MCNP{trademark} Monte Carlo: A precis of MCNP
Energy Technology Data Exchange (ETDEWEB)
Adams, K.J.
1996-06-01
MCNP{trademark} is a general purpose three-dimensional time-dependent neutron, photon, and electron transport code. It is highly portable and user-oriented, and backed by stringent software quality assurance practices and extensive experimental benchmarks. The cross section database is based upon the best evaluations available. MCNP incorporates state-of-the-art analog and adaptive Monte Carlo techniques. The code is documented in a 600 page manual which is augmented by numerous Los Alamos technical reports which detail various aspects of the code. MCNP represents over a megahour of development and refinement over the past 50 years and an ongoing commitment to excellence.
Fission Matrix Capability for MCNP Monte Carlo
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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
Validation of the Monte Carlo code MCNP-DSP
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Valentine, T.E.; Mihalczo, J.T. [Oak Ridge National Lab., TN (United States)
1996-09-12
Several calculations were performed to validate MCNP-DSP, which is a Monte Carlo code that calculates all the time and frequency analysis parameters associated with the {sup 252}Cf-source-driven time and frequency analysis method. The frequency analysis parameters are obtained in two ways: directly by Fourier transforming the detector responses and indirectly by taking the Fourier transform of the autocorrelation and cross-correlation functions. The direct and indirect Fourier processing methods were shown to produce the same frequency spectra and convergence, thus verifying the way to obtain the frequency analysis parameters from the time sequences of detector pulses. (Author).
MCNP-REN a Monte Carlo tool for neutron detector design
Abhold, M E
2002-01-01
The development of neutron detectors makes extensive use of the predictions of detector response through the use of Monte Carlo techniques in conjunction with the point reactor model. Unfortunately, the point reactor model fails to accurately predict detector response in common applications. For this reason, the general Monte Carlo code developed at Los Alamos National Laboratory, Monte Carlo N-Particle (MCNP), was modified to simulate the pulse streams that would be generated by a neutron detector and normally analyzed by a shift register. This modified code, MCNP-Random Exponentially Distributed Neutron Source (MCNP-REN), along with the Time Analysis Program, predicts neutron detector response without using the point reactor model, making it unnecessary for the user to decide whether or not the assumptions of the point model are met for their application. MCNP-REN is capable of simulating standard neutron coincidence counting as well as neutron multiplicity counting. Measurements of mixed oxide fresh fuel w...
MCNP: a general Monte Carlo code for neutron and photon transport
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Forster, R.A.; Godfrey, T.N.K.
1985-01-01
MCNP is a very general Monte Carlo neutron photon transport code system with approximately 250 person years of Group X-6 code development invested. It is extremely portable, user-oriented, and a true production code as it is used about 60 Cray hours per month by about 150 Los Alamos users. It has as its data base the best cross-section evaluations available. MCNP contains state-of-the-art traditional and adaptive Monte Carlo techniques to be applied to the solution of an ever-increasing number of problems. Excellent user-oriented documentation is available for all facets of the MCNP code system. Many useful and important variants of MCNP exist for special applications. The Radiation Shielding Information Center (RSIC) in Oak Ridge, Tennessee is the contact point for worldwide MCNP code and documentation distribution. A much improved MCNP Version 3A will be available in the fall of 1985, along with new and improved documentation. Future directions in MCNP development will change the meaning of MCNP to Monte Carlo N Particle where N particle varieties will be transported.
A comparison between the Monte Carlo radiation transport codes MCNP and MCBEND
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Sawamura, Hidenori; Nishimura, Kazuya [Computer Software Development Co., Ltd., Tokyo (Japan)
2001-01-01
In Japan, almost of all radiation analysts are using the MCNP code and MVP code on there studies. But these codes have not had automatic variance reduction. MCBEND code made by UKAEA have automatic variance reduction. And, MCBEND code is user friendly more than other Monte Carlo Radiation Transport Codes. Our company was first introduced MCBEND code in Japan. Therefore, we compared with MCBEND code and MCNP code about functions and production capacity. (author)
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Penna, Rodrigo [UNI-BH, Belo Horizonte, MG (Brazil). Dept. de Ciencias Biologicas, Ambientais e da Saude (DCBAS/DCET); Silva, Clemente Jose Gusmao Carneiro da [Universidade Estadual de Santa Cruz, UESC, Ilheus, BA (Brazil); Gomes, Paulo Mauricio Costa [Universidade FUMEC, Belo Horizonte, MG (Brazil)
2008-07-01
Viability of building a nuclear wood densimeter based on low energy photons Compton scattering was done using Monte Carlo code (MCNP- 4C). It is simulated a collimated 60 keV beam of gamma rays emitted by {sup 241}Am source reaching wood blocks. Backscattered radiation by these blocks was calculated. Photons scattered were correlated with blocks of different wood densities. Results showed a linear relationship on wood density and scattered photons, therefore the viability of this wood densimeter. (author)
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Randolph Schwarz; Leland L. Carter; Alysia Schwarz
2005-08-23
Monte Carlo N-Particle Transport Code (MCNP) is the code of choice for doing complex neutron/photon/electron transport calculations for the nuclear industry and research institutions. The Visual Editor for Monte Carlo N-Particle is internationally recognized as the best code for visually creating and graphically displaying input files for MCNP. The work performed in this grant was used to enhance the capabilities of the MCNP Visual Editor to allow it to read in both 2D and 3D Computer Aided Design (CAD) files, allowing the user to electronically generate a valid MCNP input geometry.
Energy Technology Data Exchange (ETDEWEB)
Randolph Schwarz; Leland L. Carter; Alysia Schwarz
2005-08-23
Monte Carlo N-Particle Transport Code (MCNP) is the code of choice for doing complex neutron/photon/electron transport calculations for the nuclear industry and research institutions. The Visual Editor for Monte Carlo N-Particle is internationally recognized as the best code for visually creating and graphically displaying input files for MCNP. The work performed in this grant was used to enhance the capabilities of the MCNP Visual Editor to allow it to read in both 2D and 3D Computer Aided Design (CAD) files, allowing the user to electronically generate a valid MCNP input geometry.
Monte Carlo importance sampling for the MCNP{trademark} general source
Energy Technology Data Exchange (ETDEWEB)
Lichtenstein, H.
1996-01-09
Research was performed to develop an importance sampling procedure for a radiation source. The procedure was developed for the MCNP radiation transport code, but the approach itself is general and can be adapted to other Monte Carlo codes. The procedure, as adapted to MCNP, relies entirely on existing MCNP capabilities. It has been tested for very complex descriptions of a general source, in the context of the design of spent-reactor-fuel storage casks. Dramatic improvements in calculation efficiency have been observed in some test cases. In addition, the procedure has been found to provide an acceleration to acceptable convergence, as well as the benefit of quickly identifying user specified variance-reduction in the transport that effects unstable convergence.
Physics and Algorithm Enhancements for a Validated MCNP/X Monte Carlo Simulation Tool, Phase VII
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McKinney, Gregg W [Los Alamos National Laboratory
2012-07-17
Currently the US lacks an end-to-end (i.e., source-to-detector) radiation transport simulation code with predictive capability for the broad range of DHS nuclear material detection applications. For example, gaps in the physics, along with inadequate analysis algorithms, make it difficult for Monte Carlo simulations to provide a comprehensive evaluation, design, and optimization of proposed interrogation systems. With the development and implementation of several key physics and algorithm enhancements, along with needed improvements in evaluated data and benchmark measurements, the MCNP/X Monte Carlo codes will provide designers, operators, and systems analysts with a validated tool for developing state-of-the-art active and passive detection systems. This project is currently in its seventh year (Phase VII). This presentation will review thirty enhancements that have been implemented in MCNPX over the last 3 years and were included in the 2011 release of version 2.7.0. These improvements include 12 physics enhancements, 4 source enhancements, 8 tally enhancements, and 6 other enhancements. Examples and results will be provided for each of these features. The presentation will also discuss the eight enhancements that will be migrated into MCNP6 over the upcoming year.
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Valentine, T.; Perez, R. [Oak Ridge National Lab., TN (United States); Rugama, Y.; Munoz-Cobo, J.L. [Poly. Tech. Univ. of Valencia (Spain). Chemical and Nuclear Engineering Dept.
2001-07-01
The design of reactivity monitoring systems for accelerator-driven systems must be investigated to ensure that such systems remain subcritical during operation. The Monte Carlo codes LAHET and MCNP-DSP were combined together to facilitate the design of reactivity monitoring systems. The coupling of LAHET and MCNP-DSP provides a tool that can be used to simulate a variety of subcritical measurements such as the pulsed neutron, Rossi-{alpha}, or noise analysis measurements. (orig.)
Energy Technology Data Exchange (ETDEWEB)
Valentine, T.E.; Rugama, Y. Munoz-Cobos, J.; Perez, R.
2000-10-23
The design of reactivity monitoring systems for accelerator-driven systems must be investigated to ensure that such systems remain subcritical during operation. The Monte Carlo codes LAHET and MCNP-DSP were combined together to facilitate the design of reactivity monitoring systems. The coupling of LAHET and MCNP-DSP provides a tool that can be used to simulate a variety of subcritical measurements such as the pulsed neutron, Rossi-{alpha}, or noise analysis measurements.
Voxel2MCNP: software for handling voxel models for Monte Carlo radiation transport calculations.
Hegenbart, Lars; Pölz, Stefan; Benzler, Andreas; Urban, Manfred
2012-02-01
Voxel2MCNP is a program that sets up radiation protection scenarios with voxel models and generates corresponding input files for the Monte Carlo code MCNPX. Its technology is based on object-oriented programming, and the development is platform-independent. It has a user-friendly graphical interface including a two- and three-dimensional viewer. A row of equipment models is implemented in the program. Various voxel model file formats are supported. Applications include calculation of counting efficiency of in vivo measurement scenarios and calculation of dose coefficients for internal and external radiation scenarios. Moreover, anthropometric parameters of voxel models, for instance chest wall thickness, can be determined. Voxel2MCNP offers several methods for voxel model manipulations including image registration techniques. The authors demonstrate the validity of the program results and provide references for previous successful implementations. The authors illustrate the reliability of calculated dose conversion factors and specific absorbed fractions. Voxel2MCNP is used on a regular basis to generate virtual radiation protection scenarios at Karlsruhe Institute of Technology while further improvements and developments are ongoing.
The application of the Monte-Carlo neutron transport code MCNP to a small "nuclear battery" system
Puigdellívol Sadurní, Roger
2009-01-01
The project consist in calculate the keff to a small nuclear battery. The code Monte- Carlo neutron transport code MCNP is used to calculate the keff. The calculations are done at the beginning of life to know the capacity of the core becomes critical in different conditions. These conditions are the study parameters that determine the criticality of the core. These parameters are the uranium enrichment, the coated particles (TRISO) packing factor and the size of the core. More...
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Parreno Z, F.; Paucar J, R.; Picon C, C. [Instituto Peruano de Energia Nuclear, Av. Canada 1470, San Borja, Lima 41 (Peru)
1998-12-31
The simulation by Monte Carlo is tool which Medical Physics counts with it for the development of its research, the interest by this tool is growing, as we may observe in the main scientific journals for the years 1995-1997 where more than 27 % of the papers treat over Monte Carlo and/or its applications in the radiation transport.In the Peruvian Institute of Nuclear Energy we are implementing and making use of the MCNP4 and EGS4 codes. In this work are presented the general features of the Monte Carlo method and its more useful applications in Medical Physics. Likewise, it is made a simulation of the calculation of isodose curves in an interstitial treatment with Ir-192 wires in a mammary gland carcinoma. (Author)
Monte Carlo Simulation of Electron Beams for Radiotherapy - EGS4, MCNP4b and GEANT3 Intercomparison
Trindade, A; Alves, C M; Chaves, A; Lopes, C; Oliveira, C; Peralta, L
2000-01-01
In medical radiation physics, an increasing number of Monte Carlo codes are being used, which requires intercomparison between them to evaluated the accuracy of the simulated results against benchmark experiments. The Monte Carlo code EGS4, commonly used to simulate electron beams from medical linear accelerators, was compared with GEANT3 and MCNP4b. Intercomparison of electron energy spectra, angular and spatial distribution were carried out for the Siemens KD2 linear accelerator, at beam energies of 10 and 15 MeV for a field size of 10x10 cm2. Indirect validation was performed against electron depth doses curves and beam profiles measured in a MP3-PTW water phantom using a Markus planar chamber. Monte Carlo isodose lines were reconstructed and compared to those from commercial treatment planning systems (TPS's) and with experimental data.
Monte Carlo Simulation of Electron Beams for Radiotherapy - EGS4, MCNP4b and GEANT3 Intercomparison
Trindade, A.; Rodrigues, P.; Alves, C.; Chaves, A.; Lopes, M. C.; Oliveira, C.; Peralta, L.
In medical radiation physics, an increasing number of Monte Carlo codes are being used, which requires intercomparison between them to evaluated the accuracy of the simulated results against benchmark experiments. The Monte Carlo code EGS4, commonly used to simulate electron beams from medical linear accelerators, was compared with GEANT3 and MCNP4b. Intercomparison of electron energy spectra, angular and spatial distribution were carried out for the Siemens KD2 linear accelerator, at beam energies of 10 and 15 MeV for a field size of 10x10 cm2. Indirect validation was performed against electron depth doses curves and beam profiles measured in a MP3-PTW water phantom using a Markus planar chamber. Monte Carlo isodose lines were reconstructed and compared to those from commercial treatment planning systems (TPS's) and with experimental data.
Uncertainty analysis in the simulation of an HPGe detector using the Monte Carlo Code MCNP5
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Gallardo, Sergio; Pozuelo, Fausto; Querol, Andrea; Verdu, Gumersindo; Rodenas, Jose, E-mail: sergalbe@upv.es [Universitat Politecnica de Valencia, Valencia, (Spain). Instituto de Seguridad Industrial, Radiofisica y Medioambiental (ISIRYM); Ortiz, J. [Universitat Politecnica de Valencia, Valencia, (Spain). Servicio de Radiaciones. Lab. de Radiactividad Ambiental; Pereira, Claubia [Universidade Federal de Minas Gerais (UFMG), Belo Horizonte, MG (Brazil). Departamento de Engenharia Nuclear
2013-07-01
A gamma spectrometer including an HPGe detector is commonly used for environmental radioactivity measurements. Many works have been focused on the simulation of the HPGe detector using Monte Carlo codes such as MCNP5. However, the simulation of this kind of detectors presents important difficulties due to the lack of information from manufacturers and due to loss of intrinsic properties in aging detectors. Some parameters such as the active volume or the Ge dead layer thickness are many times unknown and are estimated during simulations. In this work, a detailed model of an HPGe detector and a petri dish containing a certified gamma source has been done. The certified gamma source contains nuclides to cover the energy range between 50 and 1800 keV. As a result of the simulation, the Pulse Height Distribution (PHD) is obtained and the efficiency curve can be calculated from net peak areas and taking into account the certified activity of the source. In order to avoid errors due to the net area calculation, the simulated PHD is treated using the GammaVision software. On the other hand, it is proposed to use the Noether-Wilks formula to do an uncertainty analysis of model with the main goal of determining the efficiency curve of this detector and its associated uncertainty. The uncertainty analysis has been focused on dead layer thickness at different positions of the crystal. Results confirm the important role of the dead layer thickness in the low energy range of the efficiency curve. In the high energy range (from 300 to 1800 keV) the main contribution to the absolute uncertainty is due to variations in the active volume. (author)
Pölz, Stefan; Laubersheimer, Sven; Eberhardt, Jakob S; Harrendorf, Marco A; Keck, Thomas; Benzler, Andreas; Breustedt, Bastian
2013-08-21
The basic idea of Voxel2MCNP is to provide a framework supporting users in modeling radiation transport scenarios using voxel phantoms and other geometric models, generating corresponding input for the Monte Carlo code MCNPX, and evaluating simulation output. Applications at Karlsruhe Institute of Technology are primarily whole and partial body counter calibration and calculation of dose conversion coefficients. A new generic data model describing data related to radiation transport, including phantom and detector geometries and their properties, sources, tallies and materials, has been developed. It is modular and generally independent of the targeted Monte Carlo code. The data model has been implemented as an XML-based file format to facilitate data exchange, and integrated with Voxel2MCNP to provide a common interface for modeling, visualization, and evaluation of data. Also, extensions to allow compatibility with several file formats, such as ENSDF for nuclear structure properties and radioactive decay data, SimpleGeo for solid geometry modeling, ImageJ for voxel lattices, and MCNPX's MCTAL for simulation results have been added. The framework is presented and discussed in this paper and example workflows for body counter calibration and calculation of dose conversion coefficients is given to illustrate its application.
Evaluation of a 50-MV photon therapy beam from a racetrack microtron using MCNP4B Monte Carlo code
Energy Technology Data Exchange (ETDEWEB)
Gudowska, I.; Svensson, R. [Karolinska Inst. (Sweden). Dept. of Medical Radiation Physics]|[Huddinge Univ. Hospital, Stockholm (Sweden). Dept. of Medical Physics; Sorcini, B. [Karolinska Inst. (Sweden). Dept. of Medical Radiation Physics]|[Stockholm Univ. (Sweden)
2001-07-01
High energy photon therapy beam from the 50 MV racetrack microtron has been evaluated using the Monte Carlo code MCNP4B. The spatial and energy distribution of photons, radial and depth dose distributions in the phantom are calculated for the stationary and scanned photon beams from different targets. The calculated dose distributions are compared to the experimental data using a silicon diode detector. Measured and calculated depth-dose distributions are in fairly good agreement, within 2-3% for the positions in the range 2-30 cm in the phantom, whereas the larger discrepancies up to 10% are observed in the dose build-up region. For the stationary beams the differences in the calculated and measured radial dose distributions are about 2-10%. (orig.)
Benchmark of Atucha-2 PHWR RELAP5-3D control rod model by Monte Carlo MCNP5 core calculation
Energy Technology Data Exchange (ETDEWEB)
Pecchia, M.; D' Auria, F. [San Piero A Grado Nuclear Research Group GRNSPG, Univ. of Pisa, via Diotisalvi, 2, 56122 - Pisa (Italy); Mazzantini, O. [Nucleo-electrica Argentina Societad Anonima NA-SA, Buenos Aires (Argentina)
2012-07-01
Atucha-2 is a Siemens-designed PHWR reactor under construction in the Republic of Argentina. Its geometrical complexity and peculiarities require the adoption of advanced Monte Carlo codes for performing realistic neutronic simulations. Therefore core models of Atucha-2 PHWR were developed using MCNP5. In this work a methodology was set up to collect the flux in the hexagonal mesh by which the Atucha-2 core is represented. The scope of this activity is to evaluate the effect of obliquely inserted control rod on neutron flux in order to validate the RELAP5-3D{sup C}/NESTLE three dimensional neutron kinetic coupled thermal-hydraulic model, applied by GRNSPG/UNIPI for performing selected transients of Chapter 15 FSAR of Atucha-2. (authors)
Lapins, Janis; Guilliard, Nicole; Bernnat, Wolfgang; Buck, Arnulf
2017-09-01
During heavy ion irradiation therapy the patient has to be located exactly at the right position to make sure that the Bragg peak occurs in the tumour. The patient has to be moved in the range of millimetres to scan the ill tissue. For that reason a special table was developed which allows exact positioning. The electronic control can be located outside the surgery. But that has some disadvantage for the construction. To keep the system compact it would be much more comfortable to put the electronic control inside the surgery. As a lot of high energetic secondary particles are produced during the therapy causing a high dose in the room it is important to find positions with low dose rates. Therefore, investigations are needed where the electronic devices should be located to obtain a minimum of radiation, help to prevent the failure of sensitive devices. The dose rate was calculated for carbon ions with different initial energy and protons over the entire therapy room with Monte Carlo particle tracking using MCNP6. The types of secondary particles were identified and the dose rate for a thin silicon layer and an electronic mixture material was determined. In addition, the shielding effect of several selected material layers was calculated using MCNP6.
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Kramer, R.; Khoury, H. J. [Pernambuco Univ. (UFPE), Recife, PE (Brazil). Dept. de Energia Nuclear; Yoriyaz, H. [Instituto de Pesquisas Energeticas e Nucleares (IPEN-CNEN/SP), Sao Paulo, SP (Brazil); Lima, F.R.A. [Centro Regional de Ciencias Nucleares (CRCN-NE/CNEN), Recife, PE (Brazil); Faculdade Boa Viagem (FBV), Recife, PE (Brazil)]. E-mail: rkramer@uol.com.br
2004-07-01
Dose coefficients for intakes of radionuclides published by the International Commission on Radiological Protection (ICRP) are based on specific absorbed fractions (SAFs), which have been calculated in the mathematical MIRD phantoms. The replacement of the MIRD phantoms by voxel phantoms proposed by the ICRP raises the question about the changes to be expected for the SAFs, and consequently also for the dose coefficients. In order to investigate the dosimetric consequences of this replacement, SAFs have been calculated in the recently introduced MAX (Male Adult voXel) and FAXht (Female Adult voXel) head + trunk phantoms for photon energies between 10 keV and 4 MeV. For this purpose the phantoms have been connected to the EGS4 as well as to the MCNP4 code, which at present are probably the most used general-purpose Monte Carlo codes. Thereby it was possible to assess the impact on the SAFs, if different radiation transport methods are used. The mathematical MIRD phantoms have also been connected to the EGS4 code, and their elemental compositions of body tissues were replaced by those used in the voxel phantoms. In this manner it was possible to compare the SAFs of the MIRD phantoms on the one hand and the MAX and FAX phantom on the other hand as a function of the geometrical anatomy only, i.e. the volume, the shape and the position of organs at risk. (author)
Shielding calculations for industrial 5/7.5MeV electron accelerators using the MCNP Monte Carlo Code
Peri, Eyal; Orion, Itzhak
2017-09-01
High energy X-rays from accelerators are used to irradiate food ingredients to prevent growth and development of unwanted biological organisms in food, and by that extend the shelf life of the products. The production of X-rays is done by accelerating 5 MeV electrons and bombarding them into a heavy target (high Z). Since 2004, the FDA has approved using 7.5 MeV energy, providing higher production rates with lower treatments costs. In this study we calculated all the essential data needed for a straightforward concrete shielding design of typical food accelerator rooms. The following evaluation is done using the MCNP Monte Carlo code system: (1) Angular dependence (0-180°) of photon dose rate for 5 MeV and 7.5 MeV electron beams bombarding iron, aluminum, gold, tantalum, and tungsten targets. (2) Angular dependence (0-180°) spectral distribution simulations of bremsstrahlung for gold, tantalum, and tungsten bombarded by 5 MeV and 7.5 MeV electron beams. (3) Concrete attenuation calculations in several photon emission angles for the 5 MeV and 7.5 MeV electron beams bombarding a tantalum target. Based on the simulation, we calculated the expected increase in dose rate for facilities intending to increase the energy from 5 MeV to 7.5 MeV, and the concrete width needed to be added in order to keep the existing dose rate unchanged.
NEPHTIS: 2D/3D validation elements using MCNP4c and TRIPOLI4 Monte-Carlo codes
Energy Technology Data Exchange (ETDEWEB)
Courau, T.; Girardi, E. [EDF R and D/SINETICS, 1av du General de Gaulle, F92141 Clamart CEDEX (France); Damian, F.; Moiron-Groizard, M. [DEN/DM2S/SERMA/LCA, CEA Saclay, F91191 Gif-sur-Yvette CEDEX (France)
2006-07-01
High Temperature Reactors (HTRs) appear as a promising concept for the next generation of nuclear power applications. The CEA, in collaboration with AREVA-NP and EDF, is developing a core modeling tool dedicated to the prismatic block-type reactor. NEPHTIS (Neutronics Process for HTR Innovating System) is a deterministic codes system based on a standard two-steps Transport-Diffusion approach (APOLLO2/CRONOS2). Validation of such deterministic schemes usually relies on Monte-Carlo (MC) codes used as a reference. However, when dealing with large HTR cores the fission source stabilization is rather poor with MC codes. In spite of this, it is shown in this paper that MC simulations may be used as a reference for a wide range of configurations. The first part of the paper is devoted to 2D and 3D MC calculations of a HTR core with control devices. Comparisons between MCNP4c and TRIPOLI4 MC codes are performed and show very consistent results. Finally, the last part of the paper is devoted to the code to code validation of the NEPHTIS deterministic scheme. (authors)
Directory of Open Access Journals (Sweden)
Huseyin Ozan Tekin
2016-01-01
Full Text Available Gamma-ray measurements in various research fields require efficient detectors. One of these research fields is mass attenuation coefficients of different materials. Apart from experimental studies, the Monte Carlo (MC method has become one of the most popular tools in detector studies. An NaI(Tl detector has been modeled, and, for a validation study of the modeled NaI(Tl detector, the absolute efficiency of 3 × 3 inch cylindrical NaI(Tl detector has been calculated by using the general purpose Monte Carlo code MCNP-X (version 2.4.0 and compared with previous studies in literature in the range of 661–2620 keV. In the present work, the applicability of MCNP-X Monte Carlo code for mass attenuation of concrete sample material as building material at photon energies 59.5 keV, 80 keV, 356 keV, 661.6 keV, 1173.2 keV, and 1332.5 keV has been tested by using validated NaI(Tl detector. The mass attenuation coefficients of concrete sample have been calculated. The calculated results agreed well with experimental and some other theoretical results. The results specify that this process can be followed to determine the data on the attenuation of gamma-rays with other required energies in other materials or in new complex materials. It can be concluded that data from Monte Carlo is a strong tool not only for efficiency studies but also for mass attenuation coefficients calculations.
White, M C
2000-01-01
The fundamental motivation for the research presented in this dissertation was the need to development a more accurate prediction method for characterization of mixed radiation fields around medical electron accelerators (MEAs). Specifically, a model is developed for simulation of neutron and other particle production from photonuclear reactions and incorporated in the Monte Carlo N-Particle (MCNP) radiation transport code. This extension of the capability within the MCNP code provides for the more accurate assessment of the mixed radiation fields. The Nuclear Theory and Applications group of the Los Alamos National Laboratory has recently provided first-of-a-kind evaluated photonuclear data for a select group of isotopes. These data provide the reaction probabilities as functions of incident photon energy with angular and energy distribution information for all reaction products. The availability of these data is the cornerstone of the new methodology for state-of-the-art mutually coupled photon-neutron tran...
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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.
Simulação de um densímetro nuclear utilizando o código Monte Carlo MCNP-4C
Penna, Rodrigo; Comitê Científico; da Silva, Clemente José Gusmão Carneiro; Professor; Gomes, Paulo Maurício Costa; Professor
2008-01-01
Foi Utilizado o código Monte Carlo (MCNP-4C) para simular um densímetro nuclear capaz de medir a densidade da madeira superficialmente. Utilizou-se uma fonte de Amerício-241, de baixa energia (E= 60 Kev) o que permite uma maior segurança na operação. Os resultados mostraram que a densidade da madeira pode ser medida partir da radiação espalhada devido ao Efeito Compton. A técnica representa um avanço em relação à metodologia atual.
Mashnik, Stepan G.; Kerby, Leslie M.; Gudima, Konstantin K.; Sierk, Arnold J.; Bull, Jeffrey S.; James, Michael R.
