Carlo and Black Janus Geometries

    CERN Document Server

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

    2016-01-01

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

  8. Modeling neutron guides using Monte Carlo simulations

    CERN Document Server

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

    2002-01-01

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

  9. Accurate barrier heights using diffusion Monte Carlo

    CERN Document Server

    Krongchon, Kittithat; Wagner, Lucas K

    2016-01-01

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

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

    Science.gov (United States)

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

    2007-12-01

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

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

    CERN Document Server

    Wagner, Lucas K; Mitas, Lubos

    2007-01-01

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

  12. Reporting Monte Carlo Studies in Structural Equation Modeling

    NARCIS (Netherlands)

    Boomsma, Anne

    2013-01-01

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

  13. Practical schemes for accurate forces in quantum Monte Carlo

    NARCIS (Netherlands)

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

    2014-01-01

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

  14. Efficiency and accuracy of Monte Carlo (importance) sampling

    NARCIS (Netherlands)

    Waarts, P.H.

    2003-01-01

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

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

    Science.gov (United States)

    Sobol', I. M.

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

  16. Forest canopy BRDF simulation using Monte Carlo method

    NARCIS (Netherlands)

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

    2006-01-01

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

  17. Sensitivity of Monte Carlo simulations to input distributions

    Energy Technology Data Exchange (ETDEWEB)

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

    2001-07-01

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

  18. Quantum Monte Carlo using a Stochastic Poisson Solver

    Energy Technology Data Exchange (ETDEWEB)

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

    2005-05-06

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

  19. Further experience in Bayesian analysis using Monte Carlo Integration

    NARCIS (Netherlands)

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

    1980-01-01

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

  20. 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.

  1. Forest canopy BRDF simulation using Monte Carlo method

    NARCIS (Netherlands)

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

    2006-01-01

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

  2. Practical schemes for accurate forces in quantum Monte Carlo

    NARCIS (Netherlands)

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

    2014-01-01

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

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

    CERN Document Server

    Caciulescu, Alexandru Razvan

    2016-01-01

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

  4. Accelerated GPU based SPECT Monte Carlo simulations

    Science.gov (United States)

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

    2016-06-01

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

  5. Monte Carlo modelling of TRIGA research reactor

    Science.gov (United States)

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

    2010-10-01

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

  6. Accelerated GPU based SPECT Monte Carlo simulations.

    Science.gov (United States)

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

    2016-06-07

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

  7. Monte Carlo scatter correction for SPECT

    Science.gov (United States)

    Liu, Zemei

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

  8. Fission Matrix Capability for MCNP Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-09-05

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

  9. 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

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

    CERN Document Server

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

    2001-01-01

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

  11. Monte Carlo estimation of the number of tatami tilings

    Science.gov (United States)

    Kimura, Kenji; Higuchi, Saburo

    2016-04-01

    Motivated by the way Japanese tatami mats are placed on the floor, we consider domino tilings with a constraint and estimate the number of such tilings of plane regions. We map the system onto a monomer-dimer model with a novel local interaction on the dual lattice. We make use of a variant of the Hamiltonian replica exchange Monte Carlo method where data for ferromagnetic and anti-ferromagnetic models are combined to make a single family of histograms. The properties of the density of states is studied beyond exact enumeration and combinatorial methods. The logarithm of the number of the tilings is linear in the boundary length of the region for all the regions studied.

  12. Monte-Carlo study of Dirac semimetals phase diagram

    CERN Document Server

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

    2016-01-01

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

  13. Monte Carlo study of Dirac semimetals phase diagram

    Science.gov (United States)

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

    2016-11-01

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

  14. New Monte Carlo method for the self-avoiding walk

    Science.gov (United States)

    Berretti, Alberto; Sokal, Alan D.

    1985-08-01

    We introduce a new Monte Carlo algorithm for the self-avoiding walk (SAW), and show that it is particularly efficient in the critical region (long chains). We also introduce new and more efficient statistical techniques. We employ these methods to extract numerical estimates for the critical parameters of the SAW on the square lattice. We find μ=2.63820 ± 0.00004 ± 0.00030 γ=1.352 ± 0.006 ± 0.025 νv=0.7590 ± 0.0062 ± 0.0042 where the first error bar represents systematic error due to corrections to scaling (subjective 95% confidence limits) and the second bar represents statistical error (classical 95% confidence limits). These results are based on SAWs of average length ≈ 166, using 340 hours CPU time on a CDC Cyber 170-730. We compare our results to previous work and indicate some directions for future research.

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

    Science.gov (United States)

    Dufour, Jérôme; Nataf, Pierre; Mila, Frédéric

    2015-05-01

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

  16. Monte Carlo Modeling of Crystal Channeling at High Energies

    CERN Document Server

    Schoofs, Philippe; Cerutti, Francesco

    Charged particles entering a crystal close to some preferred direction can be trapped in the electromagnetic potential well existing between consecutive planes or strings of atoms. This channeling effect can be used to extract beam particles if the crystal is bent beforehand. Crystal channeling is becoming a reliable and efficient technique for collimating beams and removing halo particles. At CERN, the installation of silicon crystals in the LHC is under scrutiny by the UA9 collaboration with the goal of investigating if they are a viable option for the collimation system upgrade. This thesis describes a new Monte Carlo model of planar channeling which has been developed from scratch in order to be implemented in the FLUKA code simulating particle transport and interactions. Crystal channels are described through the concept of continuous potential taking into account thermal motion of the lattice atoms and using Moliere screening function. The energy of the particle transverse motion determines whether or n...

  17. Introduction to quasi-Monte Carlo integration and applications

    CERN Document Server

    Leobacher, Gunther

    2014-01-01

    This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science.

  18. Monte Carlo Simulation of SATs in 2D

    Institute of Scientific and Technical Information of China (English)

    1996-01-01

    In this paper we use Monte Carlo simulation method to deal with SATs on a square lattice and a triangular lattice in two dimensions in the T→∞ limit.Besides that,the SAT model has been generalized in the coordination number q→∞ limit.The characteristics of SATs in the two limits q=3 and q→∞ have been qualitatively discussed.The obtained results reveal that the SATs have intermediate behaviors between that of SAWs and RWs.The critical exponents of SATs have intermediate behaviors between that of SAWs and RWs.The critical exponents of SATs are monotonous functions of q.With different q,SATs correspondingly belong to different universality classes.For example,on a hexagonal lattice,SATs and SAWs belong to the same universality class;in the limiting situation q→∞,SATs and RWs belong to the same universality class;when q=4 or q=6,SATs and SAWs or RWs belong to the different universality class.

  19. Towards overcoming the Monte Carlo sign problem with tensor networks

    CERN Document Server

    Bañuls, Mari Carmen; Cirac, J Ignacio; Jansen, Karl; Kühn, Stefan; Saito, Hana

    2016-01-01

    The study of lattice gauge theories with Monte Carlo simulations is hindered by the infamous sign problem that appears under certain circumstances, in particular at non-zero chemical potential. So far, there is no universal method to overcome this problem. However, recent years brought a new class of non-perturbative Hamiltonian techniques named tensor networks, where the sign problem is absent. In previous work, we have demonstrated that this approach, in particular matrix product states in 1+1 dimensions, can be used to perform precise calculations in a lattice gauge theory, the massless and massive Schwinger model. We have computed the mass spectrum of this theory, its thermal properties and real-time dynamics. In this work, we review these results and we extend our calculations to the case of two flavours and non-zero chemical potential. We are able to reliably reproduce known analytical results for this model, thus demonstrating that tensor networks can tackle the sign problem of a lattice gauge theory a...

  20. 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.

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

    Directory of Open Access Journals (Sweden)

    Samuel Livingstone

    2014-06-01

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

  2. The Monte Carlo method the method of statistical trials

    CERN Document Server

    Shreider, YuA

    1966-01-01

    The Monte Carlo Method: The Method of Statistical Trials is a systematic account of the fundamental concepts and techniques of the Monte Carlo method, together with its range of applications. Some of these applications include the computation of definite integrals, neutron physics, and in the investigation of servicing processes. This volume is comprised of seven chapters and begins with an overview of the basic features of the Monte Carlo method and typical examples of its application to simple problems in computational mathematics. The next chapter examines the computation of multi-dimensio

  3. Monte Carlo simulations for heavy ion dosimetry

    Energy Technology Data Exchange (ETDEWEB)

    Geithner, O.

    2006-07-26

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

  4. Rare event simulation using Monte Carlo methods

    CERN Document Server

    Rubino, Gerardo

    2009-01-01

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

  5. A continuation multilevel Monte Carlo algorithm

    KAUST Repository

    Collier, Nathan

    2014-09-05

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

  6. Monte Carlo Simulations of the Photospheric Process

    CERN Document Server

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

    2015-01-01

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

  7. Finding Planet Nine: a Monte Carlo approach

    CERN Document Server

    Marcos, C de la Fuente

    2016-01-01

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

  8. Atomistic Monte Carlo simulation of lipid membranes.

    Science.gov (United States)

    Wüstner, Daniel; Sklenar, Heinz

    2014-01-24

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

  9. Parallel Monte Carlo Simulation of Aerosol Dynamics

    Directory of Open Access Journals (Sweden)

    Kun Zhou

    2014-02-01

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

  10. Monte Carlo simulations of the NIMROD diffractometer

    Energy Technology Data Exchange (ETDEWEB)

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

    2006-11-15

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

  11. Monte Carlo Simulation of River Meander Modelling

    Science.gov (United States)

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

    2010-12-01

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

  12. Commensurabilities between ETNOs: a Monte Carlo survey

    Science.gov (United States)

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

    2016-07-01

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

  13. Diffusion Monte Carlo in internal coordinates.

    Science.gov (United States)

    Petit, Andrew S; McCoy, Anne B

    2013-08-15

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

  14. Monte Carlo simulations for focusing elliptical guides

    Energy Technology Data Exchange (ETDEWEB)

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

    2009-07-01

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

  15. Monte Carlo Production Management at CMS

    CERN Document Server

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

    2015-01-01

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

  16. Monte Carlo models of dust coagulation

    CERN Document Server

    Zsom, Andras

    2010-01-01

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

  17. Atomistic Monte Carlo Simulation of Lipid Membranes

    Directory of Open Access Journals (Sweden)

    Daniel Wüstner

    2014-01-01

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

  18. Parallel Monte Carlo simulation of aerosol dynamics

    KAUST Repository

    Zhou, K.

