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Sample records for monte carlo mc

  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. 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.

  3. ERSN-OpenMC, a Java-based GUI for OpenMC Monte Carlo code

    Directory of Open Access Journals (Sweden)

    Jaafar EL Bakkali

    2016-07-01

    Full Text Available OpenMC is a new Monte Carlo transport particle simulation code focused on solving two types of neutronic problems mainly the k-eigenvalue criticality fission source problems and external fixed fission source problems. OpenMC does not have any Graphical User Interface and the creation of one is provided by our java-based application named ERSN-OpenMC. The main feature of this application is to provide to the users an easy-to-use and flexible graphical interface to build better and faster simulations, with less effort and great reliability. Additionally, this graphical tool was developed with several features, as the ability to automate the building process of OpenMC code and related libraries as well as the users are given the freedom to customize their installation of this Monte Carlo code. A full description of the ERSN-OpenMC application is presented in this paper.

  4. McStas 1.1: A tool for building neutron Monte Carlo simulations

    DEFF Research Database (Denmark)

    Lefmann, K.; Nielsen, K.; Tennant, D.A.

    2000-01-01

    McStas is a project to develop general tools for the creation of simulations of neutron scattering experiments. In this paper, we briefly introduce McStas and describe a particular application of the program: the Monte Carlo calculation of the resolution function of a standard triple-axis neutron...

  5. McStas 1.1: a tool for building neutron Monte Carlo simulations

    Science.gov (United States)

    Lefmann, K.; Nielsen, K.; Tennant, A.; Lake, B.

    2000-03-01

    McStas is a project to develop general tools for the creation of simulations of neutron scattering experiments. In this paper, we briefly introduce McStas and describe a particular application of the program: the Monte Carlo calculation of the resolution function of a standard triple-axis neutron scattering instrument. The method compares well with the analytical calculations of Popovici.

  6. McSCIA: application of the equivalence theorem in a Monte Carlo radiative transfer model for spherical shell

    NARCIS (Netherlands)

    Spada, F.M.; Krol, M.C.|info:eu-repo/dai/nl/078760410; Stammes, P.

    2006-01-01

    A new multiple-scattering Monte Carlo 3-D radiative transfer model named McSCIA (Monte Carlo for SCIAmachy) is presented. The backward technique is used to efficiently simulate narrow field of view instruments. The McSCIA algorithm has been formulated as a function of the Earth’s radius, and can

  7. McSCIA: application of the equivalence theorem in a Monte Carlo radiative transfer model for spherical shell atmospheres

    NARCIS (Netherlands)

    Spada, F.; Krol, M.C.; Stammes, P.

    2006-01-01

    A new multiple-scatteringMonte Carlo 3-D radiative transfer model named McSCIA (Monte Carlo for SCIA-machy) is presented. The backward technique is used to efficiently simulate narrow field of view instruments. The McSCIA algorithm has been formulated as a function of the Earth's radius, and can

  8. OpenMC: A State-of-the-Art Monte Carlo Code for Research and Development

    Science.gov (United States)

    Romano, Paul K.; Horelik, Nicholas E.; Herman, Bryan R.; Nelson, Adam G.; Forget, Benoit; Smith, Kord

    2014-06-01

    This paper gives an overview of OpenMC, an open source Monte Carlo particle transport code recently developed at the Massachusetts Institute of Technology. OpenMC uses continuous-energy cross sections and a constructive solid geometry representation, enabling high-fidelity modeling of nuclear reactors and other systems. Modern, portable input/output file formats are used in OpenMC: XML for input, and HDF5 for output. High performance parallel algorithms in OpenMC have demonstrated near-linear scaling to over 100,000 processors on modern supercomputers. Other topics discussed in this paper include plotting, CMFD acceleration, variance reduction, eigenvalue calculations, and software development processes.

  9. Progress and status of the OpenMC Monte Carlo code

    Energy Technology Data Exchange (ETDEWEB)

    Romano, P. K.; Herman, B. R.; Horelik, N. E.; Forget, B.; Smith, K. [Massachusetts Institute of Technology, Department of Nuclear Science and Engineering, 77 Massachusetts Avenue, Cambridge, MA 02139 (United States); Siegel, A. R. [Argonne National Laboratory, Theory and Computing Sciences and Nuclear Engineering Division (United States)

    2013-07-01

    The present work describes the latest advances and progress in the development of the OpenMC Monte Carlo code, an open-source code originating from the Massachusetts Institute of Technology. First, an overview of the development workflow of OpenMC is given. Various enhancements to the code such as real-time XML input validation, state points, plotting, OpenMP threading, and coarse mesh finite difference acceleration are described. (authors)

  10. CloudMC: a cloud computing application for Monte Carlo simulation.

    Science.gov (United States)

    Miras, H; Jiménez, R; Miras, C; Gomà, C

    2013-04-21

    This work presents CloudMC, a cloud computing application-developed in Windows Azure®, the platform of the Microsoft® cloud-for the parallelization of Monte Carlo simulations in a dynamic virtual cluster. CloudMC is a web application designed to be independent of the Monte Carlo code in which the simulations are based-the simulations just need to be of the form: input files → executable → output files. To study the performance of CloudMC in Windows Azure®, Monte Carlo simulations with penelope were performed on different instance (virtual machine) sizes, and for different number of instances. The instance size was found to have no effect on the simulation runtime. It was also found that the decrease in time with the number of instances followed Amdahl's law, with a slight deviation due to the increase in the fraction of non-parallelizable time with increasing number of instances. A simulation that would have required 30 h of CPU on a single instance was completed in 48.6 min when executed on 64 instances in parallel (speedup of 37 ×). Furthermore, the use of cloud computing for parallel computing offers some advantages over conventional clusters: high accessibility, scalability and pay per usage. Therefore, it is strongly believed that cloud computing will play an important role in making Monte Carlo dose calculation a reality in future clinical practice.

  11. CAD-based Monte Carlo Program for Integrated Simulation of Nuclear System SuperMC

    Science.gov (United States)

    Wu, Yican; Song, Jing; Zheng, Huaqing; Sun, Guangyao; Hao, Lijuan; Long, Pengcheng; Hu, Liqin

    2014-06-01

    Monte Carlo (MC) method has distinct advantages to simulate complicated nuclear systems and is envisioned as routine method for nuclear design and analysis in the future. High fidelity simulation with MC method coupled with multi-physical phenomenon simulation has significant impact on safety, economy and sustainability of nuclear systems. However, great challenges to current MC methods and codes prevent its application in real engineering project. SuperMC is a CAD-based Monte Carlo program for integrated simulation of nuclear system developed by FDS Team, China, making use of hybrid MC-deterministic method and advanced computer technologies. The design aim, architecture and main methodology of SuperMC were presented in this paper. SuperMC2.1, the latest version for neutron, photon and coupled neutron and photon transport calculation, has been developed and validated by using a series of benchmarking cases such as the fusion reactor ITER model and the fast reactor BN-600 model. SuperMC is still in its evolution process toward a general and routine tool for nuclear system. Warning, no authors found for 2014snam.conf06023.

  12. MC3: Multi-core Markov-chain Monte Carlo code

    Science.gov (United States)

    Cubillos, Patricio; Harrington, Joseph; Lust, Nate; Foster, AJ; Stemm, Madison; Loredo, Tom; Stevenson, Kevin; Campo, Chris; Hardin, Matt; Hardy, Ryan

    2016-10-01

    MC3 (Multi-core Markov-chain Monte Carlo) is a Bayesian statistics tool that can be executed from the shell prompt or interactively through the Python interpreter with single- or multiple-CPU parallel computing. It offers Markov-chain Monte Carlo (MCMC) posterior-distribution sampling for several algorithms, Levenberg-Marquardt least-squares optimization, and uniform non-informative, Jeffreys non-informative, or Gaussian-informative priors. MC3 can share the same value among multiple parameters and fix the value of parameters to constant values, and offers Gelman-Rubin convergence testing and correlated-noise estimation with time-averaging or wavelet-based likelihood estimation methods.

  13. Monte Carlo simulations of neutron-scattering instruments using McStas

    Science.gov (United States)

    Nielsen, K.; Lefmann, K.

    2000-06-01

    Monte Carlo simulations have become an essential tool for improving the performance of neutron-scattering instruments, since the level of sophistication in the design of instruments is defeating purely analytical methods. The program McStas, being developed at Risø National Laboratory, includes an extension language that makes it easy to adapt it to the particular requirements of individual instruments, and thus provides a powerful and flexible tool for constructing such simulations. McStas has been successfully applied in such areas as neutron guide design, flux optimization, non-Gaussian resolution functions of triple-axis spectrometers, and time-focusing in time-of-flight instruments.

  14. A novel Monte Carlo algorithm for simulating crystals with McStas

    Energy Technology Data Exchange (ETDEWEB)

    Alianelli, L.; Sanchez del Rio, M.; Felici, R.; Andersen, K.H.; Farhi, E

    2004-07-15

    We developed an original Monte Carlo algorithm for the simulation of Bragg diffraction by mosaic, bent and gradient crystals. It has practical applications, as it can be used for simulating imperfect crystals (monochromators, analyzers and perhaps samples) in neutron ray-tracing packages, like McStas. The code we describe here provides a detailed description of the particle interaction with the microscopic homogeneous regions composing the crystal, therefore it can be used also for the calculation of quantities having a conceptual interest, as multiple scattering, or for the interpretation of experiments aiming at characterizing crystals, like diffraction topographs.

  15. A novel Monte Carlo algorithm for simulating crystals with McStas

    Science.gov (United States)

    Alianelli, L.; Sánchez del Río, M.; Felici, R.; Andersen, K. H.; Farhi, E.

    2004-07-01

    We developed an original Monte Carlo algorithm for the simulation of Bragg diffraction by mosaic, bent and gradient crystals. It has practical applications, as it can be used for simulating imperfect crystals (monochromators, analyzers and perhaps samples) in neutron ray-tracing packages, like McStas. The code we describe here provides a detailed description of the particle interaction with the microscopic homogeneous regions composing the crystal, therefore it can be used also for the calculation of quantities having a conceptual interest, as multiple scattering, or for the interpretation of experiments aiming at characterizing crystals, like diffraction topographs.

  16. Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation

    KAUST Repository

    Haji-Ali, Abdul-Lateef

    2017-09-12

    We address the approximation of functionals depending on a system of particles, described by stochastic differential equations (SDEs), in the mean-field limit when the number of particles approaches infinity. This problem is equivalent to estimating the weak solution of the limiting McKean–Vlasov SDE. To that end, our approach uses systems with finite numbers of particles and a time-stepping scheme. In this case, there are two discretization parameters: the number of time steps and the number of particles. Based on these two parameters, we consider different variants of the Monte Carlo and Multilevel Monte Carlo (MLMC) methods and show that, in the best case, the optimal work complexity of MLMC, to estimate the functional in one typical setting with an error tolerance of $$\\\\mathrm {TOL}$$TOL, is when using the partitioning estimator and the Milstein time-stepping scheme. We also consider a method that uses the recent Multi-index Monte Carlo method and show an improved work complexity in the same typical setting of . Our numerical experiments are carried out on the so-called Kuramoto model, a system of coupled oscillators.

  17. Monte Carlo dose calculation improvements for low energy electron beams using eMC.

    Science.gov (United States)

    Fix, Michael K; Frei, Daniel; Volken, Werner; Neuenschwander, Hans; Born, Ernst J; Manser, Peter

    2010-08-21

    The electron Monte Carlo (eMC) dose calculation algorithm in Eclipse (Varian Medical Systems) is based on the macro MC method and is able to predict dose distributions for high energy electron beams with high accuracy. However, there are limitations for low energy electron beams. This work aims to improve the accuracy of the dose calculation using eMC for 4 and 6 MeV electron beams of Varian linear accelerators. Improvements implemented into the eMC include (1) improved determination of the initial electron energy spectrum by increased resolution of mono-energetic depth dose curves used during beam configuration; (2) inclusion of all the scrapers of the applicator in the beam model; (3) reduction of the maximum size of the sphere to be selected within the macro MC transport when the energy of the incident electron is below certain thresholds. The impact of these changes in eMC is investigated by comparing calculated dose distributions for 4 and 6 MeV electron beams at source to surface distance (SSD) of 100 and 110 cm with applicators ranging from 6 x 6 to 25 x 25 cm(2) of a Varian Clinac 2300C/D with the corresponding measurements. Dose differences between calculated and measured absolute depth dose curves are reduced from 6% to less than 1.5% for both energies and all applicators considered at SSD of 100 cm. Using the original eMC implementation, absolute dose profiles at depths of 1 cm, d(max) and R50 in water lead to dose differences of up to 8% for applicators larger than 15 x 15 cm(2) at SSD 100 cm. Those differences are now reduced to less than 2% for all dose profiles investigated when the improved version of eMC is used. At SSD of 110 cm the dose difference for the original eMC version is even more pronounced and can be larger than 10%. Those differences are reduced to within 2% or 2 mm with the improved version of eMC. In this work several enhancements were made in the eMC algorithm leading to significant improvements in the accuracy of the dose

  18. An improved Monte Carlo (MC) dose simulation for charged particle cancer therapy

    Energy Technology Data Exchange (ETDEWEB)

    Ying, C. K. [Advanced Medical and Dental Institute, AMDI, Universiti Sains Malaysia, Penang, Malaysia and School of Medical Sciences, Universiti Sains Malaysia, Kota Bharu (Malaysia); Kamil, W. A. [Advanced Medical and Dental Institute, AMDI, Universiti Sains Malaysia, Penang, Malaysia and Radiology Department, Hospital USM, Kota Bharu (Malaysia); Shuaib, I. L. [Advanced Medical and Dental Institute, AMDI, Universiti Sains Malaysia, Penang (Malaysia); Matsufuji, Naruhiro [Research Centre of Charged Particle Therapy, National Institute of Radiological Sciences, NIRS, Chiba (Japan)

    2014-02-12

    Heavy-particle therapy such as carbon ion therapy are more popular nowadays because of the nature characteristics of charged particle and almost no side effect to patients. An effective treatment is achieved with high precision of dose calculation, in this research work, Geant4 based Monte Carlo simulation method has been used to calculate the radiation transport and dose distribution. The simulation have the same setting with the treatment room in Heavy Ion Medical Accelerator, HIMAC. The carbon ion beam at the isocentric gantry nozzle for the therapeutic energy of 290 MeV/u was simulated, experimental work was carried out in National Institute of Radiological Sciences, NIRS, Chiba, Japan by using the HIMAC to confirm the accuracy and qualities dose distribution by MC methods. The Geant4 based simulated dose distribution were verified with measurements for Bragg peak and spread out Bragg peak (SOBP) respectively. The verification of results shows that the Bragg peak depth-dose and SOBP distributions in simulation has good agreement with measurements. In overall, the study showed that Geant4 based can be fully applied in the heavy-ion therapy field for simulation, further works need to be carry on to refine and improve the Geant4 MC simulations.

  19. Simulating Controlled Radical Polymerizations with mcPolymer—A Monte Carlo Approach

    Directory of Open Access Journals (Sweden)

    Georg Drache

    2012-07-01

    Full Text Available Utilizing model calculations may lead to a better understanding of the complex kinetics of the controlled radical polymerization. We developed a universal simulation tool (mcPolymer, which is based on the widely used Monte Carlo simulation technique. This article focuses on the software architecture of the program, including its data management and optimization approaches. We were able to simulate polymer chains as individual objects, allowing us to gain more detailed microstructural information of the polymeric products. For all given examples of controlled radical polymerization (nitroxide mediated radical polymerization (NMRP homo- and copolymerization, atom transfer radical polymerization (ATRP, reversible addition fragmentation chain transfer polymerization (RAFT, we present detailed performance analyses demonstrating the influence of the system size, concentrations of reactants, and the peculiarities of data. Different possibilities were exemplarily illustrated for finding an adequate balance between precision, memory consumption, and computation time of the simulation. Due to its flexible software architecture, the application of mcPolymer is not limited to the controlled radical polymerization, but can be adjusted in a straightforward manner to further polymerization models.

  20. An improved Monte Carlo (MC) dose simulation for charged particle cancer therapy

    Science.gov (United States)

    Ying, C. K.; Kamil, W. A.; Shuaib, I. L.; Matsufuji, Naruhiro

    2014-02-01

    Heavy-particle therapy such as carbon ion therapy are more popular nowadays because of the nature characteristics of charged particle and almost no side effect to patients. An effective treatment is achieved with high precision of dose calculation, in this research work, Geant4 based Monte Carlo simulation method has been used to calculate the radiation transport and dose distribution. The simulation have the same setting with the treatment room in Heavy Ion Medical Accelerator, HIMAC. The carbon ion beam at the isocentric gantry nozzle for the therapeutic energy of 290 MeV/u was simulated, experimental work was carried out in National Institute of Radiological Sciences, NIRS, Chiba, Japan by using the HIMAC to confirm the accuracy and qualities dose distribution by MC methods. The Geant4 based simulated dose distribution were verified with measurements for Bragg peak and spread out Bragg peak (SOBP) respectively. The verification of results shows that the Bragg peak depth-dose and SOBP distributions in simulation has good agreement with measurements. In overall, the study showed that Geant4 based can be fully applied in the heavy-ion therapy field for simulation, further works need to be carry on to refine and improve the Geant4 MC simulations.

  1. Evaluation of a commercial electron treatment planning system based on Monte Carlo techniques (eMC).

    Science.gov (United States)

    Pemler, Peter; Besserer, Jürgen; Schneider, Uwe; Neuenschwander, Hans

    2006-01-01

    A commercial electron beam treatment planning system on the basis of a Monte Carlo algorithm (Varian Eclipse, eMC V7.2.35) was evaluated. Measured dose distributions were used for comparison with dose distributions predicted by eMC calculations. Tests were carried out for various applicators and field sizes, irregular shaped cut outs and an inhomogeneity phantom for energies between 6 Me V and 22 MeV Monitor units were calculated for all applicator/energy combinations and field sizes down to 3 cm diameter and source-to-surface distances of 100 cm and 110 cm. A mass-density-to-Hounsfield-Units calibration was performed to compare dose distributions calculated with a default and an individual calibration. The relationship between calculation parameters of the eMC and the resulting dose distribution was studied in detail. Finally, the algorithm was also applied to a clinical case (boost treatment of the breast) to reveal possible problems in the implementation. For standard geometries there was a good agreement between measurements and calculations, except for profiles for low energies (6 MeV) and high energies (18 Me V 22 MeV), in which cases the algorithm overestimated the dose off-axis in the high-dose region. For energies of 12 MeV and higher there were oscillations in the plateau region of the corresponding depth dose curves calculated with a grid size of 1 mm. With irregular cut outs, an overestimation of the dose was observed for small slits and low energies (4% for 6 MeV), as well as for asymmetric cases and extended source-to-surface distances (12% for SSD = 120 cm). While all monitor unit calculations for SSD = 100 cm were within 3% compared to measure-ments, there were large deviations for small cut outs and source-to-surface distances larger than 100 cm (7%for a 3 cm diameter cut-out and a source-to-surface distance of 10 cm).

  2. An OpenCL-based Monte Carlo dose calculation engine (oclMC) for coupled photon-electron transport

    CERN Document Server

    Tian, Zhen; Folkerts, Michael; Qin, Nan; Jiang, Steve B; Jia, Xun

    2015-01-01

    Monte Carlo (MC) method has been recognized the most accurate dose calculation method for radiotherapy. However, its extremely long computation time impedes clinical applications. Recently, a lot of efforts have been made to realize fast MC dose calculation on GPUs. Nonetheless, most of the GPU-based MC dose engines were developed in NVidia CUDA environment. This limits the code portability to other platforms, hindering the introduction of GPU-based MC simulations to clinical practice. The objective of this paper is to develop a fast cross-platform MC dose engine oclMC using OpenCL environment for external beam photon and electron radiotherapy in MeV energy range. Coupled photon-electron MC simulation was implemented with analogue simulations for photon transports and a Class II condensed history scheme for electron transports. To test the accuracy and efficiency of our dose engine oclMC, we compared dose calculation results of oclMC and gDPM, our previously developed GPU-based MC code, for a 15 MeV electron ...

  3. McSCIA: application of the Equivalence Theorem in a Monte Carlo radiative transfer model for spherical shell atmospheres

    Directory of Open Access Journals (Sweden)

    F. Spada

    2006-02-01

    Full Text Available A new multiple-scattering Monte Carlo 3-D radiative transfer model named McSCIA (Monte Carlo for SCIAmachy is presented. The backward technique is used to efficiently simulate narrow field of view instruments. The McSCIA algorithm has been formulated as a function of the Earth's radius, and can thus perform simulations for both plane-parallel and spherical atmospheres. The latter geometry is essential for the interpretation of limb satellite measurements, as performed by SCIAMACHY on board of ESA's Envisat. The model can simulate UV-vis-NIR radiation.

    First the ray-tracing algorithm is presented in detail, and then successfully validated against literature references, both in plane-parallel and in spherical geometry. A simple 1-D model is used to explain two different ways of treating absorption. One method uses the single scattering albedo while the other uses the equivalence theorem. The equivalence theorem is based on a separation of absorption and scattering. It is shown that both methods give, in a statistical way, identical results for a wide variety of scenarios. Both absorption methods are included in McSCIA, and it is shown that also for a 3-D case both formulations give identical results. McSCIA limb profiles for atmospheres with and without absorption compare well with the one of the state of the art Monte Carlo radiative transfer model MCC++.

    A simplification of the photon statistics may lead to very fast calculations of absorption features in the atmosphere. However, these simplifications potentially introduce biases in the results. McSCIA does not use simplifications and is therefore a relatively slow implementation of the equivalence theorem. For the first time, however, the validity of the equivalence theorem is demonstrated in a spherical 3-D radiative transfer model.

  4. McSCIA: application of the Equivalence Theorem in a Monte Carlo radiative transfer model for spherical shell atmospheres

    Directory of Open Access Journals (Sweden)

    F. Spada

    2006-01-01

    Full Text Available A new multiple-scattering Monte Carlo 3-D radiative transfer model named McSCIA (Monte Carlo for SCIAmachy is presented. The backward technique is used to efficiently simulate narrow field of view instruments. The McSCIA algorithm has been formulated as a function of the Earth's radius, and can thus perform simulations for both plane-parallel and spherical atmospheres. The latter geometry is essential for the interpretation of limb satellite measurements, as performed by SCIAMACHY on board of ESA's Envisat. The model can simulate UV-vis-NIR radiation. First the ray-tracing algorithm is presented in detail, and then successfully validated against literature references, both in plane-parallel and in spherical geometry. A simple 1-D model is used to explain two different ways of treating absorption. One method uses the single scattering albedo while the other uses the equivalence theorem. The equivalence theorem is based on a separation of absorption and scattering. It is shown that both methods give, in a statistical way, identical results for a wide variety of scenarios. Both absorption methods are included in McSCIA, and it is shown that also for a 3-D case both formulations give identical results. McSCIA limb profiles for atmospheres with and without absorption compare well with the one of the state of the art Monte Carlo radiative transfer model MCC++. A simplification of the photon statistics may lead to very fast calculations of absorption features in the atmosphere. However, these simplifications potentially introduce biases in the results. McSCIA does not use simplifications and is therefore a relatively slow implementation of the equivalence theorem.

  5. A comparison of Monte-Carlo simulations using RESTRAX and McSTAS with experiment on IN14

    Science.gov (United States)

    Wildes, A. R.; S̆aroun, J.; Farhi, E.; Anderson, I.; Høghøj, P.; Brochier, A.