2017-03-01
We extend the cascade-exciton model (CEM), and the Los Alamos version of the quark-gluon string model (LAQGSM), event generators of the Monte Carlo N -particle transport code version 6 (MCNP6), to describe production of energetic light fragments (LF) heavier than 4He from various nuclear reactions induced by particles and nuclei at energies up to about 1 TeV/nucleon. In these models, energetic LF can be produced via Fermi breakup, preequilibrium emission, and coalescence of cascade particles. Initially, we study several variations of the Fermi breakup model and choose the best option for these models. Then, we extend the modified exciton model (MEM) used by these codes to account for a possibility of multiple emission of up to 66 types of particles and LF (up to 28Mg) at the preequilibrium stage of reactions. Then, we expand the coalescence model to allow coalescence of LF from nucleons emitted at the intranuclear cascade stage of reactions and from lighter clusters, up to fragments with mass numbers A ≤7 , in the case of CEM, and A ≤12 , in the case of LAQGSM. Next, we modify MCNP6 to allow calculating and outputting spectra of LF and heavier products with arbitrary mass and charge numbers. The improved version of CEM is implemented into MCNP6. Finally, we test the improved versions of CEM, LAQGSM, and MCNP6 on a variety of measured nuclear reactions. The modified codes give an improved description of energetic LF from particle- and nucleus-induced reactions; showing a good agreement with a variety of available experimental data. They have an improved predictive power compared to the previous versions and can be used as reliable tools in simulating applications involving such types of reactions.
Energy Technology Data Exchange (ETDEWEB)
Kim, Kyung-O; Roh, Gyuhong; Lee, Byungchul [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)
2015-10-15
As a result, there was a difference within about 300-400 pcm between keff values at each enrichment due to the difference of codes and nuclear data used in the evaluations. The FTC was changed to be less negative with the increase of uranium enrichment, and it followed the form of asymptotic curve. However, it is necessary to perform additional study for investigating what factor causes the differences more than two standard deviation (2σ) among the FTCs at partial enrichment region. The interaction probability of incident neutron with nuclear fuel is depended on the relative velocity between the neutron and the target nuclei. The Fuel Temperature Coefficient (FTC) is defined as the change of Doppler effect with respect to the change in fuel temperature without any other change such as moderator temperature, moderator density, etc. In this study, the FTCs for UO{sub 2} fuel were evaluated by using MCNP6.1 and KENO6 codes based on a Monte Carlo method. In addition, the latest neutron cross-sections (ENDF/B-VI and VII) were applied to analyze the effect of these data on the evaluation of FTC, and nuclear data used in MCNP calculations were generated from the makxsf code. An evaluation of the Doppler effect and FTC for UO{sub 2} fuel widely used in PWR was conducted using MCNP6.1 and KENO6 codes. The ENDF/B-VI and VII were also applied to analyze what effect these data has on those evaluations. All cross-sections needed for MCNP calculation were produced using makxsf code. The calculation models used in the evaluations were based on the typical PWR UO{sub 2} lattice.
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White, Morgan C. [Univ. of Florida, Gainesville, FL (United States)
2000-07-01
The fundamental motivation for the research presented in this dissertation was the need to development a more accurate prediction method for characterization of mixed radiation fields around medical electron accelerators (MEAs). Specifically, a model is developed for simulation of neutron and other particle production from photonuclear reactions and incorporated in the Monte Carlo N-Particle (MCNP) radiation transport code. This extension of the capability within the MCNP code provides for the more accurate assessment of the mixed radiation fields. The Nuclear Theory and Applications group of the Los Alamos National Laboratory has recently provided first-of-a-kind evaluated photonuclear data for a select group of isotopes. These data provide the reaction probabilities as functions of incident photon energy with angular and energy distribution information for all reaction products. The availability of these data is the cornerstone of the new methodology for state-of-the-art mutually coupled photon-neutron transport simulations. The dissertation includes details of the model development and implementation necessary to use the new photonuclear data within MCNP simulations. A new data format has been developed to include tabular photonuclear data. Data are processed from the Evaluated Nuclear Data Format (ENDF) to the new class ''u'' A Compact ENDF (ACE) format using a standalone processing code. MCNP modifications have been completed to enable Monte Carlo sampling of photonuclear reactions. Note that both neutron and gamma production are included in the present model. The new capability has been subjected to extensive verification and validation (V&V) testing. Verification testing has established the expected basic functionality. Two validation projects were undertaken. First, comparisons were made to benchmark data from literature. These calculations demonstrate the accuracy of the new data and transport routines to better than 25 percent. Second
Daures, J; Gouriou, J; Bordy, J M
2011-03-01
This work has been performed within the frame of the European Union ORAMED project (Optimisation of RAdiation protection for MEDical staff). The main goal of the project is to improve standards of protection for medical staff for procedures resulting in potentially high exposures and to develop methodologies for better assessing and for reducing, exposures to medical staff. The Work Package WP2 is involved in the development of practical eye-lens dosimetry in interventional radiology. This study is complementary of the part of the ENEA report concerning the calculations with the MCNP-4C code of the conversion factors related to the operational quantity H(p)(3). In this study, a set of energy- and angular-dependent conversion coefficients (H(p)(3)/K(a)), in the newly proposed square cylindrical phantom made of ICRU tissue, have been calculated with the Monte-Carlo code PENELOPE and MCNP5. The H(p)(3) values have been determined in terms of absorbed dose, according to the definition of this quantity, and also with the kerma approximation as formerly reported in ICRU reports. At a low-photon energy (up to 1 MeV), the two results obtained with the two methods are consistent. Nevertheless, large differences are showed at a higher energy. This is mainly due to the lack of electronic equilibrium, especially for small angle incidences. The values of the conversion coefficients obtained with the MCNP-4C code published by ENEA quite agree with the kerma approximation calculations obtained with PENELOPE. We also performed the same calculations with the code MCNP5 with two types of tallies: F6 for kerma approximation and *F8 for estimating the absorbed dose that is, as known, due to secondary electrons. PENELOPE and MCNP5 results agree for the kerma approximation and for the absorbed dose calculation of H(p)(3) and prove that, for photon energies larger than 1 MeV, the transport of the secondary electrons has to be taken into account.
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Gallardo, S.; Querol, A.; Rodenas, J.; Verdu, G.
2014-07-01
in this paper we propose to perform a simulation model using the MCNP5 code and a registration form meshing to improve the simulation efficiency of the detector in the range of energies ranging from 50 to 2000 keV. This meshing is built by FMESH MCNP5 registration code that allows a mesh with cells of few microns. The photon and electron flow is calculated in the different cells of the mesh which is superimposed on detector geometry. It analyzes the variation of efficiency (related to the variation of energy deposited in the active volume). (Author)
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Mehdi Zehtabian
2015-09-01
Full Text Available Introduction Lead-based shields are the most widely used attenuators in X-ray and gamma ray fields. The heavy weight, toxicity and corrosion of lead have led researchers towards the development of non-lead shields. Materials and Methods The purpose of this study was to design multi-layered shields for protection against X-rays and gamma rays in diagnostic radiology and nuclear medicine. In this study, cubic slabs composed of several materials with high atomic numbers, i.e., lead, barium, bismuth, gadolinium, tin and tungsten, were simulated, using MCNP5 Monte Carlo code. Cubic slabs (30×30×0.05 cm3 were simulated at a 50 cm distance from the point photon source. The X-ray spectra of 80 kVp and 120 kVp were obtained, using IPEM Report 78. The photon flux following the use of each shield was obtained inside cubic tally cells (1×1×0.5 cm3 at a 5 cm distance from the shields. The photon attenuation properties of multi-layered shields (i.e., two, three, four and five layers, composed of non-lead radiation materials, were also obtained via Monte Carlo simulations. Results Among different shield designs proposed in this study, the three-layered shield, composed of tungsten, bismuth and gadolinium, showed the most significant attenuation properties in radiology, with acceptable shielding at 140 keV energy in nuclear medicine. Conclusion According to the results, materials with k-edges equal to energies common to diagnostic radiology can be proper substitutes for lead shields.
Institute of Scientific and Technical Information of China (English)
邓力; 刘杰; 张文勇
2003-01-01
The particle transport Monte Carlo code MCNP had been realized the paral-lelization in MPI (Message Passing Interface) in 1999. But due to adopting the leap random number producer, some differences were existed between the parallel result and the serial result. Now the same results have been achieved by using the segment random number. The speedup of the applied problem is the liner ups to 53 in 64-Processors and the parallel efficiencv is up to 83% in 64-Processors.
Monte Carlo calculation for the development of a BNCT neutron source (1eV-10KeV) using MCNP code.
El Moussaoui, F; El Bardouni, T; Azahra, M; Kamili, A; Boukhal, H
2008-09-01
Different materials have been studied in order to produce the epithermal neutron beam between 1eV and 10KeV, which are extensively used to irradiate patients with brain tumors such as GBM. For this purpose, we have studied three different neutrons moderators (H(2)O, D(2)O and BeO) and their combinations, four reflectors (Al(2)O(3), C, Bi, and Pb) and two filters (Cd and Bi). Results of calculation showed that the best obtained assembly configuration corresponds to the combination of the three moderators H(2)O, BeO and D(2)O jointly to Al(2)O(3) reflector and two filter Cd+Bi optimize the spectrum of the epithermal neutron at 72%, and minimize the thermal neutron to 4% and thus it can be used to treat the deep tumor brain. The calculations have been performed by means of the Monte Carlo N (particle code MCNP 5C). Our results strongly encourage further studying of irradiation of the head with epithermal neutron fields.
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Mainardi, E. E-mail: enrico@nuc.berkeley.edu; Premuda, F.; Lee, E
2004-01-01
Transport Code, Lawrence Livermore National Laboratory, UCRL-ID-126455, Rev. 1, November, 1997] and MCNP4B [MCNP - A General Monte Carlo N-Particle Transport Code, Version 4B, La-12625-m, March 1997, Los Alamos National Laboratory] for two different configurations of the system is discussed, separating the n and {gamma} contributions, in the light of the physical interpretation of the results in terms of first flight and of scattered neutron fluxes, of primary {gamma} and of secondary {gamma} generated by inelastically scattered or radiatively captured neutrons. The final conclusions indicate some guidelines and suggest possible improvements for the future neutronic shielding design for a HIF facility.
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Mainardi, E.; Premuda, F.; Lee, E.
2002-07-01
For heavy-ion beam driven inertial fusion ''liquid-protected'' reactor designs such as HYLIFE-II, a mixture of molten salts made of F{sup 10}, Li{sup -6}, Li{sup 7} and Be{sup 9} (called flibe) allows small chambers and final-focus magnets closer to the target with superconducting coils suffering higher radiation damage, though they can stand only a certain amount of energy deposited before quenching. This work has been primarily focusing on verifying that total energy deposited by fusion neutrons and induced gamma rays remain under such limit values and the final purpose is the optimization of the shielding of the magnetic lens system from the points of view of the geometrical configuration and of the physical nature of the materials adopted. The system is analyzed in terms of six geometrical models going from simplified up to much more realistic representations of a system of 192 beam lines, each focused by six magnets. A 3-D transport calculation of the radiation penetrating through ducts, that takes into account the complexity of the system, requires Monte Carlo methods. The quantities analyzed, using the two codes MCNP and TART include: neutron mean free path and total path length dependence on energy, energy deposited by neutrons and gamma photons, values of the total fluence integrated in the whole energy range, and the neutron spectrum in different zones of the system. The technical nature of the design problem and the methodology followed were presented in a previous paper by summarizing briefly the results for the deposited energy distribution on the six focal magnets. Now a much more extensive comparison of the performances of the two codes for different configurations of the system is discussed, separating the n and {gamma} contributions, in the light of the physical interpretation of the results in terms of first flight and of scattered neutron fluxes, of primary {gamma} and of secondary {gamma} generated by inelastically scattered
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...
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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.
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...
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
2014-03-27
want to express my sincere love, respect, and admiration for my wife, who motivated and supported me throughout this long endeavor; this document ...widely utilized radiation transport code is MCNP. First created at Los Alamos National Laboratory ( LANL ) in 1957, the code simulated neutral...explanation of the current capabilities of MCNP will occur within the next chapter of this document ; however, it is important to note that MCNP
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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.
Quantum Monte Carlo simulation
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...
Monte Carlo transition probabilities
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...
Directory of Open Access Journals (Sweden)
Hammam Oktajianto
2014-12-01
Full Text Available Gas-cooled nuclear reactor is a Generation IV reactor which has been receiving significant attention due to many desired characteristics such as inherent safety, modularity, relatively low cost, short construction period, and easy financing. High temperature reactor (HTR pebble-bed as one of type of gas-cooled reactor concept is getting attention. In HTR pebble-bed design, radius and enrichment of the fuel kernel are the key parameter that can be chosen freely to determine the desired value of criticality. This paper models HTR pebble-bed 10 MW and determines an effective of enrichment and radius of the fuel (Kernel to get criticality value of reactor. The TRISO particle coated fuel particle which was modelled explicitly and distributed in the fuelled region of the fuel pebbles using a Simple-Cubic (SC lattice. The pebble-bed balls and moderator balls distributed in the core zone using a Body-Centred Cubic lattice with assumption of a fresh fuel by the fuel enrichment was 7-17% at 1% range and the size of the fuel radius was 175-300 µm at 25 µm ranges. The geometrical model of the full reactor is obtained by using lattice and universe facilities provided by MCNP4C. The details of model are discussed with necessary simplifications. Criticality calculations were conducted by Monte Carlo transport code MCNP4C and continuous energy nuclear data library ENDF/B-VI. From calculation results can be concluded that an effective of enrichment and radius of fuel (Kernel to achieve a critical condition was the enrichment of 15-17% at a radius of 200 µm, the enrichment of 13-17% at a radius of 225 µm, the enrichments of 12-15% at radius of 250 µm, the enrichments of 11-14% at a radius of 275 µm and the enrichment of 10-13% at a radius of 300 µm, so that the effective of enrichments and radii of fuel (Kernel can be considered in the HTR 10 MW. Keywords—MCNP4C, HTR, enrichment, radius, criticality
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.
THE MCNPX MONTE CARLO RADIATION TRANSPORT CODE
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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.
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.
Monte Carlo and nonlinearities
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...
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Salome, Jean A.D.; Cardoso, Fabiano; Faria, Rochkhudson B.; Pereira, Claubia, E-mail: jadsalome@yahoo.com.br, E-mail: fabinuclear@yahoo.com.br, E-mail: rockdefaria@yahoo.com.br, E-mail: claubia@nuclear.ufmg.br [Universidade Federal de Minas Gerais (UFMG), Belo Horizonte, MG (Brazil). Departamento de Engenharia Nuclear
2015-07-01
The IPEN/MB-01 reactor, located in the city of Sao Paulo - Brazil, reached its first criticality on the year of 1988. The reactor is characterized by a low output power of 100 W only, even because its purpose is to produce knowledge about nuclear power plants on a smaller geometric scale without the requirement of an extremely complex cooling system. The use of devices such as this it is very interesting because it achieves the demands of nuclear engineering about the neutronic parameters needed in the design of large nuclear plants through relatively simple and inexpensive methods. In this paper, the computational mathematical code MCNP5 is used to perform the calculation of the thermal neutron flux in the core of the IPEN/MB-01 reactor. To do this is used an experiment from the LEU-COMP-THERM-077 benchmark that represents the standard rectangular configuration of the IPEN/MB-01 reactor. The thermal neutron flux is calculated at some axial planes of different heights and, after that, axial profiles of the thermal neutron flux are done and compared to experimental results issued previously. The experimental values used as reference refer to a cylindrical configuration of the core of the reactor. Finally, the pertinence and relevance of the results are checked. With this work is expected to produce more knowledge about the dynamics of neutron flux in the core of the IPEN/MB-01 reactor. (author)
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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.
Directory of Open Access Journals (Sweden)
C.C. Arwui
2011-05-01
Full Text Available Design objectives for brachytherapy treatment facilities require sufficient shielding to reduce primary and scatter radiation to design limit in order to limit exposure to patients, staff and the general public. The primary aim of this study is to verify whether shielding of the brachytherapy unit at the Korle Bu teaching Hospital in Ghana provides adequate protection in order to assess any radiological health and safety impact and also test the suitability of other available sources. The study evaluates the effectiveness of the biological shielding design of a Cs-137 brachytherapy unit at the Korle-Bu Teaching Hospital in Ghana using MCNP5. The facility was modeled based on the design specifications for LDR Cs-137, MDR Cs-137, HDR Co-60 and HDR Ir-192 treatment modalities. The estimated dose rate ranged from (0.01-0.15 μSv/h and (0.37-3.05 μSv/h for the existing initial and decayed activities of LDR Cs-137 for the public and controlled areas respectively, (0.03-0.57 μSv/h and (1.53-8.06 μSv/h for MDR Cs-137, (7.47-59.46 μSv/h and (144.87-178.74 μSv/h for HDR Co- 60, (0.13-6.95 μSv/h and (19.47-242.98 μSv/h for HDR Ir-192 for the public and controlled areas respectively. The results were verified by dose rates measurement for the current LDR setup at the Brachytherapy unit and agreed quiet well. It was also compared with the reference values of 0.5 μSv/h for public areas and 7.5 μSv/h for controlled areas respectively. It can be concluded that the shielding is adequate for the existing source.
Guideline of Monte Carlo calculation. Neutron/gamma ray transport simulation by Monte Carlo method
2002-01-01
This report condenses basic theories and advanced applications of neutron/gamma ray transport calculations in many fields of nuclear energy research. Chapters 1 through 5 treat historical progress of Monte Carlo methods, general issues of variance reduction technique, cross section libraries used in continuous energy Monte Carlo codes. In chapter 6, the following issues are discussed: fusion benchmark experiments, design of ITER, experiment analyses of fast critical assembly, core analyses of JMTR, simulation of pulsed neutron experiment, core analyses of HTTR, duct streaming calculations, bulk shielding calculations, neutron/gamma ray transport calculations of the Hiroshima atomic bomb. Chapters 8 and 9 treat function enhancements of MCNP and MVP codes, and a parallel processing of Monte Carlo calculation, respectively. An important references are attached at the end of this report.
Monte Carlo Techniques for Nuclear Systems - Theory Lectures
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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
An Overview of the Monte Carlo Methods, Codes, & Applications Group
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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.
LMC: Logarithmantic Monte Carlo
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).
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Noelle, P
2006-12-15
In vivo lung counting, one of the preferred methods for monitoring people exposed to the risk of actinide inhalation, is nevertheless limited by the use of physical calibration phantoms which, for technical reasons, can only provide a rough representation of human tissue. A new approach to in vivo measurements has been developed to take advantage of advances in medical imaging and computing; this consists of numerical phantoms based on tomographic images (CT) or magnetic resonance images (R.M.I.) combined with Monte Carlo computing techniques. Under laboratory implementation of this innovative method using specific software called O.E.D.I.P.E., the main thrust of this thesis was to provide answers to the following question: what do numerical phantoms and new techniques like O.E.D.I.P.E. contribute to the improvement in calibration of low-energy in vivo counting systems? After a few developments of the O.E.D.I.P.E. interface, the numerical method was validated for systems composed of four germanium detectors, the most widespread configuration in radio bioassay laboratories (a good match was found, with less than 10% variation). This study represents the first step towards a person-specific numerical calibration of counting systems, which will improve assessment of the activity retained. A second stage focusing on an exhaustive evaluation of uncertainties encountered in in vivo lung counting was possible thanks to the approach offered by the previously-validated O.E.D.I.P.E. software. It was shown that the uncertainties suggested by experiments in a previous study were underestimated, notably morphological differences between the physical phantom and the measured person. Some improvements in the measurement procedure were then proposed, particularly new bio-metric equations specific to French measurement configurations that allow a more sensible choice of the calibration phantom, directly assessing the thickness of the torso plate to be added to the Livermore phantom
Monte Carlo methods for electromagnetics
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 ...
Metropolis Methods for Quantum Monte Carlo Simulations
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, ...
An Advanced Neutronic Analysis Toolkit with Inline Monte Carlo capability for BHTR Analysis
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William R. Martin; John C. Lee
2009-12-30
Monte Carlo capability has been combined with a production LWR lattice physics code to allow analysis of high temperature gas reactor configurations, accounting for the double heterogeneity due to the TRISO fuel. The Monte Carlo code MCNP5 has been used in conjunction with CPM3, which was the testbench lattice physics code for this project. MCNP5 is used to perform two calculations for the geometry of interest, one with homogenized fuel compacts and the other with heterogeneous fuel compacts, where the TRISO fuel kernels are resolved by MCNP5.
Lectures on Monte Carlo methods
Madras, Neal
2001-01-01
Monte Carlo methods form an experimental branch of mathematics that employs simulations driven by random number generators. These methods are often used when others fail, since they are much less sensitive to the "curse of dimensionality", which plagues deterministic methods in problems with a large number of variables. Monte Carlo methods are used in many fields: mathematics, statistics, physics, chemistry, finance, computer science, and biology, for instance. This book is an introduction to Monte Carlo methods for anyone who would like to use these methods to study various kinds of mathemati
Monte Carlo based radial shield design of typical PWR reactor
Energy Technology Data Exchange (ETDEWEB)
Gul, Anas; Khan, Rustam; Qureshi, M. Ayub; Azeem, Muhammad Waqar; Raza, S.A. [Pakistan Institute of Engineering and Applied Sciences, Islamabad (Pakistan). Dept. of Nuclear Engineering; Stummer, Thomas [Technische Univ. Wien (Austria). Atominst.
2016-11-15
Neutron and gamma flux and dose equivalent rate distribution are analysed in radial and shields of a typical PWR type reactor based on the Monte Carlo radiation transport computer code MCNP5. The ENDF/B-VI continuous energy cross-section library has been employed for the criticality and shielding analysis. The computed results are in good agreement with the reference results (maximum difference is less than 56 %). It implies that MCNP5 a good tool for accurate prediction of neutron and gamma flux and dose rates in radial shield around the core of PWR type reactors.
AVATAR -- Automatic variance reduction in Monte Carlo calculations
Energy Technology Data Exchange (ETDEWEB)
Van Riper, K.A.; Urbatsch, T.J.; Soran, P.D. [and others
1997-05-01
AVATAR{trademark} (Automatic Variance And Time of Analysis Reduction), accessed through the graphical user interface application, Justine{trademark}, is a superset of MCNP{trademark} that automatically invokes THREEDANT{trademark} for a three-dimensional deterministic adjoint calculation on a mesh independent of the Monte Carlo geometry, calculates weight windows, and runs MCNP. Computational efficiency increases by a factor of 2 to 5 for a three-detector oil well logging tool model. Human efficiency increases dramatically, since AVATAR eliminates the need for deep intuition and hours of tedious handwork.
Monte Carlo integration on GPU
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...
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.
MCNP: Multigroup/adjoint capabilities
Energy Technology Data Exchange (ETDEWEB)
Wagner, J.C.; Redmond, E.L. II; Palmtag, S.P.; Hendricks, J.S.
1994-04-01
This report discusses various aspects related to the use and validity of the general purpose Monte Carlo code MCNP for multigroup/adjoint calculations. The increased desire to perform comparisons between Monte Carlo and deterministic codes, along with the ever-present desire to increase the efficiency of large MCNP calculations has produced a greater user demand for the multigroup/adjoint capabilities. To more fully utilize these capabilities, we review the applications of the Monte Carlo multigroup/adjoint method, describe how to generate multigroup cross sections for MCNP with the auxiliary CRSRD code, describe how to use the multigroup/adjoint capability in MCNP, and provide examples and results indicating the effectiveness and validity of the MCNP multigroup/adjoint treatment. This information should assist users in taking advantage of the MCNP multigroup/adjoint capabilities.
Monte Carlo modelling of TRIGA research reactor
El Bakkari, B.; Nacir, B.; El Bardouni, T.; El Younoussi, C.; Merroun, O.; Htet, A.; Boulaich, Y.; Zoubair, M.; Boukhal, H.; Chakir, M.
2010-10-01
The Moroccan 2 MW TRIGA MARK II research reactor at Centre des Etudes Nucléaires de la Maâmora (CENM) achieved initial criticality on May 2, 2007. The reactor is designed to effectively implement the various fields of basic nuclear research, manpower training, and production of radioisotopes for their use in agriculture, industry, and medicine. This study deals with the neutronic analysis of the 2-MW TRIGA MARK II research reactor at CENM and validation of the results by comparisons with the experimental, operational, and available final safety analysis report (FSAR) values. The study was prepared in collaboration between the Laboratory of Radiation and Nuclear Systems (ERSN-LMR) from Faculty of Sciences of Tetuan (Morocco) and CENM. The 3-D continuous energy Monte Carlo code MCNP (version 5) was used to develop a versatile and accurate full model of the TRIGA core. The model represents in detailed all components of the core with literally no physical approximation. Continuous energy cross-section data from the more recent nuclear data evaluations (ENDF/B-VI.8, ENDF/B-VII.0, JEFF-3.1, and JENDL-3.3) as well as S( α, β) thermal neutron scattering functions distributed with the MCNP code were used. The cross-section libraries were generated by using the NJOY99 system updated to its more recent patch file "up259". The consistency and accuracy of both the Monte Carlo simulation and neutron transport physics were established by benchmarking the TRIGA experiments. Core excess reactivity, total and integral control rods worth as well as power peaking factors were used in the validation process. Results of calculations are analysed and discussed.
Multilevel sequential Monte Carlo samplers
Beskos, Alexandros
2016-08-29
In this article we consider the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods which depend on the step-size level . hL. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretization levels . âˆž>h0>h1â‹¯>hL. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence and a sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. It is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context. That is, relative to exact sampling and Monte Carlo for the distribution at the finest level . hL. The approach is numerically illustrated on a Bayesian inverse problem. Â© 2016 Elsevier B.V.
Energy Technology Data Exchange (ETDEWEB)
Mendonca, Dalila; Neves, Lucio P.; Perini, Ana P., E-mail: anapaula.perini@ufu.br [Universidade Federal de Uberlandia (INFIS/UFU), Uberlandia, MG (Brazil). Instituto de Fisica; Santos, William S.; Caldas, Linda V.E. [Instituto de Pesquisas Energeticas e Nucleres (IPEN/CNEN-SP), Sao Paulo, SP (Brazil)
2015-07-01
A special pencil type ionization chamber, developed at the Instituto de Pesquisas Energeticas e Nucleares, was characterized by means of Monte Carlo simulation to determine the influence of its components on its response. The main differences between this ionization chamber and commercial ionization chambers are related to its configuration and constituent materials. The simulations were made employing the MCNP-4C Monte Carlo code. The highest influence was obtained for the body of PMMA: 7.0%. (author)
Equilibrium Statistics: Monte Carlo Methods
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].
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.
Proton Upset Monte Carlo Simulation
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.
Calibration and Monte Carlo modelling of neutron long counters
Tagziria, H
2000-01-01
The Monte Carlo technique has become a very powerful tool in radiation transport as full advantage is taken of enhanced cross-section data, more powerful computers and statistical techniques, together with better characterisation of neutron and photon source spectra. At the National Physical Laboratory, calculations using the Monte Carlo radiation transport code MCNP-4B have been combined with accurate measurements to characterise two long counters routinely used to standardise monoenergetic neutron fields. New and more accurate response function curves have been produced for both long counters. A novel approach using Monte Carlo methods has been developed, validated and used to model the response function of the counters and determine more accurately their effective centres, which have always been difficult to establish experimentally. Calculations and measurements agree well, especially for the De Pangher long counter for which details of the design and constructional material are well known. The sensitivit...
Monte Carlo Particle Lists: MCPL
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.
MONTE CARLO ANALYSES OF THE YALINA THERMAL FACILITY WITH SERPENT STEREOLITHOGRAPHY GEOMETRY MODEL
Energy Technology Data Exchange (ETDEWEB)
Talamo, A.; Gohar, Y.