    2014-01-01

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

  19. Measuring Berry curvature with quantum Monte Carlo

    CERN Document Server

    Kolodrubetz, Michael

    2014-01-01

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

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

    Institute of Scientific and Technical Information of China (English)

    LüWenqi

    2005-01-01

    [1]He, J., Zhang, H., Chen, J. et al., Monte Carlo simulation of kinetics and chain length distributions in living free-radical polymerization, Macromolecules, 1997, 30: 8010-8018.[2]Li, L., He, J., Yang, Y., Monte Carlo simulation on living radical polymerization with RAFT process, Chem. J. Chinese Univ. (in Chinese), 2000, 21(7): 1146-1148.[3]Ling, J., Shen, Z., Chen W., Algorithm and application of Monte Carlo simulation for multi-dispersive copolymerization system, Science in China, Series B, 2002, 45(3): 243-250.[4]Butte, A., Storti, G., Morbidelli, M., Evaluation of the chain length distribution in free-radical polymerization, 1. Bulk polymerization, Macromol. Theory Simul., 2002, 11: 22-36.[5]Smith, G. B., Russell, G. T., Heuts, J. P. A., Termination in dilute-solution free-radical polymerization: A composite model, Macromol. Theory Simul., 2003, 12: 299-314.[6]Zetterlund, P. B., Yamazoe, H., Yamada, B., Free radical bulk po- lymerization of styrene: Simulation of molecular weight distribu- tions to high conversion using experimentally obtained rate coef- ficients, Macromol. Theory Simul., 2003, 12: 379-385.[7]Binder, K., Paul, W., Monte Carlo simulations of polymer dy- namics: Recent advances, J. Polym. Sci., Polym. Phys. Ed., 1997, 35(1): 1-31.[8]Rouault, Y., Milchev, A., Monte Carlo study of living polymers with the bond-fluctuation method, Phys. Rev. E, 1995, 51(6): 5905-5910.[9]Jo, W. H., Lee, J. W., Lee, M. S. et al., Effect of interchange reactions on the molecular weight distribution of poly(ethylene terephthalate): A Monte Carlo simulation, J. Polym. Sci., Polym. Phys. Ed., 1996, 34: 725-729.[10]Jang, S. S., Ha, W. S., Jo, W. H. et al., Monte Carlo simulation of copolymerization by ester interchange reaction in miscible polyester blends, J. Polym. Sci., Polym. Phys. Ed., 1998, 36: 1637-1645.[11]Lee, Y. U., Jang, S. S., Jo, W. H., Off-lattice Monte Carlo simulation of hyperbranched polymers, 1. Polycondensation of AB2 type monomers, Macromol. Theory

  1. Monte Carlo calculations of the properties of solid nitromethane

    Science.gov (United States)

    Rice, Betsy M.; Trevino, Samuel F.

    1991-09-01

    Pairwise additive potential energy functions for H-O, H-H, and O-O intermolecular interactions are presented; methods by which these functions were developed are discussed, and preliminary Monte Carlo calculations of the crystal lattice parameters using these functions are presented. The results indicate that these potential energy functions correctly reproduce the lattice parameters measured by neutron diffraction at 4.2 K, ambient pressure, and at pressures below 1.0 GPa, room temperature. It is our intention in this and future work to obtain sufficient information concerning the intermolecular interactions between molecules of nitromethane (CH3NO2) in order to produce, via computer simulation, a reliable equation of state and other related properties in the condensed phase. For this purpose, substantial experimental investigations have been performed in the past on several properties of the crystal. For the present study, the most important of these are the determination of the crystal structure at ambient pressure, from 4.2 K to 228 K (Trevino, Prince, and Hubbard 1980) and neutron spectroscopic determination of the rotational properties of the methyl group (Trevino and Rymes 1980; Alefeld et al. 1982; Cavagnat et al. 1985).

  2. Monte-Carlo simulation-based statistical modeling

    CERN Document Server

    Chen, John

    2017-01-01

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

  3. EXTENDED MONTE CARLO LOCALIZATION ALGORITHM FOR MOBILE SENSOR NETWORKS

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

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

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

    Indian Academy of Sciences (India)

    Rajeeva L Karandikar

    2006-04-01

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

  5. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung

    2009-11-01

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

  6. Bayesian phylogeny analysis via stochastic approximation Monte Carlo.

    Science.gov (United States)

    Cheon, Sooyoung; Liang, Faming

    2009-11-01

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

  7. Monte Carlo techniques for analyzing deep penetration problems

    Energy Technology Data Exchange (ETDEWEB)

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

    1985-01-01

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

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

    Science.gov (United States)

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

    1992-12-01

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

  9. An Introduction to Multilevel Monte Carlo for Option Valuation

    CERN Document Server

    Higham, Desmond J

    2015-01-01

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

  10. MODELING LEACHING OF VIRUSES BY THE MONTE CARLO METHOD

    Science.gov (United States)

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

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

    NARCIS (Netherlands)

    MIKOSCH, T; WANG, QA

    1995-01-01

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

  12. Using Supervised Learning to Improve Monte Carlo Integral Estimation

    CERN Document Server

    Tracey, Brendan; Alonso, Juan J

    2011-01-01

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

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

    NARCIS (Netherlands)

    MIKOSCH, T; WANG, QA

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

  14. Accelerating Monte Carlo Renderers by Ray Histogram Fusion

    Directory of Open Access Journals (Sweden)

    Mauricio Delbracio

    2015-03-01

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

  15. MONTE-CARLO BURNUP CALCULATION UNCERTAINTY QUANTIFICATION AND PROPAGATION DETERMINATION

    Energy Technology Data Exchange (ETDEWEB)

    Nichols, T.; Sternat, M.; Charlton, W.

    2011-05-08

    MONTEBURNS is a Monte-Carlo depletion routine utilizing MCNP and ORIGEN 2.2. Uncertainties exist in the MCNP transport calculation, but this information is not passed to the depletion calculation in ORIGEN or saved. To quantify this transport uncertainty and determine how it propagates between burnup steps, a statistical analysis of a multiple repeated depletion runs is performed. The reactor model chosen is the Oak Ridge Research Reactor (ORR) in a single assembly, infinite lattice configuration. This model was burned for a 25.5 day cycle broken down into three steps. The output isotopics as well as effective multiplication factor (k-effective) were tabulated and histograms were created at each burnup step using the Scott Method to determine the bin width. It was expected that the gram quantities and k-effective histograms would produce normally distributed results since they were produced from a Monte-Carlo routine, but some of results do not. The standard deviation at each burnup step was consistent between fission product isotopes as expected, while the uranium isotopes created some unique results. The variation in the quantity of uranium was small enough that, from the reaction rate MCNP tally, round off error occurred producing a set of repeated results with slight variation. Statistical analyses were performed using the {chi}{sup 2} test against a normal distribution for several isotopes and the k-effective results. While the isotopes failed to reject the null hypothesis of being normally distributed, the {chi}{sup 2} statistic grew through the steps in the k-effective test. The null hypothesis was rejected in the later steps. These results suggest, for a high accuracy solution, MCNP cell material quantities less than 100 grams and greater kcode parameters are needed to minimize uncertainty propagation and minimize round off effects.

  16. 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.

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

    CERN Document Server

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

    2010-01-01

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

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

    OpenAIRE

    Bjorkman, J. E.; Wood, Kenneth

    2001-01-01

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

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

    OpenAIRE

    Azadi, Sam; Cohen, R. E

    2015-01-01

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

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

    Science.gov (United States)

    Bacallado, Sergio; Diaconis, Persi; Holmes, Susan

    2015-07-01

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

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

    CERN Document Server

    Delyon, François; Holzmann, Markus

    2016-01-01

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

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

    Science.gov (United States)

    Hassan, H. A.

    1999-01-01

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

  3. Monte Carlo Simulation of Optical Properties of Wake Bubbles

    Institute of Scientific and Technical Information of China (English)

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

    2007-01-01

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

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

    Science.gov (United States)

    Elishakoff, I.; Colombi, P.

    1993-01-01

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

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

    Science.gov (United States)

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

    2017-02-01

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

  6. Monte Carlo methods for light propagation in biological tissues

    OpenAIRE

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

    2016-01-01

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

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

    OpenAIRE

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

    2010-01-01

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

  8. 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.

