Implicit Monte Carlo methods and non-equilibrium Marshak wave radiative transport

International Nuclear Information System (INIS)

Lynch, J.E.

1985-01-01

Two enhancements to the Fleck implicit Monte Carlo method for radiative transport are described, for use in transparent and opaque media respectively. The first introduces a spectral mean cross section, which applies to pseudoscattering in transparent regions with a high frequency incident spectrum. The second provides a simple Monte Carlo random walk method for opaque regions, without the need for a supplementary diffusion equation formulation. A time-dependent transport Marshak wave problem of radiative transfer, in which a non-equilibrium condition exists between the radiation and material energy fields, is then solved. These results are compared to published benchmark solutions and to new discrete ordinate S-N results, for both spatially integrated radiation-material energies versus time and to new spatially dependent temperature profiles. Multigroup opacities, which are independent of both temperature and frequency, are used in addition to a material specific heat which is proportional to the cube of the temperature. 7 refs., 4 figs

Spectral functions from Quantum Monte Carlo

International Nuclear Information System (INIS)

Silver, R.N.

1989-01-01

In his review, D. Scalapino identified two serious limitations on the application of Quantum Monte Carlo (QMC) methods to the models of interest in High T c Superconductivity (HTS). One is the ''sign problem''. The other is the ''analytic continuation problem'', which is how to extract electron spectral functions from QMC calculations of the imaginary time Green's functions. Through-out this Symposium on HTS, the spectral functions have been the focus for the discussion of normal state properties including the applicability of band theory, Fermi liquid theory, marginal Fermi liquids, and novel non-perturbative states. 5 refs., 1 fig

Vectorized Monte Carlo

International Nuclear Information System (INIS)

Brown, F.B.

1981-01-01

Examination of the global algorithms and local kernels of conventional general-purpose Monte Carlo codes shows that multigroup Monte Carlo methods have sufficient structure to permit efficient vectorization. A structured multigroup Monte Carlo algorithm for vector computers is developed in which many particle events are treated at once on a cell-by-cell basis. Vectorization of kernels for tracking and variance reduction is described, and a new method for discrete sampling is developed to facilitate the vectorization of collision analysis. To demonstrate the potential of the new method, a vectorized Monte Carlo code for multigroup radiation transport analysis was developed. This code incorporates many features of conventional general-purpose production codes, including general geometry, splitting and Russian roulette, survival biasing, variance estimation via batching, a number of cutoffs, and generalized tallies of collision, tracklength, and surface crossing estimators with response functions. Predictions of vectorized performance characteristics for the CYBER-205 were made using emulated coding and a dynamic model of vector instruction timing. Computation rates were examined for a variety of test problems to determine sensitivities to batch size and vector lengths. Significant speedups are predicted for even a few hundred particles per batch, and asymptotic speedups by about 40 over equivalent Amdahl 470V/8 scalar codes arepredicted for a few thousand particles per batch. The principal conclusion is that vectorization of a general-purpose multigroup Monte Carlo code is well worth the significant effort required for stylized coding and major algorithmic changes

Monte Carlo Methods in Physics

International Nuclear Information System (INIS)

Santoso, B.

1997-01-01

Method of Monte Carlo integration is reviewed briefly and some of its applications in physics are explained. A numerical experiment on random generators used in the monte Carlo techniques is carried out to show the behavior of the randomness of various methods in generating them. To account for the weight function involved in the Monte Carlo, the metropolis method is used. From the results of the experiment, one can see that there is no regular patterns of the numbers generated, showing that the program generators are reasonably good, while the experimental results, shows a statistical distribution obeying statistical distribution law. Further some applications of the Monte Carlo methods in physics are given. The choice of physical problems are such that the models have available solutions either in exact or approximate values, in which comparisons can be mode, with the calculations using the Monte Carlo method. Comparison show that for the models to be considered, good agreement have been obtained

Estimating the Partition Function Zeros by Using the Wang-Landau Monte Carlo Algorithm

Energy Technology Data Exchange (ETDEWEB)

Kim, Seung-Yeon [Korea National University of Transportation, Chungju (Korea, Republic of)

2017-03-15

The concept of the partition function zeros is one of the most efficient methods for investigating the phase transitions and the critical phenomena in various physical systems. Estimating the partition function zeros requires information on the density of states Ω(E) as a function of the energy E. Currently, the Wang-Landau Monte Carlo algorithm is one of the best methods for calculating Ω(E). The partition function zeros in the complex temperature plane of the Ising model on an L × L square lattice (L = 10 ∼ 80) with a periodic boundary condition have been estimated by using the Wang-Landau Monte Carlo algorithm. The efficiency of the Wang-Landau Monte Carlo algorithm and the accuracies of the partition function zeros have been evaluated for three different, 5%, 10%, and 20%, flatness criteria for the histogram H(E).

Monte-Carlo Orbit/Full Wave Simulation of Fast Alfvén Wave (FW) Damping on Resonant Ions in Tokamaks

Science.gov (United States)

Choi, M.; Chan, V. S.; Tang, V.; Bonoli, P.; Pinsker, R. I.; Wright, J.

2005-09-01

To simulate the resonant interaction of fast Alfvén wave (FW) heating and Coulomb collisions on energetic ions, including finite orbit effects, a Monte-Carlo code ORBIT-RF has been coupled with a 2D full wave code TORIC4. ORBIT-RF solves Hamiltonian guiding center drift equations to follow trajectories of test ions in 2D axisymmetric numerical magnetic equilibrium under Coulomb collisions and ion cyclotron radio frequency quasi-linear heating. Monte-Carlo operators for pitch-angle scattering and drag calculate the changes of test ions in velocity and pitch angle due to Coulomb collisions. A rf-induced random walk model describing fast ion stochastic interaction with FW reproduces quasi-linear diffusion in velocity space. FW fields and its wave numbers from TORIC are passed on to ORBIT-RF to calculate perpendicular rf kicks of resonant ions valid for arbitrary cyclotron harmonics. ORBIT-RF coupled with TORIC using a single dominant toroidal and poloidal wave number has demonstrated consistency of simulations with recent DIII-D FW experimental results for interaction between injected neutral-beam ions and FW, including measured neutron enhancement and enhanced high energy tail. Comparison with C-Mod fundamental heating discharges also yielded reasonable agreement.

Quantum Monte Carlo calculations of van der Waals interactions between aromatic benzene rings

Science.gov (United States)

Azadi, Sam; Kühne, T. D.

2018-05-01

The magnitude of finite-size effects and Coulomb interactions in quantum Monte Carlo simulations of van der Waals interactions between weakly bonded benzene molecules are investigated. To that extent, two trial wave functions of the Slater-Jastrow and Backflow-Slater-Jastrow types are employed to calculate the energy-volume equation of state. We assess the impact of the backflow coordinate transformation on the nonlocal correlation energy. We found that the effect of finite-size errors in quantum Monte Carlo calculations on energy differences is particularly large and may even be more important than the employed trial wave function. In addition to the cohesive energy, the singlet excitonic energy gap and the energy gap renormalization of crystalline benzene at different densities are computed.

A Monte Carlo Green's function method for three-dimensional neutron transport

International Nuclear Information System (INIS)

Gamino, R.G.; Brown, F.B.; Mendelson, M.R.

1992-01-01

This paper describes a Monte Carlo transport kernel capability, which has recently been incorporated into the RACER continuous-energy Monte Carlo code. The kernels represent a Green's function method for neutron transport from a fixed-source volume out to a particular volume of interest. This method is very powerful transport technique. Also, since kernels are evaluated numerically by Monte Carlo, the problem geometry can be arbitrarily complex, yet exact. This method is intended for problems where an ex-core neutron response must be determined for a variety of reactor conditions. Two examples are ex-core neutron detector response and vessel critical weld fast flux. The response is expressed in terms of neutron transport kernels weighted by a core fission source distribution. In these types of calculations, the response must be computed for hundreds of source distributions, but the kernels only need to be calculated once. The advance described in this paper is that the kernels are generated with a highly accurate three-dimensional Monte Carlo transport calculation instead of an approximate method such as line-of-sight attenuation theory or a synthesized three-dimensional discrete ordinates solution

Variational Variance Reduction for Monte Carlo Criticality Calculations

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Larsen, Edward W.

2001-01-01

A new variational variance reduction (VVR) method for Monte Carlo criticality calculations was developed. This method employs (a) a variational functional that is more accurate than the standard direct functional, (b) a representation of the deterministically obtained adjoint flux that is especially accurate for optically thick problems with high scattering ratios, and (c) estimates of the forward flux obtained by Monte Carlo. The VVR method requires no nonanalog Monte Carlo biasing, but it may be used in conjunction with Monte Carlo biasing schemes. Some results are presented from a class of criticality calculations involving alternating arrays of fuel and moderator regions

Track 4: basic nuclear science variance reduction for Monte Carlo criticality simulations. 6. Variational Variance Reduction for Monte Carlo Criticality Calculations

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Larsen, Edward W.

2001-01-01

Recently, it has been shown that the figure of merit (FOM) of Monte Carlo source-detector problems can be enhanced by using a variational rather than a direct functional to estimate the detector response. The direct functional, which is traditionally employed in Monte Carlo simulations, requires an estimate of the solution of the forward problem within the detector region. The variational functional is theoretically more accurate than the direct functional, but it requires estimates of the solutions of the forward and adjoint source-detector problems over the entire phase-space of the problem. In recent work, we have performed Monte Carlo simulations using the variational functional by (a) approximating the adjoint solution deterministically and representing this solution as a function in phase-space and (b) estimating the forward solution using Monte Carlo. We have called this general procedure variational variance reduction (VVR). The VVR method is more computationally expensive per history than traditional Monte Carlo because extra information must be tallied and processed. However, the variational functional yields a more accurate estimate of the detector response. Our simulations have shown that the VVR reduction in variance usually outweighs the increase in cost, resulting in an increased FOM. In recent work on source-detector problems, we have calculated the adjoint solution deterministically and represented this solution as a linear-in-angle, histogram-in-space function. This procedure has several advantages over previous implementations: (a) it requires much less adjoint information to be stored and (b) it is highly efficient for diffusive problems, due to the accurate linear-in-angle representation of the adjoint solution. (Traditional variance-reduction methods perform poorly for diffusive problems.) Here, we extend this VVR method to Monte Carlo criticality calculations, which are often diffusive and difficult for traditional variance-reduction methods

Dissociative double ionization of H2 and D2: Comparison between experiment and Monte Carlo wave packet calculations

DEFF Research Database (Denmark)

Leth, Henriette Astrup; Madsen, Lars Bojer; Mølmer, Klaus

2010-01-01

Theoretical calculations on dissociative double ionization of H2 and D2 in short intense laser pulses using the Monte Carlo wave packet technique are presented for several different field intensities, wavelengths, and pulse durations. We find convincing agreement between theory and experimental...... results for the kinetic energy release spectra of the nuclei. Besides the correctly predicted spectra the Monte Carlo wave packet method offers insight into the nuclear dynamics during the pulse and makes it possible to address the origin of different structures observed in the spectra. Three......-photon resonances in the singly ionized molecule and charge-resonance-enhanced ionization are shown to be the main processes responsible for the observed nuclear energy distributions....

High-order Path Integral Monte Carlo methods for solving strongly correlated fermion problems

Science.gov (United States)

Chin, Siu A.

2015-03-01

In solving for the ground state of a strongly correlated many-fermion system, the conventional second-order Path Integral Monte Carlo method is plagued with the sign problem. This is due to the large number of anti-symmetric free fermion propagators that are needed to extract the square of the ground state wave function at large imaginary time. In this work, I show that optimized fourth-order Path Integral Monte Carlo methods, which uses no more than 5 free-fermion propagators, in conjunction with the use of the Hamiltonian energy estimator, can yield accurate ground state energies for quantum dots with up to 20 polarized electrons. The correlations are directly built-in and no explicit wave functions are needed. This work is supported by the Qatar National Research Fund NPRP GRANT #5-674-1-114.

A recursive Monte Carlo method for estimating importance functions in deep penetration problems

International Nuclear Information System (INIS)

Goldstein, M.

1980-04-01

A pratical recursive Monte Carlo method for estimating the importance function distribution, aimed at importance sampling for the solution of deep penetration problems in three-dimensional systems, was developed. The efficiency of the recursive method was investigated for sample problems including one- and two-dimensional, monoenergetic and and multigroup problems, as well as for a practical deep-penetration problem with streaming. The results of the recursive Monte Carlo calculations agree fairly well with Ssub(n) results. It is concluded that the recursive Monte Carlo method promises to become a universal method for estimating the importance function distribution for the solution of deep-penetration problems, in all kinds of systems: for many systems the recursive method is likely to be more efficient than previously existing methods; for three-dimensional systems it is the first method that can estimate the importance function with the accuracy required for an efficient solution based on importance sampling of neutron deep-penetration problems in those systems

Monte Carlo studies of diamagnetism and charge density wave order in the cuprate pseudogap regime

Science.gov (United States)

Hayward Sierens, Lauren; Achkar, Andrew; Hawthorn, David; Melko, Roger; Sachdev, Subir

2015-03-01

The pseudogap regime of the hole-doped cuprate superconductors is often characterized experimentally in terms of a substantial diamagnetic response and, from another point of view, in terms of strong charge density wave (CDW) order. We introduce a dimensionless ratio, R, that incorporates both diamagnetic susceptibility and the correlation length of CDW order, and therefore reconciles these two fundamental characteristics of the pseudogap. We perform Monte Carlo simulations on a classical model that considers angular fluctuations of a six-dimensional order parameter, and compare our Monte Carlo results for R with existing data from torque magnetometry and x-ray scattering experiments on YBa2Cu3O6+x. We achieve qualitative agreement, and also propose future experiments to further investigate the behaviour of this dimensionless ratio.

Monte Carlo simulation of neutron scattering instruments

International Nuclear Information System (INIS)

Seeger, P.A.

1995-01-01

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

Resistance scaling function for two-dimensional superconductors and Monte Carlo vortex-fluctuation simulations

International Nuclear Information System (INIS)

Minnhagen, P.; Weber, H.

1985-01-01

A Monte Carlo simulation of the Ginsburg-Landau Coulomb-gas model for vortex fluctuations is described and compared to the measured resistance scaling function for two-dimensional superconductors. This constitutes a new, more direct way of confirming the vortex-fluctuation explanation for the resistive tail of high-sheet-resistance superconducting films. The Monte Carlo data obtained indicate a striking accordance between theory and experiments

Importance iteration in MORSE Monte Carlo calculations

International Nuclear Information System (INIS)

Kloosterman, J.L.; Hoogenboom, J.E.

1994-01-01

An expression to calculate point values (the expected detector response of a particle emerging from a collision or the source) is derived and implemented in the MORSE-SGC/S Monte Carlo code. It is outlined how these point values can be smoothed as a function of energy and as a function of the optical thickness between the detector and the source. The smoothed point values are subsequently used to calculate the biasing parameters of the Monte Carlo runs to follow. The method is illustrated by an example that shows that the obtained biasing parameters lead to a more efficient Monte Carlo calculation

Importance iteration in MORSE Monte Carlo calculations

International Nuclear Information System (INIS)

Kloosterman, J.L.; Hoogenboom, J.E.

1994-02-01

An expression to calculate point values (the expected detector response of a particle emerging from a collision or the source) is derived and implemented in the MORSE-SGC/S Monte Carlo code. It is outlined how these point values can be smoothed as a function of energy and as a function of the optical thickness between the detector and the source. The smoothed point values are subsequently used to calculate the biasing parameters of the Monte Carlo runs to follow. The method is illustrated by an example, which shows that the obtained biasing parameters lead to a more efficient Monte Carlo calculation. (orig.)

Quantum Mechanical Single Molecule Partition Function from PathIntegral Monte Carlo Simulations

Energy Technology Data Exchange (ETDEWEB)

Chempath, Shaji; Bell, Alexis T.; Predescu, Cristian

2006-10-01

An algorithm for calculating the partition function of a molecule with the path integral Monte Carlo method is presented. Staged thermodynamic perturbation with respect to a reference harmonic potential is utilized to evaluate the ratio of partition functions. Parallel tempering and a new Monte Carlo estimator for the ratio of partition functions are implemented here to achieve well converged simulations that give an accuracy of 0.04 kcal/mol in the reported free energies. The method is applied to various test systems, including a catalytic system composed of 18 atoms. Absolute free energies calculated by this method lead to corrections as large as 2.6 kcal/mol at 300 K for some of the examples presented.

Longitudinal functional principal component modelling via Stochastic Approximation Monte Carlo

KAUST Repository

Martinez, Josue G.

2010-06-01

The authors consider the analysis of hierarchical longitudinal functional data based upon a functional principal components approach. In contrast to standard frequentist approaches to selecting the number of principal components, the authors do model averaging using a Bayesian formulation. A relatively straightforward reversible jump Markov Chain Monte Carlo formulation has poor mixing properties and in simulated data often becomes trapped at the wrong number of principal components. In order to overcome this, the authors show how to apply Stochastic Approximation Monte Carlo (SAMC) to this problem, a method that has the potential to explore the entire space and does not become trapped in local extrema. The combination of reversible jump methods and SAMC in hierarchical longitudinal functional data is simplified by a polar coordinate representation of the principal components. The approach is easy to implement and does well in simulated data in determining the distribution of the number of principal components, and in terms of its frequentist estimation properties. Empirical applications are also presented.

Computer system for Monte Carlo experimentation

International Nuclear Information System (INIS)

Grier, D.A.

1986-01-01

A new computer system for Monte Carlo Experimentation is presented. The new system speeds and simplifies the process of coding and preparing a Monte Carlo Experiment; it also encourages the proper design of Monte Carlo Experiments, and the careful analysis of the experimental results. A new functional language is the core of this system. Monte Carlo Experiments, and their experimental designs, are programmed in this new language; those programs are compiled into Fortran output. The Fortran output is then compiled and executed. The experimental results are analyzed with a standard statistics package such as Si, Isp, or Minitab or with a user-supplied program. Both the experimental results and the experimental design may be directly loaded into the workspace of those packages. The new functional language frees programmers from many of the details of programming an experiment. Experimental designs such as factorial, fractional factorial, or latin square are easily described by the control structures and expressions of the language. Specific mathematical modes are generated by the routines of the language

Monte Carlo approaches to light nuclei

International Nuclear Information System (INIS)

Carlson, J.

1990-01-01

Significant progress has been made recently in the application of Monte Carlo methods to the study of light nuclei. We review new Green's function Monte Carlo results for the alpha particle, Variational Monte Carlo studies of 16 O, and methods for low-energy scattering and transitions. Through these calculations, a coherent picture of the structure and electromagnetic properties of light nuclei has arisen. In particular, we examine the effect of the three-nucleon interaction and the importance of exchange currents in a variety of experimentally measured properties, including form factors and capture cross sections. 29 refs., 7 figs

Monte Carlo approaches to light nuclei

Energy Technology Data Exchange (ETDEWEB)

Carlson, J.

1990-01-01

Significant progress has been made recently in the application of Monte Carlo methods to the study of light nuclei. We review new Green's function Monte Carlo results for the alpha particle, Variational Monte Carlo studies of {sup 16}O, and methods for low-energy scattering and transitions. Through these calculations, a coherent picture of the structure and electromagnetic properties of light nuclei has arisen. In particular, we examine the effect of the three-nucleon interaction and the importance of exchange currents in a variety of experimentally measured properties, including form factors and capture cross sections. 29 refs., 7 figs.

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

CERN Document Server

2002-01-01

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

Generalized hybrid Monte Carlo - CMFD methods for fission source convergence

International Nuclear Information System (INIS)

Wolters, Emily R.; Larsen, Edward W.; Martin, William R.

2011-01-01

In this paper, we generalize the recently published 'CMFD-Accelerated Monte Carlo' method and present two new methods that reduce the statistical error in CMFD-Accelerated Monte Carlo. The CMFD-Accelerated Monte Carlo method uses Monte Carlo to estimate nonlinear functionals used in low-order CMFD equations for the eigenfunction and eigenvalue. The Monte Carlo fission source is then modified to match the resulting CMFD fission source in a 'feedback' procedure. The two proposed methods differ from CMFD-Accelerated Monte Carlo in the definition of the required nonlinear functionals, but they have identical CMFD equations. The proposed methods are compared with CMFD-Accelerated Monte Carlo on a high dominance ratio test problem. All hybrid methods converge the Monte Carlo fission source almost immediately, leading to a large reduction in the number of inactive cycles required. The proposed methods stabilize the fission source more efficiently than CMFD-Accelerated Monte Carlo, leading to a reduction in the number of active cycles required. Finally, as in CMFD-Accelerated Monte Carlo, the apparent variance of the eigenfunction is approximately equal to the real variance, so the real error is well-estimated from a single calculation. This is an advantage over standard Monte Carlo, in which the real error can be underestimated due to inter-cycle correlation. (author)

Design of tallying function for general purpose Monte Carlo particle transport code JMCT

International Nuclear Information System (INIS)

Shangguan Danhua; Li Gang; Deng Li; Zhang Baoyin

2013-01-01

A new postponed accumulation algorithm was proposed. Based on JCOGIN (J combinatorial geometry Monte Carlo transport infrastructure) framework and the postponed accumulation algorithm, the tallying function of the general purpose Monte Carlo neutron-photon transport code JMCT was improved markedly. JMCT gets a higher tallying efficiency than MCNP 4C by 28% for simple geometry model, and JMCT is faster than MCNP 4C by two orders of magnitude for complicated repeated structure model. The available ability of tallying function for JMCT makes firm foundation for reactor analysis and multi-step burnup calculation. (authors)

Exploring Monte Carlo methods

CERN Document Server

Dunn, William L

2012-01-01

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

Spin flip statistics and spin wave interference patterns in Ising ferromagnetic films: A Monte Carlo study.

Science.gov (United States)

Acharyya, Muktish

2017-07-01

The spin wave interference is studied in two dimensional Ising ferromagnet driven by two coherent spherical magnetic field waves by Monte Carlo simulation. The spin waves are found to propagate and interfere according to the classic rule of interference pattern generated by two point sources. The interference pattern of spin wave is observed in one boundary of the lattice. The interference pattern is detected and studied by spin flip statistics at high and low temperatures. The destructive interference is manifested as the large number of spin flips and vice versa.

Shell model the Monte Carlo way

International Nuclear Information System (INIS)

Ormand, W.E.

1995-01-01

The formalism for the auxiliary-field Monte Carlo approach to the nuclear shell model is presented. The method is based on a linearization of the two-body part of the Hamiltonian in an imaginary-time propagator using the Hubbard-Stratonovich transformation. The foundation of the method, as applied to the nuclear many-body problem, is discussed. Topics presented in detail include: (1) the density-density formulation of the method, (2) computation of the overlaps, (3) the sign of the Monte Carlo weight function, (4) techniques for performing Monte Carlo sampling, and (5) the reconstruction of response functions from an imaginary-time auto-correlation function using MaxEnt techniques. Results obtained using schematic interactions, which have no sign problem, are presented to demonstrate the feasibility of the method, while an extrapolation method for realistic Hamiltonians is presented. In addition, applications at finite temperature are outlined

Shell model the Monte Carlo way

Energy Technology Data Exchange (ETDEWEB)

Ormand, W.E.

1995-03-01

The formalism for the auxiliary-field Monte Carlo approach to the nuclear shell model is presented. The method is based on a linearization of the two-body part of the Hamiltonian in an imaginary-time propagator using the Hubbard-Stratonovich transformation. The foundation of the method, as applied to the nuclear many-body problem, is discussed. Topics presented in detail include: (1) the density-density formulation of the method, (2) computation of the overlaps, (3) the sign of the Monte Carlo weight function, (4) techniques for performing Monte Carlo sampling, and (5) the reconstruction of response functions from an imaginary-time auto-correlation function using MaxEnt techniques. Results obtained using schematic interactions, which have no sign problem, are presented to demonstrate the feasibility of the method, while an extrapolation method for realistic Hamiltonians is presented. In addition, applications at finite temperature are outlined.

Specialized Monte Carlo codes versus general-purpose Monte Carlo codes

International Nuclear Information System (INIS)

Moskvin, Vadim; DesRosiers, Colleen; Papiez, Lech; Lu, Xiaoyi

2002-01-01

The possibilities of Monte Carlo modeling for dose calculations and optimization treatment are quite limited in radiation oncology applications. The main reason is that the Monte Carlo technique for dose calculations is time consuming while treatment planning may require hundreds of possible cases of dose simulations to be evaluated for dose optimization. The second reason is that general-purpose codes widely used in practice, require an experienced user to customize them for calculations. This paper discusses the concept of Monte Carlo code design that can avoid the main problems that are preventing wide spread use of this simulation technique in medical physics. (authors)

Dielectric response of periodic systems from quantum Monte Carlo calculations.

Science.gov (United States)

Umari, P; Willamson, A J; Galli, Giulia; Marzari, Nicola

2005-11-11

We present a novel approach that allows us to calculate the dielectric response of periodic systems in the quantum Monte Carlo formalism. We employ a many-body generalization for the electric-enthalpy functional, where the coupling with the field is expressed via the Berry-phase formulation for the macroscopic polarization. A self-consistent local Hamiltonian then determines the ground-state wave function, allowing for accurate diffusion quantum Monte Carlo calculations where the polarization's fixed point is estimated from the average on an iterative sequence, sampled via forward walking. This approach has been validated for the case of an isolated hydrogen atom and then applied to a periodic system, to calculate the dielectric susceptibility of molecular-hydrogen chains. The results found are in excellent agreement with the best estimates obtained from the extrapolation of quantum-chemistry calculations.

Monte Carlo principles and applications

Energy Technology Data Exchange (ETDEWEB)

Raeside, D E [Oklahoma Univ., Oklahoma City (USA). Health Sciences Center

1976-03-01

The principles underlying the use of Monte Carlo methods are explained, for readers who may not be familiar with the approach. The generation of random numbers is discussed, and the connection between Monte Carlo methods and random numbers is indicated. Outlines of two well established Monte Carlo sampling techniques are given, together with examples illustrating their use. The general techniques for improving the efficiency of Monte Carlo calculations are considered. The literature relevant to the applications of Monte Carlo calculations in medical physics is reviewed.

Supersonic flow with shock waves. Monte-Carlo calculations for low density plasma. I

International Nuclear Information System (INIS)

Almenara, E.; Hidalgo, M.; Saviron, J. M.

1980-01-01

This Report gives preliminary information about a Monte Carlo procedure to simulate supersonic flow past a body of a low density plasma in the transition regime. A computer program has been written for a UNIVAC 1108 machine to account for a plasma composed by neutral molecules and positive and negative ions. Different and rather general body geometries can be analyzed. Special attention is played to tho detached shock waves growth In front of the body. (Author) 30 refs

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

CERN Document Server

Nuyens, Dirk

2016-01-01

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

Simple formalism for efficient derivatives and multi-determinant expansions in quantum Monte Carlo

NARCIS (Netherlands)

Filippi, Claudia; Assaraf, R.; Moroni, S.

2016-01-01

We present a simple and general formalism to compute efficiently the derivatives of a multi-determinant Jastrow-Slater wave function, the local energy, the interatomic forces, and similar quantities needed in quantum Monte Carlo. Through a straightforward manipulation of matrices evaluated on the

Improved Green’s function measurement for hybridization expansion quantum Monte Carlo

Czech Academy of Sciences Publication Activity Database

Augustinský, Pavel; Kuneš, Jan

2013-01-01

Roč. 184, č. 9 (2013), s. 2119-2126 ISSN 0010-4655 Institutional support: RVO:68378271 Keywords : continuous time quantum Monte Carlo method * Green function estimator Subject RIV: BE - Theoretical Physics Impact factor: 2.407, year: 2013

Monte Carlo techniques for analyzing deep-penetration problems

International Nuclear Information System (INIS)

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

1986-01-01

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

Quantum Monte Carlo for electronic structure: Recent developments and applications

Energy Technology Data Exchange (ETDEWEB)

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

1995-04-01

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

Quantum Monte Carlo for electronic structure: Recent developments and applications

International Nuclear Information System (INIS)

Rodriguez, M.M.S.; Lawrence Berkeley Lab., CA

1995-04-01

Quantum Monte Carlo (QMC) methods have been found to give excellent results when applied to chemical systems. The main goal of the present work is to use QMC to perform electronic structure calculations. In QMC, a Monte Carlo simulation is used to solve the Schroedinger equation, taking advantage of its analogy to a classical diffusion process with branching. In the present work the author focuses on how to extend the usefulness of QMC to more meaningful molecular systems. This study is aimed at questions concerning polyatomic and large atomic number systems. The accuracy of the solution obtained is determined by the accuracy of the trial wave function's nodal structure. Efforts in the group have given great emphasis to finding optimized wave functions for the QMC calculations. Little work had been done by systematically looking at a family of systems to see how the best wave functions evolve with system size. In this work the author presents a study of trial wave functions for C, CH, C 2 H and C 2 H 2 . The goal is to study how to build wave functions for larger systems by accumulating knowledge from the wave functions of its fragments as well as gaining some knowledge on the usefulness of multi-reference wave functions. In a MC calculation of a heavy atom, for reasonable time steps most moves for core electrons are rejected. For this reason true equilibration is rarely achieved. A method proposed by Batrouni and Reynolds modifies the way the simulation is performed without altering the final steady-state solution. It introduces an acceleration matrix chosen so that all coordinates (i.e., of core and valence electrons) propagate at comparable speeds. A study of the results obtained using their proposed matrix suggests that it may not be the optimum choice. In this work the author has found that the desired mixing of coordinates between core and valence electrons is not achieved when using this matrix. A bibliography of 175 references is included

Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

KAUST Repository

Ben Issaid, Chaouki; Long, Quan; Scavino, Marco; Tempone, Raul

2015-01-01

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

Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

KAUST Repository

Ben Issaid, Chaouki

2015-01-07

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

Monte Carlo techniques for analyzing deep penetration problems

International Nuclear Information System (INIS)

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

1985-01-01

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

Monte Carlo techniques for analyzing deep penetration problems

International Nuclear Information System (INIS)

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

1985-01-01

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

Forest canopy BRDF simulation using Monte Carlo method

NARCIS (Netherlands)

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

2006-01-01

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

Monte Carlo methods for the reliability analysis of Markov systems

International Nuclear Information System (INIS)

Buslik, A.J.

1985-01-01

This paper presents Monte Carlo methods for the reliability analysis of Markov systems. Markov models are useful in treating dependencies between components. The present paper shows how the adjoint Monte Carlo method for the continuous time Markov process can be derived from the method for the discrete-time Markov process by a limiting process. The straightforward extensions to the treatment of mean unavailability (over a time interval) are given. System unavailabilities can also be estimated; this is done by making the system failed states absorbing, and not permitting repair from them. A forward Monte Carlo method is presented in which the weighting functions are related to the adjoint function. In particular, if the exact adjoint function is known then weighting factors can be constructed such that the exact answer can be obtained with a single Monte Carlo trial. Of course, if the exact adjoint function is known, there is no need to perform the Monte Carlo calculation. However, the formulation is useful since it gives insight into choices of the weight factors which will reduce the variance of the estimator

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

KAUST Repository

Liang, Faming

2009-03-01

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

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

KAUST Repository

Liang, Faming

2009-01-01

The stochastic approximation Monte Carlo (SAMC) algorithm has recently been proposed as a dynamic optimization algorithm in the literature. In this paper, we show in theory that the samples generated by SAMC can be used for Monte Carlo integration

Temperature variance study in Monte-Carlo photon transport theory

International Nuclear Information System (INIS)

Giorla, J.

1985-10-01

We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case [fr

Kohn-Sham orbitals and potentials from quantum Monte Carlo molecular densities

International Nuclear Information System (INIS)

Varsano, Daniele; Barborini, Matteo; Guidoni, Leonardo

2014-01-01

In this work we show the possibility to extract Kohn-Sham orbitals, orbital energies, and exchange correlation potentials from accurate Quantum Monte Carlo (QMC) densities for atoms (He, Be, Ne) and molecules (H 2 , Be 2 , H 2 O, and C 2 H 4 ). The Variational Monte Carlo (VMC) densities based on accurate Jastrow Antisymmetrised Geminal Power wave functions are calculated through different estimators. Using these reference densities, we extract the Kohn-Sham quantities with the method developed by Zhao, Morrison, and Parr (ZMP) [Phys. Rev. A 50, 2138 (1994)]. We compare these extracted quantities with those obtained form CISD densities and with other data reported in the literature, finding a good agreement between VMC and other high-level quantum chemistry methods. Our results demonstrate the applicability of the ZMP procedure to QMC molecular densities, that can be used for the testing and development of improved functionals and for the implementation of embedding schemes based on QMC and Density Functional Theory

Packing simulation code to calculate distribution function of hard spheres by Monte Carlo method : MCRDF

International Nuclear Information System (INIS)

Murata, Isao; Mori, Takamasa; Nakagawa, Masayuki; Shirai, Hiroshi.

1996-03-01

High Temperature Gas-cooled Reactors (HTGRs) employ spherical fuels named coated fuel particles (CFPs) consisting of a microsphere of low enriched UO 2 with coating layers in order to prevent FP release. There exist many spherical fuels distributed randomly in the cores. Therefore, the nuclear design of HTGRs is generally performed on the basis of the multigroup approximation using a diffusion code, S N transport code or group-wise Monte Carlo code. This report summarizes a Monte Carlo hard sphere packing simulation code to simulate the packing of equal hard spheres and evaluate the necessary probability distribution of them, which is used for the application of the new Monte Carlo calculation method developed to treat randomly distributed spherical fuels with the continuous energy Monte Carlo method. By using this code, obtained are the various statistical values, namely Radial Distribution Function (RDF), Nearest Neighbor Distribution (NND), 2-dimensional RDF and so on, for random packing as well as ordered close packing of FCC and BCC. (author)

Adjoint electron Monte Carlo calculations

International Nuclear Information System (INIS)

Jordan, T.M.

1986-01-01

Adjoint Monte Carlo is the most efficient method for accurate analysis of space systems exposed to natural and artificially enhanced electron environments. Recent adjoint calculations for isotropic electron environments include: comparative data for experimental measurements on electronics boxes; benchmark problem solutions for comparing total dose prediction methodologies; preliminary assessment of sectoring methods used during space system design; and total dose predictions on an electronics package. Adjoint Monte Carlo, forward Monte Carlo, and experiment are in excellent agreement for electron sources that simulate space environments. For electron space environments, adjoint Monte Carlo is clearly superior to forward Monte Carlo, requiring one to two orders of magnitude less computer time for relatively simple geometries. The solid-angle sectoring approximations used for routine design calculations can err by more than a factor of 2 on dose in simple shield geometries. For critical space systems exposed to severe electron environments, these potential sectoring errors demand the establishment of large design margins and/or verification of shield design by adjoint Monte Carlo/experiment

Clustering and traveling waves in the Monte Carlo criticality simulation of decoupled and confined media

Directory of Open Access Journals (Sweden)

Eric Dumonteil

2017-09-01

Full Text Available The Monte Carlo criticality simulation of decoupled systems, as for instance in large reactor cores, has been a challenging issue for a long time. In particular, due to limited computer time resources, the number of neutrons simulated per generation is still many order of magnitudes below realistic statistics, even during the start-up phases of reactors. This limited number of neutrons triggers a strong clustering effect of the neutron population that affects Monte Carlo tallies. Below a certain threshold, not only is the variance affected but also the estimation of the eigenvectors. In this paper we will build a time-dependent diffusion equation that takes into account both spatial correlations and population control (fixed number of neutrons along generations. We will show that its solution obeys a traveling wave dynamic, and we will discuss the mechanism that explains this biasing of local tallies whenever leakage boundary conditions are applied to the system.

MORSE Monte Carlo code

International Nuclear Information System (INIS)

Cramer, S.N.

1984-01-01

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

SPQR: a Monte Carlo reactor kinetics code

International Nuclear Information System (INIS)

Cramer, S.N.; Dodds, H.L.

1980-02-01

The SPQR Monte Carlo code has been developed to analyze fast reactor core accident problems where conventional methods are considered inadequate. The code is based on the adiabatic approximation of the quasi-static method. This initial version contains no automatic material motion or feedback. An existing Monte Carlo code is used to calculate the shape functions and the integral quantities needed in the kinetics module. Several sample problems have been devised and analyzed. Due to the large statistical uncertainty associated with the calculation of reactivity in accident simulations, the results, especially at later times, differ greatly from deterministic methods. It was also found that in large uncoupled systems, the Monte Carlo method has difficulty in handling asymmetric perturbations

Monte Carlo theory and practice

International Nuclear Information System (INIS)

James, F.