2015-01-01
This paper analyzes the YALINA Thermal subcritical assembly of Belarus using two different Monte Carlo transport programs, SERPENT and MCNP. The MCNP model is based on combinatorial geometry and universes hierarchy, while the SERPENT model is based on Stereolithography geometry. The latter consists of unstructured triangulated surfaces defined by the normal and vertices. This geometry format is used by 3D printers and it has been created by: the CUBIT software, MATLAB scripts, and C coding. All the Monte Carlo simulations have been performed using the ENDF/B-VII.0 nuclear data library. Both MCNP and SERPENT share the same geometry specifications, which describe the facility details without using any material homogenization. Three different configurations have been studied with different number of fuel rods. The three fuel configurations use 216, 245, or 280 fuel rods, respectively. The numerical simulations show that the agreement between SERPENT and MCNP results is within few tens of pcms.
Applications of Monte Carlo Methods in Calculus.
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)
(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.
Radiation shielding design for neutron diffractometers assisted by Monte Carlo methods
Osborn, John C.; Ersez, Tunay; Braoudakis, George
2006-11-01
Monte Carlo simulations may be used to model radiation shielding for neutron diffractometers. The use of the MCNP computer program to assess shielding for a diffractometer is discussed. A comparison is made of shielding requirements for radiation generated by several materials commonly used in neutron optical elements and beam stops, including lithium-6 based absorbers where the Monte Carlo method can model the effects of fast neutrons generated by this material.
Density matrix quantum Monte Carlo
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...
Efficient kinetic Monte Carlo simulation
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.
Adaptive Multilevel Monte Carlo Simulation
Hoel, H
2011-08-23
This work generalizes a multilevel forward Euler Monte Carlo method introduced in Michael B. Giles. (Michael Giles. Oper. Res. 56(3):607–617, 2008.) for the approximation of expected values depending on the solution to an Itô stochastic differential equation. The work (Michael Giles. Oper. Res. 56(3):607– 617, 2008.) proposed and analyzed a forward Euler multilevelMonte Carlo method based on a hierarchy of uniform time discretizations and control variates to reduce the computational effort required by a standard, single level, Forward Euler Monte Carlo method. This work introduces an adaptive hierarchy of non uniform time discretizations, generated by an adaptive algorithmintroduced in (AnnaDzougoutov et al. Raùl Tempone. Adaptive Monte Carlo algorithms for stopped diffusion. In Multiscale methods in science and engineering, volume 44 of Lect. Notes Comput. Sci. Eng., pages 59–88. Springer, Berlin, 2005; Kyoung-Sook Moon et al. Stoch. Anal. Appl. 23(3):511–558, 2005; Kyoung-Sook Moon et al. An adaptive algorithm for ordinary, stochastic and partial differential equations. In Recent advances in adaptive computation, volume 383 of Contemp. Math., pages 325–343. Amer. Math. Soc., Providence, RI, 2005.). This form of the adaptive algorithm generates stochastic, path dependent, time steps and is based on a posteriori error expansions first developed in (Anders Szepessy et al. Comm. Pure Appl. Math. 54(10):1169– 1214, 2001). Our numerical results for a stopped diffusion problem, exhibit savings in the computational cost to achieve an accuracy of ϑ(TOL),from(TOL−3), from using a single level version of the adaptive algorithm to ϑ(((TOL−1)log(TOL))2).
Indian Academy of Sciences (India)
M E MEDHAT; S P SHIRMARDI; V P SINGH
2017-03-01
Monte Carlo N-particle (MCNP) code has been used to simulate the transport of gamma photon rays of different energies (22, 31, 59.5 and 81 keV) to estimate the iron content in solutions. In this study, MCNP simulation results are compared with experiment and XCOM theoretical data. The simulation shows that theobtained results are in good agreement with experimental data, and better than the theoretical XCOM values. The study indicates that MCNP simulation is an excellent tool to estimate the iron concentration in the blood samples. The MCNP code can also be utilized to estimate other trace elements in the blood samples.
Medhat, M. E.; Shirmardi, S. P.; Singh, V. P.
2017-03-01
Monte Carlo N-particle (MCNP) code has been used to simulate the transport of gamma photon rays of different energies (22, 31, 59.5 and 81 keV) to estimate the iron content in solutions. In this study, MCNP simulation results are compared with experiment and XCOM theoretical data. The simulation shows that the obtained results are in good agreement with experimental data, and better than the theoretical XCOM values. The study indicates that MCNP simulation is an excellent tool to estimate the iron concentration in the blood samples. The MCNP code can also be utilized to estimate other trace elements in the blood samples.
Criticality accident detector coverage analysis using the Monte Carlo Method
Energy Technology Data Exchange (ETDEWEB)
Zino, J.F.; Okafor, K.C.
1993-12-31
As a result of the need for a more accurate computational methodology, the Los Alamos developed Monte Carlo code MCNP is used to show the implementation of a more advanced and accurate methodology in criticality accident detector analysis. This paper will detail the application of MCNP for the analysis of the areas of coverage of a criticality accident alarm detector located inside a concrete storage vault at the Savannah River Site. The paper will discuss; (1) the generation of fixed-source representations of various criticality fission sources (for spherical geometries); (2) the normalization of these sources to the ``minimum criticality of concern`` as defined by ANS 8.3; (3) the optimization process used to determine which source produces the lowest total detector response for a given set of conditions; and (4) the use of this minimum source for the analysis of the areas of coverage of the criticality accident alarm detector.
MONTE-CARLO BURNUP CALCULATION UNCERTAINTY QUANTIFICATION AND PROPAGATION DETERMINATION
Energy Technology Data Exchange (ETDEWEB)
Nichols, T.; Sternat, M.; Charlton, W.
2011-05-08
MONTEBURNS is a Monte-Carlo depletion routine utilizing MCNP and ORIGEN 2.2. Uncertainties exist in the MCNP transport calculation, but this information is not passed to the depletion calculation in ORIGEN or saved. To quantify this transport uncertainty and determine how it propagates between burnup steps, a statistical analysis of a multiple repeated depletion runs is performed. The reactor model chosen is the Oak Ridge Research Reactor (ORR) in a single assembly, infinite lattice configuration. This model was burned for a 25.5 day cycle broken down into three steps. The output isotopics as well as effective multiplication factor (k-effective) were tabulated and histograms were created at each burnup step using the Scott Method to determine the bin width. It was expected that the gram quantities and k-effective histograms would produce normally distributed results since they were produced from a Monte-Carlo routine, but some of results do not. The standard deviation at each burnup step was consistent between fission product isotopes as expected, while the uranium isotopes created some unique results. The variation in the quantity of uranium was small enough that, from the reaction rate MCNP tally, round off error occurred producing a set of repeated results with slight variation. Statistical analyses were performed using the {chi}{sup 2} test against a normal distribution for several isotopes and the k-effective results. While the isotopes failed to reject the null hypothesis of being normally distributed, the {chi}{sup 2} statistic grew through the steps in the k-effective test. The null hypothesis was rejected in the later steps. These results suggest, for a high accuracy solution, MCNP cell material quantities less than 100 grams and greater kcode parameters are needed to minimize uncertainty propagation and minimize round off effects.
Eigenvalue analysis using a full-core Monte Carlo method
Energy Technology Data Exchange (ETDEWEB)
Okafor, K.C.; Zino, J.F. (Westinghouse Savannah River Co., Aiken, SC (United States))
1992-01-01
The reactor physics codes used at the Savannah River Site (SRS) to predict reactor behavior have been continually benchmarked against experimental and operational data. A particular benchmark variable is the observed initial critical control rod position. Historically, there has been some difficulty predicting this position because of the difficulties inherent in using computer codes to model experimental or operational data. The Monte Carlo method is applied in this paper to study the initial critical control rod positions for the SRS K Reactor. A three-dimensional, full-core MCNP model of the reactor was developed for this analysis.
Monte Carlo Simulations of Neutron Oil well Logging Tools
Azcurra, M
2002-01-01
Monte Carlo simulations of simple neutron oil well logging tools into typical geological formations are presented.The simulated tools consist of both 14 MeV pulsed and continuous Am-Be neutron sources with time gated and continuous gamma ray detectors respectively.The geological formation consists of pure limestone with 15% absolute porosity in a wide range of oil saturation.The particle transport was performed with the Monte Carlo N-Particle Transport Code System, MCNP-4B.Several gamma ray spectra were obtained at the detector position that allow to perform composition analysis of the formation.In particular, the ratio C/O was analyzed as an indicator of oil saturation.Further calculations are proposed to simulate actual detector responses in order to contribute to understand the relation between the detector response with the formation composition
Monte Carlo simulations of the Galileo energetic particle detector
Jun, I; Garrett, H B; McEntire, R W
2002-01-01
Monte Carlo radiation transport studies have been performed for the Galileo spacecraft energetic particle detector (EPD) in order to study its response to energetic electrons and protons. Three-dimensional Monte Carlo radiation transport codes, MCNP version 4B (for electrons) and MCNPX version 2.2.3 (for protons), were used throughout the study. The results are presented in the form of 'geometric factors' for the high-energy channels studied in this paper: B1, DC2, and DC3 for electrons and B0, DC0, and DC1 for protons. The geometric factor is the energy-dependent detector response function that relates the incident particle fluxes to instrument count rates. The trend of actual data measured by the EPD was successfully reproduced using the geometric factors obtained in this study.
Comparison of the Monte Carlo adjoint-weighted and differential operator perturbation methods
Energy Technology Data Exchange (ETDEWEB)
Kiedrowski, Brian C [Los Alamos National Laboratory; Brown, Forrest B [Los Alamos National Laboratory
2010-01-01
Two perturbation theory methodologies are implemented for k-eigenvalue calculations in the continuous-energy Monte Carlo code, MCNP6. A comparison of the accuracy of these techniques, the differential operator and adjoint-weighted methods, is performed numerically and analytically. Typically, the adjoint-weighted method shows better performance over a larger range; however, there are exceptions.
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.)
Comparative Criticality Analysis of Two Monte Carlo Codes on Centrifugal Atomizer: MCNPS and SCALE
Energy Technology Data Exchange (ETDEWEB)
Kang, H-S; Jang, M-S; Kim, S-R [NESS, Daejeon (Korea, Republic of); Park, J-M; Kim, K-N [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)
2015-10-15
There are two well-known Monte Carlo codes for criticality analysis, MCNP5 and SCALE. MCNP5 is a general-purpose Monte Carlo N-Particle code that can be used for neutron, photon, electron or coupled neutron / photon / electron transport, including the capability to calculate eigenvalues for critical system as a main analysis code. SCALE provides a comprehensive, verified and validated, user-friendly tool set for criticality safety, reactor physics, radiation shielding, radioactive source term characterization, and sensitivity and uncertainty analysis. SCALE was conceived and funded by US NRC to perform standardized computer analysis for licensing evaluation and is used widely in the world. We performed a validation test of MCNP5 and a comparative analysis of Monte Carlo codes, MCNP5 and SCALE, in terms of the critical analysis of centrifugal atomizer. In the criticality analysis using MCNP5 code, we obtained the statistically reliable results by using a large number of source histories per cycle and performing of uncertainty analysis.
An Overview of the Monte Carlo Application ToolKit (MCATK)
Energy Technology Data Exchange (ETDEWEB)
Trahan, Travis John [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-01-07
MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library designed to build specialized applications and designed to provide new functionality in existing general-purpose Monte Carlo codes like MCNP; it was developed with Agile software engineering methodologies under the motivation to reduce costs. The characteristics of MCATK can be summarized as follows: MCATK physics – continuous energy neutron-gamma transport with multi-temperature treatment, static eigenvalue (k and α) algorithms, time-dependent algorithm, fission chain algorithms; MCATK geometry – mesh geometries, solid body geometries. MCATK provides verified, unit-tested Monte Carlo components, flexibility in Monte Carlo applications development, and numerous tools such as geometry and cross section plotters. Recent work has involved deterministic and Monte Carlo analysis of stochastic systems. Static and dynamic analysis is discussed, and the results of a dynamic test problem are given.
Monte Carlo techniques in radiation therapy
Verhaegen, Frank
2013-01-01
Modern cancer treatment relies on Monte Carlo simulations to help radiotherapists and clinical physicists better understand and compute radiation dose from imaging devices as well as exploit four-dimensional imaging data. With Monte Carlo-based treatment planning tools now available from commercial vendors, a complete transition to Monte Carlo-based dose calculation methods in radiotherapy could likely take place in the next decade. Monte Carlo Techniques in Radiation Therapy explores the use of Monte Carlo methods for modeling various features of internal and external radiation sources, including light ion beams. The book-the first of its kind-addresses applications of the Monte Carlo particle transport simulation technique in radiation therapy, mainly focusing on external beam radiotherapy and brachytherapy. It presents the mathematical and technical aspects of the methods in particle transport simulations. The book also discusses the modeling of medical linacs and other irradiation devices; issues specific...
Approaching Chemical Accuracy with Quantum Monte Carlo
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...
Mean field simulation for Monte Carlo integration
Del Moral, Pierre
2013-01-01
In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled Monte Carlo methods; Feynman-Kac particle models; genetic and evolutionary algorithms; sequential Monte Carlo methods; adaptive and interacting Marko
TRIPOLI-4{sup ®} Monte Carlo code ITER A-lite neutronic model validation
Energy Technology Data Exchange (ETDEWEB)
Jaboulay, Jean-Charles, E-mail: jean-charles.jaboulay@cea.fr [CEA, DEN, Saclay, DM2S, SERMA, F-91191 Gif-sur-Yvette (France); Cayla, Pierre-Yves; Fausser, Clement [MILLENNIUM, 16 Av du Québec Silic 628, F-91945 Villebon sur Yvette (France); Damian, Frederic; Lee, Yi-Kang; Puma, Antonella Li; Trama, Jean-Christophe [CEA, DEN, Saclay, DM2S, SERMA, F-91191 Gif-sur-Yvette (France)
2014-10-15
3D Monte Carlo transport codes are extensively used in neutronic analysis, especially in radiation protection and shielding analyses for fission and fusion reactors. TRIPOLI-4{sup ®} is a Monte Carlo code developed by CEA. The aim of this paper is to show its capability to model a large-scale fusion reactor with complex neutron source and geometry. A benchmark between MCNP5 and TRIPOLI-4{sup ®}, on the ITER A-lite model was carried out; neutron flux, nuclear heating in the blankets and tritium production rate in the European TBMs were evaluated and compared. The methodology to build the TRIPOLI-4{sup ®} A-lite model is based on MCAM and the MCNP A-lite model. Simplified TBMs, from KIT, were integrated in the equatorial-port. A good agreement between MCNP and TRIPOLI-4{sup ®} is shown; discrepancies are mainly included in the statistical error.
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...
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.
Error in Monte Carlo, quasi-error in Quasi-Monte Carlo
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...
Langevin Monte Carlo filtering for target tracking
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
An introduction to Monte Carlo methods
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
An introduction to Monte Carlo methods
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
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.
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.
MCOR - Monte Carlo depletion code for reference LWR calculations
Energy Technology Data Exchange (ETDEWEB)
Puente Espel, Federico, E-mail: fup104@psu.edu [Department of Mechanical and Nuclear Engineering, Pennsylvania State University (United States); Tippayakul, Chanatip, E-mail: cut110@psu.edu [Department of Mechanical and Nuclear Engineering, Pennsylvania State University (United States); Ivanov, Kostadin, E-mail: kni1@psu.edu [Department of Mechanical and Nuclear Engineering, Pennsylvania State University (United States); Misu, Stefan, E-mail: Stefan.Misu@areva.com [AREVA, AREVA NP GmbH, Erlangen (Germany)
2011-04-15
Research highlights: > Introduction of a reference Monte Carlo based depletion code with extended capabilities. > Verification and validation results for MCOR. > Utilization of MCOR for benchmarking deterministic lattice physics (spectral) codes. - Abstract: The MCOR (MCnp-kORigen) code system is a Monte Carlo based depletion system for reference fuel assembly and core calculations. The MCOR code is designed as an interfacing code that provides depletion capability to the LANL Monte Carlo code by coupling two codes: MCNP5 with the AREVA NP depletion code, KORIGEN. The physical quality of both codes is unchanged. The MCOR code system has been maintained and continuously enhanced since it was initially developed and validated. The verification of the coupling was made by evaluating the MCOR code against similar sophisticated code systems like MONTEBURNS, OCTOPUS and TRIPOLI-PEPIN. After its validation, the MCOR code has been further improved with important features. The MCOR code presents several valuable capabilities such as: (a) a predictor-corrector depletion algorithm, (b) utilization of KORIGEN as the depletion module, (c) individual depletion calculation of each burnup zone (no burnup zone grouping is required, which is particularly important for the modeling of gadolinium rings), and (d) on-line burnup cross-section generation by the Monte Carlo calculation for 88 isotopes and usage of the KORIGEN libraries for PWR and BWR typical spectra for the remaining isotopes. Besides the just mentioned capabilities, the MCOR code newest enhancements focus on the possibility of executing the MCNP5 calculation in sequential or parallel mode, a user-friendly automatic re-start capability, a modification of the burnup step size evaluation, and a post-processor and test-matrix, just to name the most important. The article describes the capabilities of the MCOR code system; from its design and development to its latest improvements and further ameliorations. Additionally
Monte Carlo tools evaluation for nuclear analyses of the European DEMO
Energy Technology Data Exchange (ETDEWEB)
Jaboulay, Jean-Charles, E-mail: jean-charles.jaboulay@cea.fr [CEA-Saclay, DEN, DM2S, SERMA, LPEC, F-91191 Gif-sur-Yvette (France); Damian, Frédéric [CEA-Saclay, DEN, DM2S, SERMA, LPEC, F-91191 Gif-sur-Yvette (France); Aiello, Giacomo [CEA-Saclay, DEN, DM2S, SEMT, LISN, F-91191 Gif-sur-Yvette (France); Taylor, David; Zheng, Shanliang [CCFE, Culham Science Centre, Abingdon, Oxon OX14 3DB (United Kingdom); Bienkowska, Barbara; Drozdowicz, Krzysztof; Tracz, Grzegorz [IPPLM, Warsaw/IFJ Krakow (Poland); Fischer, Ulrich [KIT – Karlsruhe Institute of Technology, Karlsruhe (Germany); Bachmann, Christian [EFDA – European Fusion Development Agreement, Garching (Germany)
2015-10-15
This paper presents the status of different Monte Carlo (MC) particle transport codes regarding their capabilities to model the European fusion power demonstration reactor (DEMO). This work was carried out, via a collaboration between CEA, CCFE, IPPLM and KIT to evaluate MC codes which could replace MCNP for nuclear analysis on DEMO. Each association has participated using a different MC code: CEA with TRIPOLI-4, CCFE with Serpent, and IPPLM with FLUKA. The common DEMO model studied has been developed by KIT with MCNP. Considerable effort was required to translate the MCNP input deck into the syntax of Serpent and FLUKA codes; so no real nuclear analysis has been performed in the frame of this work. Regarding TRIPOLI-4, a benchmark has been successfully conducted; the results obtained are statistically similar to those of MCNP with comparable computation times.
Spike Inference from Calcium Imaging using Sequential Monte Carlo Methods
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
Monte Carlo Numerical Models for Nuclear Logging Applications
Directory of Open Access Journals (Sweden)
Fusheng Li
2012-06-01
Full Text Available Nuclear logging is one of most important logging services provided by many oil service companies. The main parameters of interest are formation porosity, bulk density, and natural radiation. Other services are also provided from using complex nuclear logging tools, such as formation lithology/mineralogy, etc. Some parameters can be measured by using neutron logging tools and some can only be measured by using a gamma ray tool. To understand the response of nuclear logging tools, the neutron transport/diffusion theory and photon diffusion theory are needed. Unfortunately, for most cases there are no analytical answers if complex tool geometry is involved. For many years, Monte Carlo numerical models have been used by nuclear scientists in the well logging industry to address these challenges. The models have been widely employed in the optimization of nuclear logging tool design, and the development of interpretation methods for nuclear logs. They have also been used to predict the response of nuclear logging systems for forward simulation problems. In this case, the system parameters including geometry, materials and nuclear sources, etc., are pre-defined and the transportation and interactions of nuclear particles (such as neutrons, photons and/or electrons in the regions of interest are simulated according to detailed nuclear physics theory and their nuclear cross-section data (probability of interacting. Then the deposited energies of particles entering the detectors are recorded and tallied and the tool responses to such a scenario are generated. A general-purpose code named Monte Carlo N– Particle (MCNP has been the industry-standard for some time. In this paper, we briefly introduce the fundamental principles of Monte Carlo numerical modeling and review the physics of MCNP. Some of the latest developments of Monte Carlo Models are also reviewed. A variety of examples are presented to illustrate the uses of Monte Carlo numerical models
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.
Monte carlo simulation for soot dynamics
Zhou, Kun
2012-01-01
A new Monte Carlo method termed Comb-like frame Monte Carlo is developed to simulate the soot dynamics. Detailed stochastic error analysis is provided. Comb-like frame Monte Carlo is coupled with the gas phase solver Chemkin II to simulate soot formation in a 1-D premixed burner stabilized flame. The simulated soot number density, volume fraction, and particle size distribution all agree well with the measurement available in literature. The origin of the bimodal distribution of particle size distribution is revealed with quantitative proof.
Lattice gauge theories and Monte Carlo simulations
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.
Quantum Monte Carlo for minimum energy structures
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.
Fast quantum Monte Carlo on a GPU
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.
11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
Nuyens, Dirk
2016-01-01
This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.
Simulation and the Monte Carlo method
Rubinstein, Reuven Y
2016-01-01
Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo, variance reduction techniques such as the transform likelihood ratio...
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)
Quantum Monte Carlo Calculations of Light Nuclei
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.
Improved Monte Carlo Renormalization Group Method
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.
Monte Carlo methods for particle transport
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 ...
Smart detectors for Monte Carlo radiative transfer
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...
Quantum Monte Carlo approaches for correlated systems
Becca, Federico
2017-01-01
Over the past several decades, computational approaches to studying strongly-interacting systems have become increasingly varied and sophisticated. This book provides a comprehensive introduction to state-of-the-art quantum Monte Carlo techniques relevant for applications in correlated systems. Providing a clear overview of variational wave functions, and featuring a detailed presentation of stochastic samplings including Markov chains and Langevin dynamics, which are developed into a discussion of Monte Carlo methods. The variational technique is described, from foundations to a detailed description of its algorithms. Further topics discussed include optimisation techniques, real-time dynamics and projection methods, including Green's function, reptation and auxiliary-field Monte Carlo, from basic definitions to advanced algorithms for efficient codes, and the book concludes with recent developments on the continuum space. Quantum Monte Carlo Approaches for Correlated Systems provides an extensive reference ...
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.
Monte Carlo Algorithms for Linear Problems
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...
The Feynman Path Goes Monte Carlo
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.
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.
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.
Calculating kinetics parameters and reactivity changes with continuous-energy Monte Carlo
Energy Technology Data Exchange (ETDEWEB)
Kiedrowski, Brian C [Los Alamos National Laboratory; Brown, Forrest B [Los Alamos National Laboratory; Wilson, Paul [UNIV. WISCONSIN
2009-01-01
The iterated fission probability interpretation of the adjoint flux forms the basis for a method to perform adjoint weighting of tally scores in continuous-energy Monte Carlo k-eigenvalue calculations. Applying this approach, adjoint-weighted tallies are developed for two applications: calculating point reactor kinetics parameters and estimating changes in reactivity from perturbations. Calculations are performed in the widely-used production code, MCNP, and the results of both applications are compared with discrete ordinates calculations, experimental measurements, and other Monte Carlo calculations.
FREYA-a new Monte Carlo code for improved modeling of fission chains
Energy Technology Data Exchange (ETDEWEB)
Hagmann, C A; Randrup, J; Vogt, R L
2012-06-12
A new simulation capability for modeling of individual fission events and chains and the transport of fission products in materials is presented. FREYA ( Fission Yield Event Yield Algorithm ) is a Monte Carlo code for generating fission events providing correlated kinematic information for prompt neutrons, gammas, and fragments. As a standalone code, FREYA calculates quantities such as multiplicity-energy, angular, and gamma-neutron energy sharing correlations. To study materials with multiplication, shielding effects, and detectors, we have integrated FREYA into the general purpose Monte Carlo code MCNP. This new tool will allow more accurate modeling of detector responses including correlations and the development of SNM detectors with increased sensitivity.
Error in Monte Carlo, quasi-error in Quasi-Monte Carlo
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.
Energy Technology Data Exchange (ETDEWEB)
Valentine, T.E.
2001-01-19
The Monte Carlo code MCNP-DSP was developed from the Los Alamos MCNP4a code to calculate the time and frequency response statistics obtained from subcritical measurements. The code can be used to simulate a variety of subcritical measurements including source-driven noise analysis, Rossi-{alpha}, pulsed source, passive frequency analysis, multiplicity, and Feynman variance measurements. This code can be used to validate Monte Carlo methods and cross section data sets with subcritical measurements and replaces the use of point kinetics models for interpreting subcritical measurements.
Energy Technology Data Exchange (ETDEWEB)
Valentine, T.E.
1997-01-01
The Monte Carlo code MCNP-DSP was developed from the Los Alamos MCNP4a code to calculate the time and frequency response statistics obtained from the {sup 252}Cf-source-driven frequency analysis measurements. This code can be used to validate calculational methods and cross section data sets from subcritical experiments. This code provides a more general model for interpretation and planning of experiments for nuclear criticality safety, nuclear safeguards, and nuclear weapons identification and replaces the use of point kinetics models for interpreting the measurements. The use of MCNP-DSP extends the usefulness of this measurement method to systems with much lower neutron multiplication factors.
Approaching Chemical Accuracy with Quantum Monte Carlo
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.
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.
The New MCNP6 Depletion Capability
Energy Technology Data Exchange (ETDEWEB)
Fensin, Michael Lorne [Los Alamos National Laboratory; James, Michael R. [Los Alamos National Laboratory; Hendricks, John S. [Los Alamos National Laboratory; Goorley, John T. [Los Alamos National Laboratory
2012-06-19
The first MCNP based inline Monte Carlo depletion capability was officially released from the Radiation Safety Information and Computational Center as MCNPX 2.6.0. Both the MCNP5 and MCNPX codes have historically provided a successful combinatorial geometry based, continuous energy, Monte Carlo radiation transport solution for advanced reactor modeling and simulation. However, due to separate development pathways, useful simulation capabilities were dispersed between both codes and not unified in a single technology. MCNP6, the next evolution in the MCNP suite of codes, now combines the capability of both simulation tools, as well as providing new advanced technology, in a single radiation transport code. We describe here the new capabilities of the MCNP6 depletion code dating from the official RSICC release MCNPX 2.6.0, reported previously, to the now current state of MCNP6. NEA/OECD benchmark results are also reported. The MCNP6 depletion capability enhancements beyond MCNPX 2.6.0 reported here include: (1) new performance enhancing parallel architecture that implements both shared and distributed memory constructs; (2) enhanced memory management that maximizes calculation fidelity; and (3) improved burnup physics for better nuclide prediction. MCNP6 depletion enables complete, relatively easy-to-use depletion calculations in a single Monte Carlo code. The enhancements described here help provide a powerful capability as well as dictate a path forward for future development to improve the usefulness of the technology.
Random Numbers and Monte Carlo Methods
Scherer, Philipp O. J.