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

    Directory of Open Access Journals (Sweden)

    L SETTAOUTI

    2003-12-01

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

  10. 二维三角格子上高分子动态 Monte Carlo模拟的协同运动算法%Dynamic Monte Carlo Simulation of Polymer Cooperative Motion Algorithm in 2-Dimensional Triangle Lattice*

    Institute of Scientific and Technical Information of China (English)

    秦原; 刘洪来; 胡英

    2001-01-01

    在动态Monte Carlo模拟的协同运动算法中,几个相邻的链节可以同时运动,这可以理解为高分子链中张力的作用引起的协同运动.将这一算法用于二维三角格子模型上RW链和SAW链的模拟.结果表明RW链的动力学行为符合Rouse理论,说明该算法可以用于高分子动力学研究,其优点是不需要使用键长涨落模型.

  11. Monte Carlo Volcano Seismic Moment Tensors

    Science.gov (United States)

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

    2015-12-01

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

  12. Monte Carlo simulation of large electron fields

    Science.gov (United States)

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

    2008-03-01

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

  13. Dosimetry applications in GATE Monte Carlo toolkit.

    Science.gov (United States)

    Papadimitroulas, Panagiotis

    2017-02-21

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

  14. Monte Carlo implementation of polarized hadronization

    Science.gov (United States)

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

    2017-01-01

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

  15. Perturbation Monte Carlo methods for tissue structure alterations.

    Science.gov (United States)

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

    2013-01-01

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

  16. A Survey on Multilevel Monte Carlo for European Options

    Directory of Open Access Journals (Sweden)

    Masoud Moharamnejad

    2016-03-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Pevey, Ronald E.

    2005-09-15

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

  18. Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

    KAUST Repository

    Issaid, Chaouki Ben

    2015-01-07

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

  19. 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

  20. 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

  1. Metropolis updates for Diagrammatic Monte-Carlo algorithms from Schwinger-Dyson equations

    CERN Document Server

    Buividovich, P V

    2016-01-01

    We describe a general recipe for constructing Metropolis updates for Diagrammatic Monte-Carlo (DiagMC) algorithms, based on the Schwinger-Dyson equations in quantum field theory. This approach bypasses explicit duality transformations, enumeration or classification of diagrams and can be used for lattice quantum field theories with unknown or complicated dual representations (such as non-Abelian lattice gauge theories). DiagMC algorithms constructed in this way can still be plagued by the sign problem, which is, however, completely different from the sign problem in conventional Monte-Carlo simulations and has its origin in cancellations between diagrams with positive and negative weights. To test the presented approach, we apply DiagMC to calculate the first 7 orders of 1/N expansion in the quartic matrix model and find good agreement with analytic results, with the exception of the close vicinity of the critical coupling where the critical slowing down sets in.

  2. Monte Carlo Simulation of the Potts Model on a Dodecagonal Quasiperiodic Structure

    Institute of Scientific and Technical Information of China (English)

    WEN Zhang-Bin; HOU Zhi-Lin; FU Xiu-Jun

    2011-01-01

    By means of a Monte Carlo simulation, we study the three-state Potts model on a two-dimensional quasiperiodic structure based on a dodecagonal cluster covering pattern. The critical temperature and exponents are obtained from finite-size scaling analysis. It is shown that the Potts model on the quasiperiodic lattice belongs to the same universal class as those on periodic ones.%@@ By means of a Monte Carlo simulation, we study the three-state Potts model on a two-dimensional quasiperiodic structure based on a dodecagonal cluster covering pattern.The critical temperature and exponents are obtained from finite-size scaling analysis.It is shown that the Potts model on the quasiperiodic lattice belongs to the same universal class as those on periodic ones.

  3. Evaluation of CASMO-3 and HELIOS for Fuel Assembly Analysis from Monte Carlo Code

    Energy Technology Data Exchange (ETDEWEB)

    Shim, Hyung Jin; Song, Jae Seung; Lee, Chung Chan

    2007-05-15

    This report presents a study comparing deterministic lattice physics calculations with Monte Carlo calculations for LWR fuel pin and assembly problems. The study has focused on comparing results from the lattice physics code CASMO-3 and HELIOS against those from the continuous-energy Monte Carlo code McCARD. The comparisons include k{sub inf}, isotopic number densities, and pin power distributions. The CASMO-3 and HELIOS calculations for the k{sub inf}'s of the LWR fuel pin problems show good agreement with McCARD within 956pcm and 658pcm, respectively. For the assembly problems with Gadolinia burnable poison rods, the largest difference between the k{sub inf}'s is 1463pcm with CASMO-3 and 1141pcm with HELIOS. RMS errors for the pin power distributions of CASMO-3 and HELIOS are within 1.3% and 1.5%, respectively.

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

    OpenAIRE

    Iwamatsu, Masao; Okabe, Yutaka

    2000-01-01

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

  5. Finding organic vapors - a Monte Carlo approach

    Science.gov (United States)

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

    2010-05-01

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

  6. Coherent Scattering Imaging Monte Carlo Simulation

    Science.gov (United States)

    Hassan, Laila Abdulgalil Rafik

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

  7. Anomalous scaling in the random-force-driven Burgers equation. A Monte Carlo study

    Energy Technology Data Exchange (ETDEWEB)

    Mesterhazy, David [TU Darmstadt (Germany). Inst. fuer Kernphysik; Jansen, Karl [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann Inst. fuer Computing

    2011-12-15

    We present a new approach to determine the small-scale statistical behavior of hydrodynamic turbulence by means of lattice simulations. Using the functional integral representation of the random-force-driven Burgers equation we show that high-order moments of velocity differences satisfy anomalous scaling. The general applicability of Monte Carlo methods provides the opportunity to study also other systems of interest within this framework. (orig.)

  8. Monte-carlo method for simulations of ring polymers in the melt.

    Science.gov (United States)

    Vettorel, Thomas; Reigh, Shang Yik; Yoon, Do Y; Kremer, Kurt

    2009-02-18

    A detailed analysis of the efficiency of a Monte-Carlo (MC) method employing non-local moves for simple lattice ring polymers is presented. While the introduction of kink-translocation moves for linear chains results in the expected speedup by a factor of the order of the number of sites, this is significantly reduced for a melt of rings. Copyright © 2009 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  9. Single-cluster-update Monte Carlo method for the random anisotropy model

    Science.gov (United States)

    Rößler, U. K.

    1999-06-01

    A Wolff-type cluster Monte Carlo algorithm for random magnetic models is presented. The algorithm is demonstrated to reduce significantly the critical slowing down for planar random anisotropy models with weak anisotropy strength. Dynamic exponents zcluster algorithms are estimated for models with ratio of anisotropy to exchange constant D/J=1.0 on cubic lattices in three dimensions. For these models, critical exponents are derived from a finite-size scaling analysis.

  10. Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms

    OpenAIRE

    Arampatzis, Giorgos; Katsoulakis, Markos A.; Plechac, Petr; Taufer, Michela; Xu, Lifan

    2011-01-01

    We present a mathematical framework for constructing and analyzing parallel algorithms for lattice Kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in spatially distributed, non-equilibrium physiochemical processes with complex chemistry and transport micro-mechanisms. The algorithms can be tailored to specific hierarchical parallel architectures such as multi-core processors or clusters of Graphical Processin...

  11. An unbiased Hessian representation for Monte Carlo PDFs

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-08-15

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

  12. An Unbiased Hessian Representation for Monte Carlo PDFs

    CERN Document Server

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

    2015-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2004-12-21

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

  14. A Monte Carlo study of fluctuating polymer-grafted membranes.

    Science.gov (United States)

    Laradji, Mohamed

    2004-07-15

    Using Monte Carlo simulations of an off-lattice model, we study the elastic properties of polymer-grafted membranes. Our results are found to be in good agreement with those predicted by the classical path approximation of the self-consistent field theory and scaling theory based on de Gennes' blob picture. In particular, we found that when the membrane is grafted on both sides by brushes with same molecular weight N and grafting density sigma, the excess bending modulus induced by the polymers scales as N3 sigmaalpha where alpha is consistent with 7/3, as predicted by the self-consistent field theory, and 5/2, as predicted by the scaling theory. When the polymers are grafted to one side of the membrane only, the membrane bends away from the polymers with a spontaneous curvature with a scaling that is consistent with both scaling and self-consistent field theories. When the thickness of the brush exceeds the membrane's spontaneous radius of curvature, the bending modulus approaches a constant which is of the same order as the bending modulus of the bare membrane.

  15. Thin Ising films with competing walls: A Monte Carlo study

    Science.gov (United States)

    Binder, K.; Landau, D. P.; Ferrenberg, A. M.