1987-01-01

Historically, the first large-scale calculations to make use of the Monte Carlo method were studies of neutron scattering and absorption, random processes for which it is quite natural to employ random numbers. Such calculations, a subset of Monte Carlo calculations, are known as direct simulation, since the 'hypothetical population' of the narrower definition above corresponds directly to the real population being studied. The Monte Carlo method may be applied wherever it is possible to establish equivalence between the desired result and the expected behaviour of a stochastic system. The problem to be solved may already be of a probabilistic or statistical nature, in which case its Monte Carlo formulation will usually be a straightforward simulation, or it may be of a deterministic or analytic nature, in which case an appropriate Monte Carlo formulation may require some imagination and may appear contrived or artificial. In any case, the suitability of the method chosen will depend on its mathematical properties and not on its superficial resemblance to the problem to be solved. The authors show how Monte Carlo techniques may be compared with other methods of solution of the same physical problem

A Pipelined and Parallel Architecture for Quantum Monte Carlo Simulations on FPGAs

Directory of Open Access Journals (Sweden)

Akila Gothandaraman

2010-01-01

Full Text Available Recent advances in Field-Programmable Gate Array (FPGA technology make reconfigurable computing using FPGAs an attractive platform for accelerating scientific applications. We develop a deeply pipelined and parallel architecture for Quantum Monte Carlo simulations using FPGAs. Quantum Monte Carlo simulations enable us to obtain the structural and energetic properties of atomic clusters. We experiment with different pipeline structures for each component of the design and develop a deeply pipelined architecture that provides the best performance in terms of achievable clock rate, while at the same time has a modest use of the FPGA resources. We discuss the details of the pipelined and generic architecture that is used to obtain the potential energy and wave function of a cluster of atoms.

Reconstruction of Monte Carlo replicas from Hessian parton distributions

Energy Technology Data Exchange (ETDEWEB)

Hou, Tie-Jiun [Department of Physics, Southern Methodist University,Dallas, TX 75275-0181 (United States); Gao, Jun [INPAC, Shanghai Key Laboratory for Particle Physics and Cosmology,Department of Physics and Astronomy, Shanghai Jiao-Tong University, Shanghai 200240 (China); High Energy Physics Division, Argonne National Laboratory,Argonne, Illinois, 60439 (United States); Huston, Joey [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States); Nadolsky, Pavel [Department of Physics, Southern Methodist University,Dallas, TX 75275-0181 (United States); Schmidt, Carl; Stump, Daniel [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States); Wang, Bo-Ting; Xie, Ke Ping [Department of Physics, Southern Methodist University,Dallas, TX 75275-0181 (United States); Dulat, Sayipjamal [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States); School of Physics Science and Technology, Xinjiang University,Urumqi, Xinjiang 830046 (China); Center for Theoretical Physics, Xinjiang University,Urumqi, Xinjiang 830046 (China); Pumplin, Jon; Yuan, C.P. [Department of Physics and Astronomy, Michigan State University,East Lansing, MI 48824 (United States)

2017-03-20

We explore connections between two common methods for quantifying the uncertainty in parton distribution functions (PDFs), based on the Hessian error matrix and Monte-Carlo sampling. CT14 parton distributions in the Hessian representation are converted into Monte-Carlo replicas by a numerical method that reproduces important properties of CT14 Hessian PDFs: the asymmetry of CT14 uncertainties and positivity of individual parton distributions. The ensembles of CT14 Monte-Carlo replicas constructed this way at NNLO and NLO are suitable for various collider applications, such as cross section reweighting. Master formulas for computation of asymmetric standard deviations in the Monte-Carlo representation are derived. A correction is proposed to address a bias in asymmetric uncertainties introduced by the Taylor series approximation. A numerical program is made available for conversion of Hessian PDFs into Monte-Carlo replicas according to normal, log-normal, and Watt-Thorne sampling procedures.

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.

Quantum Monte Carlo studies of a metallic spin-density wave transition

Energy Technology Data Exchange (ETDEWEB)

Gerlach, Max Henner

2017-01-20

Plenty experimental evidence indicates that quantum critical phenomena give rise to much of the rich physics observed in strongly correlated itinerant electron systems such as the high temperature superconductors. A quantum critical point of particular interest is found at the zero-temperature onset of spin-density wave order in two-dimensional metals. The appropriate low-energy theory poses an exceptionally hard problem to analytic theory, therefore the unbiased and controlled numerical approach pursued in this thesis provides important contributions on the road to comprehensive understanding. After discussing the phenomenology of quantum criticality, a sign-problem-free determinantal quantum Monte Carlo approach is introduced and an extensive toolbox of numerical methods is described in a self-contained way. By the means of large-scale computer simulations we have solved a lattice realization of the universal effective theory of interest. The finite-temperature phase diagram, showing both a quasi-long-range spin-density wave ordered phase and a d-wave superconducting dome, is discussed in its entirety. Close to the quantum phase transition we find evidence for unusual scaling of the order parameter correlations and for non-Fermi liquid behavior at isolated hot spots on the Fermi surface.

Quantum Monte Carlo study of the singlet-triplet transition in ethylene

International Nuclear Information System (INIS)

El Akramine, Ouafae; Kollias, Alexander C.; Lester, William A. Jr.

2003-01-01

A theoretical study is reported of the transition between the ground state ( 1 A g ) and the lowest triplet state (1 3 B 1u ) of ethylene based on the diffusion Monte Carlo (DMC) variant of the quantum Monte Carlo method. Using DMC trial functions constructed from Hartree-Fock, complete active space self-consistent field and multi-configuration self-consistent field wave functions, we have computed the atomization energy and the heat of formation of both states, and adiabatic and vertical energy differences between these states using both all-electron and effective core potential DMC. The ground state atomization energy and heat of formation are found to agree with experiment to within the error bounds of the computation and experiment. Predictions by DMC of the triplet state atomization energy and heat of formation are presented. The adiabatic singlet-triplet energy difference is found to differ by 5 kcal/mol from the value obtained in a recent photodissociation experiment

Monte Carlo techniques in radiation therapy

CERN Document Server

Verhaegen, Frank

2013-01-01

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

Statistical implications in Monte Carlo depletions - 051

International Nuclear Information System (INIS)

Zhiwen, Xu; Rhodes, J.; Smith, K.

2010-01-01

As a result of steady advances of computer power, continuous-energy Monte Carlo depletion analysis is attracting considerable attention for reactor burnup calculations. The typical Monte Carlo analysis is set up as a combination of a Monte Carlo neutron transport solver and a fuel burnup solver. Note that the burnup solver is a deterministic module. The statistical errors in Monte Carlo solutions are introduced into nuclide number densities and propagated along fuel burnup. This paper is towards the understanding of the statistical implications in Monte Carlo depletions, including both statistical bias and statistical variations in depleted fuel number densities. The deterministic Studsvik lattice physics code, CASMO-5, is modified to model the Monte Carlo depletion. The statistical bias in depleted number densities is found to be negligible compared to its statistical variations, which, in turn, demonstrates the correctness of the Monte Carlo depletion method. Meanwhile, the statistical variation in number densities generally increases with burnup. Several possible ways of reducing the statistical errors are discussed: 1) to increase the number of individual Monte Carlo histories; 2) to increase the number of time steps; 3) to run additional independent Monte Carlo depletion cases. Finally, a new Monte Carlo depletion methodology, called the batch depletion method, is proposed, which consists of performing a set of independent Monte Carlo depletions and is thus capable of estimating the overall statistical errors including both the local statistical error and the propagated statistical error. (authors)

Automated Monte Carlo biasing for photon-generated electrons near surfaces.

Energy Technology Data Exchange (ETDEWEB)

Franke, Brian Claude; Crawford, Martin James; Kensek, Ronald Patrick

2009-09-01

This report describes efforts to automate the biasing of coupled electron-photon Monte Carlo particle transport calculations. The approach was based on weight-windows biasing. Weight-window settings were determined using adjoint-flux Monte Carlo calculations. A variety of algorithms were investigated for adaptivity of the Monte Carlo tallies. Tree data structures were used to investigate spatial partitioning. Functional-expansion tallies were used to investigate higher-order spatial representations.

Monte Carlo simulation for IRRMA

International Nuclear Information System (INIS)

Gardner, R.P.; Liu Lianyan

2000-01-01

Monte Carlo simulation is fast becoming a standard approach for many radiation applications that were previously treated almost entirely by experimental techniques. This is certainly true for Industrial Radiation and Radioisotope Measurement Applications - IRRMA. The reasons for this include: (1) the increased cost and inadequacy of experimentation for design and interpretation purposes; (2) the availability of low cost, large memory, and fast personal computers; and (3) the general availability of general purpose Monte Carlo codes that are increasingly user-friendly, efficient, and accurate. This paper discusses the history and present status of Monte Carlo simulation for IRRMA including the general purpose (GP) and specific purpose (SP) Monte Carlo codes and future needs - primarily from the experience of the authors

Instantons in Quantum Annealing: Thermally Assisted Tunneling Vs Quantum Monte Carlo Simulations

Science.gov (United States)

Jiang, Zhang; Smelyanskiy, Vadim N.; Boixo, Sergio; Isakov, Sergei V.; Neven, Hartmut; Mazzola, Guglielmo; Troyer, Matthias

2015-01-01

Recent numerical result (arXiv:1512.02206) from Google suggested that the D-Wave quantum annealer may have an asymptotic speed-up than simulated annealing, however, the asymptotic advantage disappears when it is compared to quantum Monte Carlo (a classical algorithm despite its name). We show analytically that the asymptotic scaling of quantum tunneling is exactly the same as the escape rate in quantum Monte Carlo for a class of problems. Thus, the Google result might be explained in our framework. We also found that the transition state in quantum Monte Carlo corresponds to the instanton solution in quantum tunneling problems, which is observed in numerical simulations.

Microwave transport in EBT distribution manifolds using Monte Carlo ray-tracing techniques

International Nuclear Information System (INIS)

Lillie, R.A.; White, T.L.; Gabriel, T.A.; Alsmiller, R.G. Jr.

1983-01-01

Ray tracing Monte Carlo calculations have been carried out using an existing Monte Carlo radiation transport code to obtain estimates of the microsave power exiting the torus coupling links in EPT microwave manifolds. The microwave power loss and polarization at surface reflections were accounted for by treating the microwaves as plane waves reflecting off plane surfaces. Agreement on the order of 10% was obtained between the measured and calculated output power distribution for an existing EBT-S toroidal manifold. A cost effective iterative procedure utilizing the Monte Carlo history data was implemented to predict design changes which could produce increased manifold efficiency and improved output power uniformity

Research on perturbation based Monte Carlo reactor criticality search

International Nuclear Information System (INIS)

Li Zeguang; Wang Kan; Li Yangliu; Deng Jingkang

2013-01-01

Criticality search is a very important aspect in reactor physics analysis. Due to the advantages of Monte Carlo method and the development of computer technologies, Monte Carlo criticality search is becoming more and more necessary and feasible. Traditional Monte Carlo criticality search method is suffered from large amount of individual criticality runs and uncertainty and fluctuation of Monte Carlo results. A new Monte Carlo criticality search method based on perturbation calculation is put forward in this paper to overcome the disadvantages of traditional method. By using only one criticality run to get initial k_e_f_f and differential coefficients of concerned parameter, the polynomial estimator of k_e_f_f changing function is solved to get the critical value of concerned parameter. The feasibility of this method was tested. The results show that the accuracy and efficiency of perturbation based criticality search method are quite inspiring and the method overcomes the disadvantages of traditional one. (authors)

A contribution Monte Carlo method

International Nuclear Information System (INIS)

Aboughantous, C.H.

1994-01-01

A Contribution Monte Carlo method is developed and successfully applied to a sample deep-penetration shielding problem. The random walk is simulated in most of its parts as in conventional Monte Carlo methods. The probability density functions (pdf's) are expressed in terms of spherical harmonics and are continuous functions in direction cosine and azimuthal angle variables as well as in position coordinates; the energy is discretized in the multigroup approximation. The transport pdf is an unusual exponential kernel strongly dependent on the incident and emergent directions and energies and on the position of the collision site. The method produces the same results obtained with the deterministic method with a very small standard deviation, with as little as 1,000 Contribution particles in both analog and nonabsorption biasing modes and with only a few minutes CPU time

Adaptively Learning an Importance Function Using Transport Constrained Monte Carlo

International Nuclear Information System (INIS)

Booth, T.E.

1998-01-01

It is well known that a Monte Carlo estimate can be obtained with zero-variance if an exact importance function for the estimate is known. There are many ways that one might iteratively seek to obtain an ever more exact importance function. This paper describes a method that has obtained ever more exact importance functions that empirically produce an error that is dropping exponentially with computer time. The method described herein constrains the importance function to satisfy the (adjoint) Boltzmann transport equation. This constraint is provided by using the known form of the solution, usually referred to as the Case eigenfunction solution

A review: Functional near infrared spectroscopy evaluation in muscle tissues using Monte Carlo simulation

Science.gov (United States)

Halim, A. A. A.; Laili, M. H.; Salikin, M. S.; Rusop, M.

2018-05-01

Monte Carlo Simulation has advanced their quantification based on number of the photon counting to solve the propagation of light inside the tissues including the absorption, scattering coefficient and act as preliminary study for functional near infrared application. The goal of this paper is to identify the optical properties using Monte Carlo simulation for non-invasive functional near infrared spectroscopy (fNIRS) evaluation of penetration depth in human muscle. This paper will describe the NIRS principle and the basis for its proposed used in Monte Carlo simulation which focused on several important parameters include ATP, ADP and relate with blow flow and oxygen content at certain exercise intensity. This will cover the advantages and limitation of such application upon this simulation. This result may help us to prove that our human muscle is transparent to this near infrared region and could deliver a lot of information regarding to the oxygenation level in human muscle. Thus, this might be useful for non-invasive technique for detecting oxygen status in muscle from living people either athletes or working people and allowing a lots of investigation muscle physiology in future.

Markov chain Monte Carlo techniques applied to parton distribution functions determination: Proof of concept

Science.gov (United States)

Gbedo, Yémalin Gabin; Mangin-Brinet, Mariane

2017-07-01

We present a new procedure to determine parton distribution functions (PDFs), based on Markov chain Monte Carlo (MCMC) methods. The aim of this paper is to show that we can replace the standard χ2 minimization by procedures grounded on statistical methods, and on Bayesian inference in particular, thus offering additional insight into the rich field of PDFs determination. After a basic introduction to these techniques, we introduce the algorithm we have chosen to implement—namely Hybrid (or Hamiltonian) Monte Carlo. This algorithm, initially developed for Lattice QCD, turns out to be very interesting when applied to PDFs determination by global analyses; we show that it allows us to circumvent the difficulties due to the high dimensionality of the problem, in particular concerning the acceptance. A first feasibility study is performed and presented, which indicates that Markov chain Monte Carlo can successfully be applied to the extraction of PDFs and of their uncertainties.

(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.

Off-diagonal expansion quantum Monte Carlo.

Science.gov (United States)

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a decomposition of the quantum partition function that can be viewed as a series expansion about its classical part. We argue that the algorithm not only provides a theoretical advancement in the field of quantum Monte Carlo simulations, but is optimally suited to tackle quantum many-body systems that exhibit a range of behaviors from "fully quantum" to "fully classical," in contrast to many existing methods. We demonstrate the advantages, sometimes by orders of magnitude, of the technique by comparing it against existing state-of-the-art schemes such as path integral quantum Monte Carlo and stochastic series expansion. We also illustrate how our method allows for the unification of quantum and classical thermal parallel tempering techniques into a single algorithm and discuss its practical significance.

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 method for array criticality calculations

International Nuclear Information System (INIS)

Dickinson, D.; Whitesides, G.E.

1976-01-01

The Monte Carlo method for solving neutron transport problems consists of mathematically tracing paths of individual neutrons collision by collision until they are lost by absorption or leakage. The fate of the neutron after each collision is determined by the probability distribution functions that are formed from the neutron cross-section data. These distributions are sampled statistically to establish the successive steps in the neutron's path. The resulting data, accumulated from following a large number of batches, are analyzed to give estimates of k/sub eff/ and other collision-related quantities. The use of electronic computers to produce the simulated neutron histories, initiated at Los Alamos Scientific Laboratory, made the use of the Monte Carlo method practical for many applications. In analog Monte Carlo simulation, the calculation follows the physical events of neutron scattering, absorption, and leakage. To increase calculational efficiency, modifications such as the use of statistical weights are introduced. The Monte Carlo method permits the use of a three-dimensional geometry description and a detailed cross-section representation. Some of the problems in using the method are the selection of the spatial distribution for the initial batch, the preparation of the geometry description for complex units, and the calculation of error estimates for region-dependent quantities such as fluxes. The Monte Carlo method is especially appropriate for criticality safety calculations since it permits an accurate representation of interacting units of fissile material. Dissimilar units, units of complex shape, moderators between units, and reflected arrays may be calculated. Monte Carlo results must be correlated with relevant experimental data, and caution must be used to ensure that a representative set of neutron histories is produced

Variational Monte Carlo studies of electromagnetic structure of few-body nuclei

International Nuclear Information System (INIS)

Schiavilla, R.

1990-01-01

The electromagnetic structure and dynamic response of A = 2, 3 and 4 nuclei are studied with the Variational Monte Carlo method by using wave functions based on realistic nuclear interactions. Recent results obtained for the elastic form factors of 2 H, 3 H, 3 He and 4 He, the radiative neutron capture on 3 He at thermal energies, and the reaction 4 He(e,e'p) 3 H are reported. 24 refs., 5 figs

Hybrid SN/Monte Carlo research and results

International Nuclear Information System (INIS)

Baker, R.S.

1993-01-01

The neutral particle transport equation is solved by a hybrid method that iteratively couples regions where deterministic (S N ) and stochastic (Monte Carlo) methods are applied. The Monte Carlo and S N regions are fully coupled in the sense that no assumption is made about geometrical separation or decoupling. The hybrid Monte Carlo/S N method provides a new means of solving problems involving both optically thick and optically thin regions that neither Monte Carlo nor S N is well suited for by themselves. The hybrid method has been successfully applied to realistic shielding problems. The vectorized Monte Carlo algorithm in the hybrid method has been ported to the massively parallel architecture of the Connection Machine. Comparisons of performance on a vector machine (Cray Y-MP) and the Connection Machine (CM-2) show that significant speedups are obtainable for vectorized Monte Carlo algorithms on massively parallel machines, even when realistic problems requiring variance reduction are considered. However, the architecture of the Connection Machine does place some limitations on the regime in which the Monte Carlo algorithm may be expected to perform well

Monte-Carlo calculations of light nuclei with the Reid potential

Energy Technology Data Exchange (ETDEWEB)

Lomnitz-Adler, J. (Universidad Nacional Autonoma de Mexico, Mexico City. Inst. de Fisica)

1981-01-01

A Monte-Carlo method is developed to calculate the binding energy and density distribution of the /sup 3/H and /sup 4/He nuclei for a variational wave function written as a symmetrized product of correlation operators. The upper bounds obtained with the Reid potential are -6.86 +- .08 and -22.9 +- .5 MeV respectively. The Coulomb interaction in /sup 4/He is ignored. The calculated density distributions have reasonable radii, but they do not show any dip at the center.

Monte-Carlo calculations of light nuclei with the Reid potential

International Nuclear Information System (INIS)

Lomnitz-Adler, J.

1981-01-01

A Monte-Carlo method is developed to calculate the binding energy and density distribution of the 3 H and 4 He nuclei for a variational wave function written as a symmetrized product of correlation operators. The upper bounds obtained with the Reid potential are -6.86 +- .08 and -22.9 +- .5 MeV respectively. The Coulomb interaction in 4 He is ignored. The calculated density distributions have reasonable radii, but they do not show any dip at the center. (author)

Monte Carlo methods and applications in nuclear physics

International Nuclear Information System (INIS)

Carlson, J.

1990-01-01

Monte Carlo methods for studying few- and many-body quantum systems are introduced, with special emphasis given to their applications in nuclear physics. Variational and Green's function Monte Carlo methods are presented in some detail. The status of calculations of light nuclei is reviewed, including discussions of the three-nucleon-interaction, charge and magnetic form factors, the coulomb sum rule, and studies of low-energy radiative transitions. 58 refs., 12 figs

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

Science.gov (United States)

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

2012-06-01

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

Automated variance reduction of Monte Carlo shielding calculations using the discrete ordinates adjoint function

International Nuclear Information System (INIS)

Wagner, J.C.; Haghighat, A.

1998-01-01

Although the Monte Carlo method is considered to be the most accurate method available for solving radiation transport problems, its applicability is limited by its computational expense. Thus, biasing techniques, which require intuition, guesswork, and iterations involving manual adjustments, are employed to make reactor shielding calculations feasible. To overcome this difficulty, the authors have developed a method for using the S N adjoint function for automated variance reduction of Monte Carlo calculations through source biasing and consistent transport biasing with the weight window technique. They describe the implementation of this method into the standard production Monte Carlo code MCNP and its application to a realistic calculation, namely, the reactor cavity dosimetry calculation. The computational effectiveness of the method, as demonstrated through the increase in calculational efficiency, is demonstrated and quantified. Important issues associated with this method and its efficient use are addressed and analyzed. Additional benefits in terms of the reduction in time and effort required of the user are difficult to quantify but are possibly as important as the computational efficiency. In general, the automated variance reduction method presented is capable of increases in computational performance on the order of thousands, while at the same time significantly reducing the current requirements for user experience, time, and effort. Therefore, this method can substantially increase the applicability and reliability of Monte Carlo for large, real-world shielding applications

Lectures on Monte Carlo methods

CERN Document Server

Madras, Neal

2001-01-01

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

The statistical error of Green's function Monte Carlo

International Nuclear Information System (INIS)

Ceperley, D.M.

1986-01-01

The statistical error in the ground state energy as calculated by Green's Function Monte Carlo (GFMC) is analyzed and a simple approximate formula is derived which relates the error to the number of steps of the random walk, the variational energy of the trial function, and the time step of the random walk. Using this formula it is argued that as the thermodynamic limit is approached with N identical molecules, the computer time needed to reach a given error per molecule increases as N/sup n/ where 0.5 < b < 1.5 and as the nuclear charge Z of a system is increased the computer time necessary to reach a given error grows as Z/sup 5.5/. Thus GFMC simulations will be most useful for calculating the properties of low Z elements. The implications for choosing the optimal trial function from a series of trial functions is also discussed

Monte Carlo code Serpent calculation of the parameters of the stationary nuclear fission wave

Directory of Open Access Journals (Sweden)

V. M. Khotyayintsev

2017-12-01

Full Text Available n this work, propagation of the stationary nuclear fission wave was simulated for series of fixed power values using Monte Carlo code Serpent. The wave moved in the axial direction in 5 m long cylindrical core of fast reactor with pure 238U raw fuel. Stationary wave mode arises some period later after the wave ignition and lasts sufficiently long to determine kef with high enough accuracy. The velocity characteristic of the reactor was determined as the dependence of the wave velocity on the neutron multiplication factor. As we have recently shown within a one-group diffusion description, the velocity characteristic is two-valued due to the effect of concentration mechanisms, while thermal feedback affects it only quantitatively. The shape and parameters of the velocity characteristic critically affect feasibility of the reactor design since stationary wave solutions of the lower branch are unstable and do not correspond to any real waves in self-regulated reactor, like CANDLE. In this work calculations were performed without taking into account thermal feedback. They confirm that theoretical dependence correctly describes the shape of the velocity characteristic calculated using the results of the Serpent modeling.

Monte Carlo simulation in nuclear medicine

International Nuclear Information System (INIS)

Morel, Ch.

2007-01-01

The Monte Carlo method allows for simulating random processes by using series of pseudo-random numbers. It became an important tool in nuclear medicine to assist in the design of new medical imaging devices, optimise their use and analyse their data. Presently, the sophistication of the simulation tools allows the introduction of Monte Carlo predictions in data correction and image reconstruction processes. The availability to simulate time dependent processes opens up new horizons for Monte Carlo simulation in nuclear medicine. In a near future, these developments will allow to tackle simultaneously imaging and dosimetry issues and soon, case system Monte Carlo simulations may become part of the nuclear medicine diagnostic process. This paper describes some Monte Carlo method basics and the sampling methods that were developed for it. It gives a referenced list of different simulation software used in nuclear medicine and enumerates some of their present and prospective applications. (author)

Current and future applications of Monte Carlo

International Nuclear Information System (INIS)

Zaidi, H.

2003-01-01

Full text: The use of radionuclides in medicine has a long history and encompasses a large area of applications including diagnosis and radiation treatment of cancer patients using either external or radionuclide radiotherapy. The 'Monte Carlo method'describes a very broad area of science, in which many processes, physical systems, and phenomena are simulated by statistical methods employing random numbers. The general idea of Monte Carlo analysis is to create a model, which is as similar as possible to the real physical system of interest, and to create interactions within that system based on known probabilities of occurrence, with random sampling of the probability density functions (pdfs). As the number of individual events (called 'histories') is increased, the quality of the reported average behavior of the system improves, meaning that the statistical uncertainty decreases. The use of the Monte Carlo method to simulate radiation transport has become the most accurate means of predicting absorbed dose distributions and other quantities of interest in the radiation treatment of cancer patients using either external or radionuclide radiotherapy. The same trend has occurred for the estimation of the absorbed dose in diagnostic procedures using radionuclides as well as the assessment of image quality and quantitative accuracy of radionuclide imaging. As a consequence of this generalized use, many questions are being raised primarily about the need and potential of Monte Carlo techniques, but also about how accurate it really is, what would it take to apply it clinically and make it available widely to the nuclear medicine community at large. Many of these questions will be answered when Monte Carlo techniques are implemented and used for more routine calculations and for in-depth investigations. In this paper, the conceptual role of the Monte Carlo method is briefly introduced and followed by a survey of its different applications in diagnostic and therapeutic

Crop canopy BRDF simulation and analysis using Monte Carlo method

NARCIS (Netherlands)

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

2006-01-01

This author designs the random process between photons and crop canopy. A Monte Carlo model has been developed to simulate the Bi-directional Reflectance Distribution Function (BRDF) of crop canopy. Comparing Monte Carlo model to MCRM model, this paper analyzes the variations of different LAD and

Monte Carlo simulated dynamical magnetization of single-chain magnets

Energy Technology Data Exchange (ETDEWEB)

Li, Jun; Liu, Bang-Gui, E-mail: bgliu@iphy.ac.cn

2015-03-15

Here, a dynamical Monte-Carlo (DMC) method is used to study temperature-dependent dynamical magnetization of famous Mn{sub 2}Ni system as typical example of single-chain magnets with strong magnetic anisotropy. Simulated magnetization curves are in good agreement with experimental results under typical temperatures and sweeping rates, and simulated coercive fields as functions of temperature are also consistent with experimental curves. Further analysis indicates that the magnetization reversal is determined by both thermal-activated effects and quantum spin tunnelings. These can help explore basic properties and applications of such important magnetic systems. - Highlights: • Monte Carlo simulated magnetization curves are in good agreement with experimental results. • Simulated coercive fields as functions of temperature are consistent with experimental results. • The magnetization reversal is understood in terms of the Monte Carlo simulations.

Extrapolation method in the Monte Carlo Shell Model and its applications

International Nuclear Information System (INIS)

Shimizu, Noritaka; Abe, Takashi; Utsuno, Yutaka; Mizusaki, Takahiro; Otsuka, Takaharu; Honma, Michio

2011-01-01

We demonstrate how the energy-variance extrapolation method works using the sequence of the approximated wave functions obtained by the Monte Carlo Shell Model (MCSM), taking 56 Ni with pf-shell as an example. The extrapolation method is shown to work well even in the case that the MCSM shows slow convergence, such as 72 Ge with f5pg9-shell. The structure of 72 Se is also studied including the discussion of the shape-coexistence phenomenon.

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.

Simulation of quantum systems by the tomography Monte Carlo method

International Nuclear Information System (INIS)

Bogdanov, Yu I

2007-01-01

A new method of statistical simulation of quantum systems is presented which is based on the generation of data by the Monte Carlo method and their purposeful tomography with the energy minimisation. The numerical solution of the problem is based on the optimisation of the target functional providing a compromise between the maximisation of the statistical likelihood function and the energy minimisation. The method does not involve complicated and ill-posed multidimensional computational procedures and can be used to calculate the wave functions and energies of the ground and excited stationary sates of complex quantum systems. The applications of the method are illustrated. (fifth seminar in memory of d.n. klyshko)

Frequency domain Monte Carlo simulation method for cross power spectral density driven by periodically pulsed spallation neutron source using complex-valued weight Monte Carlo

International Nuclear Information System (INIS)

Yamamoto, Toshihiro

2014-01-01

Highlights: • The cross power spectral density in ADS has correlated and uncorrelated components. • A frequency domain Monte Carlo method to calculate the uncorrelated one is developed. • The method solves the Fourier transformed transport equation. • The method uses complex-valued weights to solve the equation. • The new method reproduces well the CPSDs calculated with time domain MC method. - Abstract: In an accelerator driven system (ADS), pulsed spallation neutrons are injected at a constant frequency. The cross power spectral density (CPSD), which can be used for monitoring the subcriticality of the ADS, is composed of the correlated and uncorrelated components. The uncorrelated component is described by a series of the Dirac delta functions that occur at the integer multiples of the pulse repetition frequency. In the present paper, a Monte Carlo method to solve the Fourier transformed neutron transport equation with a periodically pulsed neutron source term has been developed to obtain the CPSD in ADSs. Since the Fourier transformed flux is a complex-valued quantity, the Monte Carlo method introduces complex-valued weights to solve the Fourier transformed equation. The Monte Carlo algorithm used in this paper is similar to the one that was developed by the author of this paper to calculate the neutron noise caused by cross section perturbations. The newly-developed Monte Carlo algorithm is benchmarked to the conventional time domain Monte Carlo simulation technique. The CPSDs are obtained both with the newly-developed frequency domain Monte Carlo method and the conventional time domain Monte Carlo method for a one-dimensional infinite slab. The CPSDs obtained with the frequency domain Monte Carlo method agree well with those with the time domain method. The higher order mode effects on the CPSD in an ADS with a periodically pulsed neutron source are discussed

Monte Carlo study of superconductivity in the three-band Emery model

International Nuclear Information System (INIS)

Frick, M.; Pattnaik, P.C.; Morgenstern, I.; Newns, D.M.; von der Linden, W.

1990-01-01

We have examined the three-band Hubbard model for the copper oxide planes in high-temperature superconductors using the projector quantum Monte Carlo method. We find no evidence for s-wave superconductivity

Advanced Multilevel Monte Carlo Methods

KAUST Repository

Jasra, Ajay

2017-04-24

This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the discretization of a associated probability law. The MLMC approach works with a hierarchy of biased approximations which become progressively more accurate and more expensive. Using a telescoping representation of the most accurate approximation, the method is able to reduce the computational cost for a given level of error versus i.i.d. sampling from this latter approximation. All of these ideas originated for cases where exact sampling from couples in the hierarchy is possible. This article considers the case where such exact sampling is not currently possible. We consider Markov chain Monte Carlo and sequential Monte Carlo methods which have been introduced in the literature and we describe different strategies which facilitate the application of MLMC within these methods.

Advanced Multilevel Monte Carlo Methods

KAUST Repository

Jasra, Ajay; Law, Kody; Suciu, Carina

2017-01-01

This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the discretization of a associated probability law. The MLMC approach works with a hierarchy of biased approximations which become progressively more accurate and more expensive. Using a telescoping representation of the most accurate approximation, the method is able to reduce the computational cost for a given level of error versus i.i.d. sampling from this latter approximation. All of these ideas originated for cases where exact sampling from couples in the hierarchy is possible. This article considers the case where such exact sampling is not currently possible. We consider Markov chain Monte Carlo and sequential Monte Carlo methods which have been introduced in the literature and we describe different strategies which facilitate the application of MLMC within these methods.

Monte Carlo - Advances and Challenges

International Nuclear Information System (INIS)

Brown, Forrest B.; Mosteller, Russell D.; Martin, William R.

2008-01-01

Abstract only, full text follows: With ever-faster computers and mature Monte Carlo production codes, there has been tremendous growth in the application of Monte Carlo methods to the analysis of reactor physics and reactor systems. In the past, Monte Carlo methods were used primarily for calculating k eff of a critical system. More recently, Monte Carlo methods have been increasingly used for determining reactor power distributions and many design parameters, such as β eff , l eff , τ, reactivity coefficients, Doppler defect, dominance ratio, etc. These advanced applications of Monte Carlo methods are now becoming common, not just feasible, but bring new challenges to both developers and users: Convergence of 3D power distributions must be assured; confidence interval bias must be eliminated; iterated fission probabilities are required, rather than single-generation probabilities; temperature effects including Doppler and feedback must be represented; isotopic depletion and fission product buildup must be modeled. This workshop focuses on recent advances in Monte Carlo methods and their application to reactor physics problems, and on the resulting challenges faced by code developers and users. The workshop is partly tutorial, partly a review of the current state-of-the-art, and partly a discussion of future work that is needed. It should benefit both novice and expert Monte Carlo developers and users. In each of the topic areas, we provide an overview of needs, perspective on past and current methods, a review of recent work, and discussion of further research and capabilities that are required. Electronic copies of all workshop presentations and material will be available. The workshop is structured as 2 morning and 2 afternoon segments: - Criticality Calculations I - convergence diagnostics, acceleration methods, confidence intervals, and the iterated fission probability, - Criticality Calculations II - reactor kinetics parameters, dominance ratio, temperature

Fate of the open-shell singlet ground state in the experimentally accessible acenes: A quantum Monte Carlo study

Science.gov (United States)

Dupuy, Nicolas; Casula, Michele

2018-04-01

By means of the Jastrow correlated antisymmetrized geminal power (JAGP) wave function and quantum Monte Carlo (QMC) methods, we study the ground state properties of the oligoacene series, up to the nonacene. The JAGP is the accurate variational realization of the resonating-valence-bond (RVB) ansatz proposed by Pauling and Wheland to describe aromatic compounds. We show that the long-ranged RVB correlations built in the acenes' ground state are detrimental for the occurrence of open-shell diradical or polyradical instabilities, previously found by lower-level theories. We substantiate our outcome by a direct comparison with another wave function, tailored to be an open-shell singlet (OSS) for long-enough acenes. By comparing on the same footing the RVB and OSS wave functions, both optimized at a variational QMC level and further projected by the lattice regularized diffusion Monte Carlo method, we prove that the RVB wave function has always a lower variational energy and better nodes than the OSS, for all molecular species considered in this work. The entangled multi-reference RVB state acts against the electron edge localization implied by the OSS wave function and weakens the diradical tendency for higher oligoacenes. These properties are reflected by several descriptors, including wave function parameters, bond length alternation, aromatic indices, and spin-spin correlation functions. In this context, we propose a new aromatic index estimator suitable for geminal wave functions. For the largest acenes taken into account, the long-range decay of the charge-charge correlation functions is compatible with a quasi-metallic behavior.

Minimum variance Monte Carlo importance sampling with parametric dependence

International Nuclear Information System (INIS)

Ragheb, M.M.H.; Halton, J.; Maynard, C.W.

1981-01-01

An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de

Global Monte Carlo Simulation with High Order Polynomial Expansions

International Nuclear Information System (INIS)

William R. Martin; James Paul Holloway; Kaushik Banerjee; Jesse Cheatham; Jeremy Conlin

2007-01-01

The functional expansion technique (FET) was recently developed for Monte Carlo simulation. The basic idea of the FET is to expand a Monte Carlo tally in terms of a high order expansion, the coefficients of which can be estimated via the usual random walk process in a conventional Monte Carlo code. If the expansion basis is chosen carefully, the lowest order coefficient is simply the conventional histogram tally, corresponding to a flat mode. This research project studied the applicability of using the FET to estimate the fission source, from which fission sites can be sampled for the next generation. The idea is that individual fission sites contribute to expansion modes that may span the geometry being considered, possibly increasing the communication across a loosely coupled system and thereby improving convergence over the conventional fission bank approach used in most production Monte Carlo codes. The project examined a number of basis functions, including global Legendre polynomials as well as 'local' piecewise polynomials such as finite element hat functions and higher order versions. The global FET showed an improvement in convergence over the conventional fission bank approach. The local FET methods showed some advantages versus global polynomials in handling geometries with discontinuous material properties. The conventional finite element hat functions had the disadvantage that the expansion coefficients could not be estimated directly but had to be obtained by solving a linear system whose matrix elements were estimated. An alternative fission matrix-based response matrix algorithm was formulated. Studies were made of two alternative applications of the FET, one based on the kernel density estimator and one based on Arnoldi's method of minimized iterations. Preliminary results for both methods indicate improvements in fission source convergence. These developments indicate that the FET has promise for speeding up Monte Carlo fission source convergence

Automatic variance reduction for Monte Carlo simulations via the local importance function transform

International Nuclear Information System (INIS)

Turner, S.A.