    2000-03-01

    Monte-Carlo simulations of a focusing supermirror guide after the monochromator on the IN14 cold neutron three-axis spectrometer, I.L.L. were carried out using the instrument simulation programs RESTRAX and McSTAS. The simulations were compared to experiment to check their accuracy. Comparisons of the flux ratios over both a 100 and a 1600 mm 2 area at the sample position compare well, and there is a very close agreement between simulation and experiment for the energy spread of the incident beam.

  6. Generalized eMC implementation for Monte Carlo dose calculation of electron beams from different machine types.

    Science.gov (United States)

    Fix, Michael K; Cygler, Joanna; Frei, Daniel; Volken, Werner; Neuenschwander, Hans; Born, Ernst J; Manser, Peter

    2013-05-07

    The electron Monte Carlo (eMC) dose calculation algorithm available in the Eclipse treatment planning system (Varian Medical Systems) is based on the macro MC method and uses a beam model applicable to Varian linear accelerators. This leads to limitations in accuracy if eMC is applied to non-Varian machines. In this work eMC is generalized to also allow accurate dose calculations for electron beams from Elekta and Siemens accelerators. First, changes made in the previous study to use eMC for low electron beam energies of Varian accelerators are applied. Then, a generalized beam model is developed using a main electron source and a main photon source representing electrons and photons from the scattering foil, respectively, an edge source of electrons, a transmission source of photons and a line source of electrons and photons representing the particles from the scrapers or inserts and head scatter radiation. Regarding the macro MC dose calculation algorithm, the transport code of the secondary particles is improved. The macro MC dose calculations are validated with corresponding dose calculations using EGSnrc in homogeneous and inhomogeneous phantoms. The validation of the generalized eMC is carried out by comparing calculated and measured dose distributions in water for Varian, Elekta and Siemens machines for a variety of beam energies, applicator sizes and SSDs. The comparisons are performed in units of cGy per MU. Overall, a general agreement between calculated and measured dose distributions for all machine types and all combinations of parameters investigated is found to be within 2% or 2 mm. The results of the dose comparisons suggest that the generalized eMC is now suitable to calculate dose distributions for Varian, Elekta and Siemens linear accelerators with sufficient accuracy in the range of the investigated combinations of beam energies, applicator sizes and SSDs.

  7. Generalized eMC implementation for Monte Carlo dose calculation of electron beams from different machine types

    Science.gov (United States)

    Fix, Michael K.; Cygler, Joanna; Frei, Daniel; Volken, Werner; Neuenschwander, Hans; Born, Ernst J.; Manser, Peter

    2013-05-01

    The electron Monte Carlo (eMC) dose calculation algorithm available in the Eclipse treatment planning system (Varian Medical Systems) is based on the macro MC method and uses a beam model applicable to Varian linear accelerators. This leads to limitations in accuracy if eMC is applied to non-Varian machines. In this work eMC is generalized to also allow accurate dose calculations for electron beams from Elekta and Siemens accelerators. First, changes made in the previous study to use eMC for low electron beam energies of Varian accelerators are applied. Then, a generalized beam model is developed using a main electron source and a main photon source representing electrons and photons from the scattering foil, respectively, an edge source of electrons, a transmission source of photons and a line source of electrons and photons representing the particles from the scrapers or inserts and head scatter radiation. Regarding the macro MC dose calculation algorithm, the transport code of the secondary particles is improved. The macro MC dose calculations are validated with corresponding dose calculations using EGSnrc in homogeneous and inhomogeneous phantoms. The validation of the generalized eMC is carried out by comparing calculated and measured dose distributions in water for Varian, Elekta and Siemens machines for a variety of beam energies, applicator sizes and SSDs. The comparisons are performed in units of cGy per MU. Overall, a general agreement between calculated and measured dose distributions for all machine types and all combinations of parameters investigated is found to be within 2% or 2 mm. The results of the dose comparisons suggest that the generalized eMC is now suitable to calculate dose distributions for Varian, Elekta and Siemens linear accelerators with sufficient accuracy in the range of the investigated combinations of beam energies, applicator sizes and SSDs.

  8. The specific purpose Monte Carlo code McENL for simulating the response of epithermal neutron lifetime well logging tools

    Energy Technology Data Exchange (ETDEWEB)

    Prettyman, T.H.; Gardner, R.P.; Verghese, K. (North Carolina State Univ., Raleigh, NC (United States). Center for Engineering Applications and Radioisotopes)

    1993-08-01

    A new specific purpose Monte Carlo code called McENL for modeling the time response of epithermal neutron lifetime tools is described. The code was developed so that the Monte Carlo neophyte can easily use it. A minimum amount of input preparation is required and specified fixed values of the parameters used to control the code operation can be used. The weight windows technique, employing splitting and Russian Roulette, is used with an automated importance function based on the solution of an adjoint diffusion model to improve the code efficiency. Complete composition and density correlated sampling is also included in the code and can be used to study the effect on tool response of small variations in the formation, borehole, or logging tool composition and density. An illustration of the latter application is given here for the density of a thermal neutron filter. McENL was benchmarked against test-pit data for the Mobil pulsed neutron porosity (PNP) tool and found to be very accurate. Results of the experimental validation and details of code performance are presented.

  9. A GPU OpenCL based cross-platform Monte Carlo dose calculation engine (goMC)

    Science.gov (United States)

    Tian, Zhen; Shi, Feng; Folkerts, Michael; Qin, Nan; Jiang, Steve B.; Jia, Xun

    2015-09-01

    Monte Carlo (MC) simulation has been recognized as the most accurate dose calculation method for radiotherapy. However, the extremely long computation time impedes its clinical application. Recently, a lot of effort has been made to realize fast MC dose calculation on graphic processing units (GPUs). However, most of the GPU-based MC dose engines have been developed under NVidia’s CUDA environment. This limits the code portability to other platforms, hindering the introduction of GPU-based MC simulations to clinical practice. The objective of this paper is to develop a GPU OpenCL based cross-platform MC dose engine named goMC with coupled photon-electron simulation for external photon and electron radiotherapy in the MeV energy range. Compared to our previously developed GPU-based MC code named gDPM (Jia et al 2012 Phys. Med. Biol. 57 7783-97), goMC has two major differences. First, it was developed under the OpenCL environment for high code portability and hence could be run not only on different GPU cards but also on CPU platforms. Second, we adopted the electron transport model used in EGSnrc MC package and PENELOPE’s random hinge method in our new dose engine, instead of the dose planning method employed in gDPM. Dose distributions were calculated for a 15 MeV electron beam and a 6 MV photon beam in a homogenous water phantom, a water-bone-lung-water slab phantom and a half-slab phantom. Satisfactory agreement between the two MC dose engines goMC and gDPM was observed in all cases. The average dose differences in the regions that received a dose higher than 10% of the maximum dose were 0.48-0.53% for the electron beam cases and 0.15-0.17% for the photon beam cases. In terms of efficiency, goMC was ~4-16% slower than gDPM when running on the same NVidia TITAN card for all the cases we tested, due to both the different electron transport models and the different development environments. The code portability of our new dose engine goMC was validated by

  10. A GPU OpenCL based cross-platform Monte Carlo dose calculation engine (goMC).

    Science.gov (United States)

    Tian, Zhen; Shi, Feng; Folkerts, Michael; Qin, Nan; Jiang, Steve B; Jia, Xun

    2015-10-07

    Monte Carlo (MC) simulation has been recognized as the most accurate dose calculation method for radiotherapy. However, the extremely long computation time impedes its clinical application. Recently, a lot of effort has been made to realize fast MC dose calculation on graphic processing units (GPUs). However, most of the GPU-based MC dose engines have been developed under NVidia's CUDA environment. This limits the code portability to other platforms, hindering the introduction of GPU-based MC simulations to clinical practice. The objective of this paper is to develop a GPU OpenCL based cross-platform MC dose engine named goMC with coupled photon-electron simulation for external photon and electron radiotherapy in the MeV energy range. Compared to our previously developed GPU-based MC code named gDPM (Jia et al 2012 Phys. Med. Biol. 57 7783-97), goMC has two major differences. First, it was developed under the OpenCL environment for high code portability and hence could be run not only on different GPU cards but also on CPU platforms. Second, we adopted the electron transport model used in EGSnrc MC package and PENELOPE's random hinge method in our new dose engine, instead of the dose planning method employed in gDPM. Dose distributions were calculated for a 15 MeV electron beam and a 6 MV photon beam in a homogenous water phantom, a water-bone-lung-water slab phantom and a half-slab phantom. Satisfactory agreement between the two MC dose engines goMC and gDPM was observed in all cases. The average dose differences in the regions that received a dose higher than 10% of the maximum dose were 0.48-0.53% for the electron beam cases and 0.15-0.17% for the photon beam cases. In terms of efficiency, goMC was ~4-16% slower than gDPM when running on the same NVidia TITAN card for all the cases we tested, due to both the different electron transport models and the different development environments. The code portability of our new dose engine goMC was validated by

  11. 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...

  12. MC-TESTER: a universal tool for comparisons of Monte Carlo predictions for particle decays in high energy physics

    Science.gov (United States)

    Golonka, P.; Pierzchała, T.; Waş, Z.

    2004-02-01

    Theoretical predictions in high energy physics are routinely provided in the form of Monte Carlo generators. Comparisons of predictions from different programs and/or different initialization set-ups are often necessary. MC-TESTER can be used for such tests of decays of intermediate states (particles or resonances) in a semi-automated way. Our test consists of two steps. Different Monte Carlo programs are run; events with decays of a chosen particle are searched, decay trees are analyzed and appropriate information is stored. Then, at the analysis step, a list of all found decay modes is defined and branching ratios are calculated for both runs. Histograms of all scalar Lorentz-invariant masses constructed from the decay products are plotted and compared for each decay mode found in both runs. For each plot a measure of the difference of the distributions is calculated and its maximal value over all histograms for each decay channel is printed in a summary table. As an example of MC-TESTER application, we include a test with the τ lepton decay Monte Carlo generators, TAUOLA and PYTHIA. The HEPEVT (or LUJETS) common block is used as exclusive source of information on the generated events. Program summaryTitle of the program:MC-TESTER, version 1.1 Catalogue identifier: ADSM Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADSM Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Computer: PC, two Intel Xeon 2.0 GHz processors, 512MB RAM Operating system: Linux Red Hat 6.1, 7.2, and also 8.0 Programming language used:C++, FORTRAN77: gcc 2.96 or 2.95.2 (also 3.2) compiler suite with g++ and g77 Size of the package: 7.3 MB directory including example programs (2 MB compressed distribution archive), without ROOT libraries (additional 43 MB). No. of bytes in distributed program, including test data, etc.: 2 024 425 Distribution format: tar gzip file Additional disk space required: Depends on the analyzed particle: 40 MB in the case

  13. 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).

  14. 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.

  15. 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...

  16. MC-Net: a method for the construction of phylogenetic networks based on the Monte-Carlo method

    Directory of Open Access Journals (Sweden)

    Eslahchi Changiz

    2010-08-01

    Full Text Available Abstract Background A phylogenetic network is a generalization of phylogenetic trees that allows the representation of conflicting signals or alternative evolutionary histories in a single diagram. There are several methods for constructing these networks. Some of these methods are based on distances among taxa. In practice, the methods which are based on distance perform faster in comparison with other methods. The Neighbor-Net (N-Net is a distance-based method. The N-Net produces a circular ordering from a distance matrix, then constructs a collection of weighted splits using circular ordering. The SplitsTree which is a program using these weighted splits makes a phylogenetic network. In general, finding an optimal circular ordering is an NP-hard problem. The N-Net is a heuristic algorithm to find the optimal circular ordering which is based on neighbor-joining algorithm. Results In this paper, we present a heuristic algorithm to find an optimal circular ordering based on the Monte-Carlo method, called MC-Net algorithm. In order to show that MC-Net performs better than N-Net, we apply both algorithms on different data sets. Then we draw phylogenetic networks corresponding to outputs of these algorithms using SplitsTree and compare the results. Conclusions We find that the circular ordering produced by the MC-Net is closer to optimal circular ordering than the N-Net. Furthermore, the networks corresponding to outputs of MC-Net made by SplitsTree are simpler than N-Net.

  17. 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

  18. MC21 v.6.0 - A Continuous-Energy Monte Carlo Particle Transport Code with Integrated Reactor Feedback Capabilities

    Science.gov (United States)

    Griesheimer, D. P.; Gill, D. F.; Nease, B. R.; Sutton, T. M.; Stedry, M. H.; Dobreff, P. S.; Carpenter, D. C.; Trumbull, T. H.; Caro, E.; Joo, H.; Millman, D. L.

    2014-06-01

    MC21 is a continuous-energy Monte Carlo radiation transport code for the calculation of the steady-state spatial distributions of reaction rates in three-dimensional models. The code supports neutron and photon transport in fixed source problems, as well as iterated-fission-source (eigenvalue) neutron transport problems. MC21 has been designed and optimized to support large-scale problems in reactor physics, shielding, and criticality analysis applications. The code also supports many in-line reactor feedback effects, including depletion, thermal feedback, xenon feedback, eigenvalue search, and neutron and photon heating. MC21 uses continuous-energy neutron/nucleus interaction physics over the range from 10-5 eV to 20 MeV. The code treats all common neutron scattering mechanisms, including fast-range elastic and non-elastic scattering, and thermal- and epithermal-range scattering from molecules and crystalline materials. For photon transport, MC21 uses continuous-energy interaction physics over the energy range from 1 keV to 100 GeV. The code treats all common photon interaction mechanisms, including Compton scattering, pair production, and photoelectric interactions. All of the nuclear data required by MC21 is provided by the NDEX system of codes, which extracts and processes data from EPDL-, ENDF-, and ACE-formatted source files. For geometry representation, MC21 employs a flexible constructive solid geometry system that allows users to create spatial cells from first- and second-order surfaces. The system also allows models to be built up as hierarchical collections of previously defined spatial cells, with interior detail provided by grids and template overlays. Results are collected by a generalized tally capability which allows users to edit integral flux and reaction rate information. Results can be collected over the entire problem or within specific regions of interest through the use of phase filters that control which particles are allowed to score each

  19. Monte Carlo simulations of neutron-scattering instruments using McStas

    DEFF Research Database (Denmark)

    Nielsen, K.; Lefmann, K.

    2000-01-01

    an extension language that makes it easy to adapt it to the particular requirements of individual instruments, and thus provides a powerful and flexible tool for constructing such simulations. McStas has been successfully applied in such areas as neutron guide design, flux optimization, non-Gaussian resolution...... functions of triple-axis spectrometers, and time-focusing in time-of-flight instruments. (C) 2000 Published by Elsevier Science B.V. All rights reserved....

  20. 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.

  1. Equilibrium Statistics: Monte Carlo Methods

    Science.gov (United States)

    Kröger, Martin

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

  2. 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...

  3. 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...

  4. 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.

  5. Adjustment of algorithm of calculation Monte Carlo for Electrons (eMC) in the ECLIPSE Planer; Ajuste de algoritmo de calculo Monte Carlo para electrones (eMC) en el planificador Eclipse Planner

    Energy Technology Data Exchange (ETDEWEB)

    Verde Velasco, J. M.; Garcia Repiso, S.; Martin rincon, C.; Ramos Pacho, J. A.; Delgado Aparicio, J. M.; Perez alvarez, M. E.; Saez Beltran, M.; Gomez Gonzalez, N.; Cons Perez, N.; Sena Espinel, E.

    2013-07-01

    The implementation of a Monte Carlo algorithm requires not only a careful series of steps, but also adjust various parameters of calculation which will influence both in the goodness of the calculation of doses as in the time required for the calculation, being necessary to reach a compromise solution that get acceptable calculation accuracy in a time of calculation which is acceptable. In this paper we present our experience in this setting. (Author)

  6. Full Monte Carlo and measurement-based overall performance assessment of improved clinical implementation of eMC algorithm with emphasis on lower energy range.

    Science.gov (United States)

    Ojala, Jarkko; Kapanen, Mika; Hyödynmaa, Simo

    2016-06-01

    New version 13.6.23 of the electron Monte Carlo (eMC) algorithm in Varian Eclipse™ treatment planning system has a model for 4MeV electron beam and some general improvements for dose calculation. This study provides the first overall accuracy assessment of this algorithm against full Monte Carlo (MC) simulations for electron beams from 4MeV to 16MeV with most emphasis on the lower energy range. Beams in a homogeneous water phantom and clinical treatment plans were investigated including measurements in the water phantom. Two different material sets were used with full MC: (1) the one applied in the eMC algorithm and (2) the one included in the Eclipse™ for other algorithms. The results of clinical treatment plans were also compared to those of the older eMC version 11.0.31. In the water phantom the dose differences against the full MC were mostly less than 3% with distance-to-agreement (DTA) values within 2mm. Larger discrepancies were obtained in build-up regions, at depths near the maximum electron ranges and with small apertures. For the clinical treatment plans the overall dose differences were mostly within 3% or 2mm with the first material set. Larger differences were observed for a large 4MeV beam entering curved patient surface with extended SSD and also in regions of large dose gradients. Still the DTA values were within 3mm. The discrepancies between the eMC and the full MC were generally larger for the second material set. The version 11.0.31 performed always inferiorly, when compared to the 13.6.23.

  7. 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.

  8. Study of cold neutron sources: Implementation and validation of a complete computation scheme for research reactor using Monte Carlo codes TRIPOLI-4.4 and McStas

    Energy Technology Data Exchange (ETDEWEB)

    Campioni, Guillaume; Mounier, Claude [Commissariat a l' Energie Atomique, CEA, 31-33, rue de la Federation, 75752 Paris cedex (France)

    2006-07-01

    The main goal of the thesis about studies of cold neutrons sources (CNS) in research reactors was to create a complete set of tools to design efficiently CNS. The work raises the problem to run accurate simulations of experimental devices inside reactor reflector valid for parametric studies. On one hand, deterministic codes have reasonable computation times but introduce problems for geometrical description. On the other hand, Monte Carlo codes give the possibility to compute on precise geometry, but need computation times so important that parametric studies are impossible. To decrease this computation time, several developments were made in the Monte Carlo code TRIPOLI-4.4. An uncoupling technique is used to isolate a study zone in the complete reactor geometry. By recording boundary conditions (incoming flux), further simulations can be launched for parametric studies with a computation time reduced by a factor 60 (case of the cold neutron source of the Orphee reactor). The short response time allows to lead parametric studies using Monte Carlo code. Moreover, using biasing methods, the flux can be recorded on the surface of neutrons guides entries (low solid angle) with a further gain of running time. Finally, the implementation of a coupling module between TRIPOLI- 4.4 and the Monte Carlo code McStas for research in condensed matter field gives the possibility to obtain fluxes after transmission through neutrons guides, thus to have the neutron flux received by samples studied by scientists of condensed matter. This set of developments, involving TRIPOLI-4.4 and McStas, represent a complete computation scheme for research reactors: from nuclear core, where neutrons are created, to the exit of neutrons guides, on samples of matter. This complete calculation scheme is tested against ILL4 measurements of flux in cold neutron guides. (authors)

  9. 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.

  10. 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...

  11. SU-E-T-112: An OpenCL-Based Cross-Platform Monte Carlo Dose Engine (oclMC) for Coupled Photon-Electron Transport

    Energy Technology Data Exchange (ETDEWEB)

    Tian, Z; Shi, F; Folkerts, M; Qin, N; Jiang, S; Jia, X [The University of Texas Southwestern Medical Ctr, Dallas, TX (United States)

    2015-06-15

    Purpose: Low computational efficiency of Monte Carlo (MC) dose calculation impedes its clinical applications. Although a number of MC dose packages have been developed over the past few years, enabling fast MC dose calculations, most of these packages were developed under NVidia’s CUDA environment. This limited their code portability to other platforms, hindering the introduction of GPU-based MC dose engines to clinical practice. To solve this problem, we developed a cross-platform fast MC dose engine named oclMC under OpenCL environment for external photon and electron radiotherapy. Methods: Coupled photon-electron simulation was implemented with standard analogue simulation scheme for photon transport and Class II condensed history scheme for electron transport. We tested the accuracy and efficiency of oclMC by comparing the doses calculated using oclMC and gDPM, a previously developed GPU-based MC code on NVidia GPU platform, for a 15MeV electron beam and a 6MV photon beam in a homogenous water phantom, a water-bone-lung-water slab phantom and a half-slab phantom. We also tested code portability of oclMC on different devices, including an NVidia GPU, two AMD GPUs and an Intel CPU. Results: Satisfactory agreements were observed in all photon and electron cases, with ∼0.48%–0.53% average dose differences at regions within 10% isodose line for electron beam cases and ∼0.15%–0.17% for photon beam cases. It took oclMC 3–4 sec to perform transport simulation for electron beam on NVidia Titan GPU and 35–51 sec for photon beam, both with ∼0.5% statistical uncertainty. The computation was 6%–17% slower than gDPM due to the differences in both physics model and development environment, which is considered not significant for clinical applications. In terms of code portability, gDPM only runs on NVidia GPUs, while oclMC successfully runs on all the tested devices. Conclusion: oclMC is an accurate and fast MC dose engine. Its high cross

  12. 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.

  13. MC-TESTER v. 1.23: A universal tool for comparisons of Monte Carlo predictions for particle decays in high energy physics

    Science.gov (United States)

    Davidson, N.; Golonka, P.; Przedziński, T.; Waş, Z.

    2011-03-01

    Theoretical predictions in high energy physics are routinely provided in the form of Monte Carlo generators. Comparisons of predictions from different programs and/or different initialization set-ups are often necessary. MC-TESTER can be used for such tests of decays of intermediate states (particles or resonances) in a semi-automated way. Since 2002 new functionalities were introduced into the package. In particular, it now works with the HepMC event record, the standard for C++ programs. The complete set-up for benchmarking the interfaces, such as interface between τ-lepton production and decay, including QED bremsstrahlung effects is shown. The example is chosen to illustrate the new options introduced into the program. From the technical perspective, our paper documents software updates and supplements previous documentation. As in the past, our test consists of two steps. Distinct Monte Carlo programs are run separately; events with decays of a chosen particle are searched, and information is stored by MC-TESTER. Then, at the analysis step, information from a pair of runs may be compared and represented in the form of tables and plots. Updates introduced in the program up to version 1.24.4 are also documented. In particular, new configuration scripts or script to combine results from multitude of runs into single information file to be used in analysis step are explained. Program summaryProgram title: MC-TESTER, version 1.23 and version 1.24.4 Catalog identifier: ADSM_v2_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADSM_v2_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 250 548 No. of bytes in distributed program, including test data, etc.: 4 290 610 Distribution format: tar.gz Programming language: C++, FORTRAN77 Tested and compiled with: gcc 3.4.6, 4

  14. 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 ...

  15. 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.

  16. 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 ...

  17. 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, ...

  18. 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

  19. An interface for simulating radiative transfer in and around volcanic plumes with the Monte Carlo radiative transfer model McArtim

    Science.gov (United States)

    Kern, Christoph

    2016-03-23

    This report describes two software tools that, when used as front ends for the three-dimensional backward Monte Carlo atmospheric-radiative-transfer model (RTM) McArtim, facilitate the generation of lookup tables of volcanic-plume optical-transmittance characteristics in the ultraviolet/visible-spectral region. In particular, the differential optical depth and derivatives thereof (that is, weighting functions), with regard to a change in SO2 column density or aerosol optical thickness, can be simulated for a specific measurement geometry and a representative range of plume conditions. These tables are required for the retrieval of SO2 column density in volcanic plumes, using the simulated radiative-transfer/differential optical-absorption spectroscopic (SRT-DOAS) approach outlined by Kern and others (2012). This report, together with the software tools published online, is intended to make this sophisticated SRT-DOAS technique available to volcanologists and gas geochemists in an operational environment, without the need for an indepth treatment of the underlying principles or the low-level interface of the RTM McArtim.