    1995-04-01

    Ising magnets with a nearest neighbor ferromagnetic exchange interaction J on a simple cubic lattice are studied in a thin film geometry using extensive Monte Carlo simulations. The system has two large L×L parallel free surfaces, a distance D apart from each other, at which competing surface fields act, i.e., HD=-H1. In this geometry, the phase transition occurring in the bulk at a temperature Tcb is suppressed, and instead one observes the gradual formation of an interface between coexisting phases stabilized by the surface fields. While this interface is located in the center of the film for temperatures Tc(D)interface localization-delocalization transition predicted by Parry and Evans [Phys. Rev. Lett. 64, 439 (1990); Physica A 181, 250 (1992)]. For Tinterface is located either close to the left wall where H10 (and the total magnetization is negative). As predicted, for large D this transition temperature Tc(D) is close to the wetting transition Tw(H1) of the semi-infinite system, but the transition nevertheless has a two-dimensional Ising character. Due to crossover problems (for D-->∞ the width of the asymptotic Ising region shrinks to zero, and one presumably observes critical wetting in this model) this Ising nature is clearly seen only for rather thin films. For Tc(D)

  16. Direct determination of liquid phase coexistence by Monte Carlo simulations.

    Science.gov (United States)

    Zweistra, Henk J A; Besseling, N A M

    2006-07-01

    A formalism to determine coexistence points by means of Monte Carlo simulations is presented. The general idea of the method is to perform a simulation simultaneously in several unconnected boxes which can exchange particles. At equilibrium, most of the boxes will be occupied by a homogeneous phase. The compositions of these boxes yield coexisting points on the binodal. However, since the overall composition is fixed, at least one of the boxes will contain an interface. We show that this does not affect the results, provided that the interface has no net curvature. We coin the name "Helmholtz-ensemble method," because the method is related to the well-known Gibbs-ensemble method, but the volume of the boxes is constant. Since the box volumes are constant, we expect that this method will be particularly useful for lattice models. The accuracy of the Helmholtz-ensemble method is benchmarked against known coexistence curves of the three-dimensional Ising model with excellent results.

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

    Institute of Scientific and Technical Information of China (English)

    彭昌军; 李健康; 刘洪来; 胡英

    2004-01-01

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

  18. Monte Carlo simulation of the PEMFC catalyst layer

    Institute of Scientific and Technical Information of China (English)

    WANG Hongxing; CAO Pengzhen; WANG Yuxin

    2007-01-01

    The performance of the polymer electrolyte membrane fuel cell (PEMFC) is greatly controlled by the structure of the catalyst layer.Low catalyst utilization is still a significant obstacle to the commercialization of the PEMFC.In order to get a fundamental understanding of the electrode structure and to find the limiting factor in the low catalyst utilization,it is necessary to develop the mechanical model on the effect of catalyst layer structure on the catalyst utilization and the performance of the PEMFC.In this work,the structure of the catalyst layer is studied based on the lattice model with the Monte Carlo simulation.The model can predict the effects of some catalyst layer components,such as Pt/C catalyst,electrolyte and gas pores,on the utilization of the catalyst and the cell performance.The simulation result shows that the aggregation of conduction grains can greatly affect the degree of catalyst utilization.The better the dispersion of the conduction grains,the larger the total effective area of the catalyst is.To achieve higher utilization,catalyst layer components must be distributed by means of engineered design,which can prevent aggregation.

  19. Monte Carlo calculations of the physical properties of RDX, {beta}-HMX, and TATB

    Energy Technology Data Exchange (ETDEWEB)

    Sewell, T.D.

    1997-09-01

    Atomistic Monte Carlo simulations in the NpT ensemble are used to calculate the physical properties of crystalline RDX, {beta}-HMX, and TATB. Among the issues being considered are the effects of various treatments of the intermolecular potential, inclusion of intramolecular flexibility, and simulation size dependence of the results. Calculations of the density, lattice energy, and lattice parameters are made over a wide range of pressures; thereby allowing for predictions of the bulk and linear coefficients of isothermal expansion of the crystals. Comparison with experiment is made where possible.

  20. Monte Carlo simulation with aspect-ratio optimization: anomalous anisotropic scaling in dimerized antiferromagnets.

    Science.gov (United States)

    Yasuda, Shinya; Todo, Synge

    2013-12-01

    We present a method that optimizes the aspect ratio of a spatially anisotropic quantum lattice model during the quantum Monte Carlo simulation, and realizes the virtually isotropic lattice automatically. The anisotropy is removed by using the Robbins-Monro algorithm based on the correlation length in each direction. The method allows for comparing directly the value of the critical amplitude among different anisotropic models, and identifying the universality more precisely. We apply our method to the staggered dimer antiferromagnetic Heisenberg model and demonstrate that the apparent nonuniversal behavior is attributed mainly to the strong size correction of the effective aspect ratio due to the existence of the cubic interaction.

  1. A threaded Java concurrent implementation of the Monte-Carlo Metropolis Ising model.

    Science.gov (United States)

    Castañeda-Marroquín, Carlos; de la Puente, Alfonso Ortega; Alfonseca, Manuel; Glazier, James A; Swat, Maciej

    2009-06-01

    This paper describes a concurrent Java implementation of the Metropolis Monte-Carlo algorithm that is used in 2D Ising model simulations. The presented method uses threads, monitors, shared variables and high level concurrent constructs that hide the low level details. In our algorithm we assign one thread to handle one spin flip attempt at a time. We use special lattice site selection algorithm to avoid two or more threads working concurently in the region of the lattice that "belongs" to two or more different spins undergoing spin-flip transformation. Our approach does not depend on the current platform and maximizes concurrent use of the available resources.

  2. GPU implementation of the Rosenbluth generation method for static Monte Carlo simulations

    Science.gov (United States)

    Guo, Yachong; Baulin, Vladimir A.

    2017-07-01

    We present parallel version of Rosenbluth Self-Avoiding Walk generation method implemented on Graphics Processing Units (GPUs) using CUDA libraries. The method scales almost linearly with the number of CUDA cores and the method efficiency has only hardware limitations. The method is introduced in two realizations: on a cubic lattice and in real space. We find a good agreement between serial and parallel implementations and consistent results between lattice and real space realizations of the method for linear chain statistics. The developed GPU implementations of Rosenbluth algorithm can be used in Monte Carlo simulations and other computational methods that require large sampling of molecules conformations.

  3. Histogram Monte Carlo position-space renormalization group: Applications to the site percolation

    Science.gov (United States)

    Hu, Chin-Kun; Chen, Chi-Ning; Wu, F. Y.

    1996-02-01

    We study site percolation on the square lattice and show that, when augmented with histogram Monte Carlo simulations for large lattices, the cell-to-cell renormalization group approach can be used to determine the critical probability accurately. Unlike the cell-to-site method and an alternate renormalization group approach proposed recently by Sahimi and Rassamdana, both of which rely on ab initio numerical inputs, the cell-to-cell scheme is free of prior knowledge and thus can be applied more widely.

  4. Monte Carlo simulation of epitaxial growth on a (111) layer with mismatch

    Science.gov (United States)

    Tan, S.; Ghazali, A.; Lévy, J.-C. S.

    1997-04-01

    A high-temperature deposition of adatoms on a substrate with or without lattice mismatch from -10% to +10%, followed by slow cooling to a given temperature, is simulated by means of a Monte Carlo algorithm with Lennard-Jones interatomic pair potentials. Stranski-Krastanov growth is always observed with a lateral island size controlled by the lattice mismatch, while the deposition mode acts strongly on the island slope. Complete healing of the island structure never occurs before the tenth layer. The interlayer distance undergoes oscillations as a function of the layer number. This is observed for a ±10% mismatch as well as for a -5% mismatch.

  5. Monte Carlo studies of model Langmuir monolayers.

    Science.gov (United States)

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

    2001-04-01

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

  6. Application de la methode des sous-groupes au calcul Monte-Carlo multigroupe

    Science.gov (United States)

    Martin, Nicolas

    This thesis is dedicated to the development of a Monte Carlo neutron transport solver based on the subgroup (or multiband) method. In this formalism, cross sections for resonant isotopes are represented in the form of probability tables on the whole energy spectrum. This study is intended in order to test and validate this approach in lattice physics and criticality-safety applications. The probability table method seems promising since it introduces an alternative computational way between the legacy continuous-energy representation and the multigroup method. In the first case, the amount of data invoked in continuous-energy Monte Carlo calculations can be very important and tend to slow down the overall computational time. In addition, this model preserves the quality of the physical laws present in the ENDF format. Due to its cheap computational cost, the multigroup Monte Carlo way is usually at the basis of production codes in criticality-safety studies. However, the use of a multigroup representation of the cross sections implies a preliminary calculation to take into account self-shielding effects for resonant isotopes. This is generally performed by deterministic lattice codes relying on the collision probability method. Using cross-section probability tables on the whole energy range permits to directly take into account self-shielding effects and can be employed in both lattice physics and criticality-safety calculations. Several aspects have been thoroughly studied: (1) The consistent computation of probability tables with a energy grid comprising only 295 or 361 groups. The CALENDF moment approach conducted to probability tables suitable for a Monte Carlo code. (2) The combination of the probability table sampling for the energy variable with the delta-tracking rejection technique for the space variable, and its impact on the overall efficiency of the proposed Monte Carlo algorithm. (3) The derivation of a model for taking into account anisotropic

  7. Diffusion coefficients for LMFBR cells calculated with MOC and Monte Carlo methods

    Energy Technology Data Exchange (ETDEWEB)

    Rooijen, W.F.G. van, E-mail: rooijen@u-fukui.ac.j [Research Institute of Nuclear Energy, University of Fukui, Bunkyo 3-9-1, Fukui-shi, Fukui-ken 910-8507 (Japan); Chiba, G., E-mail: chiba.go@jaea.go.j [Japan Atomic Energy Agency, 2-4 Shirakata Shirane, Tokai-mura, Naka-gun, Ibaraki-ken 319-1195 (Japan)

    2011-01-15

    The present work discusses the calculation of the diffusion coefficient of a lattice of hexagonal cells, with both 'sodium present' and 'sodium absent' conditions. Calculations are performed in the framework of lattice theory (also known as fundamental mode approximation). Unlike the classical approaches, our heterogeneous leakage model allows the calculation of diffusion coefficients under all conditions, even if planar voids are present in the lattice. Equations resulting from this model are solved using the method of characteristics (MOC). Independent confirmation of the MOC result comes from Monte Carlo calculations, in which the diffusion coefficient is obtained without any of the assumptions of lattice theory. It is shown by comparison to the Monte Carlo results that the MOC solution yields correct values of the diffusion coefficient under all conditions, even in cases where the classic calculation of the diffusion coefficient fails. This work is a first step in the development of a robust method to calculate the diffusion coefficient of lattice cells. Adoption into production codes will require more development and validation of the method.