1996-02-01

The author derives a transformed transport problem that can be solved theoretically by analog Monte Carlo with zero variance. However, the Monte Carlo simulation of this transformed problem cannot be implemented in practice, so he develops a method for approximating it. The approximation to the zero variance method consists of replacing the continuous adjoint transport solution in the transformed transport problem by a piecewise continuous approximation containing local biasing parameters obtained from a deterministic calculation. He uses the transport and collision processes of the transformed problem to bias distance-to-collision and selection of post-collision energy groups and trajectories in a traditional Monte Carlo simulation of ''real'' particles. He refers to the resulting variance reduction method as the Local Importance Function Transform (LIFI) method. He demonstrates the efficiency of the LIFT method for several 3-D, linearly anisotropic scattering, one-group, and multigroup problems. In these problems the LIFT method is shown to be more efficient than the AVATAR scheme, which is one of the best variance reduction techniques currently available in a state-of-the-art Monte Carlo code. For most of the problems considered, the LIFT method produces higher figures of merit than AVATAR, even when the LIFT method is used as a ''black box''. There are some problems that cause trouble for most variance reduction techniques, and the LIFT method is no exception. For example, the author demonstrates that problems with voids, or low density regions, can cause a reduction in the efficiency of the LIFT method. However, the LIFT method still performs better than survival biasing and AVATAR in these difficult cases

Calculation of Monte Carlo importance functions for use in nuclear-well logging calculations

International Nuclear Information System (INIS)

Soran, P.D.; McKeon, D.C.; Booth, T.E.

1989-07-01

Importance sampling is essential to the timely solution of Monte Carlo nuclear-logging computer simulations. Achieving minimum variance (maximum precision) of a response in minimum computation time is one criteria for the choice of an importance function. Various methods for calculating importance functions will be presented, new methods investigated, and comparisons with porosity and density tools will be shown. 5 refs., 1 tab

Research on Monte Carlo improved quasi-static method for reactor space-time dynamics

International Nuclear Information System (INIS)

Xu Qi; Wang Kan; Li Shirui; Yu Ganglin

2013-01-01

With large time steps, improved quasi-static (IQS) method can improve the calculation speed for reactor dynamic simulations. The Monte Carlo IQS method was proposed in this paper, combining the advantages of both the IQS method and MC method. Thus, the Monte Carlo IQS method is beneficial for solving space-time dynamics problems of new concept reactors. Based on the theory of IQS, Monte Carlo algorithms for calculating adjoint neutron flux, reactor kinetic parameters and shape function were designed and realized. A simple Monte Carlo IQS code and a corresponding diffusion IQS code were developed, which were used for verification of the Monte Carlo IQS method. (authors)

Fast sequential Monte Carlo methods for counting and optimization

CERN Document Server

Rubinstein, Reuven Y; Vaisman, Radislav

2013-01-01

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

The MC21 Monte Carlo Transport Code

International Nuclear Information System (INIS)

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

2007-01-01

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

Monte Carlo Treatment Planning for Advanced Radiotherapy

DEFF Research Database (Denmark)

Cronholm, Rickard

This Ph.d. project describes the development of a workflow for Monte Carlo Treatment Planning for clinical radiotherapy plans. The workflow may be utilized to perform an independent dose verification of treatment plans. Modern radiotherapy treatment delivery is often conducted by dynamically...... modulating the intensity of the field during the irradiation. The workflow described has the potential to fully model the dynamic delivery, including gantry rotation during irradiation, of modern radiotherapy. Three corner stones of Monte Carlo Treatment Planning are identified: Building, commissioning...... and validation of a Monte Carlo model of a medical linear accelerator (i), converting a CT scan of a patient to a Monte Carlo compliant phantom (ii) and translating the treatment plan parameters (including beam energy, angles of incidence, collimator settings etc) to a Monte Carlo input file (iii). A protocol...

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.

Analysis of possibility to apply new mathematical methods (R-function theory) in Monte Carlo simulation of complex geometry

International Nuclear Information System (INIS)

Altiparmakov, D.

1988-12-01

This analysis is part of the report on ' Implementation of geometry module of 05R code in another Monte Carlo code', chapter 6.0: establishment of future activity related to geometry in Monte Carlo method. The introduction points out some problems in solving complex three-dimensional models which induce the need for developing more efficient geometry modules in Monte Carlo calculations. Second part include formulation of the problem and geometry module. Two fundamental questions to be solved are defined: (1) for a given point, it is necessary to determine material region or boundary where it belongs, and (2) for a given direction, all cross section points with material regions should be determined. Third part deals with possible connection with Monte Carlo calculations for computer simulation of geometry objects. R-function theory enables creation of geometry module base on the same logic (complex regions are constructed by elementary regions sets operations) as well as construction geometry codes. R-functions can efficiently replace functions of three-value logic in all significant models. They are even more appropriate for application since three-value logic is not typical for digital computers which operate in two-value logic. This shows that there is a need for work in this field. It is shown that there is a possibility to develop interactive code for computer modeling of geometry objects in parallel with development of geometry module [sr

Calibration and Monte Carlo modelling of neutron long counters

CERN Document Server

Tagziria, H

2000-01-01

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

Monte Carlo applications to radiation shielding problems

International Nuclear Information System (INIS)

Subbaiah, K.V.

2009-01-01

Monte Carlo methods are a class of computational algorithms that rely on repeated random sampling of physical and mathematical systems to compute their results. However, basic concepts of MC are both simple and straightforward and can be learned by using a personal computer. Uses of Monte Carlo methods require large amounts of random numbers, and it was their use that spurred the development of pseudorandom number generators, which were far quicker to use than the tables of random numbers which had been previously used for statistical sampling. In Monte Carlo simulation of radiation transport, the history (track) of a particle is viewed as a random sequence of free flights that end with an interaction event where the particle changes its direction of movement, loses energy and, occasionally, produces secondary particles. The Monte Carlo simulation of a given experimental arrangement (e.g., an electron beam, coming from an accelerator and impinging on a water phantom) consists of the numerical generation of random histories. To simulate these histories we need an interaction model, i.e., a set of differential cross sections (DCS) for the relevant interaction mechanisms. The DCSs determine the probability distribution functions (pdf) of the random variables that characterize a track; 1) free path between successive interaction events, 2) type of interaction taking place and 3) energy loss and angular deflection in a particular event (and initial state of emitted secondary particles, if any). Once these pdfs are known, random histories can be generated by using appropriate sampling methods. If the number of generated histories is large enough, quantitative information on the transport process may be obtained by simply averaging over the simulated histories. The Monte Carlo method yields the same information as the solution of the Boltzmann transport equation, with the same interaction model, but is easier to implement. In particular, the simulation of radiation

Two- and three-nucleon chiral interactions in quantum Monte Carlo calculations for nuclear physics

Energy Technology Data Exchange (ETDEWEB)

Lynn, Joel [Institut fuer Kernphysik, Technische Universitaet Darmstadt, 64289 Darmstadt (Germany); Tews, Ingo [Institute for Nuclear Theory, University of Washington, Seattle, Washington 98195 (United States); Carlson, Joseph; Gandolfi, Stefano [Theoretical Division, Los Alamos National Laboratory, Los Alamos, New Mexico 87545 (United States); Gezerlis, Alexandros [Department of Physics, University of Guelph, Guelph, Ontario, N1G 2W1 (Canada); Schmidt, Kevin [Department of Physics, Arizona State University, Tempe, Arizona 85287 (United States); Schwenk, Achim [Institut fuer Kernphysik, Technische Universitaet Darmstadt, 64289 Darmstadt (Germany); ExtreMe Matter Institute EMMI, GSI Helmholtzzentrum fuer Schwerionenforschung GmbH, 64291 Darmstadt (Germany)

2016-07-01

I present our recent work on Green's function Monte Carlo calculations of light nuclei using local two- and three-nucleon interactions derived from chiral effective field theory up to next-to-next-to-leading order (N{sup 2}LO). I discuss the choice of observables we make to fit the two low-energy constants which enter in the three-nucleon sector at N{sup 2}LO: the {sup 4}He binding energy and n-α elastic scattering P-wave phase shifts. I then show some results for light nuclei. I also show our results for the energy per neutron in pure neutron matter using the auxiliary-field diffusion Monte Carlo method and discuss regulator choices. Finally I discuss some exciting future projects which are now possible.

Monte carlo simulation for soot dynamics

KAUST Repository

Zhou, Kun

2012-01-01

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

Statistical estimation Monte Carlo for unreliability evaluation of highly reliable system

International Nuclear Information System (INIS)

Xiao Gang; Su Guanghui; Jia Dounan; Li Tianduo

2000-01-01

Based on analog Monte Carlo simulation, statistical Monte Carlo methods for unreliable evaluation of highly reliable system are constructed, including direct statistical estimation Monte Carlo method and weighted statistical estimation Monte Carlo method. The basal element is given, and the statistical estimation Monte Carlo estimators are derived. Direct Monte Carlo simulation method, bounding-sampling method, forced transitions Monte Carlo method, direct statistical estimation Monte Carlo and weighted statistical estimation Monte Carlo are used to evaluate unreliability of a same system. By comparing, weighted statistical estimation Monte Carlo estimator has smallest variance, and has highest calculating efficiency

Analytic continuation of quantum Monte Carlo data by stochastic analytical inference.

Science.gov (United States)

Fuchs, Sebastian; Pruschke, Thomas; Jarrell, Mark

2010-05-01

We present an algorithm for the analytic continuation of imaginary-time quantum Monte Carlo data which is strictly based on principles of Bayesian statistical inference. Within this framework we are able to obtain an explicit expression for the calculation of a weighted average over possible energy spectra, which can be evaluated by standard Monte Carlo simulations, yielding as by-product also the distribution function as function of the regularization parameter. Our algorithm thus avoids the usual ad hoc assumptions introduced in similar algorithms to fix the regularization parameter. We apply the algorithm to imaginary-time quantum Monte Carlo data and compare the resulting energy spectra with those from a standard maximum-entropy calculation.

Multilevel sequential Monte Carlo samplers

KAUST Repository

Beskos, Alexandros; Jasra, Ajay; Law, Kody; Tempone, Raul; Zhou, Yan

2016-01-01

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

Multilevel sequential Monte Carlo samplers

KAUST Repository

Beskos, Alexandros

2016-08-29

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

Applications of Monte Carlo method in Medical Physics

International Nuclear Information System (INIS)

Diez Rios, A.; Labajos, M.

1989-01-01

The basic ideas of Monte Carlo techniques are presented. Random numbers and their generation by congruential methods, which underlie Monte Carlo calculations are shown. Monte Carlo techniques to solve integrals are discussed. The evaluation of a simple monodimensional integral with a known answer, by means of two different Monte Carlo approaches are discussed. The basic principles to simualate on a computer photon histories reduce variance and the current applications in Medical Physics are commented. (Author)

Experience with the Monte Carlo Method

Energy Technology Data Exchange (ETDEWEB)

Hussein, E M.A. [Department of Mechanical Engineering University of New Brunswick, Fredericton, N.B., (Canada)

2007-06-15

Monte Carlo simulation of radiation transport provides a powerful research and design tool that resembles in many aspects laboratory experiments. Moreover, Monte Carlo simulations can provide an insight not attainable in the laboratory. However, the Monte Carlo method has its limitations, which if not taken into account can result in misleading conclusions. This paper will present the experience of this author, over almost three decades, in the use of the Monte Carlo method for a variety of applications. Examples will be shown on how the method was used to explore new ideas, as a parametric study and design optimization tool, and to analyze experimental data. The consequences of not accounting in detail for detector response and the scattering of radiation by surrounding structures are two of the examples that will be presented to demonstrate the pitfall of condensed.

Experience with the Monte Carlo Method

International Nuclear Information System (INIS)

Hussein, E.M.A.

2007-01-01

Monte Carlo simulation of radiation transport provides a powerful research and design tool that resembles in many aspects laboratory experiments. Moreover, Monte Carlo simulations can provide an insight not attainable in the laboratory. However, the Monte Carlo method has its limitations, which if not taken into account can result in misleading conclusions. This paper will present the experience of this author, over almost three decades, in the use of the Monte Carlo method for a variety of applications. Examples will be shown on how the method was used to explore new ideas, as a parametric study and design optimization tool, and to analyze experimental data. The consequences of not accounting in detail for detector response and the scattering of radiation by surrounding structures are two of the examples that will be presented to demonstrate the pitfall of condensed

Monte Carlo alpha calculation

Energy Technology Data Exchange (ETDEWEB)

Brockway, D.; Soran, P.; Whalen, P.

1985-01-01

A Monte Carlo algorithm to efficiently calculate static alpha eigenvalues, N = ne/sup ..cap alpha..t/, for supercritical systems has been developed and tested. A direct Monte Carlo approach to calculating a static alpha is to simply follow the buildup in time of neutrons in a supercritical system and evaluate the logarithmic derivative of the neutron population with respect to time. This procedure is expensive, and the solution is very noisy and almost useless for a system near critical. The modified approach is to convert the time-dependent problem to a static ..cap alpha../sup -/eigenvalue problem and regress ..cap alpha.. on solutions of a/sup -/ k/sup -/eigenvalue problem. In practice, this procedure is much more efficient than the direct calculation, and produces much more accurate results. Because the Monte Carlo codes are intrinsically three-dimensional and use elaborate continuous-energy cross sections, this technique is now used as a standard for evaluating other calculational techniques in odd geometries or with group cross sections.

Perturbation based Monte Carlo criticality search in density, enrichment and concentration

International Nuclear Information System (INIS)

Li, Zeguang; Wang, Kan; Deng, Jingkang

2015-01-01

Highlights: • A new perturbation based Monte Carlo criticality search method is proposed. • The method could get accurate results with only one individual criticality run. • The method is used to solve density, enrichment and concentration search problems. • Results show the feasibility and good performances of this method. • The relationship between results’ accuracy and perturbation order is discussed. - Abstract: Criticality search is a very important aspect in reactor physics analysis. Due to the advantages of Monte Carlo method and the development of computer technologies, Monte Carlo criticality search is becoming more and more necessary and feasible. Existing Monte Carlo criticality search methods need large amount of individual criticality runs and may have unstable results because of the uncertainties of criticality results. In this paper, a new perturbation based Monte Carlo criticality search method is proposed and discussed. This method only needs one individual criticality calculation with perturbation tallies to estimate k eff changing function using initial k eff and differential coefficients results, and solves polynomial equations to get the criticality search results. The new perturbation based Monte Carlo criticality search method is implemented in the Monte Carlo code RMC, and criticality search problems in density, enrichment and concentration are taken out. Results show that this method is quite inspiring in accuracy and efficiency, and has advantages compared with other criticality search methods

Monte Carlo simulations of neutron scattering instruments

International Nuclear Information System (INIS)

Aestrand, Per-Olof; Copenhagen Univ.; Lefmann, K.; Nielsen, K.

2001-01-01

A Monte Carlo simulation is an important computational tool used in many areas of science and engineering. The use of Monte Carlo techniques for simulating neutron scattering instruments is discussed. The basic ideas, techniques and approximations are presented. Since the construction of a neutron scattering instrument is very expensive, Monte Carlo software used for design of instruments have to be validated and tested extensively. The McStas software was designed with these aspects in mind and some of the basic principles of the McStas software will be discussed. Finally, some future prospects are discussed for using Monte Carlo simulations in optimizing neutron scattering experiments. (R.P.)

Implications of Monte Carlo Statistical Errors in Criticality Safety Assessments

International Nuclear Information System (INIS)

Pevey, Ronald E.

2005-01-01

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

Monte Carlo simulations in theoretical physic

International Nuclear Information System (INIS)

Billoire, A.

1991-01-01

After a presentation of the MONTE CARLO method principle, the method is applied, first to the critical exponents calculations in the three dimensions ISING model, and secondly to the discrete quantum chromodynamic with calculation times in function of computer power. 28 refs., 4 tabs

Simplified monte carlo simulation for Beijing spectrometer

International Nuclear Information System (INIS)

Wang Taijie; Wang Shuqin; Yan Wuguang; Huang Yinzhi; Huang Deqiang; Lang Pengfei

1986-01-01

The Monte Carlo method based on the functionization of the performance of detectors and the transformation of values of kinematical variables into ''measured'' ones by means of smearing has been used to program the Monte Carlo simulation of the performance of the Beijing Spectrometer (BES) in FORTRAN language named BESMC. It can be used to investigate the multiplicity, the particle type, and the distribution of four-momentum of the final states of electron-positron collision, and also the response of the BES to these final states. Thus, it provides a measure to examine whether the overall design of the BES is reasonable and to decide the physical topics of the BES

Linear filtering applied to Monte Carlo criticality calculations

International Nuclear Information System (INIS)

Morrison, G.W.; Pike, D.H.; Petrie, L.M.

1975-01-01

A significant improvement in the acceleration of the convergence of the eigenvalue computed by Monte Carlo techniques has been developed by applying linear filtering theory to Monte Carlo calculations for multiplying systems. A Kalman filter was applied to a KENO Monte Carlo calculation of an experimental critical system consisting of eight interacting units of fissile material. A comparison of the filter estimate and the Monte Carlo realization was made. The Kalman filter converged in five iterations to 0.9977. After 95 iterations, the average k-eff from the Monte Carlo calculation was 0.9981. This demonstrates that the Kalman filter has the potential of reducing the calculational effort of multiplying systems. Other examples and results are discussed

Two proposed convergence criteria for Monte Carlo solutions

International Nuclear Information System (INIS)

Forster, R.A.; Pederson, S.P.; Booth, T.E.

1992-01-01

The central limit theorem (CLT) can be applied to a Monte Carlo solution if two requirements are satisfied: (1) The random variable has a finite mean and a finite variance; and (2) the number N of independent observations grows large. When these two conditions are satisfied, a confidence interval (CI) based on the normal distribution with a specified coverage probability can be formed. The first requirement is generally satisfied by the knowledge of the Monte Carlo tally being used. The Monte Carlo practitioner has a limited number of marginal methods to assess the fulfillment of the second requirement, such as statistical error reduction proportional to 1/√N with error magnitude guidelines. Two proposed methods are discussed in this paper to assist in deciding if N is large enough: estimating the relative variance of the variance (VOV) and examining the empirical history score probability density function (pdf)

Burnup calculations using Monte Carlo method

International Nuclear Information System (INIS)

Ghosh, Biplab; Degweker, S.B.

2009-01-01

In the recent years, interest in burnup calculations using Monte Carlo methods has gained momentum. Previous burn up codes have used multigroup transport theory based calculations followed by diffusion theory based core calculations for the neutronic portion of codes. The transport theory methods invariably make approximations with regard to treatment of the energy and angle variables involved in scattering, besides approximations related to geometry simplification. Cell homogenisation to produce diffusion, theory parameters adds to these approximations. Moreover, while diffusion theory works for most reactors, it does not produce accurate results in systems that have strong gradients, strong absorbers or large voids. Also, diffusion theory codes are geometry limited (rectangular, hexagonal, cylindrical, and spherical coordinates). Monte Carlo methods are ideal to solve very heterogeneous reactors and/or lattices/assemblies in which considerable burnable poisons are used. The key feature of this approach is that Monte Carlo methods permit essentially 'exact' modeling of all geometrical detail, without resort to ene and spatial homogenization of neutron cross sections. Monte Carlo method would also be better for in Accelerator Driven Systems (ADS) which could have strong gradients due to the external source and a sub-critical assembly. To meet the demand for an accurate burnup code, we have developed a Monte Carlo burnup calculation code system in which Monte Carlo neutron transport code is coupled with a versatile code (McBurn) for calculating the buildup and decay of nuclides in nuclear materials. McBurn is developed from scratch by the authors. In this article we will discuss our effort in developing the continuous energy Monte Carlo burn-up code, McBurn. McBurn is intended for entire reactor core as well as for unit cells and assemblies. Generally, McBurn can do burnup of any geometrical system which can be handled by the underlying Monte Carlo transport code

Monte Carlo simulations for plasma physics

International Nuclear Information System (INIS)

Okamoto, M.; Murakami, S.; Nakajima, N.; Wang, W.X.

2000-07-01

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

Quantum Monte Carlo for vibrating molecules

International Nuclear Information System (INIS)

Brown, W.R.; Lawrence Berkeley National Lab., CA

1996-08-01

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

pyNSMC: A Python Module for Null-Space Monte Carlo Uncertainty Analysis

Science.gov (United States)

White, J.; Brakefield, L. K.

2015-12-01

The null-space monte carlo technique is a non-linear uncertainty analyses technique that is well-suited to high-dimensional inverse problems. While the technique is powerful, the existing workflow for completing null-space monte carlo is cumbersome, requiring the use of multiple commandline utilities, several sets of intermediate files and even a text editor. pyNSMC is an open-source python module that automates the workflow of null-space monte carlo uncertainty analyses. The module is fully compatible with the PEST and PEST++ software suites and leverages existing functionality of pyEMU, a python framework for linear-based uncertainty analyses. pyNSMC greatly simplifies the existing workflow for null-space monte carlo by taking advantage of object oriented design facilities in python. The core of pyNSMC is the ensemble class, which draws and stores realized random vectors and also provides functionality for exporting and visualizing results. By relieving users of the tedium associated with file handling and command line utility execution, pyNSMC instead focuses the user on the important steps and assumptions of null-space monte carlo analysis. Furthermore, pyNSMC facilitates learning through flow charts and results visualization, which are available at many points in the algorithm. The ease-of-use of the pyNSMC workflow is compared to the existing workflow for null-space monte carlo for a synthetic groundwater model with hundreds of estimable parameters.

Pairing in Cold Atoms and other Applications for Quantum Monte Carlo methods

International Nuclear Information System (INIS)

Bajdich, Michal; Kolorenc, Jindrich; Mitas, Lubos; Reynolds, P.J.

2010-01-01

We discuss the importance of the fermion nodes for the quantum Monte Carlo (QMC) methods and find two cases of the exact nodes. We describe the structure of the generalized pairing wave functions in Pfaffian antisymmetric form and demonstrate their equivalency with certain class of configuration interaction wave functions. We present the QMC calculations of a model fermion system at unitary limit. We find the system to have the energy of E = 0.425Efree and the condensate fraction of = 0.48. Further we also perform the QMC calculations of the potential energy surface and the electric dipole moment along that surface of the LiSr molecule. We estimate the vibrationally averaged dipole moment to be D =0 = 0.4(2).

Monte Carlo methods and models in finance and insurance

CERN Document Server

Korn, Ralf; Kroisandt, Gerald

2010-01-01

Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models. The authors separately discuss Monte Carlo techniques, stochastic process basics, and the theoretical background and intuition behind financial and actuarial mathematics, before bringing the topics together to apply the Monte Carlo methods to areas of finance and insurance. This allows for the easy identification of standard Monte Carlo tools and for a detailed focus on the main principles of financial and insurance mathematics. The book describes high-level Monte Carlo methods for standard simulation and the simulation of...

PRELIMINARY COUPLING OF THE MONTE CARLO CODE OPENMC AND THE MULTIPHYSICS OBJECT-ORIENTED SIMULATION ENVIRONMENT (MOOSE) FOR ANALYZING DOPPLER FEEDBACK IN MONTE CARLO SIMULATIONS

Energy Technology Data Exchange (ETDEWEB)

Matthew Ellis; Derek Gaston; Benoit Forget; Kord Smith

2011-07-01

In recent years the use of Monte Carlo methods for modeling reactors has become feasible due to the increasing availability of massively parallel computer systems. One of the primary challenges yet to be fully resolved, however, is the efficient and accurate inclusion of multiphysics feedback in Monte Carlo simulations. The research in this paper presents a preliminary coupling of the open source Monte Carlo code OpenMC with the open source Multiphysics Object-Oriented Simulation Environment (MOOSE). The coupling of OpenMC and MOOSE will be used to investigate efficient and accurate numerical methods needed to include multiphysics feedback in Monte Carlo codes. An investigation into the sensitivity of Doppler feedback to fuel temperature approximations using a two dimensional 17x17 PWR fuel assembly is presented in this paper. The results show a functioning multiphysics coupling between OpenMC and MOOSE. The coupling utilizes Functional Expansion Tallies to accurately and efficiently transfer pin power distributions tallied in OpenMC to unstructured finite element meshes used in MOOSE. The two dimensional PWR fuel assembly case also demonstrates that for a simplified model the pin-by-pin doppler feedback can be adequately replicated by scaling a representative pin based on pin relative powers.

A Monte Carlo simulation model for stationary non-Gaussian processes

DEFF Research Database (Denmark)

Grigoriu, M.; Ditlevsen, Ove Dalager; Arwade, S. R.

2003-01-01

includes translation processes and is useful for both Monte Carlo simulation and analytical studies. As for translation processes, the mixture of translation processes can have a wide range of marginal distributions and correlation functions. Moreover, these processes can match a broader range of second...... athe proposed Monte Carlo algorithm and compare features of translation processes and mixture of translation processes. Keywords: Monte Carlo simulation, non-Gaussian processes, sampling theorem, stochastic processes, translation processes......A class of stationary non-Gaussian processes, referred to as the class of mixtures of translation processes, is defined by their finite dimensional distributions consisting of mixtures of finite dimensional distributions of translation processes. The class of mixtures of translation processes...

Simulation and the Monte Carlo method

CERN Document Server

Rubinstein, Reuven Y

2016-01-01

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

RNA folding kinetics using Monte Carlo and Gillespie algorithms.

Science.gov (United States)

Clote, Peter; Bayegan, Amir H

2018-04-01

RNA secondary structure folding kinetics is known to be important for the biological function of certain processes, such as the hok/sok system in E. coli. Although linear algebra provides an exact computational solution of secondary structure folding kinetics with respect to the Turner energy model for tiny ([Formula: see text]20 nt) RNA sequences, the folding kinetics for larger sequences can only be approximated by binning structures into macrostates in a coarse-grained model, or by repeatedly simulating secondary structure folding with either the Monte Carlo algorithm or the Gillespie algorithm. Here we investigate the relation between the Monte Carlo algorithm and the Gillespie algorithm. We prove that asymptotically, the expected time for a K-step trajectory of the Monte Carlo algorithm is equal to [Formula: see text] times that of the Gillespie algorithm, where [Formula: see text] denotes the Boltzmann expected network degree. If the network is regular (i.e. every node has the same degree), then the mean first passage time (MFPT) computed by the Monte Carlo algorithm is equal to MFPT computed by the Gillespie algorithm multiplied by [Formula: see text]; however, this is not true for non-regular networks. In particular, RNA secondary structure folding kinetics, as computed by the Monte Carlo algorithm, is not equal to the folding kinetics, as computed by the Gillespie algorithm, although the mean first passage times are roughly correlated. Simulation software for RNA secondary structure folding according to the Monte Carlo and Gillespie algorithms is publicly available, as is our software to compute the expected degree of the network of secondary structures of a given RNA sequence-see http://bioinformatics.bc.edu/clote/RNAexpNumNbors .

Lecture 1. Monte Carlo basics. Lecture 2. Adjoint Monte Carlo. Lecture 3. Coupled Forward-Adjoint calculations

Energy Technology Data Exchange (ETDEWEB)

Hoogenboom, J.E. [Delft University of Technology, Interfaculty Reactor Institute, Delft (Netherlands)

2000-07-01

The Monte Carlo method is a statistical method to solve mathematical and physical problems using random numbers. The principle of the methods will be demonstrated for a simple mathematical problem and for neutron transport. Various types of estimators will be discussed, as well as generally applied variance reduction methods like splitting, Russian roulette and importance biasing. The theoretical formulation for solving eigenvalue problems for multiplying systems will be shown. Some reflections will be given about the applicability of the Monte Carlo method, its limitations and its future prospects for reactor physics calculations. Adjoint Monte Carlo is a Monte Carlo game to solve the adjoint neutron (or photon) transport equation. The adjoint transport equation can be interpreted in terms of simulating histories of artificial particles, which show properties of neutrons that move backwards in history. These particles will start their history at the detector from which the response must be estimated and give a contribution to the estimated quantity when they hit or pass through the neutron source. Application to multigroup transport formulation will be demonstrated Possible implementation for the continuous energy case will be outlined. The inherent advantages and disadvantages of the method will be discussed. The Midway Monte Carlo method will be presented for calculating a detector response due to a (neutron or photon) source. A derivation will be given of the basic formula for the Midway Monte Carlo method The black absorber technique, allowing for a cutoff of particle histories when reaching the midway surface in one of the calculations will be derived. An extension of the theory to coupled neutron-photon problems is given. The method will be demonstrated for an oil well logging problem, comprising a neutron source in a borehole and photon detectors to register the photons generated by inelastic neutron scattering. (author)

Lecture 1. Monte Carlo basics. Lecture 2. Adjoint Monte Carlo. Lecture 3. Coupled Forward-Adjoint calculations

International Nuclear Information System (INIS)

Hoogenboom, J.E.

2000-01-01

The Monte Carlo method is a statistical method to solve mathematical and physical problems using random numbers. The principle of the methods will be demonstrated for a simple mathematical problem and for neutron transport. Various types of estimators will be discussed, as well as generally applied variance reduction methods like splitting, Russian roulette and importance biasing. The theoretical formulation for solving eigenvalue problems for multiplying systems will be shown. Some reflections will be given about the applicability of the Monte Carlo method, its limitations and its future prospects for reactor physics calculations. Adjoint Monte Carlo is a Monte Carlo game to solve the adjoint neutron (or photon) transport equation. The adjoint transport equation can be interpreted in terms of simulating histories of artificial particles, which show properties of neutrons that move backwards in history. These particles will start their history at the detector from which the response must be estimated and give a contribution to the estimated quantity when they hit or pass through the neutron source. Application to multigroup transport formulation will be demonstrated Possible implementation for the continuous energy case will be outlined. The inherent advantages and disadvantages of the method will be discussed. The Midway Monte Carlo method will be presented for calculating a detector response due to a (neutron or photon) source. A derivation will be given of the basic formula for the Midway Monte Carlo method The black absorber technique, allowing for a cutoff of particle histories when reaching the midway surface in one of the calculations will be derived. An extension of the theory to coupled neutron-photon problems is given. The method will be demonstrated for an oil well logging problem, comprising a neutron source in a borehole and photon detectors to register the photons generated by inelastic neutron scattering. (author)

The codes WAV3BDY and WAV4BDY and the variational Monte Carlo method

International Nuclear Information System (INIS)

Schiavilla, R.

1987-01-01

A description of the codes WAV3BDY and WAV4BDY, which generate the variational ground state wave functions of the A=3 and 4 nuclei, is given, followed by a discussion of the Monte Carlo integration technique, which is used to calculate expectation values and transition amplitudes of operators, and for whose implementation WAV3BDY and WAV4BDY are well suited

Monte Carlo Techniques for Nuclear Systems - Theory Lectures

International Nuclear Information System (INIS)

Brown, Forrest B.; Univ. of New Mexico, Albuquerque, NM

2016-01-01

These are lecture notes for a Monte Carlo class given at the University of New Mexico. The following topics are covered: course information; nuclear eng. review & MC; random numbers and sampling; computational geometry; collision physics; tallies and statistics; eigenvalue calculations I; eigenvalue calculations II; eigenvalue calculations III; variance reduction; parallel Monte Carlo; parameter studies; fission matrix and higher eigenmodes; doppler broadening; Monte Carlo depletion; HTGR modeling; coupled MC and T/H calculations; fission energy deposition. Solving particle transport problems with the Monte Carlo method is simple - just simulate the particle behavior. The devil is in the details, however. These lectures provide a balanced approach to the theory and practice of Monte Carlo simulation codes. The first lectures provide an overview of Monte Carlo simulation methods, covering the transport equation, random sampling, computational geometry, collision physics, and statistics. The next lectures focus on the state-of-the-art in Monte Carlo criticality simulations, covering the theory of eigenvalue calculations, convergence analysis, dominance ratio calculations, bias in Keff and tallies, bias in uncertainties, a case study of a realistic calculation, and Wielandt acceleration techniques. The remaining lectures cover advanced topics, including HTGR modeling and stochastic geometry, temperature dependence, fission energy deposition, depletion calculations, parallel calculations, and parameter studies. This portion of the class focuses on using MCNP to perform criticality calculations for reactor physics and criticality safety applications. It is an intermediate level class, intended for those with at least some familiarity with MCNP. Class examples provide hands-on experience at running the code, plotting both geometry and results, and understanding the code output. The class includes lectures & hands-on computer use for a variety of Monte Carlo calculations

Monte Carlo Techniques for Nuclear Systems - Theory Lectures

Energy Technology Data Exchange (ETDEWEB)

Brown, Forrest B. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States). Monte Carlo Methods, Codes, and Applications Group; Univ. of New Mexico, Albuquerque, NM (United States). Nuclear Engineering Dept.

2016-11-29

These are lecture notes for a Monte Carlo class given at the University of New Mexico. The following topics are covered: course information; nuclear eng. review & MC; random numbers and sampling; computational geometry; collision physics; tallies and statistics; eigenvalue calculations I; eigenvalue calculations II; eigenvalue calculations III; variance reduction; parallel Monte Carlo; parameter studies; fission matrix and higher eigenmodes; doppler broadening; Monte Carlo depletion; HTGR modeling; coupled MC and T/H calculations; fission energy deposition. Solving particle transport problems with the Monte Carlo method is simple - just simulate the particle behavior. The devil is in the details, however. These lectures provide a balanced approach to the theory and practice of Monte Carlo simulation codes. The first lectures provide an overview of Monte Carlo simulation methods, covering the transport equation, random sampling, computational geometry, collision physics, and statistics. The next lectures focus on the state-of-the-art in Monte Carlo criticality simulations, covering the theory of eigenvalue calculations, convergence analysis, dominance ratio calculations, bias in Keff and tallies, bias in uncertainties, a case study of a realistic calculation, and Wielandt acceleration techniques. The remaining lectures cover advanced topics, including HTGR modeling and stochastic geometry, temperature dependence, fission energy deposition, depletion calculations, parallel calculations, and parameter studies. This portion of the class focuses on using MCNP to perform criticality calculations for reactor physics and criticality safety applications. It is an intermediate level class, intended for those with at least some familiarity with MCNP. Class examples provide hands-on experience at running the code, plotting both geometry and results, and understanding the code output. The class includes lectures & hands-on computer use for a variety of Monte Carlo calculations

Monte Carlo Transport for Electron Thermal Transport

Science.gov (United States)

Chenhall, Jeffrey; Cao, Duc; Moses, Gregory

2015-11-01

The iSNB (implicit Schurtz Nicolai Busquet multigroup electron thermal transport method of Cao et al. is adapted into a Monte Carlo transport method in order to better model the effects of non-local behavior. The end goal is a hybrid transport-diffusion method that combines Monte Carlo Transport with a discrete diffusion Monte Carlo (DDMC). The hybrid method will combine the efficiency of a diffusion method in short mean free path regions with the accuracy of a transport method in long mean free path regions. The Monte Carlo nature of the approach allows the algorithm to be massively parallelized. Work to date on the method will be presented. This work was supported by Sandia National Laboratory - Albuquerque and the University of Rochester Laboratory for Laser Energetics.

Is Monte Carlo embarrassingly parallel?