Many-body problems often involve the calculation of integrals of very high dimension which cannot be treated by standard methods. For the calculation of thermodynamic averages Monte Carlo methods are very useful which sample the integration volume at randomly chosen points. After summarizing some basic statistics, we discuss algorithms for the generation of pseudo-random numbers with given probability distribution which are essential for all Monte Carlo methods. We show how the efficiency of Monte Carlo integration can be improved by sampling preferentially the important configurations. Finally the famous Metropolis algorithm is applied to classical many-particle systems. Computer experiments visualize the central limit theorem and apply the Metropolis method to the traveling salesman problem.
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.
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.
Quantum Monte Carlo with variable spins.
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.
A brief introduction to Monte Carlo simulation.
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.
Quantum Monte Carlo with Variable Spins
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.
CosmoPMC: Cosmology Population Monte Carlo
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.
Quantum speedup of Monte Carlo methods.
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.
Adiabatic optimization versus diffusion Monte Carlo methods
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 .
Self-learning Monte Carlo method
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.
Monte Carlo strategies in scientific computing
Liu, Jun S
2008-01-01
This paperback edition is a reprint of the 2001 Springer edition This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians It can also be used as the textbook for a graduate-level course on Monte Carlo methods Many problems discussed in the alter chapters can be potential thesis topics for masters’ or PhD students in statistics or computer science departments Jun Liu is Professor of Statistics at Harvard University, with a courtesy Professor appointment at Harvard Biostatistics Department Professor Liu was the recipient of the 2002 COPSS Presidents' Award, the most prestigious one for sta...
Clouvas, A; Antonopoulos-Domis, M; Silva, J
2000-01-01
The dose rate conversion factors D/sub CF/ (absorbed dose rate in air per unit activity per unit of soil mass, nGy h/sup -1/ per Bq kg/sup -1/) are calculated 1 m above ground for photon emitters of natural radionuclides uniformly distributed in the soil. Three Monte Carlo codes are used: 1) The MCNP code of Los Alamos; 2) The GEANT code of CERN; and 3) a Monte Carlo code developed in the Nuclear Technology Laboratory of the Aristotle University of Thessaloniki. The accuracy of the Monte Carlo results is tested by the comparison of the unscattered flux obtained by the three Monte Carlo codes with an independent straightforward calculation. All codes and particularly the MCNP calculate accurately the absorbed dose rate in air due to the unscattered radiation. For the total radiation (unscattered plus scattered) the D/sub CF/ values calculated from the three codes are in very good agreement between them. The comparison between these results and the results deduced previously by other authors indicates a good ag...
Parallel Markov chain Monte Carlo simulations.
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.
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.
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.)
Monte carlo simulations of organic photovoltaics.
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.
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.
The Rational Hybrid Monte Carlo Algorithm
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.
The Rational Hybrid Monte Carlo algorithm
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.
Report of 'Monte Carlo calculation summer seminar'
Energy Technology Data Exchange (ETDEWEB)
Sakurai, Kiyoshi; Kume, Etsuo; Yatabe, Shigeru; Maekawa, Fujio; Yamamoto, Toshihiro; Nagaya, Yasunobu; Mori, Takamasa [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment; Ueki, Kohtaro [Ship Research Inst., Tokyo (Japan); Naito, Yoshitaka [Nippon Advanced Information Service, Tokai, Ibaraki (Japan)
2001-02-01
'Monte Carlo Calculation Summer Seminar', which was sponsored by Research Committee on Particle Simulation with Monte Carlo Method' in Atomic Energy Society of Japan, was held in 26-28 July 2000 at Tokai Research Establishment, Japan Atomic Energy Research Institute. The participator is 111 persons from universities, Research Institutes and Companies. In the beginner course, the lecture of fundamental theory of Monte Carlo Method and the installation to the note-type personal computer of MCNP- 4B2 and attached libraries, sample input were performed. As the seminar is first attempt in Japan, the general review and lecture, installation, exercise calculation were summarized in this report. (author)
Fast sequential Monte Carlo methods for counting and optimization
Rubinstein, Reuven Y; Vaisman, Radislav
2013-01-01
A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems. Written by authorities in the
Monte Carlo methods in AB initio quantum chemistry quantum Monte Carlo for molecules
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
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)
On the use of stochastic approximation Monte Carlo for Monte Carlo integration
Liang, Faming
2009-03-01
The stochastic approximation Monte Carlo (SAMC) algorithm has recently been proposed as a dynamic optimization algorithm in the literature. In this paper, we show in theory that the samples generated by SAMC can be used for Monte Carlo integration via a dynamically weighted estimator by calling some results from the literature of nonhomogeneous Markov chains. Our numerical results indicate that SAMC can yield significant savings over conventional Monte Carlo algorithms, such as the Metropolis-Hastings algorithm, for the problems for which the energy landscape is rugged. © 2008 Elsevier B.V. All rights reserved.
Monte Carlo analysis of Very High Temperature gas-cooled Reactor for hydrogen production
Energy Technology Data Exchange (ETDEWEB)
Kim, J. G.; Kim, H. C.; Kim, S. Y.; Shin, C. H.; Han, C. Y.; Kim, J. C. [Hanyang Univ., Seoul (Korea, Republic of)
2006-03-15
This work has been pursued during 2 years. In the first year, the development of Monte Carlo analysis method for pebble-type VHTR core was focused with zero-power reactor. The pebble-bed cores of HTR-PROTEUS critical facility in Switzerland were selected for the benchmark model and detailed full-scope MCNP modeling was carried out. Especially, accurate and effective modeling of UO{sub 2} particles and their distributions in fuel pebble was pursed as well as the pebbles distribution within core region. After the detailed MCNP modeling of the whole facility, analyses of nuclear characteristics were carried out, and the results were compared with experiments and those of other research groups. The effective multiplication factors (k{sub eff}) were calculated for the two HTR-PROTEUS cores, and then homogenization effect of TRISO fuel on criticality investigated. Control rod and shutdown rod worths were also calculated, and the criticality calculations with different cross-section library and various reflector thickness were carried out. In the 2nd year of the research period, the Monte Carol analysis method developed in the 1st year was applied to the core with thermal power. The pebble-bed cores of HTR-10 test reactor in China were selected for the benchmark model. After the detailed full-scope MCNP modeling the Monte Carlo analysis results calculated in this work were verified with the benchmark results which have been done for first criticality state and initial core.
A comparison of Monte Carlo generators
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.
Monte Carlo Tools for Jet Quenching
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.
An Introduction to Monte Carlo Methods
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)
Variance Reduction Techniques in Monte Carlo Methods
Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.
2010-01-01
Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the intr
Scalable Domain Decomposed Monte Carlo Particle Transport
Energy Technology Data Exchange (ETDEWEB)
O' Brien, Matthew Joseph [Univ. of California, Davis, CA (United States)
2013-12-05
In this dissertation, we present the parallel algorithms necessary to run domain decomposed Monte Carlo particle transport on large numbers of processors (millions of processors). Previous algorithms were not scalable, and the parallel overhead became more computationally costly than the numerical simulation.
Monte Carlo methods beyond detailed balance
Schram, Raoul D.; Barkema, Gerard T.
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
Variance Reduction Techniques in Monte Carlo Methods
Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.
2010-01-01
Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the intr
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...
Monte Carlo Simulation of Counting Experiments.
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…
Propagation of statistical and nuclear data uncertainties in Monte Carlo burn-up calculations
Energy Technology Data Exchange (ETDEWEB)
Garcia-Herranz, Nuria [Departamento de Ingenieria Nuclear, Universidad Politecnica de Madrid, UPM (Spain)], E-mail: nuria@din.upm.es; Cabellos, Oscar [Departamento de Ingenieria Nuclear, Universidad Politecnica de Madrid, UPM (Spain); Sanz, Javier [Departamento de Ingenieria Energetica, Universidad Nacional de Educacion a Distancia, UNED (Spain); Juan, Jesus [Laboratorio de Estadistica, Universidad Politecnica de Madrid, UPM (Spain); Kuijper, Jim C. [NRG - Fuels, Actinides and Isotopes Group, Petten (Netherlands)
2008-04-15
Two methodologies to propagate the uncertainties on the nuclide inventory in combined Monte Carlo-spectrum and burn-up calculations are presented, based on sensitivity/uncertainty and random sampling techniques (uncertainty Monte Carlo method). Both enable the assessment of the impact of uncertainties in the nuclear data as well as uncertainties due to the statistical nature of the Monte Carlo neutron transport calculation. The methodologies are implemented in our MCNP-ACAB system, which combines the neutron transport code MCNP-4C and the inventory code ACAB. A high burn-up benchmark problem is used to test the MCNP-ACAB performance in inventory predictions, with no uncertainties. A good agreement is found with the results of other participants. This benchmark problem is also used to assess the impact of nuclear data uncertainties and statistical flux errors in high burn-up applications. A detailed calculation is performed to evaluate the effect of cross-section uncertainties in the inventory prediction, taking into account the temporal evolution of the neutron flux level and spectrum. Very large uncertainties are found at the unusually high burn-up of this exercise (800 MWd/kgHM). To compare the impact of the statistical errors in the calculated flux with respect to the cross uncertainties, a simplified problem is considered, taking a constant neutron flux level and spectrum. It is shown that, provided that the flux statistical deviations in the Monte Carlo transport calculation do not exceed a given value, the effect of the flux errors in the calculated isotopic inventory are negligible (even at very high burn-up) compared to the effect of the large cross-section uncertainties available at present in the data files.
Monte Carlo radiation transport in external beam radiotherapy
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...
Energy Technology Data Exchange (ETDEWEB)
Serikov, A.; Fischer, U.; Grosse, D.; Leichtle, D.; Majerle, M., E-mail: arkady.serikov@kit.edu [Karlsruhe Institute of Technology (KIT), Eggenstein-Leopoldshafen (Germany)
2011-07-01
The Monte Carlo (MC) method is the most suitable computational technique of radiation transport for shielding applications in fusion neutronics. This paper is intended for sharing the results of long term experience of the fusion neutronics group at Karlsruhe Institute of Technology (KIT) in radiation shielding calculations with the MCNP5 code for the ITER fusion reactor with emphasizing on the use of several ITER project-driven computer programs developed at KIT. Two of them, McCad and R2S, seem to be the most useful in radiation shielding analyses. The McCad computer graphical tool allows to perform automatic conversion of the MCNP models from the underlying CAD (CATIA) data files, while the R2S activation interface couples the MCNP radiation transport with the FISPACT activation allowing to estimate nuclear responses such as dose rate and nuclear heating after the ITER reactor shutdown. The cell-based R2S scheme was applied in shutdown photon dose analysis for the designing of the In-Vessel Viewing System (IVVS) and the Glow Discharge Cleaning (GDC) unit in ITER. Newly developed at KIT mesh-based R2S feature was successfully tested on the shutdown dose rate calculations for the upper port in the Neutral Beam (NB) cell of ITER. The merits of McCad graphical program were broadly acknowledged by the neutronic analysts and its continuous improvement at KIT has introduced its stable and more convenient run with its Graphical User Interface. Detailed 3D ITER neutronic modeling with the MCNP Monte Carlo method requires a lot of computation resources, inevitably leading to parallel calculations on clusters. Performance assessments of the MCNP5 parallel runs on the JUROPA/HPC-FF supercomputer cluster permitted to find the optimal number of processors for ITER-type runs. (author)
Energy Technology Data Exchange (ETDEWEB)
Stevens, J. G.; Nuclear Engineering Division
2009-04-24
The Reduced Enrichment Research and Test Reactor (RERTR) Program uses the REBUS-PC computer code to provide reactor physics and core design information such as neutron flux distributions in space, energy, and time, and to track isotopic changes in fuel and neutron absorbers with burnup. REBUS-PC models the complete fuel cycle including shuffling capability. REBUS-PC evolved using the neutronic capabilities of multi-group diffusion theory code DIF3D 9.0, but was extended to apply the continuous energy Monte Carlo code MCNP for one-group fluxes and cross-sections. The linkage between REBUS-PC and MCNP has recently been modernized and extended, as described in this manual. REBUS-PC now calls MCNP via a system call so that the user can apply any valid MCNP executable. The interface between REBUS-PC and MCNP requires minimal changes to an existing MCNP model, and little additional input. The REBUS-MCNP interface can also be used in conjunction with DIF3D neutronics to update an MCNP model with fuel compositions predicted using a DIF3D based depletion.
Hybrid Monte Carlo with Chaotic Mixing
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.
Monte Carlo study of real time dynamics
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.
Multilevel sequential Monte-Carlo samplers
Jasra, Ajay
2016-01-05
Multilevel Monte-Carlo methods provide a powerful computational technique for reducing the computational cost of estimating expectations for a given computational effort. They are particularly relevant for computational problems when approximate distributions are determined via a resolution parameter h, with h=0 giving the theoretical exact distribution (e.g. SDEs or inverse problems with PDEs). The method provides a benefit by coupling samples from successive resolutions, and estimating differences of successive expectations. We develop a methodology that brings Sequential Monte-Carlo (SMC) algorithms within the framework of the Multilevel idea, as SMC provides a natural set-up for coupling samples over different resolutions. We prove that the new algorithm indeed preserves the benefits of the multilevel principle, even if samples at all resolutions are now correlated.
Monte Carlo Simulation for Particle Detectors
Pia, Maria Grazia
2012-01-01
Monte Carlo simulation is an essential component of experimental particle physics in all the phases of its life-cycle: the investigation of the physics reach of detector concepts, the design of facilities and detectors, the development and optimization of data reconstruction software, the data analysis for the production of physics results. This note briefly outlines some research topics related to Monte Carlo simulation, that are relevant to future experimental perspectives in particle physics. The focus is on physics aspects: conceptual progress beyond current particle transport schemes, the incorporation of materials science knowledge relevant to novel detection technologies, functionality to model radiation damage, the capability for multi-scale simulation, quantitative validation and uncertainty quantification to determine the predictive power of simulation. The R&D on simulation for future detectors would profit from cooperation within various components of the particle physics community, and synerg...
An enhanced Monte Carlo outlier detection method.
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.
Composite biasing in Monte Carlo radiative transfer
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...
Multilevel Monte Carlo Approaches for Numerical Homogenization
Efendiev, Yalchin R.
2015-10-01
In this article, we study the application of multilevel Monte Carlo (MLMC) approaches to numerical random homogenization. Our objective is to compute the expectation of some functionals of the homogenized coefficients, or of the homogenized solutions. This is accomplished within MLMC by considering different sizes of representative volumes (RVEs). Many inexpensive computations with the smallest RVE size are combined with fewer expensive computations performed on larger RVEs. Likewise, when it comes to homogenized solutions, different levels of coarse-grid meshes are used to solve the homogenized equation. We show that, by carefully selecting the number of realizations at each level, we can achieve a speed-up in the computations in comparison to a standard Monte Carlo method. Numerical results are presented for both one-dimensional and two-dimensional test-cases that illustrate the efficiency of the approach.
Monte Carlo 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.
Inhomogeneous Monte Carlo simulations of dermoscopic spectroscopy
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.
Handbook of Markov chain Monte Carlo
Brooks, Steve
2011-01-01
""Handbook of Markov Chain Monte Carlo"" brings together the major advances that have occurred in recent years while incorporating enough introductory material for new users of MCMC. Along with thorough coverage of the theoretical foundations and algorithmic and computational methodology, this comprehensive handbook includes substantial realistic case studies from a variety of disciplines. These case studies demonstrate the application of MCMC methods and serve as a series of templates for the construction, implementation, and choice of MCMC methodology.
Accelerated Monte Carlo by Embedded Cluster Dynamics
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.
Energy Technology Data Exchange (ETDEWEB)
Murata, Isao [Osaka Univ., Suita (Japan); Mori, Takamasa; Nakagawa, Masayuki; Itakura, Hirofumi
1996-03-01
The method to calculate neutronics parameters of a core composed of randomly distributed spherical fuels has been developed based on a statistical geometry model with a continuous energy Monte Carlo method. This method was implemented in a general purpose Monte Carlo code MCNP, and a new code MCNP-CFP had been developed. This paper describes the model and method how to use it and the validation results. In the Monte Carlo calculation, the location of a spherical fuel is sampled probabilistically along the particle flight path from the spatial probability distribution of spherical fuels, called nearest neighbor distribution (NND). This sampling method was validated through the following two comparisons: (1) Calculations of inventory of coated fuel particles (CFPs) in a fuel compact by both track length estimator and direct evaluation method, and (2) Criticality calculations for ordered packed geometries. This method was also confined by applying to an analysis of the critical assembly experiment at VHTRC. The method established in the present study is quite unique so as to a probabilistic model of the geometry with a great number of spherical fuels distributed randomly. Realizing the speed-up by vector or parallel computations in future, it is expected to be widely used in calculation of a nuclear reactor core, especially HTGR cores. (author).
Mazonakis, Michalis; Tzedakis, Antonis; Damilakis, John; Varveris, Haris; Kachris, Stefanos; Gourtsoyiannis, Nicholas
2006-04-21
The purpose of this study was to estimate the scattered dose to thyroid from prophylactic cranial irradiation during childhood. The MCNP transport code and mathematical phantoms representing the average individual at ages 3, 5, 10, 15 and 18 years old were employed to simulate cranial radiotherapy using two lateral opposed fields. The mean radiation dose received by the thyroid gland was calculated. A 10 cm thick lead block placed on the patient's couch to shield the thyroid was simulated by MCNP code. The Monte Carlo model was validated by measuring the scattered dose to the unshielded and shielded thyroid using three different humanoid phantoms and thermoluminescense dosimetry. For a cranial dose of 18 Gy, the thyroid dose obtained by Monte Carlo calculations varied from 47 to 79 cGy depending upon the age of the child. Appropriate placement of the couch block resulted in a thyroid dose reduction by 39 to 54%. Thyroid dose values at all possible positions of the radiosensitive gland with respect to the inferior field edge at five different patient ages were found. The mean difference between Monte Carlo results and thyroid dose measurements was 9.6%.
Mazonakis, Michalis; Tzedakis, Antonis; Damilakis, John; Varveris, Haris; Kachris, Stefanos; Gourtsoyiannis, Nicholas
2006-04-01
The purpose of this study was to estimate the scattered dose to thyroid from prophylactic cranial irradiation during childhood. The MCNP transport code and mathematical phantoms representing the average individual at ages 3, 5, 10, 15 and 18 years old were employed to simulate cranial radiotherapy using two lateral opposed fields. The mean radiation dose received by the thyroid gland was calculated. A 10 cm thick lead block placed on the patient's couch to shield the thyroid was simulated by MCNP code. The Monte Carlo model was validated by measuring the scattered dose to the unshielded and shielded thyroid using three different humanoid phantoms and thermoluminescense dosimetry. For a cranial dose of 18 Gy, the thyroid dose obtained by Monte Carlo calculations varied from 47 to 79 cGy depending upon the age of the child. Appropriate placement of the couch block resulted in a thyroid dose reduction by 39 to 54%. Thyroid dose values at all possible positions of the radiosensitive gland with respect to the inferior field edge at five different patient ages were found. The mean difference between Monte Carlo results and thyroid dose measurements was 9.6%.
Monte Carlo Simulation for LINAC Standoff Interrogation of Nuclear Material
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Clarke, Shaun D [ORNL; Flaska, Marek [ORNL; Miller, Thomas Martin [ORNL; Protopopescu, Vladimir A [ORNL; Pozzi, Sara A [ORNL
2007-06-01
The development of new techniques for the interrogation of shielded nuclear materials relies on the use of Monte Carlo codes to accurately simulate the entire system, including the interrogation source, the fissile target and the detection environment. The objective of this modeling effort is to develop analysis tools and methods-based on a relevant scenario-which may be applied to the design of future systems for active interrogation at a standoff. For the specific scenario considered here, the analysis will focus on providing the information needed to determine the type and optimum position of the detectors. This report describes the results of simulations for a detection system employing gamma rays to interrogate fissile and nonfissile targets. The simulations were performed using specialized versions of the codes MCNPX and MCNP-PoliMi. Both prompt neutron and gamma ray and delayed neutron fluxes have been mapped in three dimensions. The time dependence of the prompt neutrons in the system has also been characterized For this particular scenario, the flux maps generated with the Monte Carlo model indicate that the detectors should be placed approximately 50 cm behind the exit of the accelerator, 40 cm away from the vehicle, and 150 cm above the ground. This position minimizes the number of neutrons coming from the accelerator structure and also receives the maximum flux of prompt neutrons coming from the source. The lead shielding around the accelerator minimizes the gamma-ray background from the accelerator in this area. The number of delayed neutrons emitted from the target is approximately seven orders of magnitude less than the prompt neutrons emitted from the system. Therefore, in order to possibly detect the delayed neutrons, the detectors should be active only after all prompt neutrons have scattered out of the system. Preliminary results have shown this time to be greater than 5 ?s after the accelerator pulse. This type of system is illustrative of a
An introduction to Monte Carlo methods
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.
Energy Technology Data Exchange (ETDEWEB)
Jo, Yu Gwon; Yun, Sung Hwan; Cho, Nam Zin [KAIST, Daejeon (Korea, Republic of)
2011-10-15
Since the Monte Carlo method overcomes limitations in multi-group approximation and geometry description, it is gaining increasing use in reactor physics problems. Recently, a new leakage-corrected method was suggested by the authors, in which the critical spectrum is obtained by albedo-based leakage correction in the Monte Carlo method. In this paper, the critical spectrum based on the albedo-based leakage-corrected method will be compared with the critical spectrum by conventional B1 method (with condensed cross sections) and reference critical whole-core assembly spectrum. These two methods are implemented in our local MCNP5 (version 1.50)
MCNP APPLICATIONS FOR THE 21ST CENTURY
Energy Technology Data Exchange (ETDEWEB)
G. MCKINNEY; T. BOOTH; ET AL
2000-10-01
The Los Alamos National Laboratory (LANL) Monte Carlo N-Particle radiation transport code, MCNP, has become an international standard for a wide spectrum of neutron, photon, and electron radiation transport applications. The latest version of the code, MCNP 4C, was released to the Radiation Safety Information Computational Center (RSICC) in February 2000. This paper describes the code development philosophy, new features and capabilities, applicability to various problems, and future directions.
MCNP application for the 21 century
Energy Technology Data Exchange (ETDEWEB)
McKinney, M.C. [and others
2000-08-01
The Los Alamos National Laboratory (LANL) Monte Carlo N-Particle radiation transport code, MCNP, has become an international standard for a wide spectrum of neutron, photon, and electron radiation transport applications. The latest version of the code, MCNP 4C, was released to the Radiation Safety Information Computational Center (RSICC) in February 2000. This paper describes the code development philosophy, new features and capabilities, applicability to various problems, and future directions.
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.
The macro response Monte Carlo method for electron transport
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Svatos, M M
1998-09-01
The main goal of this thesis was to prove the feasibility of basing electron depth dose calculations in a phantom on first-principles single scatter physics, in an amount of time that is equal to or better than current electron Monte Carlo methods. The Macro Response Monte Carlo (MRMC) method achieves run times that are on the order of conventional electron transport methods such as condensed history, with the potential to be much faster. This is possible because MRMC is a Local-to-Global method, meaning the problem is broken down into two separate transport calculations. The first stage is a local, in this case, single scatter calculation, which generates probability distribution functions (PDFs) to describe the electron's energy, position and trajectory after leaving the local geometry, a small sphere or "kugel" A number of local kugel calculations were run for calcium and carbon, creating a library of kugel data sets over a range of incident energies (0.25 MeV - 8 MeV) and sizes (0.025 cm to 0.1 cm in radius). The second transport stage is a global calculation, where steps that conform to the size of the kugels in the library are taken through the global geometry. For each step, the appropriate PDFs from the MRMC library are sampled to determine the electron's new energy, position and trajectory. The electron is immediately advanced to the end of the step and then chooses another kugel to sample, which continues until transport is completed. The MRMC global stepping code was benchmarked as a series of subroutines inside of the Peregrine Monte Carlo code. It was compared to Peregrine's class II condensed history electron transport package, EGS4, and MCNP for depth dose in simple phantoms having density inhomogeneities. Since the kugels completed in the library were of relatively small size, the zoning of the phantoms was scaled down from a clinical size, so that the energy deposition algorithms for spreading dose across 5-10 zones per kugel could
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.
Monte Carlo model of the Studsvik BNCT clinical beam: description and validation.
Giusti, Valerio; Munck af Rosenschöld, Per M; Sköld, Kurt; Montagnini, Bruno; Capala, Jacek
2003-12-01
The neutron beam at the Studsvik facility for boron neutron capture therapy (BNCT) and the validation of the related computational model developed for the MCNP-4B Monte Carlo code are presented. Several measurements performed at the epithermal neutron port used for clinical trials have been made in order to validate the Monte Carlo computational model. The good general agreement between the MCNP calculations and the experimental results has provided an adequate check of the calculation procedure. In particular, at the nominal reactor power of 1 MW, the calculated in-air epithermal neutron flux in the energy interval between 0.4 eV-10 keV is 3.24 x 10(9) n cm(-2) s(-1) (+/- 1.2% 1 std. dev.) while the measured value is 3.30 x 10(9) n cm(-20 s(-1) (+/- 5.0% 1 std. dev.). Furthermore, the calculated in-phantom thermal neutron flux, equal to 6.43 x 10(9) n cm(-2) s(-1) (+/- 1.0% 1 std. dev.), and the corresponding measured value of 6.33 X 10(9) n cm(-2) s(-1) (+/- 5.3% 1 std. dev.) agree within their respective uncertainties. The only statistically significant disagreement is a discrepancy of 39% between the MCNP calculations of the in-air photon kerma and the corresponding experimental value. Despite this, a quite acceptable overall in-phantom beam performance was obtained, with a maximum value of the therapeutic ratio (the ratio between the local tumor dose and the maximum healthy tissue dose) equal to 6.7. The described MCNP model of the Studsvik facility has been deemed adequate to evaluate further improvements in the beam design as well as to plan experimental work.
Energy Technology Data Exchange (ETDEWEB)
ElAgib, I. [College of Science, King Saud University, P.O. Box 2455 (Saudi Arabia)], E-mail: elagib@ksu.edu.sa; Elsheikh, N. [College of Applied and Industrial Science, University of Juba, Khartoum, P.O. Box 321 (Sudan); AlSewaidan, H. [College of Science, King Saud University, P.O. Box 2455 (Saudi Arabia); Habbani, F. [Faculty of Science, Physics Department, University of Khartoum, Khartoum, P.O. Box 321 (Sudan)
2009-01-15
Calculations of elastically backscattered (EBS) neutrons from hidden explosives buried in soil were performed using Monte-Carlo N-particle transport code MCNP5. Three different neutron sources were used in the study. The study re-examines the performance of the neutron backscattering methods in providing identification of hidden explosives through their chemical composition. The EBS neutron energy spectra of fast and slow neutrons of the major constituent elements in soil and an explosive material in form of TNT have shown definite structures that can be used for the identification of a buried landmine.