  8. Calibration and Monte Carlo modelling of neutron long counters

    CERN Document Server

    Tagziria, H

    2000-01-01

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

  9. Vectorizing and macrotasking Monte Carlo neutral particle algorithms

    Energy Technology Data Exchange (ETDEWEB)

    Heifetz, D.B.

    1987-04-01

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

  10. LCG MCDB - a Knowledgebase of Monte Carlo Simulated Events

    CERN Document Server

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

    2008-01-01

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

  11. The Monte Carlo method in quantum field theory

    CERN Document Server

    Morningstar, C

    2007-01-01

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

  12. TAKING THE NEXT STEP WITH INTELLIGENT MONTE CARLO

    Energy Technology Data Exchange (ETDEWEB)

    Booth, T.E.; Carlson, J.A. [and others

    2000-10-01

    For many scientific calculations, Monte Carlo is the only practical method available. Unfortunately, standard Monte Carlo methods converge slowly as the square root of the computer time. We have shown, both numerically and theoretically, that the convergence rate can be increased dramatically if the Monte Carlo algorithm is allowed to adapt based on what it has learned from previous samples. As the learning continues, computational efficiency increases, often geometrically fast. The particle transport work achieved geometric convergence for a two-region problem as well as for problems with rapidly changing nuclear data. The statistics work provided theoretical proof of geometic convergence for continuous transport problems and promising initial results for airborne migration of particles. The statistical physics work applied adaptive methods to a variety of physical problems including the three-dimensional Ising glass, quantum scattering, and eigenvalue problems.

  13. Optimised Iteration in Coupled Monte Carlo - Thermal-Hydraulics Calculations

    Science.gov (United States)

    Hoogenboom, J. Eduard; Dufek, Jan

    2014-06-01

    This paper describes an optimised iteration scheme for the number of neutron histories and the relaxation factor in successive iterations of coupled Monte Carlo and thermal-hydraulic reactor calculations based on the stochastic iteration method. The scheme results in an increasing number of neutron histories for the Monte Carlo calculation in successive iteration steps and a decreasing relaxation factor for the spatial power distribution to be used as input to the thermal-hydraulics calculation. The theoretical basis is discussed in detail and practical consequences of the scheme are shown, among which a nearly linear increase per iteration of the number of cycles in the Monte Carlo calculation. The scheme is demonstrated for a full PWR type fuel assembly. Results are shown for the axial power distribution during several iteration steps. A few alternative iteration method are also tested and it is concluded that the presented iteration method is near optimal.

  14. Monte Carlo tests of the ELIPGRID-PC algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Davidson, J.R.

    1995-04-01

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

  15. Efficiency of Monte Carlo sampling in chaotic systems.

    Science.gov (United States)

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

    2014-11-01

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

  16. Sequential Monte Carlo on large binary sampling spaces

    CERN Document Server

    Schäfer, Christian

    2011-01-01

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

  17. Monte Carlo simulation of laser attenuation characteristics in fog

    Science.gov (United States)

    Wang, Hong-Xia; Sun, Chao; Zhu, You-zhang; Sun, Hong-hui; Li, Pan-shi

    2011-06-01

    Based on the Mie scattering theory and the gamma size distribution model, the scattering extinction parameter of spherical fog-drop is calculated. For the transmission attenuation of the laser in the fog, a Monte Carlo simulation model is established, and the impact of attenuation ratio on visibility and field angle is computed and analysed using the program developed by MATLAB language. The results of the Monte Carlo method in this paper are compared with the results of single scattering method. The results show that the influence of multiple scattering need to be considered when the visibility is low, and single scattering calculations have larger errors. The phenomenon of multiple scattering can be interpreted more better when the Monte Carlo is used to calculate the attenuation ratio of the laser transmitting in the fog.

  18. VARIATIONAL MONTE-CARLO APPROACH FOR ARTICULATED OBJECT TRACKING

    Directory of Open Access Journals (Sweden)

    Kartik Dwivedi

    2013-12-01

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

  19. Meaningful timescales from Monte Carlo simulations of molecular systems

    CERN Document Server

    Costa, Liborio I

    2016-01-01

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

  20. Monte Carlo Methods for Tempo Tracking and Rhythm Quantization

    CERN Document Server

    Cemgil, A T; 10.1613/jair.1121

    2011-01-01

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

  1. Introduction to the variational and diffusion Monte Carlo methods

    CERN Document Server

    Toulouse, Julien; Umrigar, C J

    2015-01-01

    We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on the subject, we review in depth the Metropolis-Hastings algorithm used in VMC for sampling the square of an approximate wave function, discussing details important for applications to electronic systems. We also review in detail the more sophisticated DMC algorithm within the fixed-node approximation, introduced to avoid the infamous Fermionic sign problem, which allows one to sample a more accurate approximation to the ground-state wave function. Throughout this review, we discuss the statistical methods used for evaluating expectation values and statistical uncertainties. In particular, we show how to estimate nonlinear functions of expectation values and their statistical uncertainties.

  2. Monte Carlo Simulation in Statistical Physics An Introduction

    CERN Document Server

    Binder, Kurt

    2010-01-01

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

  3. 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...

  4. SCALE Continuous-Energy Monte Carlo Depletion with Parallel KENO in TRITON

    Energy Technology Data Exchange (ETDEWEB)

    Goluoglu, Sedat [ORNL; Bekar, Kursat B [ORNL; Wiarda, Dorothea [ORNL

    2012-01-01

    The TRITON sequence of the SCALE code system is a powerful and robust tool for performing multigroup (MG) reactor physics analysis using either the 2-D deterministic solver NEWT or the 3-D Monte Carlo transport code KENO. However, as with all MG codes, the accuracy of the results depends on the accuracy of the MG cross sections that are generated and/or used. While SCALE resonance self-shielding modules provide rigorous resonance self-shielding, they are based on 1-D models and therefore 2-D or 3-D effects such as heterogeneity of the lattice structures may render final MG cross sections inaccurate. Another potential drawback to MG Monte Carlo depletion is the need to perform resonance self-shielding calculations at each depletion step for each fuel segment that is being depleted. The CPU time and memory required for self-shielding calculations can often eclipse the resources needed for the Monte Carlo transport. This summary presents the results of the new continuous-energy (CE) calculation mode in TRITON. With the new capability, accurate reactor physics analyses can be performed for all types of systems using the SCALE Monte Carlo code KENO as the CE transport solver. In addition, transport calculations can be performed in parallel mode on multiple processors.

  5. Implementation of Monte Carlo Simulations for the Gamma Knife System

    Energy Technology Data Exchange (ETDEWEB)

    Xiong, W [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Huang, D [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Lee, L [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Feng, J [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Morris, K [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Calugaru, E [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Burman, C [Memorial Sloan-Kettering Cancer Center/Mercy Medical Center, 1000 N Village Ave., Rockville Centre, NY 11570 (United States); Li, J [Fox Chase Cancer Center, 333 Cottman Ave., Philadelphia, PA 17111 (United States); Ma, C-M [Fox Chase Cancer Center, 333 Cottman Ave., Philadelphia, PA 17111 (United States)

    2007-06-15

    Currently the Gamma Knife system is accompanied with a treatment planning system, Leksell GammaPlan (LGP) which is a standard, computer-based treatment planning system for Gamma Knife radiosurgery. In LGP, the dose calculation algorithm does not consider the scatter dose contributions and the inhomogeneity effect due to the skull and air cavities. To improve the dose calculation accuracy, Monte Carlo simulations have been implemented for the Gamma Knife planning system. In this work, the 201 Cobalt-60 sources in the Gamma Knife unit are considered to have the same activity. Each Cobalt-60 source is contained in a cylindric stainless steel capsule. The particle phase space information is stored in four beam data files, which are collected in the inner sides of the 4 treatment helmets, after the Cobalt beam passes through the stationary and helmet collimators. Patient geometries are rebuilt from patient CT data. Twenty two Patients are included in the Monte Carlo simulation for this study. The dose is calculated using Monte Carlo in both homogenous and inhomogeneous geometries with identical beam parameters. To investigate the attenuation effect of the skull bone the dose in a 16cm diameter spherical QA phantom is measured with and without a 1.5mm Lead-covering and also simulated using Monte Carlo. The dose ratios with and without the 1.5mm Lead-covering are 89.8% based on measurements and 89.2% according to Monte Carlo for a 18mm-collimator Helmet. For patient geometries, the Monte Carlo results show that although the relative isodose lines remain almost the same with and without inhomogeneity corrections, the difference in the absolute dose is clinically significant. The average inhomogeneity correction is (3.9 {+-} 0.90) % for the 22 patients investigated. These results suggest that the inhomogeneity effect should be considered in the dose calculation for Gamma Knife treatment planning.