Energy Technology Data Exchange (ETDEWEB)

Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands); Delft Nuclear Consultancy, IJsselzoom 2, 2902 LB Capelle aan den IJssel (Netherlands)

2012-07-01

Monte Carlo is often stated as being embarrassingly parallel. However, running a Monte Carlo calculation, especially a reactor criticality calculation, in parallel using tens of processors shows a serious limitation in speedup and the execution time may even increase beyond a certain number of processors. In this paper the main causes of the loss of efficiency when using many processors are analyzed using a simple Monte Carlo program for criticality. The basic mechanism for parallel execution is MPI. One of the bottlenecks turn out to be the rendez-vous points in the parallel calculation used for synchronization and exchange of data between processors. This happens at least at the end of each cycle for fission source generation in order to collect the full fission source distribution for the next cycle and to estimate the effective multiplication factor, which is not only part of the requested results, but also input to the next cycle for population control. Basic improvements to overcome this limitation are suggested and tested. Also other time losses in the parallel calculation are identified. Moreover, the threading mechanism, which allows the parallel execution of tasks based on shared memory using OpenMP, is analyzed in detail. Recommendations are given to get the maximum efficiency out of a parallel Monte Carlo calculation. (authors)

Is Monte Carlo embarrassingly parallel?

International Nuclear Information System (INIS)

Hoogenboom, J. E.

2012-01-01

Monte Carlo is often stated as being embarrassingly parallel. However, running a Monte Carlo calculation, especially a reactor criticality calculation, in parallel using tens of processors shows a serious limitation in speedup and the execution time may even increase beyond a certain number of processors. In this paper the main causes of the loss of efficiency when using many processors are analyzed using a simple Monte Carlo program for criticality. The basic mechanism for parallel execution is MPI. One of the bottlenecks turn out to be the rendez-vous points in the parallel calculation used for synchronization and exchange of data between processors. This happens at least at the end of each cycle for fission source generation in order to collect the full fission source distribution for the next cycle and to estimate the effective multiplication factor, which is not only part of the requested results, but also input to the next cycle for population control. Basic improvements to overcome this limitation are suggested and tested. Also other time losses in the parallel calculation are identified. Moreover, the threading mechanism, which allows the parallel execution of tasks based on shared memory using OpenMP, is analyzed in detail. Recommendations are given to get the maximum efficiency out of a parallel Monte Carlo calculation. (authors)

Development of Monte Carlo decay gamma-ray transport calculation system

Energy Technology Data Exchange (ETDEWEB)

Sato, Satoshi [Japan Atomic Energy Research Inst., Naka, Ibaraki (Japan). Naka Fusion Research Establishment; Kawasaki, Nobuo [Fujitsu Ltd., Tokyo (Japan); Kume, Etsuo [Japan Atomic Energy Research Inst., Center for Promotion of Computational Science and Engineering, Tokai, Ibaraki (Japan)

2001-06-01

In the DT fusion reactor, it is critical concern to evaluate the decay gamma-ray biological dose rates after the reactor shutdown exactly. In order to evaluate the decay gamma-ray biological dose rates exactly, three dimensional Monte Carlo decay gamma-ray transport calculation system have been developed by connecting the three dimensional Monte Carlo particle transport calculation code and the induced activity calculation code. The developed calculation system consists of the following four functions. (1) The operational neutron flux distribution is calculated by the three dimensional Monte Carlo particle transport calculation code. (2) The induced activities are calculated by the induced activity calculation code. (3) The decay gamma-ray source distribution is obtained from the induced activities. (4) The decay gamma-rays are generated by using the decay gamma-ray source distribution, and the decay gamma-ray transport calculation is conducted by the three dimensional Monte Carlo particle transport calculation code. In order to reduce the calculation time drastically, a biasing system for the decay gamma-ray source distribution has been developed, and the function is also included in the present system. In this paper, the outline and the detail of the system, and the execution example are reported. The evaluation for the effect of the biasing system is also reported. (author)

Mean field simulation for Monte Carlo integration

CERN Document Server

Del Moral, Pierre

2013-01-01

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

Monte Carlo study of the effective Sherman function for electron polarimetry

International Nuclear Information System (INIS)

Drągowski, M.; Włodarczyk, M.; Weber, G.; Ciborowski, J.; Enders, J.; Fritzsche, Y.; Poliszczuk, A.

2016-01-01

The PEBSI Monte Carlo simulation was upgraded towards usefulness for electron Mott polarimetry. The description of Mott scattering was improved and polarisation transfer in Møller scattering was included in the code. An improved agreement was achieved between the simulation and available experimental data for a 100 keV polarised electron beam scattering off gold foils of various thicknesses. The dependence of the effective Sherman function on scattering angle and target thickness, as well as the method of finding optimal conditions for Mott polarimetry measurements were analysed.

Monte Carlo Solutions for Blind Phase Noise Estimation

Directory of Open Access Journals (Sweden)

Çırpan Hakan

2009-01-01

Full Text Available This paper investigates the use of Monte Carlo sampling methods for phase noise estimation on additive white Gaussian noise (AWGN channels. The main contributions of the paper are (i the development of a Monte Carlo framework for phase noise estimation, with special attention to sequential importance sampling and Rao-Blackwellization, (ii the interpretation of existing Monte Carlo solutions within this generic framework, and (iii the derivation of a novel phase noise estimator. Contrary to the ad hoc phase noise estimators that have been proposed in the past, the estimators considered in this paper are derived from solid probabilistic and performance-determining arguments. Computer simulations demonstrate that, on one hand, the Monte Carlo phase noise estimators outperform the existing estimators and, on the other hand, our newly proposed solution exhibits a lower complexity than the existing Monte Carlo solutions.

Elements of Monte Carlo techniques

International Nuclear Information System (INIS)

Nagarajan, P.S.

2000-01-01

The Monte Carlo method is essentially mimicking the real world physical processes at the microscopic level. With the incredible increase in computing speeds and ever decreasing computing costs, there is widespread use of the method for practical problems. The method is used in calculating algorithm-generated sequences known as pseudo random sequence (prs)., probability density function (pdf), test for randomness, extension to multidimensional integration etc

Non-analogue Monte Carlo method, application to neutron simulation; Methode de Monte Carlo non analogue, application a la simulation des neutrons

Energy Technology Data Exchange (ETDEWEB)

Morillon, B.

1996-12-31

With most of the traditional and contemporary techniques, it is still impossible to solve the transport equation if one takes into account a fully detailed geometry and if one studies precisely the interactions between particles and matters. Only the Monte Carlo method offers such a possibility. However with significant attenuation, the natural simulation remains inefficient: it becomes necessary to use biasing techniques where the solution of the adjoint transport equation is essential. The Monte Carlo code Tripoli has been using such techniques successfully for a long time with different approximate adjoint solutions: these methods require from the user to find out some parameters. If this parameters are not optimal or nearly optimal, the biases simulations may bring about small figures of merit. This paper presents a description of the most important biasing techniques of the Monte Carlo code Tripoli ; then we show how to calculate the importance function for general geometry with multigroup cases. We present a completely automatic biasing technique where the parameters of the biased simulation are deduced from the solution of the adjoint transport equation calculated by collision probabilities. In this study we shall estimate the importance function through collision probabilities method and we shall evaluate its possibilities thanks to a Monte Carlo calculation. We compare different biased simulations with the importance function calculated by collision probabilities for one-group and multigroup problems. We have run simulations with new biasing method for one-group transport problems with isotropic shocks and for multigroup problems with anisotropic shocks. The results show that for the one-group and homogeneous geometry transport problems the method is quite optimal without splitting and russian roulette technique but for the multigroup and heterogeneous X-Y geometry ones the figures of merit are higher if we add splitting and russian roulette technique.

Monte Carlo based diffusion coefficients for LMFBR analysis

International Nuclear Information System (INIS)

Van Rooijen, Willem F.G.; Takeda, Toshikazu; Hazama, Taira

2010-01-01

A method based on Monte Carlo calculations is developed to estimate the diffusion coefficient of unit cells. The method uses a geometrical model similar to that used in lattice theory, but does not use the assumption of a separable fundamental mode used in lattice theory. The method uses standard Monte Carlo flux and current tallies, and the continuous energy Monte Carlo code MVP was used without modifications. Four models are presented to derive the diffusion coefficient from tally results of flux and partial currents. In this paper the method is applied to the calculation of a plate cell of the fast-spectrum critical facility ZEBRA. Conventional calculations of the diffusion coefficient diverge in the presence of planar voids in the lattice, but our Monte Carlo method can treat this situation without any problem. The Monte Carlo method was used to investigate the influence of geometrical modeling as well as the directional dependence of the diffusion coefficient. The method can be used to estimate the diffusion coefficient of complicated unit cells, the limitation being the capabilities of the Monte Carlo code. The method will be used in the future to confirm results for the diffusion coefficient obtained of the Monte Carlo code. The method will be used in the future to confirm results for the diffusion coefficient obtained with deterministic codes. (author)

Monte Carlo Simulation for Particle Detectors

CERN Document Server

Pia, Maria Grazia

2012-01-01

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

Longitudinal functional principal component modelling via Stochastic Approximation Monte Carlo

KAUST Repository

Martinez, Josue G.; Liang, Faming; Zhou, Lan; Carroll, Raymond J.

2010-01-01

model averaging using a Bayesian formulation. A relatively straightforward reversible jump Markov Chain Monte Carlo formulation has poor mixing properties and in simulated data often becomes trapped at the wrong number of principal components. In order

Optimization of the Monte Carlo code for modeling of photon migration in tissue.

Science.gov (United States)

Zołek, Norbert S; Liebert, Adam; Maniewski, Roman

2006-10-01

The Monte Carlo method is frequently used to simulate light transport in turbid media because of its simplicity and flexibility, allowing to analyze complicated geometrical structures. Monte Carlo simulations are, however, time consuming because of the necessity to track the paths of individual photons. The time consuming computation is mainly associated with the calculation of the logarithmic and trigonometric functions as well as the generation of pseudo-random numbers. In this paper, the Monte Carlo algorithm was developed and optimized, by approximation of the logarithmic and trigonometric functions. The approximations were based on polynomial and rational functions, and the errors of these approximations are less than 1% of the values of the original functions. The proposed algorithm was verified by simulations of the time-resolved reflectance at several source-detector separations. The results of the calculation using the approximated algorithm were compared with those of the Monte Carlo simulations obtained with an exact computation of the logarithm and trigonometric functions as well as with the solution of the diffusion equation. The errors of the moments of the simulated distributions of times of flight of photons (total number of photons, mean time of flight and variance) are less than 2% for a range of optical properties, typical of living tissues. The proposed approximated algorithm allows to speed up the Monte Carlo simulations by a factor of 4. The developed code can be used on parallel machines, allowing for further acceleration.

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

KAUST Repository

Haji Ali, Abdul Lateef; Tempone, Raul

2017-01-01

of particles. Based on these two parameters, we consider different variants of the Monte Carlo and Multilevel Monte Carlo (MLMC) methods and show that, in the best case, the optimal work complexity of MLMC, to estimate the functional in one typical setting

Monte Carlo calculations of triton and 4He nuclei with the Reid potential

International Nuclear Information System (INIS)

Lomnitz-Adler, J.; Pandharipande, V.R.; Smith, R.A.

1981-01-01

A Monte Carlo method is developed to calculate the binding energy and density distribution of the 3 H and 4 H nuclei for a variational wave function written as a symmetrized product of correlation operators. The upper bounds obtained with the Reid potential are -6.86 +- 0.08 and -22.9 +- 0.5 MeV respectively. The Coulomb interaction in 4 H is ignored. The calculated density distributions have reasonable radii, but they do not show any dip at the center. (orig.)

Study of Atoms and Molecules with Auxiliary-Field Quantum Monte Carlo

Science.gov (United States)

Purwanto, Wirawan; Suewattana, Malliga; Krakauer, Henry; Zhang, Shiwei; Walter, Eric J.

2006-03-01

We study the ground-state properties of second-row atoms and molecules using the phaseless auxiliary-field quantum Monte Carlo (AF QMC) method. This method projects the many-body ground state from a trial wave function by means of random walks in the Slater-determinant space. We use a single Slater-determinant trial wave function obtained from density-functional theory (DFT) or Hartree-Fock (HF) calculations. The calculations were done with a plane-wave basis and supercells with periodic boundary condition. We investigate the finite-size effects and the accuracy of pseudopotentials within DFT, HF, and AF QMC frameworks. Pseudopotentials generated from both LDA (OPIUM) and HF are employed. We find that the many-body QMC calculations show a greater sensitivity to the accuracy of the pseudopotentials. With reliable pseudopotentials, the ionization potentials and dissociation energies obtained using AF QMC are in excellent agreement with the experimental results. S. Zhang and H. Krakauer, Phys. Rev. Lett. 90, 136401 (2003) http://opium.sourceforge.net I. Ovcharenko, A. Aspuru-Guzik, and W. A. Lester, J. Chem. Phys. 114, 7790 (2001)

Random Numbers and Monte Carlo Methods

Science.gov (United States)

Scherer, Philipp O. J.

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

LCG Monte-Carlo Data Base

CERN Document Server

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

2004-01-01

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

Alternative implementations of the Monte Carlo power method

International Nuclear Information System (INIS)

Blomquist, R.N.; Gelbard, E.M.

2002-01-01

We compare nominal efficiencies, i.e. variances in power shapes for equal running time, of different versions of the Monte Carlo eigenvalue computation, as applied to criticality safety analysis calculations. The two main methods considered here are ''conventional'' Monte Carlo and the superhistory method, and both are used in criticality safety codes. Within each of these major methods, different variants are available for the main steps of the basic Monte Carlo algorithm. Thus, for example, different treatments of the fission process may vary in the extent to which they follow, in analog fashion, the details of real-world fission, or may vary in details of the methods by which they choose next-generation source sites. In general the same options are available in both the superhistory method and conventional Monte Carlo, but there seems not to have been much examination of the special properties of the two major methods and their minor variants. We find, first, that the superhistory method is just as efficient as conventional Monte Carlo and, secondly, that use of different variants of the basic algorithms may, in special cases, have a surprisingly large effect on Monte Carlo computational efficiency

Igo - A Monte Carlo Code For Radiotherapy Planning

International Nuclear Information System (INIS)

Goldstein, M.; Regev, D.

1999-01-01

The goal of radiation therapy is to deliver a lethal dose to the tumor, while minimizing the dose to normal tissues and vital organs. To carry out this task, it is critical to calculate correctly the 3-D dose delivered. Monte Carlo transport methods (especially the Adjoint Monte Carlo have the potential to provide more accurate predictions of the 3-D dose the currently used methods. IG0 is a Monte Carlo code derived from the general Monte Carlo Program - MCNP, tailored specifically for calculating the effects of radiation therapy. This paper describes the IG0 transport code, the PIG0 interface and some preliminary results

Odd-flavor Simulations by the Hybrid Monte Carlo

CERN Document Server

Takaishi, Tetsuya; Takaishi, Tetsuya; De Forcrand, Philippe

2001-01-01

The standard hybrid Monte Carlo algorithm is known to simulate even flavors QCD only. Simulations of odd flavors QCD, however, can be also performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion matrix is approximated by a polynomial. In this exploratory study we perform three flavors QCD simulations. We make a comparison of the hybrid Monte Carlo algorithm and the R-algorithm which also simulates odd flavors systems but has step-size errors. We find that results from our hybrid Monte Carlo algorithm are in agreement with those from the R-algorithm obtained at very small step-size.

TRIPOLI-4: Monte Carlo transport code functionalities and applications

International Nuclear Information System (INIS)

Both, J.P.; Lee, Y.K.; Mazzolo, A.; Peneliau, Y.; Petit, O.; Roesslinger, B.

2003-01-01

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.)

Non statistical Monte-Carlo

International Nuclear Information System (INIS)

Mercier, B.

1985-04-01

We have shown that the transport equation can be solved with particles, like the Monte-Carlo method, but without random numbers. In the Monte-Carlo method, particles are created from the source, and are followed from collision to collision until either they are absorbed or they leave the spatial domain. In our method, particles are created from the original source, with a variable weight taking into account both collision and absorption. These particles are followed until they leave the spatial domain, and we use them to determine a first collision source. Another set of particles is then created from this first collision source, and tracked to determine a second collision source, and so on. This process introduces an approximation which does not exist in the Monte-Carlo method. However, we have analyzed the effect of this approximation, and shown that it can be limited. Our method is deterministic, gives reproducible results. Furthermore, when extra accuracy is needed in some region, it is easier to get more particles to go there. It has the same kind of applications: rather problems where streaming is dominant than collision dominated problems

Fast GPU-based Monte Carlo simulations for LDR prostate brachytherapy

Science.gov (United States)

Bonenfant, Éric; Magnoux, Vincent; Hissoiny, Sami; Ozell, Benoît; Beaulieu, Luc; Després, Philippe

2015-07-01

The aim of this study was to evaluate the potential of bGPUMCD, a Monte Carlo algorithm executed on Graphics Processing Units (GPUs), for fast dose calculations in permanent prostate implant dosimetry. It also aimed to validate a low dose rate brachytherapy source in terms of TG-43 metrics and to use this source to compute dose distributions for permanent prostate implant in very short times. The physics of bGPUMCD was reviewed and extended to include Rayleigh scattering and fluorescence from photoelectric interactions for all materials involved. The radial and anisotropy functions were obtained for the Nucletron SelectSeed in TG-43 conditions. These functions were compared to those found in the MD Anderson Imaging and Radiation Oncology Core brachytherapy source registry which are considered the TG-43 reference values. After appropriate calibration of the source, permanent prostate implant dose distributions were calculated for four patients and compared to an already validated Geant4 algorithm. The radial function calculated from bGPUMCD showed excellent agreement (differences within 1.3%) with TG-43 accepted values. The anisotropy functions at r = 1 cm and r = 4 cm were within 2% of TG-43 values for angles over 17.5°. For permanent prostate implants, Monte Carlo-based dose distributions with a statistical uncertainty of 1% or less for the target volume were obtained in 30 s or less for 1 × 1 × 1 mm3 calculation grids. Dosimetric indices were very similar (within 2.7%) to those obtained with a validated, independent Monte Carlo code (Geant4) performing the calculations for the same cases in a much longer time (tens of minutes to more than a hour). bGPUMCD is a promising code that lets envision the use of Monte Carlo techniques in a clinical environment, with sub-minute execution times on a standard workstation. Future work will explore the use of this code with an inverse planning method to provide a complete Monte Carlo-based planning solution.

A functional method for estimating DPA tallies in Monte Carlo calculations of Light Water Reactors

International Nuclear Information System (INIS)

Read, Edward A.; Oliveira, Cassiano R.E. de

2011-01-01

There has been a growing need in recent years for the development of methodology to calculate radiation damage factors, namely displacements per atom (dpa), of structural components for Light Water Reactors (LWRs). The aim of this paper is to discuss the development and implementation of a dpa method using Monte Carlo method for transport calculations. The capabilities of the Monte Carlo code Serpent such as Woodcock tracking and fuel depletion are assessed for radiation damage calculations and its capability demonstrated and compared to those of the Monte Carlo code MCNP for radiation damage calculations of a typical LWR configuration. (author)

Physical interpretation of Monte Carlo wave-function and stochastic Schroedinger equation methods for cavity quantum electrodynamics

International Nuclear Information System (INIS)

Kist, Tarso B.L.; Orszag, M.; Davidovich, L.

1997-01-01

The dynamics of open system is frequently modeled in terms of a small system S coupled to a reservoir R, the last having an infinitely larger number of degree of freedom than S. Usually the dynamics of the S variables may be of interest, which can be studied using either Langevin equations, or master equations, or yet the path integral formulation. Useful alternatives for the master equation method are the Monte Carlo Wave-function method (MCWF), and Stochastic Schroedinger Equations (SSE's). The methods MCWF and SSE's recently experienced a fast development both in their theoretical background and applications to the study of the dissipative quantum systems dynamics in quantum optics. Even though these alternatives can be shown to be formally equivalent to the master equation approach, they are often regarded as mathematical tricks, with no relation to a concrete physical evolution of the system. The advantage of using them is that one has to deal with state vectors, instead of density matrices, thus reducing the total amount of matrix elements to be calculated. In this work, we consider the possibility of giving a physical interpretation to these methods, in terms of continuous measurements made on the evolving system. We show that physical realizations of the two methods are indeed possible, for a mode of the electromagnetic field in a cavity interacting with a continuum of modes corresponding to the field outside the cavity. Two schemes are proposed, consisting of a mode of the electromagnetic field interacting with a beam of Rydberg two-level atoms. In these schemes, the field mode plays the role of a small system and the atomic beam plays the role of a reservoir (infinitely larger number of degrees of freedom at finite temperature, the interaction between them being given by the Jaynes-Cummings model

A new method to assess the statistical convergence of monte carlo solutions

International Nuclear Information System (INIS)

Forster, R.A.

1991-01-01

Accurate Monte Carlo confidence intervals (CIs), which are formed with an estimated mean and an estimated standard deviation, can only be created when the number of particle histories N becomes large enough so that the central limit theorem can be applied. The Monte Carlo user has a limited number of marginal methods to assess the fulfillment of this condition, such as statistical error reduction proportional to 1/√N with error magnitude guidelines and third and fourth moment estimators. A new method is presented here to assess the statistical convergence of Monte Carlo solutions by analyzing the shape of the empirical probability density function (PDF) of history scores. Related work in this area includes the derivation of analytic score distributions for a two-state Monte Carlo problem. Score distribution histograms have been generated to determine when a small number of histories accounts for a large fraction of the result. This summary describes initial studies of empirical Monte Carlo history score PDFs created from score histograms of particle transport simulations. 7 refs., 1 fig

Levy-Lieb-Based Monte Carlo Study of the Dimensionality Behaviour of the Electronic Kinetic Functional

Directory of Open Access Journals (Sweden)

Seshaditya A.

2017-06-01

Full Text Available We consider a gas of interacting electrons in the limit of nearly uniform density and treat the one dimensional (1D, two dimensional (2D and three dimensional (3D cases. We focus on the determination of the correlation part of the kinetic functional by employing a Monte Carlo sampling technique of electrons in space based on an analytic derivation via the Levy-Lieb constrained search principle. Of particular interest is the question of the behaviour of the functional as one passes from 1D to 3D; according to the basic principles of Density Functional Theory (DFT the form of the universal functional should be independent of the dimensionality. However, in practice the straightforward use of current approximate functionals in different dimensions is problematic. Here, we show that going from the 3D to the 2D case the functional form is consistent (concave function but in 1D becomes convex; such a drastic difference is peculiar of 1D electron systems as it is for other quantities. Given the interesting behaviour of the functional, this study represents a basic first-principle approach to the problem and suggests further investigations using highly accurate (though expensive many-electron computational techniques, such as Quantum Monte Carlo.

Unitary Dynamics of Strongly Interacting Bose Gases with the Time-Dependent Variational Monte Carlo Method in Continuous Space

Science.gov (United States)

Carleo, Giuseppe; Cevolani, Lorenzo; Sanchez-Palencia, Laurent; Holzmann, Markus

2017-07-01

We introduce the time-dependent variational Monte Carlo method for continuous-space Bose gases. Our approach is based on the systematic expansion of the many-body wave function in terms of multibody correlations and is essentially exact up to adaptive truncation. The method is benchmarked by comparison to an exact Bethe ansatz or existing numerical results for the integrable Lieb-Liniger model. We first show that the many-body wave function achieves high precision for ground-state properties, including energy and first-order as well as second-order correlation functions. Then, we study the out-of-equilibrium, unitary dynamics induced by a quantum quench in the interaction strength. Our time-dependent variational Monte Carlo results are benchmarked by comparison to exact Bethe ansatz results available for a small number of particles, and are also compared to quench action results available for noninteracting initial states. Moreover, our approach allows us to study large particle numbers and general quench protocols, previously inaccessible beyond the mean-field level. Our results suggest that it is possible to find correlated initial states for which the long-term dynamics of local density fluctuations is close to the predictions of a simple Boltzmann ensemble.

TRIPOLI-4: Monte Carlo transport code functionalities and applications; TRIPOLI-4: code de transport Monte Carlo fonctionnalites et applications

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.)

Biases in Monte Carlo eigenvalue calculations

Energy Technology Data Exchange (ETDEWEB)

Gelbard, E.M.

1992-12-01

The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the ``fixed-source`` case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated (``replicated``) over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here.

Biases in Monte Carlo eigenvalue calculations

Energy Technology Data Exchange (ETDEWEB)

Gelbard, E.M.

1992-01-01

The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the fixed-source'' case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated ( replicated'') over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here.

Biases in Monte Carlo eigenvalue calculations

International Nuclear Information System (INIS)

Gelbard, E.M.

1992-01-01

The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the ''fixed-source'' case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated (''replicated'') over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here

Advanced Computational Methods for Monte Carlo Calculations

Energy Technology Data Exchange (ETDEWEB)

Brown, Forrest B. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2018-01-12

This course is intended for graduate students who already have a basic understanding of Monte Carlo methods. It focuses on advanced topics that may be needed for thesis research, for developing new state-of-the-art methods, or for working with modern production Monte Carlo codes.

Monte Carlo Simulations of Phosphate Polyhedron Connectivity in Glasses

Energy Technology Data Exchange (ETDEWEB)

ALAM,TODD M.

1999-12-21

Monte Carlo simulations of phosphate tetrahedron connectivity distributions in alkali and alkaline earth phosphate glasses are reported. By utilizing a discrete bond model, the distribution of next-nearest neighbor connectivities between phosphate polyhedron for random, alternating and clustering bonding scenarios was evaluated as a function of the relative bond energy difference. The simulated distributions are compared to experimentally observed connectivities reported for solid-state two-dimensional exchange and double-quantum NMR experiments of phosphate glasses. These Monte Carlo simulations demonstrate that the polyhedron connectivity is best described by a random distribution in lithium phosphate and calcium phosphate glasses.

Prospect on general software of Monte Carlo method

International Nuclear Information System (INIS)

Pei Lucheng

1992-01-01

This is a short paper on the prospect of Monte Carlo general software. The content consists of cluster sampling method, zero variance technique, self-improved method, and vectorized Monte Carlo method

Strategije drevesnega preiskovanja Monte Carlo

OpenAIRE

VODOPIVEC, TOM

2018-01-01

Po preboju pri igri go so metode drevesnega preiskovanja Monte Carlo (ang. Monte Carlo tree search – MCTS) sprožile bliskovit napredek agentov za igranje iger: raziskovalna skupnost je od takrat razvila veliko variant in izboljšav algoritma MCTS ter s tem zagotovila napredek umetne inteligence ne samo pri igrah, ampak tudi v številnih drugih domenah. Čeprav metode MCTS združujejo splošnost naključnega vzorčenja z natančnostjo drevesnega preiskovanja, imajo lahko v praksi težave s počasno konv...

Monte Carlo electron/photon transport

International Nuclear Information System (INIS)

Mack, J.M.; Morel, J.E.; Hughes, H.G.

1985-01-01

A review of nonplasma coupled electron/photon transport using Monte Carlo method is presented. Remarks are mainly restricted to linerarized formalisms at electron energies from 1 keV to 1000 MeV. Applications involving pulse-height estimation, transport in external magnetic fields, and optical Cerenkov production are discussed to underscore the importance of this branch of computational physics. Advances in electron multigroup cross-section generation is reported, and its impact on future code development assessed. Progress toward the transformation of MCNP into a generalized neutral/charged-particle Monte Carlo code is described. 48 refs

The effects of LIGO detector noise on a 15-dimensional Markov-chain Monte Carlo analysis of gravitational-wave signals

International Nuclear Information System (INIS)

Raymond, V; Mandel, I; Kalogera, V; Van der Sluys, M V; Roever, C; Christensen, N

2010-01-01

Gravitational-wave signals from inspirals of binary compact objects (black holes and neutron stars) are primary targets of the ongoing searches by ground-based gravitational-wave (GW) interferometers (LIGO, Virgo and GEO-600). We present parameter estimation results from our Markov-chain Monte Carlo code SPINspiral on signals from binaries with precessing spins. Two data sets are created by injecting simulated GW signals either into synthetic Gaussian noise or into LIGO detector data. We compute the 15-dimensional probability-density functions (PDFs) for both data sets, as well as for a data set containing LIGO data with a known, loud artefact ('glitch'). We show that the analysis of the signal in detector noise yields accuracies similar to those obtained using simulated Gaussian noise. We also find that while the Markov chains from the glitch do not converge, the PDFs would look consistent with a GW signal present in the data. While our parameter estimation results are encouraging, further investigations into how to differentiate an actual GW signal from noise are necessary.

Annealing evolutionary stochastic approximation Monte Carlo for global optimization

KAUST Repository

Liang, Faming

2010-04-08

In this paper, we propose a new algorithm, the so-called annealing evolutionary stochastic approximation Monte Carlo (AESAMC) algorithm as a general optimization technique, and study its convergence. AESAMC possesses a self-adjusting mechanism, whose target distribution can be adapted at each iteration according to the current samples. Thus, AESAMC falls into the class of adaptive Monte Carlo methods. This mechanism also makes AESAMC less trapped by local energy minima than nonadaptive MCMC algorithms. Under mild conditions, we show that AESAMC can converge weakly toward a neighboring set of global minima in the space of energy. AESAMC is tested on multiple optimization problems. The numerical results indicate that AESAMC can potentially outperform simulated annealing, the genetic algorithm, annealing stochastic approximation Monte Carlo, and some other metaheuristics in function optimization. © 2010 Springer Science+Business Media, LLC.

Electron transport in radiotherapy using local-to-global Monte Carlo

International Nuclear Information System (INIS)

Svatos, M.M.; Chandler, W.P.; Siantar, C.L.H.; Rathkopf, J.A.; Ballinger, C.T.

1994-09-01

Local-to-Global (L-G) Monte Carlo methods are a way to make three-dimensional electron transport both fast and accurate relative to other Monte Carlo methods. This is achieved by breaking the simulation into two stages: a local calculation done over small geometries having the size and shape of the ''steps'' to be taken through the mesh; and a global calculation which relies on a stepping code that samples the stored results of the local calculation. The increase in speed results from taking fewer steps in the global calculation than required by ordinary Monte Carlo codes and by speeding up the calculation per step. The potential for accuracy comes from the ability to use long runs of detailed codes to compile probability distribution functions (PDFs) in the local calculation. Specific examples of successful Local-to-Global algorithms are given

Performance of quantum Monte Carlo for calculating molecular bond lengths

Energy Technology Data Exchange (ETDEWEB)

Cleland, Deidre M., E-mail: deidre.cleland@csiro.au; Per, Manolo C., E-mail: manolo.per@csiro.au [CSIRO Virtual Nanoscience Laboratory, 343 Royal Parade, Parkville, Victoria 3052 (Australia)

2016-03-28

This work investigates the accuracy of real-space quantum Monte Carlo (QMC) methods for calculating molecular geometries. We present the equilibrium bond lengths of a test set of 30 diatomic molecules calculated using variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC) methods. The effect of different trial wavefunctions is investigated using single determinants constructed from Hartree-Fock (HF) and Density Functional Theory (DFT) orbitals with LDA, PBE, and B3LYP functionals, as well as small multi-configurational self-consistent field (MCSCF) multi-determinant expansions. When compared to experimental geometries, all DMC methods exhibit smaller mean-absolute deviations (MADs) than those given by HF, DFT, and MCSCF. The most accurate MAD of 3 ± 2 × 10{sup −3} Å is achieved using DMC with a small multi-determinant expansion. However, the more computationally efficient multi-determinant VMC method has a similar MAD of only 4.0 ± 0.9 × 10{sup −3} Å, suggesting that QMC forces calculated from the relatively simple VMC algorithm may often be sufficient for accurate molecular geometries.

Proceedings of the conference on frontiers of Quantum Monte Carlo

International Nuclear Information System (INIS)

Gubernatis, J.E.

1986-01-01

This journal of conference proceedings includes papers on topics such as: computers and science; Quantum Monte Carlo; condensed matter physics (with papers including the statistical error of Green's Function Monte Carlo, a study of Trotter-like approximations, simulations of the Hubbard model, and stochastic simulation of fermions); chemistry (including papers on quantum simulations of aqueous systems, fourier path integral methods, and a study of electron solvation in polar solvents using path integral calculations); atomic molecular and nuclear physics; high-energy physics, and advanced computer designs

A hybrid transport-diffusion Monte Carlo method for frequency-dependent radiative-transfer simulations

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Thompson, Kelly G.; Urbatsch, Todd J.

2012-01-01

Discrete Diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Implicit Monte Carlo radiative-transfer simulations in optically thick media. In DDMC, particles take discrete steps between spatial cells according to a discretized diffusion equation. Each discrete step replaces many smaller Monte Carlo steps, thus improving the efficiency of the simulation. In this paper, we present an extension of DDMC for frequency-dependent radiative transfer. We base our new DDMC method on a frequency-integrated diffusion equation for frequencies below a specified threshold, as optical thickness is typically a decreasing function of frequency. Above this threshold we employ standard Monte Carlo, which results in a hybrid transport-diffusion scheme. With a set of frequency-dependent test problems, we confirm the accuracy and increased efficiency of our new DDMC method.

Quantum Monte Carlo for atoms and molecules

International Nuclear Information System (INIS)

Barnett, R.N.

1989-11-01

The diffusion quantum Monte Carlo with fixed nodes (QMC) approach has been employed in studying energy-eigenstates for 1--4 electron systems. Previous work employing the diffusion QMC technique yielded energies of high quality for H 2 , LiH, Li 2 , and H 2 O. Here, the range of calculations with this new approach has been extended to include additional first-row atoms and molecules. In addition, improvements in the previously computed fixed-node energies of LiH, Li 2 , and H 2 O have been obtained using more accurate trial functions. All computations were performed within, but are not limited to, the Born-Oppenheimer approximation. In our computations, the effects of variation of Monte Carlo parameters on the QMC solution of the Schroedinger equation were studied extensively. These parameters include the time step, renormalization time and nodal structure. These studies have been very useful in determining which choices of such parameters will yield accurate QMC energies most efficiently. Generally, very accurate energies (90--100% of the correlation energy is obtained) have been computed with single-determinant trail functions multiplied by simple correlation functions. Improvements in accuracy should be readily obtained using more complex trial functions

Present status of transport code development based on Monte Carlo method

International Nuclear Information System (INIS)

Nakagawa, Masayuki

1985-01-01

The present status of development in Monte Carlo code is briefly reviewed. The main items are the followings; Application fields, Methods used in Monte Carlo code (geometry spectification, nuclear data, estimator and variance reduction technique) and unfinished works, Typical Monte Carlo codes and Merits of continuous energy Monte Carlo code. (author)

Successful vectorization - reactor physics Monte Carlo code

International Nuclear Information System (INIS)

Martin, W.R.

1989-01-01

Most particle transport Monte Carlo codes in use today are based on the ''history-based'' algorithm, wherein one particle history at a time is simulated. Unfortunately, the ''history-based'' approach (present in all Monte Carlo codes until recent years) is inherently scalar and cannot be vectorized. In particular, the history-based algorithm cannot take advantage of vector architectures, which characterize the largest and fastest computers at the current time, vector supercomputers such as the Cray X/MP or IBM 3090/600. However, substantial progress has been made in recent years in developing and implementing a vectorized Monte Carlo algorithm. This algorithm follows portions of many particle histories at the same time and forms the basis for all successful vectorized Monte Carlo codes that are in use today. This paper describes the basic vectorized algorithm along with descriptions of several variations that have been developed by different researchers for specific applications. These applications have been mainly in the areas of neutron transport in nuclear reactor and shielding analysis and photon transport in fusion plasmas. The relative merits of the various approach schemes will be discussed and the present status of known vectorization efforts will be summarized along with available timing results, including results from the successful vectorization of 3-D general geometry, continuous energy Monte Carlo. (orig.)

Geometrical splitting in Monte Carlo

International Nuclear Information System (INIS)

Dubi, A.; Elperin, T.; Dudziak, D.J.