Study of an extrapolation chamber in a standard diagnostic radiology beam by Monte Carlo simulation
Energy Technology Data Exchange (ETDEWEB)
Vedovato, Uly Pita; Silva, Rayre Janaina Vieira; Neves, Lucio Pereira; Santos, William S.; Perini, Ana Paula, E-mail: anapaula.perini@ufu.br [Universidade Federal de Uberlandia (INFIS/UFU), MG (Brazil). Instituto de Fisica; Caldas, Linda V.E. [Instituto de Pesquisas Energeticas e Nucleares (IPEN/CNEN-SP), Sao Paulo, SP (Brazil); Belinato, Walmir [Instituto Federal de Educacao, Ciencia e Tecnologia da Bahia (IFBA), Vitoria da Conquista, BA (Brazil)
2016-07-01
In this work, we studied the influence of the components of an extrapolation ionization chamber in its response. This study was undertaken using the MCNP-5 Monte Carlo code, and the standard diagnostic radiology quality for direct beams (RQR5). Using tally F6 and 2.1 x 10{sup 9} simulated histories, the results showed that the chamber design and material not alter significantly the energy deposited in its sensitive volume. The collecting electrode and support board were the components with more influence on the chamber response. (author)
Monte Carlo optimisation of a BNCT facility for treating brain gliomas at the TAPIRO reactor.
Nava, E; Burn, K W; Casalini, L; Petrovich, C; Rosi, G; Sarotto, M; Tinti, R
2005-01-01
An epithermal boron neutron capture therapy facility for treating brain gliomas is currently under construction at the 5 kW fast-flux reactor TAPIRO located at ENEA, Casaccia, near Rome. In this work, the sensitivity of the results to the boron concentrations in healthy tissue and tumour is investigated and the change in beam quality on modifying the moderator thickness (within design limits) is studied. The Monte Carlo codes MCNP and MCNPX were used together with the DSA in-house variance reduction patch. Both usual free beam parameters and the in-phantom treatment planning figures-of-merit have been calculated in a realistic anthropomorphic phantom ('ADAM').
Energy Technology Data Exchange (ETDEWEB)
Baek, I.; Carpenter, J.M. [Intense Pulsed Neutron Source, Argonne National Laboratory, Argonne, IL (United States); Iverson, E.B. [Spallation Neutron Source, Oak Ridge National Laboratory, Oak Ridge, TN (United States)
2001-03-01
We consider the transmission of neutrons through disk-type neutron choppers, considering both the uncollided neutron fraction ({phi}{sub u}) and scattered neutron fraction ({phi}{sub s}). We computed {phi}{sub u}, {phi}{sub s}, and the ratio {phi}{sub u}/{phi}{sub s} through plates of five different absorber materials of various thicknesses to give information for selecting optimum materials and thicknesses. We also studied variance-reducing techniques for Monte Carlo calculation of chopper using MCNP4b, selecting those most effective for these calculations. (author)
Monte Carlo simulations of a D-T neutron generator shielding for landmine detection
Energy Technology Data Exchange (ETDEWEB)
Reda, A.M., E-mail: amreda2005@yahoo.com [College of Science, Shaqra University, Al-Dawadme, P.O. Box 1040 (Saudi Arabia)
2011-10-15
Shielding for a D-T sealed neutron generator has been designed using the MCNP5 Monte Carlo radiation transport code. The neutron generator will be used in field for the detection of explosives, landmines, drugs and other 'threat' materials. The optimization of the detection of buried objects was started by studying the signal-to-noise ratio for different geometric conditions. - Highlights: > A landmine detection system based on neutron fast/slow analysis has been designed. > Shielding for a D-T sealed neutron generator tube has been designed using Monte Carlo radiation transport code. > Detection of buried objects was started by studying the signal-to-noise ratio for different geometric conditions. > The signal-to-background ratio optimized at one position for all depths.
Takahashi, F; Endo, A
2007-01-01
A system utilising radiation transport codes has been developed to derive accurate dose distributions in a human body for radiological accidents. A suitable model is quite essential for a numerical analysis. Therefore, two tools were developed to setup a 'problem-dependent' input file, defining a radiation source and an exposed person to simulate the radiation transport in an accident with the Monte Carlo calculation codes-MCNP and MCNPX. Necessary resources are defined by a dialogue method with a generally used personal computer for both the tools. The tools prepare human body and source models described in the input file format of the employed Monte Carlo codes. The tools were validated for dose assessment in comparison with a past criticality accident and a hypothesized exposure.
Bourva, L C A
1999-01-01
The general purpose neutron-photon-electron Monte Carlo N-Particle code, MCNP sup T sup M , has been used to simulate the neutronic characteristics of the on-site laboratory passive neutron coincidence counter to be installed, under Euratom Safeguards Directorate supervision, at the Sellafield reprocessing plant in Cumbria, UK. This detector is part of a series of nondestructive assay instruments to be installed for the accurate determination of the plutonium content of nuclear materials. The present work focuses on one aspect of this task, namely, the accurate calculation of the coincidence gate utilisation factor. This parameter is an important term in the interpretative model used to analyse the passive neutron coincidence count data acquired using pulse train deconvolution electronics based on the shift register technique. It accounts for the limited proportion of neutrons detected within the time interval for which the electronics gate is open. The Monte Carlo code MCF, presented in this work, represents...
Makarevich, K. O.; Minenko, V. F.; Verenich, K. A.; Kuten, S. A.
2016-05-01
This work is dedicated to modeling dental radiographic examinations to assess the absorbed doses of patients and effective doses. For simulating X-ray spectra, the TASMIP empirical model is used. Doses are assessed on the basis of the Monte Carlo method by using MCNP code for voxel phantoms of ICRP. The results of the assessment of doses to individual organs and effective doses for different types of dental examinations and features of X-ray tube are presented.
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.
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.
Energy Technology Data Exchange (ETDEWEB)
Lin, Yi-Chun [Department of Biomedical Engineering and Environmental Sciences, National Tsing Hua University, Taiwan (China); Liu, Yuan-Hao, E-mail: yhl.taiwan@gmail.com [Boron Neutron Capture Therapy Center, Nuclear Science and Technology Development Center, National Tsing Hua University, No. 101, Section 2, Kuang-Fu Road, Hsinchu City 30013, Taiwan (China); Nievaart, Sander [Institute for Energy, Joint Research Centre, European Commission, Petten (Netherlands); Chen, Yen-Fu [Department of Engineering and System Science, National Tsing Hua University, Taiwan (China); Wu, Shu-Wei; Chou, Wen-Tsae [Department of Biomedical Engineering and Environmental Sciences, National Tsing Hua University, Taiwan (China); Jiang, Shiang-Huei [Institute of Nuclear Engineering and Science, National Tsing Hua University, Taiwan (China)
2011-10-01
High energy photon (over 10 MeV) and neutron beams adopted in radiobiology and radiotherapy always produce mixed neutron/gamma-ray fields. The Mg(Ar) ionization chambers are commonly applied to determine the gamma-ray dose because of its neutron insensitive characteristic. Nowadays, many perturbation corrections for accurate dose estimation and lots of treatment planning systems are based on Monte Carlo technique. The Monte Carlo codes EGSnrc, FLUKA, GEANT4, MCNP5, and MCNPX were used to evaluate energy dependent response functions of the Exradin M2 Mg(Ar) ionization chamber to a parallel photon beam with mono-energies from 20 keV to 20 MeV. For the sake of validation, measurements were carefully performed in well-defined (a) primary M-100 X-ray calibration field, (b) primary {sup 60}Co calibration beam, (c) 6-MV, and (d) 10-MV therapeutic beams in hospital. At energy region below 100 keV, MCNP5 and MCNPX both had lower responses than other codes. For energies above 1 MeV, the MCNP ITS-mode greatly resembled other three codes and the differences were within 5%. Comparing to the measured currents, MCNP5 and MCNPX using ITS-mode had perfect agreement with the {sup 60}Co, and 10-MV beams. But at X-ray energy region, the derivations reached 17%. This work shows us a better insight into the performance of different Monte Carlo codes in photon-electron transport calculation. Regarding the application of the mixed field dosimetry like BNCT, MCNP with ITS-mode is recognized as the most suitable tool by this work.
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.
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....
Archimedes, the Free Monte Carlo simulator
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.
Cluster hybrid Monte Carlo simulation algorithms
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.
Introduction to Cluster Monte Carlo Algorithms
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.
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.
Mosaic crystal algorithm for Monte Carlo simulations
Seeger, P A
2002-01-01
An algorithm is presented for calculating reflectivity, absorption, and scattering of mosaic crystals in Monte Carlo simulations of neutron instruments. The algorithm uses multi-step transport through the crystal with an exact solution of the Darwin equations at each step. It relies on the kinematical model for Bragg reflection (with parameters adjusted to reproduce experimental data). For computation of thermal effects (the Debye-Waller factor and coherent inelastic scattering), an expansion of the Debye integral as a rapidly converging series of exponential terms is also presented. Any crystal geometry and plane orientation may be treated. The algorithm has been incorporated into the neutron instrument simulation package NISP. (orig.)
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.
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.
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.
Applicability of 3D Monte Carlo simulations for local values calculations in a PWR core
Bernard, Franck; Cochet, Bertrand; Jinaphanh, Alexis; Jacquet, Olivier
2014-06-01
As technical support of the French Nuclear Safety Authority, IRSN has been developing the MORET Monte Carlo code for many years in the framework of criticality safety assessment and is now working to extend its application to reactor physics. For that purpose, beside the validation for criticality safety (more than 2000 benchmarks from the ICSBEP Handbook have been modeled and analyzed), a complementary validation phase for reactor physics has been started, with benchmarks from IRPHEP Handbook and others. In particular, to evaluate the applicability of MORET and other Monte Carlo codes for local flux or power density calculations in large power reactors, it has been decided to contribute to the "Monte Carlo Performance Benchmark" (hosted by OECD/NEA). The aim of this benchmark is to monitor, in forthcoming decades, the performance progress of detailed Monte Carlo full core calculations. More precisely, it measures their advancement towards achieving high statistical accuracy in reasonable computation time for local power at fuel pellet level. A full PWR reactor core is modeled to compute local power densities for more than 6 million fuel regions. This paper presents results obtained at IRSN for this benchmark with MORET and comparisons with MCNP. The number of fuel elements is so large that source convergence as well as statistical convergence issues could cause large errors in local tallies, especially in peripheral zones. Various sampling or tracking methods have been implemented in MORET, and their operational effects on such a complex case have been studied. Beyond convergence issues, to compute local values in so many fuel regions could cause prohibitive slowing down of neutron tracking. To avoid this, energy grid unification and tallies preparation before tracking have been implemented, tested and proved to be successful. In this particular case, IRSN obtained promising results with MORET compared to MCNP, in terms of local power densities, standard
Collision of Physics and Software in the Monte Carlo Application Toolkit (MCATK)
Energy Technology Data Exchange (ETDEWEB)
Sweezy, Jeremy Ed [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-01-21
The topic is presented in a series of slides organized as follows: MCATK overview, development strategy, available algorithms, problem modeling (sources, geometry, data, tallies), parallelism, miscellaneous tools/features, example MCATK application, recent areas of research, and summary and future work. MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library with continuous energy neutron and photon transport. Designed to build specialized applications and to provide new functionality in existing general-purpose Monte Carlo codes like MCNP, it reads ACE formatted nuclear data generated by NJOY. The motivation behind MCATK was to reduce costs. MCATK physics involves continuous energy neutron & gamma transport with multi-temperature treatment, static eigenvalue (k_{eff} and α) algorithms, time-dependent algorithm, and fission chain algorithms. MCATK geometry includes mesh geometries and solid body geometries. MCATK provides verified, unit-test Monte Carlo components, flexibility in Monte Carlo application development, and numerous tools such as geometry and cross section plotters.
Energy Technology Data Exchange (ETDEWEB)
Mosteller, R. D. (Russell D.)
2002-01-01
Two validation suites, one for criticality and another for radiation shielding, have been defined and tested for the MCNP Monte Carlo code. All of the cases in the validation suites are based on experiments so that calculated and measured results can be compared in a meaningful way. The cases in the validation suites are described, and results from those cases are discussed. For several years, the distribution package for the MCNP Monte Carlo code1 has included an installation test suite to verify that MCNP has been installed correctly. However, the cases in that suite have been constructed primarily to test options within the code and to execute quickly. Consequently, they do not produce well-converged answers, and many of them are physically unrealistic. To remedy these deficiencies, sets of validation suites are being defined and tested for specific types of applications. All of the cases in the validation suites are based on benchmark experiments. Consequently, the results from the measurements are reliable and quantifiable, and calculated results can be compared with them in a meaningful way. Currently, validation suites exist for criticality and radiation-shielding applications.
Monte Carlo Simulations: Number of Iterations and Accuracy
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
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.
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.
Validation of Compton Scattering Monte Carlo Simulation Models
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.
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...
Multi-Index Monte Carlo (MIMC)
Haji Ali, Abdul Lateef
2015-01-07
We propose and analyze a novel Multi-Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles. Inspired by Giles’s seminal work, instead of using first-order differences as in MLMC, we use in MIMC high-order mixed differences to reduce the variance of the hierarchical differences dramatically. Under standard assumptions on the convergence rates of the weak error, variance and work per sample, the optimal index set turns out to be of Total Degree (TD) type. When using such sets, MIMC yields new and improved complexity results, which are natural generalizations of Giles’s MLMC analysis, and which increase the domain of problem parameters for which we achieve the optimal convergence.
Chemical application of diffusion quantum Monte Carlo
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.
Multi-Index Monte Carlo (MIMC)
Haji Ali, Abdul Lateef
2016-01-06
We propose and analyze a novel Multi-Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles. Inspired by Giles s seminal work, instead of using first-order differences as in MLMC, we use in MIMC high-order mixed differences to reduce the variance of the hierarchical differences dramatically. Under standard assumptions on the convergence rates of the weak error, variance and work per sample, the optimal index set turns out to be of Total Degree (TD) type. When using such sets, MIMC yields new and improved complexity results, which are natural generalizations of Giles s MLMC analysis, and which increase the domain of problem parameters for which we achieve the optimal convergence, O(TOL-2).
Discrete range clustering using Monte Carlo methods
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.
Quantum Monte Carlo Calculations of Neutron Matter
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 ...
Information Geometry and Sequential Monte Carlo
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...
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
Monte Carlo simulation of random, porous (foam) structures for neutron detection
Reichenberger, Michael A.; Fronk, Ryan G.; Shultis, J. Kenneth; Roberts, Jeremy A.; Edwards, Nathaniel S.; Stevenson, Sarah R.; Tiner, Christopher N.; McGregor, Douglas S.
2017-01-01
Porous media incorporating highly neutron-sensitive materials are of interest for use in the development of neutron detectors. Previous studies have shown experimentally the feasibility of 6LiF-saturated, multi-layered detectors; however, the random geometry of porous materials has limited the effectiveness of simulation efforts. The results of scatterless neutron transport and subsequent charged reaction product ion energy deposition are reported here using a novel Monte Carlo method and compared to results obtained by MCNP6. This new Dynamic Path Generation (DPG) Monte Carlo method was developed in order to overcome the complexities of modeling a random porous geometry in MCNP6. The DPG method is then applied to determine the optimal coating thickness for 10B4C-coated reticulated vitreous-carbon (RVC) foams. The optimal coating thickness for 4.1275 cm-thick 10B4C-coated reticulated vitreous carbon foams with porosities of 5, 10, 20, 30, 45, and 80 pores per inch (PPI) were determined for ionizing gas pressures of 1.0 and 2.8 atm. A simulated, maximum, intrinsic thermal-neutron detection efficiency of 62.8±0.25% was predicted for an 80 PPI RVC foam with a 0.2 μm thick coating of 10B4C, for a lower level discriminator setting of 75 keV and an argon pressure of 2.8 atm.
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)
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.
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.
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...
Experimental Monte Carlo Quantum Process Certification
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.
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].
On nonlinear Markov chain Monte Carlo
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.
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)
Monte Carlo Exploration of Warped Higgsless Models
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.
Monte Carlo Implementation of Polarized Hadronization
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...
Commensurabilities between ETNOs: a Monte Carlo survey
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...
Variable length trajectory compressible hybrid Monte Carlo
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...
Lunar Regolith Albedos Using Monte Carlos
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.
Nuclear reactions in Monte Carlo codes.
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.
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....
Geometric Monte Carlo and Black Janus Geometries
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.
Modeling neutron guides using Monte Carlo simulations
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.
Accurate barrier heights using diffusion Monte Carlo
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.
Recent Developments in Quantum Monte Carlo: Methods and Applications
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.
QUANTUM MONTE-CARLO SIMULATIONS - ALGORITHMS, LIMITATIONS AND APPLICATIONS
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
QWalk: A Quantum Monte Carlo Program for Electronic Structure
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
Quantum Monte Carlo Simulations : Algorithms, Limitations and Applications
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
Reporting Monte Carlo Studies in Structural Equation Modeling
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
Practical schemes for accurate forces in quantum Monte Carlo
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
Efficiency and accuracy of Monte Carlo (importance) sampling
Waarts, P.H.
2003-01-01
Monte Carlo Analysis is often regarded as the most simple and accurate reliability method. Be-sides it is the most transparent method. The only problem is the accuracy in correlation with the efficiency. Monte Carlo gets less efficient or less accurate when very low probabilities are to be computed
The Monte Carlo Method. Popular Lectures in Mathematics.
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…
Forest canopy BRDF simulation using Monte Carlo method
Huang, J.; Wu, B.; Zeng, Y.; Tian, Y.
2006-01-01
Monte Carlo method is a random statistic method, which has been widely used to simulate the Bidirectional Reflectance Distribution Function (BRDF) of vegetation canopy in the field of visible remote sensing. The random process between photons and forest canopy was designed using Monte Carlo method.
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.
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.
Further experience in Bayesian analysis using Monte Carlo Integration
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
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.
Forest canopy BRDF simulation using Monte Carlo method
Huang, J.; Wu, B.; Zeng, Y.; Tian, Y.
2006-01-01
Monte Carlo method is a random statistic method, which has been widely used to simulate the Bidirectional Reflectance Distribution Function (BRDF) of vegetation canopy in the field of visible remote sensing. The random process between photons and forest canopy was designed using Monte Carlo method.
Practical schemes for accurate forces in quantum Monte Carlo
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
CERN Summer Student Report 2016 Monte Carlo Data Base Improvement
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.
Accelerated GPU based SPECT Monte Carlo simulations
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
Accelerated GPU based SPECT Monte Carlo simulations.
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
Monte Carlo scatter correction for SPECT
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.
Vectorized Monte Carlo methods for reactor lattice analysis
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.
Quantum Monte Carlo methods algorithms for lattice models
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 ...
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.
Criticality Calculations with MCNP6 - Practical 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 (XCP-3); Rising, Michael Evan [Los Alamos National Lab. (LANL), Los Alamos, NM (United States). Monte Carlo Methods, Codes, and Applications (XCP-3); Alwin, Jennifer Louise [Los Alamos National Lab. (LANL), Los Alamos, NM (United States). Monte Carlo Methods, Codes, and Applications (XCP-3)
2016-11-29
These slides are used to teach MCNP (Monte Carlo N-Particle) usage to nuclear criticality safety analysts. The following are the lecture topics: course information, introduction, MCNP basics, criticality calculations, advanced geometry, tallies, adjoint-weighted tallies and sensitivities, physics and nuclear data, parameter studies, NCS validation I, NCS validation II, NCS validation III, case study 1 - solution tanks, case study 2 - fuel vault, case study 3 - B&W core, case study 4 - simple TRIGA, case study 5 - fissile mat. vault, criticality accident alarm systems. After completion of this course, you should be able to: Develop an input model for MCNP; Describe how cross section data impact Monte Carlo and deterministic codes; Describe the importance of validation of computer codes and how it is accomplished; Describe the methodology supporting Monte Carlo codes and deterministic codes; Describe pitfalls of Monte Carlo calculations; Discuss the strengths and weaknesses of Monte Carlo and Discrete Ordinants codes; The diffusion theory model is not strictly valid for treating fissile systems in which neutron absorption, voids, and/or material boundaries are present. In the context of these limitations, identify a fissile system for which a diffusion theory solution would be adequate.
Monte Carlo Application in the 125I Dosimetric Parameters Simulation%Monte Carlo在125I剂量参数模拟中的应用
Institute of Scientific and Technical Information of China (English)
屈喜梅; 王丽琴; 刘忠超; 崔松野
2013-01-01
The 125Ⅰ seed brachytherapy source has been widely employed in the cancer treatment, and Monte Carlo simulation technique can accurately calculate the target dose distribution of 125Ⅰ seed source, which can realize better treatment effect.Here describes the Monte Carlo simulation in 1 radiotherapy applications,3 kinds of Monte Carlo codes( MCNP,EGS,DPM )used in radiotherapy and the method of simulation calculation of the dose parameters, which is very significant for accurately determining the therapeutic dose in clinical radiotherapy.%125I粒子源近距离放射治疗在肿瘤治疗中已经广泛应用,Monte Carlo模拟技术能准确地计算出125I粒子源靶区的剂量分布,使治疗效果更好.该文主要介绍Monte Carlo在放射治疗中常用的三种代码(MCNP、EGS、DPM)及用Monte Carlo进行剂量参数模拟计算的方法,表明Monte Carlo模拟计算应用在临床的125I放射治疗中对于如何准确确定治疗剂量具有重要意义.
Monte Carlo Simulation of a Linear Accelerator and Electron Beam Parameters Used in Radiotherapy
Directory of Open Access Journals (Sweden)
Mohammad Taghi Bahreyni Toossi
2009-06-01
Full Text Available Introduction: In recent decades, several Monte Carlo codes have been introduced for research and medical applications. These methods provide both accurate and detailed calculation of particle transport from linear accelerators. The main drawback of Monte Carlo techniques is the extremely long computing time that is required in order to obtain a dose distribution with good statistical accuracy. Material and Methods: In this study, the MCNP-4C Monte Carlo code was used to simulate the electron beams generated by a Neptun 10 PC linear accelerator. The depth dose curves and related parameters to depth dose and beam profiles were calculated for 6, 8 and 10 MeV electron beams with different field sizes and these data were compared with the corresponding measured values. The actual dosimetry was performed by employing a Welhofer-Scanditronix dose scanning system, semiconductor detectors and ionization chambers. Results: The result showed good agreement (better than 2% between calculated and measured depth doses and lateral dose profiles for all energies in different field sizes. Also good agreements were achieved between calculated and measured related electron beam parameters such as E0, Rq, Rp and R50. Conclusion: The simulated model of the linac developed in this study is capable of computing electron beam data in a water phantom for different field sizes and the resulting data can be used to predict the dose distributions in other complex geometries.
Sadeghi, Mahdi; Raisali, Gholamreza; Hosseini, S Hamed; Shavar, Arzhang
2008-04-01
This article presents a brachytherapy source having 103Pd adsorbed onto a cylindrical silver rod that has been developed by the Agricultural, Medical, and Industrial Research School for permanent implant applications. Dosimetric characteristics (radial dose function, anisotropy function, and anisotropy factor) of this source were experimentally and theoretically determined in terms of the updated AAPM Task group 43 (TG-43U1) recommendations. Monte Carlo simulations were used to calculate the dose rate constant. Measurements were performed using TLD-GR200A circular chip dosimeters using standard methods employing thermoluminescent dosimeters in a Perspex phantom. Precision machined bores in the phantom located the dosimeters and the source in a reproducible fixed geometry, providing for transverse-axis and angular dose profiles over a range of distances from 0.5 to 5 cm. The Monte Carlo N-particle (MCNP) code, version 4C simulation techniques have been used to evaluate the dose-rate distributions around this model 103Pd source in water and Perspex phantoms. The Monte Carlo calculated dose rate constant of the IRA-103Pd source in water was found to be 0.678 cGy h(-1) U(-1) with an approximate uncertainty of +/-0.1%. The anisotropy function, F(r, theta), and the radial dose function, g(r), of the IRA- 103Pd source were also measured in a Perspex phantom and calculated in both Perspex and liquid water phantoms.
Gamma irradiator dose mapping: a Monte Carlo simulation and experimental measurements
Energy Technology Data Exchange (ETDEWEB)
Rodrigues, Rogerio R.; Ribeiro, Mariana A.; Grynberg, Suely E.; Ferreira, Andrea V.; Meira-Belo, Luiz Claudio, E-mail: rrr@cdtn.b, E-mail: marianaalmeida@ufmg.b, E-mail: seg@cdtn.b, E-mail: avf@cdtn.b, E-mail: lcmb@cdtn.b [Centro de Desenvolvimento da Tecnologia Nuclear (CDTN/CNEN-MG), Belo Horizonte, MG (Brazil); Sousa, Romulo V.; Sebastiao, Rita de C.O., E-mail: romuloverdolin@yahoo.com.b, E-mail: ritacos@ufmg.b [Universidade Federal de Minas Gerais (UFMG), Belo Horizonte, MG (Brazil). Inst. de Ciencias Exatas. Dept. de Quimica
2009-07-01
Gamma irradiator facilities can be used in a wide range of applications such as biological and chemical researches, food treatment and sterilization of medical devices and products. Dose mapping must be performed in these equipment in order to establish plant operational parameters, as dose uniformity, source utilization efficiency and maximum and minimum dose positions. The isodoses curves are generally measured using dosimeters distributed throughout the device, and this procedure often consume a large amount of dosimeters, irradiation time and manpower. However, a detailed curve doses identification of the irradiation facility can be performed using Monte Carlo simulation, which reduces significantly the monitoring with dosimeters. The present work evaluates the absorbed dose in the CDTN/CNEN Gammacell Irradiation Facility, using the Monte Carlo N-particles (MCNP) code. The Gammacell 220, serial number 39, was produced by Atomic Energy of Canada Limited and was loaded with sources of {sup 60}Co. Dose measurements using TLD and Fricke dosimeters were also performed to validate the calculations. The good agreement of the results shows that Monte Carlo simulations can be used as a predictive tool of irradiation planning for the CDTN/CNEN Gamma Cell Irradiator. (author)
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.
The Monte Carlo method the method of statistical trials
Shreider, YuA
1966-01-01
The Monte Carlo Method: The Method of Statistical Trials is a systematic account of the fundamental concepts and techniques of the Monte Carlo method, together with its range of applications. Some of these applications include the computation of definite integrals, neutron physics, and in the investigation of servicing processes. This volume is comprised of seven chapters and begins with an overview of the basic features of the Monte Carlo method and typical examples of its application to simple problems in computational mathematics. The next chapter examines the computation of multi-dimensio
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.)
Rare event simulation using Monte Carlo methods
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. ...
A continuation multilevel Monte Carlo algorithm
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.
Monte Carlo Simulations of the Photospheric Process
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...
Finding Planet Nine: a Monte Carlo approach
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...
Atomistic Monte Carlo simulation of lipid membranes.
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.
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.
Monte Carlo simulations of Protein Adsorption
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.
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.
Monte Carlo Simulation of River Meander Modelling
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.
Commensurabilities between ETNOs: a Monte Carlo survey
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.
Diffusion Monte Carlo in internal coordinates.
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.
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.
Monte Carlo Production Management at CMS
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...
Monte Carlo models of dust coagulation
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...
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.
Parallel Monte Carlo simulation of aerosol dynamics
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.
Measuring Berry curvature with quantum Monte Carlo
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...