  6. A standard Event Class for Monte Carlo Generators

    Institute of Scientific and Technical Information of China (English)

    L.A.Gerren; M.Fischler

    2001-01-01

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

  7. Parallelization of Monte Carlo codes MVP/GMVP

    Energy Technology Data Exchange (ETDEWEB)

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

    1998-03-01

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

  8. Parton distribution functions in Monte Carlo factorisation scheme

    Science.gov (United States)

    Jadach, S.; Płaczek, W.; Sapeta, S.; Siódmok, A.; Skrzypek, M.

    2016-12-01

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

  9. Kinetic Monte Carlo method applied to nucleic acid hairpin folding.

    Science.gov (United States)

    Sauerwine, Ben; Widom, Michael

    2011-12-01

    Kinetic Monte Carlo on coarse-grained systems, such as nucleic acid secondary structure, is advantageous for being able to access behavior at long time scales, even minutes or hours. Transition rates between coarse-grained states depend upon intermediate barriers, which are not directly simulated. We propose an Arrhenius rate model and an intermediate energy model that incorporates the effects of the barrier between simulated states without enlarging the state space itself. Applying our Arrhenius rate model to DNA hairpin folding, we demonstrate improved agreement with experiment compared to the usual kinetic Monte Carlo model. Further improvement results from including rigidity of single-stranded stacking.

  10. Quasi-Monte Carlo methods for the Heston model

    OpenAIRE

    Jan Baldeaux; Dale Roberts

    2012-01-01

    In this paper, we discuss the application of quasi-Monte Carlo methods to the Heston model. We base our algorithms on the Broadie-Kaya algorithm, an exact simulation scheme for the Heston model. As the joint transition densities are not available in closed-form, the Linear Transformation method due to Imai and Tan, a popular and widely applicable method to improve the effectiveness of quasi-Monte Carlo methods, cannot be employed in the context of path-dependent options when the underlying pr...

  11. Modelling hadronic interactions in cosmic ray Monte Carlo generators

    Directory of Open Access Journals (Sweden)

    Pierog Tanguy

    2015-01-01

    Full Text Available Currently the uncertainty in the prediction of shower observables for different primary particles and energies is dominated by differences between hadronic interaction models. The LHC data on minimum bias measurements can be used to test Monte Carlo generators and these new constraints will help to reduce the uncertainties in air shower predictions. In this article, after a short introduction on air showers and Monte Carlo generators, we will show the results of the comparison between the updated version of high energy hadronic interaction models EPOS LHC and QGSJETII-04 with LHC data. Results for air shower simulations and their consequences on comparisons with air shower data will be discussed.

  12. An overview of Monte Carlo treatment planning for radiotherapy.

    Science.gov (United States)

    Spezi, Emiliano; Lewis, Geraint

    2008-01-01

    The implementation of Monte Carlo dose calculation algorithms in clinical radiotherapy treatment planning systems has been anticipated for many years. Despite a continuous increase of interest in Monte Carlo Treatment Planning (MCTP), its introduction into clinical practice has been delayed by the extent of calculation time required. The development of newer and faster MC codes is behind the commercialisation of the first MC-based treatment planning systems. The intended scope of this article is to provide the reader with a compact 'primer' on different approaches to MCTP with particular attention to the latest developments in the field.

  13. Applications of quantum Monte Carlo methods in condensed systems

    CERN Document Server

    Kolorenc, Jindrich

    2010-01-01

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

  14. Monte Carlo simulation of electron slowing down in indium

    Energy Technology Data Exchange (ETDEWEB)

    Rouabah, Z.; Hannachi, M. [Materials and Electronic Systems Laboratory (LMSE), University of Bordj Bou Arreridj, Bordj Bou Arreridj (Algeria); Champion, C. [Université de Bordeaux 1, CNRS/IN2P3, Centre d’Etudes Nucléaires de Bordeaux-Gradignan, (CENBG), Gradignan (France); Bouarissa, N., E-mail: n_bouarissa@yahoo.fr [Laboratory of Materials Physics and its Applications, University of M' sila, 28000 M' sila (Algeria)

    2015-07-15

    Highlights: • Electron scattering in indium targets. • Modeling of elastic cross-sections. • Monte Carlo simulation of low energy electrons. - Abstract: In the current study, we aim at simulating via a detailed Monte Carlo code, the electron penetration in a semi-infinite indium medium for incident energies ranging from 0.5 to 5 keV. Electron range, backscattering coefficients, mean penetration depths as well as stopping profiles are then reported. The results may be seen as the first predictions for low-energy electron penetration in indium target.

  15. Monte Carlo methods and models in finance and insurance

    CERN Document Server

    Korn, Ralf

    2010-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Rosli Said

    2005-12-01

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

  17. PEPSI — a Monte Carlo generator for polarized leptoproduction

    Science.gov (United States)

    Mankiewicz, L.; Schäfer, A.; Veltri, M.

    1992-09-01

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

  18. THE APPLICATION OF MONTE CARLO SIMULATION FOR A DECISION PROBLEM

    Directory of Open Access Journals (Sweden)

    Çiğdem ALABAŞ

    2001-01-01

    Full Text Available The ultimate goal of the standard decision tree approach is to calculate the expected value of a selected performance measure. In the real-world situations, the decision problems become very complex as the uncertainty factors increase. In such cases, decision analysis using standard decision tree approach is not useful. One way of overcoming this difficulty is the Monte Carlo simulation. In this study, a Monte Carlo simulation model is developed for a complex problem and statistical analysis is performed to make the best decision.

  19. Accuracy Analysis of Assembly Success Rate with Monte Carlo Simulations

    Institute of Scientific and Technical Information of China (English)

    仲昕; 杨汝清; 周兵

    2003-01-01

    Monte Carlo simulation was applied to Assembly Success Rate (ASR) analyses.ASR of two peg-in-hole robot assemblies was used as an example by taking component parts' sizes,manufacturing tolerances and robot repeatability into account.A statistic arithmetic expression was proposed and deduced in this paper,which offers an alternative method of estimating the accuracy of ASR,without having to repeat the simulations.This statistic method also helps to choose a suitable sample size,if error reduction is desired.Monte Carlo simulation results demonstrated the feasibility of the method.

  20. Novel Quantum Monte Carlo Approaches for Quantum Liquids

    Science.gov (United States)

    Rubenstein, Brenda M.

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

  1. Fission source sampling in coupled Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

    Olsen, Boerge; Dufek, Jan [KTH Royal Inst. of Technology, Stockholm (Sweden). Div. of Nuclear Research Technology

    2017-05-15

    We study fission source sampling methods suitable for the iterative way of solving coupled Monte Carlo neutronics problems. Specifically, we address the question as to how the initial Monte Carlo fission source should be optimally sampled at the beginning of each iteration step. We compare numerically two approaches of sampling the initial fission source; the tested techniques are derived from well-known methods for iterating the neutron flux in coupled simulations. The first technique samples the initial fission source using the source from the previous iteration step, while the other technique uses a combination of all previous steps for this purpose. We observe that the previous-step approach performs the best.

  2. Monte Carlo simulation of electrons in dense gases

    Science.gov (United States)

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

    2014-10-01

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

  3. Green's function monte carlo and the many-fermion problem

    Science.gov (United States)

    Kalos, M. H.

    The application of Green's function Monte Carlo to many body problems is outlined. For boson problems, the method is well developed and practical. An "efficiency principle",importance sampling, can be used to reduce variance. Fermion problems are more difficult because spatially antisymmetric functions must be represented as a difference of two density functions. Naively treated, this leads to a rapid growth of Monte Carlo error. Methods for overcoming the difficulty are discussed. Satisfactory algorithms exist for few-body problems; for many-body problems more work is needed, but it is likely that adequate methods will soon be available.

  4. Cosmological Markov Chain Monte Carlo simulation with Cmbeasy

    CERN Document Server

    Müller, C M

    2004-01-01

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

  5. Simulation of phase diagram and transformation structure evolution by the use of Monte Carlo method; Monte Carlo ho wo katsuyoshita heiko jotaizu to hentai soshiki keisei no simulation

    Energy Technology Data Exchange (ETDEWEB)

    Matsumiya, T. [Nippon Steel Corporation, Tokyo (Japan)

    1996-08-20

    The Monte Carlo method was used to simulate an equilibrium diagram, and structural formation of transformation and recrystallization. In simulating the Cu-A equilibrium diagram, the calculation was performed by laying 24 face centered cubic lattices including four lattice points in all of the three directions, and using a simulation cell consisting of lattice points of a total of 24{sup 3}{times}4 points. Although this method has a possibility to discover existence of an unknown phase as a result of the calculation, problems were found left in handling of lattice mitigation, and in simulation of phase diagrams over phases with different crystal structures. In simulation of the transformation and recrystallization, discussions were given on correspondence of 1MCS to time when the lattice point size is increased, and on handling of nucleus formation. As a result, it was estimated that in three-dimensional grain growth, the average grain size is proportional to 1/3 power of the MCS number, and the real time against 1MCS is proportional to three power of the lattice point size. 11 refs., 8 figs., 2 tabs.

  6. Transfer-Matrix Monte Carlo Estimates of Critical Points in the Simple Cubic Ising, Planar and Heisenberg Models

    NARCIS (Netherlands)

    Nightingale, M.P.; Blöte , H.W.J.

    1996-01-01

    The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the statistical noise can be reduced considerably by a similarity transf

  7. Oxygen-ordering phenomena in YBa2Cu3O6+x studied by Monte Carlo simulation

    DEFF Research Database (Denmark)

    Fiig, T.; Andersen, J.V.; Andersen, N.H.