1982-01-01

A statistical model is presented by which a direct statistical approach yielded an analytic expression for the second moment, the variance ratio, and the benefit function in a model of an n surface-splitting Monte Carlo game. In addition to the insight into the dependence of the second moment on the splitting parameters the main importance of the expressions developed lies in their potential to become a basis for in-code optimization of splitting through a general algorithm. Refs

Bayesian phylogeny analysis via stochastic approximation Monte Carlo

KAUST Repository

Cheon, Sooyoung; Liang, Faming

2009-01-01

in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method

Flat-histogram methods in quantum Monte Carlo simulations: Application to the t-J model

International Nuclear Information System (INIS)

Diamantis, Nikolaos G.; Manousakis, Efstratios

2016-01-01

We discuss that flat-histogram techniques can be appropriately applied in the sampling of quantum Monte Carlo simulation in order to improve the statistical quality of the results at long imaginary time or low excitation energy. Typical imaginary-time correlation functions calculated in quantum Monte Carlo are subject to exponentially growing errors as the range of imaginary time grows and this smears the information on the low energy excitations. We show that we can extract the low energy physics by modifying the Monte Carlo sampling technique to one in which configurations which contribute to making the histogram of certain quantities flat are promoted. We apply the diagrammatic Monte Carlo (diag-MC) method to the motion of a single hole in the t-J model and we show that the implementation of flat-histogram techniques allows us to calculate the Green's function in a wide range of imaginary-time. In addition, we show that applying the flat-histogram technique alleviates the “sign”-problem associated with the simulation of the single-hole Green's function at long imaginary time. (paper)

Reflections on early Monte Carlo calculations

International Nuclear Information System (INIS)

Spanier, J.

1992-01-01

Monte Carlo methods for solving various particle transport problems developed in parallel with the evolution of increasingly sophisticated computer programs implementing diffusion theory and low-order moments calculations. In these early years, Monte Carlo calculations and high-order approximations to the transport equation were seen as too expensive to use routinely for nuclear design but served as invaluable aids and supplements to design with less expensive tools. The earliest Monte Carlo programs were quite literal; i.e., neutron and other particle random walk histories were simulated by sampling from the probability laws inherent in the physical system without distoration. Use of such analogue sampling schemes resulted in a good deal of time being spent in examining the possibility of lowering the statistical uncertainties in the sample estimates by replacing simple, and intuitively obvious, random variables by those with identical means but lower variances

Annealing evolutionary stochastic approximation Monte Carlo for global optimization

KAUST Repository

Liang, Faming

2010-01-01

outperform simulated annealing, the genetic algorithm, annealing stochastic approximation Monte Carlo, and some other metaheuristics in function optimization. © 2010 Springer Science+Business Media, LLC.

Sampling from a polytope and hard-disk Monte Carlo

International Nuclear Information System (INIS)

Kapfer, Sebastian C; Krauth, Werner

2013-01-01

The hard-disk problem, the statics and the dynamics of equal two-dimensional hard spheres in a periodic box, has had a profound influence on statistical and computational physics. Markov-chain Monte Carlo and molecular dynamics were first discussed for this model. Here we reformulate hard-disk Monte Carlo algorithms in terms of another classic problem, namely the sampling from a polytope. Local Markov-chain Monte Carlo, as proposed by Metropolis et al. in 1953, appears as a sequence of random walks in high-dimensional polytopes, while the moves of the more powerful event-chain algorithm correspond to molecular dynamics evolution. We determine the convergence properties of Monte Carlo methods in a special invariant polytope associated with hard-disk configurations, and the implications for convergence of hard-disk sampling. Finally, we discuss parallelization strategies for event-chain Monte Carlo and present results for a multicore implementation

Problems in radiation shielding calculations with Monte Carlo methods

International Nuclear Information System (INIS)

Ueki, Kohtaro

1985-01-01

The Monte Carlo method is a very useful tool for solving a large class of radiation transport problem. In contrast with deterministic method, geometric complexity is a much less significant problem for Monte Carlo calculations. However, the accuracy of Monte Carlo calculations is of course, limited by statistical error of the quantities to be estimated. In this report, we point out some typical problems to solve a large shielding system including radiation streaming. The Monte Carlo coupling technique was developed to settle such a shielding problem accurately. However, the variance of the Monte Carlo results using the coupling technique of which detectors were located outside the radiation streaming, was still not enough. So as to bring on more accurate results for the detectors located outside the streaming and also for a multi-legged-duct streaming problem, a practicable way of ''Prism Scattering technique'' is proposed in the study. (author)

Cluster monte carlo method for nuclear criticality safety calculation

International Nuclear Information System (INIS)

Pei Lucheng

1984-01-01

One of the most important applications of the Monte Carlo method is the calculation of the nuclear criticality safety. The fair source game problem was presented at almost the same time as the Monte Carlo method was applied to calculating the nuclear criticality safety. The source iteration cost may be reduced as much as possible or no need for any source iteration. This kind of problems all belongs to the fair source game prolems, among which, the optimal source game is without any source iteration. Although the single neutron Monte Carlo method solved the problem without the source iteration, there is still quite an apparent shortcoming in it, that is, it solves the problem without the source iteration only in the asymptotic sense. In this work, a new Monte Carlo method called the cluster Monte Carlo method is given to solve the problem further

Multilevel Monte Carlo Approaches for Numerical Homogenization

KAUST Repository

Efendiev, Yalchin R.

2015-10-01

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

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.

An introduction to applied quantum mechanics in the Wigner Monte Carlo formalism

International Nuclear Information System (INIS)

Sellier, J.M.; Nedjalkov, M.; Dimov, I.

2015-01-01

The Wigner formulation of quantum mechanics is a very intuitive approach which allows the comprehension and prediction of quantum mechanical phenomena in terms of quasi-distribution functions. In this review, our aim is to provide a detailed introduction to this theory along with a Monte Carlo method for the simulation of time-dependent quantum systems evolving in a phase-space. This work consists of three main parts. First, we introduce the Wigner formalism, then we discuss in detail the Wigner Monte Carlo method and, finally, we present practical applications. In particular, the Wigner model is first derived from the Schrödinger equation. Then a generalization of the formalism due to Moyal is provided, which allows to recover important mathematical properties of the model. Next, the Wigner equation is further generalized to the case of many-body quantum systems. Finally, a physical interpretation of the negative part of a quasi-distribution function is suggested. In the second part, the Wigner Monte Carlo method, based on the concept of signed (virtual) particles, is introduced in detail for the single-body problem. Two extensions of the Wigner Monte Carlo method to quantum many-body problems are introduced, in the frameworks of time-dependent density functional theory and ab-initio methods. Finally, in the third and last part of this paper, applications to single- and many-body problems are performed in the context of quantum physics and quantum chemistry, specifically focusing on the hydrogen, lithium and boron atoms, the H 2 molecule and a system of two identical Fermions. We conclude this work with a discussion on the still unexplored directions the Wigner Monte Carlo method could take in the next future

Wielandt acceleration for MCNP5 Monte Carlo eigenvalue calculations

International Nuclear Information System (INIS)

Brown, F.

2007-01-01

Monte Carlo criticality calculations use the power iteration method to determine the eigenvalue (k eff ) and eigenfunction (fission source distribution) of the fundamental mode. A recently proposed method for accelerating convergence of the Monte Carlo power iteration using Wielandt's method has been implemented in a test version of MCNP5. The method is shown to provide dramatic improvements in convergence rates and to greatly reduce the possibility of false convergence assessment. The method is effective and efficient, improving the Monte Carlo figure-of-merit for many problems. In addition, the method should eliminate most of the underprediction bias in confidence intervals for Monte Carlo criticality calculations. (authors)

Monte Carlo shielding analyses using an automated biasing procedure

International Nuclear Information System (INIS)

Tang, J.S.; Hoffman, T.J.

1988-01-01

A systematic and automated approach for biasing Monte Carlo shielding calculations is described. In particular, adjoint fluxes from a one-dimensional discrete ordinates calculation are used to generate biasing parameters for a Monte Carlo calculation. The entire procedure of adjoint calculation, biasing parameters generation, and Monte Carlo calculation has been automated. The automated biasing procedure has been applied to several realistic deep-penetration shipping cask problems. The results obtained for neutron and gamma-ray transport indicate that with the automated biasing procedure Monte Carlo shielding calculations of spent-fuel casks can be easily performed with minimum effort and that accurate results can be obtained at reasonable computing cost

Applications of the Monte Carlo method in radiation protection

International Nuclear Information System (INIS)

Kulkarni, R.N.; Prasad, M.A.

1999-01-01

This paper gives a brief introduction to the application of the Monte Carlo method in radiation protection. It may be noted that an exhaustive review has not been attempted. The special advantage of the Monte Carlo method has been first brought out. The fundamentals of the Monte Carlo method have next been explained in brief, with special reference to two applications in radiation protection. Some sample current applications have been reported in the end in brief as examples. They are, medical radiation physics, microdosimetry, calculations of thermoluminescence intensity and probabilistic safety analysis. The limitations of the Monte Carlo method have also been mentioned in passing. (author)

Pore-scale uncertainty quantification with multilevel Monte Carlo

KAUST Repository

Icardi, Matteo; Hoel, Haakon; Long, Quan; Tempone, Raul

2014-01-01

. Since there are no generic ways to parametrize the randomness in the porescale structures, Monte Carlo techniques are the most accessible to compute statistics. We propose a multilevel Monte Carlo (MLMC) technique to reduce the computational cost

Monte Carlo simulation of positron induced secondary electrons in thin carbon foils

International Nuclear Information System (INIS)

Cai, L H; Yang, B; Ling, C C; Beling, C D; Fung, S

2011-01-01

Emission of secondary electrons induced by the passage of low energy positrons through thin carbon foils was studied by the Monte Carlo method. The positron and electron elastic cross sections were calculated by partial wave analysis. The inelastic positron-valence-electron was described by the energy loss function obtained from dielectric theory. The positron-core-electron interaction was modelled by the Gryzinski's excitation function. Positron transport inside the carbon foil was simulated in detail. Secondary electrons created by positrons and high energy secondary electrons through inelastic interactions were tracked through the foil. The positron transmission coefficient and secondary electron yielded in forward and backward geometry are calculated and dependences on positron energy and carbon foil thickness are discussed.

Quantum statistical Monte Carlo methods and applications to spin systems

International Nuclear Information System (INIS)

Suzuki, M.

1986-01-01

A short review is given concerning the quantum statistical Monte Carlo method based on the equivalence theorem that d-dimensional quantum systems are mapped onto (d+1)-dimensional classical systems. The convergence property of this approximate tansformation is discussed in detail. Some applications of this general appoach to quantum spin systems are reviewed. A new Monte Carlo method, ''thermo field Monte Carlo method,'' is presented, which is an extension of the projection Monte Carlo method at zero temperature to that at finite temperatures

Optix: A Monte Carlo scintillation light transport code

Energy Technology Data Exchange (ETDEWEB)

Safari, M.J., E-mail: mjsafari@aut.ac.ir [Department of Energy Engineering and Physics, Amir Kabir University of Technology, PO Box 15875-4413, Tehran (Iran, Islamic Republic of); Afarideh, H. [Department of Energy Engineering and Physics, Amir Kabir University of Technology, PO Box 15875-4413, Tehran (Iran, Islamic Republic of); Ghal-Eh, N. [School of Physics, Damghan University, PO Box 36716-41167, Damghan (Iran, Islamic Republic of); Davani, F. Abbasi [Nuclear Engineering Department, Shahid Beheshti University, PO Box 1983963113, Tehran (Iran, Islamic Republic of)

2014-02-11

The paper reports on the capabilities of Monte Carlo scintillation light transport code Optix, which is an extended version of previously introduced code Optics. Optix provides the user a variety of both numerical and graphical outputs with a very simple and user-friendly input structure. A benchmarking strategy has been adopted based on the comparison with experimental results, semi-analytical solutions, and other Monte Carlo simulation codes to verify various aspects of the developed code. Besides, some extensive comparisons have been made against the tracking abilities of general-purpose MCNPX and FLUKA codes. The presented benchmark results for the Optix code exhibit promising agreements. -- Highlights: • Monte Carlo simulation of scintillation light transport in 3D geometry. • Evaluation of angular distribution of detected photons. • Benchmark studies to check the accuracy of Monte Carlo simulations.

Bayesian phylogeny analysis via stochastic approximation Monte Carlo

KAUST Repository

Cheon, Sooyoung

2009-11-01

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

Radiotherapy Monte Carlo simulation using cloud computing technology.

Science.gov (United States)

Poole, C M; Cornelius, I; Trapp, J V; Langton, C M

2012-12-01

Cloud computing allows for vast computational resources to be leveraged quickly and easily in bursts as and when required. Here we describe a technique that allows for Monte Carlo radiotherapy dose calculations to be performed using GEANT4 and executed in the cloud, with relative simulation cost and completion time evaluated as a function of machine count. As expected, simulation completion time decreases as 1/n for n parallel machines, and relative simulation cost is found to be optimal where n is a factor of the total simulation time in hours. Using the technique, we demonstrate the potential usefulness of cloud computing as a solution for rapid Monte Carlo simulation for radiotherapy dose calculation without the need for dedicated local computer hardware as a proof of principal.

Radiotherapy Monte Carlo simulation using cloud computing technology

International Nuclear Information System (INIS)

Poole, C.M.; Cornelius, I.; Trapp, J.V.; Langton, C.M.

2012-01-01

Cloud computing allows for vast computational resources to be leveraged quickly and easily in bursts as and when required. Here we describe a technique that allows for Monte Carlo radiotherapy dose calculations to be performed using GEANT4 and executed in the cloud, with relative simulation cost and completion time evaluated as a function of machine count. As expected, simulation completion time decreases as 1/n for n parallel machines, and relative simulation cost is found to be optimal where n is a factor of the total simulation time in hours. Using the technique, we demonstrate the potential usefulness of cloud computing as a solution for rapid Monte Carlo simulation for radiotherapy dose calculation without the need for dedicated local computer hardware as a proof of principal.

Present status and future prospects of neutronics Monte Carlo

International Nuclear Information System (INIS)

Gelbard, E.M.

1990-01-01

It is fair to say that the Monte Carlo method, over the last decade, has grown steadily more important as a neutronics computational tool. Apparently this has happened for assorted reasons. Thus, for example, as the power of computers has increased, the cost of the method has dropped, steadily becoming less and less of an obstacle to its use. In addition, more and more sophisticated input processors have now made it feasible to model extremely complicated systems routinely with really remarkable fidelity. Finally, as we demand greater and greater precision in reactor calculations, Monte Carlo is often found to be the only method accurate enough for use in benchmarking. Cross section uncertainties are now almost the only inherent limitations in our Monte Carlo capabilities. For this reason Monte Carlo has come to occupy a special position, interposed between experiment and other computational techniques. More and more often deterministic methods are tested by comparison with Monte Carlo, and cross sections are tested by comparing Monte Carlo with experiment. In this way one can distinguish very clearly between errors due to flaws in our numerical methods, and those due to deficiencies in cross section files. The special role of Monte Carlo as a benchmarking tool, often the only available benchmarking tool, makes it crucially important that this method should be polished to perfection. Problems relating to Eigenvalue calculations, variance reduction and the use of advanced computers are reviewed in this paper. (author)

Probability Density Estimation Using Neural Networks in Monte Carlo Calculations

International Nuclear Information System (INIS)

Shim, Hyung Jin; Cho, Jin Young; Song, Jae Seung; Kim, Chang Hyo

2008-01-01

The Monte Carlo neutronics analysis requires the capability for a tally distribution estimation like an axial power distribution or a flux gradient in a fuel rod, etc. This problem can be regarded as a probability density function estimation from an observation set. We apply the neural network based density estimation method to an observation and sampling weight set produced by the Monte Carlo calculations. The neural network method is compared with the histogram and the functional expansion tally method for estimating a non-smooth density, a fission source distribution, and an absorption rate's gradient in a burnable absorber rod. The application results shows that the neural network method can approximate a tally distribution quite well. (authors)

Diffusion Monte Carlo approach versus adiabatic computation for local Hamiltonians

Science.gov (United States)

Bringewatt, Jacob; Dorland, William; Jordan, Stephen P.; Mink, Alan

2018-02-01

Most research regarding quantum adiabatic optimization has focused on stoquastic Hamiltonians, whose ground states can be expressed with only real non-negative amplitudes and thus for whom destructive interference is not manifest. This raises the question of whether classical Monte Carlo algorithms can efficiently simulate quantum adiabatic optimization with stoquastic Hamiltonians. Recent results have given counterexamples in which path-integral and diffusion Monte Carlo fail to do so. However, most adiabatic optimization algorithms, such as for solving MAX-k -SAT problems, use k -local Hamiltonians, whereas our previous counterexample for diffusion Monte Carlo involved n -body interactions. Here we present a 6-local counterexample which demonstrates that even for these local Hamiltonians there are cases where diffusion Monte Carlo cannot efficiently simulate quantum adiabatic optimization. Furthermore, we perform empirical testing of diffusion Monte Carlo on a standard well-studied class of permutation-symmetric tunneling problems and similarly find large advantages for quantum optimization over diffusion Monte Carlo.

Neutron point-flux calculation by Monte Carlo

International Nuclear Information System (INIS)

Eichhorn, M.

1986-04-01

A survey of the usual methods for estimating flux at a point is given. The associated variance-reducing techniques in direct Monte Carlo games are explained. The multigroup Monte Carlo codes MC for critical systems and PUNKT for point source-point detector-systems are represented, and problems in applying the codes to practical tasks are discussed. (author)

Exact Dynamics via Poisson Process: a unifying Monte Carlo paradigm

Science.gov (United States)

Gubernatis, James

2014-03-01

A common computational task is solving a set of ordinary differential equations (o.d.e.'s). A little known theorem says that the solution of any set of o.d.e.'s is exactly solved by the expectation value over a set of arbitary Poisson processes of a particular function of the elements of the matrix that defines the o.d.e.'s. The theorem thus provides a new starting point to develop real and imaginary-time continous-time solvers for quantum Monte Carlo algorithms, and several simple observations enable various quantum Monte Carlo techniques and variance reduction methods to transfer to a new context. I will state the theorem, note a transformation to a very simple computational scheme, and illustrate the use of some techniques from the directed-loop algorithm in context of the wavefunction Monte Carlo method that is used to solve the Lindblad master equation for the dynamics of open quantum systems. I will end by noting that as the theorem does not depend on the source of the o.d.e.'s coming from quantum mechanics, it also enables the transfer of continuous-time methods from quantum Monte Carlo to the simulation of various classical equations of motion heretofore only solved deterministically.

Development of fast and accurate Monte Carlo code MVP

International Nuclear Information System (INIS)

Mori, Takamasa

2001-01-01

The development work of fast and accurate Monte Carlo code MVP has started at JAERI in late 80s. From the beginning, the code was designed to utilize vector supercomputers and achieved higher computation speed by a factor of 10 or more compared with conventional codes. In 1994, the first version of MVP was released together with cross section libraries based on JENDL-3.1 and JENDL-3.2. In 1996, minor revision was made by adding several functions such as treatments of ENDF-B6 file 6 data, time dependent problem, and so on. Since 1996, several works have been carried out for the next version of MVP. The main works are (1) the development of continuous energy Monte Carlo burn-up calculation code MVP-BURN, (2) the development of a system to generate cross section libraries at arbitrary temperature, and (3) the study on error estimations and their biases in Monte Carlo eigenvalue calculations. This paper summarizes the main features of MVP, results of recent studies and future plans for MVP. (author)

Monte Carlo Simulation of Influence of Input Parameters Uncertainty on Output Data

International Nuclear Information System (INIS)

Sobek, Lukas

2010-01-01

Input parameters of a complex system in the probabilistic simulation are treated by means of probability density function (PDF). The result of the simulation have also probabilistic character. Monte Carlo simulation is widely used to obtain predictions concerning the probability of the risk. The Monte Carlo method was performed to calculate histograms of PDF for release rate given by uncertainty in distribution coefficient of radionuclides 135 Cs and 235 U.

Monte Carlo learning/biasing experiment with intelligent random numbers

International Nuclear Information System (INIS)

Booth, T.E.

1985-01-01

A Monte Carlo learning and biasing technique is described that does its learning and biasing in the random number space rather than the physical phase-space. The technique is probably applicable to all linear Monte Carlo problems, but no proof is provided here. Instead, the technique is illustrated with a simple Monte Carlo transport problem. Problems encountered, problems solved, and speculations about future progress are discussed. 12 refs

Randomized quasi-Monte Carlo simulation of fast-ion thermalization

Science.gov (United States)

Höök, L. J.; Johnson, T.; Hellsten, T.

2012-01-01

This work investigates the applicability of the randomized quasi-Monte Carlo method for simulation of fast-ion thermalization processes in fusion plasmas, e.g. for simulation of neutral beam injection and radio frequency heating. In contrast to the standard Monte Carlo method, the quasi-Monte Carlo method uses deterministic numbers instead of pseudo-random numbers and has a statistical weak convergence close to {O}(N^{-1}) , where N is the number of markers. We have compared different quasi-Monte Carlo methods for a neutral beam injection scenario, which is solved by many realizations of the associated stochastic differential equation, discretized with the Euler-Maruyama scheme. The statistical convergence of the methods is measured for time steps up to 214.

Monte Carlo study of four-spinon dynamic structure function in antiferromagnetic Heisenberg model

International Nuclear Information System (INIS)

Si-Lakhal, B.; Abada, A.

2003-11-01

Using Monte Carlo integration methods, we describe the behavior of the exact four-s pinon dynamic structure function S 4 in the antiferromagnetic spin 1/2 Heisenberg quantum spin chain as a function of the neutron energy ω and momentum transfer k. We also determine the fourspinon continuum, the extent of the region in the (k, ω) plane outside which S 4 is identically zero. In each case, the behavior of S 4 is shown to be consistent with the four-spinon continuum and compared to the one of the exact two-spinon dynamic structure function S 2 . Overall shape similarity is noted. (author)

Non-Boltzmann Ensembles and Monte Carlo Simulations

International Nuclear Information System (INIS)

Murthy, K. P. N.

2016-01-01

Boltzmann sampling based on Metropolis algorithm has been extensively used for simulating a canonical ensemble and for calculating macroscopic properties of a closed system at desired temperatures. An estimate of a mechanical property, like energy, of an equilibrium system, is made by averaging over a large number microstates generated by Boltzmann Monte Carlo methods. This is possible because we can assign a numerical value for energy to each microstate. However, a thermal property like entropy, is not easily accessible to these methods. The reason is simple. We can not assign a numerical value for entropy, to a microstate. Entropy is not a property associated with any single microstate. It is a collective property of all the microstates. Toward calculating entropy and other thermal properties, a non-Boltzmann Monte Carlo technique called Umbrella sampling was proposed some forty years ago. Umbrella sampling has since undergone several metamorphoses and we have now, multi-canonical Monte Carlo, entropic sampling, flat histogram methods, Wang-Landau algorithm etc . This class of methods generates non-Boltzmann ensembles which are un-physical. However, physical quantities can be calculated as follows. First un-weight a microstates of the entropic ensemble; then re-weight it to the desired physical ensemble. Carry out weighted average over the entropic ensemble to estimate physical quantities. In this talk I shall tell you of the most recent non- Boltzmann Monte Carlo method and show how to calculate free energy for a few systems. We first consider estimation of free energy as a function of energy at different temperatures to characterize phase transition in an hairpin DNA in the presence of an unzipping force. Next we consider free energy as a function of order parameter and to this end we estimate density of states g ( E , M ), as a function of both energy E , and order parameter M . This is carried out in two stages. We estimate g ( E ) in the first stage

A Monte Carlo algorithm for the Vavilov distribution

International Nuclear Information System (INIS)

Yi, Chul-Young; Han, Hyon-Soo

1999-01-01

Using the convolution property of the inverse Laplace transform, an improved Monte Carlo algorithm for the Vavilov energy-loss straggling distribution of the charged particle is developed, which is relatively simple and gives enough accuracy to be used for most Monte Carlo applications

Phase diagram of a symmetric electron–hole bilayer system: a variational Monte Carlo study

Science.gov (United States)

Sharma, Rajesh O.; Saini, L. K.; Prasad Bahuguna, Bhagwati

2018-05-01

We study the phase diagram of a symmetric electron–hole bilayer system at absolute zero temperature and in zero magnetic field within the quantum Monte Carlo approach. In particular, we conduct variational Monte Carlo simulations for various phases, i.e. the paramagnetic fluid phase, the ferromagnetic fluid phase, the anti-ferromagnetic Wigner crystal phase, the ferromagnetic Wigner crystal phase and the excitonic phase, to estimate the ground-state energy at different values of in-layer density and inter-layer spacing. Slater–Jastrow style trial wave functions, with single-particle orbitals appropriate for different phases, are used to construct the phase diagram in the (r s , d) plane by finding the relative stability of trial wave functions. At very small layer separations, we find that the fluid phases are stable, with the paramagnetic fluid phase being particularly stable at and the ferromagnetic fluid phase being particularly stable at . As the layer spacing increases, we first find that there is a phase transition from the ferromagnetic fluid phase to the ferromagnetic Wigner crystal phase when d reaches 0.4 a.u. at r s   =  20, and before there is a return to the ferromagnetic fluid phase when d approaches 1 a.u. However, for r s   Wigner crystal is stable over the considered range of r s and d. We also find that as r s increases, the critical layer separations for Wigner crystallization increase.

Phase diagram of a symmetric electron-hole bilayer system: a variational Monte Carlo study.

Science.gov (United States)

Sharma, Rajesh O; Saini, L K; Bahuguna, Bhagwati Prasad

2018-05-10

We study the phase diagram of a symmetric electron-hole bilayer system at absolute zero temperature and in zero magnetic field within the quantum Monte Carlo approach. In particular, we conduct variational Monte Carlo simulations for various phases, i.e. the paramagnetic fluid phase, the ferromagnetic fluid phase, the anti-ferromagnetic Wigner crystal phase, the ferromagnetic Wigner crystal phase and the excitonic phase, to estimate the ground-state energy at different values of in-layer density and inter-layer spacing. Slater-Jastrow style trial wave functions, with single-particle orbitals appropriate for different phases, are used to construct the phase diagram in the (r s , d) plane by finding the relative stability of trial wave functions. At very small layer separations, we find that the fluid phases are stable, with the paramagnetic fluid phase being particularly stable at [Formula: see text] and the ferromagnetic fluid phase being particularly stable at [Formula: see text]. As the layer spacing increases, we first find that there is a phase transition from the ferromagnetic fluid phase to the ferromagnetic Wigner crystal phase when d reaches 0.4 a.u. at r s   =  20, and before there is a return to the ferromagnetic fluid phase when d approaches 1 a.u. However, for r s   Wigner crystal is stable over the considered range of r s and d. We also find that as r s increases, the critical layer separations for Wigner crystallization increase.

Adaptive Multilevel Monte Carlo Simulation

KAUST Repository

Hoel, H

2011-08-23

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

Nested Sampling with Constrained Hamiltonian Monte Carlo

OpenAIRE

Betancourt, M. J.

2010-01-01

Nested sampling is a powerful approach to Bayesian inference ultimately limited by the computationally demanding task of sampling from a heavily constrained probability distribution. An effective algorithm in its own right, Hamiltonian Monte Carlo is readily adapted to efficiently sample from any smooth, constrained distribution. Utilizing this constrained Hamiltonian Monte Carlo, I introduce a general implementation of the nested sampling algorithm.

Monte Carlo computation in the applied research of nuclear technology

International Nuclear Information System (INIS)

Xu Shuyan; Liu Baojie; Li Qin

2007-01-01

This article briefly introduces Monte Carlo Methods and their properties. It narrates the Monte Carlo methods with emphasis in their applications to several domains of nuclear technology. Monte Carlo simulation methods and several commonly used computer software to implement them are also introduced. The proposed methods are demonstrated by a real example. (authors)

Statistics of Monte Carlo methods used in radiation transport calculation

International Nuclear Information System (INIS)

Datta, D.

2009-01-01

Radiation transport calculation can be carried out by using either deterministic or statistical methods. Radiation transport calculation based on statistical methods is basic theme of the Monte Carlo methods. The aim of this lecture is to describe the fundamental statistics required to build the foundations of Monte Carlo technique for radiation transport calculation. Lecture note is organized in the following way. Section (1) will describe the introduction of Basic Monte Carlo and its classification towards the respective field. Section (2) will describe the random sampling methods, a key component of Monte Carlo radiation transport calculation, Section (3) will provide the statistical uncertainty of Monte Carlo estimates, Section (4) will describe in brief the importance of variance reduction techniques while sampling particles such as photon, or neutron in the process of radiation transport

Shell model Monte Carlo methods

International Nuclear Information System (INIS)

Koonin, S.E.

1996-01-01

We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; resultant path integral is evaluated stochastically. We first discuss the motivation, formalism, and implementation of such Shell Model Monte Carlo methods. There then follows a sampler of results and insights obtained from a number of applications. These include the ground state and thermal properties of pf-shell nuclei, thermal behavior of γ-soft nuclei, and calculation of double beta-decay matrix elements. Finally, prospects for further progress in such calculations are discussed. 87 refs

An introduction to applied quantum mechanics in the Wigner Monte Carlo formalism

Energy Technology Data Exchange (ETDEWEB)

Sellier, J.M., E-mail: jeanmichel.sellier@parallel.bas.bg [IICT, Bulgarian Academy of Sciences, Acad. G. Bonchev str. 25A, 1113 Sofia (Bulgaria); Nedjalkov, M. [IICT, Bulgarian Academy of Sciences, Acad. G. Bonchev str. 25A, 1113 Sofia (Bulgaria); Institute for Microelectronics, TU Wien, Gußhausstraße 27-29/E360, 1040 Wien (Austria); Dimov, I. [IICT, Bulgarian Academy of Sciences, Acad. G. Bonchev str. 25A, 1113 Sofia (Bulgaria)

2015-05-12

The Wigner formulation of quantum mechanics is a very intuitive approach which allows the comprehension and prediction of quantum mechanical phenomena in terms of quasi-distribution functions. In this review, our aim is to provide a detailed introduction to this theory along with a Monte Carlo method for the simulation of time-dependent quantum systems evolving in a phase-space. This work consists of three main parts. First, we introduce the Wigner formalism, then we discuss in detail the Wigner Monte Carlo method and, finally, we present practical applications. In particular, the Wigner model is first derived from the Schrödinger equation. Then a generalization of the formalism due to Moyal is provided, which allows to recover important mathematical properties of the model. Next, the Wigner equation is further generalized to the case of many-body quantum systems. Finally, a physical interpretation of the negative part of a quasi-distribution function is suggested. In the second part, the Wigner Monte Carlo method, based on the concept of signed (virtual) particles, is introduced in detail for the single-body problem. Two extensions of the Wigner Monte Carlo method to quantum many-body problems are introduced, in the frameworks of time-dependent density functional theory and ab-initio methods. Finally, in the third and last part of this paper, applications to single- and many-body problems are performed in the context of quantum physics and quantum chemistry, specifically focusing on the hydrogen, lithium and boron atoms, the H{sub 2} molecule and a system of two identical Fermions. We conclude this work with a discussion on the still unexplored directions the Wigner Monte Carlo method could take in the next future.

Multiple histogram method and static Monte Carlo sampling

NARCIS (Netherlands)

Inda, M.A.; Frenkel, D.

2004-01-01

We describe an approach to use multiple-histogram methods in combination with static, biased Monte Carlo simulations. To illustrate this, we computed the force-extension curve of an athermal polymer from multiple histograms constructed in a series of static Rosenbluth Monte Carlo simulations. From

Discrete Diffusion Monte Carlo for Electron Thermal Transport

Science.gov (United States)

Chenhall, Jeffrey; Cao, Duc; Wollaeger, Ryan; Moses, Gregory

2014-10-01

The iSNB (implicit Schurtz Nicolai Busquet electron thermal transport method of Cao et al. is adapted to a Discrete Diffusion Monte Carlo (DDMC) solution method for eventual inclusion in a hybrid IMC-DDMC (Implicit Monte Carlo) method. The hybrid method will combine the efficiency of a diffusion method in short mean free path regions with the accuracy of a transport method in long mean free path regions. The Monte Carlo nature of the approach allows the algorithm to be massively parallelized. Work to date on the iSNB-DDMC method will be presented. This work was supported by Sandia National Laboratory - Albuquerque.

Monte Carlo techniques in diagnostic and therapeutic nuclear medicine

International Nuclear Information System (INIS)

Zaidi, H.

2002-01-01

Monte Carlo techniques have become one of the most popular tools in different areas of medical radiation physics following the development and subsequent implementation of powerful computing systems for clinical use. In particular, they have been extensively applied to simulate processes involving random behaviour and to quantify physical parameters that are difficult or even impossible to calculate analytically or to determine by experimental measurements. The use of the Monte Carlo method to simulate radiation transport turned out to be the most accurate means of predicting absorbed dose distributions and other quantities of interest in the radiation treatment of cancer patients using either external or radionuclide radiotherapy. The same trend has occurred for the estimation of the absorbed dose in diagnostic procedures using radionuclides. There is broad consensus in accepting that the earliest Monte Carlo calculations in medical radiation physics were made in the area of nuclear medicine, where the technique was used for dosimetry modelling and computations. Formalism and data based on Monte Carlo calculations, developed by the Medical Internal Radiation Dose (MIRD) committee of the Society of Nuclear Medicine, were published in a series of supplements to the Journal of Nuclear Medicine, the first one being released in 1968. Some of these pamphlets made extensive use of Monte Carlo calculations to derive specific absorbed fractions for electron and photon sources uniformly distributed in organs of mathematical phantoms. Interest in Monte Carlo-based dose calculations with β-emitters has been revived with the application of radiolabelled monoclonal antibodies to radioimmunotherapy. As a consequence of this generalized use, many questions are being raised primarily about the need and potential of Monte Carlo techniques, but also about how accurate it really is, what would it take to apply it clinically and make it available widely to the medical physics

Monte Carlo strategies in scientific computing

CERN Document Server

Liu, Jun S

2008-01-01

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

Dynamic bounds coupled with Monte Carlo simulations

Energy Technology Data Exchange (ETDEWEB)

Rajabalinejad, M., E-mail: M.Rajabalinejad@tudelft.n [Faculty of Civil Engineering, Delft University of Technology, Delft (Netherlands); Meester, L.E. [Delft Institute of Applied Mathematics, Delft University of Technology, Delft (Netherlands); Gelder, P.H.A.J.M. van; Vrijling, J.K. [Faculty of Civil Engineering, Delft University of Technology, Delft (Netherlands)

2011-02-15

For the reliability analysis of engineering structures a variety of methods is known, of which Monte Carlo (MC) simulation is widely considered to be among the most robust and most generally applicable. To reduce simulation cost of the MC method, variance reduction methods are applied. This paper describes a method to reduce the simulation cost even further, while retaining the accuracy of Monte Carlo, by taking into account widely present monotonicity. For models exhibiting monotonic (decreasing or increasing) behavior, dynamic bounds (DB) are defined, which in a coupled Monte Carlo simulation are updated dynamically, resulting in a failure probability estimate, as well as a strict (non-probabilistic) upper and lower bounds. Accurate results are obtained at a much lower cost than an equivalent ordinary Monte Carlo simulation. In a two-dimensional and a four-dimensional numerical example, the cost reduction factors are 130 and 9, respectively, where the relative error is smaller than 5%. At higher accuracy levels, this factor increases, though this effect is expected to be smaller with increasing dimension. To show the application of DB method to real world problems, it is applied to a complex finite element model of a flood wall in New Orleans.

Coded aperture optimization using Monte Carlo simulations

International Nuclear Information System (INIS)

Martineau, A.; Rocchisani, J.M.; Moretti, J.L.

2010-01-01

Coded apertures using Uniformly Redundant Arrays (URA) have been unsuccessfully evaluated for two-dimensional and three-dimensional imaging in Nuclear Medicine. The images reconstructed from coded projections contain artifacts and suffer from poor spatial resolution in the longitudinal direction. We introduce a Maximum-Likelihood Expectation-Maximization (MLEM) algorithm for three-dimensional coded aperture imaging which uses a projection matrix calculated by Monte Carlo simulations. The aim of the algorithm is to reduce artifacts and improve the three-dimensional spatial resolution in the reconstructed images. Firstly, we present the validation of GATE (Geant4 Application for Emission Tomography) for Monte Carlo simulations of a coded mask installed on a clinical gamma camera. The coded mask modelling was validated by comparison between experimental and simulated data in terms of energy spectra, sensitivity and spatial resolution. In the second part of the study, we use the validated model to calculate the projection matrix with Monte Carlo simulations. A three-dimensional thyroid phantom study was performed to compare the performance of the three-dimensional MLEM reconstruction with conventional correlation method. The results indicate that the artifacts are reduced and three-dimensional spatial resolution is improved with the Monte Carlo-based MLEM reconstruction.