Directory of Open Access Journals (Sweden)
Vahid Moslemi
2011-03-01
Full Text Available Introduction: In brachytherapy, radioactive sources are placed close to the tumor, therefore, small changes in their positions can cause large changes in the dose distribution. This emphasizes the need for computerized treatment planning. The usual method for treatment planning of cervix brachytherapy uses conventional radiographs in the Manchester system. Nowadays, because of their advantages in locating the source positions and the surrounding tissues, CT and MRI images are replacing conventional radiographs. In this study, we used CT images in Monte Carlo based dose calculation for brachytherapy treatment planning, using an interface software to create the geometry file required in the MCNP code. The aim of using the interface software is to facilitate and speed up the geometry set-up for simulations based on the patient’s anatomy. This paper examines the feasibility of this method in cervix brachytherapy and assesses its accuracy and speed. Material and Methods: For dosimetric measurements regarding the treatment plan, a pelvic phantom was made from polyethylene in which the treatment applicators could be placed. For simulations using CT images, the phantom was scanned at 120 kVp. Using an interface software written in MATLAB, the CT images were converted into MCNP input file and the simulation was then performed. Results: Using the interface software, preparation time for the simulations of the applicator and surrounding structures was approximately 3 minutes; the corresponding time needed in the conventional MCNP geometry entry being approximately 1 hour. The discrepancy in the simulated and measured doses to point A was 1.7% of the prescribed dose. The corresponding dose differences between the two methods in rectum and bladder were 3.0% and 3.7% of the prescribed dose, respectively. Comparing the results of simulation using the interface software with those of simulation using the standard MCNP geometry entry showed a less than 1
Monte-Carlo simulation-based statistical modeling
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.
EXTENDED MONTE CARLO LOCALIZATION ALGORITHM FOR MOBILE SENSOR NETWORKS
Institute of Scientific and Technical Information of China (English)
无
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.
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.
Bayesian phylogeny analysis via stochastic approximation Monte Carlo
Cheon, Sooyoung
2009-11-01
Monte Carlo methods have received much attention in the recent literature of phylogeny analysis. However, the conventional Markov chain Monte Carlo algorithms, such as the Metropolis-Hastings algorithm, tend to get trapped in a local mode in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method is compared with two popular Bayesian phylogeny software, BAMBE and MrBayes, on simulated and real datasets. The numerical results indicate that our method outperforms BAMBE and MrBayes. Among the three methods, SAMC produces the consensus trees which have the highest similarity to the true trees, and the model parameter estimates which have the smallest mean square errors, but costs the least CPU time. © 2009 Elsevier Inc. All rights reserved.
Bayesian phylogeny analysis via stochastic approximation Monte Carlo.
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.
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.
Monte Carlo simulations: Hidden errors from ``good'' random number generators
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.
An Introduction to Multilevel Monte Carlo for Option Valuation
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.
MODELING LEACHING OF VIRUSES BY THE MONTE CARLO METHOD
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 ...
A MONTE-CARLO METHOD FOR ESTIMATING THE CORRELATION EXPONENT
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.
Using Supervised Learning to Improve Monte Carlo Integral Estimation
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 ...
A MONTE-CARLO METHOD FOR ESTIMATING THE CORRELATION EXPONENT
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.
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.
Energy Technology Data Exchange (ETDEWEB)
Cox, L. J. (Lawrence J.); Barrett, R. F. (Richard F.); Booth, Thomas Edward; Briesmeister, Judith F.; Brown, F. B. (Forrest B.); Bull, J. S. (Jeffrey S.); Giesler, G. C. (Gregg Carl); Goorley, J. T. (John T.); Mosteller, R. D. (Russell D.); Forster, R. A. (R. Arthur); Post, S. E. (Susan E.); Prael, R. E. (Richard E.); Selcow, Elizabeth Carol,; Sood, A. (Avneet)
2002-01-01
The Monte Carlo transport workhorse, MCNP, is undergoing a massive renovation at Los Alamos National Laboratory (LANL) in support of the Eolus Project of the Advanced Simulation and Computing (ASCI) Program. MCNP Version 5 (V5) (expected to be released to RSICC in Spring, 2002) will consist of a major restructuring from FORTRAN-77 (with extensions) to ANSI-standard FORTRAN-90 with support for all of the features available in the present release (MCNP-4C2/4C3). To most users, the look-and-feel of MCNP will not change much except for the improvements (improved graphics, easier installation, better online documentation). For example, even with the major format change, full support for incremental patching will still be provided. In addition to the language and style updates, MCNP V5 will have various new user features. These include improved photon physics, neutral particle radiography, enhancements and additions to variance reduction methods, new source options, and improved parallelism support (PVM, MPI, OpenMP).
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.
Public Infrastructure for Monte Carlo Simulation: publicMC@BATAN
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.
Radiative Equilibrium and Temperature Correction in Monte Carlo Radiation Transfer
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 ...
Chemical accuracy from quantum Monte Carlo for the Benzene Dimer
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...
de Finetti Priors using Markov chain Monte Carlo computations.
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.
Event-chain Monte Carlo for classical continuous spin models
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.
Confidence and efficiency scaling in Variational Quantum Monte Carlo calculations
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.
Study of the Transition Flow Regime using Monte Carlo Methods
Hassan, H. A.
1999-01-01
This NASA Cooperative Agreement presents a study of the Transition Flow Regime Using Monte Carlo Methods. The topics included in this final report are: 1) New Direct Simulation Monte Carlo (DSMC) procedures; 2) The DS3W and DS2A Programs; 3) Papers presented; 4) Miscellaneous Applications and Program Modifications; 5) Solution of Transitional Wake Flows at Mach 10; and 6) Turbulence Modeling of Shock-Dominated Fows with a k-Enstrophy Formulation.
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.
Successful combination of the stochastic linearization and Monte Carlo methods
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.
Confidence and efficiency scaling in variational quantum Monte Carlo calculations
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.
Monte Carlo methods for light propagation in biological tissues
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...
Multiscale Monte Carlo equilibration: pure Yang-Mills theory
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.
Geometrical and Monte Carlo projectors in 3D PET reconstruction
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...
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.
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
Monte Carlo Volcano Seismic Moment Tensors
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.
Quantum Monte Carlo with directed loops.
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.
Monte Carlo simulation of large electron fields
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.
Dosimetry applications in GATE Monte Carlo toolkit.
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.
Monte Carlo implementation of polarized hadronization
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.
kmos: A lattice kinetic Monte Carlo framework
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.
Perturbation Monte Carlo methods for tissue structure alterations.
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.
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.
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.
Bayesian Optimal Experimental Design Using Multilevel Monte Carlo
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.
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
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)
Monte-Carlo Application for Nondestructive Nuclear Waste Analysis
Carasco, C.; Engels, R.; Frank, M.; Furletov, S.; Furletova, J.; Genreith, C.; Havenith, A.; Kemmerling, G.; Kettler, J.; Krings, T.; Ma, J.-L.; Mauerhofer, E.; Neike, D.; Payan, E.; Perot, B.; Rossbach, M.; Schitthelm, O.; Schumann, M.; Vasquez, R.
2014-06-01
Radioactive waste has to undergo a process of quality checking in order to check its conformance with national regulations prior to its transport, intermediate storage and final disposal. Within the quality checking of radioactive waste packages non-destructive assays are required to characterize their radio-toxic and chemo-toxic contents. The Institute of Energy and Climate Research - Nuclear Waste Management and Reactor Safety of the Forschungszentrum Jülich develops in the framework of cooperation nondestructive analytical techniques for the routine characterization of radioactive waste packages at industrial-scale. During the phase of research and development Monte Carlo techniques are used to simulate the transport of particle, especially photons, electrons and neutrons, through matter and to obtain the response of detection systems. The radiological characterization of low and intermediate level radioactive waste drums is performed by segmented γ-scanning (SGS). To precisely and accurately reconstruct the isotope specific activity content in waste drums by SGS measurement, an innovative method called SGSreco was developed. The Geant4 code was used to simulate the response of the collimated detection system for waste drums with different activity and matrix configurations. These simulations allow a far more detailed optimization, validation and benchmark of SGSreco, since the construction of test drums covering a broad range of activity and matrix properties is time consuming and cost intensive. The MEDINA (Multi Element Detection based on Instrumental Neutron Activation) test facility was developed to identify and quantify non-radioactive elements and substances in radioactive waste drums. MEDINA is based on prompt and delayed gamma neutron activation analysis (P&DGNAA) using a 14 MeV neutron generator. MCNP simulations were carried out to study the response of the MEDINA facility in terms of gamma spectra, time dependence of the neutron energy spectrum
Reducing quasi-ergodicity in a double well potential by Tsallis Monte Carlo simulation
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...
Finding organic vapors - a Monte Carlo approach
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.
Coherent Scattering Imaging Monte Carlo Simulation
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
The use of Monte Carlo technique to optimize the dose distribution in total skin irradiation
Energy Technology Data Exchange (ETDEWEB)
Poli, M.E.R. E-mail: esmeraldapoli@hotmail.com; Pereira, S.A.; Yoriyaz, H
2001-06-01
Cutaneous T-cell lymphoma (mycosis fungoides) is an indolent disease with a low percentage of cure. Total skin irradiation using an electron beam has become an efficient treatment of mycosis fungoides with curative intention, with success in almost 40% of the patients. In this work, we propose the use of a Monte Carlo technique to simulate the dose distribution in the patients during total skin irradiation treatments. Use was made of MCNP-4B, a well known and established code used to simulate transport of electrons, photons and neutrons through matter, especially in the area of reactor physics, and also finding increasing utility in medical physics. The goal of our work is to simulate different angles between each beam with a fixed treatment distance in order to obtain a uniform dose distribution in the patient.
Development of ANJOYMC Program for Automatic Generation of Monte Carlo Cross Section Libraries
Energy Technology Data Exchange (ETDEWEB)
Kim, Kang Seog; Lee, Chung Chan
2007-03-15
The NJOY code developed at Los Alamos National Laboratory is to generate the cross section libraries in ACE format for the Monte Carlo codes such as MCNP and McCARD by processing the evaluated nuclear data in ENDF/B format. It takes long time to prepare all the NJOY input files for hundreds of nuclides with various temperatures, and there can be some errors in the input files. In order to solve these problems, ANJOYMC program has been developed. By using a simple user input deck, this program is not only to generate all the NJOY input files automatically, but also to generate a batch file to perform all the NJOY calculations. The ANJOYMC program is written in Fortran90 and can be executed under the WINDOWS and LINUX operating systems in Personal Computer. Cross section libraries in ACE format can be generated in a short time and without an error by using a simple user input deck.
Monte Carlo Calculations for Neutron and Gamma Radiation Fields on a Fast Neutron Irradiation Device
Vieira, A.; Ramalho, A.; Gonçalves, I. C.; Fernandes, A.; Barradas, N.; Marques, J. G.; Prata, J.; Chaussy, Ch.
We used the Monte Carlo program MCNP to calculate the neutron and gamma fluxes on a fast neutron irradiation facility being installed on the Portuguese Research Reactor (RPI). The purpose of this facility is to provide a fast neutron beam for irradiation of electronic circuits. The gamma dose should be minimized. This is achieved by placing a lead shield preceded by a thin layer of boral. A fast neutron flux of the order of 109 n/cm2s is expected at the exit of the tube, while the gamma radiation is kept below 20 Gy/h. We will present results of the neutron and gamma doses for several locations along the tube and different thickness of the lead shield. We found that the neutron beam is very collimated at the end of the tube with a dominant component on the fast region.
Improving computational efficiency of Monte-Carlo simulations with variance reduction
Turner, A
2013-01-01
CCFE perform Monte-Carlo transport simulations on large and complex tokamak models such as ITER. Such simulations are challenging since streaming and deep penetration effects are equally important. In order to make such simulations tractable, both variance reduction (VR) techniques and parallel computing are used. It has been found that the application of VR techniques in such models significantly reduces the efficiency of parallel computation due to 'long histories'. VR in MCNP can be accomplished using energy-dependent weight windows. The weight window represents an 'average behaviour' of particles, and large deviations in the arriving weight of a particle give rise to extreme amounts of splitting being performed and a long history. When running on parallel clusters, a long history can have a detrimental effect on the parallel efficiency - if one process is computing the long history, the other CPUs complete their batch of histories and wait idle. Furthermore some long histories have been found to be effect...
Monte Carlo based dosimetry for neutron capture therapy of brain tumors
Zaidi, Lilia; Belgaid, Mohamed; Khelifi, Rachid
2016-11-01
Boron Neutron Capture Therapy (BNCT) is a biologically targeted, radiation therapy for cancer which combines neutron irradiation with a tumor targeting agent labeled with a boron10 having a high thermal neutron capture cross section. The tumor area is subjected to the neutron irradiation. After a thermal neutron capture, the excited 11B nucleus fissions into an alpha particle and lithium recoil nucleus. The high Linear Energy Transfer (LET) emitted particles deposit their energy in a range of about 10μm, which is of the same order of cell diameter [1], at the same time other reactions due to neutron activation with body component are produced. In-phantom measurement of physical dose distribution is very important for BNCT planning validation. Determination of total absorbed dose requires complex calculations which were carried out using the Monte Carlo MCNP code [2].
Monte Carlo calculation of energy deposition in ionization chambers for tritium measurements
Zhilin, Chen; Shuming, Peng; Dan, Meng; Yuehong, He; Heyi, Wang
2014-10-01
Energy deposition in ionization chambers for tritium measurements has been theoretically studied using Monte Carlo code MCNP 5. The influence of many factors, including carrier gas, chamber size, wall materials and gas pressure, has been evaluated in the simulations. It is found that β rays emitted by tritium deposit much more energy into chambers flowing through with argon than with deuterium in them, as much as 2.7 times higher at pressure 100 Pa. As chamber size gets smaller, energy deposition decreases sharply. For an ionization chamber of 1 mL, β rays deposit less than 1% of their energy at pressure 100 Pa and only 84% even if gas pressure is as high as 100 kPa. It also indicates that gold plated ionization chamber results in the highest deposition ratio while aluminum one leads to the lowest. In addition, simulations were validated by comparison with experimental data. Results show that simulations agree well with experimental data.
Monte Carlo derivation of AAPM TG-43 dosimetric parameters for GZP6 Co-60 HDR sources.
Tabrizi, Sanaz Hariri; Asl, Alireza Kamali; Azma, Zohreh
2012-04-01
Cobalt 60 source is generally available on high dose rate (HDR) afterloading equipment especially for treatment of gynecological lesions. The GZP6 remote afterloader (Nuclear Power Institute of China) utilizes (60)Co sources for treatment of intracavitary and intraluminal malignancies. In this study, the AAPM TG-43 dosimetric parameters of three sources in GZP6 system have been studied using MCNP4C Monte Carlo (MC) code; and the results are compared with other available (60)Co HDR sources. The presented parameters consist of air kerma strength, dose rate constant, radial dose function and anisotropy function. They show less than 1% uncertainty. The TG-43 based dosimetry data can be used not only to validate the dedicated treatment planning software (TPS), but also to introduce new complementary software to enhance the system performance in gynecological treatments.
Gritzay, Olena; Kalchenko, Oleksandr; Klimova, Nataliya; Razbudey, Volodymyr; Sanzhur, Andriy; Binney, Stephen
2005-05-01
The presented results show our consecutive steps in developing a neutron source with parameters required by Boron Neutron Capture Therapy (BNCT) at the Kyiv Research Reactor (KRR). The main goal of this work was to analyze the influence of installation of different types of uranium converters close to the reactor core on neutron beam characteristics and on level of reactor safety. The general Monte Carlo radiation transport code MCNP, version 4B, has been used for these calculations.
STUDI PEMODELAN DAN PERHITUNGAN TRANSPORT MONTE CARLO DALAM TERAS HTR PEBBLE BED
Directory of Open Access Journals (Sweden)
Zuhair .
2013-01-01
Full Text Available Konsep sistem energi VHTR baik yang berbahan bakar pebble (VHTR pebble bed maupun blok prismatik (VHTR prismatik menarik perhatian fisikawan reaktor nuklir. Salah satu kelebihan teknologi bahan bakar bola adalah menawarkan terobosan teknologi pengisian bahan bakar tanpa harus menghentikan produksi listrik. Selain itu, partikel bahan bakar pebble dengan kernel uranium oksida (UO2 atau uranium oksikarbida (UCO yang dibalut TRISO dan pelapisan silikon karbida (SiC dianggap sebagai opsi utama dengan pertimbangan performa tinggi pada burn-up bahan bakar dan temperatur tinggi. Makalah ini mendiskusikan pemodelan dan perhitungan transport Monte Carlo dalam teras HTR pebble bed. HTR pebble bed adalah reaktor berpendingin gas temperatur tinggi dan bermoderator grafit dengan kemampuan kogenerasi. Perhitungan dikerjakan dengan program MCNP5 pada temperatur 1200 K. Pustaka data nuklir energi kontinu ENDF/B-V dan ENDF/B-VI dimanfaatkan untuk melengkapi analisis. Hasil perhitungan secara keseluruhan menunjukkan konsistensi dengan nilai keff yang hampir sama untuk pustaka data nuklir yang digunakan. Pustaka ENDF/B-VI (66c selalu memproduksi keff lebih besar dibandingkan ENDF/B-V (50c maupun ENDF/B-VI (60c dengan bias kurang dari 0,25%. Kisi BCC memprediksi keff hampir selalu lebih kecil daripada kisi lainnya, khususnya FCC. Nilai keff kisi BCC lebih dekat dengan kisi FCC dengan bias kurang dari 0,19% sedangkan dengan kisi SH bias perhitungannya kurang dari 0,22%. Fraksi packing yang sedikit berbeda (BCC= 61%, SH= 60,459% tidak membuat bias perhitungan menjadi berbeda jauh. Estimasi keff ketiga model kisi menyimpulkan bahwa model BCC lebih bisa diadopsi dalam perhitungan HTR pebble bed dibandingkan model FCC dan SH. Verifikasi hasil estimasi ini perlu dilakukan dengan simulasi Monte Carlo atau bahkan program deterministik lainnya guna optimisasi perhitungan teras reaktor temperatur tinggi. Kata-kunci: kernel, TRISO, bahan bakar pebble, HTR pebble bed
Kumar, Sudhir; Srinivasan, P; Sharma, S D; Saxena, Sanjay Kumar; Bakshi, A K; Dash, Ashutosh; Babu, D A R; Sharma, D N
2015-09-01
Isotope production and Application Division of Bhabha Atomic Research Center developed (32)P patch sources for treatment of superficial tumors. Surface dose rate of a newly developed (32)P patch source of nominal diameter 25 mm was measured experimentally using standard extrapolation ionization chamber and Gafchromic EBT film. Monte Carlo model of the (32)P patch source along with the extrapolation chamber was also developed to estimate the surface dose rates from these sources. The surface dose rates to tissue (cGy/min) measured using extrapolation chamber and radiochromic films are 82.03±4.18 (k=2) and 79.13±2.53 (k=2) respectively. The two values of the surface dose rates measured using the two independent experimental methods are in good agreement to each other within a variation of 3.5%. The surface dose rate to tissue (cGy/min) estimated using the MCNP Monte Carlo code works out to be 77.78±1.16 (k=2). The maximum deviation between the surface dose rates to tissue obtained by Monte Carlo and the extrapolation chamber method is 5.2% whereas the difference between the surface dose rates obtained by radiochromic film measurement and the Monte Carlo simulation is 1.7%. The three values of the surface dose rates of the (32)P patch source obtained by three independent methods are in good agreement to one another within the uncertainties associated with their measurements and calculation. This work has demonstrated that MCNP based electron transport simulations are accurate enough for determining the dosimetry parameters of the indigenously developed (32)P patch sources for contact brachytherapy applications.
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.)
An Unbiased Hessian Representation for Monte Carlo PDFs
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...
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)
Comparison of CAP88 and MCNP for Overhead Gamma-emitting Plumes
Energy Technology Data Exchange (ETDEWEB)
Mcnaughton, Michael [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Gillis, Jessica Mcdonnel [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); McClory, Aysha Reede [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Whicker, Jeffrey Jay [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Fuehne, David Patrick [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-01-08
The purpose of this paper is to use the Monte Carlo N-Particle Code (MCNP) to investigate the dose from gamma-emitting radionuclides such as Carbon-11 when a plume passes overhead. MCNP results are compared with results from the EPA program, CAP88. In some cases, typically near the source during stable conditions, the CAP88 results are less than the MCNP results. However, in the case of a receptor 800 m from a source at the Los Alamos Neutron Science Center (LANSCE), the CAP88 result is greater than the MCNP result.
Amharrak, H.; Reynard-Carette, C.; Lyoussi, A.; Carette, M.; Brun, J.; De Vita, C.; Fourmentel, D.; Villard, J.-F.; Guimbal, P.
2016-02-01
The nuclear heating measurements in Material Testing Reactors (MTRs) are crucial for the study of nuclear materials and fuels under irradiation. The reference measurements of this nuclear heating are especially performed by a differential calorimeter including a graphite sample material. Then these measurements are used for other materials, other geometries, or other experimental conditions in order to predict the nuclear heating and thermal conditions induced in the irradiation devices. This paper will present new simulations with MCNP Monte-Carlo transport code to determine the gamma heating profile inside the calorimeter. The whole complex geometry of the sensor has been considered. We use as an input source in the model, the photon spectra calculated in various positions of CARMEN-1 irradiation program in OSIRIS reactor. After a description of the differential calorimeter device, the MCNP modeling used for the calculations of radial profile of nuclear heating inside the calorimeter elements will be introduced. The obtained results of different simulations will be detailed and discussed in this paper. The charged particle equilibrium inside the calorimeter elements will be studied. Then we will focus on parametric studies of the various components of the calorimeter. The influence of source type will be also took into account. Moreover the influence of the material used for the sample will be described.
Directory of Open Access Journals (Sweden)
Amharrak H.
2016-01-01
Full Text Available The nuclear heating measurements in Material Testing Reactors (MTRs are crucial for the study of nuclear materials and fuels under irradiation. The reference measurements of this nuclear heating are especially performed by a differential calorimeter including a graphite sample material. Then these measurements are used for other materials, other geometries, or other experimental conditions in order to predict the nuclear heating and thermal conditions induced in the irradiation devices. This paper will present new simulations with MCNP Monte-Carlo transport code to determine the gamma heating profile inside the calorimeter. The whole complex geometry of the sensor has been considered. We use as an input source in the model, the photon spectra calculated in various positions of CARMEN-1 irradiation program in OSIRIS reactor. After a description of the differential calorimeter device, the MCNP modeling used for the calculations of radial profile of nuclear heating inside the calorimeter elements will be introduced. The obtained results of different simulations will be detailed and discussed in this paper. The charged particle equilibrium inside the calorimeter elements will be studied. Then we will focus on parametric studies of the various components of the calorimeter. The influence of source type will be also took into account. Moreover the influence of the material used for the sample will be described.
Matsumoto, T.
2007-09-01
Monte Carlo simulations are performed to evaluate depth-dose distributions for possible treatment of cancers by boron neutron capture therapy (BNCT). The ICRU computational model of ADAM & EVA was used as a phantom to simulate tumors at a depth of 5 cm in central regions of the lungs, liver and pancreas. Tumors of the prostate and osteosarcoma were also centered at the depth of 4.5 and 2.5 cm in the phantom models. The epithermal neutron beam from a research reactor was the primary neutron source for the MCNP calculation of the depth-dose distributions in those cancer models. For brain tumor irradiations, the whole-body dose was also evaluated. The MCNP simulations suggested that a lethal dose of 50 Gy to the tumors can be achieved without reaching the tolerance dose of 25 Gy to normal tissue. The whole-body phantom calculations also showed that the BNCT could be applied for brain tumors without significant damage to whole-body organs.
A Monte Carlo dosimetry study using Henschke applicator for cervical brachytherapy
Energy Technology Data Exchange (ETDEWEB)
Yu, Pei-Chieh [Department of Biomedical Engineering and Environmental Sciences, National Tsing Hua University, 101 Sec. 2, Kung Fu Road, Hsinchu 30013, Taiwan (China); Department of Radiation Oncology, Cathay General Hospital, 280 Renai Rd. Sec.4, Taipei 106, Taiwan (China); Chao, Tsi-Chian [Department of Medical Imaging and Radiological Science, Chang Gung University, 259 Wen-Hwa 1st Road, Kwei-Shan, Tao-Yuan 333, Taiwan (China); Lee, Chung-Chi [Department of Medical Imaging and Radiological Science, Chang Gung University, 259 Wen-Hwa 1st Road, Kwei-Shan, Tao-Yuan 333, Taiwan (China); Department of Radiation Oncology, Chang Gung Memorial Hospital, 5 Fu-Hsin Street, Kwei-Shan, Tao-Yuan 333, Taiwan (China); Wu, Ching-Jung [Department of Radiation Oncology, Cathay General Hospital, 280 Renai Rd. Sec.4, Taipei 106, Taiwan (China); Tung, Chuan-Jong, E-mail: cjtung@mail.cgu.edu.t [Department of Medical Imaging and Radiological Science, Chang Gung University, 259 Wen-Hwa 1st Road, Kwei-Shan, Tao-Yuan 333, Taiwan (China)
2010-07-21
In recent years the Henschke applicator has been widely used for gynecologic patients treated by brachytherapy in Taiwan. However, the commercial brachytherapy planning system did not properly evaluate the dose perturbation caused by the Henschke applicator. Since the European Society for Therapeutic Radiology and Oncology advised that the effect of source shielding should be incorporated into the brachytherapy planning system, it required calculation and comparison of the dose distribution around the applicator. This study used the Monte Carlo MCNP code to simulate the dose distribution in a water phantom that contained the Henschke applicator with one tandem and two ovoids. Three dwell positions of a high dose rate {sup 192}Ir source were simulated by including and excluding the applicator. The mesh tally option of the MCNP was applied to facilitate the calculation of a large number of tallies in the phantom. The voxel size effect and the charge particle equilibrium were studied by comparing the results calculated with different tally options. The calculated results showed that the brachytherapy planning system overestimated the rectal dose and that the shielding material in the applicator contributed more than 40% to the rectal dose.
Monte Carlo studies of model Langmuir monolayers.
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
Evaluation of radiation dose to patients in intraoral dental radiography using Monte Carlo Method
Energy Technology Data Exchange (ETDEWEB)
Park, Il; Kim, Kyeong Ho; Oh, Seung Chul; Song, Ji Young [Dept. of Nuclear Engineering, Kyung Hee University, Yongin (Korea, Republic of)
2016-11-15
The use of dental radiographic examinations is common although radiation dose resulting from the dental radiography is relatively small. Therefore, it is required to evaluate radiation dose from the dental radiography for radiation safety purpose. The objectives of the present study were to develop dosimetry method for intraoral dental radiography using a Monte Carlo method based radiation transport code and to calculate organ doses and effective doses of patients from different types of intraoral radiographies. Radiological properties of dental radiography equipment were characterized for the evaluation of patient radiation dose. The properties including x-ray energy spectrum were simulated using MCNP code. Organ doses and effective doses to patients were calculated by MCNP simulation with computational adult phantoms. At the typical equipment settings (60 kVp, 7 mA, and 0.12 sec), the entrance air kerma was 1.79 mGy and the measured half value layer was 1.82 mm. The half value layer calculated by MCNP simulation was well agreed with the measurement values. Effective doses from intraoral radiographies ranged from 1 μSv for maxilla premolar to 3 μSv for maxilla incisor. Oral cavity layer (23⁓82 μSv) and salivary glands (10⁓68 μSv) received relatively high radiation dose. Thyroid also received high radiation dose (3⁓47 μSv) for examinations. The developed dosimetry method and evaluated radiation doses in this study can be utilized for policy making, patient dose management, and development of low-dose equipment. In addition, this study can ultimately contribute to decrease radiation dose to patients for radiation safety.