    1993-01-01

    The oxygen order in YBa2Cu3O6+x has been investigated by Monte Carlo simulation with the two-dimensional anisotropic next-nearest-neighbor lattice gas model, the ASYNNNI model. For a specific set of interaction parameters we have calculated the structural phase diagram, the chemical potential...

  8. A Monte-Carlo study for the critical exponents of the three-dimensional O(6) model

    Science.gov (United States)

    Loison, D.

    1999-09-01

    Using Wolff's single-cluster Monte-Carlo update algorithm, the three-dimensional O(6)-Heisenberg model on a simple cubic lattice is simulated. With the help of finite size scaling we compute the critical exponents ν, β, γ and η. Our results agree with the field-theory predictions but not so well with the prediction of the series expansions.

  9. Transfer-Matrix Monte Carlo Estimates of Critical Points in the Simple Cubic Ising, Planar and Heisenberg Models

    NARCIS (Netherlands)

    Nightingale, M.P.; Blöte , H.W.J.

    1996-01-01

    The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the statistical noise can be reduced considerably by a similarity

  10. Large-cell Monte Carlo renormalization group for percolation

    Science.gov (United States)

    Reynolds, Peter J.; Stanley, H. Eugene; Klein, W.

    1980-02-01

    We obtain the critical parameters for the site-percolation problem on the square lattice to a high degree of accuracy (comparable to that of series expansions) by using a Monte Carlo position-space renormalization-group procedure directly on the site-occupation probability. Our method involves calculating recursion relations using progressively larger lattice rescalings, b. We find smooth sequences for the value of the critical percolation concentration pc(b) and for the scaling powers yp(b) and yh(b). Extrapolating these sequences to the limit b-->∞ leads to quite accurate numerical predictions. Further, by considering other weight functions or "rules" which also embody the essential connectivity feature of percolation, we find that the numerical results in the infinite-cell limit are in fact "rule independent." However, the actual fashion in which this limit is approached does depend upon the rule chosen. A connection between extrapolation of our renormalization-group results and finite-size scaling is made. Furthermore, the usual finite-size scaling arguments lead to independent estimates of pc and yp. Combining both the large-cell approach and the finite-size scaling results, we obtain yp=0.7385+/-0.0080 and yh=1.898+/-0.003. Thus we find αp=-0.708+/-0.030, βp=0.138(+0.006,-0.005), γp=2.432+/-0.035, δp=18.6+/-0.6, νp=1.354+/-0.015, and 2-ηp=1.796+/-0.006. The site-percolation threshold is found for the square lattice at pc=0.5931+/-0.0006. We note that our calculated value of νp is in considerably better agreement with the proposal of Klein et al. that νp=ln3ln(32)≅1.3548, than with den Nijs' recent conjecture, which predicts νp=43. However, our results cannot entirely rule out the latter possibility.

  11. Monte Carlo study of half-magnetization plateau and magnetic phase diagram in pyrochlore antiferromagnetic Heisenberg model

    OpenAIRE

    Motome, Yukitoshi; Penc, Karlo; Shannon, Nic

    2005-01-01

    The antiferromagnetic Heisenberg model on a pyrochlore lattice under external magnetic field is studied by classical Monte Carlo simulation. The model includes bilinear and biquadratic interactions; the latter effectively describes the coupling to lattice distortions. The magnetization process shows a half-magnetization plateau at low temperatures, accompanied with strong suppression of the magnetic susceptibility. Temperature dependence of the plateau behavior is clarified. Finite-temperatur...

  12. Effect of Precursor Mechanism on CO-NO Catalytic Reaction on Body-Centred Cubic Structure: Monte Carlo Simulation

    Institute of Scientific and Technical Information of China (English)

    A. U. Qaisrani; M. Khalid; M. K.Khan

    2005-01-01

    @@ The CO-NO catalytic reaction on body-centred cubic (bcc) lattice is studied by Monte Carlo simulation. The simple Langmuir-Hinshelwood (LH) mechanism yields a steady reactive window, which is separated by continuous and discontinuous irreversible phase transitions. The effect of precursor mechanism on the phase diagram of the system is also studied. According to this mechanism, the precursor motion of CO molecules is considered only on the surface of bcc lattice. Some interesting observations are reported.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2011-07-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Burkatzki, Mark Thomas

    2008-07-01

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

  15. Effective quantum Monte Carlo algorithm for modeling strongly correlated systems

    NARCIS (Netherlands)

    Kashurnikov, V. A.; Krasavin, A. V.

    2007-01-01

    A new effective Monte Carlo algorithm based on principles of continuous time is presented. It allows calculating, in an arbitrary discrete basis, thermodynamic quantities and linear response of mixed boson-fermion, spin-boson, and other strongly correlated systems which admit no analytic description

  16. Time management for Monte-Carlo tree search in Go

    NARCIS (Netherlands)

    Baier, Hendrik; Winands, Mark H M

    2012-01-01

    The dominant approach for programs playing the game of Go is nowadays Monte-Carlo Tree Search (MCTS). While MCTS allows for fine-grained time control, little has been published on time management for MCTS programs under tournament conditions. This paper investigates the effects that various time-man

  17. Variational Monte Carlo calculations of few-body nuclei

    Energy Technology Data Exchange (ETDEWEB)

    Wiringa, R.B.

    1986-01-01

    The variational Monte Carlo method is described. Results for the binding energies, density distributions, momentum distributions, and static longitudinal structure functions of the /sup 3/H, /sup 3/He, and /sup 4/He ground states, and for the energies of the low-lying scattering states in /sup 4/He are presented. 25 refs., 3 figs.

  18. Monte Carlo studies of nuclei and quantum liquid drops

    Energy Technology Data Exchange (ETDEWEB)

    Pandharipande, V.R.; Pieper, S.C.

    1989-01-01

    The progress in application of variational and Green's function Monte Carlo methods to nuclei is reviewed. The nature of single-particle orbitals in correlated quantum liquid drops is discussed, and it is suggested that the difference between quasi-particle and mean-field orbitals may be of importance in nuclear structure physics. 27 refs., 7 figs., 2 tabs.

  19. Determining MTF of digital detector system with Monte Carlo simulation

    Science.gov (United States)

    Jeong, Eun Seon; Lee, Hyung Won; Nam, Sang Hee

    2005-04-01

    We have designed a detector based on a-Se(amorphous Selenium) and done simulation the detector with Monte Carlo method. We will apply the cascaded linear system theory to determine the MTF for whole detector system. For direct comparison with experiment, we have simulated 139um pixel pitch and used simulated X-ray tube spectrum.

  20. Data libraries as a collaborative tool across Monte Carlo codes

    CERN Document Server

    Augelli, Mauro; Han, Mincheol; Hauf, Steffen; Kim, Chan-Hyeung; Kuster, Markus; Pia, Maria Grazia; Quintieri, Lina; Saracco, Paolo; Seo, Hee; Sudhakar, Manju; Eidenspointner, Georg; Zoglauer, Andreas

    2010-01-01

    The role of data libraries in Monte Carlo simulation is discussed. A number of data libraries currently in preparation are reviewed; their data are critically examined with respect to the state-of-the-art in the respective fields. Extensive tests with respect to experimental data have been performed for the validation of their content.

  1. A separable shadow Hamiltonian hybrid Monte Carlo method.

    Science.gov (United States)

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

    2009-11-07

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

  2. Quantum Monte Carlo diagonalization method as a variational calculation

    Energy Technology Data Exchange (ETDEWEB)

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

    1997-05-01

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

  3. Distributed and Adaptive Darting Monte Carlo through Regenerations

    NARCIS (Netherlands)

    Ahn, S.; Chen, Y.; Welling, M.

    2013-01-01

    Darting Monte Carlo (DMC) is a MCMC procedure designed to effectively mix between multiple modes of a probability distribution. We propose an adaptive and distributed version of this method by using regenerations. This allows us to run multiple chains in parallel and adapt the shape of the jump regi

  4. A novel Monte Carlo approach to hybrid local volatility models

    NARCIS (Netherlands)

    A.W. van der Stoep (Anton); L.A. Grzelak (Lech Aleksander); C.W. Oosterlee (Cornelis)

    2017-01-01

    textabstractWe present in a Monte Carlo simulation framework, a novel approach for the evaluation of hybrid local volatility [Risk, 1994, 7, 18–20], [Int. J. Theor. Appl. Finance, 1998, 1, 61–110] models. In particular, we consider the stochastic local volatility model—see e.g. Lipton et al. [Quant.

  5. SPANDY: a Monte Carlo program for gas target scattering geometry

    Energy Technology Data Exchange (ETDEWEB)

    Jarmie, N.; Jett, J.H.; Niethammer, A.C.

    1977-02-01

    A Monte Carlo computer program is presented that simulates a two-slit gas target scattering geometry. The program is useful in estimating effects due to finite geometry and multiple scattering in the target foil. Details of the program are presented and experience with a specific example is discussed.

  6. Monte Carlo Simulation of Partially Confined Flexible Polymers

    NARCIS (Netherlands)

    Hermsen, G.F.; de Geeter, B.A.; van der Vegt, N.F.A.; Wessling, Matthias

    2002-01-01

    We have studied conformational properties of flexible polymers partially confined to narrow pores of different size using configurational biased Monte Carlo simulations under athermal conditions. The asphericity of the chain has been studied as a function of its center of mass position along the por

  7. Tackling the premature convergence problem in Monte-Carlo localization

    NARCIS (Netherlands)

    Kootstra, G.; de Boer, B.