Continuous-time quantum Monte Carlo impurity solvers

Science.gov (United States)

Gull, Emanuel; Werner, Philipp; Fuchs, Sebastian; Surer, Brigitte; Pruschke, Thomas; Troyer, Matthias

2011-04-01

Continuous-time quantum Monte Carlo impurity solvers are algorithms that sample the partition function of an impurity model using diagrammatic Monte Carlo techniques. The present paper describes codes that implement the interaction expansion algorithm originally developed by Rubtsov, Savkin, and Lichtenstein, as well as the hybridization expansion method developed by Werner, Millis, Troyer, et al. These impurity solvers are part of the ALPS-DMFT application package and are accompanied by an implementation of dynamical mean-field self-consistency equations for (single orbital single site) dynamical mean-field problems with arbitrary densities of states. Program summaryProgram title: dmft Catalogue identifier: AEIL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: ALPS LIBRARY LICENSE version 1.1 No. of lines in distributed program, including test data, etc.: 899 806 No. of bytes in distributed program, including test data, etc.: 32 153 916 Distribution format: tar.gz Programming language: C++ Operating system: The ALPS libraries have been tested on the following platforms and compilers: Linux with GNU Compiler Collection (g++ version 3.1 and higher), and Intel C++ Compiler (icc version 7.0 and higher) MacOS X with GNU Compiler (g++ Apple-version 3.1, 3.3 and 4.0) IBM AIX with Visual Age C++ (xlC version 6.0) and GNU (g++ version 3.1 and higher) compilers Compaq Tru64 UNIX with Compq C++ Compiler (cxx) SGI IRIX with MIPSpro C++ Compiler (CC) HP-UX with HP C++ Compiler (aCC) Windows with Cygwin or coLinux platforms and GNU Compiler Collection (g++ version 3.1 and higher) RAM: 10 MB-1 GB Classification: 7.3 External routines: ALPS [1], BLAS/LAPACK, HDF5 Nature of problem: (See [2].) Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as

Variational Monte Carlo Technique

Indian Academy of Sciences (India)

Home; Journals; Resonance – Journal of Science Education; Volume 19; Issue 8. Variational Monte Carlo Technique: Ground State Energies of Quantum Mechanical Systems. Sukanta Deb. General Article Volume 19 Issue 8 August 2014 pp 713-739 ...

Randomized quasi-Monte Carlo simulation of fast-ion thermalization

International Nuclear Information System (INIS)

Höök, L J; Johnson, T; Hellsten, T

2012-01-01

This work investigates the applicability of the randomized quasi-Monte Carlo method for simulation of fast-ion thermalization processes in fusion plasmas, e.g. for simulation of neutral beam injection and radio frequency heating. In contrast to the standard Monte Carlo method, the quasi-Monte Carlo method uses deterministic numbers instead of pseudo-random numbers and has a statistical weak convergence close to O(N -1 ), where N is the number of markers. We have compared different quasi-Monte Carlo methods for a neutral beam injection scenario, which is solved by many realizations of the associated stochastic differential equation, discretized with the Euler-Maruyama scheme. The statistical convergence of the methods is measured for time steps up to 2 14 . (paper)

Usefulness of the Monte Carlo method in reliability calculations

International Nuclear Information System (INIS)

Lanore, J.M.; Kalli, H.

1977-01-01

Three examples of reliability Monte Carlo programs developed in the LEP (Laboratory for Radiation Shielding Studies in the Nuclear Research Center at Saclay) are presented. First, an uncertainty analysis is given for a simplified spray system; a Monte Carlo program PATREC-MC has been written to solve the problem with the system components given in the fault tree representation. The second program MONARC 2 has been written to solve the problem of complex systems reliability by the Monte Carlo simulation, here again the system (a residual heat removal system) is in the fault tree representation. Third, the Monte Carlo program MONARC was used instead of the Markov diagram to solve the simulation problem of an electric power supply including two nets and two stand-by diesels

Combinatorial nuclear level density by a Monte Carlo method

International Nuclear Information System (INIS)

Cerf, N.

1994-01-01

We present a new combinatorial method for the calculation of the nuclear level density. It is based on a Monte Carlo technique, in order to avoid a direct counting procedure which is generally impracticable for high-A nuclei. The Monte Carlo simulation, making use of the Metropolis sampling scheme, allows a computationally fast estimate of the level density for many fermion systems in large shell model spaces. We emphasize the advantages of this Monte Carlo approach, particularly concerning the prediction of the spin and parity distributions of the excited states,and compare our results with those derived from a traditional combinatorial or a statistical method. Such a Monte Carlo technique seems very promising to determine accurate level densities in a large energy range for nuclear reaction calculations

Monte Carlo variance reduction approaches for non-Boltzmann tallies

International Nuclear Information System (INIS)

Booth, T.E.

1992-12-01

Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed

Monte Carlo simulation for radiographic applications

International Nuclear Information System (INIS)

Tillack, G.R.; Bellon, C.

2003-01-01

Standard radiography simulators are based on the attenuation law complemented by built-up-factors (BUF) to describe the interaction of radiation with material. The assumption of BUF implies that scattered radiation reduces only the contrast in radiographic images. This simplification holds for a wide range of applications like weld inspection as known from practical experience. But only a detailed description of the different underlying interaction mechanisms is capable to explain effects like mottling or others that every radiographer has experienced in practice. The application of Monte Carlo models is capable to handle primary and secondary interaction mechanisms contributing to the image formation process like photon interactions (absorption, incoherent and coherent scattering including electron-binding effects, pair production) and electron interactions (electron tracing including X-Ray fluorescence and Bremsstrahlung production). It opens up possibilities like the separation of influencing factors and the understanding of the functioning of intensifying screen used in film radiography. The paper discusses the opportunities in applying the Monte Carlo method to investigate special features in radiography in terms of selected examples. (orig.) [de

The vector and parallel processing of MORSE code on Monte Carlo Machine

International Nuclear Information System (INIS)

Hasegawa, Yukihiro; Higuchi, Kenji.

1995-11-01

Multi-group Monte Carlo Code for particle transport, MORSE is modified for high performance computing on Monte Carlo Machine Monte-4. The method and the results are described. Monte-4 was specially developed to realize high performance computing of Monte Carlo codes for particle transport, which have been difficult to obtain high performance in vector processing on conventional vector processors. Monte-4 has four vector processor units with the special hardware called Monte Carlo pipelines. The vectorization and parallelization of MORSE code and the performance evaluation on Monte-4 are described. (author)

Discrete diffusion Monte Carlo for frequency-dependent radiative transfer

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Thompson, Kelly G.; Urbatsch, Todd J.

2011-01-01

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

Uncertainty analysis in Monte Carlo criticality computations

International Nuclear Information System (INIS)

Qi Ao

2011-01-01

Highlights: ► Two types of uncertainty methods for k eff Monte Carlo computations are examined. ► Sampling method has the least restrictions on perturbation but computing resources. ► Analytical method is limited to small perturbation on material properties. ► Practicality relies on efficiency, multiparameter applicability and data availability. - Abstract: Uncertainty analysis is imperative for nuclear criticality risk assessments when using Monte Carlo neutron transport methods to predict the effective neutron multiplication factor (k eff ) for fissionable material systems. For the validation of Monte Carlo codes for criticality computations against benchmark experiments, code accuracy and precision are measured by both the computational bias and uncertainty in the bias. The uncertainty in the bias accounts for known or quantified experimental, computational and model uncertainties. For the application of Monte Carlo codes for criticality analysis of fissionable material systems, an administrative margin of subcriticality must be imposed to provide additional assurance of subcriticality for any unknown or unquantified uncertainties. Because of a substantial impact of the administrative margin of subcriticality on economics and safety of nuclear fuel cycle operations, recently increasing interests in reducing the administrative margin of subcriticality make the uncertainty analysis in criticality safety computations more risk-significant. This paper provides an overview of two most popular k eff uncertainty analysis methods for Monte Carlo criticality computations: (1) sampling-based methods, and (2) analytical methods. Examples are given to demonstrate their usage in the k eff uncertainty analysis due to uncertainties in both neutronic and non-neutronic parameters of fissionable material systems.

Modified Monte Carlo procedure for particle transport problems

International Nuclear Information System (INIS)

Matthes, W.

1978-01-01

The simulation of photon transport in the atmosphere with the Monte Carlo method forms part of the EURASEP-programme. The specifications for the problems posed for a solution were such, that the direct application of the analogue Monte Carlo method was not feasible. For this reason the standard Monte Carlo procedure was modified in the sense that additional properly weighted branchings at each collision and transport process in a photon history were introduced. This modified Monte Carlo procedure leads to a clear and logical separation of the essential parts of a problem and offers a large flexibility for variance reducing techniques. More complex problems, as foreseen in the EURASEP-programme (e.g. clouds in the atmosphere, rough ocean-surface and chlorophyl-distribution in the ocean) can be handled by recoding some subroutines. This collision- and transport-splitting procedure can of course be performed differently in different space- and energy regions. It is applied here only for a homogeneous problem

Quantum Monte Carlo simulations of the Fermi-polaron problem and bosons with Gaussian interactions

Energy Technology Data Exchange (ETDEWEB)

Kroiss, Peter Michael

2017-02-01

This thesis deals with the application of current Quantum Monte Carlo algorithms to many-body systems of fermionic and bosonic species. The first part applies the diagrammatic Monte Carlo method to the Fermi polaron problem, a system of an impurity interacting resonantly with a homogeneous Fermi bath. It is numerically shown that the three particle-hole diagrams do not contribute significantly to the final answer in a quasi-two-dimensional setup, thus demonstrating a nearly perfect destructive interference of contributions in subspaces with higher-order particle-hole lines. Consequently, for strong-enough confinement in the third direction, the transition between the polaron and the molecule ground state is found to be in good agreement with the pure two-dimensional case and agrees very well with the one found by the wave-function approach in the two-particle-hole subspace. In three-dimensional Fermi-polaron systems with mass imbalance of impurity and bath atoms, polaron energy and quasiparticle residue can be accurately determined over a broad range of impurity masses. Furthermore, the spectral function of an imbalanced polaron demonstrates the stability of the quasiparticle and also allows us to locate the repulsive polaron as an excited state. The quantitative exactness of two-particle-hole wave functions is investigated, resulting in a relative lowering of polaronic energies in the mass-imbalance phase diagram. Tan's contact coefficient for the mass-balanced polaron system is found to be in good agreement with variational methods. Mass-imbalanced systems can be studied experimentally by ultracold atom mixtures such as {sup 6}Li-{sup 40}K. In the second part of the thesis, the ground state of a two-dimensional system of Bose particles of spin zero, interacting via a repulsive Gaussian-Core potential, is investigated by means of path integral Monte Carlo simulations. The quantum phase diagram is qualitatively identical to that of two-dimensional Yukawa

Toward a Monte Carlo program for simulating vapor-liquid phase equilibria from first principles

Energy Technology Data Exchange (ETDEWEB)

McGrath, M; Siepmann, J I; Kuo, I W; Mundy, C J; Vandevondele, J; Sprik, M; Hutter, J; Mohamed, F; Krack, M; Parrinello, M

2004-10-20

Efficient Monte Carlo algorithms are combined with the Quickstep energy routines of CP2K to develop a program that allows for Monte Carlo simulations in the canonical, isobaric-isothermal, and Gibbs ensembles using a first principles description of the physical system. Configurational-bias Monte Carlo techniques and pre-biasing using an inexpensive approximate potential are employed to increase the sampling efficiency and to reduce the frequency of expensive ab initio energy evaluations. The new Monte Carlo program has been validated through extensive comparison with molecular dynamics simulations using the programs CPMD and CP2K. Preliminary results for the vapor-liquid coexistence properties (T = 473 K) of water using the Becke-Lee-Yang-Parr exchange and correlation energy functionals, a triple-zeta valence basis set augmented with two sets of d-type or p-type polarization functions, and Goedecker-Teter-Hutter pseudopotentials are presented. The preliminary results indicate that this description of water leads to an underestimation of the saturated liquid density and heat of vaporization and, correspondingly, an overestimation of the saturated vapor pressure.

Efficiency and accuracy of Monte Carlo (importance) sampling

NARCIS (Netherlands)

Waarts, P.H.

2003-01-01

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

Ab initio molecular dynamics simulation of liquid water by quantum Monte Carlo

International Nuclear Information System (INIS)

Zen, Andrea; Luo, Ye; Mazzola, Guglielmo; Sorella, Sandro; Guidoni, Leonardo

2015-01-01

Although liquid water is ubiquitous in chemical reactions at roots of life and climate on the earth, the prediction of its properties by high-level ab initio molecular dynamics simulations still represents a formidable task for quantum chemistry. In this article, we present a room temperature simulation of liquid water based on the potential energy surface obtained by a many-body wave function through quantum Monte Carlo (QMC) methods. The simulated properties are in good agreement with recent neutron scattering and X-ray experiments, particularly concerning the position of the oxygen-oxygen peak in the radial distribution function, at variance of previous density functional theory attempts. Given the excellent performances of QMC on large scale supercomputers, this work opens new perspectives for predictive and reliable ab initio simulations of complex chemical systems

A Monte Carlo procedure for the construction of complementary cumulative distribution functions for comparison with the EPA release limits for radioactive waste disposal

Energy Technology Data Exchange (ETDEWEB)

Helton, J.C.; Shiver, A.W.

1994-10-01

A Monte Carlo procedure for the construction of complementary cumulative distribution functions (CCDFs) for comparison with the US Environmental Protection Agency (EPA) release limits for radioactive waste disposal (40 CFR 191, Subpart B) is described and illustrated with results from a recent performance assessment (PA) for the Waste Isolation Pilot Plant (WIPP). The Monte Carlo procedure produces CCDF estimates similar to those obtained with stratified sampling in several recent PAs for the WIPP. The advantages of the Monte Carlo procedure over stratified sampling include increased resolution in the calculation of probabilities for complex scenarios involving drilling intrusions and better use of the necessarily limited number of mechanistic calculations that underlie CCDF construction.

A Monte Carlo procedure for the construction of complementary cumulative distribution functions for comparison with the EPA release limits for radioactive waste disposal

International Nuclear Information System (INIS)

Helton, J.C.; Shiver, A.W.

1994-10-01

A Monte Carlo procedure for the construction of complementary cumulative distribution functions (CCDFs) for comparison with the US Environmental Protection Agency (EPA) release limits for radioactive waste disposal (40 CFR 191, Subpart B) is described and illustrated with results from a recent performance assessment (PA) for the Waste Isolation Pilot Plant (WIPP). The Monte Carlo procedure produces CCDF estimates similar to those obtained with stratified sampling in several recent PAs for the WIPP. The advantages of the Monte Carlo procedure over stratified sampling include increased resolution in the calculation of probabilities for complex scenarios involving drilling intrusions and better use of the necessarily limited number of mechanistic calculations that underlie CCDF construction

Monte Carlo methods for preference learning

DEFF Research Database (Denmark)

Viappiani, P.

2012-01-01

Utility elicitation is an important component of many applications, such as decision support systems and recommender systems. Such systems query the users about their preferences and give recommendations based on the system’s belief about the utility function. Critical to these applications is th...... is the acquisition of prior distribution about the utility parameters and the possibility of real time Bayesian inference. In this paper we consider Monte Carlo methods for these problems....

Suppression of the initial transient in Monte Carlo criticality simulations; Suppression du regime transitoire initial des simulations Monte-Carlo de criticite

Energy Technology Data Exchange (ETDEWEB)

Richet, Y

2006-12-15

Criticality Monte Carlo calculations aim at estimating the effective multiplication factor (k-effective) for a fissile system through iterations simulating neutrons propagation (making a Markov chain). Arbitrary initialization of the neutron population can deeply bias the k-effective estimation, defined as the mean of the k-effective computed at each iteration. A simplified model of this cycle k-effective sequence is built, based on characteristics of industrial criticality Monte Carlo calculations. Statistical tests, inspired by Brownian bridge properties, are designed to discriminate stationarity of the cycle k-effective sequence. The initial detected transient is, then, suppressed in order to improve the estimation of the system k-effective. The different versions of this methodology are detailed and compared, firstly on a plan of numerical tests fitted on criticality Monte Carlo calculations, and, secondly on real criticality calculations. Eventually, the best methodologies observed in these tests are selected and allow to improve industrial Monte Carlo criticality calculations. (author)

Monte Carlo criticality analysis for dissolvers with neutron poison

International Nuclear Information System (INIS)

Yu, Deshun; Dong, Xiufang; Pu, Fuxiang.

1987-01-01

Criticality analysis for dissolvers with neutron poison is given on the basis of Monte Carlo method. In Monte Carlo calculations of thermal neutron group parameters for fuel pieces, neutron transport length is determined in terms of maximum cross section approach. A set of related effective multiplication factors (K eff ) are calculated by Monte Carlo method for the three cases. Related numerical results are quite useful for the design and operation of this kind of dissolver in the criticality safety analysis. (author)

Usage of burnt fuel isotopic compositions from engineering codes in Monte-Carlo code calculations

International Nuclear Information System (INIS)

Aleshin, Sergey S.; Gorodkov, Sergey S.; Shcherenko, Anna I.

2015-01-01

A burn-up calculation of VVER's cores by Monte-Carlo code is complex process and requires large computational costs. This fact makes Monte-Carlo codes usage complicated for project and operating calculations. Previously prepared isotopic compositions are proposed to use for the Monte-Carlo code (MCU) calculations of different states of VVER's core with burnt fuel. Isotopic compositions are proposed to calculate by an approximation method. The approximation method is based on usage of a spectral functionality and reference isotopic compositions, that are calculated by engineering codes (TVS-M, PERMAK-A). The multiplication factors and power distributions of FA and VVER with infinite height are calculated in this work by the Monte-Carlo code MCU using earlier prepared isotopic compositions. The MCU calculation data were compared with the data which were obtained by engineering codes.

Genetic algorithms and Monte Carlo simulation for optimal plant design

International Nuclear Information System (INIS)

Cantoni, M.; Marseguerra, M.; Zio, E.

2000-01-01

We present an approach to the optimal plant design (choice of system layout and components) under conflicting safety and economic constraints, based upon the coupling of a Monte Carlo evaluation of plant operation with a Genetic Algorithms-maximization procedure. The Monte Carlo simulation model provides a flexible tool, which enables one to describe relevant aspects of plant design and operation, such as standby modes and deteriorating repairs, not easily captured by analytical models. The effects of deteriorating repairs are described by means of a modified Brown-Proschan model of imperfect repair which accounts for the possibility of an increased proneness to failure of a component after a repair. The transitions of a component from standby to active, and vice versa, are simulated using a multiplicative correlation model. The genetic algorithms procedure is demanded to optimize a profit function which accounts for the plant safety and economic performance and which is evaluated, for each possible design, by the above Monte Carlo simulation. In order to avoid an overwhelming use of computer time, for each potential solution proposed by the genetic algorithm, we perform only few hundreds Monte Carlo histories and, then, exploit the fact that during the genetic algorithm population evolution, the fit chromosomes appear repeatedly many times, so that the results for the solutions of interest (i.e. the best ones) attain statistical significance

Monte Carlo method for neutron transport problems

International Nuclear Information System (INIS)

Asaoka, Takumi

1977-01-01

Some methods for decreasing variances in Monte Carlo neutron transport calculations are presented together with the results of sample calculations. A general purpose neutron transport Monte Carlo code ''MORSE'' was used for the purpose. The first method discussed in this report is the method of statistical estimation. As an example of this method, the application of the coarse-mesh rebalance acceleration method to the criticality calculation of a cylindrical fast reactor is presented. Effective multiplication factor and its standard deviation are presented as a function of the number of histories and comparisons are made between the coarse-mesh rebalance method and the standard method. Five-group neutron fluxes at core center are also compared with the result of S4 calculation. The second method is the method of correlated sampling. This method was applied to the perturbation calculation of control rod worths in a fast critical assembly (FCA-V-3) Two methods of sampling (similar flight paths and identical flight paths) are tested and compared with experimental results. For every cases the experimental value lies within the standard deviation of the Monte Carlo calculations. The third method is the importance sampling. In this report a biased selection of particle flight directions discussed. This method was applied to the flux calculation in a spherical fast neutron system surrounded by a 10.16 cm iron reflector. Result-direction biasing, path-length stretching, and no biasing are compared with S8 calculation. (Aoki, K.)

A Monte Carlo reflectance model for soil surfaces with three-dimensional structure

Science.gov (United States)

Cooper, K. D.; Smith, J. A.

1985-01-01

A Monte Carlo soil reflectance model has been developed to study the effect of macroscopic surface irregularities larger than the wavelength of incident flux. The model treats incoherent multiple scattering from Lambertian facets distributed on a periodic surface. Resulting bidirectional reflectance distribution functions are non-Lambertian and compare well with experimental trends reported in the literature. Examples showing the coupling of the Monte Carlo soil model to an adding bidirectional canopy of reflectance model are also given.

Application of MCAM in generating Monte Carlo model for ITER port limiter

International Nuclear Information System (INIS)

Lu Lei; Li Ying; Ding Aiping; Zeng Qin; Huang Chenyu; Wu Yican

2007-01-01

On the basis of the pre-processing and conversion functions supplied by MCAM (Monte-Carlo Particle Transport Calculated Automatic Modeling System), this paper performed the generation of ITER Port Limiter MC (Monte-Carlo) calculation model from the CAD engineering model. The result was validated by using reverse function of MCAM and MCNP PLOT 2D cross-section drawing program. the successful application of MCAM to ITER Port Limiter demonstrates that MCAM is capable of dramatically increasing the efficiency and accuracy to generate MC calculation models from CAD engineering models with complex geometry comparing with the traditional manual modeling method. (authors)

Variational Monte Carlo calculations of few-body nuclei

International Nuclear Information System (INIS)

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 3 H, 3 He, and 4 He ground states, and for the energies of the low-lying scattering states in 4 He are presented. 25 refs., 3 figs

Improvements for Monte Carlo burnup calculation

Energy Technology Data Exchange (ETDEWEB)

Shenglong, Q.; Dong, Y.; Danrong, S.; Wei, L., E-mail: qiangshenglong@tsinghua.org.cn, E-mail: d.yao@npic.ac.cn, E-mail: songdr@npic.ac.cn, E-mail: luwei@npic.ac.cn [Nuclear Power Inst. of China, Cheng Du, Si Chuan (China)

2015-07-01

Monte Carlo burnup calculation is development trend of reactor physics, there would be a lot of work to be done for engineering applications. Based on Monte Carlo burnup code MOI, non-fuel burnup calculation methods and critical search suggestions will be mentioned in this paper. For non-fuel burnup, mixed burnup mode will improve the accuracy of burnup calculation and efficiency. For critical search of control rod position, a new method called ABN based on ABA which used by MC21 will be proposed for the first time in this paper. (author)

Monte Carlo dose distributions for radiosurgery

International Nuclear Information System (INIS)

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

2001-01-01

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

Shell model Monte Carlo methods

International Nuclear Information System (INIS)

Koonin, S.E.; Dean, D.J.; Langanke, K.

1997-01-01

We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; the resultant path integral is evaluated stochastically. We first discuss the motivation, formalism, and implementation of such Shell Model Monte Carlo (SMMC) methods. There then follows a sampler of results and insights obtained from a number of applications. These include the ground state and thermal properties of pf-shell nuclei, the thermal and rotational behavior of rare-earth and γ-soft nuclei, and the calculation of double beta-decay matrix elements. Finally, prospects for further progress in such calculations are discussed. (orig.)

Monte Carlo Methods in ICF

Science.gov (United States)

Zimmerman, George B.

Monte Carlo methods appropriate to simulate the transport of x-rays, neutrons, ions and electrons in Inertial Confinement Fusion targets are described and analyzed. The Implicit Monte Carlo method of x-ray transport handles symmetry within indirect drive ICF hohlraums well, but can be improved 50X in efficiency by angular biasing the x-rays towards the fuel capsule. Accurate simulation of thermonuclear burn and burn diagnostics involves detailed particle source spectra, charged particle ranges, inflight reaction kinematics, corrections for bulk and thermal Doppler effects and variance reduction to obtain adequate statistics for rare events. It is found that the effects of angular Coulomb scattering must be included in models of charged particle transport through heterogeneous materials.

Monte Carlo methods in ICF

International Nuclear Information System (INIS)

Zimmerman, George B.

1997-01-01

Monte Carlo methods appropriate to simulate the transport of x-rays, neutrons, ions and electrons in Inertial Confinement Fusion targets are described and analyzed. The Implicit Monte Carlo method of x-ray transport handles symmetry within indirect drive ICF hohlraums well, but can be improved 50X in efficiency by angular biasing the x-rays towards the fuel capsule. Accurate simulation of thermonuclear burn and burn diagnostics involves detailed particle source spectra, charged particle ranges, inflight reaction kinematics, corrections for bulk and thermal Doppler effects and variance reduction to obtain adequate statistics for rare events. It is found that the effects of angular Coulomb scattering must be included in models of charged particle transport through heterogeneous materials

Quasi Monte Carlo methods for optimization models of the energy industry with pricing and load processes; Quasi-Monte Carlo Methoden fuer Optimierungsmodelle der Energiewirtschaft mit Preis- und Last-Prozessen

Energy Technology Data Exchange (ETDEWEB)

Leoevey, H.; Roemisch, W. [Humboldt-Univ., Berlin (Germany)

2015-07-01

We discuss progress in quasi Monte Carlo methods for numerical calculation integrals or expected values and justify why these methods are more efficient than the classic Monte Carlo methods. Quasi Monte Carlo methods are found to be particularly efficient if the integrands have a low effective dimension. That's why We also discuss the concept of effective dimension and prove on the example of a stochastic Optimization model of the energy industry that such models can posses a low effective dimension. Modern quasi Monte Carlo methods are therefore for such models very promising. [German] Wir diskutieren Fortschritte bei Quasi-Monte Carlo Methoden zur numerischen Berechnung von Integralen bzw. Erwartungswerten und begruenden warum diese Methoden effizienter sind als die klassischen Monte Carlo Methoden. Quasi-Monte Carlo Methoden erweisen sich als besonders effizient, falls die Integranden eine geringe effektive Dimension besitzen. Deshalb diskutieren wir auch den Begriff effektive Dimension und weisen am Beispiel eines stochastischen Optimierungsmodell aus der Energiewirtschaft nach, dass solche Modelle eine niedrige effektive Dimension besitzen koennen. Moderne Quasi-Monte Carlo Methoden sind deshalb fuer solche Modelle sehr erfolgversprechend.

Size, flexibility, and scattering functions of semiflexible polyelectrolytes with excluded volume effects: Monte Carlo simulations and neutron scattering experiments

DEFF Research Database (Denmark)

Cannavacciuolo, L.; Sommer, C.; Pedersen, J.S.

2000-01-01

outlined in the Odijk-Skolnick-Fixman theory, in which the behavior of charged polymers is described only in terms of increasing local rigidity and excluded volume effects. Moreover, the Monte Carlo data are found to be in very good agreement with experimental scattering measurements with equilibrium......We present a systematic Monte Carlo study of the scattering function S(q) of semiflexible polyelectrolytes at infinite dilution, in solutions with different concentrations of added salt. In the spirit of a theoretical description of polyelectrolytes in terms of the equivalent parameters, namely......, persistence length and excluded volume interactions, we used a modified wormlike chain model, in which the monomers are represented by charged hard spheres placed at distance a. The electrostatic interactions are approximated by a Debye-Huckel potential. We show that the scattering function is quantitatively...

BREM5 electroweak Monte Carlo

International Nuclear Information System (INIS)

Kennedy, D.C. II.

1987-01-01

This is an update on the progress of the BREMMUS Monte Carlo simulator, particularly in its current incarnation, BREM5. The present report is intended only as a follow-up to the Mark II/Granlibakken proceedings, and those proceedings should be consulted for a complete description of the capabilities and goals of the BREMMUS program. The new BREM5 program improves on the previous version of BREMMUS, BREM2, in a number of important ways. In BREM2, the internal loop (oblique) corrections were not treated in consistent fashion, a deficiency that led to renormalization scheme-dependence; i.e., physical results, such as cross sections, were dependent on the method used to eliminate infinities from the theory. Of course, this problem cannot be tolerated in a Monte Carlo designed for experimental use. BREM5 incorporates a new way of treating the oblique corrections, as explained in the Granlibakken proceedings, that guarantees renormalization scheme-independence and dramatically simplifies the organization and calculation of radiative corrections. This technique is to be presented in full detail in a forthcoming paper. BREM5 is, at this point, the only Monte Carlo to contain the entire set of one-loop corrections to electroweak four-fermion processes and renormalization scheme-independence. 3 figures

PEPSI: a Monte Carlo generator for polarized leptoproduction

International Nuclear Information System (INIS)

Mankiewicz, L.

1992-01-01

We describe PEPSI (Polarized Electron Proton Scattering Interactions) a Monte Carlo program for the polarized deep inelastic leptoproduction mediated by electromagnetic interaction. The code is a modification of the LEPTO 4.3 Lund Monte Carlo for unpolarized scattering and requires the standard polarization-independent JETSET routines to perform fragmentation into final hadrons. (orig.)

Importance estimation in Monte Carlo modelling of neutron and photon transport

International Nuclear Information System (INIS)

Mickael, M.W.

1992-01-01

The estimation of neutron and photon importance in a three-dimensional geometry is achieved using a coupled Monte Carlo and diffusion theory calculation. The parameters required for the solution of the multigroup adjoint diffusion equation are estimated from an analog Monte Carlo simulation of the system under investigation. The solution of the adjoint diffusion equation is then used as an estimate of the particle importance in the actual simulation. This approach provides an automated and efficient variance reduction method for Monte Carlo simulations. The technique has been successfully applied to Monte Carlo simulation of neutron and coupled neutron-photon transport in the nuclear well-logging field. The results show that the importance maps obtained in a few minutes of computer time using this technique are in good agreement with Monte Carlo generated importance maps that require prohibitive computing times. The application of this method to Monte Carlo modelling of the response of neutron porosity and pulsed neutron instruments has resulted in major reductions in computation time. (Author)

Iterative acceleration methods for Monte Carlo and deterministic criticality calculations

Energy Technology Data Exchange (ETDEWEB)

Urbatsch, T.J.

1995-11-01

If you have ever given up on a nuclear criticality calculation and terminated it because it took so long to converge, you might find this thesis of interest. The author develops three methods for improving the fission source convergence in nuclear criticality calculations for physical systems with high dominance ratios for which convergence is slow. The Fission Matrix Acceleration Method and the Fission Diffusion Synthetic Acceleration (FDSA) Method are acceleration methods that speed fission source convergence for both Monte Carlo and deterministic methods. The third method is a hybrid Monte Carlo method that also converges for difficult problems where the unaccelerated Monte Carlo method fails. The author tested the feasibility of all three methods in a test bed consisting of idealized problems. He has successfully accelerated fission source convergence in both deterministic and Monte Carlo criticality calculations. By filtering statistical noise, he has incorporated deterministic attributes into the Monte Carlo calculations in order to speed their source convergence. He has used both the fission matrix and a diffusion approximation to perform unbiased accelerations. The Fission Matrix Acceleration method has been implemented in the production code MCNP and successfully applied to a real problem. When the unaccelerated calculations are unable to converge to the correct solution, they cannot be accelerated in an unbiased fashion. A Hybrid Monte Carlo method weds Monte Carlo and a modified diffusion calculation to overcome these deficiencies. The Hybrid method additionally possesses reduced statistical errors.

Iterative acceleration methods for Monte Carlo and deterministic criticality calculations

International Nuclear Information System (INIS)

Urbatsch, T.J.

1995-11-01

If you have ever given up on a nuclear criticality calculation and terminated it because it took so long to converge, you might find this thesis of interest. The author develops three methods for improving the fission source convergence in nuclear criticality calculations for physical systems with high dominance ratios for which convergence is slow. The Fission Matrix Acceleration Method and the Fission Diffusion Synthetic Acceleration (FDSA) Method are acceleration methods that speed fission source convergence for both Monte Carlo and deterministic methods. The third method is a hybrid Monte Carlo method that also converges for difficult problems where the unaccelerated Monte Carlo method fails. The author tested the feasibility of all three methods in a test bed consisting of idealized problems. He has successfully accelerated fission source convergence in both deterministic and Monte Carlo criticality calculations. By filtering statistical noise, he has incorporated deterministic attributes into the Monte Carlo calculations in order to speed their source convergence. He has used both the fission matrix and a diffusion approximation to perform unbiased accelerations. The Fission Matrix Acceleration method has been implemented in the production code MCNP and successfully applied to a real problem. When the unaccelerated calculations are unable to converge to the correct solution, they cannot be accelerated in an unbiased fashion. A Hybrid Monte Carlo method weds Monte Carlo and a modified diffusion calculation to overcome these deficiencies. The Hybrid method additionally possesses reduced statistical errors

Study on random number generator in Monte Carlo code

International Nuclear Information System (INIS)

Oya, Kentaro; Kitada, Takanori; Tanaka, Shinichi

2011-01-01

The Monte Carlo code uses a sequence of pseudo-random numbers with a random number generator (RNG) to simulate particle histories. A pseudo-random number has its own period depending on its generation method and the period is desired to be long enough not to exceed the period during one Monte Carlo calculation to ensure the correctness especially for a standard deviation of results. The linear congruential generator (LCG) is widely used as Monte Carlo RNG and the period of LCG is not so long by considering the increasing rate of simulation histories in a Monte Carlo calculation according to the remarkable enhancement of computer performance. Recently, many kinds of RNG have been developed and some of their features are better than those of LCG. In this study, we investigate the appropriate RNG in a Monte Carlo code as an alternative to LCG especially for the case of enormous histories. It is found that xorshift has desirable features compared with LCG, and xorshift has a larger period, a comparable speed to generate random numbers, a better randomness, and good applicability to parallel calculation. (author)

Combinatorial geometry domain decomposition strategies for Monte Carlo simulations

Energy Technology Data Exchange (ETDEWEB)

Li, G.; Zhang, B.; Deng, L.; Mo, Z.; Liu, Z.; Shangguan, D.; Ma, Y.; Li, S.; Hu, Z. [Institute of Applied Physics and Computational Mathematics, Beijing, 100094 (China)

2013-07-01

Analysis and modeling of nuclear reactors can lead to memory overload for a single core processor when it comes to refined modeling. A method to solve this problem is called 'domain decomposition'. In the current work, domain decomposition algorithms for a combinatorial geometry Monte Carlo transport code are developed on the JCOGIN (J Combinatorial Geometry Monte Carlo transport INfrastructure). Tree-based decomposition and asynchronous communication of particle information between domains are described in the paper. Combination of domain decomposition and domain replication (particle parallelism) is demonstrated and compared with that of MERCURY code. A full-core reactor model is simulated to verify the domain decomposition algorithms using the Monte Carlo particle transport code JMCT (J Monte Carlo Transport Code), which has being developed on the JCOGIN infrastructure. Besides, influences of the domain decomposition algorithms to tally variances are discussed. (authors)

Combinatorial geometry domain decomposition strategies for Monte Carlo simulations

International Nuclear Information System (INIS)

Li, G.; Zhang, B.; Deng, L.; Mo, Z.; Liu, Z.; Shangguan, D.; Ma, Y.; Li, S.; Hu, Z.

2013-01-01

Analysis and modeling of nuclear reactors can lead to memory overload for a single core processor when it comes to refined modeling. A method to solve this problem is called 'domain decomposition'. In the current work, domain decomposition algorithms for a combinatorial geometry Monte Carlo transport code are developed on the JCOGIN (J Combinatorial Geometry Monte Carlo transport INfrastructure). Tree-based decomposition and asynchronous communication of particle information between domains are described in the paper. Combination of domain decomposition and domain replication (particle parallelism) is demonstrated and compared with that of MERCURY code. A full-core reactor model is simulated to verify the domain decomposition algorithms using the Monte Carlo particle transport code JMCT (J Monte Carlo Transport Code), which has being developed on the JCOGIN infrastructure. Besides, influences of the domain decomposition algorithms to tally variances are discussed. (authors)

Monte Carlo simulation of Touschek effect

Directory of Open Access Journals (Sweden)

Aimin Xiao

2010-07-01

Full Text Available We present a Monte Carlo method implementation in the code elegant for simulating Touschek scattering effects in a linac beam. The local scattering rate and the distribution of scattered electrons can be obtained from the code either for a Gaussian-distributed beam or for a general beam whose distribution function is given. In addition, scattered electrons can be tracked through the beam line and the local beam-loss rate and beam halo information recorded.