  20. 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.

  1. 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

  2. McStas 1.7 - a new version of the flexible Monte Carlo neutron scattering package

    DEFF Research Database (Denmark)

    Willendrup, P.; Farhi, E.; Lefmann, K.

    2004-01-01

    Current neutron instrumentation is both complex and expensive, and accurate simulation has become essential both for building new instruments and for using them effectively. The McStas neutron ray-trace simulation package is a versatile tool for producing such simulations, developed in collaborat......Current neutron instrumentation is both complex and expensive, and accurate simulation has become essential both for building new instruments and for using them effectively. The McStas neutron ray-trace simulation package is a versatile tool for producing such simulations, developed...

  3. 超级蒙特卡罗核计算仿真软件系统SuperMC%Super Monte Carlo Simulation Program for Nuclear and Radiation Process:SuperMC

    Institute of Scientific and Technical Information of China (English)

    吴宜灿; 孙光耀; 吴斌; 杨琪; 陈朝斌; 党同强; 方菱; 裴曦; 王芳; 汪进; 蒋洁琼; 宋婧; 汪建业; 赵柱民; FDS团队; 胡丽琴; 龙鹏程; 何桃; 程梦云; 郑华庆; 郝丽娟; 俞盛朋

    2016-01-01

    Monte Carlo method has distinct advantages in simulating complicated nuclear systems. However,great challenges to current MC methods and codes prevent its application in engineering proj ects, such as difficulties in the accurate modeling of complex geometries and material distribution,slow convergence of calculation,prompt and effective analysis of massive data. Super Monte Carlo Simulation Program for Nuclear and Radiation Process (SuperMC)is designed to perform the comprehensive neutronics calculation,taking the radiation transport as the core and including the depletion,radiation source term/dose/biohazard,material activation and transmutation,etc. It supports the multi-physics coupling calculation including thermo-hydraulics,structural mechanics,chemistry,biology,etc. Key techniques including automatic and accurate modeling,high efficient calculation,4D visualization were developed and more than 2000 international benchmark models and experiments were used to verify and validate SuperMC. SuperMC has been widely used in reactor engineering proj ects and etc. In this paper,the overview of SuperMC development was introduced.%蒙特卡罗方法对于复杂核系统的模拟具有明显优势,然而在实际工程应用中存在巨大的挑战,如复杂结构与材料分布精准建模难度大、计算收敛速度慢、海量数据难以及时有效分析等。超级蒙特卡罗核计算仿真软件系统 SuperMC设计为支持以辐射输运为核心,包含燃耗、辐射源项/剂量/生物危害、材料活化与嬗变等的综合中子学计算,支持热工水力学、结构力学、化学、生物学等多物理耦合模拟。 SuperMC目前已发展了精准建模、高效计算、四维可视化等关键技术,通过2000余个国际基准模型及实验的验证与确认,在反应堆工程等方面获得广泛应用,本文对其发展概况进行介绍。

  4. 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...

  5. Monte Carlo Simulation Program from the World Petroleum Assessment 2000, DDS-60 (Emc2.xls)

    Data.gov (United States)

    U.S. Geological Survey, Department of the Interior — Monte Carlo programs described in chapter MC, Monte Carlo Simulation Method. Emc2.xls was the program used to calculate the estimates of undiscovered resources for...

  6. Mont Carlo Simulation Program from the World Petroleum Assessment 2000, DDS-60 (emcee.xls).xml

    Data.gov (United States)

    U.S. Geological Survey, Department of the Interior — Monte Carlo programs described in chapter MC, Monte Carlo Simulation Method. Emc2.xls was the program used to calculate the estimates of undiscovered resources for...

  7. Monte Carlo Simulation Program from the World Petroleum Assessment 2000, DDS-60 (Emc2.xls).

    Data.gov (United States)

    U.S. Geological Survey, Department of the Interior — Monte Carlo programs described in chapter MC, Monte Carlo Simulation Method. Emc2.xls was the program used to calculate the estimates of undiscovered resources for...

  8. Mont Carlo Simulation Program from the World Petroleum Assessment 2000, DDS-60 (emcee.xls)

    Data.gov (United States)

    U.S. Geological Survey, Department of the Interior — Monte Carlo programs described in chapter MC, Monte Carlo Simulation Method. Emc2.xls was the program used to calculate the estimates of undiscovered resources for...

  9. McStas 1.7 - a new version of the flexible Monte Carlo neutron scattering package

    Energy Technology Data Exchange (ETDEWEB)

    Willendrup, Peter; Farhi, Emmanuel; Lefmann, Kim

    2004-07-15

    Current neutron instrumentation is both complex and expensive, and accurate simulation has become essential both for building new instruments and for using them effectively. The McStas neutron ray-trace simulation package is a versatile tool for producing such simulations, developed in collaboration between Risoe and ILL. The new version (1.7) has many improvements, among these added support for the popular Microsoft Windows platform. This presentation will demonstrate a selection of the new features through a simulation of the ILL IN6 beamline.

  10. McStas 1.7 - a new version of the flexible Monte Carlo neutron scattering package

    Science.gov (United States)

    Willendrup, Peter; Farhi, Emmanuel; Lefmann, Kim

    2004-07-01

    Current neutron instrumentation is both complex and expensive, and accurate simulation has become essential both for building new instruments and for using them effectively. The McStas neutron ray-trace simulation package is a versatile tool for producing such simulations, developed in collaboration between Risø and ILL. The new version (1.7) has many improvements, among these added support for the popular Microsoft Windows platform. This presentation will demonstrate a selection of the new features through a simulation of the ILL IN6 beamline.

  11. 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.

  12. 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...

  13. 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.

  14. 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.

  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. 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)

  17. 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.

  18. 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.

  19. 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...

  20. 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....

  1. (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.

  2. 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

  3. 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

  4. 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...

  5. 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.

  6. 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).

  7. Evaluation of path-history-based fluorescence Monte Carlo method for photon migration in heterogeneous media.

    Science.gov (United States)

    Jiang, Xu; Deng, Yong; Luo, Zhaoyang; Wang, Kan; Lian, Lichao; Yang, Xiaoquan; Meglinski, Igor; Luo, Qingming

    2014-12-29

    The path-history-based fluorescence Monte Carlo method used for fluorescence tomography imaging reconstruction has attracted increasing attention. In this paper, we first validate the standard fluorescence Monte Carlo (sfMC) method by experimenting with a cylindrical phantom. Then, we describe a path-history-based decoupled fluorescence Monte Carlo (dfMC) method, analyze different perturbation fluorescence Monte Carlo (pfMC) methods, and compare the calculation accuracy and computational efficiency of the dfMC and pfMC methods using the sfMC method as a reference. The results show that the dfMC method is more accurate and efficient than the pfMC method in heterogeneous medium.

  8. 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.

  9. 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.

  10. 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.

  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. 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...

  13. 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.)

  14. 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...

  15. 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

  16. 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...

  17. 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.

  18. 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.

  19. 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.

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

    OpenAIRE

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

    2006-01-01

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

  1. 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.

  2. 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...

  3. Assessing Excel VBA Suitability for Monte Carlo Simulation

    OpenAIRE

    2015-01-01

    Monte Carlo (MC) simulation includes a wide range of stochastic techniques used to quantitatively evaluate the behavior of complex systems or processes. Microsoft Excel spreadsheets with Visual Basic for Applications (VBA) software is, arguably, the most commonly employed general purpose tool for MC simulation. Despite the popularity of the Excel in many industries and educational institutions, it has been repeatedly criticized for its flaws and often described as questionable, if not complet...

  4. 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

  5. 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

  6. 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

  7. 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.

  8. 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.

  9. 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

  10. 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.

  11. CONTINUOUS-ENERGY MONTE CARLO METHODS FOR CALCULATING GENERALIZED RESPONSE SENSITIVITIES USING TSUNAMI-3D

    Energy Technology Data Exchange (ETDEWEB)

    Perfetti, Christopher M [ORNL; Rearden, Bradley T [ORNL

    2014-01-01

    This work introduces a new approach for calculating sensitivity coefficients for generalized neutronic responses to nuclear data uncertainties using continuous-energy Monte Carlo methods. The approach presented in this paper, known as the GEAR-MC method, allows for the calculation of generalized sensitivity coefficients for multiple responses in a single Monte Carlo calculation with no nuclear data perturbations or knowledge of nuclear covariance data. The theory behind the GEAR-MC method is presented here, and proof of principle is demonstrated by using the GEAR-MC method to calculate sensitivity coefficients for responses in several 3D, continuous-energy Monte Carlo applications.

  12. 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

  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. Monte Carlo methods for medical physics a practical introduction

    CERN Document Server

    Schuemann, Jan; Paganetti, Harald

    2018-01-01

    The Monte Carlo (MC) method, established as the gold standard to predict results of physical processes, is now fast becoming a routine clinical tool for applications that range from quality control to treatment verification. This book provides a basic understanding of the fundamental principles and limitations of the MC method in the interpretation and validation of results for various scenarios. It shows how user-friendly and speed optimized MC codes can achieve online image processing or dose calculations in a clinical setting. It introduces this essential method with emphasis on applications in hardware design and testing, radiological imaging, radiation therapy, and radiobiology.

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. 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...

  4. 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.

  5. 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...

  6. 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)

  7. Simulation and the Monte Carlo method

    CERN Document Server

    Rubinstein, Reuven Y

    2016-01-01

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

  8. Monte Carlo simulations for plasma physics

    Energy Technology Data Exchange (ETDEWEB)

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

    2000-07-01

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

  9. Quantum Monte Carlo Calculations of Light Nuclei

    CERN Document Server

    Pieper, Steven C

    2007-01-01

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

  10. Improved Monte Carlo Renormalization Group Method

    Science.gov (United States)

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

    1985-01-01

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

  11. Monte Carlo methods for particle transport

    CERN Document Server

    Haghighat, Alireza

    2015-01-01

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

  12. Smart detectors for Monte Carlo radiative transfer

    CERN Document Server

    Baes, Maarten

    2008-01-01

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

  13. 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 ...

  14. LCG Monte-Carlo Data Base

    CERN Document Server

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

    2004-01-01

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

  15. Monte Carlo Algorithms for Linear Problems

    OpenAIRE

    DIMOV, Ivan

    2000-01-01

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

  16. The Feynman Path Goes Monte Carlo

    OpenAIRE

    Sauer, Tilman

    2001-01-01

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

  17. 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.

  18. 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.

  19. Monte Carlo Simulation of K Fluorescence Radiation Spectrum and Fluorescence Yield%K 荧光能谱及荧光产额 MC 模拟

    Institute of Scientific and Technical Information of China (English)

    陈成; 吴金杰; 周四春; 陈法君; 王佳; 葛良全

    2015-01-01

    K荧光X射线辐射装置能够开展各类核辐射探测器的校准和研究工作,基于MCNP5模拟程序建立了K荧光发生装置的模型。荧光辐射束是影响探测器校准的关键,辐射体厚度决定荧光的产额。通过蒙特卡罗模拟Cs2 SO4辐射体材料,得到辐射束各个位置的荧光出射谱、荧光产额和纯度与辐射体厚度的变化关系。结果表明,辐射束在1m处的半径大于25 cm且散射成分对荧光能谱的干扰小,辐射体存在饱和厚度。该研究结果可对实验制作各种辐射体以及荧光的定性和定量分析具有参考作用。%K fluorescent X ray radiation device can carry out various kinds of radiation detector calibration and research work.The fluorescence of K generator model is established based on MCNP5 simulation program.The fluorescence radiation beam is the key factor to influence detector calibration, radiator thickness decide the fluo-rescence yield.Through Monte Carlo simulation,Cs2 SO4 radiator material is studied, the fluorescence radiation beam emitted spectrum at each position, the relationship between fluorescence yield and purity as a fuction of the radiator thickness are obtained.The results show that, the radiation radius of the beam at the 1m is greater than 25 cm and scattering components of interference spectrum is small, and the various radiators have a satu-rated thickness.The results of this study can provided a reference for the experimental production of various ra-diators and the qualitative and quantitative analysis of fluorescence.

  20. Research on GPU Acceleration for Monte Carlo Criticality Calculation

    Science.gov (United States)

    Xu, Qi; Yu, Ganglin; Wang, Kan

    2014-06-01

    The Monte Carlo neutron transport method can be naturally parallelized by multi-core architectures due to the dependency between particles during the simulation. The GPU+CPU heterogeneous parallel mode has become an increasingly popular way of parallelism in the field of scientific supercomputing. Thus, this work focuses on the GPU acceleration method for the Monte Carlo criticality simulation, as well as the computational efficiency that GPUs can bring. The "neutron transport step" is introduced to increase the GPU thread occupancy. In order to test the sensitivity of the MC code's complexity, a 1D one-group code and a 3D multi-group general purpose code are respectively transplanted to GPUs, and the acceleration effects are compared. The result of numerical experiments shows considerable acceleration effect of the "neutron transport step" strategy. However, the performance comparison between the 1D code and the 3D code indicates the poor scalability of MC codes on GPUs.

  1. Subtle Monte Carlo Updates in Dense Molecular Systems

    DEFF Research Database (Denmark)

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

    2012-01-01

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

  2. Monte Carlo evaluation of derivative-based global sensitivity measures

    Energy Technology Data Exchange (ETDEWEB)

    Kucherenko, S. [Centre for Process Systems Engineering, Imperial College London, London SW7 2AZ (United Kingdom)], E-mail: s.kucherenko@ic.ac.uk; Rodriguez-Fernandez, M. [Process Engineering Group, Instituto de Investigaciones Marinas, Spanish Council for Scientific Research (C.S.I.C.), C/ Eduardo Cabello, 6, 36208 Vigo (Spain); Pantelides, C.; Shah, N. [Centre for Process Systems Engineering, Imperial College London, London SW7 2AZ (United Kingdom)

    2009-07-15

    A novel approach for evaluation of derivative-based global sensitivity measures (DGSM) is presented. It is compared with the Morris and the Sobol' sensitivity indices methods. It is shown that there is a link between DGSM and Sobol' sensitivity indices. DGSM are very easy to implement and evaluate numerically. The computational time required for numerical evaluation of DGSM is many orders of magnitude lower than that for estimation of the Sobol' sensitivity indices. It is also lower than that for the Morris method. Efficiencies of Monte Carlo (MC) and quasi-Monte Carlo (QMC) sampling methods for calculation of DGSM are compared. It is shown that the superiority of QMC over MC depends on the problem's effective dimension, which can also be estimated using DGSM.

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

    Science.gov (United States)

    Bal, Kristof M; Neyts, Erik C

    2014-11-28

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

  4. On the time scale associated with Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-11-28

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

  5. Monte Carlo simulation of NSE at reactor and spallation sources

    Energy Technology Data Exchange (ETDEWEB)

    Zsigmond, G.; Wechsler, D.; Mezei, F. [Hahn-Meitner-Institut Berlin, Berlin (Germany)

    2001-03-01

    A MC (Monte Carlo) computation study of NSE (Neutron Spin Echo) has been performed by means of VITESS investigating the classic and TOF-NSE options at spallation sources. The use of white beams in TOF-NSE makes the flipper efficiency in function of the neutron wavelength an important issue. The emphasis was put on exact evaluation of flipper efficiencies for wide wavelength-band instruments. (author)

  6. Monte Carlo physical dosimetry for small photon beams

    Energy Technology Data Exchange (ETDEWEB)

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

    2001-07-01

    Small field dosimetry is complicated due to the lack of electronic equilibrium and to the high steep dose gradients. This works compares PDD curves, profiles and output factors measured with conventional detectors (film, diode, TLD and ionisation chamber) and calculated with Monte Carlo. The 6 MV nominal energy from a Philips SL-18 linac has been simulated by using the OMEGA code. MC calculation reveals itself as a convenient method to validate OF and profiles in special conditions, such as small fields. (orig.)

  7. Monte Carlo simulations to replace film dosimetry in IMRT verification

    OpenAIRE

    Goetzfried, Thomas; Rickhey, Mark; Treutwein, Marius; Koelbl, Oliver; Bogner, Ludwig

    2011-01-01

    Patient-specific verification of intensity-modulated radiation therapy (IMRT) plans can be done by dosimetric measurements or by independent dose or monitor unit calculations. The aim of this study was the clinical evaluation of IMRT verification based on a fast Monte Carlo (MC) program with regard to possible benefits compared to commonly used film dosimetry. 25 head-and-neck IMRT plans were recalculated by a pencil beam based treatment planning system (TPS) using an appropriate quality assu...

  8. Direct aperture optimization for IMRT using Monte Carlo generated beamlets.

    Science.gov (United States)

    Bergman, Alanah M; Bush, Karl; Milette, Marie-Pierre; Popescu, I Antoniu; Otto, Karl; Duzenli, Cheryl

    2006-10-01

    This work introduces an EGSnrc-based Monte Carlo (MC) beamlet does distribution matrix into a direct aperture optimization (DAO) algorithm for IMRT inverse planning. The technique is referred to as Monte Carlo-direct aperture optimization (MC-DAO). The goal is to assess if the combination of accurate Monte Carlo tissue inhomogeneity modeling and DAO inverse planning will improve the dose accuracy and treatment efficiency for treatment planning. Several authors have shown that the presence of small fields and/or inhomogeneous materials in IMRT treatment fields can cause dose calculation errors for algorithms that are unable to accurately model electronic disequilibrium. This issue may also affect the IMRT optimization process because the dose calculation algorithm may not properly model difficult geometries such as targets close to low-density regions (lung, air etc.). A clinical linear accelerator head is simulated using BEAMnrc (NRC, Canada). A novel in-house algorithm subdivides the resulting phase space into 2.5 X 5.0 mm2 beamlets. Each beamlet is projected onto a patient-specific phantom. The beamlet dose contribution to each voxel in a structure-of-interest is calculated using DOSXYZnrc. The multileaf collimator (MLC) leaf positions are linked to the location of the beamlet does distributions. The MLC shapes are optimized using direct aperture optimization (DAO). A final Monte Carlo calculation with MLC modeling is used to compute the final dose distribution. Monte Carlo simulation can generate accurate beamlet dose distributions for traditionally difficult-to-calculate geometries, particularly for small fields crossing regions of tissue inhomogeneity. The introduction of DAO results in an additional improvement by increasing the treatment delivery efficiency. For the examples presented in this paper the reduction in the total number of monitor units to deliver is approximately 33% compared to fluence-based optimization methods.

  9. Monte Carlo conformal treatment planning as an independent assessment

    Energy Technology Data Exchange (ETDEWEB)

    Rincon, M.; Leal, A.; Perucha, 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; Arrans, R.; Sanchez-Calzado, J.A.; Errazquin, L. [Hospital Univ. Virgen Macarena, Sevilla (Spain). Servicio de Oncologia Radioterapica; Medrano, J.C. [Clinica Puerta de Hierro, Madrid (Spain). Servicio de Radiofisica

    2001-07-01

    The wide range of possibilities available in Radiotherapy with conformal fields cannot be covered experimentally. For this reason, dosimetrical and planning procedures are based on approximate algorithms or systematic measurements. Dose distribution calculations based on Monte Carlo (MC) simulations can be used to check results. In this work, two examples of conformal field treatments are shown: A prostate carcinoma and an ocular lymphoma. The dose distributions obtained with a conventional Planning System and with MC have been compared. Some significant differences have been found. (orig.)

  10. 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...

  11. 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.

  12. 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.

  13. 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.

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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 .

  3. 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.

  4. 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...

  5. Single temperature for Monte Carlo optimization on complex landscapes

    CERN Document Server

    Tolkunov, Denis

    2012-01-01

    We propose a new strategy for Monte Carlo (MC) optimization on rugged multidimensional landscapes. The strategy is based on querying the statistical properties of the landscape in order to find the temperature at which the mean first passage time across the current region of the landscape is minimized. Thus, in contrast to other algorithms such as simulated annealing (SA), we explicitly match the temperature schedule to the statistics of landscape irregularities. In cases where this statistics is approximately the same over the entire landscape, or where non-local moves couple distant parts of the landscape, single-temperature MC will outperform any other MC algorithm with the same move set. We also find that in strongly anisotropic Coulomb spin glass and traveling salesman problems, the only relevant statistics (which we use to assign a single MC temperature) is that of irregularities in low-energy funnels. Our results may explain why protein folding in nature is efficient at room temperatures.

  6. Calibration of the Top-Quark Monte-Carlo Mass

    CERN Document Server

    Kieseler, Jan; Moch, Sven-Olaf

    2015-01-01

    We present a method to establish experimentally the relation between the top-quark mass $m_t^{MC}$ as implemented in Monte-Carlo generators and the Lagrangian mass parameter $m_t$ in a theoretically well-defined renormalization scheme. We propose a simultaneous fit of $m_t^{MC}$ and an observable sensitive to $m_t$, which does not rely on any prior assumptions about the relation between $m_t$ and $m_t^{MC}$. The measured observable is independent of $m_t^{MC}$ and can be used subsequently for a determination of $m_t$. The analysis strategy is illustrated with examples for the extraction of $m_t$ from inclusive and differential cross sections for hadro-production of top-quarks.

  7. Top Quark Mass Calibration for Monte Carlo Event Generators

    CERN Document Server

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

    2016-01-01

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

  8. Stochastic approach to municipal solid waste landfill life based on the contaminant transit time modeling using the Monte Carlo (MC) simulation.

    Science.gov (United States)

    Bieda, Bogusław

    2013-01-01

    The paper is concerned with application and benefits of MC simulation proposed for estimating the life of a modern municipal solid waste (MSW) landfill. The software Crystal Ball® (CB), simulation program that helps analyze the uncertainties associated with Microsoft® Excel models by MC simulation, was proposed to calculate the transit time contaminants in porous media. The transport of contaminants in soil is represented by the one-dimensional (1D) form of the advection-dispersion equation (ADE). The computer program CONTRANS written in MATLAB language is foundation to simulate and estimate the thickness of landfill compacted clay liner. In order to simplify the task of determining the uncertainty of parameters by the MC simulation, the parameters corresponding to the expression Z2 taken from this program were used for the study. The tested parameters are: hydraulic gradient (HG), hydraulic conductivity (HC), porosity (POROS), linear thickness (TH) and diffusion coefficient (EDC). The principal output report provided by CB and presented in the study consists of the frequency chart, percentiles summary and statistics summary. Additional CB options provide a sensitivity analysis with tornado diagrams. The data that was used include available published figures as well as data concerning the Mittal Steel Poland (MSP) S.A. in Kraków, Poland. This paper discusses the results and show that the presented approach is applicable for any MSW landfill compacted clay liner thickness design.

  9. 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.

  10. 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.

  11. 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.)

  12. 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.

  13. 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.

  14. 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.

  15. 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.