    2009-01-01

    Monte-Carlo localization uses particle filtering to estimate the position of the robot. The method is known to suffer from the loss of potential positions when there is ambiguity present in the environment. Since many indoor environments are highly symmetric, this problem of premature convergence is

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

    Science.gov (United States)

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

    2014-10-14

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

  9. Monte Carlo simulation of magnetic nanostructured thin films

    Institute of Scientific and Technical Information of China (English)

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

    2004-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1993-04-01

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

  11. Strain in the mesoscale kinetic Monte Carlo model for sintering

    DEFF Research Database (Denmark)

    Bjørk, Rasmus; Frandsen, Henrik Lund; Tikare, V.

    2014-01-01

    Shrinkage strains measured from microstructural simulations using the mesoscale kinetic Monte Carlo (kMC) model for solid state sintering are discussed. This model represents the microstructure using digitized discrete sites that are either grain or pore sites. The algorithm used to simulate...

  12. Monte Carlo estimation of the conditional Rasch model

    NARCIS (Netherlands)

    Akkermans, Wies M.W.

    1994-01-01

    In order to obtain conditional maximum likelihood estimates, the so-called conditioning estimates have to be calculated. In this paper a method is examined that does not calculate these constants exactly, but approximates them using Monte Carlo Markov Chains. As an example, the method is applied to

  13. Monte Carlo estimation of the conditional Rasch model

    NARCIS (Netherlands)

    Akkermans, W.

    1998-01-01

    In order to obtain conditional maximum likelihood estimates, the conditioning constants are needed. Geyer and Thompson (1992) proposed a Markov chain Monte Carlo method that can be used to approximate these constants when they are difficult to calculate exactly. In the present paper, their method is

  14. Quantum Monte Carlo simulation of topological phase transitions

    Science.gov (United States)

    Yamamoto, Arata; Kimura, Taro

    2016-12-01

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

  15. Calculating coherent pair production with Monte Carlo methods

    Energy Technology Data Exchange (ETDEWEB)

    Bottcher, C.; Strayer, M.R.

    1989-01-01

    We discuss calculations of the coherent electromagnetic pair production in ultra-relativistic hadron collisions. This type of production, in lowest order, is obtained from three diagrams which contain two virtual photons. We discuss simple Monte Carlo methods for evaluating these classes of diagrams without recourse to involved algebraic reduction schemes. 19 refs., 11 figs.

  16. A Monte Carlo Evaluation of Maximum Likelihood Multidimensional Scaling Methods

    NARCIS (Netherlands)

    Bijmolt, T.H.A.; Wedel, M.

    1996-01-01

    We compare three alternative Maximum Likelihood Multidimensional Scaling methods for pairwise dissimilarity ratings, namely MULTISCALE, MAXSCAL, and PROSCAL in a Monte Carlo study.The three MLMDS methods recover the true con gurations very well.The recovery of the true dimensionality depends on the

  17. Direct determination of liquid phase coexistence by Monte Carlo simulations

    NARCIS (Netherlands)

    Zweistra, H.J.A.; Besseling, N.A.M.

    2006-01-01

    A formalism to determine coexistence points by means of Monte Carlo simulations is presented. The general idea of the method is to perform a simulation simultaneously in several unconnected boxes which can exchange particles. At equilibrium, most of the boxes will be occupied by a homogeneous phase.

  18. Monte Carlo Simulation Optimizing Design of Grid Ionization Chamber

    Institute of Scientific and Technical Information of China (English)

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

    2013-01-01

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

  19. Optimization of sequential decisions by least squares Monte Carlo method

    DEFF Research Database (Denmark)

    Nishijima, Kazuyoshi; Anders, Annett

    change adaptation measures, and evacuation of people and assets in the face of an emerging natural hazard event. Focusing on the last example, an efficient solution scheme is proposed by Anders and Nishijima (2011). The proposed solution scheme takes basis in the least squares Monte Carlo method, which...

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

    Science.gov (United States)

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

    2004-01-01

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

  1. Bayesian Monte Carlo Method for Nuclear Data Evaluation

    Energy Technology Data Exchange (ETDEWEB)

    Koning, A.J., E-mail: koning@nrg.eu

    2015-01-15

    A Bayesian Monte Carlo method is outlined which allows a systematic evaluation of nuclear reactions using TALYS. The result will be either an EXFOR-weighted covariance matrix or a collection of random files, each accompanied by an experiment based weight.

  2. Auxiliary-field quantum Monte Carlo methods in nuclei

    CERN Document Server

    Alhassid, Y

    2016-01-01

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

  3. Play It Again: Teaching Statistics with Monte Carlo Simulation

    Science.gov (United States)

    Sigal, Matthew J.; Chalmers, R. Philip

    2016-01-01

    Monte Carlo simulations (MCSs) provide important information about statistical phenomena that would be impossible to assess otherwise. This article introduces MCS methods and their applications to research and statistical pedagogy using a novel software package for the R Project for Statistical Computing constructed to lessen the often steep…

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

    Science.gov (United States)

    Gubernatis, James

    2014-03-01

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

  5. Monte Carlo method for magnetic impurities in metals

    Science.gov (United States)

    Hirsch, J. E.; Fye, R. M.

    1986-01-01

    The paper discusses a Monte Carlo algorithm to study properties of dilute magnetic alloys; the method can treat a small number of magnetic impurities interacting wiith the conduction electrons in a metal. Results for the susceptibility of a single Anderson impurity in the symmetric case show the expected universal behavior at low temperatures. Some results for two Anderson impurities are also discussed.

  6. Improved Monte Carlo model for multiple scattering calculations

    Institute of Scientific and Technical Information of China (English)

    Weiwei Cai; Lin Ma

    2012-01-01

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

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

    Institute of Scientific and Technical Information of China (English)

    BeimingXiao

    2004-01-01

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

  8. Observations on variational and projector Monte Carlo methods.

    Science.gov (United States)

    Umrigar, C J

    2015-10-28

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

  9. Monte-carlo calculations for some problems of quantum mechanics

    Energy Technology Data Exchange (ETDEWEB)

    Novoselov, A. A., E-mail: novoselov@goa.bog.msu.ru; Pavlovsky, O. V.; Ulybyshev, M. V. [Moscow State University (Russian Federation)

    2012-09-15

    The Monte-Carlo technique for the calculations of functional integral in two one-dimensional quantum-mechanical problems had been applied. The energies of the bound states in some potential wells were obtained using this method. Also some peculiarities in the calculation of the kinetic energy in the ground state had been studied.

  10. Quantum Monte Carlo simulation of topological phase transitions

    CERN Document Server

    Yamamoto, Arata

    2016-01-01

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

  11. Exploring Mass Perception with Markov Chain Monte Carlo

    Science.gov (United States)

    Cohen, Andrew L.; Ross, Michael G.

    2009-01-01

    Several previous studies have examined the ability to judge the relative mass of objects in idealized collisions. With a newly developed technique of psychological Markov chain Monte Carlo sampling (A. N. Sanborn & T. L. Griffiths, 2008), this work explores participants; perceptions of different collision mass ratios. The results reveal…

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

    CERN Document Server

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

    2008-01-01

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

  13. A Variational Monte Carlo Approach to Atomic Structure

    Science.gov (United States)

    Davis, Stephen L.

    2007-01-01

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

  14. Monte Carlo Simulation on Glueball Search at BESⅢ

    Institute of Scientific and Technical Information of China (English)

    QIN Hu; SHEN Xiao-Yan

    2007-01-01

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

  15. The Metropolis Monte Carlo Method in Statistical Physics

    Science.gov (United States)

    Landau, David P.

    2003-11-01

    A brief overview is given of some of the advances in statistical physics that have been made using the Metropolis Monte Carlo method. By complementing theory and experiment, these have increased our understanding of phase transitions and other phenomena in condensed matter systems. A brief description of a new method, commonly known as "Wang-Landau sampling," will also be presented.

  16. Exploring Mass Perception with Markov Chain Monte Carlo

    Science.gov (United States)

    Cohen, Andrew L.; Ross, Michael G.

    2009-01-01

    Several previous studies have examined the ability to judge the relative mass of objects in idealized collisions. With a newly developed technique of psychological Markov chain Monte Carlo sampling (A. N. Sanborn & T. L. Griffiths, 2008), this work explores participants; perceptions of different collision mass ratios. The results reveal…

  17. An Overview of the Monte Carlo Methods, Codes, & Applications Group

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-08-30

    This report sketches the work of the Group to deliver first-principle Monte Carlo methods, production quality codes, and radiation transport-based computational and experimental assessments using the codes MCNP and MCATK for such applications as criticality safety, non-proliferation, nuclear energy, nuclear threat reduction and response, radiation detection and measurement, radiation health protection, and stockpile stewardship.

  18. Monte Carlo Simulation of Partially Confined Flexible Polymers

    NARCIS (Netherlands)

    Hermsen, G.F.; de Geeter, B.A.; van der Vegt, N.F.A.; Wessling, Matthias

    2002-01-01

    We have studied conformational properties of flexible polymers partially confined to narrow pores of different size using configurational biased Monte Carlo simulations under athermal conditions. The asphericity of the chain has been studied as a function of its center of mass position along the

  19. 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.

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

    Energy Technology Data Exchange (ETDEWEB)

    Metropolis, N.

    1985-01-01

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