Fernandes, A C; Gonçalves, I C; Santos, J; Cardoso, J; Santos, L; Ferro Carvalho, A; Marques, J G; Kling, A; Ramalho, A J G; Osvay, M
2006-01-01
This work presents an extensive study on Monte Carlo radiation transport simulation and thermoluminescent (TL) dosimetry for characterising mixed radiation fields (neutrons and photons) occurring in nuclear reactors. The feasibility of these methods is investigated for radiation fields at various locations of the Portuguese Research Reactor (RPI). The performance of the approaches developed in this work is compared with dosimetric techniques already existing at RPI. The Monte Carlo MCNP-4C code was used for a detailed modelling of the reactor core, the fast neutron beam and the thermal column of RPI. Simulations using these models allow to reproduce the energy and spatial distributions of the neutron field very well (agreement better than 80%). In the case of the photon field, the agreement improves with decreasing intensity of the component related to fission and activation products. (7)LiF:Mg,Ti, (7)LiF:Mg,Cu,P and Al(2)O(3):Mg,Y TL detectors (TLDs) with low neutron sensitivity are able to determine photon dose and dose profiles with high spatial resolution. On the other hand, (nat)LiF:Mg,Ti TLDs with increased neutron sensitivity show a remarkable loss of sensitivity and a high supralinearity in high-intensity fields hampering their application at nuclear reactors.
Deyglun, Clément; Carasco, Cédric; Pérot, Bertrand
2014-06-01
The detection of Special Nuclear Materials (SNM) by neutron interrogation is extensively studied by Monte Carlo simulation at the Nuclear Measurement Laboratory of CEA Cadarache (French Alternative Energies and Atomic Energy Commission). The active inspection system is based on the Associated Particle Technique (APT). Fissions induced by tagged neutrons (i.e. correlated to an alpha particle in the DT neutron generator) in SNM produce high multiplicity coincidences which are detected with fast plastic scintillators. At least three particles are detected in a short time window following the alpha detection, whereas nonnuclear materials mainly produce single events, or pairs due to (n,2n) and (n,n'γ) reactions. To study the performances of an industrial cargo container inspection system, Monte Carlo simulations are performed with the MCNP-PoliMi transport code, which records for each neutron history the relevant information: reaction types, position and time of interactions, energy deposits, secondary particles, etc. The output files are post-processed with a specific tool developed with ROOT data analysis software. Particles not correlated with an alpha particle (random background), counting statistics, and time-energy resolutions of the data acquisition system are taken into account in the numerical model. Various matrix compositions, suspicious items, SNM shielding and positions inside the container, are simulated to assess the performances and limitations of an industrial system.
Monte Carlo characterization of the Gamma-Med Hdr plus Ir-192 brachytherapy source
Energy Technology Data Exchange (ETDEWEB)
Reyes, E.; Sosa, M. A.; Gil V, A. [Universidad de Guanajuato, Division de Ciencias e Ingenierias, Av. Insurgentes 2354, 37150 Leon, Guanajuato (Mexico); Monzon, E., E-mail: eric_1985@fisica.ugto.mx [IMSS, Unidad Medica de Alta Especialidad No. 1, Av. Adolfo Lopez Mateos 1813, 37340 Leon, Guanajuato (Mexico)
2015-10-15
Full text: The MCNP4C Monte Carlo code was used to simulate the dosimetry around the Gamma-Med Hdr Plus iridium-192 brachytherapy source in both air/vacuum and water environments. Dosimetry data in water was calculated and are presented into an away-along table. All dosimetric quantities recommended by the AAPM Task Group 43 report have been also calculated. These quantities are air kerma strength, dose rate constant, radial dose function and anisotropy function. The obtained data are compared to this source reference data, finding results in good agreement with them. In this study, recommendations of the AAPM TG-43U1 report have been followed and comply with the most recent AAPM and ESTRO physics committee recommendations about Monte Carlo techniques. The data in the present study complement published data and can be used as input in the Tps or as benchmark data to verify the results of the treatment planning systems as well as a means of comparison with other datasets from this source. (Author)
Chetty, Indrin J.; Moran, Jean M.; Nurushev, Teamor S.; McShan, Daniel L.; Fraass, Benedick A.; Wilderman, Scott J.; Bielajew, Alex F.
2002-06-01
A comprehensive set of measurements and calculations has been conducted to investigate the accuracy of the Dose Planning Method (DPM) Monte Carlo code for electron beam dose calculations in heterogeneous media. Measurements were made using 10 MeV and 50 MeV minimally scattered, uncollimated electron beams from a racetrack microtron. Source distributions for the Monte Carlo calculations were reconstructed from in-air ion chamber scans and then benchmarked against measurements in a homogeneous water phantom. The in-air spatial distributions were found to have FWHM of 4.7 cm and 1.3 cm, at 100 cm from the source, for the 10 MeV and 50 MeV beams respectively. Energy spectra for the electron beams were determined by simulating the components of the microtron treatment head using the code MCNP4B. Profile measurements were made using an ion chamber in a water phantom with slabs of lung or bone-equivalent materials submerged at various depths. DPM calculations are, on average, within 2% agreement with measurement for all geometries except for the 50 MeV incident on a 6 cm lung-equivalent slab. Measurements using approximately monoenergetic, 50 MeV, 'pencil-beam'-type electrons in heterogeneous media provide conditions for maximum electronic disequilibrium and hence present a stringent test of the code's electron transport physics; the agreement noted between calculation and measurement illustrates that the DPM code is capable of accurate dose calculation even under such conditions.
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.
Properties of Reactive Oxygen Species by Quantum Monte Carlo
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 ...
LCG MCDB - a Knowledgebase of Monte Carlo Simulated Events
Belov, S; Galkin, E; Gusev, A; Pokorski, Witold; Sherstnev, A V
2008-01-01
In this paper we report on LCG Monte Carlo Data Base (MCDB) and software which has been developed to operate MCDB. The main purpose of the LCG MCDB project is to provide a storage and documentation system for sophisticated event samples simulated for the LHC collaborations by experts. In many cases, the modern Monte Carlo simulation of physical processes requires expert knowledge in Monte Carlo generators or significant amount of CPU time to produce the events. MCDB is a knowledgebase mainly to accumulate simulated events of this type. The main motivation behind LCG MCDB is to make the sophisticated MC event samples available for various physical groups. All the data from MCDB is accessible in several convenient ways. LCG MCDB is being developed within the CERN LCG Application Area Simulation project.
The Monte Carlo method in quantum field theory
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.
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.
Optimised Iteration in Coupled Monte Carlo - Thermal-Hydraulics Calculations
Hoogenboom, J. Eduard; Dufek, Jan
2014-06-01
This paper describes an optimised iteration scheme for the number of neutron histories and the relaxation factor in successive iterations of coupled Monte Carlo and thermal-hydraulic reactor calculations based on the stochastic iteration method. The scheme results in an increasing number of neutron histories for the Monte Carlo calculation in successive iteration steps and a decreasing relaxation factor for the spatial power distribution to be used as input to the thermal-hydraulics calculation. The theoretical basis is discussed in detail and practical consequences of the scheme are shown, among which a nearly linear increase per iteration of the number of cycles in the Monte Carlo calculation. The scheme is demonstrated for a full PWR type fuel assembly. Results are shown for the axial power distribution during several iteration steps. A few alternative iteration method are also tested and it is concluded that the presented iteration method is near optimal.
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.
Efficiency of Monte Carlo sampling in chaotic systems.
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.
Sequential Monte Carlo on large binary sampling spaces
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...
Monte Carlo simulation of laser attenuation characteristics in fog
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.
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.
Meaningful timescales from Monte Carlo simulations of molecular systems
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.
Monte Carlo Methods for Tempo Tracking and Rhythm Quantization
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...
Introduction to the variational and diffusion Monte Carlo methods
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.
Monte Carlo Simulation in Statistical Physics An Introduction
Binder, Kurt
2010-01-01
Monte Carlo Simulation in Statistical Physics deals with the computer simulation of many-body systems in condensed-matter physics and related fields of physics, chemistry and beyond, to traffic flows, stock market fluctuations, etc.). Using random numbers generated by a computer, probability distributions are calculated, allowing the estimation of the thermodynamic properties of various systems. This book describes the theoretical background to several variants of these Monte Carlo methods and gives a systematic presentation from which newcomers can learn to perform such simulations and to analyze their results. The fifth edition covers Classical as well as Quantum Monte Carlo methods. Furthermore a new chapter on the sampling of free-energy landscapes has been added. To help students in their work a special web server has been installed to host programs and discussion groups (http://wwwcp.tphys.uni-heidelberg.de). Prof. Binder was awarded the Berni J. Alder CECAM Award for Computational Physics 2001 as well ...
Applicability of Quasi-Monte Carlo for lattice systems
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.
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...
Criticality calculations with MCNP{trademark}: A primer
Energy Technology Data Exchange (ETDEWEB)
Harmon, C.D. II; Busch, R.D.; Briesmeister, J.F.; Forster, R.A. [New Mexico Univ., Albuquerque, NM (United States)
1994-06-06
With the closure of many experimental facilities, the nuclear criticality safety analyst increasingly is required to rely on computer calculations to identify safe limits for the handling and storage of fissile materials. However, in many cases, the analyst has little experience with the specific codes available at his/her facility. This primer will help you, the analyst, understand and use the MCNP Monte Carlo code for nuclear criticality safety analyses. It assumes that you have a college education in a technical field. There is no assumption of familiarity with Monte Carlo codes in general or with MCNP in particular. Appendix A gives an introduction to Monte Carlo techniques. The primer is designed to teach by example, with each example illustrating two or three features of MCNP that are useful in criticality analyses. Beginning with a Quickstart chapter, the primer gives an overview of the basic requirements for MCNP input and allows you to run a simple criticality problem with MCNP. This chapter is not designed to explain either the input or the MCNP options in detail; but rather it introduces basic concepts that are further explained in following chapters. Each chapter begins with a list of basic objectives that identify the goal of the chapter, and a list of the individual MCNP features that are covered in detail in the unique chapter example problems. It is expected that on completion of the primer you will be comfortable using MCNP in criticality calculations and will be capable of handling 80 to 90 percent of the situations that normally arise in a facility. The primer provides a set of basic input files that you can selectively modify to fit the particular problem at hand.
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.
Donovan, Timothy J.
A Monte Carlo algorithm is developed to estimate the ensemble-averaged behavior of neutral particles within a binary stochastic mixture. A special case stochastic mixture is examined, in which non-overlapping spheres of constant radius are uniformly mixed in a matrix material. Spheres are chosen to represent the stochastic volumes due to their geometric simplicity and because spheres are a common approximation to a large number of applications. The boundaries of the mixture are impenetrable, meaning that spheres in the stochastic mixture cannot be assumed to overlap the mixture boundaries. The algorithm employs a method called Limited Chord Length Sampling (LCLS). While in the matrix material, LCLS uses chord-length sampling to sample the distance to the next stochastic interface. After a surface crossing into a stochastic sphere, transport is treated explicitly until the particle exits or is killed. This capability eliminates the need to explicitly model a representation of the random geometry of the mixture. The algorithm is first proposed and tested against benchmark results for a two dimensional, fixed source model using stand-alone Monte Carlo codes. The algorithm is then implemented and tested in a test version of the Los Alamos M&barbelow;onte C&barbelow;arlo ṉ-p&barbelow;article Code MCNP. This prototype MCNP version has the capability to calculate LCLS results for both fixed source and multiplied source (i.e., eigenvalue) problems. Problems analyzed with MCNP range from simple binary mixtures, designed to test LCLS over a range of optical thicknesses, to a detailed High Temperature Gas Reactor fuel element, which tests the value of LCLS in a current problem of practical significance. Comparisons of LCLS and benchmark results include both accuracy and efficiency comparisons. To ensure conservative efficiency comparisons, the statistical basis for the benchmark technique is derived and a formal method for optimizing the benchmark calculations is developed
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.
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)
Parton distribution functions in Monte Carlo factorisation scheme
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.
Kinetic Monte Carlo method applied to nucleic acid hairpin folding.
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.
Quasi-Monte Carlo methods for the Heston model
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...
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.
An overview of Monte Carlo treatment planning for radiotherapy.
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.
Applications of quantum Monte Carlo methods in condensed systems
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.
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.
Monte Carlo methods and models in finance and insurance
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
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.
PEPSI — a Monte Carlo generator for polarized leptoproduction
Mankiewicz, L.; Schäfer, A.; Veltri, M.
1992-09-01
We describe PEPSI (Polarized Electron Proton Scattering Interactions), a Monte Carlo program for polarized deep inelastic leptoproduction mediated by electromagnetic interaction, and explain how to use it. The code is a modification of the LEPTO 4.3 Lund Monte Carlo for unpolarized scattering. The hard virtual gamma-parton scattering is generated according to the polarization-dependent QCD cross-section of the first order in α S. PEPSI requires the standard polarization-independent JETSET routines to simulate the fragmentation into final hadrons.
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.
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.
Novel Quantum Monte Carlo Approaches for Quantum Liquids
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
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.
Monte Carlo simulation of electrons in dense gases
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.
Green's function monte carlo and the many-fermion problem
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.
Cosmological Markov Chain Monte Carlo simulation with Cmbeasy
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.
Energy Technology Data Exchange (ETDEWEB)
Kim, Hyun Suk; Ye, Sung Joon [Seoul National University, Seoul (Korea, Republic of); Smith, Martin B.; Koslowsky, Martin R. [Bubble Technology Industries Inc., Chalk River (Canada); Kwak, Sung Woo [Korea Institute of Nuclear Nonproliferation And Control (KINAC), Daejeon (Korea, Republic of); Kim Gee Hyun [Sejong University, Seoul (Korea, Republic of)
2017-03-15
Simultaneous detection of neutrons and gamma rays have become much more practicable, by taking advantage of good gamma-ray discrimination properties using pulse shape discrimination (PSD) technique. Recently, we introduced a commercial CLYC system in Korea, and performed an initial characterization and simulation studies for the CLYC detector system to provide references for the future implementation of the dual-mode scintillator system in various studies and applications. We evaluated a CLYC detector with 95% 6Li enrichment using various gamma-ray sources and a 252Cf neutron source, with validation of our Monte Carlo simulation results via measurement experiments. Absolute full-energy peak efficiency values were calculated for gamma-ray sources and neutron source using MCNP6 and compared with measurement experiments of the calibration sources. In addition, behavioral characteristics of neutrons were validated by comparing simulations and experiments on neutron moderation with various polyethylene (PE) moderator thicknesses. Both results showed good agreements in overall characteristics of the gamma and neutron detection efficiencies, with consistent ⁓20% discrepancy. Furthermore, moderation of neutrons emitted from {sup 252}Cf showed similarities between the simulation and the experiment, in terms of their relative ratios depending on the thickness of the PE moderator. A CLYC detector system was characterized for its energy resolution and detection efficiency, and Monte Carlo simulations on the detector system was validated experimentally. Validation of the simulation results in overall trend of the CLYC detector behavior will provide the fundamental basis and validity of follow-up Monte Carlo simulation studies for the development of our dual-particle imager using a rotational modulation collimator.
Criticality calculations with MCNP{sup TM}: A primer
Energy Technology Data Exchange (ETDEWEB)
Mendius, P.W. [ed.; Harmon, C.D. II; Busch, R.D.; Briesmeister, J.F.; Forster, R.A.
1994-08-01
The purpose of this Primer is to assist the nuclear criticality safety analyst to perform computer calculations using the Monte Carlo code MCNP. Because of the closure of many experimental facilities, reliance on computer simulation is increasing. Often the analyst has little experience with specific codes available at his/her facility. This Primer helps the analyst understand and use the MCNP Monte Carlo code for nuclear criticality analyses. It assumes no knowledge of or particular experience with Monte Carlo codes in general or with MCNP in particular. The document begins with a Quickstart chapter that introduces the basic concepts of using MCNP. The following chapters expand on those ideas, presenting a range of problems from simple cylinders to 3-dimensional lattices for calculating keff confidence intervals. Input files and results for all problems are included. The Primer can be used alone, but its best use is in conjunction with the MCNP4A manual. After completing the Primer, a criticality analyst should be capable of performing and understanding a majority of the calculations that will arise in the field of nuclear criticality safety.
Energy Technology Data Exchange (ETDEWEB)
Biondo, Elliott D [ORNL; Ibrahim, Ahmad M [ORNL; Mosher, Scott W [ORNL; Grove, Robert E [ORNL
2015-01-01
Detailed radiation transport calculations are necessary for many aspects of the design of fusion energy systems (FES) such as ensuring occupational safety, assessing the activation of system components for waste disposal, and maintaining cryogenic temperatures within superconducting magnets. Hybrid Monte Carlo (MC)/deterministic techniques are necessary for this analysis because FES are large, heavily shielded, and contain streaming paths that can only be resolved with MC. The tremendous complexity of FES necessitates the use of CAD geometry for design and analysis. Previous ITER analysis has required the translation of CAD geometry to MCNP5 form in order to use the AutomateD VAriaNce reducTion Generator (ADVANTG) for hybrid MC/deterministic transport. In this work, ADVANTG was modified to support CAD geometry, allowing hybrid (MC)/deterministic transport to be done automatically and eliminating the need for this translation step. This was done by adding a new ray tracing routine to ADVANTG for CAD geometries using the Direct Accelerated Geometry Monte Carlo (DAGMC) software library. This new capability is demonstrated with a prompt dose rate calculation for an ITER computational benchmark problem using both the Consistent Adjoint Driven Importance Sampling (CADIS) method an the Forward Weighted (FW)-CADIS method. The variance reduction parameters produced by ADVANTG are shown to be the same using CAD geometry and standard MCNP5 geometry. Significant speedups were observed for both neutrons (as high as a factor of 7.1) and photons (as high as a factor of 59.6).
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.)
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.)
Lecture Notes on Criticality Safety Validation Using MCNP & Whisper
Energy Technology Data Exchange (ETDEWEB)
Brown, Forrest B. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Rising, Michael Evan [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Alwin, Jennifer Louise [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-03-11
Training classes for nuclear criticality safety, MCNP documentation. The need for, and problems surrounding, validation of computer codes and data area considered first. Then some background for MCNP & Whisper is given--best practices for Monte Carlo criticality calculations, neutron spectra, S(α,β) thermal neutron scattering data, nuclear data sensitivities, covariance data, and correlation coefficients. Whisper is computational software designed to assist the nuclear criticality safety analyst with validation studies with the Monte Carlo radiation transport package MCNP. Whisper's methodology (benchmark selection – C_{k}'s, weights; extreme value theory – bias, bias uncertainty; MOS for nuclear data uncertainty – GLLS) and usage are discussed.
Features of MCNP6 Relevant to Medical Radiation Physics
Energy Technology Data Exchange (ETDEWEB)
Hughes, H. Grady III [Los Alamos National Laboratory; Goorley, John T. [Los Alamos National Laboratory
2012-08-29
MCNP (Monte Carlo N-Particle) is a general-purpose Monte Carlo code for simulating the transport of neutrons, photons, electrons, positrons, and more recently other fundamental particles and heavy ions. Over many years MCNP has found a wide range of applications in many different fields, including medical radiation physics. In this presentation we will describe and illustrate a number of significant recently-developed features in the current version of the code, MCNP6, having particular utility for medical physics. Among these are major extensions of the ability to simulate large, complex geometries, improvement in memory requirements and speed for large lattices, introduction of mesh-based isotopic reaction tallies, advances in radiography simulation, expanded variance-reduction capabilities, especially for pulse-height tallies, and a large number of enhancements in photon/electron transport.
Effective quantum Monte Carlo algorithm for modeling strongly correlated systems
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
Time management for Monte-Carlo tree search in Go
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
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.
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.
Determining MTF of digital detector system with Monte Carlo simulation
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.
Data libraries as a collaborative tool across Monte Carlo codes
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.
A separable shadow Hamiltonian hybrid Monte Carlo method.
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).
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)
Monte Carlo simulation of quantum statistical lattice models
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
Distributed and Adaptive Darting Monte Carlo through Regenerations
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
A novel Monte Carlo approach to hybrid local volatility models
A.W. van der Stoep (Anton); L.A. Grzelak (Lech Aleksander); C.W. Oosterlee (Cornelis)
2017-01-01
textabstractWe present in a Monte Carlo simulation framework, a novel approach for the evaluation of hybrid local volatility [Risk, 1994, 7, 18–20], [Int. J. Theor. Appl. Finance, 1998, 1, 61–110] models. In particular, we consider the stochastic local volatility model—see e.g. Lipton et al. [Quant.
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.
Monte Carlo Simulation of Partially Confined Flexible Polymers
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
Tackling the premature convergence problem in Monte-Carlo localization
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
Nonequilibrium Candidate Monte Carlo Simulations with Configurational Freezing Schemes.
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.
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.
Multi-microcomputer system for Monte-Carlo calculations
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.
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)
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...
Monte Carlo estimation of the conditional Rasch model
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
Monte Carlo estimation of the conditional Rasch model
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
Nanoporous gold formation by dealloying : A Metropolis Monte Carlo study
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
Quantum Monte Carlo simulation of topological phase transitions
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.
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.
A Monte Carlo Evaluation of Maximum Likelihood Multidimensional Scaling Methods
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
Direct determination of liquid phase coexistence by Monte Carlo simulations
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.
Monte Carlo methods for multidimensional integration for European option pricing
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.
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
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...
Testing Dependent Correlations with Nonoverlapping Variables: A Monte Carlo Simulation
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…
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.
Auxiliary-field quantum Monte Carlo methods in nuclei
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.
Play It Again: Teaching Statistics with Monte Carlo Simulation
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…
Exact Dynamics via Poisson Process: a unifying Monte Carlo paradigm
Gubernatis, James
2014-03-01
A common computational task is solving a set of ordinary differential equations (o.d.e.'s). A little known theorem says that the solution of any set of o.d.e.'s is exactly solved by the expectation value over a set of arbitary Poisson processes of a particular function of the elements of the matrix that defines the o.d.e.'s. The theorem thus provides a new starting point to develop real and imaginary-time continous-time solvers for quantum Monte Carlo algorithms, and several simple observations enable various quantum Monte Carlo techniques and variance reduction methods to transfer to a new context. I will state the theorem, note a transformation to a very simple computational scheme, and illustrate the use of some techniques from the directed-loop algorithm in context of the wavefunction Monte Carlo method that is used to solve the Lindblad master equation for the dynamics of open quantum systems. I will end by noting that as the theorem does not depend on the source of the o.d.e.'s coming from quantum mechanics, it also enables the transfer of continuous-time methods from quantum Monte Carlo to the simulation of various classical equations of motion heretofore only solved deterministically.
Monte Carlo method for magnetic impurities in metals
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.
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.
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.
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.
Observations on variational and projector Monte Carlo methods.
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.
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.
Quantum Monte Carlo simulation of topological phase transitions
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.
Exploring Mass Perception with Markov Chain Monte Carlo
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…
CMS Monte Carlo production operations in a distributed computing environment
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.
A Variational Monte Carlo Approach to Atomic Structure
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.
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.
The Metropolis Monte Carlo Method in Statistical Physics
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.
Exploring Mass Perception with Markov Chain Monte Carlo
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…
Monte Carlo Simulation of Partially Confined Flexible Polymers
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
Direct Monte Carlo simulation of nanoscale mixed gas bearings
Directory of Open Access Journals (Sweden)
Kyaw Sett Myo
2015-06-01
Full Text Available The conception of sealed hard drives with helium gas mixture has been recently suggested over the current hard drives for achieving higher reliability and less position error. Therefore, it is important to understand the effects of different helium gas mixtures on the slider bearing characteristics in the head–disk interface. In this article, the helium/air and helium/argon gas mixtures are applied as the working fluids and their effects on the bearing characteristics are studied using the direct simulation Monte Carlo method. Based on direct simulation Monte Carlo simulations, the physical properties of these gas mixtures such as mean free path and dynamic viscosity are achieved and compared with those obtained from theoretical models. It is observed that both results are comparable. Using these gas mixture properties, the bearing pressure distributions are calculated under different fractions of helium with conventional molecular gas lubrication models. The outcomes reveal that the molecular gas lubrication results could have relatively good agreement with those of direct simulation Monte Carlo simulations, especially for pure air, helium, or argon gas cases. For gas mixtures, the bearing pressures predicted by molecular gas lubrication model are slightly larger than those from direct simulation Monte Carlo simulation.
Monte Carlo: in the beginning and some great expectations
Energy Technology Data Exchange (ETDEWEB)
Metropolis, N.
1985-01-01
The central theme will be on the historical setting and origins of the Monte Carlo Method. The scene was post-war Los Alamos Scientific Laboratory. There was an inevitability about the Monte Carlo Event: the ENIAC had recently enjoyed its meteoric rise (on a classified Los Alamos problem); Stan Ulam had returned to Los Alamos; John von Neumann was a frequent visitor. Techniques, algorithms, and applications developed rapidly at Los Alamos. Soon, the fascination of the Method reached wider horizons. The first paper was submitted for publication in the spring of 1949. In the summer of 1949, the first open conference was held at the University of California at Los Angeles. Of some interst perhaps is an account of Fermi's earlier, independent application in neutron moderation studies while at the University of Rome. The quantum leap expected with the advent of massively parallel processors will provide stimuli for very ambitious applications of the Monte Carlo Method in disciplines ranging from field theories to cosmology, including more realistic models in the neurosciences. A structure of multi-instruction sets for parallel processing is ideally suited for the Monte Carlo approach. One may even hope for a modest hardening of the soft sciences.
On a full Monte Carlo approach to quantum mechanics
Sellier, J. M.; Dimov, I.
2016-12-01
The Monte Carlo approach to numerical problems has shown to be remarkably efficient in performing very large computational tasks since it is an embarrassingly parallel technique. Additionally, Monte Carlo methods are well known to keep performance and accuracy with the increase of dimensionality of a given problem, a rather counterintuitive peculiarity not shared by any known deterministic method. Motivated by these very peculiar and desirable computational features, in this work we depict a full Monte Carlo approach to the problem of simulating single- and many-body quantum systems by means of signed particles. In particular we introduce a stochastic technique, based on the strategy known as importance sampling, for the computation of the Wigner kernel which, so far, has represented the main bottleneck of this method (it is equivalent to the calculation of a multi-dimensional integral, a problem in which complexity is known to grow exponentially with the dimensions of the problem). The introduction of this stochastic technique for the kernel is twofold: firstly it reduces the complexity of a quantum many-body simulation from non-linear to linear, secondly it introduces an embarassingly parallel approach to this very demanding problem. To conclude, we perform concise but indicative numerical experiments which clearly illustrate how a full Monte Carlo approach to many-body quantum systems is not only possible but also advantageous. This paves the way towards practical time-dependent, first-principle simulations of relatively large quantum systems by means of affordable computational resources.
Energy Technology Data Exchange (ETDEWEB)
Wagner, John C [ORNL; Peplow, Douglas E. [ORNL; Mosher, Scott W [ORNL
2014-01-01
This paper presents a new hybrid (Monte Carlo/deterministic) method for increasing the efficiency of Monte Carlo calculations of distributions, such as flux or dose rate distributions (e.g., mesh tallies), as well as responses at multiple localized detectors and spectra. This method, referred to as Forward-Weighted CADIS (FW-CADIS), is an extension of the Consistent Adjoint Driven Importance Sampling (CADIS) method, which has been used for more than a decade to very effectively improve the efficiency of Monte Carlo calculations of localized quantities, e.g., flux, dose, or reaction rate at a specific location. The basis of this method is the development of an importance function that represents the importance of particles to the objective of uniform Monte Carlo particle density in the desired tally regions. Implementation of this method utilizes the results from a forward deterministic calculation to develop a forward-weighted source for a deterministic adjoint calculation. The resulting adjoint function is then used to generate consistent space- and energy-dependent source biasing parameters and weight windows that are used in a forward Monte Carlo calculation to obtain more uniform statistical uncertainties in the desired tally regions. The FW-CADIS method has been implemented and demonstrated within the MAVRIC sequence of SCALE and the ADVANTG/MCNP framework. Application of the method to representative, real-world problems, including calculation of dose rate and energy dependent flux throughout the problem space, dose rates in specific areas, and energy spectra at multiple detectors, is presented and discussed. Results of the FW-CADIS method and other recently developed global variance reduction approaches are also compared, and the FW-CADIS method outperformed the other methods in all cases considered.