  16. SU-E-T-24: A Simple Correction-Based Method for Independent Monitor Unit (MU) Verification in Monte Carlo (MC) Lung SBRT Plans

    Energy Technology Data Exchange (ETDEWEB)

    Pokhrel, D; Badkul, R; Jiang, H; Estes, C; Kumar, P; Wang, F [UniversityKansas Medical Center, Kansas City, KS (United States)

    2014-06-01

    Purpose: Lung-SBRT uses hypo-fractionated dose in small non-IMRT fields with tissue-heterogeneity corrected plans. An independent MU verification is mandatory for safe and effective delivery of the treatment plan. This report compares planned MU obtained from iPlan-XVM-Calgorithm against spreadsheet-based hand-calculation using most commonly used simple TMR-based method. Methods: Treatment plans of 15 patients who underwent for MC-based lung-SBRT to 50Gy in 5 fractions for PTV V100%=95% were studied. ITV was delineated on MIP images based on 4D-CT scans. PTVs(ITV+5mm margins) ranged from 10.1- 106.5cc(average=48.6cc). MC-SBRT plans were generated using a combination of non-coplanar conformal arcs/beams using iPlan XVM-Calgorithm (BrainLAB iPlan ver.4.1.2) for Novalis-TX consisting of micro-MLCs and 6MV-SRS (1000MU/min) beam. These plans were re-computed using heterogeneity-corrected Pencil-Beam (PB-hete) algorithm without changing any beam parameters, such as MLCs/MUs. Dose-ratio: PB-hete/MC gave beam-by-beam inhomogeneity-correction-factors (ICFs):Individual Correction. For independent-2nd-check, MC-MUs were verified using TMR-based hand-calculation and obtained an average ICF:Average Correction, whereas TMR-based hand-calculation systematically underestimated MC-MUs by ∼5%. Also, first 10 MC-plans were verified with an ion-chamber measurement using homogenous phantom. Results: For both beams/arcs, mean PB-hete dose was systematically overestimated by 5.5±2.6% and mean hand-calculated MU systematic underestimated by 5.5±2.5% compared to XVMC. With individual correction, mean hand-calculated MUs matched with XVMC by - 0.3±1.4%/0.4±1.4 for beams/arcs, respectively. After average 5% correction, hand-calculated MUs matched with XVMC by 0.5±2.5%/0.6±2.0% for beams/arcs, respectively. Smaller dependence on tumor volume(TV)/field size(FS) was also observed. Ion-chamber measurement was within ±3.0%. Conclusion: PB-hete overestimates dose to lung tumor relative to

  17. SU-C-BRE-02: BED Vs. Local Control: Radiobiological Effect of Tumor Volume in Monte Carlo (MC) Lung SBRT Planning

    Energy Technology Data Exchange (ETDEWEB)

    Pokhrel, D; Badkul, R; Jiang, H; Estes, C; Park, J; Kumar, P; Wang, F [UniversityKansas Medical Center, Kansas City, KS (United States)

    2014-06-15

    Purpose: SBRT with hypofractionated dose schemata has emerged a compelling treatment modality for medically inoperable early stage lung cancer patients. It requires more accurate dose calculation and treatment delivery technique. This report presents the relationship between tumor control probability(TCP) and size-adjusted biological effective dose(sBED) of tumor volume for MC lung SBRT patients. Methods: Fifteen patients who were treated with MC-based lung SBRT to 50Gy in 5 fractions to PTVV100%=95% were studied. ITVs were delineated on MIP images of 4DCT-scans. PTVs diameter(ITV+5mm margins) ranged from 2.7–4.9cm (mean 3.7cm). Plans were generated using non-coplanar conformal arcs/beams using iPlan XVMC algorithm (BrainLABiPlan ver.4.1.2) for Novalis-TX with HD-MLCs and 6MVSRS(1000MU/min) mode, following RTOG-0813 dosimetric guidelines. To understand the known uncertainties of conventional heterogeneities-corrected/uncorrected pencil beam (PBhete/ PB-homo) algorithms, dose distributions were re-calculated with PBhete/ PB-homo using same beam configurations, MLCs and monitor units. Biologically effective dose(BED10) was computed using LQ-model with α/β=10Gy for meanPTV and meanITV. BED10-c*L, gave size-adjusted BED(sBED), where c=10Gy/cm and L=PTV diameter in centimeter. The TCP model was adopted from Ohri et al.(IJROBP, 2012): TCP = exp[sBEDTCD50]/ k /(1.0 + exp[sBED-TCD50]/k), where k=31Gy corresponding to TCD50=0Gy; and more realistic MC-based TCP was computed for PTV(V99%). Results: Mean PTV PB-hete TCP value was 6% higher, but, mean PTV PB-homo TCP value was 4% lower compared to mean PTV MC TCP. Mean ITV PB-hete/PB-homo TCP values were comparable (within ±3.0%) to mean ITV MC TCP. The mean PTV(V99%)had BED10=90.9±3.7%(median=92.2%),sBED=54.1±8.2%(median=53.5%) corresponding to mean MC TCP value of 84.8±3.3%(median=84.9%) at 2- year local control. Conclusion: The TCP model which incorporates BED10 and tumor diameter indicates that radiobiological

  18. Quantitative Monte Carlo-based holmium-166 SPECT reconstruction

    Energy Technology Data Exchange (ETDEWEB)

    Elschot, Mattijs; Smits, Maarten L. J.; Nijsen, Johannes F. W.; Lam, Marnix G. E. H.; Zonnenberg, Bernard A.; Bosch, Maurice A. A. J. van den; Jong, Hugo W. A. M. de [Department of Radiology and Nuclear Medicine, University Medical Center Utrecht, Heidelberglaan 100, 3584 CX Utrecht (Netherlands); Viergever, Max A. [Image Sciences Institute, University Medical Center Utrecht, Heidelberglaan 100, 3584 CX Utrecht (Netherlands)

    2013-11-15

    Purpose: Quantitative imaging of the radionuclide distribution is of increasing interest for microsphere radioembolization (RE) of liver malignancies, to aid treatment planning and dosimetry. For this purpose, holmium-166 ({sup 166}Ho) microspheres have been developed, which can be visualized with a gamma camera. The objective of this work is to develop and evaluate a new reconstruction method for quantitative {sup 166}Ho SPECT, including Monte Carlo-based modeling of photon contributions from the full energy spectrum.Methods: A fast Monte Carlo (MC) simulator was developed for simulation of {sup 166}Ho projection images and incorporated in a statistical reconstruction algorithm (SPECT-fMC). Photon scatter and attenuation for all photons sampled from the full {sup 166}Ho energy spectrum were modeled during reconstruction by Monte Carlo simulations. The energy- and distance-dependent collimator-detector response was modeled using precalculated convolution kernels. Phantom experiments were performed to quantitatively evaluate image contrast, image noise, count errors, and activity recovery coefficients (ARCs) of SPECT-fMC in comparison with those of an energy window-based method for correction of down-scattered high-energy photons (SPECT-DSW) and a previously presented hybrid method that combines MC simulation of photopeak scatter with energy window-based estimation of down-scattered high-energy contributions (SPECT-ppMC+DSW). Additionally, the impact of SPECT-fMC on whole-body recovered activities (A{sup est}) and estimated radiation absorbed doses was evaluated using clinical SPECT data of six {sup 166}Ho RE patients.Results: At the same noise level, SPECT-fMC images showed substantially higher contrast than SPECT-DSW and SPECT-ppMC+DSW in spheres ≥17 mm in diameter. The count error was reduced from 29% (SPECT-DSW) and 25% (SPECT-ppMC+DSW) to 12% (SPECT-fMC). ARCs in five spherical volumes of 1.96–106.21 ml were improved from 32%–63% (SPECT-DSW) and 50%–80

  19. 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

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

    CERN Document Server

    Lester, William A; Reynolds, PJ

    1994-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Granero Cabanero, D.

    2015-07-01

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

  2. 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.

  3. Benchmarking of Proton Transport in Super Monte Carlo Simulation Program

    Science.gov (United States)

    Wang, Yongfeng; Li, Gui; Song, Jing; Zheng, Huaqing; Sun, Guangyao; Hao, Lijuan; Wu, Yican

    2014-06-01

    The Monte Carlo (MC) method has been traditionally applied in nuclear design and analysis due to its capability of dealing with complicated geometries and multi-dimensional physics problems as well as obtaining accurate results. The Super Monte Carlo Simulation Program (SuperMC) is developed by FDS Team in China for fusion, fission, and other nuclear applications. The simulations of radiation transport, isotope burn-up, material activation, radiation dose, and biology damage could be performed using SuperMC. Complicated geometries and the whole physical process of various types of particles in broad energy scale can be well handled. Bi-directional automatic conversion between general CAD models and full-formed input files of SuperMC is supported by MCAM, which is a CAD/image-based automatic modeling program for neutronics and radiation transport simulation. Mixed visualization of dynamical 3D dataset and geometry model is supported by RVIS, which is a nuclear radiation virtual simulation and assessment system. Continuous-energy cross section data from hybrid evaluated nuclear data library HENDL are utilized to support simulation. Neutronic fixed source and critical design parameters calculates for reactors of complex geometry and material distribution based on the transport of neutron and photon have been achieved in our former version of SuperMC. Recently, the proton transport has also been intergrated in SuperMC in the energy region up to 10 GeV. The physical processes considered for proton transport include electromagnetic processes and hadronic processes. The electromagnetic processes include ionization, multiple scattering, bremsstrahlung, and pair production processes. Public evaluated data from HENDL are used in some electromagnetic processes. In hadronic physics, the Bertini intra-nuclear cascade model with exitons, preequilibrium model, nucleus explosion model, fission model, and evaporation model are incorporated to treat the intermediate energy nuclear

  4. Monte Carlo simulation for simultaneous particle coagulation and deposition

    Institute of Scientific and Technical Information of China (English)

    ZHAO; Haibo; ZHENG; Chuguang

    2006-01-01

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

  5. SU-E-J-55: Dosimetric Evaluation of Centrally Located Lung Tumors: A Monte Carlo (MC) Study of Lung SBRT Planning

    Energy Technology Data Exchange (ETDEWEB)

    Pokhrel, D; Badkul, R; Jiang, H; Saleh, H; Estes, C; Park, J; Kumar, P; Wang, F [University Kansas Medical Center, Kansas City, KS (United States)

    2014-06-01

    Purpose: To compare dose distributions calculated using the iPlan XVMC algorithm and heterogeneities corrected/uncorrected Pencil Beam (PB-hete/PB-homo) algorithms for SBRT treatments of lung tumors. Methods: Ten patients with centrally located solitary lung tumors were treated using MC-based SBRT to 60Gy in 5 fractions for PTVV100%=95%. ITV was delineated on MIP-images based on 4D-CT scans. PTVs(ITV+5mm margins) ranged from 10.1–106.5cc(mean=48.6cc). MC-SBRT plans were generated with a combination of non-coplanar conformal arcs/beams using iPlan-XVMC-algorithm (BrainLABiPlan ver.4.1.2) for Novalis-TX consisting of HD-MLCs and 6MV-SRS(1000MU/min) mode, following RTOG 0813 dosimetric criteria. For comparison, PB-hete/PB-homo algorithms were used to re-calculate dose distributions using same beam configurations, MLCs/monitor units. Plans were evaluated with isocenter/maximal/mean doses to PTV. Normal lung doses were evaluated with V5/V10/V20 and mean-lung-dose(MLD), excluding PTV. Other OAR doses such as maximal spinal cord/2cc-esophagus/max bronchial tree (BT/maximal heart doses were tabulated. Results: Maximal/mean/isocenter doses to PTV calculated by PB-hete were uniformly larger than MC plans by a factors of 1.09/1.13/1.07, on average, whereas they were consistently lower by PB-homo by a factors of 0.9/0.84/0.9, respectively. The volume covered by 5Gy/10Gy/20Gy isodose-lines of the lung were comparable (average within±3%) when calculated by PB-hete compared to XVMC, but, consistently lower by PB-homo by a factors of 0.90/0.88/0.85, respectively. MLD was higher with PB-hete by 1.05, but, lower by PB-homo by 0.9, on average, compared to XVMC. XVMC max-cord/max-BT/max-heart and 2cc of esophagus doses were comparable to PB-hete; however, PB-homo underestimates by a factors of 0.82/0.89/0.88/0.86, on average, respectively. Conclusion: PB-hete significantly overestimates dose to PTV relative to XVMC -hence underdosing the target. MC is more complex and accurate with

  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. Comment about the use of Monte-Carlo methodology for the representation of atomic electronic densities

    Science.gov (United States)

    Hoarau, Jean; Rayez, Jean-Claude

    2016-09-01

    Representations of atomic orbitals based on Monte-Carlo (MC) approaches are not always correct when using various sets of orthogonal coordinates other than Cartesian coordinates. The analysis proposed here gives elements for a proper use of MC methodology. It can be very useful for students and for teachers.

  16. Comment about the use of Monte-Carlo methodology for the representation of atomic electronic densities

    CERN Document Server

    Hoarau, Jean

    2016-01-01

    Representations of atomic orbitals based on Monte-Carlo (MC) approaches are not always correct when using various sets of orthogonal coordinates other than Cartesian coordinates. The analysis proposed here gives elements for a proper use of MC methodology. It can be very useful for students and for teachers.

  17. 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...

  18. Diagnosing Undersampling in Monte Carlo Eigenvalue and Flux Tally Estimates

    Energy Technology Data Exchange (ETDEWEB)

    Perfetti, Christopher M [ORNL; Rearden, Bradley T [ORNL

    2015-01-01

    This study explored the impact of undersampling on the accuracy of tally estimates in Monte Carlo (MC) calculations. Steady-state MC simulations were performed for models of several critical systems with varying degrees of spatial and isotopic complexity, and the impact of undersampling on eigenvalue and fuel pin flux/fission estimates was examined. This study observed biases in MC eigenvalue estimates as large as several percent and biases in fuel pin flux/fission tally estimates that exceeded tens, and in some cases hundreds, of percent. This study also investigated five statistical metrics for predicting the occurrence of undersampling biases in MC simulations. Three of the metrics (the Heidelberger-Welch RHW, the Geweke Z-Score, and the Gelman-Rubin diagnostics) are commonly used for diagnosing the convergence of Markov chains, and two of the methods (the Contributing Particles per Generation and Tally Entropy) are new convergence metrics developed in the course of this study. These metrics were implemented in the KENO MC code within the SCALE code system and were evaluated for their reliability at predicting the onset and magnitude of undersampling biases in MC eigenvalue and flux tally estimates in two of the critical models. Of the five methods investigated, the Heidelberger-Welch RHW, the Gelman-Rubin diagnostics, and Tally Entropy produced test metrics that correlated strongly to the size of the observed undersampling biases, indicating their potential to effectively predict the size and prevalence of undersampling biases in MC simulations.

  19. Reaction Ensemble Monte Carlo Simulation of Complex Molecular Systems.

    Science.gov (United States)

    Rosch, Thomas W; Maginn, Edward J

    2011-02-08

    Acceptance rules for reaction ensemble Monte Carlo (RxMC) simulations containing classically modeled atomistic degrees of freedom are derived for complex molecular systems where insertions and deletions are achieved gradually by utilizing the continuous fractional component (CFC) method. A self-consistent manner in which to utilize statistical mechanical data contained in ideal gas free energy parameters during RxMC moves is presented. The method is tested by applying it to two previously studied systems containing intramolecular degrees of freedom: the propene metathesis reaction and methyl-tert-butyl-ether (MTBE) synthesis. Quantitative agreement is found between the current results and those of Keil et al. (J. Chem. Phys. 2005, 122, 164705) for the propene metathesis reaction. Differences are observed between the equilibrium concentrations of the present study and those of Lísal et al. (AIChE J. 2000, 46, 866-875) for the MTBE reaction. It is shown that most of this difference can be attributed to an incorrect formulation of the Monte Carlo acceptance rule. Efficiency gains using CFC MC as opposed to single stage molecule insertions are presented.

  20. Application of Monte Carlo methods in tomotherapy and radiation biophysics

    Science.gov (United States)

    Hsiao, Ya-Yun

    Helical tomotherapy is an attractive treatment for cancer therapy because highly conformal dose distributions can be achieved while the on-board megavoltage CT provides simultaneous images for accurate patient positioning. The convolution/superposition (C/S) dose calculation methods typically used for Tomotherapy treatment planning may overestimate skin (superficial) doses by 3-13%. Although more accurate than C/S methods, Monte Carlo (MC) simulations are too slow for routine clinical treatment planning. However, the computational requirements of MC can be reduced by developing a source model for the parts of the accelerator that do not change from patient to patient. This source model then becomes the starting point for additional simulations of the penetration of radiation through patient. In the first section of this dissertation, a source model for a helical tomotherapy is constructed by condensing information from MC simulations into series of analytical formulas. The MC calculated percentage depth dose and beam profiles computed using the source model agree within 2% of measurements for a wide range of field sizes, which suggests that the proposed source model provides an adequate representation of the tomotherapy head for dose calculations. Monte Carlo methods are a versatile technique for simulating many physical, chemical and biological processes. In the second major of this thesis, a new methodology is developed to simulate of the induction of DNA damage by low-energy photons. First, the PENELOPE Monte Carlo radiation transport code is used to estimate the spectrum of initial electrons produced by photons. The initial spectrum of electrons are then combined with DNA damage yields for monoenergetic electrons from the fast Monte Carlo damage simulation (MCDS) developed earlier by Semenenko and Stewart (Purdue University). Single- and double-strand break yields predicted by the proposed methodology are in good agreement (1%) with the results of published

  1. 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.

  2. Monte Carlo study of real time dynamics

    CERN Document Server

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

    2016-01-01

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

  3. 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 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.

  9. Geometric Templates for Improved Tracking Performance in Monte Carlo Codes

    Science.gov (United States)

    Nease, Brian R.; Millman, David L.; Griesheimer, David P.; Gill, Daniel F.

    2014-06-01

    One of the most fundamental parts of a Monte Carlo code is its geometry kernel. This kernel not only affects particle tracking (i.e., run-time performance), but also shapes how users will input models and collect results for later analyses. A new framework based on geometric templates is proposed that optimizes performance (in terms of tracking speed and memory usage) and simplifies user input for large scale models. While some aspects of this approach currently exist in different Monte Carlo codes, the optimization aspect has not been investigated or applied. If Monte Carlo codes are to be realistically used for full core analysis and design, this type of optimization will be necessary. This paper describes the new approach and the implementation of two template types in MC21: a repeated ellipse template and a box template. Several different models are tested to highlight the performance gains that can be achieved using these templates. Though the exact gains are naturally problem dependent, results show that runtime and memory usage can be significantly reduced when using templates, even as problems reach realistic model sizes.

  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. 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.

  13. 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.

  14. 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.

  15. 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.

  16. Therapeutic Applications of Monte Carlo Calculations in Nuclear Medicine

    CERN Document Server

    Sgouros, George

    2003-01-01

    This book examines the applications of Monte Carlo (MC) calculations in therapeutic nuclear medicine, from basic principles to computer implementations of software packages and their applications in radiation dosimetry and treatment planning. It is written for nuclear medicine physicists and physicians as well as radiation oncologists, and can serve as a supplementary text for medical imaging, radiation dosimetry and nuclear engineering graduate courses in science, medical and engineering faculties. With chapters is written by recognised authorities in that particular field, the book covers the entire range of MC applications in therapeutic medical and health physics, from its use in imaging prior to therapy to dose distribution modelling targeted radiotherapy. The contributions discuss the fundamental concepts of radiation dosimetry, radiobiological aspects of targeted radionuclide therapy and the various components and steps required for implementing a dose calculation and treatment planning methodology in ...

  17. New simpler method of matching NLO corrections with parton shower Monte Carlo

    CERN Document Server

    Jadach, S; Sapeta, S; Siodmok, A; Skrzypek, M

    2016-01-01

    Next steps in development of the KrkNLO method of implementing NLO QCD corrections to hard processes in parton shower Monte Carlo programs are presented. This new method is a simpler alternative to other well-known approaches, such as MC@NLO and POWHEG. The KrkNLO method owns its simplicity to the use of parton distribution functions (PDFs) in a new, so-called Monte Carlo (MC), factorization scheme which was recently fully defined for the first time. Preliminary numerical results for the Higgs-boson production process are also presented.

  18. Subtle Monte Carlo Updates in Dense Molecular Systems.

    Science.gov (United States)

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

    2012-02-14

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

  19. Efficiency in nonequilibrium molecular dynamics Monte Carlo simulations

    Science.gov (United States)

    Radak, Brian K.; Roux, Benoît

    2016-10-01

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

  20. Foam A General Purpose Cellular Monte Carlo Event Generator

    CERN Document Server

    Jadach, Stanislaw

    2003-01-01

    A general purpose, self-adapting, Monte Carlo (MC) event generator (simulator) is described. The high efficiency of the MC, that is small maximum weight or variance of the MC weight is achieved by means of dividing the integration domain into small cells. The cells can be $n$-dimensional simplices, hyperrectangles or Cartesian product of them. The grid of cells, called ``foam'', is produced in the process of the binary split of the cells. The choice of the next cell to be divided and the position/direction of the division hyper-plane is driven by the algorithm which optimizes the ratio of the maximum weight to the average weight or (optionally) the total variance. The algorithm is able to deal, in principle, with an arbitrary pattern of the singularities in the distribution. As any MC generator, it can also be used for the MC integration. With the typical personal computer CPU, the program is able to perform adaptive integration/simulation at relatively small number of dimensions ($\\leq 16$). With the continu...

  1. Development of perturbation Monte Carlo methods for polarized light transport in a discrete particle scattering model.

    Science.gov (United States)

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

    2016-05-01

    We present a polarization-sensitive, transport-rigorous perturbation Monte Carlo (pMC) method to model the impact of optical property changes on reflectance measurements within a discrete particle scattering model. The model consists of three log-normally distributed populations of Mie scatterers that approximate biologically relevant cervical tissue properties. Our method provides reflectance estimates for perturbations across wavelength and/or scattering model parameters. We test our pMC model performance by perturbing across number densities and mean particle radii, and compare pMC reflectance estimates with those obtained from conventional Monte Carlo simulations. These tests allow us to explore different factors that control pMC performance and to evaluate the gains in computational efficiency that our pMC method provides.

  2. 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.

  3. 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.

  4. Domain Decomposition strategy for pin-wise full-core Monte Carlo depletion calculation with the reactor Monte Carlo Code

    Energy Technology Data Exchange (ETDEWEB)

    Liang, Jingang; Wang, Kan; Qiu, Yishu [Dept. of Engineering Physics, LiuQing Building, Tsinghua University, Beijing (China); Chai, Xiao Ming; Qiang, Sheng Long [Science and Technology on Reactor System Design Technology Laboratory, Nuclear Power Institute of China, Chengdu (China)

    2016-06-15

    Because of prohibitive data storage requirements in large-scale simulations, the memory problem is an obstacle for Monte Carlo (MC) codes in accomplishing pin-wise three-dimensional (3D) full-core calculations, particularly for whole-core depletion analyses. Various kinds of data are evaluated and quantificational total memory requirements are analyzed based on the Reactor Monte Carlo (RMC) code, showing that tally data, material data, and isotope densities in depletion are three major parts of memory storage. The domain decomposition method is investigated as a means of saving memory, by dividing spatial geometry into domains that are simulated separately by parallel processors. For the validity of particle tracking during transport simulations, particles need to be communicated between domains. In consideration of efficiency, an asynchronous particle communication algorithm is designed and implemented. Furthermore, we couple the domain decomposition method with MC burnup process, under a strategy of utilizing consistent domain partition in both transport and depletion modules. A numerical test of 3D full-core burnup calculations is carried out, indicating that the RMC code, with the domain decomposition method, is capable of pin-wise full-core burnup calculations with millions of depletion regions.

  5. 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.

  6. 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....

  7. 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.

  8. 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.

  9. 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.

  10. 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.)

  11. 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.

  12. 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.

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

    Science.gov (United States)

    Ding, Feng; Yakobson, Boris I

    2014-09-04

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

  14. Monte Carlo MP2 on Many Graphical Processing Units.

    Science.gov (United States)

    Doran, Alexander E; Hirata, So

    2016-10-11

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

  15. 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.