Monte Carlo method applied to medical physics

International Nuclear Information System (INIS)

Oliveira, C.; Goncalves, I.F.; Chaves, A.; Lopes, M.C.; Teixeira, N.; Matos, B.; Goncalves, I.C.; Ramalho, A.; Salgado, J.

2000-01-01

The main application of the Monte Carlo method to medical physics is dose calculation. This paper shows some results of two dose calculation studies and two other different applications: optimisation of neutron field for Boron Neutron Capture Therapy and optimization of a filter for a beam tube for several purposes. The time necessary for Monte Carlo calculations - the highest boundary for its intensive utilisation - is being over-passed with faster and cheaper computers. (author)

A radiating shock evaluated using Implicit Monte Carlo Diffusion

International Nuclear Information System (INIS)

Cleveland, M.; Gentile, N.

2013-01-01

Implicit Monte Carlo [1] (IMC) has been shown to be very expensive when used to evaluate a radiation field in opaque media. Implicit Monte Carlo Diffusion (IMD) [2], which evaluates a spatial discretized diffusion equation using a Monte Carlo algorithm, can be used to reduce the cost of evaluating the radiation field in opaque media [2]. This work couples IMD to the hydrodynamics equations to evaluate opaque diffusive radiating shocks. The Lowrie semi-analytic diffusive radiating shock benchmark[a] is used to verify our implementation of the coupled system of equations. (authors)

The Monte Carlo method the method of statistical trials

CERN Document Server

Shreider, YuA

1966-01-01

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

Monte Carlo calculations of kQ, the beam quality conversion factor

International Nuclear Information System (INIS)

Muir, B. R.; Rogers, D. W. O.

2010-01-01

Purpose: To use EGSnrc Monte Carlo simulations to directly calculate beam quality conversion factors, k Q , for 32 cylindrical ionization chambers over a range of beam qualities and to quantify the effect of systematic uncertainties on Monte Carlo calculations of k Q . These factors are required to use the TG-51 or TRS-398 clinical dosimetry protocols for calibrating external radiotherapy beams. Methods: Ionization chambers are modeled either from blueprints or manufacturers' user's manuals. The dose-to-air in the chamber is calculated using the EGSnrc user-code egs c hamber using 11 different tabulated clinical photon spectra for the incident beams. The dose to a small volume of water is also calculated in the absence of the chamber at the midpoint of the chamber on its central axis. Using a simple equation, k Q is calculated from these quantities under the assumption that W/e is constant with energy and compared to TG-51 protocol and measured values. Results: Polynomial fits to the Monte Carlo calculated k Q factors as a function of beam quality expressed as %dd(10) x and TPR 10 20 are given for each ionization chamber. Differences are explained between Monte Carlo calculated values and values from the TG-51 protocol or calculated using the computer program used for TG-51 calculations. Systematic uncertainties in calculated k Q values are analyzed and amount to a maximum of one standard deviation uncertainty of 0.99% if one assumes that photon cross-section uncertainties are uncorrelated and 0.63% if they are assumed correlated. The largest components of the uncertainty are the constancy of W/e and the uncertainty in the cross-section for photons in water. Conclusions: It is now possible to calculate k Q directly using Monte Carlo simulations. Monte Carlo calculations for most ionization chambers give results which are comparable to TG-51 values. Discrepancies can be explained using individual Monte Carlo calculations of various correction factors which are more

Applicability of quasi-Monte Carlo for lattice systems

International Nuclear Information System (INIS)

Ammon, Andreas; Deutsches Elektronen-Synchrotron; Hartung, Tobias; Jansen, Karl; Leovey, Hernan; Griewank, Andreas; Mueller-Preussker, Michael

2013-11-01

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

Applicability of quasi-Monte Carlo for lattice systems

Energy Technology Data Exchange (ETDEWEB)

Ammon, Andreas [Berlin Humboldt-Univ. (Germany). Dept. of Physics; Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Hartung, Tobias [King' s College London (United Kingdom). Dept. of Mathematics; Jansen, Karl [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Leovey, Hernan; Griewank, Andreas [Berlin Humboldt-Univ. (Germany). Dept. of Mathematics; Mueller-Preussker, Michael [Berlin Humboldt-Univ. (Germany). Dept. of Physics

2013-11-15

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

Uniform distribution and quasi-Monte Carlo methods discrepancy, integration and applications

CERN Document Server

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.

Second-order Monte Carlo wave-function approach to the relaxation effects on ringing revivals in a molecular system interacting with a strongly squeezed coherent field

International Nuclear Information System (INIS)

Nakano, Masayoshi; Kishi, Ryohei; Nitta, Tomoshige; Yamaguchi, Kizashi

2004-01-01

We investigate the relaxation effects on the quantum dynamics in a two-state molecular system interacting with a single-mode strongly amplitude-squeezed coherent field using the second-order Monte Carlo wave-function method. The molecular population inversion (collapse-revival behavior of Rabi oscillations) is known to show the echoes after each revival, which are referred to as ringing revivals, in the case of strongly squeezed coherent fields with oscillatory photon-number distributions due to the phase-space interference effect. Two types of relaxation effects, i.e., cavity relaxation (the dissipation of an internal single mode to outer mode) and molecular coherent (phase) relaxation caused by nuclear vibrations on ringing revivals are investigated from the viewpoint of the quantum-phase dynamics using the quasiprobability (Q function) distribution of a single-mode field and the off-diagonal molecular density matrix ρ elec1,2 (t). It turns out that the molecular phase relaxation attenuates both the entire revival-collapse behavior and the increase in ρ elec1,2 (t) during the quiescent region, whereas a very slight cavity relaxation particularly suppresses the echoes in ringing revivals more significantly than the first revival but hardly changes a primary variation in envelope of ρ elec1,2 (t) in the nonrelaxation case

Clinical implementation of full Monte Carlo dose calculation in proton beam therapy

International Nuclear Information System (INIS)

Paganetti, Harald; Jiang, Hongyu; Parodi, Katia; Slopsema, Roelf; Engelsman, Martijn

2008-01-01

The goal of this work was to facilitate the clinical use of Monte Carlo proton dose calculation to support routine treatment planning and delivery. The Monte Carlo code Geant4 was used to simulate the treatment head setup, including a time-dependent simulation of modulator wheels (for broad beam modulation) and magnetic field settings (for beam scanning). Any patient-field-specific setup can be modeled according to the treatment control system of the facility. The code was benchmarked against phantom measurements. Using a simulation of the ionization chamber reading in the treatment head allows the Monte Carlo dose to be specified in absolute units (Gy per ionization chamber reading). Next, the capability of reading CT data information was implemented into the Monte Carlo code to model patient anatomy. To allow time-efficient dose calculation, the standard Geant4 tracking algorithm was modified. Finally, a software link of the Monte Carlo dose engine to the patient database and the commercial planning system was established to allow data exchange, thus completing the implementation of the proton Monte Carlo dose calculation engine ('DoC++'). Monte Carlo re-calculated plans are a valuable tool to revisit decisions in the planning process. Identification of clinically significant differences between Monte Carlo and pencil-beam-based dose calculations may also drive improvements of current pencil-beam methods. As an example, four patients (29 fields in total) with tumors in the head and neck regions were analyzed. Differences between the pencil-beam algorithm and Monte Carlo were identified in particular near the end of range, both due to dose degradation and overall differences in range prediction due to bony anatomy in the beam path. Further, the Monte Carlo reports dose-to-tissue as compared to dose-to-water by the planning system. Our implementation is tailored to a specific Monte Carlo code and the treatment planning system XiO (Computerized Medical Systems Inc

Exponential convergence on a continuous Monte Carlo transport problem

International Nuclear Information System (INIS)

Booth, T.E.

1997-01-01

For more than a decade, it has been known that exponential convergence on discrete transport problems was possible using adaptive Monte Carlo techniques. An adaptive Monte Carlo method that empirically produces exponential convergence on a simple continuous transport problem is described

Quantum Monte Carlo calculation of the Fermi-liquid parameters in the two-dimensional electron gas

International Nuclear Information System (INIS)

Kwon, Y.; Ceperley, D.M.; Martin, R.M.

1994-01-01

Excitations of the two-dimensional electron gas, including many-body effects, are calculated with a variational Monte Carlo method. Correlated sampling is introduced to calculate small energy differences between different excitations. The usual pair-product (Slater-Jastrow) trial wave function is found to lack certain correlations entirely so that backflow correlation is crucial. From the excitation energies calculated here, we determine Fermi-liquid parameters and related physical quantities such as the effective mass and the Lande g factor of the system. Our results for the effective mass are compared with previous analytic calculations

Positron stopping in elemental systems: Monte Carlo calculations and scaling properties

International Nuclear Information System (INIS)

Ghosh, V.J.; Aers, G.C.

1995-01-01

The scaling of positron-implantation (stopping) profiles has been reported by Ghosh et al., who used the BNL Monte Carlo scheme to generate stopping profiles in semi-infinite elemental metals. A simple scaling relationship reduced the stopping profiles of positrons implanted at different energies (ranging from 1--10 keV) onto a single universal curve for that particular metal. We have confirmed that the scaling relationship also applies to the quite different Jensen and Walker Monte Carlo scheme, for more materials, and over an expanded energy range of 1--25 keV. The mean depths of the stopping profiles calculated by the two Monte Carlo schemes are found to be different, mainly due to differences in the inelastic mean free paths and the energy-loss functions. However, after scaling, the profiles generated by the two schemes can be superimposed onto a single curve which can be appropriately parametrized. The scaled profiles are found to be only weakly material dependent. The mean depths, backscattered fractions, and scaled stopping profiles are fitted to simple parametric functions, and the values of these parameters are obtained for several elements

Spin Density Distribution in Open-Shell Transition Metal Systems: A Comparative Post-Hartree-Fock, Density Functional Theory, and Quantum Monte Carlo Study of the CuCl2 Molecule.

Science.gov (United States)

Caffarel, Michel; Giner, Emmanuel; Scemama, Anthony; Ramírez-Solís, Alejandro

2014-12-09

We present a comparative study of the spatial distribution of the spin density of the ground state of CuCl2 using Density Functional Theory (DFT), quantum Monte Carlo (QMC), and post-Hartree-Fock wave function theory (WFT). A number of studies have shown that an accurate description of the electronic structure of the lowest-lying states of this molecule is particularly challenging due to the interplay between the strong dynamical correlation effects in the 3d shell and the delocalization of the 3d hole over the chlorine atoms. More generally, this problem is representative of the difficulties encountered when studying open-shell metal-containing molecular systems. Here, it is shown that qualitatively different results for the spin density distribution are obtained from the various quantum-mechanical approaches. At the DFT level, the spin density distribution is found to be very dependent on the functional employed. At the QMC level, Fixed-Node Diffusion Monte Carlo (FN-DMC) results are strongly dependent on the nodal structure of the trial wave function. Regarding wave function methods, most approaches not including a very high amount of dynamic correlation effects lead to a much too high localization of the spin density on the copper atom, in sharp contrast with DFT. To shed some light on these conflicting results Full CI-type (FCI) calculations using the 6-31G basis set and based on a selection process of the most important determinants, the so-called CIPSI approach (Configuration Interaction with Perturbative Selection done Iteratively) are performed. Quite remarkably, it is found that for this 63-electron molecule and a full CI space including about 10(18) determinants, the FCI limit can almost be reached. Putting all results together, a natural and coherent picture for the spin distribution is proposed.

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.

Understanding quantum tunneling using diffusion Monte Carlo simulations

Science.gov (United States)

Inack, E. M.; Giudici, G.; Parolini, T.; Santoro, G.; Pilati, S.

2018-03-01

In simple ferromagnetic quantum Ising models characterized by an effective double-well energy landscape the characteristic tunneling time of path-integral Monte Carlo (PIMC) simulations has been shown to scale as the incoherent quantum-tunneling time, i.e., as 1 /Δ2 , where Δ is the tunneling gap. Since incoherent quantum tunneling is employed by quantum annealers (QAs) to solve optimization problems, this result suggests that there is no quantum advantage in using QAs with respect to quantum Monte Carlo (QMC) simulations. A counterexample is the recently introduced shamrock model (Andriyash and Amin, arXiv:1703.09277), where topological obstructions cause an exponential slowdown of the PIMC tunneling dynamics with respect to incoherent quantum tunneling, leaving open the possibility for potential quantum speedup, even for stoquastic models. In this work we investigate the tunneling time of projective QMC simulations based on the diffusion Monte Carlo (DMC) algorithm without guiding functions, showing that it scales as 1 /Δ , i.e., even more favorably than the incoherent quantum-tunneling time, both in a simple ferromagnetic system and in the more challenging shamrock model. However, a careful comparison between the DMC ground-state energies and the exact solution available for the transverse-field Ising chain indicates an exponential scaling of the computational cost required to keep a fixed relative error as the system size increases.

Isotopic depletion with Monte Carlo

International Nuclear Information System (INIS)

Martin, W.R.; Rathkopf, J.A.

1996-06-01

This work considers a method to deplete isotopes during a time- dependent Monte Carlo simulation of an evolving system. The method is based on explicitly combining a conventional estimator for the scalar flux with the analytical solutions to the isotopic depletion equations. There are no auxiliary calculations; the method is an integral part of the Monte Carlo calculation. The method eliminates negative densities and reduces the variance in the estimates for the isotope densities, compared to existing methods. Moreover, existing methods are shown to be special cases of the general method described in this work, as they can be derived by combining a high variance estimator for the scalar flux with a low-order approximation to the analytical solution to the depletion equation

Multilevel sequential Monte-Carlo samplers

KAUST Repository

Jasra, Ajay

2016-01-01

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

Monte Carlo methods in ICF

International Nuclear Information System (INIS)

Zimmerman, G.B.

1997-01-01

Monte Carlo methods appropriate to simulate the transport of x-rays, neutrons, ions and electrons in Inertial Confinement Fusion targets are described and analyzed. The Implicit Monte Carlo method of x-ray transport handles symmetry within indirect drive ICF hohlraums well, but can be improved 50X in efficiency by angular biasing the x-rays towards the fuel capsule. Accurate simulation of thermonuclear burn and burn diagnostics involves detailed particle source spectra, charged particle ranges, inflight reaction kinematics, corrections for bulk and thermal Doppler effects and variance reduction to obtain adequate statistics for rare events. It is found that the effects of angular Coulomb scattering must be included in models of charged particle transport through heterogeneous materials. copyright 1997 American Institute of Physics

Multilevel sequential Monte-Carlo samplers

KAUST Repository

Jasra, Ajay

2016-01-05

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

Radiation Modeling with Direct Simulation Monte Carlo

Science.gov (United States)

Carlson, Ann B.; Hassan, H. A.

1991-01-01

Improvements in the modeling of radiation in low density shock waves with direct simulation Monte Carlo (DSMC) are the subject of this study. A new scheme to determine the relaxation collision numbers for excitation of electronic states is proposed. This scheme attempts to move the DSMC programs toward a more detailed modeling of the physics and more reliance on available rate data. The new method is compared with the current modeling technique and both techniques are compared with available experimental data. The differences in the results are evaluated. The test case is based on experimental measurements from the AVCO-Everett Research Laboratory electric arc-driven shock tube of a normal shock wave in air at 10 km/s and .1 Torr. The new method agrees with the available data as well as the results from the earlier scheme and is more easily extrapolated to di erent ow conditions.

A flexible coupling scheme for Monte Carlo and thermal-hydraulics codes

Energy Technology Data Exchange (ETDEWEB)

Hoogenboom, J. Eduard, E-mail: J.E.Hoogenboom@tudelft.nl [Delft University of Technology (Netherlands); Ivanov, Aleksandar; Sanchez, Victor, E-mail: Aleksandar.Ivanov@kit.edu, E-mail: Victor.Sanchez@kit.edu [Karlsruhe Institute of Technology, Institute of Neutron Physics and Reactor Technology, Eggenstein-Leopoldshafen (Germany); Diop, Cheikh, E-mail: Cheikh.Diop@cea.fr [CEA/DEN/DANS/DM2S/SERMA, Commissariat a l' Energie Atomique, Gif-sur-Yvette (France)

2011-07-01

A coupling scheme between a Monte Carlo code and a thermal-hydraulics code is being developed within the European NURISP project for comprehensive and validated reactor analysis. The scheme is flexible as it allows different Monte Carlo codes and different thermal-hydraulics codes to be used. At present the MCNP and TRIPOLI4 Monte Carlo codes can be used and the FLICA4 and SubChanFlow thermal-hydraulics codes. For all these codes only an original executable is necessary. A Python script drives the iterations between Monte Carlo and thermal-hydraulics calculations. It also calls a conversion program to merge a master input file for the Monte Carlo code with the appropriate temperature and coolant density data from the thermal-hydraulics calculation. Likewise it calls another conversion program to merge a master input file for the thermal-hydraulics code with the power distribution data from the Monte Carlo calculation. Special attention is given to the neutron cross section data for the various required temperatures in the Monte Carlo calculation. Results are shown for an infinite lattice of PWR fuel pin cells and a 3 x 3 fuel BWR pin cell cluster. Various possibilities for further improvement and optimization of the coupling system are discussed. (author)

A flexible coupling scheme for Monte Carlo and thermal-hydraulics codes

International Nuclear Information System (INIS)

Hoogenboom, J. Eduard; Ivanov, Aleksandar; Sanchez, Victor; Diop, Cheikh

2011-01-01

A coupling scheme between a Monte Carlo code and a thermal-hydraulics code is being developed within the European NURISP project for comprehensive and validated reactor analysis. The scheme is flexible as it allows different Monte Carlo codes and different thermal-hydraulics codes to be used. At present the MCNP and TRIPOLI4 Monte Carlo codes can be used and the FLICA4 and SubChanFlow thermal-hydraulics codes. For all these codes only an original executable is necessary. A Python script drives the iterations between Monte Carlo and thermal-hydraulics calculations. It also calls a conversion program to merge a master input file for the Monte Carlo code with the appropriate temperature and coolant density data from the thermal-hydraulics calculation. Likewise it calls another conversion program to merge a master input file for the thermal-hydraulics code with the power distribution data from the Monte Carlo calculation. Special attention is given to the neutron cross section data for the various required temperatures in the Monte Carlo calculation. Results are shown for an infinite lattice of PWR fuel pin cells and a 3 x 3 fuel BWR pin cell cluster. Various possibilities for further improvement and optimization of the coupling system are discussed. (author)

Optimizing maintenance and repair policies via a combination of genetic algorithms and Monte Carlo simulation

International Nuclear Information System (INIS)

Marseguerra, M.; Zio, E.

2000-01-01

In this paper we present an optimization approach based on the combination of a Genetic Algorithms maximization procedure with a Monte Carlo simulation. The approach is applied within the context of plant logistic management for what concerns the choice of maintenance and repair strategies. A stochastic model of plant operation is developed from the standpoint of its reliability/availability behavior, i.e. of the failure/repair/maintenance processes of its components. The model is evaluated by Monte Carlo simulation in terms of economic costs and revenues of operation. The flexibility of the Monte Carlo method allows us to include several practical aspects such as stand-by operation modes, deteriorating repairs, aging, sequences of periodic maintenances, number of repair teams available for different kinds of repair interventions (mechanical, electronic, hydraulic, etc.), components priority rankings. A genetic algorithm is then utilized to optimize the components maintenance periods and number of repair teams. The fitness function object of the optimization is a profit function which inherently accounts for the safety and economic performance of the plant and whose value is computed by the above Monte Carlo simulation model. For an efficient combination of Genetic Algorithms and Monte Carlo simulation, only few hundreds Monte Carlo histories are performed for each potential solution proposed by the genetic algorithm. Statistical significance of the results of the solutions of interest (i.e. the best ones) is then attained exploiting the fact that during the population evolution the fit chromosomes appear repeatedly many times. The proposed optimization approach is applied on two case studies of increasing complexity

Quantum Monte Carlo simulations for high-Tc superconductors

International Nuclear Information System (INIS)

Muramatsu, A.; Dopf, G.; Wagner, J.; Dieterich, P.; Hanke, W.

1992-01-01

Quantum Monte Carlo simulations for a multi-band model of high-Tc superconductors are reviewed with special emphasis on the comparison of different observabels with experiments. It is shown that a give parameter set of the three-band Hubbard model leads to a consistent description of normal-state propteries as well as pairing correlation function for the copper-oxide superconductors as a function of doping and temperature. (orig.)

Parallel MCNP Monte Carlo transport calculations with MPI

International Nuclear Information System (INIS)

Wagner, J.C.; Haghighat, A.

1996-01-01

The steady increase in computational performance has made Monte Carlo calculations for large/complex systems possible. However, in order to make these calculations practical, order of magnitude increases in performance are necessary. The Monte Carlo method is inherently parallel (particles are simulated independently) and thus has the potential for near-linear speedup with respect to the number of processors. Further, the ever-increasing accessibility of parallel computers, such as workstation clusters, facilitates the practical use of parallel Monte Carlo. Recognizing the nature of the Monte Carlo method and the trends in available computing, the code developers at Los Alamos National Laboratory implemented the message-passing general-purpose Monte Carlo radiation transport code MCNP (version 4A). The PVM package was chosen by the MCNP code developers because it supports a variety of communication networks, several UNIX platforms, and heterogeneous computer systems. This PVM version of MCNP has been shown to produce speedups that approach the number of processors and thus, is a very useful tool for transport analysis. Due to software incompatibilities on the local IBM SP2, PVM has not been available, and thus it is not possible to take advantage of this useful tool. Hence, it became necessary to implement an alternative message-passing library package into MCNP. Because the message-passing interface (MPI) is supported on the local system, takes advantage of the high-speed communication switches in the SP2, and is considered to be the emerging standard, it was selected

Monte Carlo systems used for treatment planning and dose verification

Energy Technology Data Exchange (ETDEWEB)

Brualla, Lorenzo [Universitaetsklinikum Essen, NCTeam, Strahlenklinik, Essen (Germany); Rodriguez, Miguel [Centro Medico Paitilla, Balboa (Panama); Lallena, Antonio M. [Universidad de Granada, Departamento de Fisica Atomica, Molecular y Nuclear, Granada (Spain)

2017-04-15

General-purpose radiation transport Monte Carlo codes have been used for estimation of the absorbed dose distribution in external photon and electron beam radiotherapy patients since several decades. Results obtained with these codes are usually more accurate than those provided by treatment planning systems based on non-stochastic methods. Traditionally, absorbed dose computations based on general-purpose Monte Carlo codes have been used only for research, owing to the difficulties associated with setting up a simulation and the long computation time required. To take advantage of radiation transport Monte Carlo codes applied to routine clinical practice, researchers and private companies have developed treatment planning and dose verification systems that are partly or fully based on fast Monte Carlo algorithms. This review presents a comprehensive list of the currently existing Monte Carlo systems that can be used to calculate or verify an external photon and electron beam radiotherapy treatment plan. Particular attention is given to those systems that are distributed, either freely or commercially, and that do not require programming tasks from the end user. These systems are compared in terms of features and the simulation time required to compute a set of benchmark calculations. (orig.) [German] Seit mehreren Jahrzehnten werden allgemein anwendbare Monte-Carlo-Codes zur Simulation des Strahlungstransports benutzt, um die Verteilung der absorbierten Dosis in der perkutanen Strahlentherapie mit Photonen und Elektronen zu evaluieren. Die damit erzielten Ergebnisse sind meist akkurater als solche, die mit nichtstochastischen Methoden herkoemmlicher Bestrahlungsplanungssysteme erzielt werden koennen. Wegen des damit verbundenen Arbeitsaufwands und der langen Dauer der Berechnungen wurden Monte-Carlo-Simulationen von Dosisverteilungen in der konventionellen Strahlentherapie in der Vergangenheit im Wesentlichen in der Forschung eingesetzt. Im Bemuehen, Monte-Carlo

Multilevel Monte Carlo in Approximate Bayesian Computation

KAUST Repository

Jasra, Ajay

2017-02-13

In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the approach is developed and it is shown under some assumptions that for a given level of mean square error, this method for ABC has a lower cost than i.i.d. sampling from the most accurate ABC approximation. Several numerical examples are given.

Monte Carlo simulation of Markov unreliability models

International Nuclear Information System (INIS)

Lewis, E.E.; Boehm, F.

1984-01-01

A Monte Carlo method is formulated for the evaluation of the unrealibility of complex systems with known component failure and repair rates. The formulation is in terms of a Markov process allowing dependences between components to be modeled and computational efficiencies to be achieved in the Monte Carlo simulation. Two variance reduction techniques, forced transition and failure biasing, are employed to increase computational efficiency of the random walk procedure. For an example problem these result in improved computational efficiency by more than three orders of magnitudes over analog Monte Carlo. The method is generalized to treat problems with distributed failure and repair rate data, and a batching technique is introduced and shown to result in substantial increases in computational efficiency for an example problem. A method for separating the variance due to the data uncertainty from that due to the finite number of random walks is presented. (orig.)

On-the-fly doppler broadening for Monte Carlo codes

International Nuclear Information System (INIS)

Yesilyurt, G.; Martin, W. R.; Brown, F. B.

2009-01-01

A methodology to allow on-the-fly Doppler broadening of neutron cross sections for use in Monte Carlo codes has been developed. The Monte Carlo code only needs to store 0 K cross sections for each isotope and the method will broaden the 0 K cross sections for any isotope in the library to any temperature in the range 77 K-3200 K. The methodology is based on a combination of Taylor series expansions and asymptotic series expansions. The type of series representation was determined by investigating the temperature dependence of U3o8 resonance cross sections in three regions: near the resonance peaks, mid-resonance, and the resonance wings. The coefficients for these series expansions were determined by a regression over the energy and temperature range of interest. Since the resonance parameters are a function of the neutron energy and target nuclide, the ψ and χ functions in the Adler-Adler multi-level resonance model can be represented by series expansions in temperature only, allowing the least number of terms to approximate the temperature dependent cross sections within a given accuracy. The comparison of the broadened cross sections using this methodology with the NJOY cross sections was excellent over the entire temperature range (77 K-3200 K) and energy range. A Monte Carlo code was implemented to apply the combined regression model and used to estimate the additional computing cost which was found to be less than <1%. (authors)

A residual Monte Carlo method for discrete thermal radiative diffusion

International Nuclear Information System (INIS)

Evans, T.M.; Urbatsch, T.J.; Lichtenstein, H.; Morel, J.E.

2003-01-01

Residual Monte Carlo methods reduce statistical error at a rate of exp(-bN), where b is a positive constant and N is the number of particle histories. Contrast this convergence rate with 1/√N, which is the rate of statistical error reduction for conventional Monte Carlo methods. Thus, residual Monte Carlo methods hold great promise for increased efficiency relative to conventional Monte Carlo methods. Previous research has shown that the application of residual Monte Carlo methods to the solution of continuum equations, such as the radiation transport equation, is problematic for all but the simplest of cases. However, the residual method readily applies to discrete systems as long as those systems are monotone, i.e., they produce positive solutions given positive sources. We develop a residual Monte Carlo method for solving a discrete 1D non-linear thermal radiative equilibrium diffusion equation, and we compare its performance with that of the discrete conventional Monte Carlo method upon which it is based. We find that the residual method provides efficiency gains of many orders of magnitude. Part of the residual gain is due to the fact that we begin each timestep with an initial guess equal to the solution from the previous timestep. Moreover, fully consistent non-linear solutions can be obtained in a reasonable amount of time because of the effective lack of statistical noise. We conclude that the residual approach has great potential and that further research into such methods should be pursued for more general discrete and continuum systems

Contributon Monte Carlo

International Nuclear Information System (INIS)

Dubi, A.; Gerstl, S.A.W.

1979-05-01

The contributon Monte Carlo method is based on a new recipe to calculate target responses by means of volume integral of the contributon current in a region between the source and the detector. A comprehensive description of the method, its implementation in the general-purpose MCNP code, and results of the method for realistic nonhomogeneous, energy-dependent problems are presented. 23 figures, 10 tables

Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities

KAUST Repository

Cheon, Sooyoung

2013-02-16

Importance sampling and Markov chain Monte Carlo methods have been used in exact inference for contingency tables for a long time, however, their performances are not always very satisfactory. In this paper, we propose a stochastic approximation Monte Carlo importance sampling (SAMCIS) method for tackling this problem. SAMCIS is a combination of adaptive Markov chain Monte Carlo and importance sampling, which employs the stochastic approximation Monte Carlo algorithm (Liang et al., J. Am. Stat. Assoc., 102(477):305-320, 2007) to draw samples from an enlarged reference set with a known Markov basis. Compared to the existing importance sampling and Markov chain Monte Carlo methods, SAMCIS has a few advantages, such as fast convergence, ergodicity, and the ability to achieve a desired proportion of valid tables. The numerical results indicate that SAMCIS can outperform the existing importance sampling and Markov chain Monte Carlo methods: It can produce much more accurate estimates in much shorter CPU time than the existing methods, especially for the tables with high degrees of freedom. © 2013 Springer Science+Business Media New York.

Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities

KAUST Repository

Cheon, Sooyoung; Liang, Faming; Chen, Yuguo; Yu, Kai

2013-01-01

Importance sampling and Markov chain Monte Carlo methods have been used in exact inference for contingency tables for a long time, however, their performances are not always very satisfactory. In this paper, we propose a stochastic approximation Monte Carlo importance sampling (SAMCIS) method for tackling this problem. SAMCIS is a combination of adaptive Markov chain Monte Carlo and importance sampling, which employs the stochastic approximation Monte Carlo algorithm (Liang et al., J. Am. Stat. Assoc., 102(477):305-320, 2007) to draw samples from an enlarged reference set with a known Markov basis. Compared to the existing importance sampling and Markov chain Monte Carlo methods, SAMCIS has a few advantages, such as fast convergence, ergodicity, and the ability to achieve a desired proportion of valid tables. The numerical results indicate that SAMCIS can outperform the existing importance sampling and Markov chain Monte Carlo methods: It can produce much more accurate estimates in much shorter CPU time than the existing methods, especially for the tables with high degrees of freedom. © 2013 Springer Science+Business Media New York.

Bayesian Monte Carlo method

International Nuclear Information System (INIS)

Rajabalinejad, M.

2010-01-01

To reduce cost of Monte Carlo (MC) simulations for time-consuming processes, Bayesian Monte Carlo (BMC) is introduced in this paper. The BMC method reduces number of realizations in MC according to the desired accuracy level. BMC also provides a possibility of considering more priors. In other words, different priors can be integrated into one model by using BMC to further reduce cost of simulations. This study suggests speeding up the simulation process by considering the logical dependence of neighboring points as prior information. This information is used in the BMC method to produce a predictive tool through the simulation process. The general methodology and algorithm of BMC method are presented in this paper. The BMC method is applied to the simplified break water model as well as the finite element model of 17th Street Canal in New Orleans, and the results are compared with the MC and Dynamic Bounds methods.

Simple formalism for efficient derivatives and multi-determinant expansions in quantum Monte Carlo

Energy Technology Data Exchange (ETDEWEB)

Filippi, Claudia, E-mail: c.filippi@utwente.nl [MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Assaraf, Roland, E-mail: assaraf@lct.jussieu.fr [Sorbonne Universités, UPMC Univ Paris 06, CNRS, Laboratoire de Chimie Théorique CC 137-4, place Jussieu F-75252 Paris Cedex 05 (France); Moroni, Saverio, E-mail: moroni@democritos.it [CNR-IOM DEMOCRITOS, Istituto Officina dei Materiali, and SISSA Scuola Internazionale Superiore di Studi Avanzati, Via Bonomea 265, I-34136 Trieste (Italy)

2016-05-21

We present a simple and general formalism to compute efficiently the derivatives of a multi-determinant Jastrow-Slater wave function, the local energy, the interatomic forces, and similar quantities needed in quantum Monte Carlo. Through a straightforward manipulation of matrices evaluated on the occupied and virtual orbitals, we obtain an efficiency equivalent to algorithmic differentiation in the computation of the interatomic forces and the optimization of the orbital parameters. Furthermore, for a large multi-determinant expansion, the significant computational gain afforded by a recently introduced table method is here extended to the local value of any one-body operator and to its derivatives, in both all-electron and pseudopotential calculations.

Closed-shell variational quantum Monte Carlo simulation for the ...

African Journals Online (AJOL)

Closed-shell variational quantum Monte Carlo simulation for the electric dipole moment calculation of hydrazine molecule using casino-code. ... Nigeria Journal of Pure and Applied Physics ... The variational quantum Monte Carlo (VQMC) technique used in this work employed the restricted Hartree-Fock (RHF) scheme.

Recommender engine for continuous-time quantum Monte Carlo methods

Science.gov (United States)

Huang, Li; Yang, Yi-feng; Wang, Lei

2017-03-01

Recommender systems play an essential role in the modern business world. They recommend favorable items such as books, movies, and search queries to users based on their past preferences. Applying similar ideas and techniques to Monte Carlo simulations of physical systems boosts their efficiency without sacrificing accuracy. Exploiting the quantum to classical mapping inherent in the continuous-time quantum Monte Carlo methods, we construct a classical molecular gas model to reproduce the quantum distributions. We then utilize powerful molecular simulation techniques to propose efficient quantum Monte Carlo updates. The recommender engine approach provides a general way to speed up the quantum impurity solvers.

A reappraisal of drug release laws using Monte Carlo simulations: the prevalence of the Weibull function.

Science.gov (United States)

Kosmidis, Kosmas; Argyrakis, Panos; Macheras, Panos

2003-07-01

To verify the Higuchi law and study the drug release from cylindrical and spherical matrices by means of Monte Carlo computer simulation. A one-dimensional matrix, based on the theoretical assumptions of the derivation of the Higuchi law, was simulated and its time evolution was monitored. Cylindrical and spherical three-dimensional lattices were simulated with sites at the boundary of the lattice having been denoted as leak sites. Particles were allowed to move inside it using the random walk model. Excluded volume interactions between the particles was assumed. We have monitored the system time evolution for different lattice sizes and different initial particle concentrations. The Higuchi law was verified using the Monte Carlo technique in a one-dimensional lattice. It was found that Fickian drug release from cylindrical matrices can be approximated nicely with the Weibull function. A simple linear relation between the Weibull function parameters and the specific surface of the system was found. Drug release from a matrix, as a result of a diffusion process assuming excluded volume interactions between the drug molecules, can be described using a Weibull function. This model, although approximate and semiempirical, has the benefit of providing a simple physical connection between the model parameters and the system geometry, which was something missing from other semiempirical models.

Acceleration of monte Carlo solution by conjugate gradient method

International Nuclear Information System (INIS)

Toshihisa, Yamamoto

2005-01-01

The conjugate gradient method (CG) was applied to accelerate Monte Carlo solutions in fixed source problems. The equilibrium model based formulation enables to use CG scheme as well as initial guess to maximize computational performance. This method is available to arbitrary geometry provided that the neutron source distribution in each subregion can be regarded as flat. Even if it is not the case, the method can still be used as a powerful tool to provide an initial guess very close to the converged solution. The major difference of Monte Carlo CG to deterministic CG is that residual error is estimated using Monte Carlo sampling, thus statistical error exists in the residual. This leads to a flow diagram specific to Monte Carlo-CG. Three pre-conditioners were proposed for CG scheme and the performance was compared with a simple 1-D slab heterogeneous test problem. One of them, Sparse-M option, showed an excellent performance in convergence. The performance per unit cost was improved by four times in the test problem. Although direct estimation of efficiency of the method is impossible mainly because of the strong problem-dependence of the optimized pre-conditioner in CG, the method seems to have efficient potential as a fast solution algorithm for Monte Carlo calculations. (author)

Cost of splitting in Monte Carlo transport

International Nuclear Information System (INIS)

Everett, C.J.; Cashwell, E.D.

1978-03-01

In a simple transport problem designed to estimate transmission through a plane slab of x free paths by Monte Carlo methods, it is shown that m-splitting (m > or = 2) does not pay unless exp(x) > m(m + 3)/(m - 1). In such a case, the minimum total cost in terms of machine time is obtained as a function of m, and the optimal value of m is determined

PERHITUNGAN VaR PORTOFOLIO SAHAM MENGGUNAKAN DATA HISTORIS DAN DATA SIMULASI MONTE CARLO

Directory of Open Access Journals (Sweden)

WAYAN ARTHINI

2012-09-01

Full Text Available Value at Risk (VaR is the maximum potential loss on a portfolio based on the probability at a certain time.  In this research, portfolio VaR values calculated from historical data and Monte Carlo simulation data. Historical data is processed so as to obtain stock returns, variance, correlation coefficient, and variance-covariance matrix, then the method of Markowitz sought proportion of each stock fund, and portfolio risk and return portfolio. The data was then simulated by Monte Carlo simulation, Exact Monte Carlo Simulation and Expected Monte Carlo Simulation. Exact Monte Carlo simulation have same returns and standard deviation  with historical data, while the Expected Monte Carlo Simulation satistic calculation similar to historical data. The results of this research is the portfolio VaR  with time horizon T=1, T=10, T=22 and the confidence level of 95 %, values obtained VaR between historical data and Monte Carlo simulation data with the method exact and expected. Value of VaR from both Monte Carlo simulation is greater than VaR historical data.