Development of ray tracing visualization program by Monte Carlo method
Energy Technology Data Exchange (ETDEWEB)
Higuchi, Kenji; Otani, Takayuki [Japan Atomic Energy Research Inst., Tokyo (Japan); Hasegawa, Yukihiro
1997-09-01
Ray tracing algorithm is a powerful method to synthesize three dimensional computer graphics. In conventional ray tracing algorithms, a view point is used as a starting point of ray tracing, from which the rays are tracked up to the light sources through center points of pixels on the view screen to calculate the intensities of the pixels. This manner, however, makes it difficult to define the configuration of light source as well as to strictly simulate the reflections of the rays. To resolve these problems, we have developed a new ray tracing means which traces rays from a light source, not from a view point, with use of Monte Carlo method which is widely applied in nuclear fields. Moreover, we adopt the variance reduction techniques to the program with use of the specialized machine (Monte-4) for particle transport Monte Carlo so that the computational time could be successfully reduced. (author)
Development of ray tracing visualization program by Monte Carlo method
Energy Technology Data Exchange (ETDEWEB)
Higuchi, Kenji; Otani, Takayuki [Japan Atomic Energy Research Inst., Tokyo (Japan); Hasegawa, Yukihiro
1997-09-01
Ray tracing algorithm is a powerful method to synthesize three dimensional computer graphics. In conventional ray tracing algorithms, a view point is used as a starting point of ray tracing, from which the rays are tracked up to the light sources through center points of pixels on the view screen to calculate the intensities of the pixels. This manner, however, makes it difficult to define the configuration of light source as well as to strictly simulate the reflections of the rays. To resolve these problems, we have developed a new ray tracing means which traces rays from a light source, not from a view point, with use of Monte Carlo method which is widely applied in nuclear fields. Moreover, we adopt the variance reduction techniques to the program with use of the specialized machine (Monte-4) for particle transport Monte Carlo so that the computational time could be successfully reduced. (author)
Direct aperture optimization for IMRT using Monte Carlo generated beamlets.
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.
Global Monte Carlo Simulation with High Order Polynomial Expansions
Energy Technology Data Exchange (ETDEWEB)
William R. Martin; James Paul Holloway; Kaushik Banerjee; Jesse Cheatham; Jeremy Conlin
2007-12-13
The functional expansion technique (FET) was recently developed for Monte Carlo simulation. The basic idea of the FET is to expand a Monte Carlo tally in terms of a high order expansion, the coefficients of which can be estimated via the usual random walk process in a conventional Monte Carlo code. If the expansion basis is chosen carefully, the lowest order coefficient is simply the conventional histogram tally, corresponding to a flat mode. This research project studied the applicability of using the FET to estimate the fission source, from which fission sites can be sampled for the next generation. The idea is that individual fission sites contribute to expansion modes that may span the geometry being considered, possibly increasing the communication across a loosely coupled system and thereby improving convergence over the conventional fission bank approach used in most production Monte Carlo codes. The project examined a number of basis functions, including global Legendre polynomials as well as “local” piecewise polynomials such as finite element hat functions and higher order versions. The global FET showed an improvement in convergence over the conventional fission bank approach. The local FET methods showed some advantages versus global polynomials in handling geometries with discontinuous material properties. The conventional finite element hat functions had the disadvantage that the expansion coefficients could not be estimated directly but had to be obtained by solving a linear system whose matrix elements were estimated. An alternative fission matrix-based response matrix algorithm was formulated. Studies were made of two alternative applications of the FET, one based on the kernel density estimator and one based on Arnoldi’s method of minimized iterations. Preliminary results for both methods indicate improvements in fission source convergence. These developments indicate that the FET has promise for speeding up Monte Carlo fission source
Multiple-time-stepping generalized hybrid Monte Carlo methods
Energy Technology Data Exchange (ETDEWEB)
Escribano, Bruno, E-mail: bescribano@bcamath.org [BCAM—Basque Center for Applied Mathematics, E-48009 Bilbao (Spain); Akhmatskaya, Elena [BCAM—Basque Center for Applied Mathematics, E-48009 Bilbao (Spain); IKERBASQUE, Basque Foundation for Science, E-48013 Bilbao (Spain); Reich, Sebastian [Universität Potsdam, Institut für Mathematik, D-14469 Potsdam (Germany); Azpiroz, Jon M. [Kimika Fakultatea, Euskal Herriko Unibertsitatea (UPV/EHU) and Donostia International Physics Center (DIPC), P.K. 1072, Donostia (Spain)
2015-01-01
Performance of the generalized shadow hybrid Monte Carlo (GSHMC) method [1], which proved to be superior in sampling efficiency over its predecessors [2–4], molecular dynamics and hybrid Monte Carlo, can be further improved by combining it with multi-time-stepping (MTS) and mollification of slow forces. We demonstrate that the comparatively simple modifications of the method not only lead to better performance of GSHMC itself but also allow for beating the best performed methods, which use the similar force splitting schemes. In addition we show that the same ideas can be successfully applied to the conventional generalized hybrid Monte Carlo method (GHMC). The resulting methods, MTS-GHMC and MTS-GSHMC, provide accurate reproduction of thermodynamic and dynamical properties, exact temperature control during simulation and computational robustness and efficiency. MTS-GHMC uses a generalized momentum update to achieve weak stochastic stabilization to the molecular dynamics (MD) integrator. MTS-GSHMC adds the use of a shadow (modified) Hamiltonian to filter the MD trajectories in the HMC scheme. We introduce a new shadow Hamiltonian formulation adapted to force-splitting methods. The use of such Hamiltonians improves the acceptance rate of trajectories and has a strong impact on the sampling efficiency of the method. Both methods were implemented in the open-source MD package ProtoMol and were tested on a water and a protein systems. Results were compared to those obtained using a Langevin Molly (LM) method [5] on the same systems. The test results demonstrate the superiority of the new methods over LM in terms of stability, accuracy and sampling efficiency. This suggests that putting the MTS approach in the framework of hybrid Monte Carlo and using the natural stochasticity offered by the generalized hybrid Monte Carlo lead to improving stability of MTS and allow for achieving larger step sizes in the simulation of complex systems.
Monte Carlo Simulation Program from the World Petroleum Assessment 2000, DDS-60 (Emc2.xls)
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...
Mont Carlo Simulation Program from the World Petroleum Assessment 2000, DDS-60 (emcee.xls).xml
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...
Monte Carlo Simulation Program from the World Petroleum Assessment 2000, DDS-60 (Emc2.xls).
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...
Mont Carlo Simulation Program from the World Petroleum Assessment 2000, DDS-60 (emcee.xls)
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...
Juste, Belén; Miró, Rafael; Monasor, Paula; Verdú, Gumersindo
2015-11-01
Phosphor screens are commonly used in many X-ray imaging applications. The design and optimization of these detectors can be achieved using Monte Carlo codes to simulate radiation transport in scintillation materials and to improve the spatial response. This work presents an exhaustive procedure to measure the spatial resolution of a scintillation flat panel image and to evaluate the agreement with data obtained by simulation. To evaluate the spatial response we have used the Modulated Transfer Function (MTF) parameter. According to this, we have obtained the Line Spread Function (LSF) of the system since the Fourier Transform (FT) of the LSF gives the MTF. The experimental images were carried out using a medical X-ray tube (Toshiba E7299X) and a flat panel (Hammamatsu C9312SK). Measurements were based on the slit methodology experimental implementation, which measures the response of the system to a line. LSF measurements have been performed using a 0.2 mm wide lead slit superimposed over the flat panel. The detector screen was modelled with MCNP (version 6) Monte Carlo simulation code in order to analyze the effect of the acquisition setup configuration and to compare the response of scintillator screens with the experimental results. MCNP6 offers the possibility of studying the optical physics parameters (optical scattering and absorption coefficients) that occur in the phosphor screen. The study has been tested for different X-ray tube voltages, from 100 to 140 kV. An acceptable convergence between the MTF results obtained with MCNP6 and the experimental measurements have been obtained.
Comparative Dosimetric Estimates of a 25 keV Electron Micro-beam with three Monte Carlo Codes
Energy Technology Data Exchange (ETDEWEB)
Mainardi, Enrico; Donahue, Richard J.; Blakely, Eleanor A.
2002-09-11
The calculations presented compare the different performances of the three Monte Carlo codes PENELOPE-1999, MCNP-4C and PITS, for the evaluation of Dose profiles from a 25 keV electron micro-beam traversing individual cells. The overall model of a cell is a water cylinder equivalent for the three codes but with a different internal scoring geometry: hollow cylinders for PENELOPE and MCNP, whereas spheres are used for the PITS code. A cylindrical cell geometry with scoring volumes with the shape of hollow cylinders was initially selected for PENELOPE and MCNP because of its superior simulation of the actual shape and dimensions of a cell and for its improved computer-time efficiency if compared to spherical internal volumes. Some of the transfer points and energy transfer that constitute a radiation track may actually fall in the space between spheres, that would be outside the spherical scoring volume. This internal geometry, along with the PENELOPE algorithm, drastically reduced the computer time when using this code if comparing with event-by-event Monte Carlo codes like PITS. This preliminary work has been important to address dosimetric estimates at low electron energies. It demonstrates that codes like PENELOPE can be used for Dose evaluation, even with such small geometries and energies involved, which are far below the normal use for which the code was created. Further work (initiated in Summer 2002) is still needed however, to create a user-code for PENELOPE that allows uniform comparison of exact cell geometries, integral volumes and also microdosimetric scoring quantities, a field where track-structure codes like PITS, written for this purpose, are believed to be superior.
Comparative Dosimetric Estimates of a 25 keV Electron Micro-beam with three Monte Carlo Codes
Mainardi, E; Donahue, R J
2002-01-01
The calculations presented compare the different performances of the three Monte Carlo codes PENELOPE-1999, MCNP-4C and PITS, for the evaluation of Dose profiles from a 25 keV electron micro-beam traversing individual cells. The overall model of a cell is a water cylinder equivalent for the three codes but with a different internal scoring geometry: hollow cylinders for PENELOPE and MCNP, whereas spheres are used for the PITS code. A cylindrical cell geometry with scoring volumes with the shape of hollow cylinders was initially selected for PENELOPE and MCNP because of its superior simulation of the actual shape and dimensions of a cell and for its improved computer-time efficiency if compared to spherical internal volumes. Some of the transfer points and energy transfer that constitute a radiation track may actually fall in the space between spheres, that would be outside the spherical scoring volume. This internal geometry, along with the PENELOPE algorithm, drastically reduced the computer time when using ...
Shypailo, R. J.; Ellis, K. J.
2011-05-01
During construction of the whole body counter (WBC) at the Children's Nutrition Research Center (CNRC), efficiency calibration was needed to translate acquired counts of 40K to actual grams of potassium for measurement of total body potassium (TBK) in a diverse subject population. The MCNP Monte Carlo n-particle simulation program was used to describe the WBC (54 detectors plus shielding), test individual detector counting response, and create a series of virtual anthropomorphic phantoms based on national reference anthropometric data. Each phantom included an outer layer of adipose tissue and an inner core of lean tissue. Phantoms were designed for both genders representing ages 3.5 to 18.5 years with body sizes from the 5th to the 95th percentile based on body weight. In addition, a spherical surface source surrounding the WBC was modeled in order to measure the effects of subject mass on room background interference. Individual detector measurements showed good agreement with the MCNP model. The background source model came close to agreement with empirical measurements, but showed a trend deviating from unity with increasing subject size. Results from the MCNP simulation of the CNRC WBC agreed well with empirical measurements using BOMAB phantoms. Individual detector efficiency corrections were used to improve the accuracy of the model. Nonlinear multiple regression efficiency calibration equations were derived for each gender. Room background correction is critical in improving the accuracy of the WBC calibration.
Energy Technology Data Exchange (ETDEWEB)
Shypailo, R J; Ellis, K J, E-mail: shypailo@bcm.edu [USDA/ARS Children' s Nutrition Research Center, Baylor College of Medicine, 1100 Bates Street, Houston, TX 77030 (United States)
2011-05-21
During construction of the whole body counter (WBC) at the Children's Nutrition Research Center (CNRC), efficiency calibration was needed to translate acquired counts of {sup 40}K to actual grams of potassium for measurement of total body potassium (TBK) in a diverse subject population. The MCNP Monte Carlo n-particle simulation program was used to describe the WBC (54 detectors plus shielding), test individual detector counting response, and create a series of virtual anthropomorphic phantoms based on national reference anthropometric data. Each phantom included an outer layer of adipose tissue and an inner core of lean tissue. Phantoms were designed for both genders representing ages 3.5 to 18.5 years with body sizes from the 5th to the 95th percentile based on body weight. In addition, a spherical surface source surrounding the WBC was modeled in order to measure the effects of subject mass on room background interference. Individual detector measurements showed good agreement with the MCNP model. The background source model came close to agreement with empirical measurements, but showed a trend deviating from unity with increasing subject size. Results from the MCNP simulation of the CNRC WBC agreed well with empirical measurements using BOMAB phantoms. Individual detector efficiency corrections were used to improve the accuracy of the model. Nonlinear multiple regression efficiency calibration equations were derived for each gender. Room background correction is critical in improving the accuracy of the WBC calibration.
Shypailo, R J; Ellis, K J
2011-05-21
During construction of the whole body counter (WBC) at the Children's Nutrition Research Center (CNRC), efficiency calibration was needed to translate acquired counts of (40)K to actual grams of potassium for measurement of total body potassium (TBK) in a diverse subject population. The MCNP Monte Carlo n-particle simulation program was used to describe the WBC (54 detectors plus shielding), test individual detector counting response, and create a series of virtual anthropomorphic phantoms based on national reference anthropometric data. Each phantom included an outer layer of adipose tissue and an inner core of lean tissue. Phantoms were designed for both genders representing ages 3.5 to 18.5 years with body sizes from the 5th to the 95th percentile based on body weight. In addition, a spherical surface source surrounding the WBC was modeled in order to measure the effects of subject mass on room background interference. Individual detector measurements showed good agreement with the MCNP model. The background source model came close to agreement with empirical measurements, but showed a trend deviating from unity with increasing subject size. Results from the MCNP simulation of the CNRC WBC agreed well with empirical measurements using BOMAB phantoms. Individual detector efficiency corrections were used to improve the accuracy of the model. Nonlinear multiple regression efficiency calibration equations were derived for each gender. Room background correction is critical in improving the accuracy of the WBC calibration.
Energy Technology Data Exchange (ETDEWEB)
Birikorang, S.A., E-mail: anddydat@yahoo.com [Department of Nuclear Engineering and Material Science, School of Nuclear and Allied Sciences (SNAS), University of Ghana, P.O. Box AE 1, Atomic Energy, Accra (Ghana); Akaho, E.H.K.; Nyarko, B.J.B. [National Nuclear Research Institute, Ghana Atomic Energy Commission, P.O. Box LG 80, Legon, Accra-Ghana (Ghana); Ampomah-Amoako, E.; Seth, Debrah K.; Gyabour, R.A.; Sogbgaji, R.B.M. [Department of Nuclear Engineering and Material Science, School of Nuclear and Allied Sciences (SNAS), University of Ghana, P.O. Box AE 1, Atomic Energy, Accra (Ghana)
2011-07-15
Highlights: > The photo-neutron source was investigated within Ghana MNSR irradiation channels. > Irradiation channels under study were inner, outer and the fission chamber. > Thermal rated power at sub-critical state was estimated. > Neutron flux variation was investigated within the channels. > MCNP code has been used to investigate the flux variation. - Abstract: Computer simulation was carried out for photo-neutron source variation in outer irradiation channel, inner irradiation channels and the fission channel of a tank-in-pool reactor, a Miniature Neutron Source Reactor (MNSR) in sub-critical condition. Evaluation of the photo-neutron was done after the reactor has been in sub-critical condition for three month period using Monte Carlo Neutron Particle (MCNP) code. Neutron flux monitoring from the Micro Computer Control Loop System (MCCLS) was also investigated at sub-critical condition. The recorded neutron fluxes from the MCCLS after investigations were used to calculate the power of the reactor at sub-critical state. The computed power at sub-critical state was used to normalize the un-normalized results from the MCNP.
Goldman, Saul
1983-10-01
A method we call energy-scaled displacement Monte Carlo (ESDMC) whose purpose is to improve sampling efficiency and thereby speed up convergence rates in Monte Carlo calculations is presented. The method involves scaling the maximum displacement a particle may make on a trial move to the particle's configurational energy. The scaling is such that on the average, the most stable particles make the smallest moves and the most energetic particles the largest moves. The method is compared to Metropolis Monte Carlo (MMC) and Force Bias Monte Carlo of (FBMC) by applying all three methods to a dense Lennard-Jones fluid at two temperatures, and to hot ST2 water. The functions monitored as the Markov chains developed were, for the Lennard-Jones case: melting, radial distribution functions, internal energies, and heat capacities. For hot ST2 water, we monitored energies and heat capacities. The results suggest that ESDMC samples configuration space more efficiently than either MMC or FBMC in these systems for the biasing parameters used here. The benefit from using ESDMC seemed greatest for the Lennard-Jones systems.
Energy Technology Data Exchange (ETDEWEB)
Both, J.P.; Lee, Y.K.; Mazzolo, A.; Peneliau, Y.; Petit, O.; Roesslinger, B. [CEA Saclay, Dir. de l' Energie Nucleaire (DEN), Service d' Etudes de Reacteurs et de Modelisation Avancee, 91 - Gif sur Yvette (France)
2003-07-01
Tripoli-4 is a three dimensional calculations code using the Monte Carlo method to simulate the transport of neutrons, photons, electrons and positrons. This code is used in four application fields: the protection studies, the criticality studies, the core studies and the instrumentation studies. Geometry, cross sections, description of sources, principle. (N.C.)
Monte Carlo simulation of mixed neutron-gamma radiation fields and dosimetry devices
Energy Technology Data Exchange (ETDEWEB)
Zhang, Guoqing
2011-12-22
Monte Carlo methods based on random sampling are widely used in different fields for the capability of solving problems with a large number of coupled degrees of freedom. In this work, Monte Carlos methods are successfully applied for the simulation of the mixed neutron-gamma field in an interim storage facility and neutron dosimeters of different types. Details are discussed in two parts: In the first part, the method of simulating an interim storage facility loaded with CASTORs is presented. The size of a CASTOR is rather large (several meters) and the CASTOR wall is very thick (tens of centimeters). Obtaining the results of dose rates outside a CASTOR with reasonable errors costs usually hours or even days. For the simulation of a large amount of CASTORs in an interim storage facility, it needs weeks or even months to finish a calculation. Variance reduction techniques were used to reduce the calculation time and to achieve reasonable relative errors. Source clones were applied to avoid unnecessary repeated calculations. In addition, the simulations were performed on a cluster system. With the calculation techniques discussed above, the efficiencies of calculations can be improved evidently. In the second part, the methods of simulating the response of neutron dosimeters are presented. An Alnor albedo dosimeter was modelled in MCNP, and it has been simulated in the facility to calculate the calibration factor to get the evaluated response to a Cf-252 source. The angular response of Makrofol detectors to fast neutrons has also been investigated. As a kind of SSNTD, Makrofol can detect fast neutrons by recording the neutron induced heavy charged recoils. To obtain the information of charged recoils, general-purpose Monte Carlo codes were used for transporting incident neutrons. The response of Makrofol to fast neutrons is dependent on several factors. Based on the parameters which affect the track revealing, the formation of visible tracks was determined. For
Uniform distribution and quasi-Monte Carlo methods discrepancy, integration and applications
Kritzer, Peter; Pillichshammer, Friedrich; Winterhof, Arne
2014-01-01
The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology.
The impact of Monte Carlo simulation: a scientometric analysis of scholarly literature
Pia, Maria Grazia; Bell, Zane W; Dressendorfer, Paul V
2010-01-01
A scientometric analysis of Monte Carlo simulation and Monte Carlo codes has been performed over a set of representative scholarly journals related to radiation physics. The results of this study are reported and discussed. They document and quantitatively appraise the role of Monte Carlo methods and codes in scientific research and engineering applications.
Fast orthogonal transforms for multi-level quasi-Monte Carlo integration
Irrgeher, Christian; Leobacher, Gunther
2015-01-01
We combine a generic method for finding fast orthogonal transforms for a given quasi-Monte Carlo integration problem with the multilevel Monte Carlo method. It is shown by example that this combined method can vastly improve the efficiency of quasi-Monte Carlo.
Ródenas, José; Abarca, Agustín; Gallardo, Sergio; Sollet, Eduardo
2010-07-01
Control rods are activated by neutron reactions into the reactor. The activation is produced mainly in stainless steel and its impurities. The dose produced by this activity is not important inside the reactor, but it has to be taken into account when the rod is withdrawn from it. The neutron activation has been modeled with the MCNP5 code based on the Monte Carlo method. The number of reactions obtained with the code can be converted into activity. In this work, a detailed model of the control rod has been developed considering all its components: handle, tubes, gain, and central core. On the other hand, the rod has been divided into 5 zones in order to consider the different axial exposition to neutron flux into the reactor. Results of the Monte Carlo simulation for the neutron activation constitute a gamma source in the control rod. With this source, applying again the Monte Carlo method, doses at certain distance of the rod have been calculated. Comparison of calculated doses with experimental measurements leads to the validation of the model developed.
Wang, Guan-bo; Liu, Han-gang; Wang, Kan; Yang, Xin; Feng, Qi-jie
2012-09-01
Thermal-to-fusion neutron convertor has being studied in China Academy of Engineering Physics (CAEP). Current Monte Carlo codes, such as MCNP and GEANT, are inadequate when applied in this multi-step reactions problems. A Monte Carlo tool RSMC (Reaction Sequence Monte Carlo) has been developed to simulate such coupled problem, from neutron absorption, to charged particle ionization and secondary neutron generation. "Forced particle production" variance reduction technique has been implemented to improve the calculation speed distinctly by making deuteron/triton induced secondary product plays a major role. Nuclear data is handled from ENDF or TENDL, and stopping power from SRIM, which described better for low energy deuteron/triton interactions. As a validation, accelerator driven mono-energy 14 MeV fusion neutron source is employed, which has been deeply studied and includes deuteron transport and secondary neutron generation. Various parameters, including fusion neutron angle distribution, average neutron energy at different emission directions, differential and integral energy distributions, are calculated with our tool and traditional deterministic method as references. As a result, we present the calculation results of convertor with RSMC, including conversion ratio of 1 mm 6LiD with a typical thermal neutron (Maxwell spectrum) incidence, and fusion neutron spectrum, which will be used for our experiment.
Energy Technology Data Exchange (ETDEWEB)
Martin, E.; Gschwind, R.; Henriet, J.; Sauget, M.; Makovicka, L. [IRMA/Enisys/FEMTO-ST, Pole universitaire des Portes du Jura, place Tharradin, BP 71427, 2521 1 - Montbeliard cedex (France)
2010-07-01
In order to reduce the computing time needed by Monte Carlo codes in the field of irradiation physics, notably in dosimetry, the authors report the use of artificial neural networks in combination with preliminary Monte Carlo calculations. During the learning phase, Monte Carlo calculations are performed in homogeneous media to allow the building up of the neural network. Then, dosimetric calculations (in heterogeneous media, unknown by the network) can be performed by the so-learned network. Results with an equivalent precision can be obtained within less than one minute on a simple PC whereas several days are needed with a Monte Carlo calculation
JEWEL - a Monte Carlo Model for Jet Quenching
Zapp, Korinna; Wiedemann, Urs Achim
2009-01-01
The Monte Carlo model JEWEL 1.0 (Jet Evolution With Energy Loss) simulates parton shower evolution in the presence of a dense QCD medium. In its current form medium interactions are modelled as elastic scattering based on perturbative matrix elements and a simple prescription for medium induced gluon radiation. The parton shower is interfaced with a hadronisation model. In the absence of medium effects JEWEL is shown to reproduce jet measurements at LEP. The collisional energy loss is consistent with analytic calculations, but with JEWEL we can go a step further and characterise also jet-induced modifications of the medium. Elastic and inelastic medium interactions are shown to lead to distinctive modifications of the jet fragmentation pattern, which should allow to experimentally distinguish between collisional and radiative energy loss mechanisms. In these proceedings the main JEWEL results are summarised and a Monte Carlo algorithm is outlined that allows to include the Landau-Pomerantschuk-Migdal effect i...
Research on GPU Acceleration for Monte Carlo Criticality Calculation
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.
Applying polynomial filtering to mass preconditioned Hybrid Monte Carlo
Haar, Taylor; Zanotti, James; Nakamura, Yoshifumi
2016-01-01
The use of mass preconditioning or Hasenbusch filtering in modern Hybrid Monte Carlo simulations is common. At light quark masses, multiple filters (three or more) are typically used to reduce the cost of generating dynamical gauge fields; however, the task of tuning a large number of Hasenbusch mass terms is non-trivial. The use of short polynomial approximations to the inverse has been shown to provide an effective UV filter for HMC simulations. In this work we investigate the application of polynomial filtering to the mass preconditioned Hybrid Monte Carlo algorithm as a means of introducing many time scales into the molecular dynamics integration with a simplified parameter tuning process. A generalized multi-scale integration scheme that permits arbitrary step- sizes and can be applied to Omelyan-style integrators is also introduced. We find that polynomial-filtered mass-preconditioning (PF-MP) performs as well as or better than standard mass preconditioning, with significantly less fine tuning required.
Monte Carlo uncertainty analyses for integral beryllium experiments
Fischer, U; Tsige-Tamirat, H
2000-01-01
The novel Monte Carlo technique for calculating point detector sensitivities has been applied to two representative beryllium transmission experiments with the objective to investigate the sensitivity of important responses such as the neutron multiplication and to assess the related uncertainties due to the underlying cross-section data uncertainties. As an important result, it has been revealed that the neutron multiplication power of beryllium can be predicted with good accuracy using state-of-the-art nuclear data evaluations. Severe discrepancies do exist for the spectral neutron flux distribution that would transmit into significant uncertainties of the calculated neutron spectra and of the nuclear blanket performance in blanket design calculations. With regard to this, it is suggested to re-analyse the secondary energy and angle distribution data of beryllium by means of Monte Carlo based sensitivity and uncertainty calculations. Related code development work is underway.
A Monte Carlo algorithm for simulating fermions on Lefschetz thimbles
Alexandru, Andrei; Bedaque, Paulo
2016-01-01
A possible solution of the notorious sign problem preventing direct Monte Carlo calculations for systems with non-zero chemical potential is to deform the integration region in the complex plane to a Lefschetz thimble. We investigate this approach for a simple fermionic model. We introduce an easy to implement Monte Carlo algorithm to sample the dominant thimble. Our algorithm relies only on the integration of the gradient flow in the numerically stable direction, which gives it a distinct advantage over the other proposed algorithms. We demonstrate the stability and efficiency of the algorithm by applying it to an exactly solvable fermionic model and compare our results with the analytical ones. We report a very good agreement for a certain region in the parameter space where the dominant contribution comes from a single thimble, including a region where standard methods suffer from a severe sign problem. However, we find that there are also regions in the parameter space where the contribution from multiple...