  16. Monte Carlo simulations to replace film dosimetry in IMRT verification.

    Science.gov (United States)

    Goetzfried, Thomas; Rickhey, Mark; Treutwein, Marius; Koelbl, Oliver; Bogner, Ludwig

    2011-01-01

    Patient-specific verification of intensity-modulated radiation therapy (IMRT) plans can be done by dosimetric measurements or by independent dose or monitor unit calculations. The aim of this study was the clinical evaluation of IMRT verification based on a fast Monte Carlo (MC) program with regard to possible benefits compared to commonly used film dosimetry. 25 head-and-neck IMRT plans were recalculated by a pencil beam based treatment planning system (TPS) using an appropriate quality assurance (QA) phantom. All plans were verified both by film and diode dosimetry and compared to MC simulations. The irradiated films, the results of diode measurements and the computed dose distributions were evaluated, and the data were compared on the basis of gamma maps and dose-difference histograms. Average deviations in the high-dose region between diode measurements and point dose calculations performed with the TPS and MC program were 0.7 ± 2.7% and 1.2 ± 3.1%, respectively. For film measurements, the mean gamma values with 3% dose difference and 3mm distance-to-agreement were 0.74 ± 0.28 (TPS as reference) with dose deviations up to 10%. Corresponding values were significantly reduced to 0.34 ± 0.09 for MC dose calculation. The total time needed for both verification procedures is comparable, however, by far less labor intensive in the case of MC simulations. The presented study showed that independent dose calculation verification of IMRT plans with a fast MC program has the potential to eclipse film dosimetry more and more in the near future. Thus, the linac-specific QA part will necessarily become more important. In combination with MC simulations and due to the simple set-up, point-dose measurements for dosimetric plausibility checks are recommended at least in the IMRT introduction phase. Copyright © 2010. Published by Elsevier GmbH.

  17. 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.

  18. 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.

  19. 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.

  20. 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...

  1. 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.

  2. 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.

  3. 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.

  4. 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).

  5. 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.

  6. 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 ...

  7. 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...

  8. Monte Carlo Alpha Iteration Algorithm for a Subcritical System Analysis

    Directory of Open Access Journals (Sweden)

    Hyung Jin Shim

    2015-01-01

    Full Text Available The α-k iteration method which searches the fundamental mode alpha-eigenvalue via iterative updates of the fission source distribution has been successfully used for the Monte Carlo (MC alpha-static calculations of supercritical systems. However, the α-k iteration method for the deep subcritical system analysis suffers from a gigantic number of neutron generations or a huge neutron weight, which leads to an abnormal termination of the MC calculations. In order to stably estimate the prompt neutron decay constant (α of prompt subcritical systems regardless of subcriticality, we propose a new MC alpha-static calculation method named as the α iteration algorithm. The new method is derived by directly applying the power method for the α-mode eigenvalue equation and its calculation stability is achieved by controlling the number of time source neutrons which are generated in proportion to α divided by neutron speed in MC neutron transport simulations. The effectiveness of the α iteration algorithm is demonstrated for two-group homogeneous problems with varying the subcriticality by comparisons with analytic solutions. The applicability of the proposed method is evaluated for an experimental benchmark of the thorium-loaded accelerator-driven system.

  9. GATE Monte Carlo simulation in a cloud computing environment

    Science.gov (United States)

    Rowedder, Blake Austin

    The GEANT4-based GATE is a unique and powerful Monte Carlo (MC) platform, which provides a single code library allowing the simulation of specific medical physics applications, e.g. PET, SPECT, CT, radiotherapy, and hadron therapy. However, this rigorous yet flexible platform is used only sparingly in the clinic due to its lengthy calculation time. By accessing the powerful computational resources of a cloud computing environment, GATE's runtime can be significantly reduced to clinically feasible levels without the sizable investment of a local high performance cluster. This study investigated a reliable and efficient execution of GATE MC simulations using a commercial cloud computing services. Amazon's Elastic Compute Cloud was used to launch several nodes equipped with GATE. Job data was initially broken up on the local computer, then uploaded to the worker nodes on the cloud. The results were automatically downloaded and aggregated on the local computer for display and analysis. Five simulations were repeated for every cluster size between 1 and 20 nodes. Ultimately, increasing cluster size resulted in a decrease in calculation time that could be expressed with an inverse power model. Comparing the benchmark results to the published values and error margins indicated that the simulation results were not affected by the cluster size and thus that integrity of a calculation is preserved in a cloud computing environment. The runtime of a 53 minute long simulation was decreased to 3.11 minutes when run on a 20-node cluster. The ability to improve the speed of simulation suggests that fast MC simulations are viable for imaging and radiotherapy applications. With high power computing continuing to lower in price and accessibility, implementing Monte Carlo techniques with cloud computing for clinical applications will continue to become more attractive.

  10. Data decomposition of Monte Carlo particle transport simulations via tally servers

    Energy Technology Data Exchange (ETDEWEB)

    Romano, Paul K., E-mail: paul.k.romano@gmail.com [Massachusetts Institute of Technology, Department of Nuclear Science and Engineering, 77 Massachusetts Ave., Cambridge, MA 02139 (United States); Siegel, Andrew R., E-mail: siegala@mcs.anl.gov [Argonne National Laboratory, Theory and Computing Sciences, 9700 S Cass Ave., Argonne, IL 60439 (United States); Forget, Benoit, E-mail: bforget@mit.edu [Massachusetts Institute of Technology, Department of Nuclear Science and Engineering, 77 Massachusetts Ave., Cambridge, MA 02139 (United States); Smith, Kord, E-mail: kord@mit.edu [Massachusetts Institute of Technology, Department of Nuclear Science and Engineering, 77 Massachusetts Ave., Cambridge, MA 02139 (United States)

    2013-11-01

    An algorithm for decomposing large tally data in Monte Carlo particle transport simulations is developed, analyzed, and implemented in a continuous-energy Monte Carlo code, OpenMC. The algorithm is based on a non-overlapping decomposition of compute nodes into tracking processors and tally servers. The former are used to simulate the movement of particles through the domain while the latter continuously receive and update tally data. A performance model for this approach is developed, suggesting that, for a range of parameters relevant to LWR analysis, the tally server algorithm should perform with minimal overhead on contemporary supercomputers. An implementation of the algorithm in OpenMC is then tested on the Intrepid and Titan supercomputers, supporting the key predictions of the model over a wide range of parameters. We thus conclude that the tally server algorithm is a successful approach to circumventing classical on-node memory constraints en route to unprecedentedly detailed Monte Carlo reactor simulations.

  11. 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

  12. GPU-Monte Carlo based fast IMRT plan optimization

    Directory of Open Access Journals (Sweden)

    Yongbao Li

    2014-03-01

    Full Text Available Purpose: Intensity-modulated radiation treatment (IMRT plan optimization needs pre-calculated beamlet dose distribution. Pencil-beam or superposition/convolution type algorithms are typically used because of high computation speed. However, inaccurate beamlet dose distributions, particularly in cases with high levels of inhomogeneity, may mislead optimization, hindering the resulting plan quality. It is desire to use Monte Carlo (MC methods for beamlet dose calculations. Yet, the long computational time from repeated dose calculations for a number of beamlets prevents this application. It is our objective to integrate a GPU-based MC dose engine in lung IMRT optimization using a novel two-steps workflow.Methods: A GPU-based MC code gDPM is used. Each particle is tagged with an index of a beamlet where the source particle is from. Deposit dose are stored separately for beamlets based on the index. Due to limited GPU memory size, a pyramid space is allocated for each beamlet, and dose outside the space is neglected. A two-steps optimization workflow is proposed for fast MC-based optimization. At first step, a rough dose calculation is conducted with only a few number of particle per beamlet. Plan optimization is followed to get an approximated fluence map. In the second step, more accurate beamlet doses are calculated, where sampled number of particles for a beamlet is proportional to the intensity determined previously. A second-round optimization is conducted, yielding the final result.Results: For a lung case with 5317 beamlets, 105 particles per beamlet in the first round, and 108 particles per beam in the second round are enough to get a good plan quality. The total simulation time is 96.4 sec.Conclusion: A fast GPU-based MC dose calculation method along with a novel two-step optimization workflow are developed. The high efficiency allows the use of MC for IMRT optimizations.--------------------------------Cite this article as: Li Y, Tian Z

  13. The Monte Carlo event generator AcerMC versions 2.0 to 3.8 with interfaces to PYTHIA 6.4, HERWIG 6.5 and ARIADNE 4.1

    Science.gov (United States)

    Kersevan, Borut Paul; Richter-Waş, Elzbieta

    2013-03-01

    The AcerMC Monte Carlo generator is dedicated to the generation of Standard Model background processes which were recognised as critical for the searches at LHC, and generation of which was either unavailable or not straightforward so far. The program itself provides a library of the massive matrix elements (coded by MADGRAPH) and native phase space modules for generation of a set of selected processes. The hard process event can be completed by the initial and the final state radiation, hadronisation and decays through the existing interface with either PYTHIA, HERWIG or ARIADNE event generators and (optionally) TAUOLA and PHOTOS. Interfaces to all these packages are provided in the distribution version. The phase-space generation is based on the multi-channel self-optimising approach using the modified Kajantie-Byckling formalism for phase space construction and further smoothing of the phase space was obtained by using a modified ac-VEGAS algorithm. An additional improvement in the recent versions is the inclusion of the consistent prescription for matching the matrix element calculations with parton showering for a select list of processes. Catalogue identifier: ADQQ_v2_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADQQ_v2_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 3853309 No. of bytes in distributed program, including test data, etc.: 68045728 Distribution format: tar.gz Programming language: FORTRAN 77 with popular extensions (g77, gfortran). Computer: All running Linux. Operating system: Linux. Classification: 11.2, 11.6. External routines: CERNLIB (http://cernlib.web.cern.ch/cernlib/), LHAPDF (http://lhapdf.hepforge.org/) Catalogue identifier of previous version: ADQQ_v1_0 Journal reference of previous version: Comput. Phys. Comm. 149(2003)142 Does

  14. Optimizing dose prescription in stereotactic body radiotherapy for lung tumours using Monte Carlo dose calculation

    NARCIS (Netherlands)

    Widder, Joachim; Hollander, Miranda; Ubbels, Jan F.; Bolt, Rene A.; Langendijk, Johannes A.

    2010-01-01

    Purpose: To define a method of dose prescription employing Monte Carlo (MC) dose calculation in stereotactic body radiotherapy (SBRT) for lung tumours aiming at a dose as low as possible outside of the PTV. Methods and materials: Six typical T1 lung tumours - three small, three large - were construc

  15. Monte Carlo calculations supporting patient plan verification in proton therapy

    Directory of Open Access Journals (Sweden)

    Thiago Viana Miranda Lima

    2016-03-01

    Full Text Available Patient’s treatment plan verification covers substantial amount of the quality assurance (QA resources, this is especially true for Intensity Modulated Proton Therapy (IMPT. The use of Monte Carlo (MC simulations in supporting QA has been widely discussed and several methods have been proposed. In this paper we studied an alternative approach from the one being currently applied clinically at Centro Nazionale di Adroterapia Oncologica (CNAO. We reanalysed the previously published data (Molinelli et al. 2013, where 9 patient plans were investigated in which the warning QA threshold of 3% mean dose deviation was crossed. The possibility that these differences between measurement and calculated dose were related to dose modelling (Treatment Planning Systems (TPS vs MC, limitations on dose delivery system or detectors mispositioning was originally explored but other factors such as the geometric description of the detectors were not ruled out. For the purpose of this work we compared ionisation-chambers measurements with different MC simulations results. It was also studied some physical effects introduced by this new approach for example inter detector interference and the delta ray thresholds. The simulations accounting for a detailed geometry typically are superior (statistical difference - p-value around 0.01 to most of the MC simulations used at CNAO (only inferior to the shift approach used. No real improvement were observed in reducing the current delta-ray threshold used (100 keV and no significant interference between ion chambers in the phantom were detected (p-value 0.81. In conclusion, it was observed that the detailed geometrical description improves the agreement between measurement and MC calculations in some cases. But in other cases position uncertainty represents the dominant uncertainty. The inter chamber disturbance was not detected for the therapeutic protons energies and the results from the current delta threshold are

  16. Applying graphics processor units to Monte Carlo dose calculation in radiation therapy

    Directory of Open Access Journals (Sweden)

    Bakhtiari M

    2010-01-01

    Full Text Available We investigate the potential in using of using a graphics processor unit (GPU for Monte-Carlo (MC-based radiation dose calculations. The percent depth dose (PDD of photons in a medium with known absorption and scattering coefficients is computed using a MC simulation running on both a standard CPU and a GPU. We demonstrate that the GPU′s capability for massive parallel processing provides a significant acceleration in the MC calculation, and offers a significant advantage for distributed stochastic simulations on a single computer. Harnessing this potential of GPUs will help in the early adoption of MC for routine planning in a clinical environment.

  17. LPM-Effect in Monte Carlo Models of Radiative Energy Loss

    CERN Document Server

    Zapp, Korinna C; Wiedemann, Urs Achim

    2009-01-01

    Extending the use of Monte Carlo (MC) event generators to jets in nuclear collisions requires a probabilistic implementation of the non-abelian LPM effect. We demonstrate that a local, probabilistic MC implementation based on the concept of formation times can account fully for the LPM-effect. The main features of the analytically known eikonal and collinear approximation can be reproduced, but we show how going beyond this approximation can lead to qualitatively different results.

  18. LPM-Effect in Monte Carlo Models of Radiative Energy Loss

    Energy Technology Data Exchange (ETDEWEB)

    Zapp, Korinna C. [Physikalisches Institut, Universitaet Heidelberg, Philosophenweg 12, D-69120 Heidelberg (Germany); ExtreMe Matter Institute EMMI, GSI Helmholtzzentrum fuer Schwerionenforschung GmbH, Planckstrasse 1, 64291 Darmstadt (Germany); Stachel, Johanna [Physikalisches Institut, Universitaet Heidelberg, Philosophenweg 12, D-69120 Heidelberg (Germany); Wiedemann, Urs Achim [Physics Department, Theory Unit, CERN, CH-1211 Geneve 23 (Switzerland)

    2009-11-01

    Extending the use of Monte Carlo (MC) event generators to jets in nuclear collisions requires a probabilistic implementation of the non-abelian LPM effect. We demonstrate that a local, probabilistic MC implementation based on the concept of formation times can account fully for the LPM-effect. The main features of the analytically known eikonal and collinear approximation can be reproduced, but we show how going beyond this approximation can lead to qualitatively different results.

  19. On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations

    KAUST Repository

    Bayer, Christian

    2014-01-01

    We consider the setting of estimating the mean of a random variable by a sequential stopping rule Monte Carlo (MC) method. The performance of a typical second moment based sequential stopping rule MC method is shown to be unreliable in such settings both by numerical examples and through analysis. By analysis and approximations, we construct a higher moment based stopping rule which is shown in numerical examples to perform more reliably and only slightly less efficiently than the second moment based stopping rule.

  20. Application of kinetic Monte Carlo method to equilibrium systems: vapour-liquid equilibria.

    Science.gov (United States)

    Ustinov, E A; Do, D D

    2012-01-15

    Kinetic Monte Carlo (kMC) simulations were carried out to describe the vapour-liquid equilibria of argon at various temperatures. This paper aims to demonstrate the potential of the kMC technique in the analysis of equilibrium systems and its advantages over the traditional Monte Carlo method, which is based on the Metropolis algorithm. The key feature of the kMC is the absence of discarded trial moves of molecules, which ensures larger number of configurations that are collected for time averaging. Consequently, the kMC technique results in significantly fewer errors for the same number of Monte Carlo steps, especially when the fluid is rarefied. An additional advantage of the kMC is that the relative displacement probability of molecules is significantly larger in rarefied regions, which results in a more efficient sampling. This provides a more reliable determination of the vapour phase pressure and density in case of non-uniform density distributions, such as the vapour-liquid interface or a fluid adsorbed on an open surface. We performed kMC simulations in a canonical ensemble, with a liquid slab in the middle of the simulation box to model two vapour-liquid interfaces. A number of thermodynamic properties such as the pressure, density, heat of evaporation and the surface tension were reliably determined as time averages. Copyright © 2011 Elsevier Inc. All rights reserved.

  1. 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)

  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. 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.

  4. 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].

  5. 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.

  6. 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)

  7. 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.

  8. 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...

  9. 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...

  10. 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.

  11. 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.

  12. 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.

  13. 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.

  14. 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.

  15. 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.

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  1. 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

  2. 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…

  3. 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.

  4. 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.

  5. 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.

  6. 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

  7. 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.

  8. 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.

  9. 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

  10. 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.

  11. 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.

  12. 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.

  13. PREFACE: First European Workshop on Monte Carlo Treatment Planning

    Science.gov (United States)

    Reynaert, Nick

    2007-07-01

    The "First European Workshop on Monte Carlo treatment planning", was an initiative of the European working group on Monte Carlo treatment planning (EWG-MCTP). It was organised at Ghent University (Belgium) on 22-25October 2006. The meeting was very successful and was attended by 150 participants. The impressive list of invited speakers and the scientific contributions (posters and oral presentations) have led to a very interesting program, that was well appreciated by all attendants. In addition, the presence of seven vendors of commercial MCTP software systems provided serious added value to the workshop. For each vendor, a representative has given a presentation in a dedicated session, explaining the current status of their system. It is clear that, for "traditional" radiotherapy applications (using photon or electron beams), Monte Carlo dose calculations have become the state of the art, and are being introduced into almost all commercial treatment planning systems. Invited lectures illustrated that scientific challenges are currently associated with 4D applications (e.g. respiratory motion) and the introduction of MC dose calculations in inverse planning. But it was striking that the Monte Carlo technique is also becoming very important in more novel treatment modalities such as BNCT, hadron therapy, stereotactic radiosurgery, Tomotherapy, etc. This emphasizes the continuous growing interest in MCTP. The people who attended the dosimetry session will certainly remember the high level discussion on the determination of correction factors for different ion chambers, used in small fields. The following proceedings will certainly confirm the high scientific level of the meeting. I would like to thank the members of the local organizing committee for all the hard work done before, during and after this meeting. The organisation of such an event is not a trivial task and it would not have been possible without the help of all my colleagues. I would also like to thank

  14. 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

  15. Stationarity and source convergence in monte carlo criticality calculation.

    Energy Technology Data Exchange (ETDEWEB)

    Ueki, T. (Taro); Brown, F. B. (Forrest B.)

    2002-01-01

    In Monte Carlo (MC) criticality calculations, source error propagation through the stationary cycles and source convergcnce in the settling (inactive) cycles are both dominated by the dominance ratio (DR) of fission kernels, Le., the ratio of the second largest to largest eigenvalues. For symmetric two fissile component systems with DR close to unity, the extinction of fission source sites can occur in one of the components even when the initial source is symmetric and the number of histories per cycle is larger than one thousand. When such a system is made slightly asymmetric, the neutron effective multiplication factor (kern) at the inactive cycles does not reflect the convergence to stationary source distribution. To overcome this problem, relative entropy (Kullback Leibler distance) is applied to a slightly asymmetric two fissile component problem with a dominance ratio of 0.9925. Numerical results show that relative entropy is effective as a posterior diagnostic tool.

  16. Monte Carlo modelling of Schottky diode for rectenna simulation

    Science.gov (United States)

    Bernuchon, E.; Aniel, F.; Zerounian, N.; Grimault-Jacquin, A. S.

    2017-09-01

    Before designing a detector circuit, the electrical parameters extraction of the Schottky diode is a critical step. This article is based on a Monte-Carlo (MC) solver of the Boltzmann Transport Equation (BTE) including different transport mechanisms at the metal-semiconductor contact such as image force effect or tunneling. The weight of tunneling and thermionic current is quantified according to different degrees of tunneling modelling. The I-V characteristic highlights the dependence of the ideality factor and the current saturation with bias. Harmonic Balance (HB) simulation on a rectifier circuit within Advanced Design System (ADS) software shows that considering non-linear ideality factor and saturation current for the electrical model of the Schottky diode does not seem essential. Indeed, bias independent values extracted in forward regime on I-V curve are sufficient. However, the non-linear series resistance extracted from a small signal analysis (SSA) strongly influences the conversion efficiency at low input powers.

  17. Geometrical form factor calculation using Monte Carlo integration for lidar

    Science.gov (United States)

    Mao, Feiyue; Gong, Wei; Li, Jun

    2012-06-01

    We proposed a geometrical form factor (GFF) calculation using Monte Carlo integration (GFF-MC) for lidar that is practical and can be applied to any laser intensity distribution. Theoretical results have been calculated with our method based on the functions of measured, uniform and Gaussian laser intensity distribution. Two experimental GFF traces on clear days are obtained to verify the validity of the theoretical results. The results indicated that the measured distribution function outperformed the Gaussian and uniform functions. That means that the deviation of the measured laser intensity distribution from an ideal one can be too large to neglect. In addition, the theoretical GFF of the uniform distribution had a larger error than that of the Gaussian distribution. Furthermore, the effects of the inclination angle of the laser beam and the central obstruction of the support structure of the second mirror of the telescope are discussed in this study.

  18. The ATLAS Fast Monte Carlo Production Chain Project

    CERN Document Server

    Jansky, Roland Wolfgang; The ATLAS collaboration

    2015-01-01

    During the last years ATLAS has successfully deployed a new integrated simulation framework (ISF) which allows a flexible mixture of full and fast detector simulation techniques within the processing of one event. The thereby achieved possible speed-up in detector simulation of up to a factor 100 makes subsequent digitization and reconstruction the dominant contributions to the Monte Carlo (MC) production CPU cost. The slowest components of both digitization and reconstruction are inside the Inner Detector due to the complex signal modeling needed in the emulation of the detector readout and in reconstruction due to the combinatorial nature of the problem to solve, respectively. Alternative fast approaches have been developed for these components: for the silicon based detectors a simpler geometrical clustering approach has been deployed replacing the charge drift emulation in the standard digitization modules, which achieves a very high accuracy in describing the standard output. For the Inner Detector track...

  19. Synchronous parallel kinetic Monte Carlo Diffusion in Heterogeneous Systems

    Energy Technology Data Exchange (ETDEWEB)

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

    2010-12-06

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

  20. 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.

  1. 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 ...

  2. 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.

  3. Parallelization of a Monte Carlo particle transport simulation code

    Science.gov (United States)

    Hadjidoukas, P.; Bousis, C.; Emfietzoglou, D.

    2010-05-01

    We have developed a high performance version of the Monte Carlo particle transport simulation code MC4. The original application code, developed in Visual Basic for Applications (VBA) for Microsoft Excel, was first rewritten in the C programming language for improving code portability. Several pseudo-random number generators have been also integrated and studied. The new MC4 version was then parallelized for shared and distributed-memory multiprocessor systems using the Message Passing Interface. Two parallel pseudo-random number generator libraries (SPRNG and DCMT) have been seamlessly integrated. The performance speedup of parallel MC4 has been studied on a variety of parallel computing architectures including an Intel Xeon server with 4 dual-core processors, a Sun cluster consisting of 16 nodes of 2 dual-core AMD Opteron processors and a 200 dual-processor HP cluster. For large problem size, which is limited only by the physical memory of the multiprocessor server, the speedup results are almost linear on all systems. We have validated the parallel implementation against the serial VBA and C implementations using the same random number generator. Our experimental results on the transport and energy loss of electrons in a water medium show that the serial and parallel codes are equivalent in accuracy. The present improvements allow for studying of higher particle energies with the use of more accurate physical models, and improve statistics as more particles tracks can be simulated in low response time.

  4. Monte Carlo grain growth modeling with local temperature gradients

    Science.gov (United States)

    Tan, Y.; Maniatty, A. M.; Zheng, C.; Wen, J. T.