A general transform for variance reduction in Monte Carlo simulations

International Nuclear Information System (INIS)

Becker, T.L.; Larsen, E.W.

2011-01-01

This paper describes a general transform to reduce the variance of the Monte Carlo estimate of some desired solution, such as flux or biological dose. This transform implicitly includes many standard variance reduction techniques, including source biasing, collision biasing, the exponential transform for path-length stretching, and weight windows. Rather than optimizing each of these techniques separately or choosing semi-empirical biasing parameters based on the experience of a seasoned Monte Carlo practitioner, this General Transform unites all these variance techniques to achieve one objective: a distribution of Monte Carlo particles that attempts to optimize the desired solution. Specifically, this transform allows Monte Carlo particles to be distributed according to the user's specification by using information obtained from a computationally inexpensive deterministic simulation of the problem. For this reason, we consider the General Transform to be a hybrid Monte Carlo/Deterministic method. The numerical results con rm that the General Transform distributes particles according to the user-specified distribution and generally provide reasonable results for shielding applications. (author)

Monte Carlo simulations of the Galileo energetic particle detector

CERN Document Server

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.

Monte Carlo simulations of the Galileo energetic particle detector

International Nuclear Information System (INIS)

Jun, I.; Ratliff, J.M.; 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

Sign problem and Monte Carlo calculations beyond Lefschetz thimbles

International Nuclear Information System (INIS)

Alexandru, Andrei; Başar, Gökçe; Bedaque, Paulo F.; Ridgway, Gregory W.; Warrington, Neill C.

2016-01-01

We point out that Monte Carlo simulations of theories with severe sign problems can be profitably performed over manifolds in complex space different from the one with fixed imaginary part of the action (“Lefschetz thimble”). We describe a family of such manifolds that interpolate between the tangent space at one critical point (where the sign problem is milder compared to the real plane but in some cases still severe) and the union of relevant thimbles (where the sign problem is mild but a multimodal distribution function complicates the Monte Carlo sampling). We exemplify this approach using a simple 0+1 dimensional fermion model previously used on sign problem studies and show that it can solve the model for some parameter values where a solution using Lefschetz thimbles was elusive.

A Monte Carlo approach to combating delayed completion of ...

African Journals Online (AJOL)

The objective of this paper is to unveil the relevance of Monte Carlo critical path analysis in resolving problem of delays in scheduled completion of development projects. Commencing with deterministic network scheduling, Monte Carlo critical path analysis was advanced by assigning probability distributions to task times.

Monte Carlo numerical study of lattice field theories

International Nuclear Information System (INIS)

Gan Cheekwan; Kim Seyong; Ohta, Shigemi

1997-01-01

The authors are interested in the exact first-principle calculations of quantum field theories which are indeed exact ones. For quantum chromodynamics (QCD) at low energy scale, a nonperturbation method is needed, and the only known such method is the lattice method. The path integral can be evaluated by putting a system on a finite 4-dimensional volume and discretizing space time continuum into finite points, lattice. The continuum limit is taken by making the lattice infinitely fine. For evaluating such a finite-dimensional integral, the Monte Carlo numerical estimation of the path integral can be obtained. The calculation of light hadron mass in quenched lattice QCD with staggered quarks, 3-dimensional Thirring model calculation and the development of self-test Monte Carlo method have been carried out by using the RIKEN supercomputer. The motivation of this study, lattice QCD formulation, continuum limit, Monte Carlo update, hadron propagator, light hadron mass, auto-correlation and source size dependence are described on lattice QCD. The phase structure of the 3-dimensional Thirring model for a small 8 3 lattice has been mapped. The discussion on self-test Monte Carlo method is described again. (K.I.)

Continuous energy Monte Carlo method based lattice homogeinzation

International Nuclear Information System (INIS)

Li Mancang; Yao Dong; Wang Kan

2014-01-01

Based on the Monte Carlo code MCNP, the continuous energy Monte Carlo multi-group constants generation code MCMC has been developed. The track length scheme has been used as the foundation of cross section generation. The scattering matrix and Legendre components require special techniques, and the scattering event method has been proposed to solve this problem. Three methods have been developed to calculate the diffusion coefficients for diffusion reactor core codes and the Legendre method has been applied in MCMC. To the satisfaction of the equivalence theory, the general equivalence theory (GET) and the superhomogenization method (SPH) have been applied to the Monte Carlo method based group constants. The super equivalence method (SPE) has been proposed to improve the equivalence. GET, SPH and SPE have been implemented into MCMC. The numerical results showed that generating the homogenization multi-group constants via Monte Carlo method overcomes the difficulties in geometry and treats energy in continuum, thus provides more accuracy parameters. Besides, the same code and data library can be used for a wide range of applications due to the versatility. The MCMC scheme can be seen as a potential alternative to the widely used deterministic lattice codes. (authors)

PENENTUAN HARGA OPSI BELI TIPE ASIA DENGAN METODE MONTE CARLO-CONTROL VARIATE

Directory of Open Access Journals (Sweden)

NI NYOMAN AYU ARTANADI

2017-01-01

Full Text Available Option is a contract between the writer and the holder which entitles the holder to buy or sell an underlying asset at the maturity date for a specified price known as an exercise price. Asian option is a type of financial derivatives which the payoff taking the average value over the time series of the asset price. The aim of the study is to present the Monte Carlo-Control Variate as an extension of Standard Monte Carlo applied on the calculation of the Asian option price. Standard Monte Carlo simulations 10.000.000 generate standard error 0.06 and the option price convergent at Rp.160.00 while Monte Carlo-Control Variate simulations 100.000 generate standard error 0.01 and the option price convergent at Rp.152.00. This shows the Monte Carlo-Control Variate achieve faster option price toward convergent of the Monte Carlo Standar.

Applications of Monte Carlo codes to a study of gamma-ray buildup factors, skyshine and duct streaming

Energy Technology Data Exchange (ETDEWEB)

Hirayama, H. [High Energy Accelerator Research Organization (KEK), Ibaraki (Japan)

2001-07-01

Many shielding calculations for gamma-rays have continued to rely on point-kernel methods incorporating buildup factor data. Line beam or conical beam response functions, which are calculated using a Monte Carlo code, for skyshine problems are useful to estimate the skyshine dose from various facilities. A simple calculation method for duct streaming was proposed using the parameters calculated by the Monte Carlo code. It is therefore important to study, improve and produce basic parameters related to old, but still important, problems in the fields of radiation shielding using the Monte Carlo code. In this paper, these studies performed by several groups in Japan as applications of the Monte Carlo method are discussed. (orig.)

Biased Monte Carlo optimization: the basic approach

International Nuclear Information System (INIS)

Campioni, Luca; Scardovelli, Ruben; Vestrucci, Paolo

2005-01-01

It is well-known that the Monte Carlo method is very successful in tackling several kinds of system simulations. It often happens that one has to deal with rare events, and the use of a variance reduction technique is almost mandatory, in order to have Monte Carlo efficient applications. The main issue associated with variance reduction techniques is related to the choice of the value of the biasing parameter. Actually, this task is typically left to the experience of the Monte Carlo user, who has to make many attempts before achieving an advantageous biasing. A valuable result is provided: a methodology and a practical rule addressed to establish an a priori guidance for the choice of the optimal value of the biasing parameter. This result, which has been obtained for a single component system, has the notable property of being valid for any multicomponent system. In particular, in this paper, the exponential and the uniform biases of exponentially distributed phenomena are investigated thoroughly

Self-learning Monte Carlo (dynamical biasing)

International Nuclear Information System (INIS)

Matthes, W.

1981-01-01

In many applications the histories of a normal Monte Carlo game rarely reach the target region. An approximate knowledge of the importance (with respect to the target) may be used to guide the particles more frequently into the target region. A Monte Carlo method is presented in which each history contributes to update the importance field such that eventually most target histories are sampled. It is a self-learning method in the sense that the procedure itself: (a) learns which histories are important (reach the target) and increases their probability; (b) reduces the probabilities of unimportant histories; (c) concentrates gradually on the more important target histories. (U.K.)

Optimum biasing of integral equations in Monte Carlo calculations

International Nuclear Information System (INIS)

Hoogenboom, J.E.

1979-01-01

In solving integral equations and estimating average values with the Monte Carlo method, biasing functions may be used to reduce the variancee of the estimates. A simple derivation was used to prove the existence of a zero-variance collision estimator if a specific biasing function and survival probability are applied. This optimum biasing function is the same as that used for the well known zero-variance last-event estimator

A NEW MONTE CARLO METHOD FOR TIME-DEPENDENT NEUTRINO RADIATION TRANSPORT

International Nuclear Information System (INIS)

Abdikamalov, Ernazar; Ott, Christian D.; O'Connor, Evan; Burrows, Adam; Dolence, Joshua C.; Löffler, Frank; Schnetter, Erik

2012-01-01

Monte Carlo approaches to radiation transport have several attractive properties such as simplicity of implementation, high accuracy, and good parallel scaling. Moreover, Monte Carlo methods can handle complicated geometries and are relatively easy to extend to multiple spatial dimensions, which makes them potentially interesting in modeling complex multi-dimensional astrophysical phenomena such as core-collapse supernovae. The aim of this paper is to explore Monte Carlo methods for modeling neutrino transport in core-collapse supernovae. We generalize the Implicit Monte Carlo photon transport scheme of Fleck and Cummings and gray discrete-diffusion scheme of Densmore et al. to energy-, time-, and velocity-dependent neutrino transport. Using our 1D spherically-symmetric implementation, we show that, similar to the photon transport case, the implicit scheme enables significantly larger timesteps compared with explicit time discretization, without sacrificing accuracy, while the discrete-diffusion method leads to significant speed-ups at high optical depth. Our results suggest that a combination of spectral, velocity-dependent, Implicit Monte Carlo and discrete-diffusion Monte Carlo methods represents a robust approach for use in neutrino transport calculations in core-collapse supernovae. Our velocity-dependent scheme can easily be adapted to photon transport.

A NEW MONTE CARLO METHOD FOR TIME-DEPENDENT NEUTRINO RADIATION TRANSPORT

Energy Technology Data Exchange (ETDEWEB)

Abdikamalov, Ernazar; Ott, Christian D.; O' Connor, Evan [TAPIR, California Institute of Technology, MC 350-17, 1200 E California Blvd., Pasadena, CA 91125 (United States); Burrows, Adam; Dolence, Joshua C. [Department of Astrophysical Sciences, Princeton University, Peyton Hall, Ivy Lane, Princeton, NJ 08544 (United States); Loeffler, Frank; Schnetter, Erik, E-mail: abdik@tapir.caltech.edu [Center for Computation and Technology, Louisiana State University, 216 Johnston Hall, Baton Rouge, LA 70803 (United States)

2012-08-20

Monte Carlo approaches to radiation transport have several attractive properties such as simplicity of implementation, high accuracy, and good parallel scaling. Moreover, Monte Carlo methods can handle complicated geometries and are relatively easy to extend to multiple spatial dimensions, which makes them potentially interesting in modeling complex multi-dimensional astrophysical phenomena such as core-collapse supernovae. The aim of this paper is to explore Monte Carlo methods for modeling neutrino transport in core-collapse supernovae. We generalize the Implicit Monte Carlo photon transport scheme of Fleck and Cummings and gray discrete-diffusion scheme of Densmore et al. to energy-, time-, and velocity-dependent neutrino transport. Using our 1D spherically-symmetric implementation, we show that, similar to the photon transport case, the implicit scheme enables significantly larger timesteps compared with explicit time discretization, without sacrificing accuracy, while the discrete-diffusion method leads to significant speed-ups at high optical depth. Our results suggest that a combination of spectral, velocity-dependent, Implicit Monte Carlo and discrete-diffusion Monte Carlo methods represents a robust approach for use in neutrino transport calculations in core-collapse supernovae. Our velocity-dependent scheme can easily be adapted to photon transport.

Therapeutic Applications of Monte Carlo Calculations in Nuclear Medicine

International Nuclear Information System (INIS)

Coulot, J

2003-01-01

Monte Carlo techniques are involved in many applications in medical physics, and the field of nuclear medicine has seen a great development in the past ten years due to their wider use. Thus, it is of great interest to look at the state of the art in this domain, when improving computer performances allow one to obtain improved results in a dramatically reduced time. The goal of this book is to make, in 15 chapters, an exhaustive review of the use of Monte Carlo techniques in nuclear medicine, also giving key features which are not necessary directly related to the Monte Carlo method, but mandatory for its practical application. As the book deals with therapeutic' nuclear medicine, it focuses on internal dosimetry. After a general introduction on Monte Carlo techniques and their applications in nuclear medicine (dosimetry, imaging and radiation protection), the authors give an overview of internal dosimetry methods (formalism, mathematical phantoms, quantities of interest). Then, some of the more widely used Monte Carlo codes are described, as well as some treatment planning softwares. Some original techniques are also mentioned, such as dosimetry for boron neutron capture synovectomy. It is generally well written, clearly presented, and very well documented. Each chapter gives an overview of each subject, and it is up to the reader to investigate it further using the extensive bibliography provided. Each topic is discussed from a practical point of view, which is of great help for non-experienced readers. For instance, the chapter about mathematical aspects of Monte Carlo particle transport is very clear and helps one to apprehend the philosophy of the method, which is often a difficulty with a more theoretical approach. Each chapter is put in the general (clinical) context, and this allows the reader to keep in mind the intrinsic limitation of each technique involved in dosimetry (for instance activity quantitation). Nevertheless, there are some minor remarks to

Grain-boundary melting: A Monte Carlo study

DEFF Research Database (Denmark)

Besold, Gerhard; Mouritsen, Ole G.

1994-01-01

Grain-boundary melting in a lattice-gas model of a bicrystal is studied by Monte Carlo simulation using the grand canonical ensemble. Well below the bulk melting temperature T(m), a disordered liquidlike layer gradually emerges at the grain boundary. Complete interfacial wetting can be observed...... when the temperature approaches T(m) from below. Monte Carlo data over an extended temperature range indicate a logarithmic divergence w(T) approximately - ln(T(m)-T) of the width of the disordered layer w, in agreement with mean-field theory....

Novel hybrid Monte Carlo/deterministic technique for shutdown dose rate analyses of fusion energy systems

International Nuclear Information System (INIS)

Ibrahim, Ahmad M.; Peplow, Douglas E.; Peterson, Joshua L.; Grove, Robert E.

2014-01-01

Highlights: •Develop the novel Multi-Step CADIS (MS-CADIS) hybrid Monte Carlo/deterministic method for multi-step shielding analyses. •Accurately calculate shutdown dose rates using full-scale Monte Carlo models of fusion energy systems. •Demonstrate the dramatic efficiency improvement of the MS-CADIS method for the rigorous two step calculations of the shutdown dose rate in fusion reactors. -- Abstract: The rigorous 2-step (R2S) computational system uses three-dimensional Monte Carlo transport simulations to calculate the shutdown dose rate (SDDR) in fusion reactors. Accurate full-scale R2S calculations are impractical in fusion reactors because they require calculating space- and energy-dependent neutron fluxes everywhere inside the reactor. The use of global Monte Carlo variance reduction techniques was suggested for accelerating the R2S neutron transport calculation. However, the prohibitive computational costs of these approaches, which increase with the problem size and amount of shielding materials, inhibit their ability to accurately predict the SDDR in fusion energy systems using full-scale modeling of an entire fusion plant. This paper describes a novel hybrid Monte Carlo/deterministic methodology that uses the Consistent Adjoint Driven Importance Sampling (CADIS) method but focuses on multi-step shielding calculations. The Multi-Step CADIS (MS-CADIS) methodology speeds up the R2S neutron Monte Carlo calculation using an importance function that represents the neutron importance to the final SDDR. Using a simplified example, preliminary results showed that the use of MS-CADIS enhanced the efficiency of the neutron Monte Carlo simulation of an SDDR calculation by a factor of 550 compared to standard global variance reduction techniques, and that the efficiency enhancement compared to analog Monte Carlo is higher than a factor of 10,000

Analysis of error in Monte Carlo transport calculations

International Nuclear Information System (INIS)

Booth, T.E.

1979-01-01

The Monte Carlo method for neutron transport calculations suffers, in part, because of the inherent statistical errors associated with the method. Without an estimate of these errors in advance of the calculation, it is difficult to decide what estimator and biasing scheme to use. Recently, integral equations have been derived that, when solved, predicted errors in Monte Carlo calculations in nonmultiplying media. The present work allows error prediction in nonanalog Monte Carlo calculations of multiplying systems, even when supercritical. Nonanalog techniques such as biased kernels, particle splitting, and Russian Roulette are incorporated. Equations derived here allow prediction of how much a specific variance reduction technique reduces the number of histories required, to be weighed against the change in time required for calculation of each history. 1 figure, 1 table

Response matrix Monte Carlo based on a general geometry local calculation for electron transport

International Nuclear Information System (INIS)

Ballinger, C.T.; Rathkopf, J.A.; Martin, W.R.

1991-01-01

A Response Matrix Monte Carlo (RMMC) method has been developed for solving electron transport problems. This method was born of the need to have a reliable, computationally efficient transport method for low energy electrons (below a few hundred keV) in all materials. Today, condensed history methods are used which reduce the computation time by modeling the combined effect of many collisions but fail at low energy because of the assumptions required to characterize the electron scattering. Analog Monte Carlo simulations are prohibitively expensive since electrons undergo coulombic scattering with little state change after a collision. The RMMC method attempts to combine the accuracy of an analog Monte Carlo simulation with the speed of the condensed history methods. Like condensed history, the RMMC method uses probability distributions functions (PDFs) to describe the energy and direction of the electron after several collisions. However, unlike the condensed history method the PDFs are based on an analog Monte Carlo simulation over a small region. Condensed history theories require assumptions about the electron scattering to derive the PDFs for direction and energy. Thus the RMMC method samples from PDFs which more accurately represent the electron random walk. Results show good agreement between the RMMC method and analog Monte Carlo. 13 refs., 8 figs

Neutron flux calculation by means of Monte Carlo methods

International Nuclear Information System (INIS)

Barz, H.U.; Eichhorn, M.

1988-01-01

In this report a survey of modern neutron flux calculation procedures by means of Monte Carlo methods is given. Due to the progress in the development of variance reduction techniques and the improvements of computational techniques this method is of increasing importance. The basic ideas in application of Monte Carlo methods are briefly outlined. In more detail various possibilities of non-analog games and estimation procedures are presented, problems in the field of optimizing the variance reduction techniques are discussed. In the last part some important international Monte Carlo codes and own codes of the authors are listed and special applications are described. (author)

PyMercury: Interactive Python for the Mercury Monte Carlo Particle Transport Code

International Nuclear Information System (INIS)

Iandola, F.N.; O'Brien, M.J.; Procassini, R.J.

2010-01-01

Monte Carlo particle transport applications are often written in low-level languages (C/C++) for optimal performance on clusters and supercomputers. However, this development approach often sacrifices straightforward usability and testing in the interest of fast application performance. To improve usability, some high-performance computing applications employ mixed-language programming with high-level and low-level languages. In this study, we consider the benefits of incorporating an interactive Python interface into a Monte Carlo application. With PyMercury, a new Python extension to the Mercury general-purpose Monte Carlo particle transport code, we improve application usability without diminishing performance. In two case studies, we illustrate how PyMercury improves usability and simplifies testing and validation in a Monte Carlo application. In short, PyMercury demonstrates the value of interactive Python for Monte Carlo particle transport applications. In the future, we expect interactive Python to play an increasingly significant role in Monte Carlo usage and testing.

A computationally efficient moment-preserving Monte Carlo electron transport method with implementation in Geant4

Energy Technology Data Exchange (ETDEWEB)

Dixon, D.A., E-mail: ddixon@lanl.gov [Los Alamos National Laboratory, P.O. Box 1663, MS P365, Los Alamos, NM 87545 (United States); Prinja, A.K., E-mail: prinja@unm.edu [Department of Nuclear Engineering, MSC01 1120, 1 University of New Mexico, Albuquerque, NM 87131-0001 (United States); Franke, B.C., E-mail: bcfrank@sandia.gov [Sandia National Laboratories, Albuquerque, NM 87123 (United States)

2015-09-15

This paper presents the theoretical development and numerical demonstration of a moment-preserving Monte Carlo electron transport method. Foremost, a full implementation of the moment-preserving (MP) method within the Geant4 particle simulation toolkit is demonstrated. Beyond implementation details, it is shown that the MP method is a viable alternative to the condensed history (CH) method for inclusion in current and future generation transport codes through demonstration of the key features of the method including: systematically controllable accuracy, computational efficiency, mathematical robustness, and versatility. A wide variety of results common to electron transport are presented illustrating the key features of the MP method. In particular, it is possible to achieve accuracy that is statistically indistinguishable from analog Monte Carlo, while remaining up to three orders of magnitude more efficient than analog Monte Carlo simulations. Finally, it is shown that the MP method can be generalized to any applicable analog scattering DCS model by extending previous work on the MP method beyond analytical DCSs to the partial-wave (PW) elastic tabulated DCS data.

Structure of cylindrical electric double layers: Comparison of density functional and modified Poisson-Boltzmann theories with Monte Carlo simulations

Directory of Open Access Journals (Sweden)

V.Dorvilien

2013-01-01

Full Text Available The structure of cylindrical double layers is studied using a modified Poisson Boltzmann theory and the density functional approach. In the model double layer the electrode is a cylindrical polyion that is infinitely long, impenetrable, and uniformly charged. The polyion is immersed in a sea of equi-sized rigid ions embedded in a dielectric continuum. An in-depth comparison of the theoretically predicted zeta potentials, the mean electrostatic potentials, and the electrode-ion singlet density distributions is made with the corresponding Monte Carlo simulation data. The theories are seen to be consistent in their predictions that include variations in ionic diameters, electrolyte concentrations, and electrode surface charge densities, and are also able to reproduce well some new and existing Monte Carlo results.

Transport methods: general. 1. The Analytical Monte Carlo Method for Radiation Transport Calculations

International Nuclear Information System (INIS)

Martin, William R.; Brown, Forrest B.

2001-01-01

We present an alternative Monte Carlo method for solving the coupled equations of radiation transport and material energy. This method is based on incorporating the analytical solution to the material energy equation directly into the Monte Carlo simulation for the radiation intensity. This method, which we call the Analytical Monte Carlo (AMC) method, differs from the well known Implicit Monte Carlo (IMC) method of Fleck and Cummings because there is no discretization of the material energy equation since it is solved as a by-product of the Monte Carlo simulation of the transport equation. Our method also differs from the method recently proposed by Ahrens and Larsen since they use Monte Carlo to solve both equations, while we are solving only the radiation transport equation with Monte Carlo, albeit with effective sources and cross sections to represent the emission sources. Our method bears some similarity to a method developed and implemented by Carter and Forest nearly three decades ago, but there are substantive differences. We have implemented our method in a simple zero-dimensional Monte Carlo code to test the feasibility of the method, and the preliminary results are very promising, justifying further extension to more realistic geometries. (authors)

Markov Chain Monte Carlo

Indian Academy of Sciences (India)

Home; Journals; Resonance – Journal of Science Education; Volume 7; Issue 3. Markov Chain Monte Carlo - Examples. Arnab Chakraborty. General Article Volume 7 Issue 3 March 2002 pp 25-34. Fulltext. Click here to view fulltext PDF. Permanent link: https://www.ias.ac.in/article/fulltext/reso/007/03/0025-0034. Keywords.

A deterministic alternative to the full configuration interaction quantum Monte Carlo method

Energy Technology Data Exchange (ETDEWEB)

Tubman, Norm M.; Lee, Joonho; Takeshita, Tyler Y.; Head-Gordon, Martin; Whaley, K. Birgitta [University of California, Berkeley, Berkeley, California 94720 (United States)

2016-07-28

Development of exponentially scaling methods has seen great progress in tackling larger systems than previously thought possible. One such technique, full configuration interaction quantum Monte Carlo, is a useful algorithm that allows exact diagonalization through stochastically sampling determinants. The method derives its utility from the information in the matrix elements of the Hamiltonian, along with a stochastic projected wave function, to find the important parts of Hilbert space. However, the stochastic representation of the wave function is not required to search Hilbert space efficiently, and here we describe a highly efficient deterministic method that can achieve chemical accuracy for a wide range of systems, including the difficult Cr{sub 2} molecule. We demonstrate for systems like Cr{sub 2} that such calculations can be performed in just a few cpu hours which makes it one of the most efficient and accurate methods that can attain chemical accuracy for strongly correlated systems. In addition our method also allows efficient calculation of excited state energies, which we illustrate with benchmark results for the excited states of C{sub 2}.

Brownian dynamics and dynamic Monte Carlo simulations of isotropic and liquid crystal phases of anisotropic colloidal particles: a comparative study.

Science.gov (United States)

Patti, Alessandro; Cuetos, Alejandro

2012-07-01

We report on the diffusion of purely repulsive and freely rotating colloidal rods in the isotropic, nematic, and smectic liquid crystal phases to probe the agreement between Brownian and Monte Carlo dynamics under the most general conditions. By properly rescaling the Monte Carlo time step, being related to any elementary move via the corresponding self-diffusion coefficient, with the acceptance rate of simultaneous trial displacements and rotations, we demonstrate the existence of a unique Monte Carlo time scale that allows for a direct comparison between Monte Carlo and Brownian dynamics simulations. To estimate the validity of our theoretical approach, we compare the mean square displacement of rods, their orientational autocorrelation function, and the self-intermediate scattering function, as obtained from Brownian dynamics and Monte Carlo simulations. The agreement between the results of these two approaches, even under the condition of heterogeneous dynamics generally observed in liquid crystalline phases, is excellent.

Monte Carlo studies of high-transverse-energy hadronic interactions

International Nuclear Information System (INIS)

Corcoran, M.D.

1985-01-01

A four-jet Monte Carlo calculation has been used to simulate hadron-hadron interactions which deposit high transverse energy into a large-solid-angle calorimeter and limited solid-angle regions of the calorimeter. The calculation uses first-order QCD cross sections to generate two scattered jets and also produces beam and target jets. Field-Feynman fragmentation has been used in the hadronization. The sensitivity of the results to a few features of the Monte Carlo program has been studied. The results are found to be very sensitive to the method used to ensure overall energy conservation after the fragmentation of the four jets is complete. Results are also sensitive to the minimum momentum transfer in the QCD subprocesses and to the distribution of p/sub T/ to the jet axis and the multiplicities in the fragmentation. With reasonable choices of these features of the Monte Carlo program, good agreement with data at Fermilab/CERN SPS energies is obtained, comparable to the agreement achieved with more sophisticated parton-shower models. With other choices, however, the calculation gives qualitatively different results which are in strong disagreement with the data. These results have important implications for extracting physics conclusions from Monte Carlo calculations. It is not possible to test the validity of a particular model or distinguish between different models unless the Monte Carlo results are unambiguous and different models exhibit clearly different behavior

Monte Carlo simulations of plutonium gamma-ray spectra

International Nuclear Information System (INIS)

Koenig, Z.M.; Carlson, J.B.; Wang, Tzu-Fang; Ruhter, W.D.

1993-01-01

Monte Carlo calculations were investigated as a means of simulating the gamma-ray spectra of Pu. These simulated spectra will be used to develop and evaluate gamma-ray analysis techniques for various nondestructive measurements. Simulated spectra of calculational standards can be used for code intercomparisons, to understand systematic biases and to estimate minimum detection levels of existing and proposed nondestructive analysis instruments. The capability to simulate gamma-ray spectra from HPGe detectors could significantly reduce the costs of preparing large numbers of real reference materials. MCNP was used for the Monte Carlo transport of the photons. Results from the MCNP calculations were folded in with a detector response function for a realistic spectrum. Plutonium spectrum peaks were produced with Lorentzian shapes, for the x-rays, and Gaussian distributions. The MGA code determined the Pu isotopes and specific power of this calculated spectrum and compared it to a similar analysis on a measured spectrum

Monte Carlo and analytic simulations in nanoparticle-enhanced radiation therapy

Directory of Open Access Journals (Sweden)

Paro AD

2016-09-01

Full Text Available Autumn D Paro,1 Mainul Hossain,2 Thomas J Webster,1,3,4 Ming Su1,4 1Department of Chemical Engineering, Northeastern University, Boston, MA, USA; 2NanoScience Technology Center and School of Electrical Engineering and Computer Science, University of Central Florida, Orlando, Florida, USA; 3Excellence for Advanced Materials Research, King Abdulaziz University, Jeddah, Saudi Arabia; 4Wenzhou Institute of Biomaterials and Engineering, Chinese Academy of Science, Wenzhou Medical University, Zhejiang, People’s Republic of China Abstract: Analytical and Monte Carlo simulations have been used to predict dose enhancement factors in nanoparticle-enhanced X-ray radiation therapy. Both simulations predict an increase in dose enhancement in the presence of nanoparticles, but the two methods predict different levels of enhancement over the studied energy, nanoparticle materials, and concentration regime for several reasons. The Monte Carlo simulation calculates energy deposited by electrons and photons, while the analytical one only calculates energy deposited by source photons and photoelectrons; the Monte Carlo simulation accounts for electron–hole recombination, while the analytical one does not; and the Monte Carlo simulation randomly samples photon or electron path and accounts for particle interactions, while the analytical simulation assumes a linear trajectory. This study demonstrates that the Monte Carlo simulation will be a better choice to evaluate dose enhancement with nanoparticles in radiation therapy. Keywords: nanoparticle, dose enhancement, Monte Carlo simulation, analytical simulation, radiation therapy, tumor cell, X-ray 

Microcanonical Monte Carlo

International Nuclear Information System (INIS)

Creutz, M.

1986-01-01

The author discusses a recently developed algorithm for simulating statistical systems. The procedure interpolates between molecular dynamics methods and canonical Monte Carlo. The primary advantages are extremely fast simulations of discrete systems such as the Ising model and a relative insensitivity to random number quality. A variation of the algorithm gives rise to a deterministic dynamics for Ising spins. This model may be useful for high speed simulation of non-equilibrium phenomena

Monte Carlo simulation applied to alpha spectrometry

International Nuclear Information System (INIS)

Baccouche, S.; Gharbi, F.; Trabelsi, A.

2007-01-01

Alpha particle spectrometry is a widely-used analytical method, in particular when we deal with pure alpha emitting radionuclides. Monte Carlo simulation is an adequate tool to investigate the influence of various phenomena on this analytical method. We performed an investigation of those phenomena using the simulation code GEANT of CERN. The results concerning the geometrical detection efficiency in different measurement geometries agree with analytical calculations. This work confirms that Monte Carlo simulation of solid angle of detection is a very useful tool to determine with very good accuracy the detection efficiency.

Simulation of transport equations with Monte Carlo

International Nuclear Information System (INIS)

Matthes, W.

1975-09-01

The main purpose of the report is to explain the relation between the transport equation and the Monte Carlo game used for its solution. The introduction of artificial particles carrying a weight provides one with high flexibility in constructing many different games for the solution of the same equation. This flexibility opens a way to construct a Monte Carlo game for the solution of the adjoint transport equation. Emphasis is laid mostly on giving a clear understanding of what to do and not on the details of how to do a specific game

High-efficiency wavefunction updates for large scale Quantum Monte Carlo

Science.gov (United States)

Kent, Paul; McDaniel, Tyler; Li, Ying Wai; D'Azevedo, Ed

Within ab intio Quantum Monte Carlo (QMC) simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunctions. The evaluation of each Monte Carlo move requires finding the determinant of a dense matrix, which is traditionally iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. For calculations with thousands of electrons, this operation dominates the execution profile. We propose a novel rank- k delayed update scheme. This strategy enables probability evaluation for multiple successive Monte Carlo moves, with application of accepted moves to the matrices delayed until after a predetermined number of moves, k. Accepted events grouped in this manner are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency. This procedure does not change the underlying Monte Carlo sampling or the sampling efficiency. For large systems and algorithms such as diffusion Monte Carlo where the acceptance ratio is high, order of magnitude speedups can be obtained on both multi-core CPU and on GPUs, making this algorithm highly advantageous for current petascale and future exascale computations.

The Monte Carlo Simulation Method for System Reliability and Risk Analysis

CERN Document Server

Zio, Enrico

2013-01-01

Monte Carlo simulation is one of the best tools for performing realistic analysis of complex systems as it allows most of the limiting assumptions on system behavior to be relaxed. The Monte Carlo Simulation Method for System Reliability and Risk Analysis comprehensively illustrates the Monte Carlo simulation method and its application to reliability and system engineering. Readers are given a sound understanding of the fundamentals of Monte Carlo sampling and simulation and its application for realistic system modeling.   Whilst many of the topics rely on a high-level understanding of calculus, probability and statistics, simple academic examples will be provided in support to the explanation of the theoretical foundations to facilitate comprehension of the subject matter. Case studies will be introduced to provide the practical value of the most advanced techniques.   This detailed approach makes The Monte Carlo Simulation Method for System Reliability and Risk Analysis a key reference for senior undergra...

Testing results of Monte Carlo sampling processes in MCSAD

International Nuclear Information System (INIS)

Pinnera, I.; Cruz, C.; Abreu, Y.; Leyva, A.; Correa, C.; Demydenko, C.

2009-01-01

The Monte Carlo Simulation of Atom Displacements (MCSAD) is a code implemented by the authors to simulate the complete process of atom displacement (AD) formation. This code makes use of the Monte Carlo (MC) method to sample all the processes involved in the gamma and electronic radiation transport through matter. The kernel of the calculations applied to this code relies on a model based on an algorithm developed by the authors, which firstly splits out multiple electron elastic scattering events from those single ones at higher scattering angles and then, from the last one, sampling those leading to AD at high transferred atomic recoil energies. Some tests have been developed to check the sampling algorithms with the help of the corresponding theoretical distribution functions. Satisfactory results have been obtained, which indicate the strength of the methods and subroutines used in the code. (Author)

Exact Monte Carlo for molecules

International Nuclear Information System (INIS)

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

1985-03-01

A brief summary of the fixed-node quantum Monte Carlo method is presented. Results obtained for binding energies, the classical barrier height for H + H 2 , and the singlet-triplet splitting in methylene are presented and discussed. 17 refs

Low-pressure phase diagram of crystalline benzene from quantum Monte Carlo

Energy Technology Data Exchange (ETDEWEB)

Azadi, Sam, E-mail: s.azadi@ucl.ac.uk [Departments of Physics and Astronomy, University College London, Thomas Young Center, London Centre for Nanotechnology, London WC1E 6BT (United Kingdom); Cohen, R. E. [Extreme Materials Initiative, Geophysical Laboratory, Carnegie Institution for Science, Washington, DC 20015 (United States); Department of Earth- and Environmental Sciences, Ludwig Maximilians Universität, Munich 80333 (Germany); Department of Physics and Astronomy, University College London, London WC1E 6BT (United Kingdom)

2016-08-14

We studied the low-pressure (0–10 GPa) phase diagram of crystalline benzene using quantum Monte Carlo and density functional theory (DFT) methods. We performed diffusion quantum Monte Carlo (DMC) calculations to obtain accurate static phase diagrams as benchmarks for modern van der Waals density functionals. Using density functional perturbation theory, we computed the phonon contributions to the free energies. Our DFT enthalpy-pressure phase diagrams indicate that the Pbca and P2{sub 1}/c structures are the most stable phases within the studied pressure range. The DMC Gibbs free-energy calculations predict that the room temperature Pbca to P2{sub 1}/c phase transition occurs at 2.1(1) GPa. This prediction is consistent with available experimental results at room temperature. Our DMC calculations give 50.6 ± 0.5 kJ/mol for crystalline benzene lattice energy.

The impact of Monte Carlo simulation: a scientometric analysis of scholarly literature

CERN Document Server

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.