    2017-09-01

    This work investigated the development of a Monte Carlo (MC) simulation approach to modeling grain growth in the presence of non-uniform temperature field that may vary with time. We first scale the MC model to physical growth processes by fitting experimental data. Based on the scaling relationship, we derive a grid site selection probability (SSP) function to consider the effect of a spatially varying temperature field. The SSP function is based on the differential MC step, which allows it to naturally consider time varying temperature fields too. We verify the model and compare the predictions to other existing formulations (Godfrey and Martin 1995 Phil. Mag. A 72 737-49 Radhakrishnan and Zacharia 1995 Metall. Mater. Trans. A 26 2123-30) in simple two-dimensional cases with only spatially varying temperature fields, where the predicted grain growth in regions of constant temperature are expected to be the same as for the isothermal case. We also test the model in a more realistic three-dimensional case with a temperature field varying in both space and time, modeling grain growth in the heat affected zone of a weld. We believe the newly proposed approach is promising for modeling grain growth in material manufacturing processes that involves time-dependent local temperature gradient.

  5. Virtual detector characterisation with Monte-Carlo simulations

    Science.gov (United States)

    Sukowski, F.; Yaneu Yaneu, J. F.; Salamon, M.; Ebert, S.; Uhlmann, N.

    2009-08-01

    In the field of X-ray imaging flat-panel detectors which convert X-rays into electrical signals, are widely used. For different applications, detectors differ in several specific parameters that can be used for characterizing the detector. At the Development Center X-ray Technology EZRT we studied the question how well these characteristics can be determined by only knowing the layer composition of a detector. In order to determine the required parameters, the Monte-Carlo (MC) simulation program ROSI [J. Giersch et al., Nucl. Instr. and Meth. A 509 (2003) 151] was used while taking into account all primary and secondary particle interactions as well as the focal spot size of the X-ray tube. For the study, the Hamamatsu C9311DK [Technical Datasheet Hamamatsu C9311DK flat panel sensor, Hamamatsu Photonics, ( www.hamamatsu.com)], a scintillator-based detector, and the Ajat DIC 100TL [Technical description of Ajat DIC 100TL, Ajat Oy Ltd., ( www.ajat.fi)], a direct converting semiconductor detector, were used. The layer compositions of the two detectors were implemented into the MC simulation program. The following characteristics were measured [N. Uhlmann et al., Nucl. Instr. and Meth. A 591 (2008) 46] and compared to simulation results: The basic spatial resolution (BSR), the modulation transfer function (MTF), the contrast sensitivity (CS) and the specific material thickness range (SMTR). To take scattering of optical photons into account DETECT2000 [C. Moisan et al., DETECT2000—A Program for Modeling Optical Properties of Scintillators, Department of Electrical and Computer Engineering, Laval University, Quebec City, 2000], another Monte-Carlo simulation was used.

  6. Monte Carlo study of MLC fields for cobalt therapy machine

    Directory of Open Access Journals (Sweden)

    Komanduri M Ayyangar

    2014-01-01

    Full Text Available An automated Multi-Leaf Collimator (MLC system has been developed as add-on for the cobalt-60 teletherapy machines available in India. The goal of the present computational study is to validate the MLC design using Monte Carlo (MC modeling. The study was based on the Kirloskar-supplied Phoenix model machines that closely match the Atomic Energy of Canada Limited (AECL theratron-80 machine. The MLC is a retrofit attachment to the collimator assembly, with 14 non-divergent leaf pairs of 40 mm thick, 7 mm wide, and 150 mm long tungsten alloy plates with rounded edges and 20 mm tongue and 2 mm groove in each leaf. In the present work, the source and collimator geometry has been investigated in detail to arrive at a model that best represents the measured dosimetric data. The authors have studied in detail the proto-I MLC built for cobalt-60. The MLC field sizes were MC simulated for 2 × 2 cm 2 to 14 × 14 cm 2 square fields as well as irregular fields, and the percent depth dose (PDD and profile data were compared with ROPS† treatment planning system (TPS. In addition, measured profiles using the IMATRIXX system‡ were also compared with the MC simulations. The proto-I MLC can define radiation fields up to 14 × 14 cm΂ within 3 mm accuracy. The maximum measured leakage through the leaf ends in closed condition was 3.4% and interleaf leakage observed was 7.3%. Good agreement between MC results, ROPS and IMATRIXX results has been observed. The investigation also supports the hypothesis that optical and radiation field coincidence exists for the square fields studied with the MLC. Plots of the percent depth dose (PDD data and profile data for clinically significant irregular fields have also been presented. The MC model was also investigated to speed up the calculations to allow calculations of clinically relevant conformal beams.

  7. Monte Carlo calculations of positron emitter yields in proton radiotherapy.

    Science.gov (United States)

    Seravalli, E; Robert, C; Bauer, J; Stichelbaut, F; Kurz, C; Smeets, J; Van Ngoc Ty, C; Schaart, D R; Buvat, I; Parodi, K; Verhaegen, F

    2012-03-21

    Positron emission tomography (PET) is a promising tool for monitoring the three-dimensional dose distribution in charged particle radiotherapy. PET imaging during or shortly after proton treatment is based on the detection of annihilation photons following the ß(+)-decay of radionuclides resulting from nuclear reactions in the irradiated tissue. Therapy monitoring is achieved by comparing the measured spatial distribution of irradiation-induced ß(+)-activity with the predicted distribution based on the treatment plan. The accuracy of the calculated distribution depends on the correctness of the computational models, implemented in the employed Monte Carlo (MC) codes that describe the interactions of the charged particle beam with matter and the production of radionuclides and secondary particles. However, no well-established theoretical models exist for predicting the nuclear interactions and so phenomenological models are typically used based on parameters derived from experimental data. Unfortunately, the experimental data presently available are insufficient to validate such phenomenological hadronic interaction models. Hence, a comparison among the models used by the different MC packages is desirable. In this work, starting from a common geometry, we compare the performances of MCNPX, GATE and PHITS MC codes in predicting the amount and spatial distribution of proton-induced activity, at therapeutic energies, to the already experimentally validated PET modelling based on the FLUKA MC code. In particular, we show how the amount of ß(+)-emitters produced in tissue-like media depends on the physics model and cross-sectional data used to describe the proton nuclear interactions, thus calling for future experimental campaigns aiming at supporting improvements of MC modelling for clinical application of PET monitoring.

  8. A comparison of Monte Carlo dose calculation denoising techniques

    Science.gov (United States)

    El Naqa, I.; Kawrakow, I.; Fippel, M.; Siebers, J. V.; Lindsay, P. E.; Wickerhauser, M. V.; Vicic, M.; Zakarian, K.; Kauffmann, N.; Deasy, J. O.

    2005-03-01

    Recent studies have demonstrated that Monte Carlo (MC) denoising techniques can reduce MC radiotherapy dose computation time significantly by preferentially eliminating statistical fluctuations ('noise') through smoothing. In this study, we compare new and previously published approaches to MC denoising, including 3D wavelet threshold denoising with sub-band adaptive thresholding, content adaptive mean-median-hybrid (CAMH) filtering, locally adaptive Savitzky-Golay curve-fitting (LASG), anisotropic diffusion (AD) and an iterative reduction of noise (IRON) method formulated as an optimization problem. Several challenging phantom and computed-tomography-based MC dose distributions with varying levels of noise formed the test set. Denoising effectiveness was measured in three ways: by improvements in the mean-square-error (MSE) with respect to a reference (low noise) dose distribution; by the maximum difference from the reference distribution and by the 'Van Dyk' pass/fail criteria of either adequate agreement with the reference image in low-gradient regions (within 2% in our case) or, in high-gradient regions, a distance-to-agreement-within-2% of less than 2 mm. Results varied significantly based on the dose test case: greater reductions in MSE were observed for the relatively smoother phantom-based dose distribution (up to a factor of 16 for the LASG algorithm); smaller reductions were seen for an intensity modulated radiation therapy (IMRT) head and neck case (typically, factors of 2-4). Although several algorithms reduced statistical noise for all test geometries, the LASG method had the best MSE reduction for three of the four test geometries, and performed the best for the Van Dyk criteria. However, the wavelet thresholding method performed better for the head and neck IMRT geometry and also decreased the maximum error more effectively than LASG. In almost all cases, the evaluated methods provided acceleration of MC results towards statistically more accurate

  9. Investigation of Nonuniform Dose Voxel Geometry in Monte Carlo Calculations.

    Science.gov (United States)

    Yuan, Jiankui; Chen, Quan; Brindle, James; Zheng, Yiran; Lo, Simon; Sohn, Jason; Wessels, Barry

    2015-08-01

    The purpose of this work is to investigate the efficacy of using multi-resolution nonuniform dose voxel geometry in Monte Carlo (MC) simulations. An in-house MC code based on the dose planning method MC code was developed in C++ to accommodate the nonuniform dose voxel geometry package since general purpose MC codes use their own coupled geometry packages. We devised the package in a manner that the entire calculation volume was first divided into a coarse mesh and then the coarse mesh was subdivided into nonuniform voxels with variable voxel sizes based on density difference. We name this approach as multi-resolution subdivision (MRS). It generates larger voxels in small density gradient regions and smaller voxels in large density gradient regions. To take into account the large dose gradients due to the beam penumbra, the nonuniform voxels can be further split using ray tracing starting from the beam edges. The accuracy of the implementation of the algorithm was verified by comparing with the data published by Rogers and Mohan. The discrepancy was found to be 1% to 2%, with a maximum of 3% at the interfaces. Two clinical cases were used to investigate the efficacy of nonuniform voxel geometry in the MC code. Applying our MRS approach, we started with the initial voxel size of 5 × 5 × 3 mm(3), which was further divided into smaller voxels. The smallest voxel size was 1.25 × 1.25 × 3 mm(3). We found that the simulation time per history for the nonuniform voxels is about 30% to 40% faster than the uniform fine voxels (1.25 × 1.25 × 3 mm(3)) while maintaining similar accuracy.

  10. A comparison of Monte Carlo dose calculation denoising techniques

    Energy Technology Data Exchange (ETDEWEB)

    Naqa, I El [Washington University, St Louis, MO (United States); Kawrakow, I [National Research Council of Canada, Ottawa, Ontario, Canada (Canada); Fippel, M [Univ Tuebingen, Tuebingen (Germany); Siebers, J V [Virginia Commonwealth University, Richmond, VA (United States); Lindsay, P E [Washington University, St Louis, MO (United States); Wickerhauser, M V [Washington University, St Louis, MO (United States); Vicic, M [Washington University, St Louis, MO (United States); Zakarian, K [Washington University, St Louis, MO (United States); Kauffmann, N [Ecole Polytechnique, Palaiseau (France); Deasy, J O [Washington University, St Louis, MO (United States)

    2005-03-07

    Recent studies have demonstrated that Monte Carlo (MC) denoising techniques can reduce MC radiotherapy dose computation time significantly by preferentially eliminating statistical fluctuations ('noise') through smoothing. In this study, we compare new and previously published approaches to MC denoising, including 3D wavelet threshold denoising with sub-band adaptive thresholding, content adaptive mean-median-hybrid (CAMH) filtering, locally adaptive Savitzky-Golay curve-fitting (LASG), anisotropic diffusion (AD) and an iterative reduction of noise (IRON) method formulated as an optimization problem. Several challenging phantom and computed-tomography-based MC dose distributions with varying levels of noise formed the test set. Denoising effectiveness was measured in three ways: by improvements in the mean-square-error (MSE) with respect to a reference (low noise) dose distribution; by the maximum difference from the reference distribution and by the 'Van Dyk' pass/fail criteria of either adequate agreement with the reference image in low-gradient regions (within 2% in our case) or, in high-gradient regions, a distance-to-agreement-within-2% of less than 2 mm. Results varied significantly based on the dose test case: greater reductions in MSE were observed for the relatively smoother phantom-based dose distribution (up to a factor of 16 for the LASG algorithm); smaller reductions were seen for an intensity modulated radiation therapy (IMRT) head and neck case (typically, factors of 2-4). Although several algorithms reduced statistical noise for all test geometries, the LASG method had the best MSE reduction for three of the four test geometries, and performed the best for the Van Dyk criteria. However, the wavelet thresholding method performed better for the head and neck IMRT geometry and also decreased the maximum error more effectively than LASG. In almost all cases, the evaluated methods provided acceleration of MC results towards

  11. Automatic generation of a JET 3D neutronics model from CAD geometry data for Monte Carlo calculations

    Energy Technology Data Exchange (ETDEWEB)

    Tsige-Tamirat, H. [Association FZK-Euratom, Forschungszentrum Karlsruhe, P.O. Box 3640, 76021 Karlsruhe (Germany)]. E-mail: tsige@irs.fzk.de; Fischer, U. [Association FZK-Euratom, Forschungszentrum Karlsruhe, P.O. Box 3640, 76021 Karlsruhe (Germany); Carman, P.P. [Euratom/UKAEA Fusion Association, Culham Science Center, Abingdon, Oxfordshire OX14 3DB (United Kingdom); Loughlin, M. [Euratom/UKAEA Fusion Association, Culham Science Center, Abingdon, Oxfordshire OX14 3DB (United Kingdom)

    2005-11-15

    The paper describes the automatic generation of a JET 3D neutronics model from data of computer aided design (CAD) system for Monte Carlo (MC) calculations. The applied method converts suitable CAD data into a representation appropriate for MC codes. The converted geometry is fully equivalent to the CAD geometry.

  12. Backscattered radiation into a transmission ionization chamber: measurement and Monte Carlo simulation.

    Science.gov (United States)

    Yoshizumi, Maíra T; Yoriyaz, Hélio; Caldas, Linda V E

    2010-01-01

    Backscattered radiation (BSR) from field-defining collimators can affect the response of a monitor chamber in X-radiation fields. This contribution must be considered since this kind of chamber is used to monitor the equipment response. In this work, the dependence of a transmission ionization chamber response on the aperture diameter of the collimators was studied experimentally and using a Monte Carlo (MC) technique. According to the results, the BSR increases the chamber response of over 4.0% in the case of a totally closed collimator and 50 kV energy beam, using both techniques. The results from Monte Carlo simulation confirm the validity of the simulated geometry.

  13. 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.

  14. Fast multipurpose Monte Carlo simulation for proton therapy using multi- and many-core CPU architectures.

    Science.gov (United States)

    Souris, Kevin; Lee, John Aldo; Sterpin, Edmond

    2016-04-01

    Accuracy in proton therapy treatment planning can be improved using Monte Carlo (MC) simulations. However the long computation time of such methods hinders their use in clinical routine. This work aims to develop a fast multipurpose Monte Carlo simulation tool for proton therapy using massively parallel central processing unit (CPU) architectures. A new Monte Carlo, called MCsquare (many-core Monte Carlo), has been designed and optimized for the last generation of Intel Xeon processors and Intel Xeon Phi coprocessors. These massively parallel architectures offer the flexibility and the computational power suitable to MC methods. The class-II condensed history algorithm of MCsquare provides a fast and yet accurate method of simulating heavy charged particles such as protons, deuterons, and alphas inside voxelized geometries. Hard ionizations, with energy losses above a user-specified threshold, are simulated individually while soft events are regrouped in a multiple scattering theory. Elastic and inelastic nuclear interactions are sampled from ICRU 63 differential cross sections, thereby allowing for the computation of prompt gamma emission profiles. MCsquare has been benchmarked with the gate/geant4 Monte Carlo application for homogeneous and heterogeneous geometries. Comparisons with gate/geant4 for various geometries show deviations within 2%-1 mm. In spite of the limited memory bandwidth of the coprocessor simulation time is below 25 s for 10(7) primary 200 MeV protons in average soft tissues using all Xeon Phi and CPU resources embedded in a single desktop unit. MCsquare exploits the flexibility of CPU architectures to provide a multipurpose MC simulation tool. Optimized code enables the use of accurate MC calculation within a reasonable computation time, adequate for clinical practice. MCsquare also simulates prompt gamma emission and can thus be used also for in vivo range verification.

  15. 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.

  16. Monte Carlo 方法及其在统计物理中的应用%Monte Carlo Method and Its Application in Statistical Physics

    Institute of Scientific and Technical Information of China (English)

    申传胜

    2013-01-01

      近年来,计算机技术和互联网的快速发展,使得计算机模拟成为仿真实验、验证理论以及理解自然规律的一种有效研究手段。本文简要地总结了一种有效且成熟的计算机模拟方法 Monte Carlo(MC)方法的基本思想,以平衡体系和非平衡体系的两个代表模型:Potts 模型和钙振荡模型为例,介绍了 MC 和 kinetic MC(kMC)模拟的基本算法。此外,还介绍了上述两种 MC 方法的发展及应用,即粗粒化 MC 和粗粒化 kMC 模拟方法,并以常见的 Fortran 语言为例给出其计算机模拟程序。%Recently, with the rapid advances of the computer industry and the internet, computer simulation has been one of efficient methods to predict and understand the laws of nature.Monte Carlo (MC) method is one of those common simulation meth-ods and has attracted extensive attention.In the present paper, we briefly summarize the basic idea of the MC method, and intro-duce the primary algorithm of MC method and kinetic MC (kMC) method with Potts model and calcium dynamics as the examples of equilibrium and unequilibrium systems respectively.In addition, we also present the other two evolutionary MC methods, coarse-graining MC method and coarse -graining kMC method, and their computer programs.

  17. Cumulant expansion and analytic continuation in Monte Carlo simulation of classical Lennard-Jones clusters.

    Science.gov (United States)

    Kunikeev, Sharif D; Kim, Kwang S

    2012-11-01

    The Monte Carlo (MC) estimates of thermal averages are usually functions of system control parameters λ, such as temperature, volume, and interaction couplings. Given the MC average at a set of prescribed control parameters λ{0}, the problem of analytic continuation of the MC data to λ values in the neighborhood of λ{0} is considered in both classic and quantum domains. The key result is the theorem that links the differential properties of thermal averages to the higher order cumulants. The theorem and analytic continuation formulas expressed via higher order cumulants are numerically tested on the classical Lennard-Jones cluster system of N=13, 55, and 147 neon particles.

  18. 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.

  19. 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

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

    Science.gov (United States)

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

    2014-03-01

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

  1. 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.)

  2. 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. ...

  3. 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.

  4. 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...

  5. 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.

  6. 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.

  7. 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.

  8. 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.

  9. 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...

  10. 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...

  11. Time-quantifiable Monte Carlo method for simulating a magnetization-reversal process

    Science.gov (United States)

    Cheng, X. Z.; Jalil, M. B. A.; Lee, H. K.; Okabe, Y.

    2005-09-01

    We propose a time-quantifiable Monte Carlo (MC) method to simulate the thermally induced magnetization reversal for an isolated single domain particle system. The MC method involves the determination of density of states and the use of Master equation for time evolution. We derive an analytical factor to convert MC steps into real time intervals. Unlike a previous time-quantified MC method, our method is readily scalable to arbitrarily long time scales, and can be repeated for different temperatures with minimal computational effort. Based on the conversion factor, we are able to make a direct comparison between the results obtained from MC and Langevin dynamics methods and find excellent agreement between them. An analytical formula for the magnetization reversal time is also derived, which agrees very well with both numerical Langevin and time-quantified MC results, over a large temperature range and for parallel and oblique easy axis orientations.

  12. CAD-Based Monte Carlo Neutron Transport KSTAR Analysis for KSTAR

    Science.gov (United States)

    Seo, Geon Ho; Choi, Sung Hoon; Shim, Hyung Jin

    2017-09-01

    The Monte Carlo (MC) neutron transport analysis for a complex nuclear system such as fusion facility may require accurate modeling of its complicated geometry. In order to take advantage of modeling capability of the computer aided design (CAD) system for the MC neutronics analysis, the Seoul National University MC code, McCARD, has been augmented with a CAD-based geometry processing module by imbedding the OpenCASCADE CAD kernel. In the developed module, the CAD geometry data are internally converted to the constructive solid geometry model with help of the CAD kernel. An efficient cell-searching algorithm is devised for the void space treatment. The performance of the CAD-based McCARD calculations are tested for the Korea Superconducting Tokamak Advanced Research device by comparing with results of the conventional MC calculations using a text-based geometry input.

  13. Monte Carlo dose calculation in dental amalgam phantom.

    Science.gov (United States)

    Aziz, Mohd Zahri Abdul; Yusoff, A L; Osman, N D; Abdullah, R; Rabaie, N A; Salikin, M S

    2015-01-01

    It has become a great challenge in the modern radiation treatment to ensure the accuracy of treatment delivery in electron beam therapy. Tissue inhomogeneity has become one of the factors for accurate dose calculation, and this requires complex algorithm calculation like Monte Carlo (MC). On the other hand, computed tomography (CT) images used in treatment planning system need to be trustful as they are the input in radiotherapy treatment. However, with the presence of metal amalgam in treatment volume, the CT images input showed prominent streak artefact, thus, contributed sources of error. Hence, metal amalgam phantom often creates streak artifacts, which cause an error in the dose calculation. Thus, a streak artifact reduction technique was applied to correct the images, and as a result, better images were observed in terms of structure delineation and density assigning. Furthermore, the amalgam density data were corrected to provide amalgam voxel with accurate density value. As for the errors of dose uncertainties due to metal amalgam, they were reduced from 46% to as low as 2% at d80 (depth of the 80% dose beyond Zmax) using the presented strategies. Considering the number of vital and radiosensitive organs in the head and the neck regions, this correction strategy is suggested in reducing calculation uncertainties through MC calculation.

  14. Monte carlo dose calculation in dental amalgam phantom

    Directory of Open Access Journals (Sweden)

    Mohd Zahri Abdul Aziz

    2015-01-01

    Full Text Available It has become a great challenge in the modern radiation treatment to ensure the accuracy of treatment delivery in electron beam therapy. Tissue inhomogeneity has become one of the factors for accurate dose calculation, and this requires complex algorithm calculation like Monte Carlo (MC. On the other hand, computed tomography (CT images used in treatment planning system need to be trustful as they are the input in radiotherapy treatment. However, with the presence of metal amalgam in treatment volume, the CT images input showed prominent streak artefact, thus, contributed sources of error. Hence, metal amalgam phantom often creates streak artifacts, which cause an error in the dose calculation. Thus, a streak artifact reduction technique was applied to correct the images, and as a result, better images were observed in terms of structure delineation and density assigning. Furthermore, the amalgam density data were corrected to provide amalgam voxel with accurate density value. As for the errors of dose uncertainties due to metal amalgam, they were reduced from 46% to as low as 2% at d80 (depth of the 80% dose beyond Zmax using the presented strategies. Considering the number of vital and radiosensitive organs in the head and the neck regions, this correction strategy is suggested in reducing calculation uncertainties through MC calculation.

  15. Use of the GATE Monte Carlo package for dosimetry applications

    Energy Technology Data Exchange (ETDEWEB)

    Visvikis, D. [INSERM U650, LaTIM, University Hospital Medical School, F 29609 Brest (France)]. E-mail: Visvikis.Dimitris@univ-brest.fr; Bardies, M. [INSERM U601, CHU Nantes, F 44093 Nantes (France); Chiavassa, S. [INSERM U601, CHU Nantes, F 44093 Nantes (France); Danford, C. [Department of Medical Physics, MSKCC, New York (United States); Kirov, A. [Department of Medical Physics, MSKCC, New York (United States); Lamare, F. [INSERM U650, LaTIM, University Hospital Medical School, F 29609 Brest (France); Maigne, L. [Departement de Curietherapie-Radiotherapie, Centre Jean Perrin, F 63000 Clemont-Ferrand (France); Staelens, S. [UGent-ELIS, St-Pietersnieuwstraat, 41, B 9000 Gent (Belgium); Taschereau, R. [CRUMP Institute for Molecular Imaging, UCLA, Los Angeles (United States)

    2006-12-20

    One of the roles for Monte Carlo (MC) simulation studies is in the area of dosimetry. A number of different codes dedicated to dosimetry applications are available and widely used today, such as MCNP, EGSnrc and PTRAN. However, such codes do not easily facilitate the description of complicated 3D sources or emission tomography systems and associated data flow, which may be useful in different dosimetry application domains. Such problems can be overcome by the use of specific MC codes such as GATE (GEANT4 Application to Tomographic Emission), which is based on Geant4 libraries, providing a scripting interface with a number of advantages for the simulation of SPECT and PET systems. Despite this potential, its major disadvantage is in terms of efficiency involving long execution times for applications such as dosimetry. The strong points and disadvantages of GATE in comparison to other dosimetry specific codes are discussed and illustrated in terms of accuracy, efficiency and flexibility. A number of features, such as the use of voxelised and moving sources, as well as developments such as advanced visualization tools and the development of dose estimation maps allowing GATE to be used for dosimetry applications are presented. In addition, different examples from dosimetry applications with GATE are given. Finally, future directions with respect to the use of GATE for dosimetry applications are outlined.

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

    Science.gov (United States)

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

    2017-02-01

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

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

    Science.gov (United States)

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

    2004-12-01

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

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. 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.

  6. 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 ...

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. 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 ...

  12. 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...

  13. 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.

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. 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...

  1. 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.

  2. 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...

  3. 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.

  4. 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

  5. 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.

  6. 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.

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. 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.

  12. MCViNE -- An object oriented Monte Carlo neutron ray tracing simulation package

    CERN Document Server

    Lin, Jiao Y Y; Granroth, Garrett E; Abernathy, Douglas L; Lumsden, Mark D; Winn, Barry; Aczel, Adam A; Aivazis, Michael; Fultz, Brent

    2015-01-01

    MCViNE (Monte-Carlo VIrtual Neutron Experiment) is a versatile Monte Carlo (MC) neutron ray-tracing program that provides researchers with tools for performing computer modeling and simulations that mirror real neutron scattering experiments. By adopting modern software engineering practices such as using composite and visitor design patterns for representing and accessing neutron scatterers, and using recursive algorithms for multiple scattering, MCViNE is flexible enough to handle sophisticated neutron scattering problems including, for example, neutron detection by complex detector systems, and single and multiple scattering events in a variety of samples and sample environments. In addition, MCViNE can take advantage of simulation components in linear-chain-based MC ray tracing packages widely used in instrument design and optimization, as well as NumPy-based components that make prototypes useful and easy to develop. These developments have enabled us to carry out detailed simulations of neutron scatteri...

  13. 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.

  14. Vega library for processing DICOM data required in Monte Carlo verification of radiotherapy treatment plans

    CERN Document Server

    Locke, C

    2008-01-01

    Monte Carlo (MC) method provides the most accurate to-date dose calculations in heterogeneous media and complex geometries, and this spawns increasing interest in incorporating MC calculations to treatment planning quality assurance process. This process involves MC dose calculations for the treatment plans produced clinically. To perform these calculations a number of treatment plan parameters specifying radiation beam and patient geometries needs to be transferred to MC codes such as BEAMnrc and DOSXYZnrc. Extracting these parameters from DICOM files is not a trivial task that has previously been performed mostly using Matlab-based software. This paper describes DICOM tags that contain information required for MC modeling of conformal and IMRT plans, and reports development of an in-house DICOM interface through a library (named Vega) of platform-independent, object-oriented C++ codes. Vega library is small and succinct, offering just the fundamental functions for reading/modifying/writing DICOM files in a ...

  15. Automatic Monte-Carlo Tuning for Minimum Bias Events at the LHC

    CERN Document Server

    Kama, Sami; Kolanoski, Hermann

    The Large Hadron Collider near Geneva Switzerland will ultimately collide protons at a center-of-mass energy of $14\\tev$ and $40\\mhz$ bunch crossing rate with a luminosity of $\\lumi{10^{34}}$. At each bunch crossing about 20 soft proton-proton interactions are expected to happen. In order to study new phenomena and improve our current knowledge of the physics these events must be understood. However, the physics of soft interactions are not completely known at such high energies. Different phenomenological models, trying to explain these interactions, are implemented in several Monte-Carlo (MC) programs such as PYTHIA, PHOJET and EPOS. Some parameters in such MC programs can be tuned to improve the agreement with the data. In this thesis a new method for tuning the MC programs, based on Genetic Algorithms and distributed analysis techniques have been presented. This method represents the first and fully automated MC tuning technique that is based on true MC distributions. It ...

  16. Monte Carlo study of MLC fields for cobalt therapy machine

    Science.gov (United States)

    Ayyangar, Komanduri M.; Rani, Roopa A.; Kumar, Anil; Reddy, A. R.

    2014-01-01

    An automated Multi-Leaf Collimator (MLC) system has been developed as add-on for the cobalt-60 teletherapy machines available in India. The goal of the present computational study is to validate the MLC design using Monte Carlo (MC) modeling. The study was based on the Kirloskar-supplied Phoenix model machines that closely match the Atomic Energy of Canada Limited (AECL) theratron-80 machine. The MLC is a retrofit attachment to the collimator assembly, with 14 non-divergent leaf pairs of 40 mm thick, 7 mm wide, and 150 mm long tungsten alloy plates with rounded edges and 20 mm tongue and 2 mm groove in each leaf. In the present work, the source and collimator geometry has been investigated in detail to arrive at a model that best represents the measured dosimetric data. The authors have studied in detail the proto-I MLC built for cobalt-60. The MLC field sizes were MC simulated for 2 × 2 cm2 to 14 × 14 cm2 square fields as well as irregular fields, and the percent depth dose (PDD) and profile data were compared with ROPS† treatment planning system (TPS). In addition, measured profiles using the IMATRIXX system‡ were also compared with the MC simulations. The proto-I MLC can define radiation fields up to 14 × 14 cm2 within 3 mm accuracy. The maximum measured leakage through the leaf ends in closed condition was 3.4% and interleaf leakage observed was 7.3%. Good agreement between MC results, ROPS and IMATRIXX results has been observed. The investigation also supports the hypothesis that optical and radiation field coincidence exists for the square fields studied with the MLC. Plots of the percent depth dose (PDD) data and profile data for clinically significant irregular fields have also been presented. The MC model was also investigated to speed up the calculations to allow calculations of clinically relevant conformal beams. †Radiation Oncology Planning System (ROPS) is supplied by Tirumala Jyothi Computer Systems described at https

  17. 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

  18. 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.

  19. Monte Carlo Study of the Xy-Model on SIERPIŃSKI Carpet

    Science.gov (United States)

    Mitrović, Božidar; Przedborski, Michelle A.

    2014-09-01

    We have performed a Monte Carlo (MC) study of the classical XY-model on a Sierpiński carpet, which is a planar fractal structure with infinite order of ramification and fractal dimension 1.8928. We employed the Wolff cluster algorithm in our simulations and our results, in particular those for the susceptibility and the helicity modulus, indicate the absence of finite-temperature Berezinskii-Kosterlitz-Thouless (BKT) transition in this system.

  20. 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...

  1. 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.

  2. 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

  3. GPU-accelerated Monte Carlo simulation of particle coagulation based on the inverse method

    Science.gov (United States)

    Wei, J.; Kruis, F. E.

    2013-09-01

    Simulating particle coagulation using Monte Carlo methods is in general a challenging computational task due to its numerical complexity and the computing cost. Currently, the lowest computing costs are obtained when applying a graphic processing unit (GPU) originally developed for speeding up graphic processing in the consumer market. In this article we present an implementation of accelerating a Monte Carlo method based on the Inverse scheme for simulating particle coagulation on the GPU. The abundant data parallelism embedded within the Monte Carlo method is explained as it will allow an efficient parallelization of the MC code on the GPU. Furthermore, the computation accuracy of the MC on GPU was validated with a benchmark, a CPU-based discrete-sectional method. To evaluate the performance gains by using the GPU, the computing time on the GPU against its sequential counterpart on the CPU were compared. The measured speedups show that the GPU can accelerate the execution of the MC code by a factor 10-100, depending on the chosen particle number of simulation particles. The algorithm shows a linear dependence of computing time with the number of simulation particles, which is a remarkable result in view of the n2 dependence of the coagulation.

  4. The denoising of Monte Carlo dose distributions using convolution superposition calculations.

    Science.gov (United States)

    El Naqa, I; Cui, J; Lindsay, P; Olivera, G; Deasy, J O

    2007-09-07

    Monte Carlo (MC) dose calculations can be accurate but are also computationally intensive. In contrast, convolution superposition (CS) offers faster and smoother results but by making approximations. We investigated MC denoising techniques, which use available convolution superposition results and new noise filtering methods to guide and accelerate MC calculations. Two main approaches were developed to combine CS information with MC denoising. In the first approach, the denoising result is iteratively updated by adding the denoised residual difference between the result and the MC image. Multi-scale methods were used (wavelets or contourlets) for denoising the residual. The iterations are initialized by the CS data. In the second approach, we used a frequency splitting technique by quadrature filtering to combine low frequency components derived from MC simulations with high frequency components derived from CS components. The rationale is to take the scattering tails as well as dose levels in the high-dose region from the MC calculations, which presumably more accurately incorporates scatter; high-frequency details are taken from CS calculations. 3D Butterworth filters were used to design the quadrature filters. The methods were demonstrated using anonymized clinical lung and head and neck cases. The MC dose distributions were calculated by the open-source dose planning method MC code with varying noise levels. Our results indicate that the frequency-splitting technique for incorporating CS-guided MC denoising is promising in terms of computational efficiency and noise reduction.

  5. The denoising of Monte Carlo dose distributions using convolution superposition calculations

    Energy Technology Data Exchange (ETDEWEB)

    El Naqa, I [Department of Radiation Oncology, Washington University School of Medicine, St Louis, MO (United States); Cui, J [Department of Radiation Oncology, Washington University School of Medicine, St Louis, MO (United States); Lindsay, P [MD Anderson, Houston, TX (United States); Olivera, G [Tomotherapy Inc., Madison, WI (United States); Deasy, J O [Department of Radiation Oncology, Washington University School of Medicine, St Louis, MO (United States)

    2007-09-07

    Monte Carlo (MC) dose calculations can be accurate but are also computationally intensive. In contrast, convolution superposition (CS) offers faster and smoother results but by making approximations. We investigated MC denoising techniques, which use available convolution superposition results and new noise filtering methods to guide and accelerate MC calculations. Two main approaches were developed to combine CS information with MC denoising. In the first approach, the denoising result is iteratively updated by adding the denoised residual difference between the result and the MC image. Multi-scale methods were used (wavelets or contourlets) for denoising the residual. The iterations are initialized by the CS data. In the second approach, we used a frequency splitting technique by quadrature filtering to combine low frequency components derived from MC simulations with high frequency components derived from CS components. The rationale is to take the scattering tails as well as dose levels in the high-dose region from the MC calculations, which presumably more accurately incorporates scatter; high-frequency details are taken from CS calculations. 3D Butterworth filters were used to design the quadrature filters. The methods were demonstrated using anonymized clinical lung and head and neck cases. The MC dose distributions were calculated by the open-source dose planning method MC code with varying noise levels. Our results indicate that the frequency-splitting technique for incorporating CS-guided MC denoising is promising in terms of computational efficiency and noise reduction. (note)

  6. NOTE: The denoising of Monte Carlo dose distributions using convolution superposition calculations

    Science.gov (United States)

    El Naqa, I.; Cui, J.; Lindsay, P.; Olivera, G.; Deasy, J. O.

    2007-09-01

    Monte Carlo (MC) dose calculations can be accurate but are also computationally intensive. In contrast, convolution superposition (CS) offers faster and smoother results but by making approximations. We investigated MC denoising techniques, which use available convolution superposition results and new noise filtering methods to guide and accelerate MC calculations. Two main approaches were developed to combine CS information with MC denoising. In the first approach, the denoising result is iteratively updated by adding the denoised residual difference between the result and the MC image. Multi-scale methods were used (wavelets or contourlets) for denoising the residual. The iterations are initialized by the CS data. In the second approach, we used a frequency splitting technique by quadrature filtering to combine low frequency components derived from MC simulations with high frequency components derived from CS components. The rationale is to take the scattering tails as well as dose levels in the high-dose region from the MC calculations, which presumably more accurately incorporates scatter; high-frequency details are taken from CS calculations. 3D Butterworth filters were used to design the quadrature filters. The methods were demonstrated using anonymized clinical lung and head and neck cases. The MC dose distributions were calculated by the open-source dose planning method MC code with varying noise levels. Our results indicate that the frequency-splitting technique for incorporating CS-guided MC denoising is promising in terms of computational efficiency and noise reduction.

  7. Monte Carlo modeling of ultrasound probes for image guided radiotherapy

    Energy Technology Data Exchange (ETDEWEB)

    Bazalova-Carter, Magdalena, E-mail: bazalova@uvic.ca [Department of Radiation Oncology, Stanford University, Stanford, California 94305 and Department of Physics and Astronomy, University of Victoria, Victoria, British Columbia V8W 2Y2 (Canada); Schlosser, Jeffrey [SoniTrack Systems, Inc., Palo Alto, California 94304 (United States); Chen, Josephine [Department of Radiation Oncology, UCSF, San Francisco, California 94143 (United States); Hristov, Dimitre [Department of Radiation Oncology, Stanford University, Stanford, California 94305 (United States)

    2015-10-15

    Purpose: To build Monte Carlo (MC) models of two ultrasound (US) probes and to quantify the effect of beam attenuation due to the US probes for radiation therapy delivered under real-time US image guidance. Methods: MC models of two Philips US probes, an X6-1 matrix-array transducer and a C5-2 curved-array transducer, were built based on their megavoltage (MV) CT images acquired in a Tomotherapy machine with a 3.5 MV beam in the EGSnrc, BEAMnrc, and DOSXYZnrc codes. Mass densities in the probes were assigned based on an electron density calibration phantom consisting of cylinders with mass densities between 0.2 and 8.0 g/cm{sup 3}. Beam attenuation due to the US probes in horizontal (for both probes) and vertical (for the X6-1 probe) orientation was measured in a solid water phantom for 6 and 15 MV (15 × 15) cm{sup 2} beams with a 2D ionization chamber array and radiographic films at 5 cm depth. The MC models of the US probes were validated by comparison of the measured dose distributions and dose distributions predicted by MC. Attenuation of depth dose in the (15 × 15) cm{sup 2} beams and small circular beams due to the presence of the probes was assessed by means of MC simulations. Results: The 3.5 MV CT number to mass density calibration curve was found to be linear with R{sup 2} > 0.99. The maximum mass densities in the X6-1 and C5-2 probes were found to be 4.8 and 5.2 g/cm{sup 3}, respectively. Dose profile differences between MC simulations and measurements of less than 3% for US probes in horizontal orientation were found, with the exception of the penumbra region. The largest 6% dose difference was observed in dose profiles of the X6-1 probe placed in vertical orientation, which was attributed to inadequate modeling of the probe cable. Gamma analysis of the simulated and measured doses showed that over 96% of measurement points passed the 3%/3 mm criteria for both probes placed in horizontal orientation and for the X6-1 probe in vertical orientation. The

  8. Exchange interactions and Tc in rhenium-doped silicon: DFT, DFT + U and Monte Carlo calculations.

    Science.gov (United States)

    Wierzbowska, Małgorzata

    2012-03-28

    Interactions between rhenium impurities in silicon are investigated by means of the density functional theory (DFT) and the DFT + U scheme. All couplings between impurities are ferromagnetic except the Re-Re dimers which in the DFT method are nonmagnetic, due to the formation of the chemical bond supported by substantial relaxation of the geometry. The critical temperature is calculated by means of classical Monte Carlo (MC) simulations with the Heisenberg Hamiltonian. The uniform ferromagnetic phase is obtained with the DFT exchange interactions at room temperature for the impurities concentration of 7%. With the DFT + U exchange interactions, the ferromagnetic clusters form above room temperature in MC samples containing only 3% Re.

  9. Monte Carlo simulations of Photospheric emission in relativistic outflows

    CERN Document Server

    Bhattacharya, Mukul; Santana, Rodolfo; Kumar, Pawan

    2016-01-01

    We study the spectra of photospheric emission from highly relativistic gamma-ray burst outflows using a Monte Carlo (MC) code. We consider the Comptonization of photons with a fast cooled synchrotron spectrum in a relativistic jet with photon to electron number ratio $N_{\\gamma}/N_e = 10^5$. For all our simulations, we use mono-energetic protons which interact with thermalised electrons through the Coulomb interaction. The photons, electrons and protons are cooled adiabatically as the jet expands outwards. We find that the initial energy distribution of the protons and electrons do not have any appreciable effect on the photon peak energy and the power-law spectrum above the peak energy. We also find that the Coulomb interaction between the electrons and the protons does not affect the output photon spectrum significantly as the energy of the electrons is elevated only marginally. The peak energy and the spectral indices for the low and high energy power-law tails of the photon spectrum remain practically unc...

  10. Forward Monte Carlo Computations of Polarized Microwave Radiation

    Science.gov (United States)

    Battaglia, A.; Kummerow, C.

    2000-01-01

    Microwave radiative transfer computations continue to acquire greater importance as the emphasis in remote sensing shifts towards the understanding of microphysical properties of clouds and with these to better understand the non linear relation between rainfall rates and satellite-observed radiance. A first step toward realistic radiative simulations has been the introduction of techniques capable of treating 3-dimensional geometry being generated by ever more sophisticated cloud resolving models. To date, a series of numerical codes have been developed to treat spherical and randomly oriented axisymmetric particles. Backward and backward-forward Monte Carlo methods are, indeed, efficient in this field. These methods, however, cannot deal properly with oriented particles, which seem to play an important role in polarization signatures over stratiform precipitation. Moreover, beyond the polarization channel, the next generation of fully polarimetric radiometers challenges us to better understand the behavior of the last two Stokes parameters as well. In order to solve the vector radiative transfer equation, one-dimensional numerical models have been developed, These codes, unfortunately, consider the atmosphere as horizontally homogeneous with horizontally infinite plane parallel layers. The next development step for microwave radiative transfer codes must be fully polarized 3-D methods. Recently a 3-D polarized radiative transfer model based on the discrete ordinate method was presented. A forward MC code was developed that treats oriented nonspherical hydrometeors, but only for plane-parallel situations.

  11. Evaluation of Monte Carlo tools for high energy atmospheric physics

    Science.gov (United States)

    Rutjes, Casper; Sarria, David; Broberg Skeltved, Alexander; Luque, Alejandro; Diniz, Gabriel; Østgaard, Nikolai; Ebert, Ute

    2016-11-01

    The emerging field of high energy atmospheric physics (HEAP) includes terrestrial gamma-ray flashes, electron-positron beams and gamma-ray glows from thunderstorms. Similar emissions of high energy particles occur in pulsed high voltage discharges. Understanding these phenomena requires appropriate models for the interaction of electrons, positrons and photons of up to 40 MeV energy with atmospheric air. In this paper, we benchmark the performance of the Monte Carlo codes Geant4, EGS5 and FLUKA developed in other fields of physics and of the custom-made codes GRRR and MC-PEPTITA against each other within the parameter regime relevant for high energy atmospheric physics. We focus on basic tests, namely on the evolution of monoenergetic and directed beams of electrons, positrons and photons with kinetic energies between 100 keV and 40 MeV through homogeneous air in the absence of electric and magnetic fields, using a low energy cutoff of 50 keV. We discuss important differences between the results of the different codes and provide plausible explanations. We also test the computational performance of the codes. The Supplement contains all results, providing a first benchmark for present and future custom-made codes that are more flexible in including electrodynamic interactions.

  12. The Monte Carlo code MCSHAPE: Main features and recent developments

    Energy Technology Data Exchange (ETDEWEB)

    Scot, Viviana, E-mail: viviana.scot@unibo.it; Fernandez, Jorge E.

    2015-06-01

    MCSHAPE is a general purpose Monte Carlo code developed at the University of Bologna to simulate the diffusion of X- and gamma-ray photons with the special feature of describing the full evolution of the photon polarization state along the interactions with the target. The prevailing photon–matter interactions in the energy range 1–1000 keV, Compton and Rayleigh scattering and photoelectric effect, are considered. All the parameters that characterize the photon transport can be suitably defined: (i) the source intensity, (ii) its full polarization state as a function of energy, (iii) the number of collisions, and (iv) the energy interval and resolution of the simulation. It is possible to visualize the results for selected groups of interactions. MCSHAPE simulates the propagation in heterogeneous media of polarized photons (from synchrotron sources) or of partially polarized sources (from X-ray tubes). In this paper, the main features of MCSHAPE are illustrated with some examples and a comparison with experimental data. - Highlights: • MCSHAPE is an MC code for the simulation of the diffusion of photons in the matter. • It includes the proper description of the evolution of the photon polarization state. • The polarization state is described by means of the Stokes vector, I, Q, U, V. • MCSHAPE includes the computation of the detector influence in the measured spectrum. • MCSHAPE features are illustrated with examples and comparison with experiments.

  13. Monte Carlo simulations of the SANS instrument in Petten

    Energy Technology Data Exchange (ETDEWEB)

    Uca, O. [European Commission, Joint Research Centre, Institute for Energy, Westerduinweg 3, 1755 LE, Petten (Netherlands)], E-mail: oktay.uca@jrc.nl; Ohms, C. [European Commission, Joint Research Centre, Institute for Energy, Westerduinweg 3, 1755 LE, Petten (Netherlands)], E-mail: carsten.ohms@jrc.nl

    2008-11-30

    The small-angle neutron-scattering facility at the 45 MW high-flux reactor in Petten, The Netherlands, was constructed in the late 1980s. It has a q-range of 5x10{sup -3} to 0.4 A{sup -1}, operating at a fixed wavelength of 4.75 A, which is realized by six pairs of double pyrolytic graphite monochromators. In this paper, we study the flux gain for the instrument installed at a neutron guide by Monte Carlo simulations using the program packages McStas [L. Lefmann, K. Nielsen, Neutron News 10 (1999) 320; P. Willendrup, E. Farhi and K. Lefmann, Physica B 350 (2004) 735] and Vitess [G. Zsigmond et al., Nucl. Instrum. Methods A 529 (2004) 218; (http://www.hmi.de/projects/ess/vitess/)]. In doing so, the instrument is relocated from its current position to the HB10 radial beam tube, the double monochromator is replaced by a velocity selector and neutron guides are used for transporting the neutrons.

  14. Monte Carlo simulations of the SANS instrument in Petten

    Science.gov (United States)

    Uca, O.; Ohms, C.

    2008-11-01

    The small-angle neutron-scattering facility at the 45 MW high-flux reactor in Petten, The Netherlands, was constructed in the late 1980s. It has a q-range of 5×10 -3 to 0.4 Å -1, operating at a fixed wavelength of 4.75 Å, which is realized by six pairs of double pyrolytic graphite monochromators. In this paper, we study the flux gain for the instrument installed at a neutron guide by Monte Carlo simulations using the program packages McStas [L. Lefmann, K. Nielsen, Neutron News 10 (1999) 320; P. Willendrup, E. Farhi and K. Lefmann, Physica B 350 (2004) 735] and Vitess [G. Zsigmond et al., Nucl. Instrum. Methods A 529 (2004) 218; http://www.hmi.de/projects/ess/vitess/]. In doing so, the instrument is relocated from its current position to the HB10 radial beam tube, the double monochromator is replaced by a velocity selector and neutron guides are used for transporting the neutrons.

  15. Monte Carlo simulation of gamma ray tomography for image reconstruction

    Energy Technology Data Exchange (ETDEWEB)

    Guedes, Karlos A.N.; Moura, Alex; Dantas, Carlos; Melo, Silvio; Lima, Emerson, E-mail: karlosguedes@hotmail.com [Universidade Federal de Pernambuco (UFPE), Recife, PE (Brazil); Meric, Ilker [University of Bergen (Norway)

    2015-07-01

    The Monte Carlo simulations of known density and shape object was validate with Gamma Ray Tomography in static experiments. An aluminum half-moon piece placed inside a steel pipe was the MC simulation test object that was also measured by means of gamma ray transmission. Wall effect of the steel pipe due to irradiation geometry in a single pair source-detector tomography was evaluated by comparison with theoretical data. MCNPX code requires a defined geometry to each photon trajectory which practically prevents this usage for tomography reconstruction simulation. The solution was found by writing a program in Delphi language to create input files automation code. Simulations of tomography data by automated MNCPX code were carried out and validated by experimental data. Working in this sequence the produced data needed a databank to be stored. Experimental setup used a Cesium-137 isotopic radioactive source (7.4 × 109 Bq), and NaI(Tl) scintillation detector of (51 × 51) × 10−3 m crystal size coupled to a multichannel analyzer. A stainless steel tubes of 0,154 m internal diameter, 0.014 m thickness wall. The results show that the MCNPX simulation code adapted to automated input file is useful for generating a matrix data M(θ,t), of a computerized gamma ray tomography for any known density and regular shape object. Experimental validation used RMSE from gamma ray paths and from attenuation coefficient data. (author)

  16. Shielding evaluation of neutron generator hall by Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

    Pujala, U.; Selvakumaran, T.S.; Baskaran, R.; Venkatraman, B. [Radiological Safety Division, Indira Gandhi Center for Atomic Research, Kalpakkam (India); Thilagam, L.; Mohapatra, D.K., E-mail: swathythila2@yahoo.com [Safety Research Institute, Atomic Energy Regulatory Board, Kalpakkam (India)

    2017-04-01

    A shielded hall was constructed for accommodating a D-D, D-T or D-Be based pulsed neutron generator (NG) with 4π yield of 10{sup 9} n/s. The neutron shield design of the facility was optimized using NCRP-51 methodology such that the total dose rates outside the hall areas are well below the regulatory limit for full occupancy criterion (1 μSv/h). However, the total dose rates at roof top, cooling room trench exit and labyrinth exit were found to be above this limit for the optimized design. Hence, additional neutron shielding arrangements were proposed for cooling room trench and labyrinth exits. The roof top was made inaccessible. The present study is an attempt to evaluate the neutron and associated capture gamma transport through the bulk shields for the complete geometry and materials of the NG-Hall using Monte Carlo (MC) codes MCNP and FLUKA. The neutron source terms of D-D, D-T and D-Be reactions are considered in the simulations. The effect of additional shielding proposed has been demonstrated through the simulations carried out with the consideration of the additional shielding for D-Be neutron source term. The results MC simulations using two different codes are found to be consistent with each other for neutron dose rate estimates. However, deviation up to 28% is noted between these two codes at few locations for capture gamma dose rate estimates. Overall, the dose rates estimated by MC simulations including additional shields shows that all the locations surrounding the hall satisfy the full occupancy criteria for all three types of sources. Additionally, the dose rates due to direct transmission of primary neutrons estimated by FLUKA are compared with the values calculated using the formula given in NCRP-51 which shows deviations up to 50% with each other. The details of MC simulations and NCRP-51 methodology for the estimation of primary neutron dose rate along with the results are presented in this paper. (author)

  17. Treatment plan evaluation for interstitial photodynamic therapy in a mouse model by Monte Carlo simulation with FullMonte

    Science.gov (United States)

    Cassidy, Jeffrey; Betz, Vaughn; Lilge, Lothar

    2015-02-01

    Monte Carlo (MC) simulation is recognized as the “gold standard” for biophotonic simulation, capturing all relevant physics and material properties at the perceived cost of high computing demands. Tetrahedral-mesh-based MC simulations particularly are attractive due to the ability to refine the mesh at will to conform to complicated geometries or user-defined resolution requirements. Since no approximations of material or light-source properties are required, MC methods are applicable to the broadest set of biophotonic simulation problems. MC methods also have other implementation features including inherent parallelism, and permit a continuously-variable quality-runtime tradeoff. We demonstrate here a complete MC-based prospective fluence dose evaluation system for interstitial PDT to generate dose-volume histograms on a tetrahedral mesh geometry description. To our knowledge, this is the first such system for general interstitial photodynamic therapy employing MC methods and is therefore applicable to a very broad cross-section of anatomy and material properties. We demonstrate that evaluation of dose-volume histograms is an effective variance-reduction scheme in its own right which greatly reduces the number of packets required and hence runtime required to achieve acceptable result confidence. We conclude that MC methods are feasible for general PDT treatment evaluation and planning, and considerably less costly than widely believed.

  18. Monte Carlo simulations of single and coupled synthetic molecular motors.

    Science.gov (United States)

    Chen, C-M; Zuckermann, M

    2012-11-01

    We use a minimal model to study the processive motion of coupled synthetic molecular motors along a DNA track and we present data from Monte Carlo (MC) computer simulations based on this model. The model was originally proposed by Bromley et al. [HFSP J. 3, 204 (2009)] for studying the properties of a synthetic protein motor, the "Tumbleweed" (TW), and involves rigid Y-shaped motors diffusively rotating along the track while controlled by a series of periodically injected ligand pulses into the solution. The advantage of the model is that it mimics the mechanical properties of the TW motor in detail. Both the average first passage time which measures the diffusive motion of the motors, and the average dwell time on the track which measures their processivity are investigated by varying the parameters of the model. The latter includes ligand concentration and the range and strength of the binding interaction between motors and the track. In particular, it is of experimental interest to study the dependence of these dynamic time scales of the motors on the ligand concentration. Single rigid TW motors were first studied since no previous MC simulations of these motors have been performed. We first studied single motors for which we found a logarithmic decrease of the average first passage time and a logarithmic increase of the average dwell time with increasing ligand concentration. For two coupled motors, the dependence on ligand concentration is still logarithmic for the average first passage time but becomes linear for the average dwell time. This suggests a much greater stability in the processive motion of coupled motors as compared to single motors in the limit of large ligand concentration. By increasing the number of coupled motors, m, it was found that the average first passage time of the coupled motors only increases slowly with m while the average dwell time increases exponentially with m. Thus the stability of coupled motors on the track can be

  19. Review of Monte Carlo simulations for backgrounds from radioactivity

    Science.gov (United States)

    Selvi, Marco

    2013-08-01

    For all experiments dealing with the rare event searches (neutrino, dark matter, neutrino-less double-beta decay), the reduction of the radioactive background is one of the most important and difficult tasks. There are basically two types of background, electron recoils and nuclear recoils. The electron recoil background is mostly from the gamma rays through the radioactive decay. The nuclear recoil background is from neutrons from spontaneous fission, (α, n) reactions and muoninduced interactions (spallations, photo-nuclear and hadronic interaction). The external gammas and neutrons from the muons and laboratory environment, can be reduced by operating the detector at deep underground laboratories and by placing active or passive shield materials around the detector. The radioactivity of the detector materials also contributes to the background; in order to reduce it a careful screening campaign is mandatory to select highly radio-pure materials. In this review I present the status of current Monte Carlo simulations aimed to estimate and reproduce the background induced by gamma and neutron radioactivity of the materials and the shield of rare event search experiment. For the electromagnetic background a good level of agreement between the data and the MC simulation has been reached by the XENON100 and EDELWEISS experiments, using the GEANT4 toolkit. For the neutron background, a comparison between the yield of neutrons from spontaneous fission and (α, n) obtained with two dedicated softwares, SOURCES-4A and the one developed by Mei-Zhang-Hime, show a good overall agreement, with total yields within a factor 2 difference. The energy spectra from SOURCES-4A are in general smoother, while those from MZH presents sharp peaks. The neutron propagation through various materials has been studied with two MC codes, GEANT4 and MCNPX, showing a reasonably good agreement, inside 50% discrepancy.

  20. 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

  1. Derivation of a Monte Carlo method for modeling heterodyne detection in optical coherence tomography systems

    DEFF Research Database (Denmark)

    Tycho, Andreas; Jørgensen, Thomas Martini; Andersen, Peter E.

    2002-01-01

    A Monte Carlo (MC) method for modeling optical coherence tomography (OCT) measurements of a diffusely reflecting discontinuity emb edded in a scattering medium is presented. For the first time to the authors' knowledge it is shown analytically that the applicability of an MC approach to this opti......A Monte Carlo (MC) method for modeling optical coherence tomography (OCT) measurements of a diffusely reflecting discontinuity emb edded in a scattering medium is presented. For the first time to the authors' knowledge it is shown analytically that the applicability of an MC approach...... to this optical geometry is firmly justified, because, as we show, in the conjugate image plane the field reflected from the sample is delta-correlated from which it follows that the heterodyne signal is calculated from the intensity distribution only. This is not a trivial result because, in general, the light...... focused beam, and it is shown that in free space the full three-dimensional intensity distribution of a Gaussian beam is obtained. The OCT signal and the intensity distribution in a scattering medium have been obtained for several geometries with the suggested MC method; when this model and a recently...

  2. Evaluation of a Monte Carlo calculation algorithm for clinical use extracranial stereotactic radiotherapy (SBRT); Evaluacion de un algoritmo de calculo Monte Carlo de uso clinico para radioterapia esterotaxica extracraneal (SBRT)

    Energy Technology Data Exchange (ETDEWEB)

    Zuca Aparicio, D.; Perez Moreno, J. M.; Fernandez Leton, P.; Garcia Ruiz-Zorrila, J.; Minambres Moro, A.

    2013-07-01

    At present it is not common to find commercial planning systems that incorporate dose calculation algorithms to do based on Monte Carlo [1,2] photons This paper summarizes the process followed in the evaluation of a dose calculation algorithm for MC beams of 6 MV photons from an accelerator dedicated to radiosurgery (SRS), cranial stereotactic radiotherapy (SRT) and extracranial (SBRT). (Author)

  3. CARMEN: a system Monte Carlo based on linear programming from direct openings; CARMEN: Un sistema de planficiacion Monte Carlo basado en programacion lineal a partir de aberturas directas

    Energy Technology Data Exchange (ETDEWEB)

    Ureba, A.; Pereira-Barbeiro, A. R.; Jimenez-Ortega, E.; Baeza, J. A.; Salguero, F. J.; Leal, A.

    2013-07-01

    The use of Monte Carlo (MC) has shown an improvement in the accuracy of the calculation of the dose compared to other analytics algorithms installed on the systems of business planning, especially in the case of non-standard situations typical of complex techniques such as IMRT and VMAT. Our treatment planning system called CARMEN, is based on the complete simulation, both the beam transport in the head of the accelerator and the patient, and simulation designed for efficient operation in terms of the accuracy of the estimate and the required computation times. (Author)

  4. 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...

  5. 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.

  6. 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 ...

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. 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.

  12. 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...

  13. 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.

  14. 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.

  15. 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.

  16. 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...

  17. 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.

  18. 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 ...

  19. 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.

  20. 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...

  1. Monte Carlo simulation of photon migration in a cloud computing environment with MapReduce.

    Science.gov (United States)

    Pratx, Guillem; Xing, Lei

    2011-12-01

    Monte Carlo simulation is considered the most reliable method for modeling photon migration in heterogeneous media. However, its widespread use is hindered by the high computational cost. The purpose of this work is to report on our implementation of a simple MapReduce method for performing fault-tolerant Monte Carlo computations in a massively-parallel cloud computing environment. We ported the MC321 Monte Carlo package to Hadoop, an open-source MapReduce framework. In this implementation, Map tasks compute photon histories in parallel while a Reduce task scores photon absorption. The distributed implementation was evaluated on a commercial compute cloud. The simulation time was found to be linearly dependent on the number of photons and inversely proportional to the number of nodes. For a cluster size of 240 nodes, the simulation of 100 billion photon histories took 22 min, a 1258 × speed-up compared to the single-threaded Monte Carlo program. The overall computational throughput was 85,178 photon histories per node per second, with a latency of 100 s. The distributed simulation produced the same output as the original implementation and was resilient to hardware failure: the correctness of the simulation was unaffected by the shutdown of 50% of the nodes.

  2. Calibration of the Top-Quark Monte Carlo Mass.

    Science.gov (United States)

    Kieseler, Jan; Lipka, Katerina; Moch, Sven-Olaf

    2016-04-22

    We present a method to establish, experimentally, the relation between the top-quark mass m_{t}^{MC} as implemented in Monte Carlo generators and the Lagrangian mass parameter m_{t} in a theoretically well-defined renormalization scheme. We propose a simultaneous fit of m_{t}^{MC} and an observable sensitive to m_{t}, which does not rely on any prior assumptions about the relation between m_{t} and m_{t}^{MC}. The measured observable is independent of m_{t}^{MC} and can be used subsequently for a determination of m_{t}. The analysis strategy is illustrated with examples for the extraction of m_{t} from inclusive and differential cross sections for hadroproduction of top quarks.

  3. Top Quark Mass Calibration for Monte Carlo Event Generators.

    Science.gov (United States)

    Butenschoen, Mathias; Dehnadi, Bahman; Hoang, André H; Mateu, Vicent; Preisser, Moritz; Stewart, Iain W

    2016-12-02

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

  4. The FLUKA code for application of Monte Carlo methods to promote high precision ion beam therapy

    CERN Document Server

    Parodi, K; Cerutti, F; Ferrari, A; Mairani, A; Paganetti, H; Sommerer, F

    2010-01-01

    Monte Carlo (MC) methods are increasingly being utilized to support several aspects of commissioning and clinical operation of ion beam therapy facilities. In this contribution two emerging areas of MC applications are outlined. The value of MC modeling to promote accurate treatment planning is addressed via examples of application of the FLUKA code to proton and carbon ion therapy at the Heidelberg Ion Beam Therapy Center in Heidelberg, Germany, and at the Proton Therapy Center of Massachusetts General Hospital (MGH) Boston, USA. These include generation of basic data for input into the treatment planning system (TPS) and validation of the TPS analytical pencil-beam dose computations. Moreover, we review the implementation of PET/CT (Positron-Emission-Tomography / Computed- Tomography) imaging for in-vivo verification of proton therapy at MGH. Here, MC is used to calculate irradiation-induced positron-emitter production in tissue for comparison with the +-activity measurement in order to infer indirect infor...

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

    Science.gov (United States)

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

    2007-07-01

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

  6. Quantum Monte Carlo for electronic structure: Recent developments and applications

    Energy Technology Data Exchange (ETDEWEB)

    Rodriquez, Maria Milagos Soto [Lawrence Berkeley Lab. and Univ. of California, Berkeley, CA (United States). Dept. of Chemistry

    1995-04-01

    Quantum Monte Carlo (QMC) methods have been found to give excellent results when applied to chemical systems. The main goal of the present work is to use QMC to perform electronic structure calculations. In QMC, a Monte Carlo simulation is used to solve the Schroedinger equation, taking advantage of its analogy to a classical diffusion process with branching. In the present work the author focuses on how to extend the usefulness of QMC to more meaningful molecular systems. This study is aimed at questions concerning polyatomic and large atomic number systems. The accuracy of the solution obtained is determined by the accuracy of the trial wave function`s nodal structure. Efforts in the group have given great emphasis to finding optimized wave functions for the QMC calculations. Little work had been done by systematically looking at a family of systems to see how the best wave functions evolve with system size. In this work the author presents a study of trial wave functions for C, CH, C2H and C2H2. The goal is to study how to build wave functions for larger systems by accumulating knowledge from the wave functions of its fragments as well as gaining some knowledge on the usefulness of multi-reference wave functions. In a MC calculation of a heavy atom, for reasonable time steps most moves for core electrons are rejected. For this reason true equilibration is rarely achieved. A method proposed by Batrouni and Reynolds modifies the way the simulation is performed without altering the final steady-state solution. It introduces an acceleration matrix chosen so that all coordinates (i.e., of core and valence electrons) propagate at comparable speeds. A study of the results obtained using their proposed matrix suggests that it may not be the optimum choice. In this work the author has found that the desired mixing of coordinates between core and valence electrons is not achieved when using this matrix. A bibliography of 175 references is

  7. 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.

  8. 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)

  9. 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.

  10. 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.

  11. 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...

  12. 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.

  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. Conditional Monte Carlo sampling to find branching architectures of polymers from radical polymerizations with transfer to polymer and recombination termination

    NARCIS (Netherlands)

    Iedema, P.D.; Wulkow, M.; Hoefsloot, H.C.J.

    2007-01-01

    A model is developed that predicts branching architectures of polymers from radical polymerization with transfer to polymer and termination by disproportionation and recombination, in a continuously stirred tank reactor (CSTR). It is a so-called conditional Monte Carlo (MC) method generating archite

  6. Episcleral eye plaque dosimetry comparison for the Eye Physics EP917 using Plaque Simulator and Monte Carlo simulation

    National Research Council Canada - National Science Library

    Zimmermann, Leonard W; Amoush, Ahmad; Wilkinson, Douglas A

    2015-01-01

    ... for an Eye Physics model EP917 eye plaque. Monte Carlo (MC) simulation using MCNPX 2.7 was used to calculate the central axis dose in water for an EP917 eye plaque fully loaded with 17 IsoAid Advantage (125)I seeds...

  7. Episcleral eye plaque dosimetry comparison for the Eye Physics EP917 using Plaque Simulator and Monte Carlo simulation

    National Research Council Canada - National Science Library

    Zimmermann, Leonard W; Amoush, Ahmad; Wilkinson, Douglas A

    2015-01-01

    ... for an Eye Physics model EP917 eye plaque. Monte Carlo (MC) simulation using MCNPX 2.7 was used to calculate the central axis dose in water for an EP917 eye plaque fully loaded with 17 IsoAid Advantage   125 I seeds...

  8. Herwig++ Monte Carlo At Next-To-Leading Order for e+e- annihilation and lepton pair production

    CERN Document Server

    Latunde-Dada, Oluseyi

    2007-01-01

    This paper describes the MC@NLO method for matching next-to-leading order (NLO) perturbative QCD with the parton shower and hadronization model of the Monte Carlo (MC) event generator tt Herwig++, for e+e- annihilation and Drell-Yan lepton pair production. Details of the event generation method as well as spin, flavour, momentum and colour assignments are presented. We obtain predictions for various distributions which arecompared with experimental data.

  9. Herwig++ Monte Carlo At Next-To-Leading Order for e+e- annihilation and lepton pair production.

    OpenAIRE

    Latunde-Dada, Oluseyi

    2007-01-01

    This paper describes the MC@NLO method for matching next-to-leading order (NLO) perturbative QCD with the parton shower and hadronization model of the Monte Carlo (MC) event generator tt Herwig++, for e+e- annihilation and Drell-Yan lepton pair production. Details of the event generation method as well as spin, flavour, momentum and colour assignments are presented. We obtain predictions for various distributions which arecompared with experimental data.

  10. 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.)

  11. 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.)

  12. Voxel classification methodology for rapid Monte Carlo simulation of light propagation in complex media

    Institute of Scientific and Technical Information of China (English)

    Nunu Ren; Heng Zhao; Shouping Zhu; Xiaochao Qu; Hongliang Liu; Zhenhua Hu; Jimin Liang; Jie Tian

    2011-01-01

    @@ Monte Carlo (MC) method is a statistical method for simulating photon propagation in media in the optical molecular imaging field.However, obtaining an accurate result using the method is quite time-consuming,especially because the boundary of the media is complex.A voxel classification method is proposed to reduce the computation cost.All the voxels generated by dividing the media are classified into three types (outside, boundary, and inside) according to the position of the voxel.The classified information is used to determine the relative position of the photon and the intersection between photon path and media boundary in the MC method.The influencing factor8 and effectiveness of the proposed method are analyzed and validated by simulation experiments.%Monte Carlo (MC) method is a statistical method for simulating photon propagation in media in the optical molecular imaging field. However, obtaining an accurate result using the method is quite time-consuming,especially because the boundary of the media is complex. A voxel classification method is proposed to reduce the computation cost. All the voxels generated by dividing the media are classified into three types (outside, boundary, and inside) according to the position of the voxel. The classified information is used to determine the relative position of the photon and the intersection between photon path and media boundary in the MC method. The influencing factors and effectiveness of the proposed method are analyzed and validated by simulation experiments.

  13. Combining cellular automata and Monte Carlo algorithm to simulate three-dimensional grain growth

    Institute of Scientific and Technical Information of China (English)

    WANG Wei; CHEN Ju-hua; GUO Pei-quan; ZHAO Ping

    2006-01-01

    A 3-D simulation of grain growth was conducted by utilizing cellular automata (CA) and Monte Carlo (MC) algorithm. In the simulating procedure, the three-dimensional space is divided into a large number of 2-D isometric planes. Then, each of the planes is divided into identical square cells. Finally, the cellular automata and Monte Carlo algorithm are combined together to simulate the grain growth. Through an evolutionary simulation, the recrystallized microstructure, the grain growth rate and the grain size distribution are acceptably predicted. The simulation routine can be used to simulate the real physical-metallurgy processes and to predict quantitative dynamic information of the evolution of microstructure. Further more, the method is also useful for optimization of materials properties by controlling the microstructure evolution.

  14. Auxiliary-Field Quantum Monte Carlo Simulations of Strongly-Correlated Molecules and Solids

    Energy Technology Data Exchange (ETDEWEB)

    Chang, C. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Morales, M. A. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

    2016-11-10

    We propose a method of implementing projected wave functions for second-quantized auxiliary- field quantum Monte Carlo (AFQMC) techniques. The method is based on expressing the two-body projector as one-body terms coupled to binary Ising fields. To benchmark the method, we choose to study the two-dimensional (2D) one-band Hubbard model with repulsive interactions using the constrained-path MC (CPMC). The CPMC uses a trial wave function to guide the random walks so that the so-called fermion sign problem can be eliminated. The trial wave function also serves as the importance function in Monte Carlo sampling. AS such, the quality of the trial wave function has a direct impact to the efficiency and accuracy of the simulations.

  15. Improving the efficiency of Monte Carlo simulations of systems that undergo temperature-driven phase transitions

    Science.gov (United States)

    Velazquez, L.; Castro-Palacio, J. C.

    2013-07-01

    Recently, Velazquez and Curilef proposed a methodology to extend Monte Carlo algorithms based on a canonical ensemble which aims to overcome slow sampling problems associated with temperature-driven discontinuous phase transitions. We show in this work that Monte Carlo algorithms extended with this methodology also exhibit a remarkable efficiency near a critical point. Our study is performed for the particular case of a two-dimensional four-state Potts model on a square lattice with periodic boundary conditions. This analysis reveals that the extended version of Metropolis importance sampling is more efficient than the usual Swendsen-Wang and Wolff cluster algorithms. These results demonstrate the effectiveness of this methodology to improve the efficiency of MC simulations of systems that undergo any type of temperature-driven phase transition.

  16. 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

  17. 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

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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).

  3. 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)

  4. 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

  5. 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

  6. 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.

  7. 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.

  8. 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

  9. 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

  10. 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.

  11. 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.

  12. 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)

  13. 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

  14. 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

  15. 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

  16. 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.

  17. 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.

  18. 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

  19. 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.

  20. 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.

  1. 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

  2. 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...

  3. 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…

  4. 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.

  5. 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.

  6. 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…

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. 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.

  12. 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.

  13. 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.

  14. 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…

  15. 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.

  16. 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.

  17. 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.

  18. 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.

  19. 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…

  20. 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.